Discussion of article "Timeseries in DoEasy library (part 35): Bar object and symbol timeseries list"
It's kind of unkosher to have a new CSeries class when there's one of the same name in SB.
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It's kind of unkosher to have a new CSeries class when there's one of the same name in SB.
I agree. Thanks, I'll fix it.
A very important parameter of each bar is the time of the High price and the time of the Low price, or at least a flag indicating which of the two High or Low prices occurred first in time. This information can be obtained by analysing bars from a lower timeframe or directly from M1. Please add this functionality.
A very important parameter of each bar is the time of the High price and the time of the Low price, or at least a flag indicating which of the two High or Low prices occurred first in time. This information can be obtained by analysing bars from a lower timeframe or directly from M1. Please add this functionality.
Such functionality can be done by yourself - there is all data on the lower timeframes, and there is all data on their bars. This is not the last article, and in the next ones there is a complete list of all timeframes of any symbol - so you should not overload the already existing one with unnecessary functionality. Especially since it will cause an increase in timeseries update time. Therefore, it is better to get data from already available ones on request than to do such analysis where it is not required.
Hi Artyom -- using DoEasy instead of the Standard Library, what is the best approach to create a class for detecting different candle patterns, similar to what is CCandlePattern as in https://www.mql5.com/en/code/316?
I am asking to avoid doing something that be completely contrary to the future direction you're taking with this library... I was thinking to either (1) modify or extend classes CBar & CSeries to do what I need; or (2) or use the DoEasy events to detect new bars on the symbols/periods I am interested in, from there implement my code to check for my candle patterns and use DoEasy again to place orders or open positions. Maybe option #2 is cleaner and less risky relative to your future developments, but let me know if you have another suggestion please.
acandlepatterns.mqh
class CCandlePattern : public CExpertSignal
{
protected:
// ...
//--- methods, used for check of the candlestick pattern formation
double AvgBody(int ind);
double MA(int ind) const { return(m_MA.Main(ind)); }
double Open(int ind) const { return(m_open.GetData(ind)); }
double High(int ind) const { return(m_high.GetData(ind)); }
double Low(int ind) const { return(m_low.GetData(ind)); }
double Close(int ind) const { return(m_close.GetData(ind)); }
double CloseAvg(int ind) const { return(MA(ind)); }
double MidPoint(int ind) const { return(0.5*(High(ind)+Low(ind))); }
double MidOpenClose(int ind) const { return(0.5*(Open(ind)+Close(ind))); }
//--- methods for checking of candlestick patterns
bool CheckPatternThreeBlackCrows();
bool CheckPatternThreeWhiteSoldiers();
bool CheckPatternDarkCloudCover();
bool CheckPatternPiercingLine();
bool CheckPatternMorningDoji();
bool CheckPatternEveningDoji();
bool CheckPatternBearishEngulfing();
bool CheckPatternBullishEngulfing();
bool CheckPatternEveningStar();
bool CheckPatternMorningStar();
bool CheckPatternHammer();
bool CheckPatternHangingMan();
- www.mql5.com
Hi Artyom -- using DoEasy instead of the Standard Library, what is the best approach to create a class for detecting different candle patterns, similar to what is CCandlePattern as in https://www.mql5.com/en/code/316 ?
I am asking to avoid doing something that be completely contrary to the future direction you're taking with this library... I was thinking to either (1) modify or extend classes CBar & CSeries to do what I need; or (2) or use the DoEasy events to detect new bars on the symbols/periods I am interested in, from there implement my code to check for my candle patterns and use DoEasy again to place orders or open positions. Maybe option #2 is cleaner and less risky relative to your future developments, but let me know if you have another suggestion please.
acandlepatterns.mqh
class CCandlePattern : public CExpertSignal
{
protected :
// ...
//--- methods, used for check of the candlestick pattern formation
double AvgBody( int ind);
double MA( int ind) const { return (m_MA.Main(ind)); }
double Open( int ind) const { return (m_open.GetData(ind)); }
double High( int ind) const { return (m_high.GetData(ind)); }
double Low( int ind) const { return (m_low.GetData(ind)); }
double Close( int ind) const { return (m_close.GetData(ind)); }
double CloseAvg( int ind) const { return ( MA(ind) ); }
double MidPoint( int ind) const { return ( 0.5 *(High(ind)+Low(ind)) ); }
double MidOpenClose( int ind) const { return ( 0.5 *(Open(ind)+Close(ind)) ); }
//--- methods for checking of candlestick patterns
bool CheckPatternThreeBlackCrows();
bool CheckPatternThreeWhiteSoldiers();
bool CheckPatternDarkCloudCover();
bool CheckPatternPiercingLine();
bool CheckPatternMorningDoji();
bool CheckPatternEveningDoji();
bool CheckPatternBearishEngulfing();
bool CheckPatternBullishEngulfing();
bool CheckPatternEveningStar();
bool CheckPatternMorningStar();
bool CheckPatternHammer();
bool CheckPatternHangingMan();
The library will contain a class for searching for PriceAction candlestick patterns and various Japanese candlestick formations.
I find it most prudent to add a new property to the CBar object class. Accordingly, the collection of timeseries will be able to search for the desired candles and patterns.
So it will be in the library.
For now, you can search for the patterns and candles you need in the lists of the collection of timeseries - there are all the bars, and you can use them to determine the pattern.
The library will contain a class for searching for PriceAction candlestick patterns and various Japanese candlestick formations.
I find it most prudent to add a new property to the CBar object class. Accordingly, the collection of timeseries will be able to search for the desired candles and patterns.
So it will be in the library.
For now, you can search for the patterns and candles you need in the lists of the collection of timeseries - there are all the bars, and you can use them to determine the pattern.
That sounds great! Any idea when you will start implementing all this good stuff? Are you interested in any code contributions?
That sounds great! Any idea when you will start implementing all this good stuff? Are you interested in any code contributions?
As the time comes :)
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New article Timeseries in DoEasy library (part 35): Bar object and symbol timeseries list has been published:
This article starts a new series about the creation of the DoEasy library for easy and fast program development. In the current article, we will implement the library functionality for accessing and working with symbol timeseries data. We are going to create the Bar object storing the main and extended timeseries bar data, and place bar objects to the timeseries list for convenient search and sorting of the objects.
This article starts the new section in the description of the library for convenient development of programs for MetaTrader 5 and 4 terminals. The first series (34 articles) was devoted to the concept of library objects and their interconnections. The concept was used to develop the functionality for working with an account — its current status and history.
Currently, the library features the following functionality:
We can also tell the library what events it should respond to and send notifications about the monitored events.
Besides, we have implemented the ability to work with the terminal trading functions. We have also developed new types of trading requests — pending trading requests that allow us to create the program behavior logic in various trading conditions, as well as provide the full set of features for creating new types of pending orders.
All this and much more was created and described in the previous series of the library development descriptions.
The second series of the library description considers many aspects of working with price data, symbol charts, market depths, indicators, etc. In general, the new series of articles is to be devoted to the development of the library functionality for quick access, search, comparison and sorting of any price data arrays, as well as their storage objects and sources.Author: Artyom Trishkin