WIP. Indi_Bands now uses OnCalculate() method. Fixing shifts in all t…

…he indicators.

Indicator/Details.md

@@ -1,4 +1,4 @@
-#Explanation of shift parameters in Indicator / IndicatorData / other classes for following methods:
+ #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)`
@@ -11,75 +11,52 @@ Method must be overriden in any new indicator and MUST NOT apply shift from `ipa
 
 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()`).
 
-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.
-
-                         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.
-
-    ##GetEntryAlter(IndicatorDataEntry &_entry, int _rel_shift) -
-    overridable method
-
-    Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`)
-        .
-
-    Method calls(seen in **MWMFI **, **CCI **, **Envelopes **, **Momentum **, **Pivot **)
-    :
+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.
+
+In scenario of `VIDyA[shift = 2] <- Candle <- TickMt` call hierarchy looks like:
 ```cpp
-    -
-    GetValue<double>(_mode, _rel_shift)  // GetValue<T>() takes relative shift.
+- 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.
 
-    ##GetValue(int _mode = 0, int _rel_shift = 0) -
-    non -
-    overridable method
+## GetEntryAlter(IndicatorDataEntry &_entry, int _rel_shift) - 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 :
+Method calls (seen in **MWMFI**, **CCI**, **Envelopes**, **Momentum**, **Pivot**):
 ```cpp
-    -
-    GetEntryValue(_mode, _abs_shift = iparams.shift + _rel_shift)
+- GetValue<double>(_mode, _rel_shift) // GetValue<T>() takes relative shift.
 ```
 
-    ##GetEntry(int _rel_shift = 0) -
-    overridable method
-
-    Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.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(...);
+## GetValue(int _mode = 0, int _rel_shift = 0) - non-overridable method
+
+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)
+```
+
+## GetEntry(int _rel_shift = 0) - overridable method
+
+Shift passed is relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.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(...);
 ```
 
 ## GetBarTime(int _rel_shift = 0)
@@ -101,3 +78,13 @@ Shift passed is relative to the shift from `IndicatorParams::shift` (read via `I
 ## Indi_\*::\*OnIndicator(..., _shift, [_shift1], [_shift2])
 
 All shifts passed are relative to the shift from `IndicatorParams::shift` (read via `Indicator::iparams.shift`).
+
+## IndicatorCalculateCache::GetValue()/GetTailValue(int _buffer_index, int _shift)
+
+Shift passed may be relative or absolute. It depends on the ValueStorage specialization.
+
+E.g., `HistoryValueStorage` operates on relative shifts, but `NativeValueStorage` operates on absolute shift, because it is unaware for which indicator values are stored.
+
+Thus way, `IndicatorCalculateCache::GetValue()` and `IndicatorCalculateCache::GetTailValue()` also don't know which type of shift was passed. However, all current indicators uses `NativeValueStorage` for storing indicator values, so shift passed must is treated as absolute.
+
+In scenario where indicator (shift **2**) has **8** values in the buffer with  (assuming **10** candles have passed), `GetEntry(0)` would retrieve cache value from shift 

Indicators/Indi_ADXW.mqh

@@ -122,7 +122,7 @@ class Indi_ADXW : public Indicator<IndiADXWParams> {
   /**
    * Calculates ADX Wilder on the array of values.
    */
-  static double iADXWilderOnArray(INDICATOR_CALCULATE_PARAMS_LONG, int _period, int _mode, int _shift,
+  static double iADXWilderOnArray(INDICATOR_CALCULATE_PARAMS_LONG, int _period, int _mode, int _abs_shift,
                                   IndicatorCalculateCache<double> *_cache, bool _recalculate = false) {
     _cache.SetPriceBuffer(_open, _high, _low, _close);
 
@@ -142,15 +142,17 @@ class Indi_ADXW : public Indicator<IndiADXWParams> {
 
     // Returns value from the first calculation buffer.
     // Returns first value for as-series array or last value for non-as-series array.
-    return _cache.GetTailValue<double>(_mode, _shift);
+    return _cache.GetTailValue<double>(_mode, _abs_shift);
   }
 
