update to several methods and EAs
This commit is contained in:
Matt Corcoran
@@ -31,17 +31,6 @@ bool MarketDataUtils::is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, stri
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return false; // No new bar
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}
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// Retrieves the latest value from an indicator buffer (shift 0)
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double MarketDataUtils::get_latest_buffer_value(int handle) {
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double val[];
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ArraySetAsSeries(val, true); // Aligns array with bar indexing (0 = latest)
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if (CopyBuffer(handle, 0, 0, 1, val) == 1)
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return val[0]; // Latest value at shift 0
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return 0.0;
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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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@@ -0,0 +1,86 @@
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#include <MyLibs/Utils/SignalStateTracker.mqh>
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// This class manages a collection of SignalStateTracker instances — one per symbol.
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// It allows you to track signals separately for each symbol in a multi-symbol EA.
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class MultiSymbolSignalTracker {
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private:
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// Struct to hold one (symbol → tracker) mapping
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struct SymbolTracker {
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string symbol; // Symbol name (e.g. "EURUSD", "HSI")
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SignalStateTracker* tracker; // Pointer to the signal tracker for that symbol
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};
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SymbolTracker trackers[]; // Dynamic array of symbol-tracker pairs
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// Helper function: Find the index of the given symbol in the array
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int find_index(const string& symbol) {
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for (int i = 0; i < ArraySize(trackers); i++) {
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if (trackers[i].symbol == symbol) return i; // Found symbol, return its index
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}
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return -1; // Not found
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}
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public:
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// Destructor: automatically called when this object is destroyed (e.g. at EA shutdown)
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~MultiSymbolSignalTracker() {
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clear(); // Clean up memory when done
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}
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// Returns the SignalStateTracker for the given symbol.
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// If it doesn't exist yet, it creates one and stores it.
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SignalStateTracker* get_tracker(const string& symbol) {
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int idx = find_index(symbol);
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if (idx != -1) return trackers[idx].tracker; // Tracker already exists — return it
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// If not found, create a new tracker for this symbol
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SignalStateTracker* tracker = new SignalStateTracker();
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SymbolTracker item;
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item.symbol = symbol;
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item.tracker = tracker;
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// Add new item to dynamic array
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ArrayResize(trackers, ArraySize(trackers) + 1);
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trackers[ArraySize(trackers) - 1] = item;
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return tracker;
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}
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// Deletes all trackers and resets the array.
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// Should be called in OnDeinit() to free memory.
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void clear() {
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for (int i = 0; i < ArraySize(trackers); i++) {
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delete trackers[i].tracker; // Manually free each dynamically created tracker
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}
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ArrayResize(trackers, 0); // Reset array to empty
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}
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};
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/* ---------------------------------------------------------------------------
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Example usage in an EA:
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---------------------------------------------------------------------------
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// Declare the tracker globally (outside OnTick/OnTimer)
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MultiSymbolSignalTracker track_trigger;
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// Inside your strategy() or OnTick():
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void strategy(string symbol, ...) {
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bool trig_long = ...; // Your signal logic
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bool trig_short = ...;
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// Update the signal tracker for this symbol
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track_trigger.get_tracker(symbol).update_signal(trig_long, trig_short);
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// Example: Check if a recent long signal occurred
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if (track_trigger.get_tracker(symbol).long_signal_recent(5)) {
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// Do something like open a trade
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}
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}
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// In OnDeinit():
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void OnDeinit(const int reason) {
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track_trigger.clear(); // Clean up memory
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}
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*/
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@@ -0,0 +1,56 @@
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class SignalStateTracker {
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private:
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int last_signal_long;
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int last_signal_short;
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public:
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// Constructor initializes both directions to a default "unset" state.
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SignalStateTracker() {
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reset();
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}
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// Resets the tracked signal bar indexes to an invalid default value (-1000).
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void reset() {
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last_signal_long = -1000;
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last_signal_short = -1000;
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}
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// Updates the signal for both long and short directions in one call, if the respective triggers are true.
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// curr_bar should refer to the last CLOSED bar (typically bar index 1).
