385 lines
12 KiB
MQL5
385 lines
12 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| Indicators.mqh |
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//| Copyright 2000-2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#include "Trend.mqh"
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#include "Oscilators.mqh"
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#include "Volumes.mqh"
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#include "BillWilliams.mqh"
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#include "Custom.mqh"
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#include "TimeSeries.mqh"
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//+------------------------------------------------------------------+
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//| Class CIndicators. |
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//| Purpose: Class for creation of collection of instances of |
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//| technical indicators. |
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//+------------------------------------------------------------------+
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class CIndicators : public CArrayObj
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{
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protected:
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MqlDateTime m_prev_time;
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public:
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CIndicators(void);
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~CIndicators(void);
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//--- method for creation
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CIndicator *Create(const string symbol,const ENUM_TIMEFRAMES period,
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const ENUM_INDICATOR type,const int count,const MqlParam ¶ms[]);
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bool BufferResize(const int size);
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//--- method of refreshing of the data of all indicators in the collection
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int Refresh(void);
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protected:
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//--- method of formation of flags timeframes
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int TimeframesFlags(const MqlDateTime &time);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CIndicators::CIndicators(void)
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{
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m_prev_time.min=-1;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CIndicators::~CIndicators(void)
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{
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}
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//+------------------------------------------------------------------+
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//| Indicator creation |
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//+------------------------------------------------------------------+
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CIndicator *CIndicators::Create(const string symbol,const ENUM_TIMEFRAMES period,
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const ENUM_INDICATOR type,const int count,const MqlParam ¶ms[])
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{
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CIndicator *result=NULL;
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//---
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switch(type)
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{
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case IND_AC:
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//--- Identifier of "Accelerator Oscillator"
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if(count==0)
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result=new CiAC;
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break;
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case IND_AD:
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//--- Identifier of "Accumulation/Distribution"
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if(count==1)
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result=new CiAD;
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break;
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case IND_ALLIGATOR:
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//--- Identifier of "Alligator"
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if(count==8)
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result=new CiAlligator;
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break;
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case IND_ADX:
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//--- Identifier of "Average Directional Index"
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if(count==1)
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result=new CiADX;
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break;
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case IND_ADXW:
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//--- Identifier of "Average Directional Index by Welles Wilder"
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if(count==1)
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result=new CiADXWilder;
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break;
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case IND_ATR:
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//--- Identifier of "Average True Range"
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if(count==1)
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result=new CiATR;
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break;
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case IND_AO:
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//--- Identifier of "Awesome Oscillator"
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if(count==0)
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result=new CiAO;
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break;
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case IND_BEARS:
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//--- Identifier of "Bears Power"
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if(count==1)
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result=new CiBearsPower;
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break;
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case IND_BANDS:
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//--- Identifier of "Bollinger Bands"
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if(count==4)
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result=new CiBands;
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break;
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case IND_BULLS:
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//--- Identifier of "Bulls Power"
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if(count==1)
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result=new CiBullsPower;
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break;
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case IND_CCI:
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//--- Identifier of "Commodity Channel Index"
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if(count==2)
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result=new CiCCI;
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break;
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case IND_CHAIKIN:
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//--- Identifier of "Chaikin Oscillator"
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if(count==4)
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result=new CiChaikin;
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break;
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case IND_DEMARKER:
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//--- Identifier of "DeMarker"
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if(count==1)
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result=new CiDeMarker;
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break;
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case IND_ENVELOPES:
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//--- Identifier of "Envelopes"
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if(count==5)
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result=new CiEnvelopes;
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break;
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case IND_FORCE:
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//--- Identifier of "Force Index"
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if(count==3)
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result=new CiForce;
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break;
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case IND_FRACTALS:
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//--- Identifier of "Fractals"
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if(count==0)
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result=new CiFractals;
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break;
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case IND_GATOR:
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//--- Identifier of "Gator oscillator"
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if(count==8)
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result=new CiGator;
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break;
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case IND_ICHIMOKU:
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//--- Identifier of "Ichimoku Kinko Hyo"
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if(count==3)
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result=new CiIchimoku;
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break;
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case IND_MACD:
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//--- Identifier of "Moving Averages Convergence-Divergence"
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if(count==4)
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result=new CiMACD;
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break;
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case IND_BWMFI:
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//--- Identifier of "Market Facilitation Index by Bill Williams"
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if(count==1)
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result=new CiBWMFI;
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break;
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case IND_MOMENTUM:
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//--- Identifier of "Momentum"
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if(count==2)
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result=new CiMomentum;
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break;
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case IND_MFI:
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//--- Identifier of "Money Flow Index"
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if(count==2)
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result=new CiMFI;
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break;
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case IND_MA:
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//--- Identifier of "Moving Average"
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if(count==4)
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result=new CiMA;
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break;
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case IND_OSMA:
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//--- Identifier of "Moving Average of Oscillator (MACD histogram)"
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if(count==4)
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result=new CiOsMA;
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break;
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case IND_OBV:
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//--- Identifier of "On Balance Volume"
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if(count==1)
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result=new CiOBV;
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break;
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case IND_SAR:
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//--- Identifier of "Parabolic Stop And Reverse System"
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if(count==2)
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result=new CiSAR;
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break;
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case IND_RSI:
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//--- Identifier of "Relative Strength Index"
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if(count==2)
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result=new CiRSI;
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break;
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case IND_RVI:
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//--- Identifier of "Relative Vigor Index"
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if(count==1)
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result=new CiRVI;
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break;
