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Indicator logic refactor#642

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kenorb merged 97 commits intomasterEA31337/EA31337-classes:masterfrom dev-v2011EA31337/EA31337-classes:dev-v2011Copy head branch name to clipboardJul 2, 2022

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Commits on Oct 28, 2021

• Indicator: Adds IndicatorTick

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Commits on Nov 8, 2021

• Merge tag 'v2.009' into dev-indicatortick

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Commits on Nov 9, 2021

• Indicator: Fixes compilation errors

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• Merge remote-tracking branch 'nseam/dev-getvalue-refactor' into dev-indicatortick

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• IndicatorTick: Fixes compilation errors

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• Indicators: Adds Indi_TickMt

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• Tick/Indi_TickMt: Renames GetValue() to GetMixedValue()

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• IndicatorTick: Implements tick fetching logic

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• Indicator: Renames GetMixedValue to GetEntryValue

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• Indicator/IndicatorTick: Fixes return type

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• Indicator: Moving some methods from base class to main

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• Merge remote-tracking branch 'origin/master' into dev-indicatortick

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• IndicatorTick: Adds SetTick()

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• IndicatorTick: Implements test

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• Indicator: Adds IndicatorCandle class

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Commits on Nov 10, 2021

• Indicator: Adds IndicatorTf class

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Commits on Nov 11, 2021

• Indicator: Adds README.md with info about indicators

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• Adds CandleOHLC and CandleTOHLC structs

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• Buffer: Adds BufferCandle

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• Indicator/IndicatorCandle: Adds BufferCandle

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• Renames MqlTick.h to MqlTick.struct.h

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• Renames MqlTick.struct.h to Tick.struct.h

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• Adds TickAB and TickTAB structs

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• Buffer: Adds BufferTick

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• Chart: ChartTf: Adds SecsToTf()

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• Indicator/IndicatorTf: Improves constructors

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Commits on Nov 19, 2021

• Just some WIP.

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Commits on Nov 22, 2021

• WIP. Added idea of event listeners for indicators and emitting a historic and new entries.

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Commits on Nov 23, 2021

• WIP. Added candle grouping when receiving ticks via OnDataSourceEntry().

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Commits on Nov 25, 2021

• Working simulation of real ticking indicator.

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Commits on Nov 26, 2021

• Moved example indicator classes into separate files. Added OnIndicator support for AMA indicator.

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• Added support for MT4.

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Commits on Nov 30, 2021

• WIP. Trying to make "AMA on Candle indicator on Tick indicator" to print the same results as original AMA based on real platform ticks. Currently without a success.

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Commits on Dec 3, 2021

• Probably working scenario of AMA <- IndicatorTfDummy(IndicatorCandle) <- IndicatorTickReal(IndicatorTick) <- platform ticks' ask/bid prices.

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• Fixed Util::ArrayRemove() method.

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Commits on Dec 5, 2021

• Merge pull request #619 from nseam/dev-indicator-refactor

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• Account/SymbolInfo: Adds copy constructors

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• Adds Exchange class and tests

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• Exchange: Adds Trade

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• SymbolInfo: Adds class constructor with symbol properties

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• Exchange: Adds methods to add/remove account and symbol

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Commits on Dec 7, 2021

• WIP. i*OnIndicator versions of all indicators (except MA).

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Commits on Dec 8, 2021

• SymbolInfo: SymbolInfoEntry: Fixes struct copy constructor

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Commits on Dec 9, 2021

• WIP. Finished i*OnIndicator mode for all indicators except MA. Changed default shift for IndicatorBase::GetEntry() from -1 to 0. AMA and BWMFI don't work yet.

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Commits on Dec 11, 2021

• WIP. AMA now requires refactor back to be parent of Indicator or something similar.

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Commits on Dec 15, 2021

• WIP. Introduces IndicatorCandleSource and IndicatorTickSource indicator class bases. Also reverted back to using Indicator<T> as parent for IndicatorCandle (and later for IndicatorTick).

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Commits on Dec 16, 2021

• WIP. Almost working AMA indicator (still varies to much with original one). BWMFI somehow return 0 in first calculation buffer.

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Commits on Dec 22, 2021

• WIP. Partially working Tick/Candle/TickOrCandle indicators differentiation and automatic value (price) storage fetching after SetDataSource().

