update to several methods and EAs

This commit is contained in:
Matt Corcoran
2025-07-09 16:40:44 +02:00
parent e9fc8ada0d
commit 7de4cf3cb6
5 changed files with 309 additions and 76 deletions
-11
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@@ -31,17 +31,6 @@ bool MarketDataUtils::is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, stri
return false; // No new bar
}
// Retrieves the latest value from an indicator buffer (shift 0)
double MarketDataUtils::get_latest_buffer_value(int handle) {
double val[];
ArraySetAsSeries(val, true); // Aligns array with bar indexing (0 = latest)
if (CopyBuffer(handle, 0, 0, 1, val) == 1)
return val[0]; // Latest value at shift 0
return 0.0;
}
// shift = 0 refers to the live candle (still forming)
// shift = 1 is the most recently closed candle
// shift = 2 is the one before that, etc.
+86
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@@ -0,0 +1,86 @@
#include <MyLibs/Utils/SignalStateTracker.mqh>
// This class manages a collection of SignalStateTracker instances — one per symbol.
// It allows you to track signals separately for each symbol in a multi-symbol EA.
class MultiSymbolSignalTracker {
private:
// Struct to hold one (symbol → tracker) mapping
struct SymbolTracker {
string symbol; // Symbol name (e.g. "EURUSD", "HSI")
SignalStateTracker* tracker; // Pointer to the signal tracker for that symbol
};
SymbolTracker trackers[]; // Dynamic array of symbol-tracker pairs
// Helper function: Find the index of the given symbol in the array
int find_index(const string& symbol) {
for (int i = 0; i < ArraySize(trackers); i++) {
if (trackers[i].symbol == symbol) return i; // Found symbol, return its index
}
return -1; // Not found
}
public:
// Destructor: automatically called when this object is destroyed (e.g. at EA shutdown)
~MultiSymbolSignalTracker() {
clear(); // Clean up memory when done
}
// Returns the SignalStateTracker for the given symbol.
// If it doesn't exist yet, it creates one and stores it.
SignalStateTracker* get_tracker(const string& symbol) {
int idx = find_index(symbol);
if (idx != -1) return trackers[idx].tracker; // Tracker already exists — return it
// If not found, create a new tracker for this symbol
SignalStateTracker* tracker = new SignalStateTracker();
SymbolTracker item;
item.symbol = symbol;
item.tracker = tracker;
// Add new item to dynamic array
ArrayResize(trackers, ArraySize(trackers) + 1);
trackers[ArraySize(trackers) - 1] = item;
return tracker;
}
// Deletes all trackers and resets the array.
// Should be called in OnDeinit() to free memory.
void clear() {
for (int i = 0; i < ArraySize(trackers); i++) {
delete trackers[i].tracker; // Manually free each dynamically created tracker
}
ArrayResize(trackers, 0); // Reset array to empty
}
};
/* ---------------------------------------------------------------------------
Example usage in an EA:
---------------------------------------------------------------------------
// Declare the tracker globally (outside OnTick/OnTimer)
MultiSymbolSignalTracker track_trigger;
// Inside your strategy() or OnTick():
void strategy(string symbol, ...) {
bool trig_long = ...; // Your signal logic
bool trig_short = ...;
// Update the signal tracker for this symbol
track_trigger.get_tracker(symbol).update_signal(trig_long, trig_short);
// Example: Check if a recent long signal occurred
if (track_trigger.get_tracker(symbol).long_signal_recent(5)) {
// Do something like open a trade
}
}
// In OnDeinit():
void OnDeinit(const int reason) {
track_trigger.clear(); // Clean up memory
}
*/
+56
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@@ -0,0 +1,56 @@
class SignalStateTracker {
private:
int last_signal_long;
int last_signal_short;
public:
// Constructor initializes both directions to a default "unset" state.
SignalStateTracker() {
reset();
}
// Resets the tracked signal bar indexes to an invalid default value (-1000).
void reset() {
last_signal_long = -1000;
last_signal_short = -1000;
}
// Updates the signal for both long and short directions in one call, if the respective triggers are true.
// curr_bar should refer to the last CLOSED bar (typically bar index 1).
void update_signal(bool trig_long, bool trig_short, int curr_bar=1) {
if (trig_long) last_signal_long = curr_bar;
if (trig_short) last_signal_short = curr_bar;
}
// Returns true if a long signal occurred within the last `max_bars` bars.
bool long_signal_recent(int max_bars) const {
// Assumes current bar is always bar index 1 (last closed bar).
return has_long_signal() && (1 - last_signal_long <= max_bars);
}
// Returns true if a short signal occurred within the last `max_bars` bars.
bool short_signal_recent(int max_bars) const {
// Assumes current bar is always bar index 1 (last closed bar).
return has_short_signal() && (1 - last_signal_short <= max_bars);
}
// Returns true if a signal has been recorded for the long direction.
bool has_long_signal() const {
return last_signal_long != -1000;
}
// Returns true if a signal has been recorded for the short direction.
bool has_short_signal() const {
return last_signal_short != -1000;
}
// Returns the last recorded signal bar index for the long direction.
int get_long_signal() const {
return last_signal_long;
}
// Returns the last recorded signal bar index for the short direction.
int get_short_signal() const {
return last_signal_short;
}
};