WIP. Somehow last entry of Tick indicator has missing prices.

Indicator/IndicatorTick.h

@@ -92,6 +92,16 @@ class IndicatorTick : public Indicator<TS> {
     Init();
   }
 
+  /**
+   * Gets ask price for a given, optional shift.
+   */
+  virtual double GetAsk(int _shift = 0) { return GetEntry(_shift).GetValue<double>(INDI_TICK_MODE_PRICE_ASK); }
+
+  /**
+   * Gets bid price for a given, optional shift.
+   */
+  virtual double GetBid(int _shift = 0) { return GetEntry(_shift).GetValue<double>(INDI_TICK_MODE_PRICE_BID); }
+
   /**
    * Returns value storage of given kind.
    */

IndicatorBase.h

@@ -546,6 +546,16 @@ class IndicatorBase : public Object {
    */
   int GetDataSourceMode() { return indi_src_mode; }
 
+  /**
+   * Checks whether there is Candle-featured in the hierarchy.
+   */
+  bool HasCandleInHierarchy() { return GetCandle(false) != nullptr; }
+
+  /**
+   * Checks whether there is Tick-featured in the hierarchy.
+   */
+  bool HasTickInHierarchy() { return GetTick(false) != nullptr; }
+
   /**
    * Traverses source indicators' hierarchy and tries to find OHLC-featured
    * indicator. IndicatorCandle satisfies such requirements.
@@ -619,6 +629,25 @@ class IndicatorBase : public Object {
    */
   virtual string GetDescriptiveName() { return GetName(); }
 
+  /**
+   * Returns symbol and optionally TF to be used e.g., to identify
+   */
+  string GetSymbolTf(string _separator = "@") {
+    if (!HasCandleInHierarchy()) {
+      return "";
+    }
+
+    // Symbol is available throught Tick indicator at the end of the hierarchy.
+    string _res = GetSymbol();
+
+    if (HasCandleInHierarchy()) {
+      // TF is available throught Candle indicator at the end of the hierarchy.
+      _res += _separator + ChartTf::TfToString(GetTf());
+    }
+
+    return _res;
+  }
+
   /* Setters */
 
   /**

Strategy.enum.h

@@ -88,7 +88,6 @@ enum ENUM_STRATEGY_PARAM {
   STRAT_PARAM_SOFT,        // Signal open filter time
   STRAT_PARAM_SOL,         // Signal open level
   STRAT_PARAM_SOM,         // Signal open method
-  STRAT_PARAM_TF,          // Timeframe
   STRAT_PARAM_TFM,         // Tick filter method
   STRAT_PARAM_TYPE,        // Type
   STRAT_PARAM_WEIGHT,      // Weight

Strategy.mqh

@@ -94,7 +94,7 @@ class Strategy : public Taskable<DataParamEntry> {
   Dict<int, double> ddata;
   Dict<int, float> fdata;
   Dict<int, int> idata;
-  Ref<IndicatorBase> indi_candle;                  // Candle indicator to be a base for all indicators.
+  Ref<IndicatorBase> indi_source;                  // Candle or Tick indicator as a price source.
   DictStruct<int, Ref<IndicatorBase>> indicators;  // Indicators list.
   Log logger;                                      // Log instance.
   MqlTick last_tick;
@@ -123,8 +123,8 @@ class Strategy : public Taskable<DataParamEntry> {
   /**
    * Class constructor.
    */
-  Strategy(StgParams &_sparams, TradeParams &_tparams, IndicatorBase *_indi_candle, string _name = "")
-      : sparams(_sparams), trade(new Trade(_tparams, _indi_candle)), indi_candle(_indi_candle) {
+  Strategy(StgParams &_sparams, TradeParams &_tparams, IndicatorBase *_indi_source, string _name = "")
+      : sparams(_sparams), trade(new Trade(_tparams, _indi_source)), indi_source(_indi_source) {
     // Initialize variables.
     name = _name;
     MqlTick _tick = {0};
@@ -276,6 +276,20 @@ class Strategy : public Taskable<DataParamEntry> {
    */
   Strategy *GetStratTp() { return strat_tp; }
 