   /**
    * On-indicator version of ADX Wilder.
    */
-  static double iADXWilder(IndicatorData *_indi, int _period, int _mode = 0, int _shift = 0) {
+  static double iADXWilder(IndicatorData *_indi, int _period, int _mode = 0, int _rel_shift = 0) {
+    INDI_REQUIRE_BARS_OR_RETURN_EMPTY(_indi, _period);
     INDICATOR_CALCULATE_POPULATE_PARAMS_AND_CACHE_LONG(_indi, Util::MakeKey(_period));
-    return iADXWilderOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_LONG, _period, _mode, _shift, _cache);
+    return iADXWilderOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_LONG, _period, _mode,
+                             _indi PTR_DEREF ToAbsShift(_rel_shift), _cache);
   }
 
   /**
@@ -163,6 +165,7 @@ class Indi_ADXW : public Indicator<IndiADXWParams> {
                        ValueStorage<double> &ExtTRBuffer, ValueStorage<double> &ExtATRBuffer,
                        ValueStorage<double> &ExtDXBuffer, int ExtADXWPeriod) {
     int i;
+
     // Checking for bars count.
     if (rates_total < ExtADXWPeriod) return (0);
     // Detect start position.

Indicators/Indi_AMA.mqh

@@ -112,7 +112,7 @@ class Indi_AMA : public Indicator<IndiAMAParams> {
    * Calculates AMA on the array of values.
    */
   static double iAMAOnArray(INDICATOR_CALCULATE_PARAMS_SHORT, int _ama_period, int _fast_ema_period,
-                            int _slow_ema_period, int _ama_shift, int _mode, int _shift,
+                            int _slow_ema_period, int _ama_shift, int _mode, int _abs_shift,
                             IndicatorCalculateCache<double> *_cache, bool _recalculate = false) {
     _cache.SetPriceBuffer(_price);
 
@@ -127,7 +127,7 @@ class Indi_AMA : public Indicator<IndiAMAParams> {
     _cache.SetPrevCalculated(Indi_AMA::Calculate(INDICATOR_CALCULATE_GET_PARAMS_SHORT, _cache.GetBuffer<double>(0),
                                                  _ama_period, _fast_ema_period, _slow_ema_period, _ama_shift));
 
-    return _cache.GetTailValue<double>(_mode, _shift);
+    return _cache.GetTailValue<double>(_mode, _abs_shift);
   }
 
   /**

Indicators/Indi_ASI.mqh

@@ -100,15 +100,16 @@ class Indi_ASI : public Indicator<IndiASIParams> {
   /**
    * OnCalculate-based version of ASI as there is no built-in one.
    */
-  static double iASI(IndicatorData *_indi, double _mpc, int _mode = 0, int _shift = 0) {
+  static double iASI(IndicatorData *_indi, double _mpc, int _mode = 0, int _rel_shift = 0) {
     INDICATOR_CALCULATE_POPULATE_PARAMS_AND_CACHE_LONG(_indi, Util::MakeKey(_mpc));
-    return iASIOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_LONG, _mpc, _mode, _shift, _cache);
+    return iASIOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_LONG, _mpc, _mode, _indi PTR_DEREF ToAbsShift(_rel_shift),
+                       _cache);
   }
 
   /**
    * Calculates ASI on the array of values.
    */
-  static double iASIOnArray(INDICATOR_CALCULATE_PARAMS_LONG, double _mpc, int _mode, int _shift,
+  static double iASIOnArray(INDICATOR_CALCULATE_PARAMS_LONG, double _mpc, int _mode, int _abs_shift,
                             IndicatorCalculateCache<double> *_cache, bool _recalculate = false) {
     _cache.SetPriceBuffer(_open, _high, _low, _close);
 
