update to my mt5 libs to include better comments
This commit is contained in:
Matt Corcoran
+120
-66
@@ -1,94 +1,148 @@
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class MarketDataUtils {
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public:
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bool is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, string daily_start_time = "00:10");
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double get_latest_buffer_value(int handle);
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double get_buffer_value(int handle, int shift);
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double adjusted_point(string symbol);
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double get_bid_ask_price(string symbol, int price_side);
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public:
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bool is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, string daily_start_time = "00:10");
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double get_latest_buffer_value(int handle);
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double get_buffer_value(int handle, int shift);
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double adjusted_point(string symbol);
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double get_bid_ask_price(string symbol, int price_side);
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protected:
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datetime previousTimes[]; // Stores last recorded open time per key
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string bar_keys[]; // Keys are symbol+TF combinations, e.g. "EURUSD_PERIOD_H1"
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protected:
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datetime previousTimes[]; // Stores last recorded open time per key
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string bar_keys[]; // Keys are symbol+TF combinations, e.g. "EURUSD_PERIOD_H1"
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};
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// Helper function to find index of a key in an array
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int LinearSearch(string &arr[], string target) {
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for (int i = 0; i < ArraySize(arr); i++) {
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if (arr[i] == target)
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return i;
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}
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return -1; // Not found
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// ---------------------------------------------------------------------
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// Performs linear search on a string array.
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//
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// Parameters:
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// - arr : Array of strings.
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// - target : Target string to find.
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//
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// Returns:
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// - Index of the target, or -1 if not found.
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// ---------------------------------------------------------------------
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int LinearSearch(string& arr[], string target) {
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for (int i = 0; i < ArraySize(arr); i++) {
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if (arr[i] == target) return i;
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}
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return -1;
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}
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// Checks if a new bar has opened on the given timeframe and symbol
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// ---------------------------------------------------------------------
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// Implementation of is_new_bar. Tracks the open time of the last bar.
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//
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// Parameters:
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// - symbol : Symbol to check.
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// - time_frame : Timeframe to check.
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// - daily_start_time: Time string for daily bar sync.
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//
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// Returns:
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// - true if a new bar has formed, false otherwise.
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// ---------------------------------------------------------------------
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bool MarketDataUtils::is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, string daily_start_time) {
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datetime bar_open_time = iTime(symbol, time_frame, 0); // Current open time
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string key = symbol + "_" + EnumToString(time_frame);
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datetime bar_open_time = iTime(symbol, time_frame, 0); // Current open time
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string key = symbol + "_" + EnumToString(time_frame);
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int idx = LinearSearch(bar_keys, key);
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if (idx == -1) {
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int new_size = ArraySize(bar_keys) + 1;
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ArrayResize(bar_keys, new_size);
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ArrayResize(previousTimes, new_size);
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int idx = LinearSearch(bar_keys, key);
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if (idx == -1) {
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int new_size = ArraySize(bar_keys) + 1;
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ArrayResize(bar_keys, new_size);
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ArrayResize(previousTimes, new_size);
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idx = new_size - 1;
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bar_keys[idx] = key;
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previousTimes[idx] = 0;
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}
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idx = new_size - 1;
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bar_keys[idx] = key;
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previousTimes[idx] = 0;
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}
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if (previousTimes[idx] != bar_open_time) {
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// For daily timeframe, wait for specific time (e.g., 00:10) before triggering
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if (PeriodSeconds(time_frame) == PeriodSeconds(PERIOD_D1)) {
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if (TimeCurrent() > StringToTime(daily_start_time)) {
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if (previousTimes[idx] != bar_open_time) {
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if (PeriodSeconds(time_frame) == PeriodSeconds(PERIOD_D1)) {
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if (TimeCurrent() > StringToTime(daily_start_time)) {
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previousTimes[idx] = bar_open_time;
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return true;
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}
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} else {
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previousTimes[idx] = bar_open_time;
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return true;
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}
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} else {
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previousTimes[idx] = bar_open_time;
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return true;
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}
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}
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}
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}
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return false; // No new bar
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return false;
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}
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// shift = 0 refers to the live candle (still forming)
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// shift = 1 is the most recently closed candle
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// shift = 2 is the one before that, etc.
