Merge branch 'master' of https://github.com/EA31337/EA31337-classes i…

…nto dev-cpp-support

Account.mqh

@@ -630,7 +630,7 @@ class Account {
    */
   SerializerNodeType Serialize(Serializer &_s) {
     AccountEntry _entry = GetEntry();
-    _s.PassStruct(this, "account-entry", _entry, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.PassStruct(THIS_REF, "account-entry", _entry, SERIALIZER_FIELD_FLAG_DYNAMIC);
     return SerializerNodeObject;
   }
 

Account.struct.h

@@ -49,14 +49,14 @@ struct AccountEntry {
   // Serializers.
   void SerializeStub(int _n1 = 1, int _n2 = 1, int _n3 = 1, int _n4 = 1, int _n5 = 1) {}
   SerializerNodeType Serialize(Serializer& _s) {
-    _s.Pass(this, "time", dtime, SERIALIZER_FIELD_FLAG_DYNAMIC);
-    _s.Pass(this, "balance", balance, SERIALIZER_FIELD_FLAG_DYNAMIC);
-    _s.Pass(this, "credit", credit, SERIALIZER_FIELD_FLAG_DYNAMIC);
-    _s.Pass(this, "equity", equity, SERIALIZER_FIELD_FLAG_DYNAMIC);
-    _s.Pass(this, "profit", profit, SERIALIZER_FIELD_FLAG_DYNAMIC);
-    _s.Pass(this, "margin_used", margin_used, SERIALIZER_FIELD_FLAG_DYNAMIC);
-    _s.Pass(this, "margin_free", margin_free, SERIALIZER_FIELD_FLAG_DYNAMIC);
-    _s.Pass(this, "margin_avail", margin_avail, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.Pass(THIS_REF, "time", dtime, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.Pass(THIS_REF, "balance", balance, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.Pass(THIS_REF, "credit", credit, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.Pass(THIS_REF, "equity", equity, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.Pass(THIS_REF, "profit", profit, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.Pass(THIS_REF, "margin_used", margin_used, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.Pass(THIS_REF, "margin_free", margin_free, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.Pass(THIS_REF, "margin_avail", margin_avail, SERIALIZER_FIELD_FLAG_DYNAMIC);
     return SerializerNodeObject;
   }
 };

Action.struct.h

@@ -107,12 +107,12 @@ struct ActionEntry {
   void SetTries(short _count) { tries = _count; }
 
   SerializerNodeType Serialize(Serializer &s) {
-    s.Pass(this, "flags", flags);
-    s.Pass(this, "last_success", last_success);
-    s.Pass(this, "action_id", action_id);
-    //  s.Pass(this, "tries", tries);
-    s.PassEnum(this, "type", type);
-    s.PassEnum(this, "frequency", frequency);
+    s.Pass(THIS_REF, "flags", flags);
+    s.Pass(THIS_REF, "last_success", last_success);
+    s.Pass(THIS_REF, "action_id", action_id);
+    //  s.Pass(THIS_REF, "tries", tries);
+    s.PassEnum(THIS_REF, "type", type);
+    s.PassEnum(THIS_REF, "frequency", frequency);
     s.PassArray(this, "args", args);
     return SerializerNodeObject;
   }

Bar.struct.h

@@ -56,11 +56,16 @@ struct BarOHLC
       _time = TimeCurrent();
     }
   }
-
-  BarOHLC(float REF(_ohlc)[], datetime _time = 0)
-      : time(_time), open(_ohlc[0]), high(_ohlc[1]), low(_ohlc[2]), close(_ohlc[3]) {
-    if (_time == 0) {
-      _time = TimeCurrent();
+  BarOHLC(float &_prices[], datetime _time = 0) : time(_time) {
+    _time = _time == 0 ? TimeCurrent() : _time;
+    int _size = ArraySize(_prices);
+    close = _prices[0];
+    open = _prices[_size - 1];
+    high = fmax(close, open);
+    low = fmin(close, open);
+    for (int i = 0; i < _size; i++) {
+      high = fmax(high, _prices[i]);
+      low = fmin(low, _prices[i]);
     }
   }
   // Struct methods.
@@ -181,7 +186,7 @@ struct BarOHLC
   float GetWickSum() const { return GetWickLower() + GetWickUpper(); }
   float GetWickUpper() const { return high - GetMaxOC(); }
   float GetWickUpperInPct() const { return GetRange() > 0 ? 100 / GetRange() * GetWickUpper() : 0; }
-  void GetValues(ARRAY_REF(float, _out)) {
+  short GetType() const { return IsBull() ? 1 : (IsBear() ? -1 : 0); }
     ArrayResize(_out, 4);
     int _index = ArraySize(_out) - 4;
     _out[_index++] = open;
@@ -223,7 +228,7 @@ struct BarOHLC
 
