Matt Corcoran
512 lines
17 KiB
Plaintext
512 lines
17 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RangeCalculator.mqh |
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//| Determines a high/low price point within a time range |
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//| |
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//| 2025 xMattC (github.com/xMattC) |
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//+------------------------------------------------------------------+
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#property copyright "2025 xMattC (github.com/xMattC)"
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#property link "https://github.com/xMattC"
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#property version "1.00"
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#property library
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#include <Trade/Trade.mqh>
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#include <MyLibs/Utils/TimeZones.mqh>
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class RangeCalculator : public CObject{
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protected:
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TimeZones tz;
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bool days_initlised;
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bool range_initlised;
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string symbol;
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ENUM_TIMEFRAMES calc_period;
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string inp_r_start_string;
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int r_duration;
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int r_expire;
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int r_close;
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string inp_timezone;
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bool sun;
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bool mon;
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bool tue;
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bool wed;
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bool thu;
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bool fri;
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bool sat;
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bool plot_range;
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datetime start_time; // Start of the range
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datetime end_time; // end of the range
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datetime order_expire_time; // end of the range
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datetime close_time; // Close time
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double high; // high of the range
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double low; // low of the range
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double mid; // mid of the range
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bool f_entry; // flag if we are inside of the range
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bool f_high_breakout; // flag if a high breakout occurred
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bool f_low_breakout; // flag if a low breakout occurred
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bool above_last;
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bool above_current;
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bool below_last;
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bool below_current;
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// private functions
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void update_objects();
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void draw_objects();
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void define_new_range();
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bool convert_input_time_strings(string t1, string t2, string t3, string t4);
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public:
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void calculate_range();
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double get_range_high();
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double get_range_low();
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double get_range_mid();
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datetime get_range_start();
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datetime get_range_end();
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datetime get_order_expire_time();
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datetime get_range_close();
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bool get_range_high_breakout();
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bool get_range_low_breakout();
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bool initilise_range(string inp_symbol, ENUM_TIMEFRAMES _calc_period, string t0, string t1, string t2, string t3, string time_zone, bool plot_range_inp);
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void range_days(bool _inp_sun, bool _inp_mon, bool _inp_tue, bool _inp_wed, bool _inp_thu, bool _inp_fri, bool _inp_sat);
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};
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// ---------------------------------------------------------------------
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// Sets the allowed days for range calculation.
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//
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// Parameters:
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// - _inp_sun : Allow Sunday.
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// - _inp_mon : Allow Monday.
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// - _inp_tue : Allow Tuesday.
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// - _inp_wed : Allow Wednesday.
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// - _inp_thu : Allow Thursday.
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// - _inp_fri : Allow Friday.
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// - _inp_sat : Allow Saturday.
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// ---------------------------------------------------------------------
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void RangeCalculator::range_days(bool _inp_sun, bool _inp_mon, bool _inp_tue, bool _inp_wed, bool _inp_thu, bool _inp_fri, bool _inp_sat){
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sun = _inp_sun;
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mon = _inp_mon;
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tue = _inp_tue;
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wed = _inp_wed;
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thu = _inp_thu;
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fri = _inp_fri;
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sat = _inp_sat;
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days_initlised = true;
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}
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// ---------------------------------------------------------------------
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// Initializes the range parameters.
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//
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// Parameters:
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// - inp_symbol : The symbol for the range.
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// - _calc_period : Timeframe for range calculation.
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// - t1 : Start time string.
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// - t2 : End time string.
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// - t3 : Expiry time string.
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// - t4 : Close time string.
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// - time_zone : Timezone name.
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// - plot_range_inp : Whether to plot the range.
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//
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// Returns:
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// - true if initialization was successful; false otherwise.
