DoEasy 函数库中的时间序列(第五十部分):多周期、多品种带位移的标准指标
内容目录
概述
在覆盖了一连串若干文章的历程中,我们按部就班创建了在当前品种/周期图表上显示显示多品种、多周期标准指标的功能。 只是,并非所有标准指标都可以在这种模式下显示。 但在今天,我们暂且脱离标准指标转换为多模式的主题。
不,我们不会做不同的事情 - 所有内容都处于同一主题的范围内,但是... 如果我们尝试创建一个多周期指标,其曲线在当前交易品种图表上有位移,那么我们将失败。 其原因在于直到现在,我们仍在使用缓冲区对象的类构造函数中设置的默认值作为指标线的位移。 且它等于零。 并且,如果我们在为多周期指标线设置位移时,简单地将其设为等于标准指标线的位移值,我们也会失败;该曲线会有位移,但仅在那些标准指标线有位移的柱线内。
缘由:为了正确显示多周期指标线,需要计算在标准指标所在图表周期映射到当前图表周期后所占据的柱线数量,以及指标线将位移多少根柱线 。 换句话说,如果是按 H4 图表计算标准指标,并将其显示在 H1 图表上,则必须在 H1 的四根柱线上绘制一根 H4 的柱线。 同样也应关注位移:如果标准指标线在 H4 图表上位移一根柱线,则必须在 H1 图表上位移四根柱线。
这还并未结束。 当填充计算缓冲区数组时,同样必须考虑缓冲区对象中标准指标线的位移; 并且此位移必须指定初始参考点的柱线根数,这些柱线要从标准指标的源数组复制到我们创建的缓冲对象的接收数组。
实现并遵守上述指定规则,我们即能够在多周期模式下正确显示带有位移的标准指标。
我要指出的是,并非所有标准指标都能立即如此简单地转换为带有曲线位移的多周期模式。 目前,对于那些作者最初本意即带有位移(鳄鱼(Gator)振荡器和 Ichimoku Kinko Hyo)绘制的指标,我们尚无法在多周期模式下显示。 而鳄嘴(Alligator)指标很容易进行转换。 我认为这是出于以下事实:在鳄嘴指标中,绘制的每条曲线都设置有自己的位移。 我们按照计算出的位移显示它们,即使鳄鱼和 Ichimoku 指标在计算时用到了原本的位移,也能正确显示所有。 在任何情况下,我们都能发现成因,并把这些指标创建成为多周期和多品种的指标。 期间,为了不致于寻找成因(我将与开发同时进行)- 我将创建更多的函数库功能。 更有甚者,很快它将变得更加有趣 - 将标准指标数据包含到时间序列类的柱线对象当中。 这能够在任何品种/周期图表里快速搜索任意指标的任何组合。
除了实现显示带有位移曲线的标准指标之外,今天我们还将创建多模式下准备和显示标准指标的通用方法。 时至目前,对于每款标准指标,已实现了它们自己的显示方法。 逐步创建多品种、多周期指标的过程中清晰地表明,在所有特殊方法中,实际上是完全相同的。 今天,我们将使用单一的统一方法,操控每个标准指标来执行任务。 这将大大简化并减少指标缓冲区集合类的代码大小。
最后,今天我们将从最终指标里删除子窗口中计算和设置标准指标级别,以及在终端数据窗口中显示标准指标信息的代码。 将删除的计算代码移到函数库服务函数的文件里,然后从测试指标中调用它。 这将简化最终代码,并令其在视觉上更全面,并为函数库的最终用户减轻日常负担。
改进库类
为了能够采用相同的方法处理不同的指标,在每个单独指标的曲线名称列表中,我们需要令其匹配不同指标的曲线数值。 毕竟,任意指标的每条曲线都可以分配三种类型
- 上边线,也称为主线,也称为下颌,
- 下边线,也称为信号线,也称为牙齿和 +DI,
- 平均线,也称为唇线和 -DI
在此,并未考虑 Ichimoku 指标线,但会在以后的多周期阶段进行。
而且,如果所有曲线以这种方式彼此对应,我们轻松以相同的方法来为每条指标曲线制作处理程序,取代了它们间的不同。
打开 \MQL5\Include\DoEasy\Defines.mqh,并对标准指标曲线的类型进行必要的修改:
//+------------------------------------------------------------------+ //| Indicator lines | //+------------------------------------------------------------------+ enum ENUM_INDICATOR_LINE_MODE { INDICATOR_LINE_MODE_MAIN = 0, // Main line INDICATOR_LINE_MODE_SIGNAL = 1, // Signal line INDICATOR_LINE_MODE_UPPER = 0, // Upper line INDICATOR_LINE_MODE_LOWER = 1, // Lower line INDICATOR_LINE_MODE_MIDDLE = 2, // Middle line INDICATOR_LINE_MODE_JAWS = 0, // Jaws line INDICATOR_LINE_MODE_TEETH = 1, // Teeth line INDICATOR_LINE_MODE_LIPS = 2, // Lips line INDICATOR_LINE_MODE_DI_PLUS = 1, // Line +DI INDICATOR_LINE_MODE_DI_MINUS = 2, // Line -DI }; //+------------------------------------------------------------------+
由于我们需要将数据从标准指标源数组复制到计算缓冲区对象的接收数组,并为指标曲线设置位移,在抽象缓冲区对象类的 \MQL5\Include\DoEasy\Objects\Indicators\Buffer.mqh 中,修改设置指标图形构造位移的方法 - 现在它检查是否为计算缓冲区;且在这种情况下,会从方法返回 - 数值未设置。 简单地从方法里删除检查:
//+------------------------------------------------------------------+ //| Set the indicator graphical construction shift | //+------------------------------------------------------------------+ void CBuffer::SetShift(const int shift) { if(this.TypeBuffer()==BUFFER_TYPE_CALCULATE) return; this.SetProperty(BUFFER_PROP_SHIFT,shift); ::PlotIndexSetInteger((int)this.GetProperty(BUFFER_PROP_INDEX_PLOT),PLOT_SHIFT,shift); } //+------------------------------------------------------------------+
现在,方法如下所示:
//+------------------------------------------------------------------+ //| Set the indicator graphical construction shift | //+------------------------------------------------------------------+ void CBuffer::SetShift(const int shift) { this.SetProperty(BUFFER_PROP_SHIFT,shift); if(this.TypeBuffer()!=BUFFER_TYPE_CALCULATE) ::PlotIndexSetInteger((int)this.GetProperty(BUFFER_PROP_INDEX_PLOT),PLOT_SHIFT,shift); } //+------------------------------------------------------------------+
首先,为所有缓冲区设置位移值,然后若缓冲区并非计算用,则为其设置曲线绘制的位移。
在计算缓冲区对象文件 \MQL5\Include\DoEasy\Objects\Indicators\BufferCalculate.mqh 里,我们需要设置初始参考点(柱线),从该参考点开始复制标准指标缓冲区的数据。 为此,在复制指定指标数据至缓冲对象数组的方法里,只需指定带负号的数据复制起始值:
//+------------------------------------------------------------------+ //| It copies data of the specified indicator to buffer object array | //+------------------------------------------------------------------+ int CBufferCalculate::FillAsSeries(const int indicator_handle,const int buffer_num,const int start_pos,const int count) { return ::CopyBuffer(indicator_handle,buffer_num,-start_pos,count,this.DataBuffer[0].Array); } //+------------------------------------------------------------------+
此处的一切都很简单:将进行数据复制的指标线位移值作为初始数据柱线传递给方法。 如果位移为正数,则数据复制时将以负数位移;如果位移为负数,则复制数据将以正数位移。 由此,我们将始终达到源数组所需数据的正确起点。
现在,在缓冲区对象集合类的 \MQL5\Include\DoEasy\Collections\BuffersCollection.mqh 文件里,改进所有创建标准指标的方法,在其中可指定指标曲线的位移。
我们以创建鳄嘴标准指标对象的方法为例:
//+------------------------------------------------------------------+ //| Create multi-symbol multi-period Alligator | //+------------------------------------------------------------------+ int CBuffersCollection::CreateAlligator(const string symbol,const ENUM_TIMEFRAMES timeframe, const int jaw_period, const int jaw_shift, const int teeth_period, const int teeth_shift, const int lips_period, const int lips_shift, const ENUM_MA_METHOD ma_method, const ENUM_APPLIED_PRICE applied_price, const int id=WRONG_VALUE) { //--- Calculate and set the number of bars of line shift int num_bars=::PeriodSeconds(timeframe)/::PeriodSeconds(PERIOD_CURRENT); int shift_jaw=jaw_shift*num_bars; int shift_teeth=teeth_shift*num_bars; int shift_lips=lips_shift*num_bars; //--- Create indicator handle and set default indicator int handle=::iAlligator(symbol,timeframe,jaw_period,shift_jaw,teeth_period,shift_teeth,lips_period,shift_lips,ma_method,applied_price); int identifier=(id==WRONG_VALUE ? IND_ALLIGATOR : id); color array_colors[1]={clrBlue}; CBuffer *buff=NULL; if(handle!=INVALID_HANDLE) { //--- Create line buffer this.CreateLine(); //--- Get the last created buffer object (drawn) and set to it all the necessary parameters of Jaws buff=this.GetLastCreateBuffer(); if(buff==NULL) return INVALID_HANDLE; buff.SetSymbol(symbol); buff.SetTimeframe(timeframe); buff.SetShift(shift_jaw); buff.SetID(identifier); buff.SetIndicatorHandle(handle); buff.SetIndicatorType(IND_ALLIGATOR); buff.SetShowData(true); buff.SetLineMode(INDICATOR_LINE_MODE_JAWS); buff.SetIndicatorName("Alligator"); buff.SetIndicatorShortName("Alligator("+symbol+","+TimeframeDescription(timeframe)+": "+(string)jaw_period+","+(string)teeth_period+","+(string)lips_period+")"); buff.SetLabel("Jaws("+symbol+","+TimeframeDescription(timeframe)+": "+(string)jaw_period+")"); buff.SetColors(array_colors); //--- Create line buffer this.CreateLine(); //--- Get the last created buffer object (drawn) and set to it all the necessary parameters of Teeth buff=this.GetLastCreateBuffer(); if(buff==NULL) return INVALID_HANDLE; buff.SetSymbol(symbol); buff.SetTimeframe(timeframe); buff.SetShift(shift_teeth); buff.SetID(identifier); buff.SetIndicatorHandle(handle); buff.SetIndicatorType(IND_ALLIGATOR); buff.SetShowData(true); buff.SetLineMode(INDICATOR_LINE_MODE_TEETH); buff.SetIndicatorName("Alligator"); buff.SetIndicatorShortName("Alligator("+symbol+","+TimeframeDescription(timeframe)+": "+(string)jaw_period+","+(string)teeth_period+","+(string)lips_period+")"); buff.SetLabel("Teeth("+symbol+","+TimeframeDescription(timeframe)+": "+(string)teeth_period+")"); array_colors[0]=clrRed; buff.SetColors(array_colors); //--- Create line buffer this.CreateLine(); //--- Get the last created buffer object (drawn) and set to it all the necessary parameters of Lips buff=this.GetLastCreateBuffer(); if(buff==NULL) return INVALID_HANDLE; buff.SetSymbol(symbol); buff.SetTimeframe(timeframe); buff.SetShift(shift_lips); buff.SetID(identifier); buff.SetIndicatorHandle(handle); buff.SetIndicatorType(IND_ALLIGATOR); buff.SetShowData(true); buff.SetLineMode(INDICATOR_LINE_MODE_LIPS); buff.SetIndicatorName("Alligator"); buff.SetIndicatorShortName("Alligator("+symbol+","+TimeframeDescription(timeframe)+": "+(string)jaw_period+","+(string)teeth_period+","+(string)lips_period+")"); buff.SetLabel("Lips("+symbol+","+TimeframeDescription(timeframe)+": "+(string)lips_period+")"); array_colors[0]=clrLime; buff.SetColors(array_colors); //--- Create