 /* Method to serialize BarOHLC structure. */
 SerializerNodeType BarOHLC::Serialize(Serializer &s) {
-  // s.Pass(this, "time", TimeToString(time));
+  // s.Pass(THIS_REF, "time", TimeToString(time));
   s.Pass(THIS_REF, "open", open, SERIALIZER_FIELD_FLAG_DYNAMIC);
   s.Pass(THIS_REF, "high", high, SERIALIZER_FIELD_FLAG_DYNAMIC);
   s.Pass(THIS_REF, "low", low, SERIALIZER_FIELD_FLAG_DYNAMIC);

Chart.mqh

@@ -866,7 +866,7 @@ class Chart : public Market {
    */
   SerializerNodeType Serialize(Serializer &_s) {
     ChartEntry _centry = GetEntry();
-    _s.PassStruct(this, "chart-entry", _centry, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.PassStruct(THIS_REF, "chart-entry", _centry, SERIALIZER_FIELD_FLAG_DYNAMIC);
     return SerializerNodeObject;
   }
 };

Chart.struct.serialize.h

@@ -34,14 +34,14 @@ class Serializer;
 
 /* Method to serialize ChartEntry structure. */
 SerializerNodeType ChartEntry::Serialize(Serializer& _s) {
-  _s.PassStruct(this, "bar", bar, SERIALIZER_FIELD_FLAG_DYNAMIC);
+  _s.PassStruct(THIS_REF, "bar", bar, SERIALIZER_FIELD_FLAG_DYNAMIC);
   return SerializerNodeObject;
 }
 
 /* Method to serialize ChartParams structure. */
 SerializerNodeType ChartParams::Serialize(Serializer& s) {
-  s.Pass(this, "id", id);
-  s.Pass(this, "symbol", symbol);
-  s.PassStruct(this, "tf", tf);
+  s.Pass(THIS_REF, "id", id);
+  s.Pass(THIS_REF, "symbol", symbol);
+  s.PassStruct(THIS_REF, "tf", tf);
   return SerializerNodeObject;
 }

Config.mqh

@@ -82,7 +82,7 @@ struct ConfigEntry : public MqlParam {
   }
 
   SerializerNodeType Serialize(Serializer& s) {
-    s.PassEnum(this, "type", type, SERIALIZER_FIELD_FLAG_HIDDEN);
+    s.PassEnum(THIS_REF, "type", type, SERIALIZER_FIELD_FLAG_HIDDEN);
 
     string aux_string;
 
@@ -96,30 +96,30 @@ struct ConfigEntry : public MqlParam {
       case TYPE_INT:
       case TYPE_ULONG:
       case TYPE_LONG:
-        s.Pass(this, "value", integer_value);
+        s.Pass(THIS_REF, "value", integer_value);
         break;
 
       case TYPE_DOUBLE:
-        s.Pass(this, "value", double_value);
+        s.Pass(THIS_REF, "value", double_value);
         break;
 
       case TYPE_STRING:
-        s.Pass(this, "value", string_value);
+        s.Pass(THIS_REF, "value", string_value);
         break;
 
       case TYPE_DATETIME:
         if (s.IsWriting()) {
           aux_string = TimeToString(integer_value);
-          s.Pass(this, "value", aux_string);
+          s.Pass(THIS_REF, "value", aux_string);
         } else {
-          s.Pass(this, "value", aux_string);
+          s.Pass(THIS_REF, "value", aux_string);
           integer_value = StringToTime(aux_string);
         }
         break;
 
       default:
         // Unknown type. Serializing anyway.
-        s.Pass(this, "value", aux_string);
+        s.Pass(THIS_REF, "value", aux_string);
     }
 
     return SerializerNodeObject;