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// ---------------------------------------------------------------------
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bool RangeCalculator::initilise_range(string inp_symbol, ENUM_TIMEFRAMES _calc_period, string t1, string t2, string t3, string t4, string time_zone, bool plot_range_inp){
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inp_r_start_string = t1;
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inp_timezone = time_zone;
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symbol = inp_symbol;
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calc_period =_calc_period;
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plot_range = plot_range_inp;
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start_time = 0;
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end_time = 0;
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close_time = 0;
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high = 0;
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low = DBL_MAX;
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mid = 0;
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f_entry = false;
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f_high_breakout = false;
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f_low_breakout = false;
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above_last = false;
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above_current= false;
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below_last= false;
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below_current= false;
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if(!days_initlised){
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sun = true;
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mon = true;
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tue = true;
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wed = true;
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thu = true;
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fri = true;
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sat = true;
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}
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range_initlised = true;
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bool corret_inputs = convert_input_time_strings(t1, t2, t3, t4);
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if(corret_inputs = false){
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return false;
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}
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return true;
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}
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// ---------------------------------------------------------------------
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// Converts time input strings to time deltas for range definition.
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//
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// Parameters:
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// - t1 : Start time string.
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// - t2 : End time string.
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// - t3 : Expiry time string.
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// - t4 : Close time string.
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//
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// Returns:
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// - true if times were converted successfully; false on error.
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// ---------------------------------------------------------------------
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bool RangeCalculator::convert_input_time_strings(string t1, string t2, string t3, string t4){
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datetime _t1 = StringToTime(t1);
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datetime _t2 = StringToTime(t2);
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datetime _t3 = StringToTime(t3);
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datetime _t4 = StringToTime(t4);
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if(_t1 > _t2){
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_t2 = _t2 + PeriodSeconds(PERIOD_D1);
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_t3 = _t3 + PeriodSeconds(PERIOD_D1);
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_t4 = _t4 + PeriodSeconds(PERIOD_D1);
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}
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if(_t2 > _t3){
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_t3 = _t3 + PeriodSeconds(PERIOD_D1);
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_t4 = _t4 + PeriodSeconds(PERIOD_D1);
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}
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if(_t3 > _t4){
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_t4 = _t4 + PeriodSeconds(PERIOD_D1);
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}
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r_duration = (int)(_t2 - _t1);
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r_expire = (int)(_t3 - _t1);
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r_close = (int)(_t4 - _t1);
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if(_t4 - _t1 >= PeriodSeconds(PERIOD_D1)){
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Alert("INCORRECT RANGE INPUTS!");
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return false;
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}
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return true;
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}
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// ---------------------------------------------------------------------
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// Returns the high value of the current range.
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//
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// Returns:
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// - High price of the range.
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// ---------------------------------------------------------------------
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double RangeCalculator::get_range_high(){
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return high;
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};
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// ---------------------------------------------------------------------
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// Returns the low value of the current range.
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//
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// Returns:
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// - Low price of the range.
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// ---------------------------------------------------------------------
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double RangeCalculator::get_range_low(){
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return low;
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};
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// ---------------------------------------------------------------------
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// Returns the mid value of the current range.
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//
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// Returns:
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// - Mid price of the range.
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// ---------------------------------------------------------------------
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double RangeCalculator::get_range_mid(){
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return mid;
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};
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// ---------------------------------------------------------------------
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// Returns the start time of the current range.
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//
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// Returns:
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// - Range start time.
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// ---------------------------------------------------------------------
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datetime RangeCalculator::get_range_start(){
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return start_time;
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};
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// ---------------------------------------------------------------------
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// Returns the end time of the current range.
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//
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// Returns:
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// - Range end time.
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// ---------------------------------------------------------------------
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datetime RangeCalculator::get_range_end(){
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return end_time;
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};
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// ---------------------------------------------------------------------
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// Returns the expiration time for range-based orders.
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//
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// Returns:
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// - Order expiration time.
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// ---------------------------------------------------------------------
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datetime RangeCalculator::get_order_expire_time(){
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return order_expire_time;
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};
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// ---------------------------------------------------------------------
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// Returns the close time of the current range.
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//
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// Returns:
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// - Range close time.
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// ---------------------------------------------------------------------
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datetime RangeCalculator::get_range_close(){
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return close_time;
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};
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// ---------------------------------------------------------------------
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// Returns the high breakout flag of the current range.
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//
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// Returns:
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// - true if high breakout occurred; false otherwise.
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// ---------------------------------------------------------------------
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bool RangeCalculator::get_range_high_breakout(){
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return f_high_breakout;
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};
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// ---------------------------------------------------------------------
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// Returns the low breakout flag of the current range.
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//
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// Returns:
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// - true if low breakout occurred; false otherwise.
