| //+------------------------------------------------------------------+
|
| //| Indicators.mqh |
|
| //| Copyright 2000-2025, MetaQuotes Ltd. |
|
| //| https://www.mql5.com |
|
| //+------------------------------------------------------------------+
|
| #include "Trend.mqh"
|
| #include "Oscilators.mqh"
|
| #include "Volumes.mqh"
|
| #include "BillWilliams.mqh"
|
| #include "Custom.mqh"
|
| #include "TimeSeries.mqh"
|
| //+------------------------------------------------------------------+
|
| //| Class CIndicators. |
|
| //| Purpose: Class for creation of collection of instances of |
|
| //| technical indicators. |
|
| //+------------------------------------------------------------------+
|
| class CIndicators : public CArrayObj
|
| {
|
| protected:
|
| MqlDateTime m_prev_time;
|
|
|
| public:
|
| CIndicators(void);
|
| ~CIndicators(void);
|
| //--- method for creation
|
| CIndicator *Create(const string symbol,const ENUM_TIMEFRAMES period,
|
| const ENUM_INDICATOR type,const int count,const MqlParam ¶ms[]);
|
| bool BufferResize(const int size);
|
| //--- method of refreshing of the data of all indicators in the collection
|
| int Refresh(void);
|
| protected:
|
| //--- method of formation of flags timeframes
|
| int TimeframesFlags(const MqlDateTime &time);
|
| };
|
| //+------------------------------------------------------------------+
|
| //| Constructor |
|
| //+------------------------------------------------------------------+
|
| CIndicators::CIndicators(void)
|
| {
|
| m_prev_time.min=-1;
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Destructor |
|
| //+------------------------------------------------------------------+
|
| CIndicators::~CIndicators(void)
|
| {
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Indicator creation |
|
| //+------------------------------------------------------------------+
|
| CIndicator *CIndicators::Create(const string symbol,const ENUM_TIMEFRAMES period,
|
| const ENUM_INDICATOR type,const int count,const MqlParam ¶ms[])
|
| {
|
| CIndicator *result=NULL;
|
| //---
|
| switch(type)
|
| {
|
| case IND_AC:
|
| //--- Identifier of "Accelerator Oscillator"
|
| if(count==0)
|
| result=new CiAC;
|
| break;
|
| case IND_AD:
|
| //--- Identifier of "Accumulation/Distribution"
|
| if(count==1)
|
| result=new CiAD;
|
| break;
|
| case IND_ALLIGATOR:
|
| //--- Identifier of "Alligator"
|
| if(count==8)
|
| result=new CiAlligator;
|
| break;
|
| case IND_ADX:
|
| //--- Identifier of "Average Directional Index"
|
| if(count==1)
|
| result=new CiADX;
|
| break;
|
| case IND_ADXW:
|
| //--- Identifier of "Average Directional Index by Welles Wilder"
|
| if(count==1)
|
| result=new CiADXWilder;
|
| break;
|
| case IND_ATR:
|
| //--- Identifier of "Average True Range"
|
| if(count==1)
|
| result=new CiATR;
|
| break;
|
| case IND_AO:
|
| //--- Identifier of "Awesome Oscillator"
|
| if(count==0)
|
| result=new CiAO;
|
| break;
|
| case IND_BEARS:
|
| //--- Identifier of "Bears Power"
|
| if(count==1)
|
| result=new CiBearsPower;
|
| break;
|
| case IND_BANDS:
|
| //--- Identifier of "Bollinger Bands"
|
| if(count==4)
|
| result=new CiBands;
|
| break;
|
| case IND_BULLS:
|
| //--- Identifier of "Bulls Power"
|
| if(count==1)
|
| result=new CiBullsPower;
|
| break;
|
| case IND_CCI:
|
| //--- Identifier of "Commodity Channel Index"
|
| if(count==2)
|
| result=new CiCCI;
|
| break;
|
| case IND_CHAIKIN:
|
| //--- Identifier of "Chaikin Oscillator"