+  /**
+   * Returns Candle or Tick indicator bound to this strategy.
+   */
+  IndicatorBase *GetSource() { return indi_source.Ptr(); }
+
+  /**
+   * Executes OnTick() on every attached indicator.
+   */
+  void Tick() {
+    for (DictIterator<int, Ref<IndicatorBase>> it = indicators.Begin(); it.IsValid(); ++it) {
+      it.Value() REF_DEREF Tick();
+    }
+  }
+
   /**
    * Get strategy's name.
    */
@@ -324,17 +338,15 @@ class Strategy : public Taskable<DataParamEntry> {
     // return StringFormat("%s%s[%s];s:%gp%s", _prefix != "" ? _prefix + ": " : "", name, trade REF_DEREF
     // chart.TfToString(), GetCurrSpread(), _suffix != "" ? "| " + _suffix : "");
 
-    return StringFormat("%s%s[%s]%s", _prefix, name,
-                        ChartTf::TfToString(trade REF_DEREF Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF)), _suffix);
+    return StringFormat("%s%s[%s]%s", _prefix, name, trade REF_DEREF GetSource() PTR_DEREF GetSymbolTf(), _suffix);
   }
 
   /**
    * Get strategy's order close comment.
    */
   string GetOrderCloseComment(string _prefix = "", string _suffix = "") {
     // @todo: Add spread.
-    return StringFormat("%s%s[%s]%s", _prefix, name,
-                        ChartTf::TfToString(trade REF_DEREF Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF)), _suffix);
+    return StringFormat("%s%s[%s]%s", _prefix, name, trade REF_DEREF GetSource() PTR_DEREF GetSymbolTf(), _suffix);
   }
 
   /**
@@ -665,8 +677,14 @@ class Strategy : public Taskable<DataParamEntry> {
    *   _oparams Order parameters to update before the open.
    */
   virtual void OnOrderOpen(OrderParams &_oparams) {
+    if (!GetSource() PTR_DEREF HasCandleInHierarchy()) {
+      Print("In order this method to work, you have to pass Candle-featured indicator as source!");
+      DebugBreak();
+      return;
+    }
+
     int _index = 0;
-    ENUM_TIMEFRAMES _stf = Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF);
+    ENUM_TIMEFRAMES _stf = GetSource() PTR_DEREF GetTf();
     unsigned int _stf_secs = ChartTf::TfToSeconds(_stf);
     if (sparams.order_close_time != 0) {
       long _close_time_arg = sparams.order_close_time > 0 ? sparams.order_close_time * 60
@@ -740,6 +758,12 @@ class Strategy : public Taskable<DataParamEntry> {
    *   Returns true when tick should be processed, otherwise false.
    */
   virtual bool TickFilter(const MqlTick &_tick, const int _method) {
+    if (!GetSource() PTR_DEREF HasCandleInHierarchy()) {
+      Print("In order this method to work you have to pass Candle-featured indicator as source!");
+      DebugBreak();
+      return false;
+    }
+
     bool _res = _method >= 0;
     bool _val;
     int _method_abs = fabs(_method);
@@ -778,7 +802,7 @@ class Strategy : public Taskable<DataParamEntry> {
       if (METHOD(_method_abs, 4)) {  // 16
         // Process ticks in the middle of the bar.
         _val = (trade REF_DEREF GetSource() PTR_DEREF GetBarTime() +
-                (ChartTf::TfToSeconds(trade REF_DEREF Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF)) / 2)) == TimeCurrent();
+                (ChartTf::TfToSeconds(trade REF_DEREF GetSource() PTR_DEREF GetTf()) / 2)) == TimeCurrent();
         _res = _method > 0 ? _res & _val : _res | _val;
       }
       if (METHOD(_method_abs, 5)) {  // 32
@@ -788,8 +812,7 @@ class Strategy : public Taskable<DataParamEntry> {
       }
       if (METHOD(_method_abs, 6)) {  // 64
         // Process every 10th of the bar.
-        _val =
-            TimeCurrent() % (int)(ChartTf::TfToSeconds(trade REF_DEREF Get<ENUM_TIMEFRAMES>(CHART_PARAM_TF)) / 10) == 0;
+        _val = TimeCurrent() % (int)(ChartTf::TfToSeconds(trade REF_DEREF GetSource() PTR_DEREF GetTf()) / 10) == 0;
         _res = _method > 0 ? _res & _val : _res | _val;
       }
       if (METHOD(_method_abs, 7)) {  // 128

