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Chart.mqh
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Chart.mqh
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//+------------------------------------------------------------------+
//| EA31337 framework |
//| Copyright 2016-2023, 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 <https://www.gnu.org/licenses/>.
*
*/
/**
* @file
* Class to provide chart, timeframe and timeseries operations.
*
* @docs
* - https://www.mql5.com/en/docs/chart_operations
* - https://www.mql5.com/en/docs/series
*/
// Class dependencies.
class Chart;
class Market;
// Prevents processing this includes file for the second time.
#ifndef CHART_MQH
#define CHART_MQH
// Includes.
#include "Chart.define.h"
#include "Chart.enum.h"
#include "Chart.struct.h"
#include "Chart.struct.serialize.h"
#include "Convert.mqh"
#include "Market.mqh"
#include "Serializer.mqh"
#include "Task/TaskCondition.enum.h"
#ifndef __MQL4__
// Defines structs (for MQL4 backward compatibility).
// Struct arrays that contains given values of each bar of the current chart.
// For MQL4 backward compatibility.
// @docs: https://docs.mql4.com/predefined
ChartBarTime Time;
ChartPriceClose Close;
ChartPriceHigh High;
ChartPriceLow Low;
ChartPriceOpen Open;
#endif
#ifndef __MQL4__
// Defines global functions (for MQL4 backward compatibility).
int iBarShift(string _symbol, int _tf, datetime _time, bool _exact = false) {
return ChartStatic::iBarShift(_symbol, (ENUM_TIMEFRAMES)_tf, _time, _exact);
}
double iClose(string _symbol, int _tf, int _shift) {
return ChartStatic::iClose(_symbol, (ENUM_TIMEFRAMES)_tf, _shift);
}
#endif
#ifndef __MQL__
struct MqlRates {
datetime time; // Period start time
double open; // Open price
double high; // The highest price of the period
double low; // The lowest price of the period
double close; // Close price
long tick_volume; // Tick volume
int spread; // Spread
long real_volume; // Trade volume
};
#endif
/**
* Class to provide chart, timeframe and timeseries operations.
*/
class Chart : public Market {
protected:
// Structs.
ARRAY(ChartEntry, chart_saves);
ChartParams cparams;
// Stores information about the prices, volumes and spread.
ARRAY(MqlRates, rates);
ChartEntry c_entry;
// Stores indicator instances.
// @todo
// Dict<long, Indicator> indis;
// Variables.
datetime last_bar_time;
// Current tick index (incremented every OnTick()).
int tick_index;
// Current bar index (incremented every OnTick() if IsNewBar() is true).
int bar_index;
public:
/**
* Class constructor.
*/
Chart(ChartParams &_cparams)
: cparams(_cparams), Market(_cparams.symbol), last_bar_time(GetBarTime()), tick_index(-1), bar_index(-1) {
// Save the first BarOHLC values.
SaveChartEntry();
cparams.Set(CHART_PARAM_ID, ChartStatic::ID());
}
Chart(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT, string _symbol = NULL)
: cparams(_tf, _symbol, ChartStatic::ID()),
Market(_symbol),
last_bar_time(GetBarTime()),
tick_index(-1),
bar_index(-1) {
// Save the first BarOHLC values.
SaveChartEntry();
}
Chart(ENUM_TIMEFRAMES_INDEX _tfi, string _symbol = NULL)
: cparams(_tfi, _symbol, ChartStatic::ID()),
Market(_symbol),
last_bar_time(GetBarTime()),
tick_index(-1),
bar_index(-1) {
// Save the first BarOHLC values.
SaveChartEntry();
}
/**
* Class constructor.
*/
~Chart() {}
/* Getters */
/**
* Gets a chart parameter value.
*/
template <typename T>
T Get(ENUM_CHART_PARAM _param) {
return cparams.Get<T>(_param);
}
/**
* Gets OHLC price values.
*
* @param _shift Shift.
*
* @return
* Returns BarOHLC struct.