calculated buffer of Jaws in which standard indicator data will be stored this.CreateCalculate(); //--- Get the last created buffer object (calculated) and set to it all the necessary parameters of Jaws buff=this.GetLastCreateBuffer(); if(buff==NULL) return INVALID_HANDLE; buff.SetSymbol(symbol); buff.SetTimeframe(timeframe); buff.SetShift(shift_jaw); buff.SetID(identifier); buff.SetIndicatorHandle(handle); buff.SetIndicatorType(IND_ALLIGATOR); buff.SetEmptyValue(EMPTY_VALUE); buff.SetLineMode(INDICATOR_LINE_MODE_JAWS); buff.SetIndicatorName("Alligator"); buff.SetLabel("Jaws("+symbol+","+TimeframeDescription(timeframe)+": "+(string)jaw_period+")"); //--- Create calculated buffer of Teeth in which standard indicator data will be stored this.CreateCalculate(); //--- Get the last created buffer object (calculated) and set to it all the necessary parameters of Teeth buff=this.GetLastCreateBuffer(); if(buff==NULL) return INVALID_HANDLE; buff.SetSymbol(symbol); buff.SetTimeframe(timeframe); buff.SetShift(shift_teeth); buff.SetID(identifier); buff.SetIndicatorHandle(handle); buff.SetIndicatorType(IND_ALLIGATOR); buff.SetEmptyValue(EMPTY_VALUE); buff.SetLineMode(INDICATOR_LINE_MODE_TEETH); buff.SetIndicatorName("Alligator"); buff.SetLabel("Teeth("+symbol+","+TimeframeDescription(timeframe)+": "+(string)teeth_period+")"); //--- Create calculated buffer of Lips in which standard indicator data will be stored this.CreateCalculate(); //--- Get the last created buffer object (calculated) and set to it all the necessary parameters of Lips buff=this.GetLastCreateBuffer(); if(buff==NULL) return INVALID_HANDLE; buff.SetSymbol(symbol); buff.SetTimeframe(timeframe); buff.SetShift(shift_lips); buff.SetID(identifier); buff.SetIndicatorHandle(handle); buff.SetIndicatorType(IND_ALLIGATOR); buff.SetEmptyValue(EMPTY_VALUE); buff.SetLineMode(INDICATOR_LINE_MODE_LIPS); buff.SetIndicatorName("Alligator"); buff.SetLabel("Lips("+symbol+","+TimeframeDescription(timeframe)+": "+(string)lips_period+")"); } return handle; } //+------------------------------------------------------------------+
我们分析一下此刻我们所拥有的东西:
首先,针对所计算指标的图表周期,估算其在当前图表上映射的柱线数量。
进而,用指标三条曲线的柱线数量乘以(传递给该方法)的移位值来计算目标柱线的位移柱线数量。
如果创建指标句柄时,指定上述计算值作为每条曲线位移柱线数的参数,取代传递给该方法的数值。
为了创建缓冲区对象(包括绘制对象和计算对象),设置从最开始算起的位移值 — 对于每对缓冲区(绘制和计算),为相关的指标曲线(颚、牙齿和唇)设置数值。
因此,标准指标对象及其缓冲区已准备就绪,可绘制带位移的指标曲线数据。
在前面的文章中,当讲述创建其他标准指标对象的方法时,已研究过在创建鳄嘴标准指标对象的方法中的其余操作。
上述计算指标曲线位移的修改和附加内容,已编写在标准指标的所有创建方法中,这些方法含有判断曲线位移柱线数量的参数:
CreateAlligator(), CreateAMA(), CreateBands(), CreateDEMA(), CreateEnvelopes(), CreateFrAMA(), CreateMA(), CreateStdDev(), CreateTEMA() 和 CreateVIDYA()。
修改过的每个方法,实际上都与上述研究的相同,故我们在此不再讨论。
您可在本文的附件中找到缓冲区对象集合类的完整代码。
创建了若干个标准指标缓冲区对象的状况下,并非同时会用到所有对象,图表将显示来自当前未用到指标缓冲区的人工影像。 为了避免这种情况,首先用空值填充所有指标缓冲区数组,然后计算此刻必须计算的那些数值。 为此,创建一个方法,按指定的时间序列索引清除其所有的标准指标缓冲区对象的所有缓冲区。
在类的公开部分声明该方法:
//--- Clears data of the buffer of (1) the specified standard indicator, (2) all the created standard indicators by the timeseries index void ClearDataBufferStdInd(const ENUM_INDICATOR std_ind,const int id,const int series_index); void ClearDataAllBuffersStdInd(int series_index); //--- Set values for the current chart to buffers of the specified standard indicator by the timeseries index in accordance with buffer object symbol/period
在类主体外部编写其实现:
//+------------------------------------------------------------------+ //| Clear calculated buffer data for all the created | //| standard indicators by the timeseries index | //+------------------------------------------------------------------+ void CBuffersCollection::ClearDataAllBuffersStdInd(int series_index) { CArrayObj *list=this.GetListBuffersWithID(); if(list==NULL || list.Total()==0) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_NO_BUFFER_OBJ)); return; } int total=list.Total(); for(int i=0;i<total;i++) { CBuffer *buff=list.At(i); if(buff==NULL || buff.TypeBuffer()==BUFFER_TYPE_CALCULATE || buff.IndicatorType()==WRONG_VALUE) continue; this.ClearDataBufferStdInd(buff.IndicatorType(),buff.ID(),series_index); } } //+------------------------------------------------------------------+
在此:
获取所有缓冲区对象的列表,对象均已指定了指标 ID。
循环遍历整个所获列表,获得下一个缓冲区对象。
如果出于某些原因未能获得对象,或者该对象是计算缓冲区或未为其设置标准指标类型(因为任何缓冲区对象也许也有 ID,而不仅只是标准指标),则跳过该对象。
最后,调用指定标准指标的缓冲区清除方法,该方法在上一篇文章中曾研究过。
改进用于准备和清除计算用缓冲区数组的方法,这些缓冲区数组存储标准指标缓冲区的数据。 早前,在这些方法中,我们已创建的代码模块,针对指标的单一类型动作进行了分组,这些指标曲线名称/分配均相同。 现在,当我们为所有相同类型的曲线分配相同的数值时(我们在本文的开头就已讨论过),在使用标准指标曲线的类型时,可把所有内容放到三个代码模块里来简化该方法 - 分别针对标准指标的第一条、第二条和第三条曲线。
为指定标准指标的计算缓冲区准备数据的方法:
//+------------------------------------------------------------------+ //| Prepare calculated buffer data | //| of the specified standard indicator | //+------------------------------------------------------------------+ int CBuffersCollection::PreparingDataBufferStdInd(const ENUM_INDICATOR std_ind,const int id,const int total_copy) { CArrayObj *list_ind=this.GetListBufferByTypeID(std_ind,id); CArrayObj *list0=NULL,*list1=NULL,*list2=NULL; list_ind=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_TYPE,BUFFER_TYPE_CALCULATE,EQUAL); if(list_ind==NULL || list_ind.Total()==0) { ::Print(DFUN_ERR_LINE,CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_NO_BUFFER_OBJ)); return 0; } CBufferCalculate *buffer=NULL; int copied=WRONG_VALUE; int idx0=0,idx1=1,idx2=2; switch((int)std_ind) { //--- Single-buffer standard indicators case IND_AC : case IND_AD : case IND_AMA : case IND_AO : case IND_ATR : case IND_BEARS : case IND_BULLS : case IND_BWMFI : case IND_CCI : case IND_CHAIKIN : case IND_DEMA : case IND_DEMARKER : case IND_FORCE : case IND_FRAMA : case IND_MA : case IND_MFI : case IND_MOMENTUM : case IND_OBV : case IND_OSMA : case IND_RSI : case IND_SAR : case IND_STDDEV : case IND_TEMA : case IND_TRIX : case IND_VIDYA : case IND_VOLUMES : case IND_WPR : buffer=list_ind.At(0); if(buffer==NULL) return 0; copied=buffer.FillAsSeries(buffer.IndicatorHandle(),0,buffer.Shift(),total_copy); return copied; //--- Multi-buffer standard indicators case IND_ENVELOPES : case IND_FRACTALS : case IND_MACD : case IND_RVI : case IND_STOCHASTIC : idx0=0; idx1=1; list0=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_IND_LINE_MODE,0,EQUAL); buffer=list0.At(0); if(buffer==NULL) return 0; copied=buffer.FillAsSeries(buffer.IndicatorHandle(),idx0,buffer.Shift(),total_copy); if(copied<total_copy) return 0; list1=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_IND_LINE_MODE,1,EQUAL); buffer=list1.At(0); if(buffer==NULL) return 0; copied=buffer.FillAsSeries(buffer.IndicatorHandle(),idx1,buffer.Shift(),total_copy); if(copied<total_copy) return 0; return copied; case IND_ALLIGATOR : case IND_ADX : case IND_ADXW : case IND_BANDS : if(std_ind==IND_BANDS) { idx0=1; idx1=2; idx2=0; } else { idx0=0; idx1=1; idx2=2; } list0=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_IND_LINE_MODE,0,EQUAL); buffer=list0.At(0); if(buffer==NULL) return 0; copied=buffer.FillAsSeries(buffer.IndicatorHandle(),idx0,buffer.Shift(),total_copy); if(copied<total_copy) return 0; list1=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_IND_LINE_MODE,1,EQUAL); buffer=list1.At(0); if(buffer==NULL) return 0; copied=buffer.FillAsSeries(buffer.IndicatorHandle(),idx1,buffer.Shift(),total_copy); if(copied<total_copy) return 0; list2=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_IND_LINE_MODE,2,EQUAL); buffer=list2.At(0); if(buffer==NULL) return 0; copied=buffer.FillAsSeries(buffer.IndicatorHandle(),idx2,buffer.Shift(),total_copy); if(copied<total_copy) return 0; return copied; case IND_GATOR : case IND_ICHIMOKU : break; default: break; } return 0; } //+------------------------------------------------------------------+
在指标三个缓冲区的代码模块里,我们添加了检查布林带指标曲线的处理,因为其缓冲区数组的索引不同于其余所有带有三个缓冲区的标准指标缓冲区索引。 但因本文开头所述原因,所述处理方法无法用于鳄鱼振荡器和 Ichimoku Kinko Hyo 指标。