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// ---------------------------------------------------------------------
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bool RangeCalculator::get_range_low_breakout(){
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return f_low_breakout;
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};
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void RangeCalculator::calculate_range(){
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f_high_breakout = false;
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f_low_breakout = false;
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double last_bar_high = iHigh(symbol, calc_period, 1); // shift 1 because 0 = live candle:
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double last_bar_low = iLow(symbol, calc_period, 1); // shift 1 because 0 = live candle:
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// range calculation
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if(TimeCurrent() >= start_time && TimeCurrent() <= end_time){
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// set flag
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f_entry = true;
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// new high
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if(last_bar_high > high){
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high = last_bar_high;
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mid = (high + low)/2;
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if(plot_range){
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update_objects();
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}
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}
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// new low
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if(last_bar_low < low){
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low = last_bar_low;
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mid = (high + low)/2;
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if(plot_range){
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update_objects();
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}
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}
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}
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// calculate new reange if
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if( (TimeCurrent() >= close_time) // close time reached
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|| (end_time == 0) // range not calculated yet
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|| (end_time !=0 && TimeCurrent() > end_time && !f_entry) // there was a range calculated but no tick inside.
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){
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define_new_range();
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}
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// check if we are after the range end
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if(TimeCurrent() >= end_time && end_time > 0 && f_entry){
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if(!f_high_breakout && last_bar_high >= high){
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above_last = above_current;
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above_current= true;
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if(above_last==false && above_current == true){
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f_high_breakout = true;
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}
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else(f_high_breakout = false);
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}
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if(!f_low_breakout && last_bar_low >= low){
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below_last = below_current;
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below_current = true;
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if(below_last == false && below_current == true){
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f_low_breakout = true;
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}
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else(f_low_breakout = false);
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}
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}
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}
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void RangeCalculator::define_new_range(){
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// reset range vars
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start_time = 0;
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end_time = 0;
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order_expire_time = 0;
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close_time = 0;
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high = 0;
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low = INT_MAX;
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mid = 0;
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f_entry = false;
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// calculate range start time:
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datetime r_st = StringToTime(inp_r_start_string);
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start_time = tz.timezone_conversions(inp_timezone, r_st, "Broker");
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for(int i=0; i<8; i++){
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MqlDateTime tmp;
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TimeToStruct(start_time,tmp);
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int dow = tmp.day_of_week;
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if(TimeCurrent()>=start_time
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|| (dow==0 && !sun)
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|| (dow==1 && !mon)
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|| (dow==2 && !tue)
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|| (dow==3 && !wed)
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|| (dow==4 && !thu)
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|| (dow==5 && !fri)
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|| (dow==6 && !sat)
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){
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start_time += PeriodSeconds(PERIOD_D1);
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}
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}
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end_time = start_time + r_duration;
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order_expire_time = start_time + r_expire;
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close_time = start_time + r_close;
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if(plot_range){
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draw_objects();
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}
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}
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void RangeCalculator::update_objects(){
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string name = "Range Mid " + (string)start_time;
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,0, mid);
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,1, mid);
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// ObjectSetString(NULL, name , OBJPROP_TOOLTIP, "Range Mid");
