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WIP. Shift parameters refactoring for Indicator/IndicatorData/other c…
…lasses. Still some errors.
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,59 +1,103 @@ | ||
| # Explanation of shift parameters in Indicator/IndicatorData classes for following methods: | ||
| - `GetEntryValue(int _mode, int _abs_shift)` | ||
| #Explanation of shift parameters in Indicator / IndicatorData / other classes for following methods: | ||
| - `GetEntryValue(int _mode = 0, int _abs_shift = 0)` | ||
| - `GetEntryAlter(IndicatorDataEntry &_entry, int _rel_shift)` | ||
| - `GetValue(int _mode = 0, int _rel_shift = 0)` | ||
| - `GetEntry(int _rel_shift = 0)` | ||
| - `GetBarTime(int _rel_shift = 0)` | ||
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| ## GetEntryValue(int _mode, int _abs_shift) - overridable method | ||
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| Method must be overriden in any new indicator and MUST NOT apply shift from `iparams.shift`/`iparams.GetShift()`! Shift 0 must always point to the value for the current tick. | ||
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| Returns indicators's value for a given mode and absolute shift (the shift is directly passed to built-in methods such as iATR(), OnCalculate methods such as `iVIDyAOnIndicator()` and also to `iCustom()`). | ||
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| For `OnCalculate()` methods such as iVIDyAOnIndicator(), the shift is passed to `return _cache.GetTailValue<double>(_mode, _shift);` so we can return value calculated in the past (or just retrieve **DBL_MAX** in case the value was not yet calculated). | ||
| Note that `OnCalculate()` methods uses single/multiple price buffers, e.g., applied price or OHLCs from base indicator. | ||
| For `OnCalculate()` methods such as iVIDyAOnIndicator(), the shift is passed to `return _cache.GetTailValue<double>(_mode, _shift); | ||
| ` so we can return value calculated in the past(or just retrieve * *DBL_MAX * *in case the value was not yet calculated) | ||
| .Note that `OnCalculate()` methods uses single / | ||
| multiple price buffers, | ||
| e.g., | ||
| applied price or OHLCs from base indicator. | ||
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| In scenario of `VIDyA[shift = 2] <- Candle <- TickMt` call hierarchy looks like: | ||
| In scenario of `VIDyA[shift = 2] < -Candle < -TickMt` call hierarchy looks like : | ||
| ```cpp - VIDyA::GetEntry(_rel_shift = 1) // Then per each mode: | ||
| - entry.values[_mode] = | ||
| Indicator::GetValue(_mode, _rel_shift = 1) - VIDyA::GetEntryValue(_mode, _abs_shift = iparams.shift + 1) - | ||
| VIDyA::iVIDyAOnIndicator(..., _mode, _shift = 3) then : // Shift is absolute. | ||
| -VIDyA::iVIDyAOnArray(..., _mode, _shift = 3) then | ||
| : // Shift is absolute. | ||
| return _cache.GetTailValue<double>(_mode, _shift = 3); // Shift is absolute. | ||
| ``` Last line means that we will retrieve **VIDyA **value shifted by 3(2 from `iparams.shift` + 1 from `GetEntry()`) | ||
| .It is correct. | ||
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| ##GetEntryAlter(IndicatorDataEntry &_entry, int _rel_shift) - | ||
| overridable method | ||
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| Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`) | ||
| . | ||
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| Method calls(seen in **MWMFI **, **CCI **, **Envelopes **, **Momentum **, **Pivot **) | ||
| : | ||
| ```cpp | ||
| - VIDyA::GetEntry(_rel_shift = 1) // Then per each mode: | ||
| - entry.values[_mode] = Indicator::GetValue(_mode, _rel_shift = 1) | ||
| - VIDyA::GetEntryValue(_mode, _abs_shift = iparams.shift + 1) | ||
| - VIDyA::iVIDyAOnIndicator(..., _mode, _shift = 3) then: // Shift is absolute. | ||
| - VIDyA::iVIDyAOnArray(..., _mode, _shift = 3) then: // Shift is absolute. | ||
| return _cache.GetTailValue<double>(_mode, _shift = 3); // Shift is absolute. | ||
| - | ||
| GetValue<double>(_mode, _rel_shift) // GetValue<T>() takes relative shift. | ||
| ``` | ||
| Last line means that we will retrieve **VIDyA** value shifted by 3 (2 from `iparams.shift` + 1 from `GetEntry()`). It is correct. | ||
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| ## GetEntryAlter(IndicatorDataEntry &_entry, int _rel_shift) - overridable method | ||