按时间序列索引清除指定标准指标缓冲区数据的方法:
//+------------------------------------------------------------------+ //| Clear buffer data of the specified standard indicator | //| by the timeseries index | //+------------------------------------------------------------------+ void CBuffersCollection::ClearDataBufferStdInd(const ENUM_INDICATOR std_ind,const int id,const int series_index) { //--- Get the list of buffer objects by type and ID CArrayObj *list_ind=this.GetListBufferByTypeID(std_ind,id); CArrayObj *list0=NULL,*list1=NULL,*list2=NULL; if(list_ind==NULL || list_ind.Total()==0) return; list_ind=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_TYPE,BUFFER_TYPE_DATA,EQUAL); if(list_ind.Total()==0) return; CBuffer *buffer=NULL; switch((int)std_ind) { //--- Single-buffer standard indicators case IND_AC : case IND_AD : case IND_AMA : case IND_AO : case IND_ATR : case IND_BEARS : case IND_BULLS : case IND_BWMFI : case IND_CCI : case IND_CHAIKIN : case IND_DEMA : case IND_DEMARKER : case IND_FORCE : case IND_FRAMA : case IND_MA : case IND_MFI : case IND_MOMENTUM : case IND_OBV : case IND_OSMA : case IND_RSI : case IND_SAR : case IND_STDDEV : case IND_TEMA : case IND_TRIX : case IND_VIDYA : case IND_VOLUMES : case IND_WPR : buffer=list_ind.At(0); if(buffer==NULL) return; buffer.SetBufferValue(0,series_index,buffer.EmptyValue()); break; //--- Multi-buffer standard indicators case IND_ENVELOPES : case IND_FRACTALS : case IND_MACD : case IND_RVI : case IND_STOCHASTIC : case IND_GATOR : list0=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_IND_LINE_MODE,0,EQUAL); buffer=list0.At(0); if(buffer==NULL) return; buffer.SetBufferValue(0,series_index,buffer.EmptyValue()); list1=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_IND_LINE_MODE,1,EQUAL); buffer=list1.At(0); if(buffer==NULL) return; buffer.SetBufferValue(0,series_index,buffer.EmptyValue()); break; case IND_ALLIGATOR : case IND_ADX : case IND_ADXW : case IND_BANDS : list0=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_IND_LINE_MODE,0,EQUAL); buffer=list0.At(0); if(buffer==NULL) return; buffer.SetBufferValue(0,series_index,buffer.EmptyValue()); list1=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_IND_LINE_MODE,1,EQUAL); buffer=list1.At(0); if(buffer==NULL) return; buffer.SetBufferValue(0,series_index,buffer.EmptyValue()); list2=CSelect::ByBufferProperty(list_ind,BUFFER_PROP_IND_LINE_MODE,2,EQUAL); buffer=list2.At(0); if(buffer==NULL) return; buffer.SetBufferValue(0,series_index,buffer.EmptyValue()); break; case IND_ICHIMOKU : break; default: break; } } //+------------------------------------------------------------------+
所有标准指标在此处以相同的方式遵照相关代码模块分布 - 单缓冲区,两双缓冲区和三缓冲区标准指标。 此处,清除顺序缓冲区数据并不重要,故此布林带和鳄鱼振荡器已包含在双缓冲区和三缓冲区标准指标的处理代码模块里。 我们现在不打算处理 Ichimoku。
且由于我们现在将单缓冲区,双缓冲区和三缓冲区标准指标的处理结合到一起,因此我们可以把根据缓冲区的时间序列索引极其品种/周期,为当前图表上指定标准指标的缓冲区设置数值的代码大幅削减。 此处是修订之前的完整方法代码:
//+------------------------------------------------------------------+ //| Sets values for the current chart to buffers of the specified | //| standard indicator by the timeseries index in accordance | //| with buffer object symbol/period | //+------------------------------------------------------------------+ bool CBuffersCollection::SetDataBufferStdInd(const ENUM_INDICATOR ind_type,const int id,const int series_index,const datetime series_time,const char color_index=WRONG_VALUE) { //--- Get the list of buffer objects by type and ID CArrayObj *list=this.GetListBufferByTypeID(ind_type,id); if(list==NULL || list.Total()==0) { ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_NO_BUFFER_OBJ)); return false; } //--- Get the list of drawn buffers with ID CArrayObj *list_data=CSelect::ByBufferProperty(list,BUFFER_PROP_TYPE,BUFFER_TYPE_DATA,EQUAL); list_data=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_TYPE,ind_type,EQUAL); //--- Get the list of calculated buffers with ID CArrayObj *list_calc=CSelect::ByBufferProperty(list,BUFFER_PROP_TYPE,BUFFER_TYPE_CALCULATE,EQUAL); list_calc=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_TYPE,ind_type,EQUAL); //--- Leave if any of the lists is empty if(list_data.Total()==0 || list_calc.Total()==0) return false; //--- Declare necessary objects and variables CBuffer *buffer_data0=NULL; CBuffer *buffer_data1=NULL; CBuffer *buffer_data2=NULL; CBuffer *buffer_calc0=NULL; CBuffer *buffer_calc1=NULL; CBuffer *buffer_calc2=NULL; int index_period=0; int series_index_start=0; int num_bars=1,index=0; uchar clr=color_index; long vol0=0,vol1=0; datetime time_period=0,time_shift=0; double value00=EMPTY_VALUE, value01=EMPTY_VALUE; double value10=EMPTY_VALUE, value11=EMPTY_VALUE; double value20=EMPTY_VALUE, value21=EMPTY_VALUE; //--- Depending on standard indicator type switch((int)ind_type) { //--- Single-buffer standard indicators case IND_AC : case IND_AD : case IND_AMA : case IND_AO : case IND_ATR : case IND_BEARS : case IND_BULLS : case IND_BWMFI : case IND_CCI : case IND_CHAIKIN : case IND_DEMA : case IND_DEMARKER : case IND_FORCE : case IND_FRAMA : case IND_MA : case IND_MFI : case IND_MOMENTUM : case IND_OBV : case IND_OSMA : case IND_RSI : case IND_SAR : case IND_STDDEV : case IND_TEMA : case IND_TRIX : case IND_VIDYA : case IND_VOLUMES : case IND_WPR : //--- Get objects of drawn and calculated buffers buffer_data0=list_data.At(0); buffer_calc0=list_calc.At(0); if(buffer_calc0==NULL || buffer_data0==NULL || buffer_calc0.GetDataTotal(0)==0) return false; //--- Find bar index on a period of indicator buffer chart which corresponds to the time of current bar beginning index_period=::iBarShift(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),series_time,true); if(index_period==WRONG_VALUE || index_period>buffer_calc0.GetDataTotal()-1) return false; //--- Get the value by this index from indicator buffer value00=buffer_calc0.GetDataBufferValue(0,index_period); if(buffer_calc0.Symbol()==::Symbol() && buffer_calc0.Timeframe()==::Period()) { series_index_start=series_index; num_bars=1; } else { //--- Calculate bar shift depending on a direction of indicator line shift //index_period+=buffer_data0.Shift(); //--- Get the bar time which the bar with index_period index falls into on a period and symbol of calculated buffer time_period=::iTime(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period); // -buffer_calc0.Shift()+index_shift if(time_period==0) return false; //--- Get the current chart bar which corresponds to the time series_index_start=::iBarShift(::Symbol(),::Period(),time_period,true); if(series_index_start==WRONG_VALUE) return false; //--- Calculate the number of bars on the current chart which are to be filled in with calculated buffer data num_bars=::PeriodSeconds(buffer_calc0.Timeframe())/::PeriodSeconds(PERIOD_CURRENT); if(num_bars==0) num_bars=1; } //--- Take values for color calculation value01=(series_index_start+num_bars>buffer_data0.GetDataTotal()-1 ? value00 : buffer_data0.GetDataBufferValue(0,series_index_start+num_bars+(num_bars*buffer_calc0.Shift()))); //--- In a loop, by the number of bars in num_bars fill in the drawn buffer with a value from the calculated buffer taken by index_period index //--- and set the drawn buffer color depending on a proportion of value00 and value01 values for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data0.SetBufferValue(0,index,value00); if(ind_type!=IND_BWMFI) clr=(color_index==WRONG_VALUE ? uchar(value00>value01 ? 0 : value00<value01 ? 1 : 2) : color_index); else { vol0=::iVolume(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period); vol1=::iVolume(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period+1); clr= ( value00>value01 && vol0>vol1 ? 0 : value00<value01 && vol0<vol1 ? 1 : value00>value01 && vol0<vol1 ? 2 : value00<value01 && vol0>vol1 ? 