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Strategy: Adds StrategyPriceStop struct logic
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| //+------------------------------------------------------------------+ | ||
| //| EA31337 framework | | ||
| //| Copyright 2016-2021, EA31337 Ltd | | ||
| //| https://github.com/EA31337 | | ||
| //+------------------------------------------------------------------+ | ||
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| /* | ||
| * This file is free software: you can redistribute it and/or modify | ||
| * it under the terms of the GNU General Public License as published by | ||
| * the Free Software Foundation, either version 3 of the License, or | ||
| * (at your option) any later version. | ||
| * | ||
| * This program is distributed in the hope that it will be useful, | ||
| * but WITHOUT ANY WARRANTY; without even the implied warranty of | ||
| * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the | ||
| * GNU General Public License for more details. | ||
| * | ||
| * You should have received a copy of the GNU General Public License | ||
| * along with this program. If not, see <http://www.gnu.org/licenses/>. | ||
| * | ||
| */ | ||
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| /** | ||
| * @file | ||
| * Includes Indicator's signal structs. | ||
| */ | ||
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| #ifndef __MQL__ | ||
| // Allows the preprocessor to include a header file when it is needed. | ||
| #pragma once | ||
| #endif | ||
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| // Forward declaration. | ||
| struct ChartParams; | ||
| struct IndicatorDataEntry; | ||
| struct IndicatorParams; | ||
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| // Includes. | ||
| #include "Chart.struct.h" | ||
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| /* Structure for strategy price stops. */ | ||
| struct StrategyPriceStop { | ||
| /* Define enumeration for strategy price stops. */ | ||
| enum ENUM_STRATEGY_PRICE_STOP { | ||
| STRATEGY_PRICE_STOP_NONE = 0 << 0, // (None) | ||
| STRATEGY_PRICE_STOP_INDI_PEAK = 1 << 0, // Indicator value peak. | ||
| STRATEGY_PRICE_STOP_INDI_PRICE = 1 << 1, // Indicator value. | ||
| STRATEGY_PRICE_STOP_PRICE = 1 << 2, // Price value. | ||
| STRATEGY_PRICE_STOP_PRICE_PEAK = 1 << 3, // Price value peak. | ||
| STRATEGY_PRICE_STOP_PRICE_PP = 1 << 4, // Price value of Pivot res/sup. | ||
| STRATEGY_PRICE_STOP_VALUE_ADD_PRICE_DIFF = 1 << 5, // Add price difference. | ||
| STRATEGY_PRICE_STOP_VALUE_ADD_RANGE = 1 << 6, // Add candle range to the trail value. | ||
| // STRATEGY_PRICE_STOP_INDI_CHG_PCT = 1 << 0, // Indicator value change (%). | ||
| }; | ||
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| float ivalue; // Indicator price value. | ||
| unsigned int method; // Store price stop methods (@see: ENUM_STRATEGY_PRICE_STOP). | ||
| // unsigned int mode[2]; // Indicator modes to use. | ||
| ChartParams cparams; | ||
| // IndicatorDataEntry idata[]; | ||
| // IndicatorParams iparams; | ||
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| /* Constructors */ | ||
| void StrategyPriceStop(int _method = 0, float _ivalue = 0) : method(_method), ivalue(_ivalue) {} | ||
| // Main methods. | ||
| // Calculate price stop value. | ||
| float GetValue(int _shift = 0, int _direction = -1, float _min_trade_dist = 0.0f) { | ||
| float _result = ivalue, _trail = _min_trade_dist; | ||