| ##GetValue(int _mode = 0, int _rel_shift = 0) - | ||
| non - | ||
| overridable method | ||
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| Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`). | ||
| Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`) | ||
| . | ||
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| Method calls (seen in **MWMFI**, **CCI**, **Envelopes**, **Momentum**, **Pivot**): | ||
| Method calls : | ||
| ```cpp | ||
| - GetValue<double>(_mode, _rel_shift) // GetValue<T>() takes relative shift. | ||
| - | ||
| GetEntryValue(_mode, _abs_shift = iparams.shift + _rel_shift) | ||
| ``` | ||
| ## GetValue(int _mode = 0, int _rel_shift = 0) - non-overridable method | ||
| ##GetEntry(int _rel_shift = 0) - | ||
| overridable method | ||
| Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`). | ||
| Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`) | ||
| . | ||
| Method calls: | ||
| ```cpp | ||
| - GetEntryValue(_mode, _abs_shift = iparams.shift + _rel_shift) | ||
| If you need to access entries from absolute shift, | ||
| use `GetEntryByAbsShift(int _abs_shift)` | ||
| . | ||
| Note that values accessed via index | ||
| operator `storage[rel_shift]` e.g., | ||
| inside `OnCalculate()` methods like `double _o = | ||
| open[rel_shift = 4].Get()` will take relative shift | ||
| and retrieve open price shifted by(in this scenario) `4 + iparams.shift` set in base indicator : | ||
| ```cpp - double _o = | ||
| open[_rel_shift = 4] - IndicatorBufferValueStorage::Fetch(_rel_shift = 4) - | ||
| IndicatorData::GetValue(_mode, _rel_shift = 4) - | ||
| Indicator::GetEntryValue( | ||
| _mode, _abs_shift = iparams.shift + | ||
| 4) // As GetEntryValue() takes absolute shift, we add shift from iparams.shift. | ||
| - Indicator::GetEntry(_rel_shift = | ||
| _abs_shift - | ||
| iparams.shift)... // Converting absolute shift into relative one for GetEntry(). | ||
| - ...[_mode]; // IndicatorDataEntry.values[_mode].Get(...); | ||
| ``` | ||
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| ## GetEntry(int _rel_shift = 0) - overridable method | ||
| ## GetBarTime(int _rel_shift = 0) | ||
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| Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`). | ||
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| If you need to access entries from absolute shift, use `GetEntryByAbsShift(int _abs_shift)`. | ||
| ## GetPrice(ENUM_APPLIED_PRICE _ap, int _rel_shift = 0) | ||
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| Note that values accessed via index operator `storage[rel_shift]` e.g., inside `OnCalculate()` methods like `double _o = open[rel_shift = 4].Get()` will take relative shift and retrieve open price shifted by (in this scenario) `4 + iparams.shift` set in base indicator: | ||
| ```cpp | ||
| - double _o = open[_rel_shift = 4] | ||
| - IndicatorBufferValueStorage::Fetch(_rel_shift = 4) | ||
| - IndicatorData::GetValue(_mode, _rel_shift = 4) | ||
| - Indicator::GetEntryValue(_mode, _abs_shift = iparams.shift + 4) // As GetEntryValue() takes absolute shift, we add shift from iparams.shift. | ||
| - Indicator::GetEntry(_rel_shift = _abs_shift - iparams.shift)... // Converting absolute shift into relative one for GetEntry(). | ||
| - ...[_mode]; // IndicatorDataEntry.values[_mode].Get(...); | ||
| ``` | ||
| Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`). | ||
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| ## GetBars() | ||
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| Number of returned bars is decremented by `IndicatorParams::shift` (read via `Indicator::iparams.shift`). Thus if there are **10** bars and *shift* is **8** then `GetBars()` will return **2**. That means that you can safely do `GetEntry()` for relative shifts **0** or **1**. There won't be any value in other relative shifts. | ||
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| ## HistoryValueStorage::Fetch(int _rel_shift) | ||
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| Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`). | ||
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| ## Indi_\*::\*OnIndicator(..., _shift, [_shift1], [_shift2]) | ||
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| All shifts passed are relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`). |
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