Data.struct.h

@@ -33,6 +33,7 @@
 // Forward class declaration.
 class Serializer;
 struct MqlParam;
+struct MqlRates;
 
 // Includes.
 #include "Data.enum.h"

Dict.mqh

@@ -305,7 +305,7 @@ class Dict : public DictBase<K, V> {
     if (s.IsWriting()) {
       for (DictIteratorBase<K, V> i(Begin()); i.IsValid(); ++i) {
         V value = i.Value();
-        s.Pass(this, GetMode() == DictModeDict ? i.KeyAsString() : "", value);
+        s.Pass(THIS_REF, GetMode() == DictModeDict ? i.KeyAsString() : "", value);
       }
 
       return (GetMode() == DictModeDict) ? SerializerNodeObject : SerializerNodeArray;

DictBase.mqh

@@ -28,6 +28,7 @@
 #include "Convert.mqh"
 #include "DictIteratorBase.mqh"
 #include "DictSlot.mqh"
+#include "Log.mqh"
 #include "Serializer.mqh"
 
 /**

DictIteratorBase.mqh

@@ -20,9 +20,10 @@
  *
  */
 
-// Prevents processing this includes file for the second time.
-#ifndef DICT_ITERATOR_BASE_MQH
-#define DICT_ITERATOR_BASE_MQH
+#ifndef __MQL__
+// Allows the preprocessor to include a header file when it is needed.
+#pragma once
+#endif
 
 #include "DictBase.mqh"
 
@@ -119,5 +120,3 @@ struct DictSlotsRef {
     _num_used = 0;
   }
 };
-
-#endif

EA.mqh

@@ -866,8 +866,8 @@ class EA {
    * Returns serialized representation of the object instance.
    */
   SerializerNodeType Serialize(Serializer &_s) {
-    _s.Pass(this, "account", account, SERIALIZER_FIELD_FLAG_DYNAMIC);
-    _s.Pass(this, "market", market, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.Pass(THIS_REF, "account", account, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.Pass(THIS_REF, "market", market, SERIALIZER_FIELD_FLAG_DYNAMIC);
     for (DictObjectIterator<ENUM_TIMEFRAMES, DictStruct<long, Ref<Strategy>>> _iter_tf = GetStrategies().Begin();
          _iter_tf.IsValid(); ++_iter_tf) {
       ENUM_TIMEFRAMES _tf = _iter_tf.Key();
@@ -878,8 +878,8 @@ class EA {
         string _sname = _strat.GetName();  // + "@" + Chart::TfToString(_strat.GetTf()); // @todo
         string _sparams = _strat.GetParams().ToString();
         string _sresults = _strat.GetProcessResult().ToString();
-        _s.Pass(this, "strat:params:" + _sname, _sparams);
-        _s.Pass(this, "strat:results:" + _sname, _sresults);
+        _s.Pass(THIS_REF, "strat:params:" + _sname, _sparams);
+        _s.Pass(THIS_REF, "strat:results:" + _sname, _sresults);
       }
     }
     return SerializerNodeObject;

Indicator.enum.h

@@ -136,9 +136,9 @@ enum ENUM_IDATA_SOURCE_TYPE {
 enum ENUM_IDATA_VALUE_RANGE {
   IDATA_RANGE_ARROW,   // Value is non-zero on signal.
   IDATA_RANGE_BINARY,  // E.g. 0 or 1.
-  IDATA_RANGE_FIXED,   // E.g. 0 to 100.
   IDATA_RANGE_MIXED,
-  IDATA_RANGE_PRICE,  // Values represent price.
+  IDATA_RANGE_PRICE,   // Values represent price.
+  IDATA_RANGE_RANGE,   // E.g. 0 to 100.
   IDATA_RANGE_UNKNOWN
 };
 

Indicator.mqh

@@ -278,6 +278,8 @@ class Indicator : public Chart {
 #endif
   }
 
+  /* Buffer methods */
+
   /**
    * Initializes a cached proxy between i*OnArray() methods and OnCalculate()
    * used by custom indicators.
@@ -361,6 +363,47 @@ class Indicator : public Chart {
     return GetIndicatorBuffers() > 0 && GetIndicatorBuffers() <= 512;
   }
 