| BarOHLC _ohlc0 = Chart::GetOHLC(cparams.tf.GetTf(), 0, cparams.symbol); | ||
| BarOHLC _ohlc1 = Chart::GetOHLC(cparams.tf.GetTf(), _shift, cparams.symbol); | ||
| if (CheckMethod(STRATEGY_PRICE_STOP_INDI_PRICE)) { | ||
| _result = ivalue; | ||
| } | ||
| if (CheckMethod(STRATEGY_PRICE_STOP_PRICE)) { | ||
| // Use price as a base line for the stop value. | ||
| float _price; | ||
| ENUM_APPLIED_PRICE _ap = PRICE_WEIGHTED; | ||
| if (CheckMethod(STRATEGY_PRICE_STOP_PRICE_PEAK)) { | ||
| // On peak, use low or high prices instead. | ||
| _ap = _direction > 0 ? PRICE_HIGH : PRICE_LOW; | ||
| } | ||
| _price = (float)ChartStatic::iPrice(_ap, cparams.symbol, cparams.tf.GetTf(), _shift); | ||
| _result = _direction > 0 ? fmax(_price, _result) : fmin(_price, _result); | ||
| } | ||
| if (CheckMethod(STRATEGY_PRICE_STOP_PRICE_PP)) { | ||
| float _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4; | ||
| float _prices[4]; | ||
| _prices[0] = _ohlc0.GetClose(); | ||
| _prices[1] = _direction > 0 ? _ohlc0.GetHigh() : _ohlc0.GetLow(); | ||
| _prices[2] = _direction > 0 ? _ohlc1.GetHigh() : _ohlc1.GetLow(); | ||
| _prices[3] = _ohlc1.GetOpen(); | ||
| BarOHLC _ohlc_pp(_prices, _ohlc0.GetTime()); | ||
| _ohlc_pp.GetPivots(PP_CLASSIC, _pp, _r1, _r2, _r3, _r4, _s1, _s2, _s3, _s4); | ||
| _result = _direction > 0 ? fmax(_r1, _result) : fmin(_s1, _result); | ||
| } | ||
| if (CheckMethod(STRATEGY_PRICE_STOP_VALUE_ADD_PRICE_DIFF)) { | ||
| _trail += fabs(_ohlc0.GetPivot() - _ohlc1.GetPivot()); | ||
| } | ||
| if (CheckMethod(STRATEGY_PRICE_STOP_VALUE_ADD_RANGE)) { | ||
| _trail += _ohlc1.GetRange(); | ||
| } | ||
| _result = _result > 0 ? (_direction > 0 ? _result + _trail : _result - _trail) : 0; | ||
| return _result; | ||
| } | ||
| /* Setters */ | ||
| void SetChartParams(ChartParams &_cparams) { cparams = _cparams; } | ||
| void SetIndicatorPriceValue(float _ivalue) { ivalue = _ivalue; } | ||
| /* | ||
| void SetIndicatorDataEntry(IndicatorDataEntry &_data[]) { | ||
| int _asize = ArraySize(idata); | ||
| for (int i = 0; i < _asize; i++) { | ||
| idata[i] = _data[i]; | ||
| } | ||
| } | ||
| void SetIndicatorParams(IndicatorParams &_iparams, int _m1 = 0, int _m2 = 0) { | ||
| iparams = _iparams; | ||
| mode[0] = _m1; | ||
| mode[1] = _m2; | ||
| } | ||
| */ | ||
| /* Flag getters */ | ||
| bool CheckMethod(unsigned int _flags) { return (method & _flags) != 0; } | ||
| bool CheckMethodsXor(unsigned int _flags) { return (method ^ _flags) != 0; } | ||
| bool CheckMethodAll(unsigned int _flags) { return (method & _flags) == _flags; } | ||
| bool CheckMethodXorAll(unsigned int _flags) { return (method ^ _flags) == _flags; } | ||
| unsigned int GetMethod() { return method; } | ||
| /* Flag setters */ | ||
| void AddMethod(unsigned int _flags) { method |= _flags; } | ||
| void RemoveMethod(unsigned int _flags) { method &= ~_flags; } | ||
| void SetMethod(ENUM_STRATEGY_PRICE_STOP _flag, bool _value = true) { | ||
| if (_value) { | ||
| AddMethod(_flag); | ||
| } else { | ||
| RemoveMethod(_flag); | ||
| } | ||
| } | ||
| void SetMethod(unsigned int _flags) { method = _flags; } | ||
| /* Serializers */ | ||
| SerializerNodeType Serialize(Serializer &_s) { | ||
| int _size = sizeof(int) * 8; | ||
| for (int i = 0; i < _size; i++) { | ||
| int _value = CheckMethod(1 << i) ? 1 : 0; | ||
| _s.Pass(this, (string)(i + 1), _value, SERIALIZER_FIELD_FLAG_DYNAMIC | SERIALIZER_FIELD_FLAG_FEATURE); | ||
| } | ||
| return SerializerNodeObject; | ||
| } | ||
| }; |