3 : 4 ); } buffer_data0.SetBufferColorIndex(index,clr); } return true; //--- Multi-buffer standard indicators case IND_ADX : case IND_ADXW : //--- Get objects of drawn and calculated buffers list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_MAIN,EQUAL); buffer_data0=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_DI_PLUS,EQUAL); buffer_data1=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_DI_MINUS,EQUAL); buffer_data2=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_MAIN,EQUAL); buffer_calc0=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_DI_PLUS,EQUAL); buffer_calc1=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_DI_MINUS,EQUAL); buffer_calc2=list.At(0); if(buffer_calc0==NULL || buffer_data0==NULL || buffer_calc0.GetDataTotal(0)==0) return false; if(buffer_calc1==NULL || buffer_data1==NULL || buffer_calc1.GetDataTotal(0)==0) return false; if(buffer_calc2==NULL || buffer_data2==NULL || buffer_calc2.GetDataTotal(0)==0) return false; //--- Find bar index on a period which corresponds to the time of current bar beginning index_period=::iBarShift(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),series_time,true); if(index_period==WRONG_VALUE || index_period>buffer_calc0.GetDataTotal()-1) return false; //--- Get the value by this index from indicator buffer value00=buffer_calc0.GetDataBufferValue(0,index_period); value10=buffer_calc1.GetDataBufferValue(0,index_period); value20=buffer_calc2.GetDataBufferValue(0,index_period); if(buffer_calc0.Symbol()==::Symbol() && buffer_calc0.Timeframe()==::Period()) { series_index_start=series_index; num_bars=1; } else { //--- Get the bar time which the bar with index_period index falls into on a period and symbol of calculated buffer time_period=::iTime(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period); if(time_period==0) return false; //--- Get the current chart bar which corresponds to the time series_index_start=::iBarShift(::Symbol(),::Period(),time_period,true); if(series_index_start==WRONG_VALUE) return false; //--- Calculate the number of bars on the current chart which are to be filled in with calculated buffer data num_bars=::PeriodSeconds(buffer_calc0.Timeframe())/::PeriodSeconds(PERIOD_CURRENT); if(num_bars==0) num_bars=1; } //--- Take values for color calculation value01=(series_index_start+num_bars>buffer_data0.GetDataTotal()-1 ? value00 : buffer_data0.GetDataBufferValue(0,series_index_start+num_bars)); value11=(series_index_start+num_bars>buffer_data1.GetDataTotal()-1 ? value10 : buffer_data1.GetDataBufferValue(0,series_index_start+num_bars)); value21=(series_index_start+num_bars>buffer_data2.GetDataTotal()-1 ? value20 : buffer_data2.GetDataBufferValue(0,series_index_start+num_bars)); //--- In a loop, by the number of bars in num_bars fill in the drawn buffer with a value from the calculated buffer taken by index_period index //--- and set the drawn buffer color depending on a proportion of value00 and value01 values for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data0.SetBufferValue(0,index,value00); buffer_data1.SetBufferValue(1,index,value10); buffer_data2.SetBufferValue(2,index,value20); buffer_data0.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value00>value01 ? 0 : value00<value01 ? 1 : 2) : color_index); buffer_data1.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value10>value11 ? 0 : value10<value11 ? 1 : 2) : color_index); buffer_data2.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value20>value21 ? 0 : value20<value21 ? 1 : 2) : color_index); } return true; case IND_BANDS : //--- Get objects of drawn and calculated buffers list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_UPPER,EQUAL); buffer_data0=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_LOWER,EQUAL); buffer_data1=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_MIDDLE,EQUAL); buffer_data2=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_UPPER,EQUAL); buffer_calc0=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_LOWER,EQUAL); buffer_calc1=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_MIDDLE,EQUAL); buffer_calc2=list.At(0); if(buffer_calc0==NULL || buffer_data0==NULL || buffer_calc0.GetDataTotal(0)==0) return false; if(buffer_calc1==NULL || buffer_data1==NULL || buffer_calc1.GetDataTotal(0)==0) return false; if(buffer_calc2==NULL || buffer_data2==NULL || buffer_calc2.GetDataTotal(0)==0) return false; //--- Find bar index on a period which corresponds to the time of current bar beginning index_period=::iBarShift(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),series_time,true); if(index_period==WRONG_VALUE || index_period>buffer_calc0.GetDataTotal()-1) return false; //--- Get the value by this index from indicator buffer value00=buffer_calc0.GetDataBufferValue(0,index_period); value10=buffer_calc1.GetDataBufferValue(0,index_period); value20=buffer_calc2.GetDataBufferValue(0,index_period); if(buffer_calc0.Symbol()==::Symbol() && buffer_calc0.Timeframe()==::Period()) { series_index_start=series_index; num_bars=1; } else { //--- Get the bar time which the bar with index_period index falls into on a period and symbol of calculated buffer time_period=::iTime(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period); if(time_period==0) return false; //--- Get the current chart bar which corresponds to the time series_index_start=::iBarShift(::Symbol(),::Period(),time_period,true); if(series_index_start==WRONG_VALUE) return false; //--- Calculate the number of bars on the current chart which are to be filled in with calculated buffer data num_bars=::PeriodSeconds(buffer_calc0.Timeframe())/::PeriodSeconds(PERIOD_CURRENT); if(num_bars==0) num_bars=1; } //--- Take values for color calculation value01=(series_index_start+num_bars>buffer_data0.GetDataTotal()-1 ? value00 : buffer_data0.GetDataBufferValue(0,series_index_start+num_bars)); value11=(series_index_start+num_bars>buffer_data1.GetDataTotal()-1 ? value10 : buffer_data1.GetDataBufferValue(0,series_index_start+num_bars)); value21=(series_index_start+num_bars>buffer_data2.GetDataTotal()-1 ? value20 : buffer_data2.GetDataBufferValue(0,series_index_start+num_bars)); //--- In a loop, by the number of bars in num_bars fill in the drawn buffer with a value from the calculated buffer taken by index_period index //--- and set the drawn buffer color depending on a proportion of value00 and value01 values for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data0.SetBufferValue(0,index,value00); buffer_data1.SetBufferValue(0,index,value10); buffer_data2.SetBufferValue(0,index,value20); buffer_data0.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value00>value01 ? 0 : value00<value01 ? 1 : 2) : color_index); buffer_data1.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value10>value11 ? 0 : value10<value11 ? 1 : 2) : color_index); buffer_data2.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value20>value21 ? 0 : value20<value21 ? 