|
| if(count==4)
|
| result=new CiChaikin;
|
| break;
|
| case IND_DEMARKER:
|
| //--- Identifier of "DeMarker"
|
| if(count==1)
|
| result=new CiDeMarker;
|
| break;
|
| case IND_ENVELOPES:
|
| //--- Identifier of "Envelopes"
|
| if(count==5)
|
| result=new CiEnvelopes;
|
| break;
|
| case IND_FORCE:
|
| //--- Identifier of "Force Index"
|
| if(count==3)
|
| result=new CiForce;
|
| break;
|
| case IND_FRACTALS:
|
| //--- Identifier of "Fractals"
|
| if(count==0)
|
| result=new CiFractals;
|
| break;
|
| case IND_GATOR:
|
| //--- Identifier of "Gator oscillator"
|
| if(count==8)
|
| result=new CiGator;
|
| break;
|
| case IND_ICHIMOKU:
|
| //--- Identifier of "Ichimoku Kinko Hyo"
|
| if(count==3)
|
| result=new CiIchimoku;
|
| break;
|
| case IND_MACD:
|
| //--- Identifier of "Moving Averages Convergence-Divergence"
|
| if(count==4)
|
| result=new CiMACD;
|
| break;
|
| case IND_BWMFI:
|
| //--- Identifier of "Market Facilitation Index by Bill Williams"
|
| if(count==1)
|
| result=new CiBWMFI;
|
| break;
|
| case IND_MOMENTUM:
|
| //--- Identifier of "Momentum"
|
| if(count==2)
|
| result=new CiMomentum;
|
| break;
|
| case IND_MFI:
|
| //--- Identifier of "Money Flow Index"
|
| if(count==2)
|
| result=new CiMFI;
|
| break;
|
| case IND_MA:
|
| //--- Identifier of "Moving Average"
|
| if(count==4)
|
| result=new CiMA;
|
| break;
|
| case IND_OSMA:
|
| //--- Identifier of "Moving Average of Oscillator (MACD histogram)"
|
| if(count==4)
|
| result=new CiOsMA;
|
| break;
|
| case IND_OBV:
|
| //--- Identifier of "On Balance Volume"
|
| if(count==1)
|
| result=new CiOBV;
|
| break;
|
| case IND_SAR:
|
| //--- Identifier of "Parabolic Stop And Reverse System"
|
| if(count==2)
|
| result=new CiSAR;
|
| break;
|
| case IND_RSI:
|
| //--- Identifier of "Relative Strength Index"
|
| if(count==2)
|
| result=new CiRSI;
|
| break;
|
| case IND_RVI:
|
| //--- Identifier of "Relative Vigor Index"
|
| if(count==1)
|
| result=new CiRVI;
|
| break;
|
| case IND_STDDEV:
|
| //--- Identifier of "Standard Deviation"
|
| if(count==4)
|
| result=new CiStdDev;
|
| break;
|
| case IND_STOCHASTIC:
|
| //--- Identifier of "Stochastic Oscillator"
|
| if(count==5)
|
| result=new CiStochastic;
|
| break;
|
| case IND_WPR:
|
| //--- Identifier of "Williams' Percent Range"
|
| if(count==1)
|
| result=new CiWPR;
|
| break;
|
| case IND_DEMA:
|
| //--- Identifier of "Double Exponential Moving Average"
|
| if(count==3)
|
| result=new CiDEMA;
|
| break;
|
| case IND_TEMA:
|
| //--- Identifier of "Triple Exponential Moving Average"
|
| if(count==3)
|
| result=new CiTEMA;
|
| break;
|
| case IND_TRIX:
|
| //--- Identifier of "Triple Exponential Moving Averages Oscillator"
|
| if(count==2)
|
| result=new CiTriX;
|
| break;
|
| case IND_FRAMA:
|
| //--- Identifier of "Fractal Adaptive Moving Average"
|
| if(count==3)
|
| result=new CiFrAMA;
|
| break;
|
| case IND_AMA:
|
| //--- Identifier of "Adaptive Moving Average"
|
| if(count==5)
|
| result=new CiAMA;
|
| break;
|
| case IND_VIDYA:
|
| //--- Identifier of "Variable Index DYnamic Average"
|
| if(count==4)
|
| result=new CiVIDyA;
|
| break;
|
| case IND_VOLUMES:
|
| //--- Identifier of "Volumes"
|
| if(count==1)
|
| result=new CiVolumes;
|
| break;
|
| //--- Identifier of "Custom"
|
| case IND_CUSTOM:
|
| if(count>0)
|
| result=new CiCustom;
|
| break;
|
| }
|
| if(result!=NULL)
|
| {
|
| if(result.Create(symbol,period,type,count,params))
|
| Add(result);