+  /**
+   * Gets indicator data from a buffer and copy into struct array.
+   *
+   * @return
+   * Returns true of successful copy.
+   * Returns false on invalid values.
+   */
+  bool CopyEntries(IndicatorDataEntry& _data[], int _count, int _start_shift = 0) {
+    bool _is_valid = true;
+    if (ArraySize(_data) < _count) {
+      _is_valid &= ArrayResize(_data, _count);
+    }
+    for (int i = 0; i < _count; i++) {
+      IndicatorDataEntry _entry = GetEntry(_start_shift + i);
+      _is_valid &= _entry.IsValid();
+      _data[i] = _entry;
+    }
+    return _is_valid;
+  }
+
+  /**
+   * Gets indicator data from a buffer and copy into array of values.
+   *
+   * @return
+   * Returns true of successful copy.
+   * Returns false on invalid values.
+   */
+  template <typename T>
+  bool CopyValues(T& _data[], int _count, int _start_shift = 0, int _mode = 0) {
+    if (ArraySize(_data) < _count) {
+      bool _is_valid = true;
+      _is_valid &= ArrayResize(_data, _count);
+    }
+    for (int i = 0; i < _count; i++) {
+      IndicatorDataEntry _entry = GetEntry(_start_shift + i);
+      _is_valid &= _entry.IsValid();
+      _data[i] = _entry<T>[_mode];
+    }
+    return _is_valid;
+  }
+
   /**
    * Loads and validates built-in indicators whose can be used as data source.
    */
@@ -703,6 +746,24 @@ class Indicator : public Chart {
    */
   IndicatorParams GetParams() { return iparams; }
 
+  /**
+   * Gets indicator's signals.
+   *
+   * When indicator values are not valid, returns empty signals.
+   */
+  IndicatorSignal GetSignals(int _count = 3, int _shift = 0, int _mode1 = 0, int _mode2 = 0) {
+    bool _is_valid = true;
+    IndicatorDataEntry _data[];
+    if (!CopyEntries(_data, _count, _shift)) {
+      // Some copied data is invalid, so returns empty signals.
+      IndicatorSignal _signals(0);
+      return _signals;
+    }
+    // Returns signals.
+    IndicatorSignal _signals(_data, iparams, cparams, _mode1, _mode2);
+    return _signals;
+  }
+
   /**
    * Get indicator type.
    */
@@ -981,6 +1042,9 @@ class Indicator : public Chart {
     is_fed = true;
   }
 
+  /**
+   * Returns indicator value for a given shift and mode.
+   */
   template <typename T>
   T GetValue(int _shift = 0, int _mode = -1) {
     T _result;
@@ -990,6 +1054,34 @@ class Indicator : public Chart {
     return _result;
   }
 
+  /**
+   * Returns price corresponding to indicator value for a given shift and mode.
+   *
+   * Can be useful for calculating trailing stops based on the indicator.
+   *
+   * @return
+   * Returns price value of the corresponding indicator values.
+   */
+  template <typename T>
+  T GetValuePrice(int _shift = 0, int _mode = -1, ENUM_APPLIED_PRICE _ap = PRICE_CLOSE) {
+    float _price = 0;
+    if (iparams.GetIDataValueRange() != IDATA_RANGE_PRICE) {
+      _price = GetPrice(_ap, _shift);
+    } else if (iparams.GetIDataValueRange() == IDATA_RANGE_PRICE) {
+      // When indicator values are the actual prices.
+      T _values[3];
+      if (!CopyValues(_values, 4, _shift, _mode)) {
+        // When values aren't valid, return 0.
+        return _price;
+      }
+      datetime _bar_time = GetBarTime(_shift);
+      float _value = 0;
+      BarOHLC _ohlc(_values, _bar_time);
+      _price = _ohlc.GetAppliedPrice(_ap);
+    }
+    return _price;
+  }
+
   /**
    * Returns values for a given shift.
    *

Indicator.struct.h

@@ -32,13 +32,15 @@
 
 // Forward declaration.
 class Indicator;
+struct ChartParams;
 
 // Includes.
 #include "Chart.struct.h"
 #include "Chart.struct.tf.h"
 #include "Data.struct.h"
 #include "DateTime.struct.h"
 #include "Indicator.enum.h"
+#include "Indicator.struct.signal.h"
 #include "SerializerNode.enum.h"
 
 /**