1 : 2) : color_index); } return true; case IND_ENVELOPES : case IND_FRACTALS : //--- Get objects of drawn and calculated buffers list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_UPPER,EQUAL); buffer_data0=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_LOWER,EQUAL); buffer_data1=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_UPPER,EQUAL); buffer_calc0=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_LOWER,EQUAL); buffer_calc1=list.At(0); if(buffer_calc0==NULL || buffer_data0==NULL || buffer_calc0.GetDataTotal(0)==0) return false; if(buffer_calc1==NULL || buffer_data1==NULL || buffer_calc1.GetDataTotal(0)==0) return false; //--- Find bar index on a period which corresponds to the time of current bar beginning index_period=::iBarShift(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),series_time,true); if(index_period==WRONG_VALUE || index_period>buffer_calc0.GetDataTotal()-1) return false; //--- Get the value by this index from indicator buffer value00=buffer_calc0.GetDataBufferValue(0,index_period); value10=buffer_calc1.GetDataBufferValue(0,index_period); if(buffer_calc0.Symbol()==::Symbol() && buffer_calc0.Timeframe()==::Period()) { series_index_start=series_index; num_bars=1; } else { //--- Get the bar time which the bar with index_period index falls into on a period and symbol of calculated buffer time_period=::iTime(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period); if(time_period==0) return false; //--- Get the current chart bar which corresponds to the time series_index_start=::iBarShift(::Symbol(),::Period(),time_period,true); if(series_index_start==WRONG_VALUE) return false; //--- Calculate the number of bars on the current chart which are to be filled in with calculated buffer data num_bars=::PeriodSeconds(buffer_calc0.Timeframe())/::PeriodSeconds(PERIOD_CURRENT); if(num_bars==0) num_bars=1; } //--- Take values for color calculation value01=(series_index_start+num_bars>buffer_data0.GetDataTotal()-1 ? value00 : buffer_data0.GetDataBufferValue(0,series_index_start+num_bars)); value11=(series_index_start+num_bars>buffer_data1.GetDataTotal()-1 ? value10 : buffer_data1.GetDataBufferValue(0,series_index_start+num_bars)); //--- In a loop, by the number of bars in num_bars fill in the drawn buffer with a value from the calculated buffer taken by index_period index //--- and set the drawn buffer color depending on a proportion of value00 and value01 values for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data0.SetBufferValue(0,index,value00); buffer_data1.SetBufferValue(1,index,value10); buffer_data0.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value00>value01 ? 0 : value00<value01 ? 1 : 2) : color_index); buffer_data1.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value10>value11 ? 0 : value10<value11 ? 1 : 2) : color_index); } return true; case IND_MACD : case IND_RVI : case IND_STOCHASTIC : //--- Get objects of drawn and calculated buffers list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_MAIN,EQUAL); buffer_data0=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_SIGNAL,EQUAL); buffer_data1=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_MAIN,EQUAL); buffer_calc0=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_SIGNAL,EQUAL); buffer_calc1=list.At(0); if(buffer_calc0==NULL || buffer_data0==NULL || buffer_calc0.GetDataTotal(0)==0) return false; if(buffer_calc1==NULL || buffer_data1==NULL || buffer_calc1.GetDataTotal(0)==0) return false; //--- Find bar index on a period which corresponds to the time of current bar beginning index_period=::iBarShift(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),series_time,true); if(index_period==WRONG_VALUE || index_period>buffer_calc0.GetDataTotal()-1) return false; //--- Get the value by this index from indicator buffer value00=buffer_calc0.GetDataBufferValue(0,index_period); value10=buffer_calc1.GetDataBufferValue(0,index_period); if(buffer_calc0.Symbol()==::Symbol() && buffer_calc0.Timeframe()==::Period()) { series_index_start=series_index; num_bars=1; } else { //--- Get the bar time which the bar with index_period index falls into on a period and symbol of calculated buffer time_period=::iTime(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period); if(time_period==0) return false; //--- Get the current chart bar which corresponds to the time series_index_start=::iBarShift(::Symbol(),::Period(),time_period,true); if(series_index_start==WRONG_VALUE) return false; //--- Calculate the number of bars on the current chart which are to be filled in with calculated buffer data num_bars=::PeriodSeconds(buffer_calc0.Timeframe())/::PeriodSeconds(PERIOD_CURRENT); if(num_bars==0) num_bars=1; } //--- Take values for color calculation value01=(series_index_start+num_bars>buffer_data0.GetDataTotal()-1 ? value00 : buffer_data0.GetDataBufferValue(0,series_index_start+num_bars)); value11=(series_index_start+num_bars>buffer_data1.GetDataTotal()-1 ? value10 : buffer_data1.GetDataBufferValue(0,series_index_start+num_bars)); //--- In a loop, by the number of bars in num_bars fill in the drawn buffer with a value from the calculated buffer taken by index_period index //--- and set the drawn buffer color depending on a proportion of value00 and value01 values for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data0.SetBufferValue(0,index,value00); buffer_data1.SetBufferValue(1,index,value10); buffer_data0.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value00>value01 ? 0 : value00<value01 ? 1 : 2) : color_index); buffer_data1.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value10>value11 ? 0 : value10<value11 ? 1 : 2) : color_index); } return true; case IND_ALLIGATOR: //--- Get objects of drawn and calculated buffers list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_JAWS,EQUAL); buffer_data0=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_TEETH,EQUAL); buffer_data1=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_LIPS,EQUAL); buffer_data2=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_JAWS,EQUAL); buffer_calc0=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_TEETH,EQUAL); buffer_calc1=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_LIPS,EQUAL); buffer_calc2=list.At(0); if(buffer_calc0==NULL || buffer_data0==NULL || buffer_calc0.GetDataTotal(0)==0) return false; if(buffer_calc1==NULL || buffer_data1==NULL || buffer_calc1.GetDataTotal(0)==0) return false; if(buffer_calc2==NULL || buffer_data2==NULL || buffer_calc2.GetDataTotal(0)==0) return false; //--- Find bar index on a period which corresponds to the time of current bar beginning index_period=::iBarShift(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),series_time,true); if(index_period==WRONG_VALUE || index_period>buffer_calc0.GetDataTotal()-1) return false; //--- Get the value by this index from indicator buffer value00=buffer_calc0.GetDataBufferValue(0,index_period); value10=buffer_calc1.GetDataBufferValue(0,index_period); value20=buffer_calc2.GetDataBufferValue(0,index_period); if(buffer_calc0.Symbol()==::Symbol() && buffer_calc0.Timeframe()==::Period()) { series_index_start=series_index; num_bars=1; } else { //--- Get the bar time which the bar with index_period index falls into on a period and symbol of calculated buffer time_period=::iTime(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period); if(time_period==0) return false; //--- Get the current chart bar which corresponds to the time series_index_start=::iBarShift(::Symbol(),::Period(),time_period,true); if(series_index_start==WRONG_VALUE) return false; //--- Calculate the number of bars on the current chart which are to be filled in with calculated buffer data num_bars=::PeriodSeconds(buffer_calc0.Timeframe())/::PeriodSeconds(PERIOD_CURRENT); if(num_bars==0) num_bars=1; } //--- Take values for color calculation value01=(series_index_start+num_bars>buffer_data0.GetDataTotal()-1 ? value00 : buffer_data0.GetDataBufferValue(0,series_index_start+num_bars)); value11=(series_index_start+num_bars>buffer_data1.GetDataTotal()-1 ? value10 : buffer_data1.GetDataBufferValue(0,series_index_start+num_bars)); value21=(series_index_start+num_bars>buffer_data2.GetDataTotal()-1 ? value20 : buffer_data2.GetDataBufferValue(0,series_index_start+num_bars)); //--- In a loop, by the number of bars in num_bars fill in the drawn buffer with a value from the calculated buffer taken by index_period index //--- and set the drawn buffer color depending on a proportion of value00 and value01 values for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data0.SetBufferValue(0,index,value00); buffer_data1.SetBufferValue(0,index,value10); buffer_data2.SetBufferValue(0,index,value20); buffer_data0.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value00>value01 ? 