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name = "Order expire " + (string)order_expire_time;
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,0, high);
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,1, low);
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name = "Range start " + (string)start_time;
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,0, high);
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,1, low);
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name = "Range end " + (string)end_time;
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,0, high);
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,1, low);
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datetime rct = r_close>=0 ? close_time : INT_MAX;
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name = "Range close " + (string)rct;
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,0, high);
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,1, low);
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name = "Range High " + (string)rct;
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,0, high);
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,1, high);
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name = "Range Low " + (string)rct;
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,0, low);
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,1, low);
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name = "range box "+ (string)start_time;
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,0, high);
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ObjectSetDouble(NULL, name, OBJPROP_PRICE,1, low);
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ObjectSetDouble(NULL, name +" ", OBJPROP_PRICE,0, high);
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ObjectSetDouble(NULL, name +" ", OBJPROP_PRICE,1, low);
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}
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void RangeCalculator::draw_objects(){
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datetime rct = r_close>=0 ? close_time : INT_MAX;
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// Range mid line
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string name = "Range Mid " + (string)start_time;;
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ObjectCreate(NULL, name, OBJ_TREND, 0, start_time, mid, rct, mid);
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ObjectSetString(NULL, name , OBJPROP_TOOLTIP, "Range Mid" + (string)mid);
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ObjectSetInteger(NULL, name, OBJPROP_COLOR, clrGray);
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ObjectSetInteger(NULL, name, OBJPROP_WIDTH, 1);
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ObjectSetInteger(NULL, name, OBJPROP_STYLE, STYLE_DOT);
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// order lines
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string name2 = "Order expire " + (string)order_expire_time;
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ObjectCreate(NULL, name2, OBJ_TREND, 0, order_expire_time, low, order_expire_time, high);
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ObjectSetString(NULL, name2, OBJPROP_TOOLTIP, "start of the range \n" + TimeToString(order_expire_time,TIME_DATE|TIME_MINUTES));
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ObjectSetInteger(NULL, name2, OBJPROP_COLOR, C'139,41,41');
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ObjectSetInteger(NULL, name2 ,OBJPROP_WIDTH, 2);
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ObjectSetInteger(NULL, name2,OBJPROP_BACK, true);
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name2 = "Range start " + (string)start_time;
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ObjectCreate(NULL, name2, OBJ_TREND, 0, start_time, low, start_time, high);
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ObjectSetInteger(NULL, name2, OBJPROP_COLOR, clrBlack);
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ObjectSetInteger(NULL, name2 ,OBJPROP_WIDTH, 2);
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ObjectSetInteger(NULL, name2,OBJPROP_BACK, true);
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name2 = "Range end " + (string)end_time;
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ObjectCreate(NULL, name2, OBJ_TREND, 0, end_time, low, end_time, high);
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ObjectSetInteger(NULL, name2, OBJPROP_COLOR, clrBlack);
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ObjectSetInteger(NULL, name2 ,OBJPROP_WIDTH, 2);
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ObjectSetInteger(NULL, name2,OBJPROP_BACK, true);
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name2 = "Range close " + (string)rct;
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ObjectCreate(NULL, name2, OBJ_TREND, 0, rct, low, rct, high);
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ObjectSetInteger(NULL, name2, OBJPROP_COLOR, clrBlack);
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ObjectSetInteger(NULL, name2 ,OBJPROP_WIDTH, 2);
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ObjectSetInteger(NULL, name2,OBJPROP_BACK, true);
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name2 = "Range High " + (string)rct;
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ObjectCreate(NULL, name2, OBJ_TREND, 0, start_time, high, rct, high);
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ObjectSetInteger(NULL, name2, OBJPROP_COLOR, clrBlack);
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ObjectSetInteger(NULL, name2 ,OBJPROP_WIDTH, 2);
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ObjectSetInteger(NULL, name2,OBJPROP_BACK, true);
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name2 = "Range Low " + (string)rct;
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ObjectCreate(NULL, name2, OBJ_TREND, 0, start_time, low, rct, low);
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ObjectSetInteger(NULL, name2, OBJPROP_COLOR, clrBlack);
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ObjectSetInteger(NULL, name2 ,OBJPROP_WIDTH, 2);
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ObjectSetInteger(NULL, name2 ,OBJPROP_BACK, true);
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// Box
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name = "range box " + (string)start_time;
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ObjectCreate(NULL, name, OBJ_RECTANGLE, 0, start_time, high, end_time, low);
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ObjectSetString(NULL,name,OBJPROP_TOOLTIP,"\n");
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ObjectSetInteger(NULL, name,OBJPROP_COLOR, C'128,177,173');
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ObjectSetInteger(NULL, name,OBJPROP_FILL, true);
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ObjectSetInteger(NULL, name,OBJPROP_BACK, true);
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ObjectCreate(NULL, name + " ", OBJ_RECTANGLE, 0, end_time, high, rct, low);
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ObjectSetString(NULL, name+ " ", OBJPROP_TOOLTIP, "\n");
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ObjectSetInteger(NULL, name + " ",OBJPROP_FILL, true);
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ObjectSetInteger(NULL, name + " ",OBJPROP_COLOR, C'165,220,215' );
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ObjectSetInteger(NULL, name + " ",OBJPROP_BACK, true);
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ChartRedraw();
|
|
}
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