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update to my mt5 libs to include better comments

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Matt Corcoran
2025-07-12 15:29:30 +02:00
parent ec3fc120ce
commit 136522ef1c
31 changed files with 1389 additions and 2024 deletions
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indicators/TrendlineAnalyser.mqh
+71 -54
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@@ -1,59 +1,76 @@
#include <MyLibs/Utils/MarketDataUtils.mqh>
//+------------------------------------------------------------------+
//| TrendlineSignal: A utility class to detect trendline crossovers |
//+------------------------------------------------------------------+
// ---------------------------------------------------------------------
// CLASS: TrendlineAnalyser
// ---------------------------------------------------------------------
// A utility class to detect price crossovers with a trendline buffer.
// Supports both crossover detection and trend direction checks.
// ---------------------------------------------------------------------
class TrendlineAnalyser {
private:
private:
MarketDataUtils market_data_utils;
public:
// Main method: detects whether price has crossed the trendline up (long) or down (short)
// Parameters:
// - symbol: the symbol we're evaluating (e.g., "EURUSD")
// - handle: the indicator handle for the trendline (e.g., iMA handle)
// - cross_long: output bool set to true if a bullish cross is detected
// - cross_short: output bool set to true if a bearish cross is detected
void detect_cross(string symbol, int handle, bool& cross_long, bool& cross_short, int shift=1) {
cross_long = false;
cross_short = false;
// --- Retrieve prices and trendline values from last 2 closed bars
double price = iClose(symbol, PERIOD_CURRENT, shift); // most recent closed bar
double prev_price = iClose(symbol, PERIOD_CURRENT, shift + 1); // bar before that
double trendline = market_data_utils.get_buffer_value(handle, shift); // trendline now
double prev_trendline = market_data_utils.get_buffer_value(handle, shift+1); // trendline before
// --- Exit early if any of the data is missing or invalid
if (price == EMPTY_VALUE || prev_price == EMPTY_VALUE || trendline == EMPTY_VALUE || prev_trendline == EMPTY_VALUE) {
return;
}
// --- Detect bullish crossover (price moves from below to above the trendline)
cross_long = (prev_price < prev_trendline && price > trendline);
// --- Detect bearish crossover (price moves from above to below the trendline)
cross_short = (prev_price > prev_trendline && price < trendline);
}
// METHOD: determines if price is currently trending above or below the trendline
// Parameters:
// - symbol: trading symbol (e.g., "EURUSD")
// - handle: trendline indicator handle
// - is_direction_long: output bool, true if price is above trendline
// - is_direction_short: output bool, true if price is below trendline
// - shift: which candle to check (default: 1 = last closed bar)
void trend_direction(string symbol, int handle, bool& direction_long, bool& direction_short, int shift = 1) {
direction_long = false;
direction_short = false;
double price = iClose(symbol, PERIOD_CURRENT, shift);
double trendline = market_data_utils.get_buffer_value(handle, shift);
if (price == EMPTY_VALUE || trendline == EMPTY_VALUE) {
return;
}
direction_long = (price > trendline);
direction_short = (price < trendline);
}
public:
void detect_cross(string symbol, int handle, bool& cross_long, bool& cross_short, int shift = 1);
void trend_direction(string symbol, int handle, bool& direction_long, bool& direction_short, int shift = 1);
};
// ---------------------------------------------------------------------
// Detects whether price has crossed above (long) or below (short)
// a trendline between the two most recent closed bars.
//
// Parameters:
// - symbol : Trading symbol (e.g., "EURUSD").
// - handle : Indicator handle for the trendline buffer.
// - cross_long : Output true if bullish crossover detected.
// - cross_short : Output true if bearish crossover detected.
// - shift : Bar shift to evaluate (default: 1 = last closed bar).
//
// Logic:
// - Retrieves price and trendline values for the current and previous bar.
// - Checks for a crossover by comparing price vs trendline movement.
// ---------------------------------------------------------------------
void TrendlineAnalyser::detect_cross(string symbol, int handle, bool& cross_long, bool& cross_short, int shift) {
cross_long = false;
cross_short = false;
double price = iClose(symbol, PERIOD_CURRENT, shift);
double prev_price = iClose(symbol, PERIOD_CURRENT, shift + 1);
double trendline = market_data_utils.get_buffer_value(handle, shift);
double prev_trendline = market_data_utils.get_buffer_value(handle, shift + 1);
if (price == EMPTY_VALUE || prev_price == EMPTY_VALUE || trendline == EMPTY_VALUE || prev_trendline == EMPTY_VALUE)
return;
cross_long = (prev_price < prev_trendline && price > trendline);
cross_short = (prev_price > prev_trendline && price < trendline);
}
// ---------------------------------------------------------------------
// Checks if price is currently above or below the trendline.
//
// Parameters:
// - symbol : Trading symbol (e.g., "EURUSD").
// - handle : Trendline indicator handle.
// - direction_long : Output true if price is above trendline.
// - direction_short : Output true if price is below trendline.
// - shift : Bar index to check (default: 1).
//
// Logic:
// - Retrieves price and trendline at the specified shift.
// - Compares relative position of price to trendline.
// ---------------------------------------------------------------------
void TrendlineAnalyser::trend_direction(string symbol, int handle, bool& direction_long, bool& direction_short, int shift) {
direction_long = false;
direction_short = false;
double price = iClose(symbol, PERIOD_CURRENT, shift);
double trendline = market_data_utils.get_buffer_value(handle, shift);
if (price == EMPTY_VALUE || trendline == EMPTY_VALUE)
return;
direction_long = (price > trendline);
direction_short = (price < trendline);
}