mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
Toh4iem9
140 lines
4.3 KiB
Plaintext
140 lines
4.3 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| Currency_Strength_Calculator.mqh |
|
|
//| VERSION 1.10: Robust data handling and synchronization. |
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
|
|
//--- List of 8 Major Currencies
|
|
string g_currencies[8] = {"USD", "EUR", "GBP", "JPY", "AUD", "CAD", "CHF", "NZD"};
|
|
|
|
//--- List of 28 Major Pairs to monitor
|
|
string g_pairs[28] =
|
|
{
|
|
"EURUSD", "GBPUSD", "AUDUSD", "NZDUSD", "USDCAD", "USDCHF", "USDJPY",
|
|
"EURGBP", "EURAUD", "EURNZD", "EURCAD", "EURCHF", "EURJPY",
|
|
"GBPAUD", "GBPNZD", "GBPCAD", "GBPCHF", "GBPJPY",
|
|
"AUDNZD", "AUDCAD", "AUDCHF", "AUDJPY",
|
|
"NZDCAD", "NZDCHF", "NZDJPY",
|
|
"CADCHF", "CADJPY",
|
|
"CHFJPY"
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
class CCurrencyStrengthCalculator
|
|
{
|
|
private:
|
|
int m_period;
|
|
ENUM_TIMEFRAMES m_timeframe;
|
|
|
|
//--- Helper to get ROC of a symbol
|
|
double GetROC(string symbol, int index);
|
|
|
|
public:
|
|
CCurrencyStrengthCalculator(void) {};
|
|
~CCurrencyStrengthCalculator(void) {};
|
|
|
|
bool Init(int period, ENUM_TIMEFRAMES tf);
|
|
|
|
//--- Main calculation: Fills the strength array [8] for a specific bar index
|
|
void CalculateStep(int bar_index, double &strengths[]);
|
|
|
|
//--- NEW: Check if data is ready for all pairs
|
|
bool IsDataReady(void);
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
bool CCurrencyStrengthCalculator::Init(int period, ENUM_TIMEFRAMES tf)
|
|
{
|
|
m_period = period;
|
|
m_timeframe = tf;
|
|
|
|
// Ensure all symbols are selected
|
|
for(int i=0; i<28; i++)
|
|
{
|
|
if(!SymbolInfoInteger(g_pairs[i], SYMBOL_SELECT))
|
|
SymbolSelect(g_pairs[i], true);
|
|
// Force sync
|
|
iTime(g_pairs[i], m_timeframe, 0);
|
|
}
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
bool CCurrencyStrengthCalculator::IsDataReady(void)
|
|
{
|
|
for(int i=0; i<28; i++)
|
|
{
|
|
// Check if bars are synchronized
|
|
if(!SeriesInfoInteger(g_pairs[i], m_timeframe, SERIES_SYNCHRONIZED))
|
|
return false;
|
|
|
|
// Check if enough bars are available
|
|
if(SeriesInfoInteger(g_pairs[i], m_timeframe, SERIES_BARS_COUNT) < m_period + 10)
|
|
return false;
|
|
}
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
double CCurrencyStrengthCalculator::GetROC(string symbol, int index)
|
|
{
|
|
double close_curr[1], close_prev[1];
|
|
|
|
if(CopyClose(symbol, m_timeframe, index, 1, close_curr) <= 0)
|
|
return EMPTY_VALUE;
|
|
if(CopyClose(symbol, m_timeframe, index + m_period, 1, close_prev) <= 0)
|
|
return EMPTY_VALUE;
|
|
|
|
// Robust check
|
|
if(close_prev[0] <= 0.0000001 || !MathIsValidNumber(close_prev[0]))
|
|
return EMPTY_VALUE;
|
|
if(close_curr[0] <= 0.0000001 || !MathIsValidNumber(close_curr[0]))
|
|
return EMPTY_VALUE;
|
|
|
|
double roc = ((close_curr[0] - close_prev[0]) / close_prev[0]) * 100.0;
|
|
|
|
if(!MathIsValidNumber(roc))
|
|
return EMPTY_VALUE;
|
|
|
|
return roc;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void CCurrencyStrengthCalculator::CalculateStep(int bar_index, double &strengths[])
|
|
{
|
|
ArrayInitialize(strengths, 0.0); // Reset [0..7]
|
|
|
|
for(int i = 0; i < 28; i++)
|
|
{
|
|
string symbol = g_pairs[i];
|
|
string base = StringSubstr(symbol, 0, 3);
|
|
string quote = StringSubstr(symbol, 3, 3);
|
|
|
|
double roc = GetROC(symbol, bar_index);
|
|
|
|
if(roc == EMPTY_VALUE)
|
|
continue; // Skip invalid pairs
|
|
|
|
// Find indices
|
|
int base_idx = -1, quote_idx = -1;
|
|
for(int k=0; k<8; k++)
|
|
{
|
|
if(g_currencies[k] == base)
|
|
base_idx = k;
|
|
if(g_currencies[k] == quote)
|
|
quote_idx = k;
|
|
}
|
|
|
|
if(base_idx != -1 && quote_idx != -1)
|
|
{
|
|
// If Pair goes UP, Base is Stronger, Quote is Weaker
|
|
strengths[base_idx] += roc;
|
|
strengths[quote_idx] -= roc;
|
|
}
|
|
}
|
|
}
|
|
//+------------------------------------------------------------------+
|