| class CDonchian
|
| {
|
| private:
|
| string m_symbol;
|
| ENUM_TIMEFRAMES m_tf;
|
| int m_period;
|
| public:
|
| CDonchian(): m_symbol(""), m_tf(PERIOD_CURRENT), m_period(20) {}
|
| bool Init(const string symbol, const ENUM_TIMEFRAMES tf, const int period)
|
| {
|
| m_symbol = symbol; m_tf = tf; m_period = MathMax(1, period);
|
| return true;
|
| }
|
| double Upper(const int shift)
|
| {
|
| int count = m_period;
|
| double maxH = -DBL_MAX;
|
| for(int i=0;i<count;i++)
|
| {
|
| double h = iHigh(m_symbol, m_tf, shift+i);
|
| if(h>maxH) maxH=h;
|
| }
|
| return maxH;
|
| }
|
| double Lower(const int shift)
|
| {
|
| int count = m_period;
|
| double minL = DBL_MAX;
|
| for(int i=0;i<count;i++)
|
| {
|
| double l = iLow(m_symbol, m_tf, shift+i);
|
| if(l<minL) minL=l;
|
| }
|
| return minL;
|
| }
|
| };
|