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case IND_STDDEV:
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//--- Identifier of "Standard Deviation"
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if(count==4)
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result=new CiStdDev;
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break;
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case IND_STOCHASTIC:
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//--- Identifier of "Stochastic Oscillator"
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if(count==5)
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result=new CiStochastic;
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break;
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case IND_WPR:
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//--- Identifier of "Williams' Percent Range"
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if(count==1)
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result=new CiWPR;
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break;
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case IND_DEMA:
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//--- Identifier of "Double Exponential Moving Average"
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if(count==3)
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result=new CiDEMA;
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break;
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case IND_TEMA:
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//--- Identifier of "Triple Exponential Moving Average"
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if(count==3)
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result=new CiTEMA;
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break;
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case IND_TRIX:
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//--- Identifier of "Triple Exponential Moving Averages Oscillator"
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if(count==2)
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result=new CiTriX;
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break;
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case IND_FRAMA:
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//--- Identifier of "Fractal Adaptive Moving Average"
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if(count==3)
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result=new CiFrAMA;
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break;
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case IND_AMA:
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//--- Identifier of "Adaptive Moving Average"
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if(count==5)
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result=new CiAMA;
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break;
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case IND_VIDYA:
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//--- Identifier of "Variable Index DYnamic Average"
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if(count==4)
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result=new CiVIDyA;
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break;
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case IND_VOLUMES:
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//--- Identifier of "Volumes"
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if(count==1)
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result=new CiVolumes;
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break;
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//--- Identifier of "Custom"
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case IND_CUSTOM:
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if(count>0)
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result=new CiCustom;
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break;
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}
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if(result!=NULL)
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{
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if(result.Create(symbol,period,type,count,params))
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Add(result);
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else
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{
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delete result;
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result=NULL;
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}
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}
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//---
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return(result);
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}
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//+------------------------------------------------------------------+
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//| Set size of buffers of all indicators in the collection |
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//+------------------------------------------------------------------+
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bool CIndicators::BufferResize(const int size)
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{
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int total=Total();
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for(int i=0;i<total;i++)
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{
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CSeries *series=At(i);
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//--- check pointer
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if(series==NULL)
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return(false);
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if(!series.BufferResize(size))
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return(false);
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}
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//--- ok
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Refreshing of the data of all indicators in the collection |
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//+------------------------------------------------------------------+
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int CIndicators::Refresh(void)
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{
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MqlDateTime time;
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TimeCurrent(time);
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//---
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int flags=TimeframesFlags(time);
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int total=Total();
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//---
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for(int i=0;i<total;i++)
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{
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CSeries *indicator=At(i);
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if(indicator!=NULL)
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indicator.Refresh(flags);
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}
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//---
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m_prev_time=time;
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//---
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return(flags);
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}
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//+------------------------------------------------------------------+
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//| Formation of timeframe flags |
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//+------------------------------------------------------------------+
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int CIndicators::TimeframesFlags(const MqlDateTime &time)
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{
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//--- set flags for all timeframes
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int result=OBJ_ALL_PERIODS;
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//--- if first check, then setting flags all timeframes
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if(m_prev_time.min==-1)
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return(result);
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//--- check change time
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if(time.min==m_prev_time.min &&
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time.hour==m_prev_time.hour &&
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time.day==m_prev_time.day &&
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time.mon==m_prev_time.mon)
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return(OBJ_NO_PERIODS);
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//--- new month?
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if(time.mon!=m_prev_time.mon)
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return(result);
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//--- reset the "new month" flag
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result^=OBJ_PERIOD_MN1;
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//--- new day?
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if(time.day!=m_prev_time.day)
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return(result);
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//--- reset the "new day" and "new week" flags
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result^=OBJ_PERIOD_D1+OBJ_PERIOD_W1;
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//--- temporary variables to speed up working with structures
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int curr,delta;
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//--- new hour?
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curr=time.hour;
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delta=curr-m_prev_time.hour;
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if(delta!=0)
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{
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if(curr%2>=delta)
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result^=OBJ_PERIOD_H2;
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if(curr%3>=delta)
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result^=OBJ_PERIOD_H3;
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if(curr%4>=delta)
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result^=OBJ_PERIOD_H4;
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if(curr%6>=delta)
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result^=OBJ_PERIOD_H6;
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if(curr%8>=delta)
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result^=OBJ_PERIOD_H8;
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if(curr%12>=delta)
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result^=OBJ_PERIOD_H12;
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return(result);
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}
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//--- reset all flags for hour timeframes
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result^=OBJ_PERIOD_H1+OBJ_PERIOD_H2+OBJ_PERIOD_H3+OBJ_PERIOD_H4+OBJ_PERIOD_H6+OBJ_PERIOD_H8+OBJ_PERIOD_H12;
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//--- new minute?
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curr=time.min;
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delta=curr-m_prev_time.min;
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if(delta!=0)
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{
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if(curr%2>=delta)
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result^=OBJ_PERIOD_M2;
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if(curr%3>=delta)
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result^=OBJ_PERIOD_M3;
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if(curr%4>=delta)
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result^=OBJ_PERIOD_M4;
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if(curr%5>=delta)
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result^=OBJ_PERIOD_M5;
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if(curr%6>=delta)
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result^=OBJ_PERIOD_M6;
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if(curr%10>=delta)
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result^=OBJ_PERIOD_M10;
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if(curr%12>=delta)
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result^=OBJ_PERIOD_M12;
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if(curr%15>=delta)
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result^=OBJ_PERIOD_M15;
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if(curr%20>=delta)
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result^=OBJ_PERIOD_M20;
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if(curr%30>=delta)
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result^=OBJ_PERIOD_M30;
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}
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//---
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return(result);
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}
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//+------------------------------------------------------------------+
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