*/
BarOHLC GetOHLC(unsigned int _shift = 0) {
datetime _time = GetBarTime(_shift);
float _open = 0, _high = 0, _low = 0, _close = 0;
if (_time > 0) {
_open = (float)GetOpen(_shift);
_high = (float)GetHigh(_shift);
_low = (float)GetLow(_shift);
_close = (float)GetClose(_shift);
}
BarOHLC _ohlc(_open, _high, _low, _close, _time);
return _ohlc;
}
/**
* Gets OHLC price values.
*
* @param _shift Shift.
*
* @return
* Returns BarOHLC struct.
*/
static BarOHLC GetOHLC(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT, unsigned int _shift = 0, string _symbol = NULL) {
datetime _time = ChartStatic::iTime(_symbol, _tf, _shift);
float _open = 0, _high = 0, _low = 0, _close = 0;
if (_time > 0) {
_open = (float)ChartStatic::iOpen(_symbol, _tf, _shift);
_high = (float)ChartStatic::iHigh(_symbol, _tf, _shift);
_low = (float)ChartStatic::iLow(_symbol, _tf, _shift);
_close = (float)ChartStatic::iClose(_symbol, _tf, _shift);
}
BarOHLC _ohlc(_open, _high, _low, _close, _time);
return _ohlc;
}
/**
* Gets chart entry.
*
* @param
* _tf ENUM_TIMEFRAMES Timeframe to use.
* _shift unsigned int _shift Shift to use.
* _symbol string Symbol to use.
*
* @return
* Returns ChartEntry struct.
*/
static ChartEntry GetEntry(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT, unsigned int _shift = 0, string _symbol = NULL) {
ChartEntry _chart_entry;
BarOHLC _ohlc = Chart::GetOHLC(_tf, _shift, _symbol);
if (_ohlc.open > 0) {
BarEntry _bar_entry(_ohlc);
_chart_entry.SetBar(_bar_entry);
}
return _chart_entry;
}
/**
* Gets chart entry.
*
* @param
* _shift unsigned int _shift Shift to use.
*
* @return
* Returns ChartEntry struct.
*/
ChartEntry GetEntry(int _shift = 0) {
ChartEntry _chart_entry;
BarOHLC _ohlc = GetOHLC(_shift);
if (_ohlc.open > 0) {
// @todo: Adds caching.
BarEntry _bar_entry(_ohlc);
_chart_entry.SetBar(_bar_entry);
}
return _chart_entry;
}
/**
* Gets copy of params.
*
* @return
* Returns structure for Trade's params.
*/
ChartParams GetParams() const { return cparams; }
/* State checking */
/**
* Validate whether given timeframe index is valid.
*/
static bool IsValidTfIndex(ENUM_TIMEFRAMES_INDEX _tfi, string _symbol = NULL) {
return IsValidTf(ChartTf::IndexToTf(_tfi), _symbol);
}
/**
* Validates whether given timeframe is valid.
*/
static bool IsValidShift(int _shift, ENUM_TIMEFRAMES _tf, string _symbol = NULL) {
return ChartStatic::iTime(_symbol, _tf, _shift) > 0;
}
/**
* Validates whether given timeframe is valid.
*/
static bool IsValidTf(ENUM_TIMEFRAMES _tf, string _symbol = NULL) { return ChartStatic::iOpen(_symbol, _tf) > 0; }
/* State checking */
/**
* Validates whether given timeframe is valid.
*/
bool IsValidShift(int _shift) { return GetBarTime(_shift) > 0; }
/**
* Validates whether given timeframe is valid.
*/
bool IsValidTf() {
static bool is_valid = false;
return is_valid ? is_valid : GetOpen() > 0;
}
/**
* Validate whether given timeframe index is valid.
*/
bool IsValidTfIndex() { return Chart::IsValidTfIndex(Get<ENUM_TIMEFRAMES_INDEX>(CHART_PARAM_TFI), symbol); }
/* Timeseries */
/* @see: https://docs.mql4.com/series */
datetime GetBarTime(ENUM_TIMEFRAMES _tf, unsigned int _shift = 0) { return ChartStatic::iTime(symbol, _tf, _shift); }
datetime GetBarTime(unsigned int _shift = 0) {
return ChartStatic::iTime(symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), _shift);
}
datetime GetLastBarTime() { return last_bar_time; }
/**
* Returns open price value for the bar of indicated symbol.
