| //+------------------------------------------------------------------+
|
| //| VolumeFeed.mqh |
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| //| AnimateDread |
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| //| |
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| //| ONE PLACE THAT ANSWERS "HOW BUSY WAS THIS BAR, FOR ITS HOUR". |
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| //| |
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| //| The neural module and the management net each used to compute |
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| //| their own bar-over-recent-mean volume ratio, and both carried the |
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| //| same defect (see Mind\VolumeProfile.mqh: the ratio mostly encoded |
|
| //| the hour of day). They now ask this feed instead, so there is one |
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| //| definition of relative volume in the codebase and one place to fix |
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| //| it. The Mind's own volume modality reads the same profile. |
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| //| |
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| //| One feed per chart, guarded by the symbol/period it was built for, |
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| //| like g_wyckoffFeed. It owns a bar cache of the whole history - the |
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| //| stdlib series stop at shift 1023 and the neural module trains far |
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| //| deeper than that. |
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| //+------------------------------------------------------------------+
|
| #ifndef WARRIOR_VOLUMEFEED_MQH
|
| #define WARRIOR_VOLUMEFEED_MQH
|
|
|
| #include "VolumeProfile.mqh"
|
|
|
| class CVolumeFeed
|
| {
|
| protected:
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| CBarCache m_cache;
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| CVolumeProfile m_profile;
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| string m_for;
|
|
|
| public:
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| CVolumeFeed(void) : m_for("") {}
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| bool Ensure(const string symbol, const ENUM_TIMEFRAMES tf)
|
| {
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| const string want = symbol + "/" + IntegerToString((int)tf);
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| if(m_for == want)
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| return true;
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| m_cache.Init(symbol, tf, 14, 30);
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| m_profile.Init(GetPointer(m_cache));
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| m_for = want;
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| return true;
|
| }
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| //--- Bring the cache up to the newest closed bar and fold it into the profile.
|
| bool Sync(void)
|
| {
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| if(m_for == "" || !m_cache.Sync())
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| return false;
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| m_profile.Update();
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| return true;
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| }
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| //--- The bar that OPENED at `barTime`: its level-detrended log volume against the hour's norm,
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| //--- that reading's mean over the last five bars, and its change from the previous bar.
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| //--- False when any of them is not yet defined - the caller drops the row, as it does for any
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| //--- other feature it cannot compute.
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| bool Reading(const datetime barTime, double &now, double &mean5, double &change) const
|
| {
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| const int i = m_cache.IndexOf(barTime);
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| if(i < 5)
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| return false;
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| now = m_profile.Detrended(i);
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| const double prev = m_profile.Detrended(i - 1);
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| if(now == VOLPROF_NA || prev == VOLPROF_NA)
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| return false;
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| double s = now;
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| for(int k = 1; k < 5; k++)
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| {
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| const double d = m_profile.Detrended(i - k);
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| if(d == VOLPROF_NA)
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| return false;
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| s += d;
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| }
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| mean5 = s / 5.0;
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| change = now - prev;
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| return true;
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| }
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| };
|
|
|
| CVolumeFeed g_volFeed;
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| #endif // WARRIOR_VOLUMEFEED_MQH
|
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