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Issue #92: Added functions IndicatorCreate and IndicatorRelease

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vdemydiuk
2018-02-26 18:21:44 +02:00
parent c86a3a3752
commit f7e06c1570
11 changed files with 273 additions and 4 deletions
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MtApi5/MqlParam.cs
+10
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@@ -0,0 +1,10 @@
namespace MtApi5
{
public class MqlParam
{
public ENUM_DATATYPE DataType { get; set; }
public long? IntegerValue { get; set; }
public double? DoubleValue { get; set; }
public string StringValue { get; set; }
}
}
MtApi5/Mt5CommandType.cs
+3 -1
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@@ -177,6 +177,8 @@ namespace MtApi5
TimeCurrent = 127,
TimeTradeServer = 128,
TimeLocal = 129,
TimeGMT = 130
TimeGMT = 130,
IndicatorRelease = 131
}
}
MtApi5/Mt5Enums.cs
+64
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@@ -784,4 +784,68 @@ namespace MtApi5
}
#endregion //Smoothing Methods
#region Indicator constants
public enum ENUM_INDICATOR
{
IND_AC = 5, // Accelerator Oscillator
IND_AD = 6, // Accumulation/Distribution
IND_ADX = 8, // Average Directional Index
IND_ADXW = 9, // ADX by Welles Wilder
IND_ALLIGATOR = 7, // Alligator
IND_AMA = 40, // Adaptive Moving Average
IND_AO = 11, // Awesome Oscillator
IND_ATR = 10, // Average True Range
IND_BANDS = 13, // Bollinger Bands®
IND_BEARS = 12, // Bears Power
IND_BULLS = 14, // Bulls Power
IND_BWMFI = 22, // Market Facilitation Index
IND_CCI = 15, // Commodity Channel Index
IND_CHAIKIN = 41, // Chaikin Oscillator
IND_CUSTOM = 43, // Custom indicator
IND_DEMA = 36, // Double Exponential Moving Average
IND_DEMARKER = 16, // DeMarker
IND_ENVELOPES = 17, // Envelopes
IND_FORCE = 18, // Force Index
IND_FRACTALS = 19, // Fractals
IND_FRAMA = 39, // Fractal Adaptive Moving Average
IND_GATOR = 20, // Gator Oscillator
IND_ICHIMOKU = 21, // Ichimoku Kinko Hyo
IND_MA = 26, // Moving Average
IND_MACD = 23, // MACD
IND_MFI = 25, // Money Flow Index
IND_MOMENTUM = 24, // Momentum
IND_OBV = 28, // On Balance Volume
IND_OSMA = 27, // OsMA
IND_RSI = 30, // Relative Strength Index
IND_RVI = 31, // Relative Vigor Index
IND_SAR = 29, // Parabolic SAR
IND_STDDEV = 32, // Standard Deviation
IND_STOCHASTIC = 33, // Stochastic Oscillator
IND_TEMA = 37, // Triple Exponential Moving Average
IND_TRIX = 38, // Triple Exponential Moving Averages Oscillator
IND_VIDYA = 42, // Variable Index Dynamic Average
IND_VOLUMES = 34, // Volumes
IND_WPR = 35 // Williams' Percent Ranges
}
public enum ENUM_DATATYPE
{
TYPE_BOOL = 1,
TYPE_CHAR = 2,
TYPE_UCHAR = 3,
TYPE_SHORT = 4,
TYPE_USHORT = 5,
TYPE_COLOR = 6,
TYPE_INT = 7,
TYPE_UINT = 8,
TYPE_DATETIME = 9,
TYPE_LONG = 10,
TYPE_ULONG = 11,
TYPE_FLOAT = 12,
TYPE_DOUBLE = 13,
TYPE_STRING = 14
}
#endregion
}
MtApi5/MtApi5.csproj
+2
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@@ -49,6 +49,7 @@
<ItemGroup>
<Compile Include="CopyTicksFlag.cs" />
<Compile Include="MqlBookInfo.cs" />
<Compile Include="MqlParam.cs" />
<Compile Include="MqlRates.cs" />
<Compile Include="MqlTick.cs" />
<Compile Include="MqlTradeCheckResult.cs" />
@@ -68,6 +69,7 @@
<Compile Include="Mt5Quote.cs" />
<Compile Include="Requests\CopyTicksRequest.cs" />
<Compile Include="Requests\ICustomRequest.cs" />
<Compile Include="Requests\IndicatorCreateRequest.cs" />
<Compile Include="Requests\MarketBookGetRequest.cs" />
<Compile Include="Requests\OrderCheckRequest.cs" />
<Compile Include="Requests\OrderCheckResult.cs" />
MtApi5/MtApi5Client.cs
+26
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@@ -1262,6 +1262,32 @@ namespace MtApi5
});
return response;
}
///<summary>
///The function returns the handle of a specified technical indicator created based on the array of parameters of MqlParam type.