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// ---------------------------------------------------------------------
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// Implementation of get_buffer_value.
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//
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// Parameters:
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// - handle : Indicator handle.
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// - shift : Shift index for historical bars.
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//
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// Returns:
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// - The buffer value, or EMPTY_VALUE if error.
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// ---------------------------------------------------------------------
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double MarketDataUtils::get_buffer_value(int handle, int shift) {
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double val[];
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ArraySetAsSeries(val, true);
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double val[];
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ArraySetAsSeries(val, true);
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int copied = CopyBuffer(handle, 0, shift, 1, val);
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if (copied <= 0) {
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Print("CopyBuffer failed: handle=", handle, " shift=", shift);
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return EMPTY_VALUE;
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}
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int copied = CopyBuffer(handle, 0, shift, 1, val);
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if (copied <= 0) {
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Print("CopyBuffer failed: handle=", handle, " shift=", shift);
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return EMPTY_VALUE;
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}
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if (val[0] == EMPTY_VALUE) {
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Print("EMPTY_VALUE returned for buffer at shift=", shift);
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return EMPTY_VALUE;
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}
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if (val[0] == EMPTY_VALUE) {
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Print("EMPTY_VALUE returned for buffer at shift=", shift);
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return EMPTY_VALUE;
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}
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return val[0];
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return val[0];
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}
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// Adjusts the point value for symbol to account for fractional pips (e.g., 5-digit brokers)
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// ---------------------------------------------------------------------
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// Gets the latest (live) value from buffer (shift = 0).
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//
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// Parameters:
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// - handle : Indicator handle.
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//
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// Returns:
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// - Buffer value at shift 0 or EMPTY_VALUE if failed.
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// ---------------------------------------------------------------------
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double MarketDataUtils::get_latest_buffer_value(int handle) {
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return get_buffer_value(handle, 0);
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}
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// ---------------------------------------------------------------------
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// Computes adjusted point value considering fractional pip brokers.
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//
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// Parameters:
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// - symbol : Symbol name.
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//
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// Returns:
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// - Adjusted point multiplier.
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// ---------------------------------------------------------------------
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double MarketDataUtils::adjusted_point(string symbol) {
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int symbol_digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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int digits_adjust = (symbol_digits == 3 || symbol_digits == 5) ? 10 : 1;
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double point_val = SymbolInfoDouble(symbol, SYMBOL_POINT);
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return point_val * digits_adjust; // Adjusted pip value
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int symbol_digits = (int) SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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int digits_adjust = (symbol_digits == 3 || symbol_digits == 5) ? 10 : 1;
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double point_val = SymbolInfoDouble(symbol, SYMBOL_POINT);
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return point_val * digits_adjust;
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}
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// Returns current Bid or Ask price for a symbol based on side (1 = Ask, 2 = Bid)
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// ---------------------------------------------------------------------
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// Returns bid or ask price for a given symbol.
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//
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// Parameters:
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// - symbol : Symbol name.
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// - price_side : 1 = Ask, 2 = Bid.
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//
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// Returns:
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// - Price value or 0.0 if input is invalid.
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// ---------------------------------------------------------------------
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double MarketDataUtils::get_bid_ask_price(string symbol, int price_side) {
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int digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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double ask = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_ASK), digits);
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double bid = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_BID), digits);
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int digits = (int) SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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double ask = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_ASK), digits);
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double bid = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_BID), digits);
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if (price_side == 1) return ask;
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if (price_side == 2) return bid;
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if (price_side == 1) return ask;
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if (price_side == 2) return bid;
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return 0.0; // Invalid input
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return 0.0;
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}
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