WIP. Working DetrendedPrice indicator. Almost functional UltimateOsci…

…llator indicator. Removed Indi_MarketFacilitationIndex indicator as it was a duplicate of Indi_BWMFI.
EA31337 · Sep 16, 2021 · 11cb93c · 11cb93c
1 parent 8af012f
commit 11cb93c
Show file tree

Hide file tree

Showing 9 changed files with 340 additions and 177 deletions.
diff --git a/Chart.mqh b/Chart.mqh
@@ -524,6 +524,14 @@ class Chart : public Market {
 
   /* Setters */
 
+  /**
+   * Sets a chart parameter value.
+   */
+  template <typename T>
+  void Set(ENUM_CHART_PARAM _param, T _value) {
+    cparams.Set<T>(_param, _value);
+  }
+
   /**
    * Sets chart entry.
    */

diff --git a/Indicator.mqh b/Indicator.mqh
@@ -908,6 +908,14 @@ class Indicator : public Chart {
 
   /* Setters */
 
+  /**
+   * Sets an indicator's chart parameter value.
+   */
+  template <typename T>
+  void Set(ENUM_CHART_PARAM _param, T _value) {
+    Chart::Set<T>(_param, _value);
+  }
+
   /**
    * Sets name of the indicator.
    */
@@ -928,6 +936,11 @@ class Indicator : public Chart {
    */
   void SetParams(IndicatorParams& _iparams) { iparams = _iparams; }
 
+  /**
+   * Sets indicator's symbol.
+   */
+  void SetSymbol(string _symbol) { Set<string>(CHART_PARAM_SYMBOL, _symbol); }
+
   /* Conditions */
 
   /**
@@ -1293,7 +1306,23 @@ int BarsCalculated(Indicator* _indi, int _bars_required) {
   // GetEntry() could end up with an error. It is okay.
   ResetLastError();
 
-  return _entry.IsValid() ? _bars_required : 0;
+  int _valid_history_count = 0;
+
+  if (!_entry.IsValid()) {
+    // We don't have sufficient data. Counting how much data we have.
+
+    for (int i = 0; i < _bars_required; ++i) {
+      IndicatorDataEntry _check_entry = _indi.GetEntry(i);
+      if (!_check_entry.IsValid()) {
+        break;
+      }
+      ++_valid_history_count;
+    }
+  } else {
+    _valid_history_count = _bars_required;
+  }
+
+  return _valid_history_count;
 }
 
 /**

diff --git a/Indicators/Indi_ATR.mqh b/Indicators/Indi_ATR.mqh
@@ -34,13 +34,15 @@ double iATR(string _symbol, int _tf, int _period, int _shift) {
 struct ATRParams : IndicatorParams {
   unsigned int period;
   // Struct constructors.
-  void ATRParams(unsigned int _period, int _shift = 0) : period(_period) {
+  void ATRParams(unsigned int _period, int _shift = 0, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT, string _symbol = NULL)
+      : period(_period) {
     itype = INDI_ATR;
     max_modes = 1;
     shift = _shift;
     SetDataValueType(TYPE_DOUBLE);
     SetDataValueRange(IDATA_RANGE_MIXED);
     SetCustomIndicatorName("Examples\\ATR");
+    tf = _tf;
   };
   void ATRParams(ATRParams &_params, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) {
     this = _params;
@@ -60,8 +62,8 @@ class Indi_ATR : public Indicator {
   /**
    * Class constructor.
    */
-  Indi_ATR(ATRParams &_p) : params(_p.period), Indicator((IndicatorParams)_p) { params = _p; }
-  Indi_ATR(ATRParams &_p, ENUM_TIMEFRAMES _tf) : params(_p.period), Indicator(INDI_ATR, _tf) { params = _p; }
+  Indi_ATR(ATRParams &_p) : Indicator((IndicatorParams)_p), params(_p) {}
+  Indi_ATR(ATRParams &_p, ENUM_TIMEFRAMES _tf) : Indicator(INDI_ATR, _tf), params(_p) {}
 
