37 lines
865 B
MQL5
37 lines
865 B
MQL5
|
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;
|
||
|
|
}
|
||
|
|
};
|