0 : value00<value01 ? 1 : 2) : color_index); buffer_data1.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value10>value11 ? 0 : value10<value11 ? 1 : 2) : color_index); buffer_data2.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value20>value21 ? 0 : value20<value21 ? 1 : 2) : color_index); } return true; case IND_GATOR : //--- Get objects of drawn and calculated buffers list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_UPPER,EQUAL); buffer_data0=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_LOWER,EQUAL); buffer_data1=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_UPPER,EQUAL); buffer_calc0=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,INDICATOR_LINE_MODE_LOWER,EQUAL); buffer_calc1=list.At(0); if(buffer_calc0==NULL || buffer_data0==NULL || buffer_calc0.GetDataTotal(0)==0) return false; if(buffer_calc1==NULL || buffer_data1==NULL || buffer_calc1.GetDataTotal(0)==0) return false; //--- Find bar index on a period which corresponds to the time of current bar beginning index_period=::iBarShift(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),series_time,true); if(index_period==WRONG_VALUE || index_period>buffer_calc0.GetDataTotal()-1) return false; //--- Get the value by this index from indicator buffer value00=buffer_calc0.GetDataBufferValue(0,index_period); value10=buffer_calc1.GetDataBufferValue(0,index_period); if(buffer_calc0.Symbol()==::Symbol() && buffer_calc0.Timeframe()==::Period()) { series_index_start=series_index; num_bars=1; } else { //--- Get the bar time which the bar with index_period index falls into on a period and symbol of calculated buffer time_period=::iTime(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period); if(time_period==0) return false; //--- Get the current chart bar which corresponds to the time series_index_start=::iBarShift(::Symbol(),::Period(),time_period,true); if(series_index_start==WRONG_VALUE) return false; //--- Calculate the number of bars on the current chart which are to be filled in with calculated buffer data num_bars=::PeriodSeconds(buffer_calc0.Timeframe())/::PeriodSeconds(PERIOD_CURRENT); if(num_bars==0) num_bars=1; } //--- Take values for color calculation value01=(series_index_start+num_bars>buffer_data0.GetDataTotal()-1 ? value00 : buffer_data0.GetDataBufferValue(0,series_index_start+num_bars)); value11=(series_index_start+num_bars>buffer_data1.GetDataTotal()-1 ? value10 : buffer_data1.GetDataBufferValue(0,series_index_start+num_bars)); //--- In a loop, by the number of bars in num_bars fill in the drawn buffer with a value from the calculated buffer taken by index_period index //--- and set the drawn buffer color depending on a proportion of value00 and value01 values for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data0.SetBufferValue(0,index,value00); buffer_data1.SetBufferValue(1,index,value10); buffer_data0.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value00>value01 ? 0 : value00<value01 ? 1 : 2) : color_index); buffer_data1.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value10<value11 ? 0 : value10>value11 ? 1 : 2) : color_index); } return true; case IND_ICHIMOKU : break; default: break; } return false; } //+------------------------------------------------------------------+
在方法清单中,相同的代码模块会用颜色高亮显示。 显然,我们可将所有这些类似的处理归入一个方法当中,这会减少方法的代码。
在类的公开部分中,声明为当前品种图标上指定标准指标设置参数时准备所需数据的私密方法(把上述来自前一篇文章里研究过的方法中的所有类似处理均移至该方法当中):
//--- Clear buffer data of (1) the specified standard indicator, (2) all the created standard indicators by the timeseries index void ClearDataBufferStdInd(const ENUM_INDICATOR std_ind,const int id,const int series_index); void ClearDataAllBuffersStdInd(int series_index); //--- Set values for the current chart to buffers of the specified standard indicator by the timeseries index in accordance with buffer object symbol/period bool SetDataBufferStdInd(const ENUM_INDICATOR std_ind,const int id,const int series_index,const datetime series_time,const char color_index=WRONG_VALUE); private: //--- Prepare data of the specified standard indicator for setting values on the current symbol chart int PreparingSetDataStdInd(CBuffer *buffer_data0,CBuffer *buffer_data1,CBuffer *buffer_data2, CBuffer *buffer_calc0,CBuffer *buffer_calc1,CBuffer *buffer_calc2, const ENUM_INDICATOR ind_type, const int series_index, const datetime series_time, int &index_period, int &num_bars, double &value00, double &value01, double &value10, double &value11, double &value20, double &value21); public: //--- Return the buffer (1) by the graphical series name, (2) timeframe, //--- (3) Plot index, (4) object index in the collection list, (5) the last created, //--- buffer list (6) by ID, (7) standard indicator type, (8) type and ID
向该方法传递指向缓冲区对象和时间序列数据的指针,以及通过链接传递的变量,这些变量必须从该方法返回数值,如此我们即使减少了方法,也能对其进行进一步处理。
在类主体之外实现方法:
//+------------------------------------------------------------------+ //| Prepare data of the specified standard indicator | //| for setting values on the current symbol chart | //+------------------------------------------------------------------+ int CBuffersCollection::PreparingSetDataStdInd(CBuffer *buffer_data0,CBuffer *buffer_data1,CBuffer *buffer_data2, CBuffer *buffer_calc0,CBuffer *buffer_calc1,CBuffer *buffer_calc2, const ENUM_INDICATOR ind_type, const int series_index, const datetime series_time, int &index_period, int &num_bars, double &value00, double &value01, double &value10, double &value11, double &value20, double &value21) { //--- Find bar index on a period which corresponds to the time of current bar beginning index_period=::iBarShift(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),series_time,true); if(index_period==WRONG_VALUE || index_period>buffer_calc0.GetDataTotal()-1) return WRONG_VALUE; //--- Get the value by this index from indicator buffer if(buffer_calc0!=NULL) value00=buffer_calc0.GetDataBufferValue(0,index_period); if(buffer_calc1!=NULL) value10=buffer_calc1.GetDataBufferValue(0,index_period); if(buffer_calc2!=NULL) value20=buffer_calc2.GetDataBufferValue(0,index_period); int series_index_start=series_index; //--- For the current chart we don’t need to calculate a number of bars processed - only one bar is available if(buffer_calc0.Symbol()==::Symbol() && buffer_calc0.Timeframe()==::Period()) { series_index_start=series_index; num_bars=1; } else { //--- Get the bar time which the bar with index_period index falls into on a period and symbol of calculated buffer datetime time_period=::iTime(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period); if(time_period==0) return false; //--- Get the current chart bar which corresponds to the time series_index_start=::iBarShift(::Symbol(),::Period(),time_period,true); if(series_index_start==WRONG_VALUE) return WRONG_VALUE; //--- Calculate the number of bars on the current chart which are to be filled in with calculated buffer data num_bars=::PeriodSeconds(buffer_calc0.Timeframe())/::PeriodSeconds(PERIOD_CURRENT); if(num_bars==0) num_bars=1; } //--- Take values for color calculation if(buffer_calc0!=NULL) value01=(series_index_start+num_bars>buffer_data0.GetDataTotal()-1 ? value00 : buffer_data0.GetDataBufferValue(0,series_index_start+num_bars)); if(buffer_calc1!=NULL) value11=(series_index_start+num_bars>buffer_data1.GetDataTotal()-1 ? value10 : buffer_data1.GetDataBufferValue(0,series_index_start+num_bars)); if(buffer_calc2!=NULL) value21=(series_index_start+num_bars>buffer_data2.GetDataTotal()-1 ? value20 : buffer_data2.GetDataBufferValue(0,series_index_start+num_bars)); return series_index_start; } //+------------------------------------------------------------------+
这很明显 - 我们将重复的代码模块从一个方法移到了另一个方法当中,即新方法。 由于在精简的方法里,必须用到在私密方法中声明的计算多个数据的方法,因此简单地通过链接将变量传递给新方法,且在调用方法中可以修改这些变量的数值。 除了通过链接为变量设置数值之外,该方法还返回柱线索引,在调用方法里通过循环为当前图表上的缓冲区填充必要数据。 如果数据处理失败,则该方法返回 -1 值。