*
* If local history is empty (not loaded), function returns 0.
*/
double GetOpen(ENUM_TIMEFRAMES _tf, unsigned int _shift = 0) { return ChartStatic::iOpen(symbol, _tf, _shift); }
double GetOpen(unsigned int _shift = 0) {
return ChartStatic::iOpen(symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), _shift);
}
/**
* Returns close price value for the bar of indicated symbol.
*
* If local history is empty (not loaded), function returns 0.
*
* @see https://docs.mql4.com/series/iclose
*/
double GetClose(ENUM_TIMEFRAMES _tf, int _shift = 0) { return ChartStatic::iClose(symbol, _tf, _shift); }
double GetClose(int _shift = 0) { return ChartStatic::iClose(symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), _shift); }
/**
* Returns low price value for the bar of indicated symbol.
*
* If local history is empty (not loaded), function returns 0.
*/
double GetLow(ENUM_TIMEFRAMES _tf, unsigned int _shift = 0) { return ChartStatic::iLow(symbol, _tf, _shift); }
double GetLow(unsigned int _shift = 0) {
return ChartStatic::iLow(symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), _shift);
}
/**
* Returns low price value for the bar of indicated symbol.
*
* If local history is empty (not loaded), function returns 0.
*/
double GetHigh(ENUM_TIMEFRAMES _tf, unsigned int _shift = 0) { return ChartStatic::iHigh(symbol, _tf, _shift); }
double GetHigh(unsigned int _shift = 0) {
return ChartStatic::iHigh(symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), _shift);
}
/**
* Returns the current price value given applied price type.
*/
double GetPrice(ENUM_APPLIED_PRICE _ap, int _shift = 0) {
return ChartStatic::iPrice(_ap, symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), _shift);
}
/**
* Returns tick volume value for the bar.
*
* If local history is empty (not loaded), function returns 0.
*/
long GetVolume(ENUM_TIMEFRAMES _tf, unsigned int _shift = 0) { return ChartStatic::iVolume(symbol, _tf, _shift); }
long GetVolume(unsigned int _shift = 0) {
return ChartStatic::iVolume(symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), _shift);
}
/**
* Returns the shift of the maximum value over a specific number of periods depending on type.
*/
int GetHighest(ENUM_TIMEFRAMES _tf, int type, int _count = WHOLE_ARRAY, int _start = 0) {
return ChartStatic::iHighest(symbol, _tf, type, _count, _start);
}
int GetHighest(int type, int _count = WHOLE_ARRAY, int _start = 0) {
return ChartStatic::iHighest(symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), type, _count, _start);
}
/**
* Returns the shift of the lowest value over a specific number of periods depending on type.
*/
int GetLowest(int _type, int _count = WHOLE_ARRAY, int _start = 0) {
return ChartStatic::iLowest(symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), _type, _count, _start);
}
/**
* Returns the number of bars on the specified chart.
*/
int GetBars() { return ChartStatic::iBars(symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF)); }
/**
* Search for a bar by its time.
*
* Returns the index of the bar which covers the specified time.
*/
int GetBarShift(datetime _time, bool _exact = false) {
return ChartStatic::iBarShift(symbol, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), _time, _exact);
}
/**
* Get peak price at given number of bars.
*
* In case of error, check it via GetLastError().
*/
double GetPeakPrice(int bars, int mode, int index, ENUM_TIMEFRAMES timeframe = PERIOD_CURRENT) {
int ibar = -1;
// @todo: Add symbol parameter.
double peak_price = GetOpen(0);
switch (mode) {
case MODE_HIGH:
ibar = ChartStatic::iHighest(symbol, timeframe, MODE_HIGH, bars, index);
return ibar >= 0 ? GetHigh(timeframe, ibar) : false;
case MODE_LOW:
ibar = ChartStatic::iLowest(symbol, timeframe, MODE_LOW, bars, index);
return ibar >= 0 ? GetLow(timeframe, ibar) : false;
default:
return false;
}
}
double GetPeakPrice(int bars, int mode = MODE_HIGH, int index = 0) {
return GetPeakPrice(bars, mode, index, Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF));
}
/**
* List active timeframes.