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Commits on Dec 29, 2021

• WIP. Closer to the end. Now we need to find a way to feed indicator with ticks from data source, e.g., to feed AMA from Tick/Candle indicator when they ticks and provides new ask/bid prices.

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Commits on Dec 30, 2021

• WIP. Now we need to find a way to make BufferTick to provide continuous ticks, instead of random ones collected in DictStruct.

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Commits on Jan 4, 2022

• AS-IS.

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Commits on Jan 5, 2022

• WIP. IndicatorsTest ready for testing!

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Commits on Jan 6, 2022

• Merge branch 'dev' of https://github.com/EA31337/EA31337-classes into dev-indicator-refactor

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Commits on Jan 7, 2022

• Fixed bug with IndicatorBase::GetValue() which called GetEntryValue() with wrong order of mode and index parameters.

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Commits on Jan 12, 2022

• Merge branch 'dev' of https://github.com/EA31337/EA31337-classes into dev-indicator-refactor

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• State of the art

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Commits on Jan 13, 2022

• Looks like there is nothing more to do with AMA. Differences are marginal. We need to test some other, more simple indicator like MA(on SMA) in order to be 100% sure there's no differences at all, …

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Commits on Jan 15, 2022

• Merge pull request #621 from EA31337/dev-exchange

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Commits on Jan 17, 2022

• Moves Deal enums to Deal.enum.h

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• Moves enums and structs from Std and MQL5 to appropriate files

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Commits on Jan 18, 2022

• Adds .extern.h files

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• Adds code page defines

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• Adds Common and File defines

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• Integrates extern includes

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• Refs: Uses PTR_ATTRIB syntax

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• Fixed order of mode and shift when calling Indicator::GetValue<T>(). Sometimes mode and shift was misordered.

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• Adds .extern.h file for DateTime

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• Adds StringSplit() as extern

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• Adds Compile workflow for CPP

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• Fixed order of mode and shift when calling Indicator::GetValue<T>(). Sometimes mode and shift was misordered.

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• Merge pull request #632 from nseam/dev-indicator-refactor

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• Fixed typo in auxiliary indicator fetching by ID.

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• Merge branch 'dev-indicator-refactor' of https://github.com/EA31337/EA31337-classes into dev-indicator-refactor

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• GHA: Compiles based on the file list

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• Adds TradeSignal and TradeSignalManager C++ compilation tests

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• Fixes EOL characters

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• Trade: Fixes C++ compilation errors

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Commits on Jan 19, 2022

• IndicatorsTest was set to test only AMA or Pattern indicator. Now it should test all indicators.

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• Making MQL code to compile in C++. Especially the TradeSignalManager.test.cpp.

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• Merge pull request #634 from nseam/dev-indicator-refactor

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Commits on Jan 20, 2022

• State in the art of MQL/C++ compatibility.

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Commits on Jan 21, 2022

• Working compilation via GCC for TradeSignal.test.cpp and TradeSignalManager.test.cpp.

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Commits on Jan 23, 2022

• Merge pull request #636 from EA31337/dev-indicator-refactor

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Commits on Jan 24, 2022

• Should fix all GCC warnings.

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• Merge pull request #637 from nseam/dev-cpp

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Commits on Jan 25, 2022

• Merge remote-tracking branch 'origin/dev-cpp' into dev-v2011

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Commits on Jan 26, 2022

• Should fix new issues with C++ compatibility.

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• Merge pull request #640 from nseam/dev-cpp

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Commits on Jan 30, 2022

• Merge branch 'dev-account' into dev-v2011

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Commits on Mar 24, 2022

• Merge tag 'v2.010' into dev-v2011

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Commits on Mar 25, 2022

• CPP: Removes EnumToString

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Commits on May 30, 2022

• Refactors IndicatorData class to be inherited by Indicator class

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Commits on Jun 20, 2022

• Splits IndicatorParams struct into IndicatorDataParams

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• Indicator: Moves GetValuePrice() to IndicatorData

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Commits on Jun 26, 2022

• Moves indicator data related methods to IndicatorData

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• Indicators: Adds Indicator source type and mode to constructor's argument.

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Commits on Jul 2, 2022

• Fixes timeframe handling

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