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Indi_TRIX.mqh
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Indi_TRIX.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 <http://www.gnu.org/licenses/>.
*
*/
// Includes.
#include "../BufferStruct.mqh"
#include "../Indicator/IndicatorTickOrCandleSource.h"
#include "../Storage/ValueStorage.price.h"
#include "Indi_MA.mqh"
// Structs.
struct IndiTRIXParams : IndicatorParams {
unsigned int period;
unsigned int tema_shift;
ENUM_APPLIED_PRICE applied_price;
// Struct constructor.
IndiTRIXParams(int _period = 14, ENUM_APPLIED_PRICE _ap = PRICE_CLOSE, int _shift = 0) : IndicatorParams(INDI_TRIX) {
applied_price = _ap;
SetCustomIndicatorName("Examples\\TRIX");
period = _period;
shift = _shift;
};
IndiTRIXParams(IndiTRIXParams &_params, ENUM_TIMEFRAMES _tf) {
THIS_REF = _params;
tf = _tf;
};
};
/**
* Implements the Triple Exponential Average indicator.
*/
class Indi_TRIX : public IndicatorTickOrCandleSource<IndiTRIXParams> {
public:
/**
* Class constructor.
*/
Indi_TRIX(IndiTRIXParams &_p, ENUM_IDATA_SOURCE_TYPE _idstype = IDATA_BUILTIN, IndicatorData *_indi_src = NULL,
int _indi_src_mode = 0)
: IndicatorTickOrCandleSource(
_p, IndicatorDataParams::GetInstance(1, TYPE_DOUBLE, _idstype, IDATA_RANGE_MIXED, _indi_src_mode),
_indi_src){};
Indi_TRIX(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT, int _shift = 0)
: IndicatorTickOrCandleSource(INDI_TRIX, _tf, _shift){};
/**
* Built-in version of TriX.
*/
static double iTriX(string _symbol, ENUM_TIMEFRAMES _tf, int _ma_period, ENUM_APPLIED_PRICE _ap, int _mode = 0,
int _shift = 0, IndicatorData *_obj = NULL) {
#ifdef __MQL5__
INDICATOR_BUILTIN_CALL_AND_RETURN(::iTriX(_symbol, _tf, _ma_period, _ap), _mode, _shift);
#else
INDICATOR_CALCULATE_POPULATE_PARAMS_AND_CACHE_SHORT(_symbol, _tf, _ap,
Util::MakeKey("Indi_TRIX", _ma_period, (int)_ap));
return iTriXOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_SHORT, _ma_period, _mode, _shift, _cache);
#endif
}
/**
* Calculates TriX on the array of values.
*/
static double iTriXOnArray(INDICATOR_CALCULATE_PARAMS_SHORT, int _ma_period, int _mode, int _shift,
IndicatorCalculateCache<double> *_cache, bool _recalculate = false) {
_cache.SetPriceBuffer(_price);
if (!_cache.HasBuffers()) {
_cache.AddBuffer<NativeValueStorage<double>>(4);
}
if (_recalculate) {
_cache.ResetPrevCalculated();
}
_cache.SetPrevCalculated(Indi_TRIX::Calculate(INDICATOR_CALCULATE_GET_PARAMS_SHORT, _cache.GetBuffer<double>(0),
_cache.GetBuffer<double>(1), _cache.GetBuffer<double>(2),
_cache.GetBuffer<double>(3), _ma_period));
return _cache.GetTailValue<double>(_mode, _shift);
}
/**
* On-indicator version of TriX.
*/
static double iTriXOnIndicator(IndicatorData *_indi, string _symbol, ENUM_TIMEFRAMES _tf, int _ma_period,
ENUM_APPLIED_PRICE _ap, int _mode = 0, int _shift = 0, IndicatorData *_obj = NULL) {
INDICATOR_CALCULATE_POPULATE_PARAMS_AND_CACHE_SHORT_DS(
_indi, _symbol, _tf, _ap, Util::MakeKey("Indi_TriX_ON_" + _indi.GetFullName(), _ma_period, (int)_ap));
return iTriXOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_SHORT, _ma_period, _mode, _shift, _cache);
}
/**
* OnCalculate() method for TriX indicator.
*/
static int Calculate(INDICATOR_CALCULATE_METHOD_PARAMS_SHORT, ValueStorage<double> &TRIX_Buffer,
ValueStorage<double> &EMA, ValueStorage<double> &SecondEMA, ValueStorage<double> &ThirdEMA,
int InpPeriodEMA) {
if (rates_total < 3 * InpPeriodEMA - 3) return (0);
int start, i;
if (prev_calculated == 0) {
start = 3 * (InpPeriodEMA - 1);
for (i = 0; i < start; i++) TRIX_Buffer[i] = EMPTY_VALUE;
} else
start = prev_calculated - 1;
// Calculate EMA.
Indi_MA::ExponentialMAOnBuffer(rates_total, prev_calculated, 0, InpPeriodEMA, price, EMA);
// Calculate EMA on EMA array.
Indi_MA::ExponentialMAOnBuffer(rates_total, prev_calculated, InpPeriodEMA - 1, InpPeriodEMA, EMA, SecondEMA);
// Calculate EMA on EMA array on EMA array.
Indi_MA::ExponentialMAOnBuffer(rates_total, prev_calculated, 2 * InpPeriodEMA - 2, InpPeriodEMA, SecondEMA,
ThirdEMA);
// Calculate TRIX
for (i = start; i < rates_total && !IsStopped(); i++) {
if (ThirdEMA[i - 1] != 0.0)
TRIX_Buffer[i] = (ThirdEMA[i] - ThirdEMA[i - 1]) / ThirdEMA[i - 1].Get();
else
TRIX_Buffer[i] = 0.0;
}
// OnCalculate done. Return new prev_calculated.
return (rates_total);
}
/**
* Returns the indicator's value.
*/
virtual IndicatorDataEntryValue GetEntryValue(int _mode = 0, int _shift = 0) {
double _value = EMPTY_VALUE;
int _ishift = _shift >= 0 ? _shift : iparams.GetShift();
switch (Get<ENUM_IDATA_SOURCE_TYPE>(STRUCT_ENUM(IndicatorDataParams, IDATA_PARAM_IDSTYPE))) {
case IDATA_BUILTIN:
_value = Indi_TRIX::iTriX(GetSymbol(), GetTf(), /*[*/ GetPeriod(), GetAppliedPrice() /*]*/, _mode, _ishift,
THIS_PTR);
break;
case IDATA_ICUSTOM:
_value = iCustom(istate.handle, GetSymbol(), GetTf(), iparams.GetCustomIndicatorName(), /*[*/ GetPeriod() /*]*/,
0, _ishift);
break;
case IDATA_INDICATOR:
_value = Indi_TRIX::iTriXOnIndicator(GetDataSource(), GetSymbol(), GetTf(), /*[*/ GetPeriod(),
GetAppliedPrice() /*]*/, _mode, _ishift, THIS_PTR);
break;
default:
SetUserError(ERR_INVALID_PARAMETER);
}
return _value;
}
/* Getters */
/**
* Get period.
*/
unsigned int GetPeriod() { return iparams.period; }
/**
* Get applied price.
*/
ENUM_APPLIED_PRICE GetAppliedPrice() { return iparams.applied_price; }
/* Setters */
/**
* Set period value.
*/
void SetPeriod(unsigned int _period) {
istate.is_changed = true;
iparams.period = _period;
}
/**
* Set applied price.
*/
void SetAppliedPrice(ENUM_APPLIED_PRICE _applied_price) {
istate.is_changed = true;
iparams.applied_price = _applied_price;
}
};