Strategy.struct.h

@@ -194,8 +194,6 @@ struct StgParams {
         return (T)price_profit_method;
       case STRAT_PARAM_PSM:
         return (T)price_stop_method;
-      case STRAT_PARAM_TF:
-        return (T)tf.GetTf();
       case STRAT_PARAM_TFM:
         return (T)tick_filter_method;
       case STRAT_PARAM_TYPE:
@@ -279,10 +277,6 @@ struct StgParams {
       case STRAT_PARAM_PSM:  // Price stop method
         price_stop_method = (int)_value;
         return;
-      case STRAT_PARAM_TF:
-        // Main timeframe where strategy operates on.
-        tf = (ENUM_TIMEFRAMES)_value;
-        return;
       case STRAT_PARAM_TFM:  // Tick filter method
         tick_filter_method = (int)_value;
         return;

Trade.mqh

@@ -195,9 +195,7 @@ class Trade : public Taskable<DataParamEntry> {
     _request.deviation = 10;
     _request.magic = _magic > 0 ? _magic : tparams.Get<long>(TRADE_PARAM_MAGIC_NO);
     _request.symbol = GetSource() PTR_DEREF GetSymbol();
-    DebugBreak();
-    // X _request.price = SymbolInfoStatic::GetOpenOffer(_request.symbol, _type);
-    // V _request.price = GetTickSource() PTR_DEREF GetSymbolInfo() PTR_DEREF GetOpenOffer(_request.symbol, _type);
+    _request.price = GetSource() PTR_DEREF GetOpenOffer(_type);
     _request.type = _type;
     _request.type_filling = Order::GetOrderFilling(_request.symbol);
     _request.volume = _volume > 0 ? _volume : tparams.Get<float>(TRADE_PARAM_LOT_SIZE);

tests/StrategyTest-RSI.mq5

@@ -36,16 +36,17 @@
 class Stg_RSI : public Strategy {
  public:
   // Class constructor.
-  void Stg_RSI(StgParams &_sparams, TradeParams &_tparams, ChartParams &_cparams, string _name = "")
-      : Strategy(_sparams, _tparams, chart_params_defaults, _name) {}
+  void Stg_RSI(StgParams &_sparams, TradeParams &_tparams, IndicatorBase *_indi_source, string _name = "")
+      : Strategy(_sparams, _tparams, _indi_source, _name) {}
 
-  static Stg_RSI *Init(ENUM_TIMEFRAMES _tf = NULL) {
-    ChartParams _cparams(_tf);
+  static Stg_RSI *Init(IndicatorBase *_indi_source) {
     IndiRSIParams _indi_params(12, PRICE_OPEN, 0);
     StgParams _stg_params;
     TradeParams _tparams;
-    Strategy *_strat = new Stg_RSI(_stg_params, _tparams, _cparams, "RSI");
-    _strat.SetIndicator(new Indi_RSI(_indi_params));
+    Strategy *_strat = new Stg_RSI(_stg_params, _tparams, _indi_source, "RSI");
+    IndicatorBase *_indi_rsi = new Indi_RSI(_indi_params);
+    _strat.SetIndicator(_indi_rsi);
+    _indi_rsi PTR_DEREF SetDataSource(_indi_source);
     return _strat;
   }
 
@@ -93,7 +94,7 @@ int OnInit() {
   _candles.Ptr().SetDataSource(_ticks.Ptr());
 
   // Initialize strategy instance.
-  stg_rsi = Stg_RSI::Init(PERIOD_CURRENT);
+  stg_rsi = Stg_RSI::Init(_candles.Ptr());
   stg_rsi REF_DEREF SetName("Stg_RSI");
   stg_rsi REF_DEREF Set<long>(STRAT_PARAM_ID, 1234);
 
@@ -124,6 +125,9 @@ int OnInit() {
  * Implements OnTick().
  */
 void OnTick() {
+  // Strategy will tick all attached indicators.
+  stg_rsi REF_DEREF Tick();
+
   static MqlTick _tick_last;
   MqlTick _tick_new = SymbolInfoStatic::GetTick(_Symbol);
   if (_tick_new.time % 60 < _tick_last.time % 60) {