*
* @param
* _all bool If true, return also non-active timeframes.
*
* @return
* Returns textual representation of list of timeframes.
*/
static string ListTimeframes(bool _all = false, string _prefix = "Timeframes: ") {
string output = _prefix;
for (int _tfi = 0; _tfi < FINAL_ENUM_TIMEFRAMES_INDEX; _tfi++) {
if (_all) {
output += StringFormat("%s: %s; ", ChartTf::IndexToString((ENUM_TIMEFRAMES_INDEX)_tfi),
Chart::IsValidTfIndex((ENUM_TIMEFRAMES_INDEX)_tfi) ? "On" : "Off");
} else {
output += Chart::IsValidTfIndex((ENUM_TIMEFRAMES_INDEX)_tfi)
? ChartTf::IndexToString((ENUM_TIMEFRAMES_INDEX)_tfi) + "; "
: "";
}
}
return output;
}
/* Chart */
/**
* Sets a flag hiding indicators.
*
* After the Expert Advisor has been tested and the appropriate chart opened, the flagged indicators will not be drawn
* in the testing chart. Every indicator called will first be flagged with the current hiding flag. It must be noted
* that only those indicators can be drawn in the testing chart that are directly called from the expert under test.
*
* @param
* _hide bool Flag for hiding indicators when testing. Set true to hide created indicators, otherwise false.
*/
static void HideTestIndicators(bool _hide = false) {
#ifdef __MQL4__
::HideTestIndicators(_hide);
#else // __MQL5__
::TesterHideIndicators(_hide);
#endif
}
/* Calculation methods */
/**
* Calculate modelling quality.
*
* @see:
* - https://www.mql5.com/en/articles/1486
* - https://www.mql5.com/en/articles/1513
*/
static double CalcModellingQuality(ENUM_TIMEFRAMES TimePr = PERIOD_CURRENT) {
int i;
int nBarsInM1 = 0;
int nBarsInPr = 0;
int nBarsInNearPr = 0;
ENUM_TIMEFRAMES TimeNearPr = PERIOD_M1;
double ModellingQuality = 0;
long StartGen = 0;
long StartBar = 0;
long StartGenM1 = 0;
long HistoryTotal = 0;
datetime x = StrToTime("1971.01.01 00:00");
datetime modeling_start_time = StrToTime("1971.01.01 00:00");
if (TimePr == NULL) TimePr = (ENUM_TIMEFRAMES)Period();
if (TimePr == PERIOD_M1) TimeNearPr = PERIOD_M1;
if (TimePr == PERIOD_M5) TimeNearPr = PERIOD_M1;
if (TimePr == PERIOD_M15) TimeNearPr = PERIOD_M5;
if (TimePr == PERIOD_M30) TimeNearPr = PERIOD_M15;
if (TimePr == PERIOD_H1) TimeNearPr = PERIOD_M30;
if (TimePr == PERIOD_H4) TimeNearPr = PERIOD_H1;
if (TimePr == PERIOD_D1) TimeNearPr = PERIOD_H4;
if (TimePr == PERIOD_W1) TimeNearPr = PERIOD_D1;
if (TimePr == PERIOD_MN1) TimeNearPr = PERIOD_W1;
// 1 minute.
double nBars = fmin(iBars(NULL, TimePr) * TimePr, iBars(NULL, PERIOD_M1));
for (i = 0; i < nBars; i++) {
if (ChartStatic::iOpen(NULL, PERIOD_M1, i) >= 0.000001) {
if (ChartStatic::iTime(NULL, PERIOD_M1, i) >= modeling_start_time) {
nBarsInM1++;
}
}
}
// Nearest time.
nBars = ChartStatic::iBars(NULL, TimePr);
for (i = 0; i < nBars; i++) {
if (ChartStatic::iOpen(NULL, TimePr, i) >= 0.000001) {
if (ChartStatic::iTime(NULL, TimePr, i) >= modeling_start_time) nBarsInPr++;
}
}
// Period time.