///</summary>
///<param name="symbol">Name of a symbol, on data of which the indicator is calculated. NULL means the current symbol.</param>
///<param name="period">The value of the timeframe can be one of values of the ENUM_TIMEFRAMES enumeration, 0 means the current timeframe.</param>
///<param name="indicatorType">Indicator type, can be one of values of the ENUM_INDICATOR enumeration.</param>
///<param name="parameters">An array of MqlParam type, whose elements contain the type and value of each input parameter of a technical indicator.</param>
public int IndicatorCreate(string symbol, ENUM_TIMEFRAMES period, ENUM_INDICATOR indicatorType, List<MqlParam> parameters = null)
{
var response = SendRequest<int>(new IndicatorCreateRequest
{
Symbol = symbol,
Period = period,
IndicatorType = indicatorType,
Parameters = parameters
});
return response;
}
public bool IndicatorRelease(int indicatorHandle)
{
var commandParameters = new ArrayList { indicatorHandle };
return SendCommand<bool>(Mt5CommandType.IndicatorRelease, commandParameters);
}
#endregion
#region Market Info
MtApi5/Requests/IndicatorCreateRequest.cs
+14
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@@ -0,0 +1,14 @@
using System.Collections.Generic;
namespace MtApi5.Requests
{
internal class IndicatorCreateRequest: RequestBase
{
public override RequestType RequestType => RequestType.IndicatorCreate;
public string Symbol { get; set; }
public ENUM_TIMEFRAMES Period { get; set; }
public ENUM_INDICATOR IndicatorType { get; set; }
public List<MqlParam> Parameters { get; set; }
}
}
MtApi5/Requests/RequestType.cs
+2 -1
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@@ -10,6 +10,7 @@ namespace MtApi5.Requests
OrderSend = 3,
PositionOpen = 4,
OrderCheck = 5,
MarketBookGet = 6
MarketBookGet = 6,
IndicatorCreate = 7
}
}
TestClients/MtApi5TestClient/MainWindow.xaml
+4
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@@ -352,6 +352,10 @@
<Button Command="{Binding CopyTicksCommand}" Margin="1"
Content="CopyTicks" HorizontalAlignment="Left" />
<Button Command="{Binding IndicatorCreateCommand}" Margin="1"
Content="IndicatorCreate" HorizontalAlignment="Left" />
<Button Command="{Binding IndicatorReleaseCommand}" Margin="1"
Content="IndicatorRelease" HorizontalAlignment="Left" />
</WrapPanel>
</Grid>
TestClients/MtApi5TestClient/ViewModel.cs
+49
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@@ -7,6 +7,7 @@ using MtApi5;
using System.Collections.ObjectModel;
using System.Globalization;
using System.Threading.Tasks;
using System.Windows.Documents;
namespace MtApi5TestClient
{
@@ -35,6 +36,8 @@ namespace MtApi5TestClient
public DelegateCommand CopyHighCommand { get; private set; }
public DelegateCommand CopyLowCommand { get; private set; }
public DelegateCommand CopyCloseCommand { get; private set; }
public DelegateCommand IndicatorCreateCommand { get; private set; }
public DelegateCommand IndicatorReleaseCommand { get; private set; }