   /**
    * Returns the indicator value.
@@ -113,12 +115,10 @@ class Indi_ATR : public Indicator {
     switch (params.idstype) {
       case IDATA_BUILTIN:
         istate.handle = istate.is_changed ? INVALID_HANDLE : istate.handle;
-        _value = Indi_ATR::iATR(Get<string>(CHART_PARAM_SYMBOL), Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF), GetPeriod(),
-                                _shift, GetPointer(this));
+        _value = Indi_ATR::iATR(GetSymbol(), GetTf(), GetPeriod(), _shift, GetPointer(this));
         break;
       case IDATA_ICUSTOM:
-        _value = iCustom(istate.handle, Get<string>(CHART_PARAM_SYMBOL), Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF),
-                         params.GetCustomIndicatorName(), _mode, _shift);
+        _value = iCustom(istate.handle, GetSymbol(), GetTf(), params.GetCustomIndicatorName(), _mode, _shift);
         break;
       default:
         SetUserError(ERR_INVALID_PARAMETER);
@@ -160,6 +160,20 @@ class Indi_ATR : public Indicator {
     return _param;
   }
 
+  /**
+   * Returns reusable indicator for a given parameters.
+   */
+  static Indi_ATR *GetCached(string _symbol, ENUM_TIMEFRAMES _tf, int _period) {
+    Indi_ATR *_ptr;
+    string _key = Util::MakeKey(_symbol, (int)_tf, _period);
+    if (!Objects<Indi_ATR>::TryGet(_key, _ptr)) {
+      ATRParams _params(_period, _tf);
+      _ptr = Objects<Indi_ATR>::Set(_key, new Indi_ATR(_params));
+      _ptr.SetSymbol(_symbol);
+    }
+    return _ptr;
+  }
+
   /* Getters */
 
   /**

diff --git a/Indicators/Indi_DetrendedPrice.mqh b/Indicators/Indi_DetrendedPrice.mqh
@@ -23,21 +23,24 @@
 // Includes.
 #include "../BufferStruct.mqh"
 #include "../Indicator.mqh"
+#include "Indi_MA.mqh"
 
 // Structs.
 struct DetrendedPriceParams : IndicatorParams {
   unsigned int period;
-  unsigned int fast_period;
-  unsigned int slow_period;
-  unsigned int ama_shift;
+  ENUM_APPLIED_PRICE applied_price;
   // Struct constructor.
-  void DetrendedPriceParams(int _period = 12, int _shift = 0, ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) {
+  void DetrendedPriceParams(int _period = 12, ENUM_APPLIED_PRICE _ap = PRICE_CLOSE, int _shift = 0,
+                            ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) {
+    applied_price = _ap;
     itype = INDI_DETRENDED_PRICE;
     max_modes = 1;
     SetDataValueType(TYPE_DOUBLE);
     SetDataValueRange(IDATA_RANGE_MIXED);
     SetCustomIndicatorName("Examples\\DPO");
-    SetDataSourceType(IDATA_ICUSTOM);
+    // INDI_DETRENDED_PRICE[1]: bar 1: 1525392000,130,-0.00001143
+    // SetDataSourceType(IDATA_ICUSTOM);
+    SetDataSourceType(IDATA_BUILTIN);
     period = _period;
     shift = _shift;
     tf = _tf;
@@ -49,7 +52,7 @@ struct DetrendedPriceParams : IndicatorParams {
 };
 
 /**
- * Implements the Bill Williams' Accelerator/Decelerator oscillator.
+ * Implements Detrended Price Oscillator.
  */
 class Indi_DetrendedPrice : public Indicator {
  protected:
@@ -59,21 +62,78 @@ class Indi_DetrendedPrice : public Indicator {
   /**
    * Class constructor.
    */
-  Indi_DetrendedPrice(DetrendedPriceParams &_params) : params(_params.period), Indicator((IndicatorParams)_params) {
-    params = _params;
-  };
+  Indi_DetrendedPrice(DetrendedPriceParams &_params) : Indicator((IndicatorParams)_params) { params = _params; };
   Indi_DetrendedPrice(ENUM_TIMEFRAMES _tf = PERIOD_CURRENT) : Indicator(INDI_DETRENDED_PRICE, _tf) { params.tf = _tf; };
 