nBars = fmin(ChartStatic::iBars(NULL, TimePr) * TimePr / TimeNearPr, iBars(NULL, TimeNearPr));
for (i = 0; i < nBars; i++) {
if (ChartStatic::iOpen(NULL, TimeNearPr, (int)i) >= 0.000001) {
if (ChartStatic::iTime(NULL, TimeNearPr, i) >= modeling_start_time) nBarsInNearPr++;
}
}
HistoryTotal = nBarsInPr;
nBarsInM1 = nBarsInM1 / TimePr;
nBarsInNearPr = nBarsInNearPr * TimeNearPr / TimePr;
StartGenM1 = HistoryTotal - nBarsInM1;
StartBar = HistoryTotal - nBarsInPr;
StartBar = 0;
StartGen = HistoryTotal - nBarsInNearPr;
if (TimePr == PERIOD_M1) {
StartGenM1 = HistoryTotal;
StartGen = StartGenM1;
}
if ((HistoryTotal - StartBar) != 0) {
ModellingQuality =
((0.25 * (StartGen - StartBar) + 0.5 * (StartGenM1 - StartGen) + 0.9 * (HistoryTotal - StartGenM1)) /
(HistoryTotal - StartBar)) *
100;
}
return (ModellingQuality);
}
/* Setters */
/**
* Sets a chart parameter value.
*/
template <typename T>
void Set(ENUM_CHART_PARAM _param, T _value) {
cparams.Set<T>(_param, _value);
}
/**
* Sets chart entry.
*/
void SetEntry(ChartEntry &_entry) { c_entry = _entry; }
/**
* Sets open time value for the last bar of indicated symbol with timeframe.
*/
void SetLastBarTime() { last_bar_time = GetBarTime(); }
/* State checking */
/**
* Check whether the price is in its peak for the current period.
*/
static bool IsPeak(ENUM_TIMEFRAMES _period, string _symbol = NULL) {
return SymbolInfoStatic::GetAsk(_symbol) >= ChartStatic::iHigh(_symbol, _period) ||
SymbolInfoStatic::GetAsk(_symbol) <= ChartStatic::iLow(_symbol, _period);
}
bool IsPeak() { return IsPeak(Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), symbol); }
/**
* Acknowledges chart that new tick happened.
*/
virtual void OnTick() {
++tick_index;
if (GetLastBarTime() != GetBarTime()) {
++bar_index;
}
}
/**
* Returns current tick index (incremented every OnTick()).
*/
unsigned int GetTickIndex() { return tick_index == -1 ? 0 : tick_index; }
/**
* Returns current bar index (incremented every OnTick() if IsNewBar() is true).
*/
unsigned int GetBarIndex() { return bar_index == -1 ? 0 : bar_index; }
/**
* Check if there is a new bar to parse.
*/
bool IsNewBar() {
// static datetime _last_itime = iTime();
bool _result = false;
if (GetLastBarTime() != GetBarTime()) {
SetLastBarTime();
_result = true;
}
return _result;
}
/* Chart operations */
/**
* Redraws the current chart forcedly.
*
* @see:
* https://docs.mql4.com/chart_operations/chartredraw
*/
static void WindowRedraw() {
#ifdef __MQLBUILD__
#ifdef __MQL4__
::WindowRedraw();
#else
::ChartRedraw(0);
#endif
#else // C++
printf("@todo: %s\n", "WindowRedraw()");
#endif
}
/* Getters */
/**
* Gets chart entry.
*/
ChartEntry GetEntry() const { return c_entry; }
/**
* Returns list of modelling quality for all periods.
*/
static string GetModellingQuality() {
string output = "Modelling Quality: ";
output += StringFormat(
"%s: %.2f%%, %s: %.2f%%, %s: %.2f%%, %s: %.2f%%, %s: %.2f%%, %s: %.2f%%, %s: %.2f%%, %s: %.2f%%, %s: %.2f%%;",
"M1", CalcModellingQuality(PERIOD_M1), "M5", CalcModellingQuality(PERIOD_M5), "M15",
CalcModellingQuality(PERIOD_M15), "M30", CalcModellingQuality(PERIOD_M30), "H1",
CalcModellingQuality(PERIOD_H1), "H4", CalcModellingQuality(PERIOD_H4), "D1", CalcModellingQuality(PERIOD_D1),
"W1", CalcModellingQuality(PERIOD_W1), "MN1", CalcModellingQuality(PERIOD_MN1));
return output;
}
/* Conditions */
/**
* Checks for chart condition.