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void update_signal(bool trig_long, bool trig_short, int curr_bar=1) {
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if (trig_long) last_signal_long = curr_bar;
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if (trig_short) last_signal_short = curr_bar;
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}
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// Returns true if a long signal occurred within the last `max_bars` bars.
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bool long_signal_recent(int max_bars) const {
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// Assumes current bar is always bar index 1 (last closed bar).
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return has_long_signal() && (1 - last_signal_long <= max_bars);
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}
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// Returns true if a short signal occurred within the last `max_bars` bars.
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bool short_signal_recent(int max_bars) const {
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// Assumes current bar is always bar index 1 (last closed bar).
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return has_short_signal() && (1 - last_signal_short <= max_bars);
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}
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// Returns true if a signal has been recorded for the long direction.
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bool has_long_signal() const {
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return last_signal_long != -1000;
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}
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// Returns true if a signal has been recorded for the short direction.
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bool has_short_signal() const {
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return last_signal_short != -1000;
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}
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// Returns the last recorded signal bar index for the long direction.
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int get_long_signal() const {
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return last_signal_long;
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}
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// Returns the last recorded signal bar index for the short direction.
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int get_short_signal() const {
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return last_signal_short;
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}
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};
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+108
-65
@@ -1,96 +1,139 @@
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// File: MyLibs/Utils/AtrBands.mqh
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#include <MyLibs/Utils/MarketDataUtils.mqh>
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class AtrBands {
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protected:
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string symbol;
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int atr_period;
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ENUM_TIMEFRAMES timeframe;
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string prefix;
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color upper_color;
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color lower_color;
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color mid_color;
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int line_width;
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bool plot_bands;
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int atr_handle;
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private:
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MarketDataUtils market_data_utils;
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public:
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AtrBands(string _symbol, int _atr_period = 14, ENUM_TIMEFRAMES _timeframe = PERIOD_CURRENT,
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color _upper = clrDodgerBlue, color _lower = clrDodgerBlue, color _mid = clrDodgerBlue,
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int _width = 1, bool plot = true);
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// Core band accessors
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double upper_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1,
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color clr = clrDodgerBlue, int width = 1, bool plot = true);
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double upper_band(double baseline, int shift = 1, double mult = 1.0);
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double lower_band(double baseline, int shift = 1, double mult = 1.0);
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double middle_band(double baseline, int shift = 1);
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double lower_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1,
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color clr = clrDodgerBlue, int width = 1, bool plot = true);
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double middle_band(string symbol, double trendline_var, ENUM_TIMEFRAMES tf, int shift = 1, color clr = clrDodgerBlue, int width = 1,
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bool plot = true);
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// Band checkers
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bool inside_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1, bool plot = true);
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bool inside_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1, bool plot = true);
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bool crossed_below_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1,
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bool plot = true);
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bool crossed_above_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1,
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bool plot = true);
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protected:
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double get_atr(int shift);
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void draw_line(string name, int shift, double price, color clr);
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double get_atr(string symbol, int atr_period, ENUM_TIMEFRAMES tf, int shift);
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void draw_line(string name, double price, color clr, int width);
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};
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// Constructor
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AtrBands::AtrBands(string _symbol, int _atr_period, ENUM_TIMEFRAMES _timeframe,
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color _upper, color _lower, color _mid, int _width, bool plot) {
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symbol = _symbol;
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atr_period = _atr_period;
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timeframe = _timeframe;
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prefix = "ATRBand";
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upper_color = _upper;
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lower_color = _lower;
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mid_color = _mid;
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line_width = _width;
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plot_bands = plot;