+  /**
+   * Built-in version of AMA.
+   */
+  static double iDPO(string _symbol, ENUM_TIMEFRAMES _tf, int _period, ENUM_APPLIED_PRICE _ap, int _mode = 0,
+                     int _shift = 0, Indicator *_obj = NULL) {
+    INDICATOR_CALCULATE_POPULATE_PARAMS_AND_CACHE_SHORT(_symbol, _tf, _ap,
+                                                        Util::MakeKey("Indi_DPO", _period, (int)_ap));
+    return iDPOOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_SHORT, _period, _mode, _shift, _cache);
+  }
+
+  /**
+   * Calculates DPO on the array of values.
+   */
+  static double iDPOOnArray(INDICATOR_CALCULATE_PARAMS_SHORT, int _period, int _mode, int _shift,
+                            IndicatorCalculateCache<double> *_cache, bool _recalculate = false) {
+    _cache.SetPriceBuffer(_price);
+
+    if (!_cache.HasBuffers()) {
+      _cache.AddBuffer<NativeValueStorage<double>>(1 + 1);
+    }
+
+    if (_recalculate) {
+      _cache.ResetPrevCalculated();
+    }
+
+    _cache.SetPrevCalculated(Indi_DetrendedPrice::Calculate(
+        INDICATOR_CALCULATE_GET_PARAMS_SHORT, _cache.GetBuffer<double>(0), _cache.GetBuffer<double>(1), _period));
+
+    return _cache.GetTailValue<double>(_mode, _shift);
+  }
+
+  /**
+   * OnCalculate() method for DPO indicator.
+   */
+  static int Calculate(INDICATOR_CALCULATE_METHOD_PARAMS_SHORT, ValueStorage<double> &ExtDPOBuffer,
+                       ValueStorage<double> &ExtMABuffer, int InpDetrendPeriod) {
+    int ExtMAPeriod = InpDetrendPeriod / 2 + 1;
+
+    int start;
+    int first_index = begin + ExtMAPeriod - 1;
+    //--- preliminary filling
+    if (prev_calculated < first_index) {
+      ArrayInitialize(ExtDPOBuffer, 0.0);
+      start = first_index;
+      if (begin > 0) PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, first_index);
+    } else
+      start = prev_calculated - 1;
+    //--- calculate simple moving average
+    Indi_MA::SimpleMAOnBuffer(rates_total, prev_calculated, begin, ExtMAPeriod, price, ExtMABuffer);
+    //--- the main loop of calculations
+    for (int i = start; i < rates_total && !IsStopped(); i++) ExtDPOBuffer[i] = price[i] - ExtMABuffer[i];
+    //--- OnCalculate done. Return new prev_calculated.
+    return (rates_total);
+  }
+
   /**
    * Returns the indicator's value.
    */
   double GetValue(int _mode = 0, int _shift = 0) {
     ResetLastError();
     double _value = EMPTY_VALUE;
     switch (params.idstype) {
+      case IDATA_BUILTIN:
+        _value = Indi_DetrendedPrice::iDPO(GetSymbol(), GetTf(), /*[*/ GetPeriod(), GetAppliedPrice() /*]*/, _mode,
+                                           _shift, THIS_PTR);
+        break;
       case IDATA_ICUSTOM:
-        _value = iCustom(istate.handle, Get<string>(CHART_PARAM_SYMBOL), Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF),
-                         params.GetCustomIndicatorName(), /*[*/ GetPeriod() /*]*/, 0, _shift);
+        _value = iCustom(istate.handle, GetSymbol(), GetTf(), params.GetCustomIndicatorName(), /*[*/ GetPeriod() /*]*/,
+                         0, _shift);
         break;
       default:
         SetUserError(ERR_INVALID_PARAMETER);
@@ -122,6 +182,11 @@ class Indi_DetrendedPrice : public Indicator {
    */
   unsigned int GetPeriod() { return params.period; }
 
+  /**
+   * Get applied price.
+   */
+  ENUM_APPLIED_PRICE GetAppliedPrice() { return params.applied_price; }
+
   /* Setters */
 
   /**
@@ -131,4 +196,12 @@ class Indi_DetrendedPrice : public Indicator {
     istate.is_changed = true;
     params.period = _period;
   }
+
+  /**
+   * Set applied price.
+   */
+  void SetAppliedPrice(ENUM_APPLIED_PRICE _applied_price) {
+    istate.is_changed = true;
+    params.applied_price = _applied_price;
+  }
 };
diff --git a/Indicators/Indi_MA.mqh b/Indicators/Indi_MA.mqh
@@ -611,6 +611,15 @@ class Indi_MA : public Indicator {
     return result;
   }
 
+  static double SimpleMA(const int position, const int period, ValueStorage<double> &price) {
+    double result = 0.0;
+    for (int i = 0; i < period; i++) {
+      result += price[i].Get();
+    }
+    result /= period;
+    return result;
+  }
+
   /**
    * Returns the indicator's value.
    */