*
* @param ENUM_CHART_CONDITION _cond
* Chart condition.
* @param MqlParam _args
* Trade action arguments.
* @return
* Returns true when the condition is met.
*/
bool CheckCondition(ENUM_CHART_CONDITION _cond, ARRAY_REF(DataParamEntry, _args)) {
float _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4;
switch (_cond) {
case CHART_COND_ASK_BAR_PEAK:
return IsPeak();
case CHART_COND_ASK_GT_BAR_HIGH:
return GetAsk() > GetHigh();
case CHART_COND_ASK_GT_BAR_LOW:
return GetAsk() > GetLow();
case CHART_COND_ASK_LT_BAR_HIGH:
return GetAsk() < GetHigh();
case CHART_COND_ASK_LT_BAR_LOW:
return GetAsk() < GetLow();
case CHART_COND_BAR_CLOSE_GT_PP_PP: {
ChartEntry _centry = Chart::GetEntry(1);
return GetClose() > _centry.bar.ohlc.GetPivot();
}
case CHART_COND_BAR_CLOSE_GT_PP_R1: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() > _r1;
}
case CHART_COND_BAR_CLOSE_GT_PP_R2: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() > _r2;
}
case CHART_COND_BAR_CLOSE_GT_PP_R3: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() > _r3;
}
case CHART_COND_BAR_CLOSE_GT_PP_R4: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() > _r4;
}
case CHART_COND_BAR_CLOSE_GT_PP_S1: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() > _s1;
}
case CHART_COND_BAR_CLOSE_GT_PP_S2: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() > _s2;
}
case CHART_COND_BAR_CLOSE_GT_PP_S3: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() > _s3;
}
case CHART_COND_BAR_CLOSE_GT_PP_S4: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() > _s4;
}
case CHART_COND_BAR_CLOSE_LT_PP_PP: {
ChartEntry _centry = Chart::GetEntry(1);
return GetClose() < _centry.bar.ohlc.GetPivot();
}
case CHART_COND_BAR_CLOSE_LT_PP_R1: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() < _r1;
}
case CHART_COND_BAR_CLOSE_LT_PP_R2: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() < _r2;
}
case CHART_COND_BAR_CLOSE_LT_PP_R3: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() < _r3;
}
case CHART_COND_BAR_CLOSE_LT_PP_R4: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() < _r4;
}
case CHART_COND_BAR_CLOSE_LT_PP_S1: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() < _s1;
}
case CHART_COND_BAR_CLOSE_LT_PP_S2: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() < _s2;
}
case CHART_COND_BAR_CLOSE_LT_PP_S3: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() < _s3;
}
case CHART_COND_BAR_CLOSE_LT_PP_S4: {
ChartEntry _centry = Chart::GetEntry(1);
_centry.bar.ohlc.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4);
return GetClose() < _s4;
}
case CHART_COND_BAR_HIGHEST_CURR_20:
return GetHighest(MODE_CLOSE, 20) == 0;
case CHART_COND_BAR_HIGHEST_CURR_50:
return GetHighest(MODE_CLOSE, 50) == 0;
case CHART_COND_BAR_HIGHEST_PREV_20:
return GetHighest(MODE_CLOSE, 20) == 1;
case CHART_COND_BAR_HIGHEST_PREV_50:
return GetHighest(MODE_CLOSE, 50) == 1;
case CHART_COND_BAR_HIGH_GT_OPEN:
return GetHigh() > GetOpen();
case CHART_COND_BAR_HIGH_LT_OPEN:
return GetHigh() < GetOpen();
case CHART_COND_BAR_INDEX_EQ_ARG:
// Current bar's index equals argument value.
if (ArraySize(_args) > 0) {
return GetBarIndex() == DataParamEntry::ToInteger(_args[0]);
} else {
SetUserError(ERR_INVALID_PARAMETER);
return false;
}
case CHART_COND_BAR_INDEX_GT_ARG:
// Current bar's index greater than argument value.