@@ -123,7 +124,7 @@ class Indi_ASI : public Indicator<IndiASIParams> {
     _cache.SetPrevCalculated(Indi_ASI::Calculate(INDICATOR_CALCULATE_GET_PARAMS_LONG, _cache.GetBuffer<double>(0),
                                                  _cache.GetBuffer<double>(1), _cache.GetBuffer<double>(2), _mpc));
 
-    return _cache.GetTailValue<double>(_mode, _shift);
+    return _cache.GetTailValue<double>(_mode, _abs_shift);
   }
 
   /**

Indicators/Indi_BWZT.mqh

@@ -118,7 +118,7 @@ class Indi_BWZT : public Indicator<IndiBWZTParams> {
   /**
    * OnCalculate-based version of BWZT as there is no built-in one.
    */
-  static double iBWZT(IndicatorData *_indi, int _mode = 0, int _shift = 0) {
+  static double iBWZT(IndicatorData *_indi, int _mode = 0, int _rel_shift = 0) {
     INDICATOR_CALCULATE_POPULATE_PARAMS_AND_CACHE_LONG(_indi, "");
 
     // Will return Indi_AC with the same candles source as _indi's.
@@ -127,13 +127,14 @@ class Indi_BWZT : public Indicator<IndiBWZTParams> {
     // Will return Indi_AO with the same candles source as _indi's.
     Indi_AO *_indi_ao = Indi_AO::GetCached(_indi);
 
-    return iBWZTOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_LONG, _mode, _shift, _cache, _indi_ac, _indi_ao);
+    return iBWZTOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_LONG, _mode, _indi PTR_DEREF ToAbsShift(_rel_shift),
+                        _cache, _indi_ac, _indi_ao);
   }
 
   /**
    * Calculates BWZT on the array of values.
    */
-  static double iBWZTOnArray(INDICATOR_CALCULATE_PARAMS_LONG, int _mode, int _shift,
+  static double iBWZTOnArray(INDICATOR_CALCULATE_PARAMS_LONG, int _mode, int _abs_shift,
                              IndicatorCalculateCache<double> *_cache, Indi_AC *_indi_ac, Indi_AO *_indi_ao,
                              bool _recalculate = false) {
     _cache.SetPriceBuffer(_open, _high, _low, _close);
@@ -151,20 +152,21 @@ class Indi_BWZT : public Indicator<IndiBWZTParams> {
         _cache.GetBuffer<double>(2), _cache.GetBuffer<double>(3), _cache.GetBuffer<double>(4),
         _cache.GetBuffer<double>(5), _cache.GetBuffer<double>(6), 38, _indi_ac, _indi_ao));
 
-    return _cache.GetTailValue<double>(_mode, _shift);
+    return _cache.GetTailValue<double>(_mode, _abs_shift);
   }
 
   /**
    * On-indicator version of BWZT.
    */
-  static double iBWZTOnIndicator(IndicatorData *_indi, string _symbol, ENUM_TIMEFRAMES _tf, int _mode, int _shift,
+  static double iBWZTOnIndicator(IndicatorData *_indi, string _symbol, ENUM_TIMEFRAMES _tf, int _mode, int _rel_shift,
                                  IndicatorData *_obj) {
     INDICATOR_CALCULATE_POPULATE_PARAMS_AND_CACHE_LONG(_indi, Util::MakeKey("Indi_BWZT_ON_" + _indi.GetFullName()));
 
     Indi_AC *_indi_ac = _obj.GetDataSource(INDI_AC);
     Indi_AO *_indi_ao = _obj.GetDataSource(INDI_AO);
 
-    return iBWZTOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_LONG, _mode, _shift, _cache, _indi_ac, _indi_ao);
+    return iBWZTOnArray(INDICATOR_CALCULATE_POPULATED_PARAMS_LONG, _mode, _indi PTR_DEREF ToAbsShift(_rel_shift),
+                        _cache, _indi_ac, _indi_ao);
   }
 
   /**