现在,我们来看看如何减少方法,依据缓冲对象品种/周期,通过时间序列索引为当前图表上的指定标准指标缓冲区设置数值:
//+------------------------------------------------------------------+ //| Sets values for the current chart to buffers of the specified | //| standard indicator by the timeseries index in accordance | //| with buffer object symbol/period | //+------------------------------------------------------------------+ bool CBuffersCollection::SetDataBufferStdInd(const ENUM_INDICATOR ind_type,const int id,const int series_index,const datetime series_time,const char color_index=WRONG_VALUE) { //--- Get the list of buffer objects by type and ID CArrayObj *list=this.GetListBufferByTypeID(ind_type,id); if(list==NULL || list.Total()==0) { ::Print(DFUN,CMessage::Text(MSG_LIB_TEXT_BUFFER_TEXT_NO_BUFFER_OBJ)); return false; } //--- Get the list of drawn buffers with ID CArrayObj *list_data=CSelect::ByBufferProperty(list,BUFFER_PROP_TYPE,BUFFER_TYPE_DATA,EQUAL); list_data=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_TYPE,ind_type,EQUAL); //--- Get the list of calculated buffers with ID CArrayObj *list_calc=CSelect::ByBufferProperty(list,BUFFER_PROP_TYPE,BUFFER_TYPE_CALCULATE,EQUAL); list_calc=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_TYPE,ind_type,EQUAL); //--- Leave if any of the lists is empty if(list_data.Total()==0 || list_calc.Total()==0) return false; //--- Declare necessary objects and variables CBuffer *buffer_data0=NULL; CBuffer *buffer_data1=NULL; CBuffer *buffer_data2=NULL; CBuffer *buffer_calc0=NULL; CBuffer *buffer_calc1=NULL; CBuffer *buffer_calc2=NULL; double value00=EMPTY_VALUE, value01=EMPTY_VALUE; double value10=EMPTY_VALUE, value11=EMPTY_VALUE; double value20=EMPTY_VALUE, value21=EMPTY_VALUE; long vol0=0,vol1=0; int series_index_start=series_index,index_period=0, index=0,num_bars=1; uchar clr=0; //--- Depending on standard indicator type switch((int)ind_type) { //--- Single-buffer standard indicators case IND_AC : case IND_AD : case IND_AMA : case IND_AO : case IND_ATR : case IND_BEARS : case IND_BULLS : case IND_BWMFI : case IND_CCI : case IND_CHAIKIN : case IND_DEMA : case IND_DEMARKER : case IND_FORCE : case IND_FRAMA : case IND_MA : case IND_MFI : case IND_MOMENTUM : case IND_OBV : case IND_OSMA : case IND_RSI : case IND_SAR : case IND_STDDEV : case IND_TEMA : case IND_TRIX : case IND_VIDYA : case IND_VOLUMES : case IND_WPR : list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,0,EQUAL); buffer_data0=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,0,EQUAL); buffer_calc0=list.At(0); if(buffer_calc0==NULL || buffer_data0==NULL || buffer_calc0.GetDataTotal(0)==0) return false; series_index_start=PreparingSetDataStdInd(buffer_data0,buffer_data1,buffer_data2,buffer_calc0,buffer_calc1,buffer_calc2, ind_type,series_index,series_time,index_period,num_bars,value00,value01,value10,value11,value20,value21); if(series_index_start==WRONG_VALUE) return false; //--- In a loop, by the number of bars in num_bars fill in the drawn buffer with a value from the calculated buffer taken by index_period index //--- and set the drawn buffer color depending on a proportion of value00 and value01 values for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data0.SetBufferValue(0,index,value00); if(ind_type!=IND_BWMFI) clr=(color_index==WRONG_VALUE ? uchar(value00>value01 ? 0 : value00<value01 ? 1 : 2) : color_index); else { vol0=::iVolume(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period); vol1=::iVolume(buffer_calc0.Symbol(),buffer_calc0.Timeframe(),index_period+1); clr= ( value00>value01 && vol0>vol1 ? 0 : value00<value01 && vol0<vol1 ? 1 : value00>value01 && vol0<vol1 ? 2 : value00<value01 && vol0>vol1 ? 3 : 4 ); } buffer_data0.SetBufferColorIndex(index,clr); } return true; //--- Multi-buffer standard indicators case IND_ENVELOPES : case IND_FRACTALS : list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,0,EQUAL); buffer_data0=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,1,EQUAL); buffer_data1=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,0,EQUAL); buffer_calc0=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,1,EQUAL); buffer_calc1=list.At(0); if(buffer_calc0==NULL || buffer_data0==NULL || buffer_calc0.GetDataTotal(0)==0) return false; if(buffer_calc1==NULL || buffer_data1==NULL || buffer_calc1.GetDataTotal(0)==0) return false; series_index_start=PreparingSetDataStdInd(buffer_data0,buffer_data1,buffer_data2,buffer_calc0,buffer_calc1,buffer_calc2, ind_type,series_index,series_time,index_period,num_bars,value00,value01,value10,value11,value20,value21); if(series_index_start==WRONG_VALUE) return false; //--- In a loop, by the number of bars in num_bars fill in the drawn buffer with a value from the calculated buffer taken by index_period index //--- and set the drawn buffer color depending on a proportion of value00 and value01 values for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data0.SetBufferValue(0,index,value00); buffer_data1.SetBufferValue(1,index,value10); buffer_data0.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value00>value01 ? 0 : value00<value01 ? 1 : 2) : color_index); buffer_data1.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value10>value11 ? 0 : value10<value11 ? 1 : 2) : color_index); } return true; case IND_ADX : case IND_ADXW : case IND_BANDS : case IND_MACD : case IND_RVI : case IND_STOCHASTIC : case IND_ALLIGATOR : list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,0,EQUAL); buffer_data0=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,1,EQUAL); buffer_data1=list.At(0); list=CSelect::ByBufferProperty(list_data,BUFFER_PROP_IND_LINE_MODE,2,EQUAL); buffer_data2=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,0,EQUAL); buffer_calc0=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,1,EQUAL); buffer_calc1=list.At(0); list=CSelect::ByBufferProperty(list_calc,BUFFER_PROP_IND_LINE_MODE,2,EQUAL); buffer_calc2=list.At(0); if(buffer_calc0==NULL || buffer_data0==NULL || buffer_calc0.GetDataTotal(0)==0) return false; if(buffer_calc1==NULL || buffer_data1==NULL || buffer_calc1.GetDataTotal(0)==0) return false; if(buffer_calc2==NULL || buffer_data2==NULL || buffer_calc2.GetDataTotal(0)==0) return false; series_index_start=PreparingSetDataStdInd(buffer_data0,buffer_data1,buffer_data2,buffer_calc0,buffer_calc1,buffer_calc2, ind_type,series_index,series_time,index_period,num_bars,value00,value01,value10,value11,value20,value21); if(series_index_start==WRONG_VALUE) return false; //--- In a loop, by the number of bars in num_bars fill in the drawn buffer with a value from the calculated buffer taken by index_period index //--- and set the drawn buffer color depending on a proportion of value00 and value01 values for(int i=0;i<num_bars;i++) { index=series_index_start-i; buffer_data0.SetBufferValue(0,index,value00); buffer_data1.SetBufferValue(1,index,value10); buffer_data2.SetBufferValue(2,index,value20); buffer_data0.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value00>value01 ? 0 : value00<value01 ? 1 : 2) : color_index); buffer_data1.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value10>value11 ? 0 : value10<value11 ? 1 : 2) : color_index); buffer_data2.SetBufferColorIndex(index,color_index==WRONG_VALUE ? uchar(value20>value21 ? 0 : value20<value21 ? 1 : 2) : color_index); } return true; case IND_GATOR : case IND_ICHIMOKU : break; default: break; } return false; } //+------------------------------------------------------------------+
所有从一个模块到另一个模块的重复计算,现在已替换为方法调用,并检查从其返回的结果。 还有,因上述特定原因,在此我们不处理鳄鱼振荡器和 Ichimoku Kinko Hyo。
测试
为了执行测试,我们借助上一篇文章的测试指标,并将其以新名称 TestDoEasyPart50.mq5 保存到新的 \MQL5\Indicators\TestDoEasy\Part50\ 文件夹之下。
针对指标的外部参数,加上指标曲线位移:
//--- input variables sinput string InpUsedSymbols = "GBPUSD"; // Used symbol (one only) sinput ENUM_TIMEFRAMES InpPeriod = PERIOD_M30; // Used chart period sinput ENUM_INDICATOR InpIndType = IND_AC; // Type standard indicator sinput int InpShift = 0; // Indicator line shift //--- sinput bool InpUseSounds = true; // Use sounds //--- indicator buffers