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// -------------------
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// Public Methods
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// -------------------
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atr_handle = iATR(symbol, timeframe, atr_period);
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if (atr_handle == INVALID_HANDLE) {
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Print("Failed to create ATR handle for symbol: ", symbol);
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}
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}
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// Public methods
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double AtrBands::upper_band(double baseline, int shift, double mult) {
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double atr = get_atr(shift);
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double upper = baseline + atr * mult;
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if (plot_bands) draw_line(prefix + "_Upper_" + symbol, shift, upper, upper_color);
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double AtrBands::upper_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, color clr, int width, bool plot) {
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double atr = get_atr(symbol, atr_period, tf, shift);
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double upper = trendline_var + atr * mult;
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if (plot && shift == 1) draw_line("ATRBand_Upper_" + symbol, upper, clr, width); // persistent line
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return upper;
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}
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double AtrBands::lower_band(double baseline, int shift, double mult) {
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double atr = get_atr(shift);
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double lower = baseline - atr * mult;
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if (plot_bands) draw_line(prefix + "_Lower_" + symbol, shift, lower, lower_color);
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double AtrBands::lower_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, color clr, int width, bool plot) {
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double atr = get_atr(symbol, atr_period, tf, shift);
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double lower = trendline_var - atr * mult;
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if (plot && shift == 1) draw_line("ATRBand_Lower_" + symbol, lower, clr, width); // persistent line
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return lower;
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}
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double AtrBands::middle_band(double baseline, int shift) {
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if (plot_bands) draw_line(prefix + "_Mid_" + symbol, shift, baseline, mid_color);
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return baseline;
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double AtrBands::middle_band(string symbol, double trendline_var, ENUM_TIMEFRAMES tf, int shift, color clr, int width, bool plot) {
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if (plot && shift == 1) draw_line("ATRBand_Mid_" + symbol, trendline_var, clr, width); // persistent line
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return trendline_var;
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}
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// Internal: Get ATR value from buffer
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double AtrBands::get_atr(int shift) {
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if (atr_handle == INVALID_HANDLE) return 0;
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bool AtrBands::inside_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, bool plot) {
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double price = iClose(symbol, tf, shift);
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double trendline_var = market_data_utils.get_buffer_value(handle, shift);
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double upper = upper_band(symbol, trendline_var, atr_period, tf, mult, shift, clrDodgerBlue, 1, plot);
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if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || upper == EMPTY_VALUE) return false;
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return (price > trendline_var && price < upper);
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}
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bool AtrBands::inside_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, bool plot) {
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double price = iClose(symbol, tf, shift);
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double trendline_var = market_data_utils.get_buffer_value(handle, shift);
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double lower = lower_band(symbol, trendline_var, atr_period, tf, mult, shift, clrDodgerBlue, 1, plot);
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if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || lower == EMPTY_VALUE) return false;
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return (price < trendline_var && price > lower);
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}
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// pull-back inside upper atr band:
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bool AtrBands::crossed_below_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, bool plot) {
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//--- checked bar
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double price = iClose(symbol, tf, shift);
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double trendline_var = market_data_utils.get_buffer_value(handle, shift);
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double atr_upper_band = upper_band(symbol, trendline_var, atr_period, tf, mult, shift, clrDodgerBlue, 1, plot);
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//--- previous bar
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double prev_price = iClose(symbol, tf, shift + 1);
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double prev_trendline_var = market_data_utils.get_buffer_value(handle, shift + 1);
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double prev_atr_upper_band = upper_band(symbol, prev_trendline_var, atr_period, tf, mult, shift + 1, clrDodgerBlue, 1, plot);
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if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || atr_upper_band == EMPTY_VALUE || prev_price == EMPTY_VALUE
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|| prev_trendline_var == EMPTY_VALUE || prev_atr_upper_band == EMPTY_VALUE) return false;
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return (prev_price > prev_atr_upper_band && price < atr_upper_band);
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}
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// pull-back inside lower atr band:
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bool AtrBands::crossed_above_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, bool plot) {
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//--- checked bar
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double price = iClose(symbol, tf, shift);
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double trendline_var = market_data_utils.get_buffer_value(handle, shift);
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double atr_lower_band = lower_band(symbol, trendline_var, atr_period, tf, mult, shift, clrDodgerBlue, 1, plot);
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//--- previous bar
