Warrior_EA/Mind/Modality.mqh

//+------------------------------------------------------------------+
//|                                                     Modality.mqh |
//|                                                     AnimateDread |
//|                                                                  |
//| ONE WAY OF LOOKING AT THE CHART.                                  |
//|                                                                   |
//| A discretionary Wyckoff trader does not read one number. They read |
//| the structure, the volume behind it, how volatile the tape is,    |
//| what the neighbouring markets are doing and what day it is - and   |
//| only then decide how much to trust the setup. Each of those is a   |
//| MODALITY: a class that turns the same closed bar into its own      |
//| slice of an SMarketContext and knows nothing about the others.     |
//|                                                                    |
//| Open/closed: a new way of looking is a new subclass registered in  |
//| CWarriorMind::Init(); the mind, the book and the reviewer do not   |
//| change, because they only ever see the context's field indices.    |
//|                                                                    |
//| Every Read() sees CLOSED bars only (bar.shift >= 1 at decision     |
//| time), so a row it writes could have been written live.            |
//| A modality that cannot answer returns false and leaves its fields  |
//| at CTX_NA; the mind carries on without it. A modality must never   |
//| be the reason a trade does not happen.                             |
//+------------------------------------------------------------------+
#ifndef WARRIOR_MODALITY_MQH
#define WARRIOR_MODALITY_MQH

#include "MarketContext.mqh"

//--- Which bar is being read: its slot in the bar cache, its stdlib series shift, its open time.
struct SBarRef
  {
   int               idx;
   int               shift;
   datetime          time;
  };

class CModality
  {
public:
   virtual          ~CModality(void) {}
   virtual string    Name(void) const = 0;
   virtual bool      Read(const SBarRef &bar, SMarketContext &ctx) = 0;
  };
#endif // WARRIOR_MODALITY_MQH