我们需要检查指标曲线位移的如何操作。 标准指标拥有显示曲线位移的功能,所有显示的数据均在图表主窗口之中(在子窗口中显示的鳄鱼振荡器除外,因我们尚未实现)。 因此,在 OnInit() 应答程序中,添加一个代码模块,用来创建在主窗口中操作的标准指标对象:
//--- indicator buffers mapping //--- Create all the necessary buffer objects for constructing the selected standard indicator bool success=false; switch(InpIndType) { //--- Single-buffer standard indicators in the main window case IND_AMA : success=engine.BufferCreateAMA(InpUsedSymbols,InpPeriod,9,2,30,InpShift,PRICE_CLOSE,1); break; case IND_DEMA : success=engine.BufferCreateDEMA(InpUsedSymbols,InpPeriod,14,InpShift,PRICE_CLOSE,1); break; case IND_FRAMA : success=engine.BufferCreateFrAMA(InpUsedSymbols,InpPeriod,14,InpShift,PRICE_CLOSE,1); break; case IND_MA : success=engine.BufferCreateMA(InpUsedSymbols,InpPeriod,10,InpShift,MODE_SMA,PRICE_CLOSE,1); break; case IND_SAR : success=engine.BufferCreateSAR(InpUsedSymbols,InpPeriod,0.02,0.2,1); break; case IND_TEMA : success=engine.BufferCreateTEMA(InpUsedSymbols,InpPeriod,14,InpShift,PRICE_CLOSE,1); break; case IND_VIDYA : success=engine.BufferCreateVIDYA(InpUsedSymbols,InpPeriod,9,12,InpShift,PRICE_CLOSE,1); break; //--- Multi-buffer standard indicators in the main window case IND_ALLIGATOR : success=engine.BufferCreateAlligator(InpUsedSymbols,InpPeriod,13,8,8,5,5,3,MODE_SMMA,PRICE_MEDIAN,1); break; case IND_BANDS : success=engine.BufferCreateBands(InpUsedSymbols,InpPeriod,20,InpShift,2.0,PRICE_CLOSE,1); break; case IND_ENVELOPES : success=engine.BufferCreateEnvelopes(InpUsedSymbols,InpPeriod,14,InpShift,MODE_SMA,PRICE_CLOSE,0.1,1); break; case IND_FRACTALS : success=engine.BufferCreateFractals(InpUsedSymbols,InpPeriod,1); break; default: break; } if(!success) { Print(TextByLanguage("Error. Indicator not created")); return INIT_FAILED; }
将设置曲线位移的外部参数传递给标准指标对象的创建方法。 对于鳄嘴指标,它三条曲线中的每一条都指定了位移,且其值已被其作者包含在指标理念的逻辑中。
在先前的测试指标中,我们有一个代码模块,用于在子窗口中分配和设置指标级别,并在终端数据窗口中显示指标数据的容量:
//--- Set the levels where they are required and determine data capacity int digits=(int)SymbolInfoInteger(InpUsedSymbols,SYMBOL_DIGITS); switch(InpIndType) { case IND_AD : case IND_CHAIKIN : case IND_OBV : case IND_VOLUMES : digits=0; break; case IND_AO : case IND_BEARS : case IND_BULLS : case IND_FORCE : case IND_STDDEV : case IND_AMA : case IND_DEMA : case IND_FRAMA : case IND_MA : case IND_TEMA : case IND_VIDYA : case IND_BANDS : case IND_ENVELOPES : case IND_MACD : digits+=1; break; case IND_AC : case IND_OSMA : digits+=2; break; case IND_MOMENTUM : digits=2; break; case IND_CCI : IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,100); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,-100); digits=2; break; case IND_DEMARKER : IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,0.7); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,0.3); digits=3; break; case IND_MFI : IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,80); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,20); break; case IND_RSI : IndicatorSetInteger(INDICATOR_LEVELS,3); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,70); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,50); IndicatorSetDouble(INDICATOR_LEVELVALUE,2,30); digits=2; break; case IND_STOCHASTIC : IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,80); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,20); digits=2; break; case IND_WPR : IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,-80); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,-20); digits=2; break; case IND_ATR : break; case IND_SAR : break; case IND_TRIX : break; default: IndicatorSetInteger(INDICATOR_LEVELS,0); break; } //--- Set a short name for the indicator and data capacity string label=engine.BufferGetIndicatorShortNameByTypeID(InpIndType,1); IndicatorSetString(INDICATOR_SHORTNAME,label); IndicatorSetInteger(INDICATOR_DIGITS,digits);
在最终指标里中剔除此代码模块。 为此,在函数库 \MQL5\Include\DoEasy\Services\DELib.mqh 的服务函数文件中编写一个新函数,替换被删除的代码模块:
//+------------------------------------------------------------------+ //| Set capacity and levels to standard indicator | //+------------------------------------------------------------------+ void SetIndicatorLevels(const string symbol,const ENUM_INDICATOR ind_type) { int digits=(int)SymbolInfoInteger(symbol,SYMBOL_DIGITS); switch(ind_type) { case IND_AD : case IND_CHAIKIN : case IND_OBV : case IND_VOLUMES : digits=0; break; case IND_AO : case IND_BEARS : case IND_BULLS : case IND_FORCE : case IND_STDDEV : case IND_AMA : case IND_DEMA : case IND_FRAMA : case IND_MA : case IND_TEMA : case IND_VIDYA : case IND_BANDS : case IND_ENVELOPES : case IND_MACD : digits+=1; break; case IND_AC : case IND_OSMA : digits+=2; break; case IND_MOMENTUM : digits=2; break; case IND_CCI : IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,100); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,-100); digits=2; break; case IND_DEMARKER : IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,0.7); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,0.3); digits=3; break; case IND_MFI : IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,80); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,20); break; case IND_RSI : IndicatorSetInteger(INDICATOR_LEVELS,3); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,70); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,50); IndicatorSetDouble(INDICATOR_LEVELVALUE,2,30); digits=2; break; case IND_STOCHASTIC : IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,80); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,20); digits=2; break; case IND_WPR : IndicatorSetInteger(INDICATOR_LEVELS,2); IndicatorSetDouble(INDICATOR_LEVELVALUE,0,-80); IndicatorSetDouble(INDICATOR_LEVELVALUE,1,-20); digits=2; break; case IND_ATR : break; case IND_SAR : break; case IND_TRIX : break; default: IndicatorSetInteger(INDICATOR_LEVELS,0); break; } IndicatorSetInteger(INDICATOR_DIGITS,digits); } //+------------------------------------------------------------------+
现在,在指标的 OnInit() 应答程序的最后,只需调用此函数就足够了,这令代码更简单,且直观上更加全面:
//--- Set a short name for the indicator, data capacity and levels string label=engine.BufferGetIndicatorShortNameByTypeID(InpIndType,1); IndicatorSetString(INDICATOR_SHORTNAME,label); SetIndicatorLevels(InpUsedSymbols,InpIndType); //--- Succeeded return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+
保留 OnCalculate() 应答程序不变。 可从下边附带的文件中找到测试指标的完整代码。
编译指标,在 EURUSD H1 图表上启动它,并在设定中预先设置 EURUSD H4。 为指表曲线设置位移 4 根柱线,然后选择“布林带”指标。 然后在设置中选择鳄嘴(Alligator)指标:
如我们所见,布林带按指定的 4 根柱线位移正确显示,而鳄嘴没有针对 4 根柱线位移做出反应 - 当在 OnInit() 代码中创建时它时,会立即设置默认值,其值与标准指标中的数值相等:
//--- Multi-buffer standard indicators in the main window case IND_ALLIGATOR : success=engine.BufferCreateAlligator(InpUsedSymbols,InpPeriod,13,8,8,5,5,3,MODE_SMMA,PRICE_MEDIAN,1); break;
鳄嘴还可以正确显示带有标准曲线位移的曲线。
下一步是什么?
在下一篇文章里,我们将继续开发多品种、多周期模式下操控标准指标的函数库方法。
以下是该函数库当前版本的所有文件,以及测试指标文件,供您测试和下载。
请在文章的评论中留下您的评论、问题和建议。
请记住,此处我已经为 MetaTrader 5 开发了 MQL5 测试指标。
附件仅适用于 MetaTrader 5。 当前函数库版本尚未在 MetaTrader 4 里进行测试。
在开发和测试指标缓冲区的功能之后,我将尝试在 MetaTrader 4 中实现一些 MQL5 特性。
该系列中的先前文章:
DoEasy 函数库中的时间序列(第三十五部分):柱线对象和品种时间序列列表DoEasy 函数库中的时间序列(第三十六部分):所有用到的品种周期的时间序列对象
DoEasy 函数库中的时间序列(第三十七部分):时间序列集合 - 按品种和周期的时间序列数据库
DoEasy 函数库中的时间序列(第三十八部分):时间序列集合 - 实时更新以及从程序访问数据
DoEasy 函数库中的时间序列(第三十九部分):基于函数库的指标 - 准备数据和时间序列事件
DoEasy 函数库中的时间序列(第四十部分):基于函数库的指标 - 实时刷新数据
DoEasy 函数库中的时间序列(第四十一部分):多品种多周期指标样品
DoEasy 函数库中的时间序列(第四十二部分):抽象指标缓冲区对象类
DoEasy 函数库中的时间序列(第四十三部分):指标缓冲区对象类
DoEasy 函数库中的时间序列(第四十四部分):指标缓冲区对象集合类
DoEasy 函数库中的时间序列(第四十五部分):多周期指标缓冲区
DoEasy 函数库中的时间序列(第四十六部分):多周期、多品种指标缓冲区
DoEasy 函数库中的时间序列(第四十七部分):多周期、多品种标准指标
DoEasy 函数库中的时间序列(第四十八部分):在单一子窗口里基于一个缓冲区的多周期、多品种指标
DoEasy 函数库中的时间序列(第四十九部分):多周期、多品种、多缓冲区标准指标
本文由MetaQuotes Ltd译自俄文
原文地址: https://www.mql5.com/ru/articles/8331