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double prev_price = iClose(symbol, tf, shift + 1);
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double prev_trendline_var = market_data_utils.get_buffer_value(handle, shift + 1);
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double prev_atr_lower_band = lower_band(symbol, prev_trendline_var, atr_period, tf, mult, shift + 1, clrDodgerBlue, 1, plot);
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if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || atr_lower_band == EMPTY_VALUE || prev_price == EMPTY_VALUE
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|| prev_trendline_var == EMPTY_VALUE || prev_atr_lower_band == EMPTY_VALUE) return false;
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return (prev_price < prev_atr_lower_band && price > atr_lower_band);
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}
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// -------------------
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// Internal Helpers
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// -------------------
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double AtrBands::get_atr(string symbol, int atr_period, ENUM_TIMEFRAMES tf, int shift) {
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int handle = iATR(symbol, tf, atr_period);
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if (handle == INVALID_HANDLE) {
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Print("Failed to create ATR handle for ", symbol);
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return 0.0;
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}
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double buf[];
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ArraySetAsSeries(buf, true);
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if (CopyBuffer(atr_handle, 0, shift, 1, buf) == 1 && buf[0] != EMPTY_VALUE)
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return buf[0];
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if (CopyBuffer(handle, 0, shift, 1, buf) == 1 && buf[0] != EMPTY_VALUE) return buf[0];
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return 0;
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return 0.0;
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}
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// Internal: Draw line for a given price at a bar
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void AtrBands::draw_line(string name, int shift, double price, color clr) {
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datetime time0 = iTime(symbol, timeframe, shift);
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datetime time1 = time0 + PeriodSeconds(timeframe);
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void AtrBands::draw_line(string name, double price, color clr, int width) {
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if (ObjectFind(0, name) < 0) {
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ObjectCreate(0, name, OBJ_TREND, 0, time0, price, time1, price);
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ObjectCreate(0, name, OBJ_HLINE, 0, 0, price);
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} else {
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ObjectMove(0, name, 0, time0, price);
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ObjectMove(0, name, 1, time1, price);
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ObjectSetDouble(0, name, OBJPROP_PRICE, price);
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}
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ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, name, OBJPROP_WIDTH, line_width);
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ObjectSetInteger(0, name, OBJPROP_WIDTH, width);
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ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_DASH);
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ObjectSetInteger(0, name, OBJPROP_BACK, true);
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}
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@@ -0,0 +1,59 @@
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#include <MyLibs/Utils/MarketDataUtils.mqh>
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//+------------------------------------------------------------------+
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//| TrendlineSignal: A utility class to detect trendline crossovers |
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//+------------------------------------------------------------------+
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class TrendlineAnalyser {
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private:
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MarketDataUtils market_data_utils;
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public:
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// Main method: detects whether price has crossed the trendline up (long) or down (short)
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// Parameters:
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// - symbol: the symbol we're evaluating (e.g., "EURUSD")
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// - handle: the indicator handle for the trendline (e.g., iMA handle)
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// - cross_long: output bool set to true if a bullish cross is detected
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// - cross_short: output bool set to true if a bearish cross is detected
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void detect_cross(string symbol, int handle, bool& cross_long, bool& cross_short) {
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cross_long = false;
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cross_short = false;
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// --- Retrieve prices and trendline values from last 2 closed bars
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double price = iClose(symbol, PERIOD_CURRENT, 1); // most recent closed bar
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double prev_price = iClose(symbol, PERIOD_CURRENT, 2); // bar before that
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double trendline = market_data_utils.get_buffer_value(handle, 1); // trendline now
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double prev_trendline = market_data_utils.get_buffer_value(handle, 2); // trendline before
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// --- Exit early if any of the data is missing or invalid
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if (price == EMPTY_VALUE || prev_price == EMPTY_VALUE || trendline == EMPTY_VALUE || prev_trendline == EMPTY_VALUE) {
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return;
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}
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// --- Detect bullish crossover (price moves from below to above the trendline)
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cross_long = (prev_price < prev_trendline && price > trendline);
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// --- Detect bearish crossover (price moves from above to below the trendline)
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cross_short = (prev_price > prev_trendline && price < trendline);
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}
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// METHOD: determines if price is currently trending above or below the trendline
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// Parameters:
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// - symbol: trading symbol (e.g., "EURUSD")
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// - 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);
|
||||
}
|
||||
};
|
||||
Reference in New Issue
Block a user