Matt Corcoran
95 lines
3.2 KiB
Plaintext
95 lines
3.2 KiB
Plaintext
class MarketDataUtils {
|
|
public:
|
|
bool is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, string daily_start_time = "00:10");
|
|
double get_latest_buffer_value(int handle);
|
|
double get_buffer_value(int handle, int shift);
|
|
double adjusted_point(string symbol);
|
|
double get_bid_ask_price(string symbol, int price_side);
|
|
|
|
protected:
|
|
datetime previousTimes[]; // Stores last recorded open time per key
|
|
string bar_keys[]; // Keys are symbol+TF combinations, e.g. "EURUSD_PERIOD_H1"
|
|
};
|
|
|
|
// Helper function to find index of a key in an array
|
|
int LinearSearch(string &arr[], string target) {
|
|
for (int i = 0; i < ArraySize(arr); i++) {
|
|
if (arr[i] == target)
|
|
return i;
|
|
}
|
|
return -1; // Not found
|
|
}
|
|
|
|
// Checks if a new bar has opened on the given timeframe and symbol
|
|
bool MarketDataUtils::is_new_bar(string symbol, ENUM_TIMEFRAMES time_frame, string daily_start_time) {
|
|
datetime bar_open_time = iTime(symbol, time_frame, 0); // Current open time
|
|
string key = symbol + "_" + EnumToString(time_frame);
|
|
|
|
int idx = LinearSearch(bar_keys, key);
|
|
if (idx == -1) {
|
|
int new_size = ArraySize(bar_keys) + 1;
|
|
ArrayResize(bar_keys, new_size);
|
|
ArrayResize(previousTimes, new_size);
|
|
|
|
idx = new_size - 1;
|
|
bar_keys[idx] = key;
|
|
previousTimes[idx] = 0;
|
|
}
|
|
|
|
if (previousTimes[idx] != bar_open_time) {
|
|
// For daily timeframe, wait for specific time (e.g., 00:10) before triggering
|
|
if (PeriodSeconds(time_frame) == PeriodSeconds(PERIOD_D1)) {
|
|
if (TimeCurrent() > StringToTime(daily_start_time)) {
|
|
previousTimes[idx] = bar_open_time;
|
|
return true;
|
|
}
|
|
} else {
|
|
previousTimes[idx] = bar_open_time;
|
|
return true;
|
|
}
|
|
}
|
|
|
|
return false; // No new bar
|
|
}
|
|
|
|
// 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.
|
|
double MarketDataUtils::get_buffer_value(int handle, int shift) {
|
|
double val[];
|
|
ArraySetAsSeries(val, true);
|
|
|
|
int copied = CopyBuffer(handle, 0, shift, 1, val);
|
|
if (copied <= 0) {
|
|
Print("CopyBuffer failed: handle=", handle, " shift=", shift);
|
|
return EMPTY_VALUE;
|
|
}
|
|
|
|
if (val[0] == EMPTY_VALUE) {
|
|
Print("EMPTY_VALUE returned for buffer at shift=", shift);
|
|
return EMPTY_VALUE;
|
|
}
|
|
|
|
return val[0];
|
|
}
|
|
|
|
// Adjusts the point value for symbol to account for fractional pips (e.g., 5-digit brokers)
|
|
double MarketDataUtils::adjusted_point(string symbol) {
|
|
int symbol_digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
|
|
int digits_adjust = (symbol_digits == 3 || symbol_digits == 5) ? 10 : 1;
|
|
double point_val = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
|
return point_val * digits_adjust; // Adjusted pip value
|
|
}
|
|
|
|
// Returns current Bid or Ask price for a symbol based on side (1 = Ask, 2 = Bid)
|
|
double MarketDataUtils::get_bid_ask_price(string symbol, int price_side) {
|
|
int digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
|
|
double ask = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_ASK), digits);
|
|
double bid = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_BID), digits);
|
|
|
|
if (price_side == 1) return ask;
|
|
if (price_side == 2) return bid;
|
|
|
|
return 0.0; // Invalid input
|
|
}
|