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IndicatorData.struct.signal.h
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IndicatorData.struct.signal.h
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//+------------------------------------------------------------------+
//| EA31337 framework |
//| Copyright 2016-2021, EA31337 Ltd |
//| https://github.com/EA31337 |
//+------------------------------------------------------------------+
/*
* This file is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http:https://www.gnu.org/licenses/>.
*
*/
/**
* @file
* Includes Indicator's signal structs.
*/
#ifndef __MQL__
// Allows the preprocessor to include a header file when it is needed.
#pragma once
#endif
// Forward declaration.
struct ChartParams;
struct IndicatorDataEntry;
struct IndicatorDataParams;
struct IndicatorParams;
// Includes.
//#include "IndicatorData.enum.h"
//#include "Indicator.struct.h"
/* Structure for indicator signals. */
struct IndicatorSignal {
/* Define enumeration for indicator signals. */
enum ENUM_INDICATOR_SIGNAL {
INDICATOR_SIGNAL_NONE = 0 << 0, // (None)
INDICATOR_SIGNAL_CROSSOVER = 1 << 0, // Values crossed over.
INDICATOR_SIGNAL_DIVERGENCE = 1 << 1, // Divergence between values and prices.
INDICATOR_SIGNAL_GT_PRICE = 1 << 2, // Last value greater than price.
INDICATOR_SIGNAL_INC = 1 << 3, // Last value increased.
INDICATOR_SIGNAL_LAST2SAME = 1 << 4, // Last 2 values are in the same direction.
INDICATOR_SIGNAL_PEAK = 1 << 5, // Last value is at peak.
INDICATOR_SIGNAL_VOLATILE = 1 << 6, // Last value change is more volatile.
};
unsigned int signals; // Store signals (@see: ENUM_INDICATOR_SIGNAL).
// Constructors.
IndicatorSignal(int _signals = 0) : signals(_signals) {}
IndicatorSignal(ARRAY_REF(IndicatorDataEntry, _data), IndicatorDataParams &_idp, ChartParams &_cp, int _m1 = 0,
int _m2 = 0)
: signals(0) {
CalcSignals(_data, _idp, _cp, _m1, _m2);
}
// Main methods.
// Calculate signal values.
void CalcSignals(ARRAY_REF(IndicatorDataEntry, _data), IndicatorDataParams &_idp, ChartParams &_cp, int _m1 = 0,
int _m2 = 0) {
int _size = ArraySize(_data);
// INDICATOR_SIGNAL_CROSSOVER
bool _is_cross = false;
if (_m1 != _m2) {
bool _is_cross_dl = (_data[0][_m2] - _data[0][_m1]) < 0 && (_data[_size - 1][_m2] - _data[_size - 1][_m1] > 0);
bool _is_cross_up = (_data[0][_m2] - _data[0][_m1]) > 0 && (_data[_size - 1][_m2] - _data[_size - 1][_m1] < 0);
_is_cross = _is_cross_dl || _is_cross_up;
} else {
if (_size >= 4) {
// @todo
}
}
SetSignal(INDICATOR_SIGNAL_CROSSOVER, _is_cross);
// INDICATOR_SIGNAL_DIVERGENCE
int _shift0 = ChartStatic::iBarShift(_cp.symbol, _cp.tf.GetTf(), _data[0].timestamp);
int _shift1 = ChartStatic::iBarShift(_cp.symbol, _cp.tf.GetTf(), _data[_size - 1].timestamp);
double _price_w0 = ChartStatic::iPrice(PRICE_WEIGHTED, _cp.symbol, _cp.tf.GetTf(), _shift0);
double _price_w1 = ChartStatic::iPrice(PRICE_WEIGHTED, _cp.symbol, _cp.tf.GetTf(), _shift1);
SetSignal(INDICATOR_SIGNAL_DIVERGENCE,
((_price_w0 - _price_w1 > 0) && (_data[0][_m1] - _data[_size - 1][_m1]) < 0) ||
((_price_w0 - _price_w1) < 0 && (_data[0][_m1] - _data[_size - 1][_m1]) > 0));
// INDICATOR_SIGNAL_GT_PRICE
bool _v_gt_p = false;
if (_idp.Get<ENUM_IDATA_VALUE_RANGE>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_IDVRANGE)) == IDATA_RANGE_PRICE) {
_v_gt_p = _data[0][_m1] > _price_w0 || _data[0][_m2] > _price_w0;
} else {
// @todo
}
SetSignal(INDICATOR_SIGNAL_GT_PRICE, _v_gt_p);
// INDICATOR_SIGNAL_INC
SetSignal(INDICATOR_SIGNAL_INC, _data[0][_m1] > _data[1][_m1]);
// INDICATOR_SIGNAL_LAST2SAME
if (_size > 2) {
bool _is_dec = _data[0][_m1] < _data[1][_m1] && _data[1][_m1] < _data[2][_m1];
bool _is_inc = _data[0][_m1] > _data[1][_m1] && _data[1][_m1] > _data[2][_m1];
SetSignal(INDICATOR_SIGNAL_LAST2SAME, _is_dec || _is_inc);
}
// INDICATOR_SIGNAL_PEAK
bool _is_peak_max = true, _is_peak_min = true;
for (int j = 1; j < _size && (_is_peak_max || _is_peak_min); j++) {
_is_peak_max &= _data[0][_m1] > _data[j][_m1];
_is_peak_min &= _data[0][_m1] < _data[j][_m1];
}
SetSignal(INDICATOR_SIGNAL_PEAK, _is_peak_max || _is_peak_min);
// INDICATOR_SIGNAL_VOLATILE
bool _is_vola = true;
double _diff0 = fabs(_data[0][_m1] - _data[1][_m1]);
for (int k = 1; k < _size - 1 && _is_vola; k++) {
_is_vola &= _diff0 > fabs(_data[k][_m1] - _data[k + 1][_m1]);
}
SetSignal(INDICATOR_SIGNAL_VOLATILE, _is_vola);
}
// Signal methods for bitwise operations.
/* Getters */
bool CheckSignals(unsigned int _flags) { return (signals & _flags) != 0; }
bool CheckSignalsXor(unsigned int _flags) { return (signals ^ _flags) != 0; }
bool CheckSignalsAll(unsigned int _flags) { return (signals & _flags) == _flags; }
bool CheckSignalsXorAll(unsigned int _flags) { return (signals ^ _flags) == _flags; }
unsigned int GetSignals() { return signals; }
/* Setters */
void AddSignals(unsigned int _flags) { signals |= _flags; }
void RemoveSignals(unsigned int _flags) { signals &= ~_flags; }
void SetSignal(ENUM_INDICATOR_SIGNAL _flag, bool _value = true) {
if (_value) {
AddSignals(_flag);
} else {
RemoveSignals(_flag);
}
}
void SetSignals(unsigned int _flags) { signals = _flags; }
// Serializers.
SerializerNodeType Serialize(Serializer &_s) {
// _s.Pass(this, "signals", signals, SERIALIZER_FIELD_FLAG_DYNAMIC | SERIALIZER_FIELD_FLAG_FEATURE);
int _size = sizeof(int) * 8;
for (int i = 0; i < _size; i++) {
int _value = CheckSignals(1 << i) ? 1 : 0;
_s.Pass(this, (string)(i + 1), _value, SERIALIZER_FIELD_FLAG_DYNAMIC | SERIALIZER_FIELD_FLAG_FEATURE);
}
return SerializerNodeObject;
}
};