mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
new files added
This commit is contained in:
@@ -0,0 +1,119 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Chaikin_AD_Calculator.mqh |
|
||||
//| Engine for Chaikin's Accumulation/Distribution Line. |
|
||||
//| Copyright 2025, xxxxxxxx |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, xxxxxxxx"
|
||||
|
||||
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
||||
|
||||
// Enum from the main file
|
||||
enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, CANDLE_HEIKIN_ASHI };
|
||||
|
||||
//+==================================================================+
|
||||
class CChaikinADCalculator
|
||||
{
|
||||
protected:
|
||||
ENUM_APPLIED_VOLUME m_volume_type;
|
||||
double m_high[], m_low[], m_close[];
|
||||
|
||||
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
|
||||
|
||||
public:
|
||||
CChaikinADCalculator(void) {};
|
||||
virtual ~CChaikinADCalculator(void) {};
|
||||
|
||||
bool Init(ENUM_APPLIED_VOLUME vol_type);
|
||||
void Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[],
|
||||
double &ad_buffer[]);
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
class CChaikinADCalculator_HA : public CChaikinADCalculator
|
||||
{
|
||||
private:
|
||||
CHeikinAshi_Calculator m_ha_calculator;
|
||||
protected:
|
||||
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
|
||||
};
|
||||
|
||||
//+==================================================================+
|
||||
//| METHOD IMPLEMENTATIONS |
|
||||
//+==================================================================+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CChaikinADCalculator::Init(ENUM_APPLIED_VOLUME vol_type)
|
||||
{
|
||||
m_volume_type = vol_type;
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CChaikinADCalculator::Calculate(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], const long &volume[],
|
||||
double &ad_buffer[])
|
||||
{
|
||||
if(rates_total < 1)
|
||||
return;
|
||||
if(!PrepareSourceData(rates_total, open, high, low, close))
|
||||
return;
|
||||
|
||||
double prev_ad = 0;
|
||||
for(int i = 0; i < rates_total; i++)
|
||||
{
|
||||
double money_flow_multiplier = 0;
|
||||
double range = m_high[i] - m_low[i];
|
||||
|
||||
if(range > 0.000001)
|
||||
{
|
||||
money_flow_multiplier = ((m_close[i] - m_low[i]) - (m_high[i] - m_close[i])) / range;
|
||||
}
|
||||
|
||||
double money_flow_volume = money_flow_multiplier * (double)volume[i];
|
||||
|
||||
ad_buffer[i] = prev_ad + money_flow_volume;
|
||||
prev_ad = ad_buffer[i];
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CChaikinADCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
ArrayResize(m_high, rates_total);
|
||||
ArrayResize(m_low, rates_total);
|
||||
ArrayResize(m_close, rates_total);
|
||||
ArrayCopy(m_high, high, 0, 0, rates_total);
|
||||
ArrayCopy(m_low, low, 0, 0, rates_total);
|
||||
ArrayCopy(m_close, close, 0, 0, rates_total);
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CChaikinADCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
|
||||
{
|
||||
double ha_open[], ha_high[], ha_low[], ha_close[];
|
||||
ArrayResize(ha_open, rates_total);
|
||||
ArrayResize(ha_high, rates_total);
|
||||
ArrayResize(ha_low, rates_total);
|
||||
ArrayResize(ha_close, rates_total);
|
||||
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
||||
|
||||
ArrayResize(m_high, rates_total);
|
||||
ArrayResize(m_low, rates_total);
|
||||
ArrayResize(m_close, rates_total);
|
||||
ArrayCopy(m_high, ha_high, 0, 0, rates_total);
|
||||
ArrayCopy(m_low, ha_low, 0, 0, rates_total);
|
||||
ArrayCopy(m_close, ha_close, 0, 0, rates_total);
|
||||
return true;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user