if (ArraySize(_args) > 0) {
return GetBarIndex() > DataParamEntry::ToInteger(_args[0]);
} else {
SetUserError(ERR_INVALID_PARAMETER);
return false;
}
case CHART_COND_BAR_INDEX_LT_ARG:
// Current bar's index lower than argument value.
if (ArraySize(_args) > 0) {
return GetBarIndex() < DataParamEntry::ToInteger(_args[0]);
} else {
SetUserError(ERR_INVALID_PARAMETER);
return false;
}
case CHART_COND_BAR_LOWEST_CURR_20:
return GetLowest(MODE_CLOSE, 20) == 0;
case CHART_COND_BAR_LOWEST_CURR_50:
return GetLowest(MODE_CLOSE, 50) == 0;
case CHART_COND_BAR_LOWEST_PREV_20:
return GetLowest(MODE_CLOSE, 20) == 1;
case CHART_COND_BAR_LOWEST_PREV_50:
return GetLowest(MODE_CLOSE, 50) == 1;
case CHART_COND_BAR_LOW_GT_OPEN:
return GetLow() > GetOpen();
case CHART_COND_BAR_LOW_LT_OPEN:
return GetLow() < GetOpen();
case CHART_COND_BAR_NEW:
return IsNewBar();
/*
case CHART_COND_BAR_NEW_DAY:
// @todo;
return false;
case CHART_COND_BAR_NEW_HOUR:
// @todo;
return false;
case CHART_COND_BAR_NEW_MONTH:
// @todo;
return false;
case CHART_COND_BAR_NEW_WEEK:
// @todo;
return false;
case CHART_COND_BAR_NEW_YEAR:
// @todo;
return false;
*/
default:
GetLogger().Error(StringFormat("Invalid market condition: %s!", EnumToString(_cond), __FUNCTION_LINE__));
return false;
}
}
bool CheckCondition(ENUM_CHART_CONDITION _cond) {
ARRAY(DataParamEntry, _args);
return Chart::CheckCondition(_cond, _args);
}
/* Printer methods */
/**
* Returns textual representation of the Chart class.
*/
string ToString(unsigned int _shift = 0) {
return StringFormat("%s: %s", ChartTf::TfToString(Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF)), GetEntry(_shift).ToCSV());
}
/* Static methods */
/**
* Returns the price value given applied price type.
*/
static float GetAppliedPrice(ENUM_APPLIED_PRICE _ap, float _o, float _h, float _c, float _l) {
BarOHLC _bar(_o, _h, _c, _l);
return _bar.GetAppliedPrice(_ap);
}
/* Other methods */
/* Snapshots */
/**
* Save the current BarOHLC values.
*
* @return
* Returns true if BarOHLC values has been saved, otherwise false.
*/
bool SaveChartEntry() {
// @todo: Use MqlRates.
unsigned int _last = ArraySize(chart_saves);
if (ArrayResize(chart_saves, _last + 1, 100)) {
chart_saves[_last].bar.ohlc.time = ChartStatic::iTime();
chart_saves[_last].bar.ohlc.open = (float)Chart::GetOpen();
chart_saves[_last].bar.ohlc.high = (float)Chart::GetHigh();
chart_saves[_last].bar.ohlc.low = (float)Chart::GetLow();
chart_saves[_last].bar.ohlc.close = (float)Chart::GetClose();
return true;
} else {
return false;
}
}
/**
* Load stored BarOHLC values.
*
* @param
* _index unsigned int Index of the element in BarOHLC array.
* @return
* Returns BarOHLC struct element.
*/
ChartEntry LoadChartEntry(unsigned int _index = 0) { return chart_saves[_index]; }
/**
* Return size of BarOHLC array.
*/
unsigned long SizeChartEntry() { return ArraySize(chart_saves); }
/* Serializers */
/**
* Returns serialized representation of the object instance.
*/
SerializerNodeType Serialize(Serializer &_s) {
ChartEntry _centry = GetEntry();
_s.PassStruct(THIS_REF, "chart-entry", _centry, SERIALIZER_FIELD_FLAG_DYNAMIC);
return SerializerNodeObject;
}
void SerializeStub(int _n1 = 1, int _n2 = 1, int _n3 = 1, int _n4 = 1, int _n5 = 1) {}
};
#endif