public DelegateCommand CopyTickVolumeCommand { get; private set; }
public DelegateCommand CopyRealVolumeCommand { get; private set; }
@@ -226,6 +229,8 @@ namespace MtApi5TestClient
CopyHighCommand = new DelegateCommand(ExecuteCopyHigh);
CopyLowCommand = new DelegateCommand(ExecuteCopyLow);
CopyCloseCommand = new DelegateCommand(ExecuteCopyClose);
IndicatorCreateCommand = new DelegateCommand(ExecuteIndicatorCreate);
IndicatorReleaseCommand = new DelegateCommand(ExecuteIndicatorRelease);
CopyTickVolumeCommand = new DelegateCommand(ExecuteCopyTickVolume);
CopyRealVolumeCommand = new DelegateCommand(ExecuteCopyRealVolume);
@@ -548,6 +553,50 @@ namespace MtApi5TestClient
AddLog("CopyClose: success");
}
private async void ExecuteIndicatorCreate(object o)
{
//const string symbol = "EURUSD";
//const ENUM_TIMEFRAMES timeframe = ENUM_TIMEFRAMES.PERIOD_H1;
//const string name = @"Examples\c";
//int[] parameters = { 0, 21, (int)ENUM_APPLIED_PRICE.PRICE_CLOSE };
//var retVal = await Execute(() => _mtApiClient.iCustom(symbol, timeframe, name, parameters));
//AddLog($"Custom Moving Average: result - {retVal}");
var parameters = new List<MqlParam>
{
new MqlParam
{
DataType = ENUM_DATATYPE.TYPE_INT,
IntegerValue = 0
},
new MqlParam
{
DataType = ENUM_DATATYPE.TYPE_INT,
IntegerValue = 21
},
new MqlParam
{
DataType = ENUM_DATATYPE.TYPE_INT,
IntegerValue = (int)ENUM_APPLIED_PRICE.PRICE_CLOSE
}
};
const string symbol = "EURUSD";
const ENUM_TIMEFRAMES timeframe = ENUM_TIMEFRAMES.PERIOD_H1;
const ENUM_INDICATOR indicatorType = ENUM_INDICATOR.IND_MA;
var retVal = await Execute(() => _mtApiClient.IndicatorCreate(symbol, timeframe, indicatorType, parameters));
AddLog($"IndicatorCreate [IND_MA]: result - {retVal}");
}
private async void ExecuteIndicatorRelease(object o)
{
const int indicatorHandle = 111;
var retVal = await Execute(() => _mtApiClient.IndicatorRelease(indicatorHandle));
AddLog($"IndicatorRelease: result - {retVal}");
}
private async void ExecuteCopyRates(object o)
{
if (string.IsNullOrEmpty(TimeSeriesValues?.SymbolValue)) return;
mq5/MtApi5.ex5
BIN
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mq5/MtApi5.mq5
+99 -2
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@@ -39,7 +39,7 @@
bool getBooleanValue(int expertHandle, int paramIndex, bool& res, string& err);
#import
//#define __DEBUG_LOG__
#define __DEBUG_LOG__
input int Port = 8228;
@@ -673,7 +673,10 @@ int executeCommand()
break;
case 130: //TimeGMT
Execute_TimeGMT();
break;
break;
case 131: //IndicatorRelease
Execute_IndicatorRelease();
break;
default:
Print("Unknown command type = ", commandType);
sendVoidResponse(ExpertHandle, _response_error);
@@ -5436,6 +5439,30 @@ void Execute_TimeGMT()
PrintResponseError("TimeGMT", _response_error);
}
}
#define GET_VALUE_OR_RETURN_WITH_SENDING_ERROR(get_func, argument_id, argument, cmd_name, param_name) if (!get_func(ExpertHandle, argument_id, argument, _error)) \
{ \
PrintParamError(cmd_name, param_name, _error); \
sendErrorResponse(ExpertHandle, -1, _error, _response_error); \