|
| else
|
| {
|
| delete result;
|
| result=NULL;
|
| }
|
| }
|
| //---
|
| return(result);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Set size of buffers of all indicators in the collection |
|
| //+------------------------------------------------------------------+
|
| bool CIndicators::BufferResize(const int size)
|
| {
|
| int total=Total();
|
| for(int i=0;i<total;i++)
|
| {
|
| CSeries *series=At(i);
|
| //--- check pointer
|
| if(series==NULL)
|
| return(false);
|
| if(!series.BufferResize(size))
|
| return(false);
|
| }
|
| //--- ok
|
| return(true);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Refreshing of the data of all indicators in the collection |
|
| //+------------------------------------------------------------------+
|
| int CIndicators::Refresh(void)
|
| {
|
| MqlDateTime time;
|
| TimeCurrent(time);
|
| //---
|
| int flags=TimeframesFlags(time);
|
| int total=Total();
|
| //---
|
| for(int i=0;i<total;i++)
|
| {
|
| CSeries *indicator=At(i);
|
| if(indicator!=NULL)
|
| indicator.Refresh(flags);
|
| }
|
| //---
|
| m_prev_time=time;
|
| //---
|
| return(flags);
|
| }
|
| //+------------------------------------------------------------------+
|
| //| Formation of timeframe flags |
|
| //+------------------------------------------------------------------+
|
| int CIndicators::TimeframesFlags(const MqlDateTime &time)
|
| {
|
| //--- set flags for all timeframes
|
| int result=OBJ_ALL_PERIODS;
|
| //--- if first check, then setting flags all timeframes
|
| if(m_prev_time.min==-1)
|
| return(result);
|
| //--- check change time
|
| if(time.min==m_prev_time.min &&
|
| time.hour==m_prev_time.hour &&
|
| time.day==m_prev_time.day &&
|
| time.mon==m_prev_time.mon)
|
| return(OBJ_NO_PERIODS);
|
| //--- new month?
|
| if(time.mon!=m_prev_time.mon)
|
| return(result);
|
| //--- reset the "new month" flag
|
| result^=OBJ_PERIOD_MN1;
|
| //--- new day?
|
| if(time.day!=m_prev_time.day)
|
| return(result);
|
| //--- reset the "new day" and "new week" flags
|
| result^=OBJ_PERIOD_D1+OBJ_PERIOD_W1;
|
| //--- temporary variables to speed up working with structures
|
| int curr,delta;
|
| //--- new hour?
|
| curr=time.hour;
|
| delta=curr-m_prev_time.hour;
|
| if(delta!=0)
|
| {
|
| if(curr%2>=delta)
|
| result^=OBJ_PERIOD_H2;
|
| if(curr%3>=delta)
|
| result^=OBJ_PERIOD_H3;
|
| if(curr%4>=delta)
|
| result^=OBJ_PERIOD_H4;
|
| if(curr%6>=delta)
|
| result^=OBJ_PERIOD_H6;
|
| if(curr%8>=delta)
|
| result^=OBJ_PERIOD_H8;
|
| if(curr%12>=delta)
|
| result^=OBJ_PERIOD_H12;
|
| return(result);
|
| }
|
| //--- reset all flags for hour timeframes
|
| result^=OBJ_PERIOD_H1+OBJ_PERIOD_H2+OBJ_PERIOD_H3+OBJ_PERIOD_H4+OBJ_PERIOD_H6+OBJ_PERIOD_H8+OBJ_PERIOD_H12;
|
| //--- new minute?
|
| curr=time.min;
|
| delta=curr-m_prev_time.min;
|
| if(delta!=0)
|
| {
|
| if(curr%2>=delta)
|
| result^=OBJ_PERIOD_M2;
|
| if(curr%3>=delta)
|
| result^=OBJ_PERIOD_M3;
|
| if(curr%4>=delta)
|
| result^=OBJ_PERIOD_M4;
|
| if(curr%5>=delta)
|
| result^=OBJ_PERIOD_M5;
|
| if(curr%6>=delta)
|
| result^=OBJ_PERIOD_M6;
|
| if(curr%10>=delta)
|
| result^=OBJ_PERIOD_M10;
|
| if(curr%12>=delta)
|
| result^=OBJ_PERIOD_M12;
|
| if(curr%15>=delta)
|
| result^=OBJ_PERIOD_M15;
|
| if(curr%20>=delta)
|
| result^=OBJ_PERIOD_M20;
|
| if(curr%30>=delta)
|
| result^=OBJ_PERIOD_M30;
|
| }
|
| //---
|
| return(result);
|
| }
|
| //+------------------------------------------------------------------+
|