return; \
} \
#define GET_INTEGER_VALUE(argument_id, argument, cmd_name, param_name) GET_VALUE_OR_RETURN_WITH_SENDING_ERROR(getIntValue, argument_id, argument, cmd_name, param_name)
void Execute_IndicatorRelease()
{
int indicator_handle;
GET_INTEGER_VALUE(0, indicator_handle, "IndicatorRelease", "indicator_handle");
#ifdef __DEBUG_LOG__
PrintFormat("%s: indicator_handle = %d", __FUNCTION__, indicator_handle);
#endif
if (!sendBooleanResponse(ExpertHandle, IndicatorRelease(indicator_handle), _error))
{
PrintResponseError("IndicatorRelease", _response_error);
}
}
void PrintParamError(string paramName)
{
@@ -5603,6 +5630,9 @@ string OnRequest(string json)
case 6: //MarketBookGet
response = ExecuteRequest_MarketBookGet(jo);
break;
case 7: //IndicatorCreate
response = ExecuteRequest_IndicatorCreate(jo);
break;
default:
PrintFormat("%s [WARNING]: Unknown request type %d", __FUNCTION__, requestType);
response = CreateErrorResponse(-1, "Unknown request type");
@@ -6040,4 +6070,71 @@ string ExecuteRequest_MarketBookGet(JSONObject *jo)
#endif
return CreateSuccessResponse("Value", book_ja);
}
string ExecuteRequest_IndicatorCreate(JSONObject *jo)
{
//Symbol
string symbol;
if (jo.getValue("Symbol") != NULL)
{
symbol = jo.getString("Symbol");
}
CHECK_JSON_VALUE(jo, "Period", CreateErrorResponse(-1, "Undefinded mandatory parameter Period"));
ENUM_TIMEFRAMES period = (ENUM_TIMEFRAMES) jo.getInt("Period");
CHECK_JSON_VALUE(jo, "IndicatorType", CreateErrorResponse(-1, "Undefinded mandatory parameter IndicatorType"));
ENUM_INDICATOR indicator_type = (ENUM_INDICATOR) jo.getInt("IndicatorType");
int indicator_handle = -1;
if (jo.getValue("Parameters") != NULL)
{
JSONArray parameters_ja = jo.getArray("Parameters");
int size = parameters_ja.size();
if (size > 0)
{
MqlParam parameters[];
ArrayResize(parameters, size);
for (int i = 0; i < size; i++)
{
JSONObject param_jo = parameters_ja.getObject(i);
parameters[i].type = (ENUM_DATATYPE)param_jo.getInt("DataType");
if (param_jo.getValue("IntegerValue") != NULL)
{
parameters[i].integer_value = param_jo.getLong("IntegerValue");
}
if (param_jo.getValue("DoubleValue") != NULL)
{
parameters[i].double_value = param_jo.getDouble("DoubleValue");
}
if (param_jo.getValue("StringValue") != NULL)
{
parameters[i].string_value = param_jo.getString("StringValue");
}
}
#ifdef __DEBUG_LOG__
PrintFormat("%s: symbol = %s, period = %d, indicator_type = %d, size = %d.", __FUNCTION__, symbol, period, indicator_type, size);
#endif
indicator_handle = IndicatorCreate(symbol, period, indicator_type, size, parameters);
}
}
else
{
#ifdef __DEBUG_LOG__
PrintFormat("%s: symbol = %s, period = %d, indicator_type = %d.", __FUNCTION__, symbol, period, indicator_type);
#endif
indicator_handle = IndicatorCreate(symbol, period, indicator_type);
}
#ifdef __DEBUG_LOG__
PrintFormat("%s: result indicator handle = %d", __FUNCTION__, indicator_handle);
#endif
return CreateSuccessResponse("Value", new JSONNumber(indicator_handle));
}