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Refs EA31337/EA31337-indicators-other#8. Added IndicatorLegacy.h file to allow using MQL5 versions of iNAME() indicators like iMA(), iRSI() in MQL4. Used to run MQL5 indicators in MQL4.
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‎IndicatorLegacy.h

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/**
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* @file
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* Wrappers to be used by MQL4 code to allow calling MQL5's indicator functions like iMA() in MQL4.
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*/
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#ifndef __MQL__
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#pragma once
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#endif
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#ifdef __MQL4__
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#include <EA31337-classes/IndicatorBase.h>
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#include <EA31337-classes/Std.h>
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#include <EA31337-classes/Storage/ObjectsCache.h>
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#include <EA31337-classes/Util.h>
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/**
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* Replacement for future OnCalculate(). Currently not used, but could be handy in the future.
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*/
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int OnCalculate(const int rates_total, const int prev_calculated, const datetime& time[], const double& open[],
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const double& high[], const double& low[], const double& close[], const long& tick_volume[],
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const long& volume[], const int& spread[]) {
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int _num_calculated =
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OnCalculateMT5(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, spread);
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return _num_calculated;
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}
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#define OnCalculate OnCalculateMT5
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/**
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* Wrapper class to be used by MQL4 code to allow calling MQL5's indicator functions like iMA() in MQL4.
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*/
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class IndicatorLegacy : public Dynamic {
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// Handle to be used by BarsCalculated(), CopyBuffer() and so on.
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int handle;
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// Name of the indicator.
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string name;
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public:
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/**
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* Constructor.
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*/
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IndicatorLegacy(string _name) : name(_name) { handle = indis.Size(); }
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/**
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* Returns indicator's handle.
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*/
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int GetHandle() { return handle; }
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/**
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* Returns name of the indicator.
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*/
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string GetName() { return name; }
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/**
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* Returns value for a given shift.
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*/
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virtual double GetValue(int _shift) = 0;
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/**
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* Returns number of bars calculated for this indicator.
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*/
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int GetBarsCalculated() {
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// @todo We probably need to replace it with some more specific check per indicator.
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return Bars;
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}
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// Dictionary of registered indicators (key -> indicator).
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static DictStruct<string, Ref<IndicatorLegacy>> indis;
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// Dictionary of registered indicators (handle -> indicator).
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static DictStruct<int, Ref<IndicatorLegacy>> indis_handles;
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/**
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* Returns number of bars calculated for a given indicator's handle.
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*/
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static int GetBarsCalculated(int _handle) {
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if (_handle < 0 || _handle >= (int)indis.Size()) {
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Print("Error: Given handle index is out of bounds! Given handle index ", _handle, " and there is ", indis.Size(),
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" handles available.");
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DebugBreak();
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return 0;
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}
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IndicatorLegacy* _indi = indis_handles[_handle].Ptr();
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return PTR_ATTRIB(_indi, GetBarsCalculated());
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}
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};
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DictStruct<string, Ref<IndicatorLegacy>> IndicatorLegacy::indis;
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DictStruct<int, Ref<IndicatorLegacy>> IndicatorLegacy::indis_handles;
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/**
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* MQL4 wrapper of MQL5's BarsCalculated().
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*/
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int BarsCalculated(int _handle) { return IndicatorLegacy::GetBarsCalculated(_handle); }
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/**
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* MQL4 wrapper of MQL5's CopyBuffer().
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*/
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int CopyBuffer(int _handle, int _mode, int _start, int _count, double& _buffer[]) {
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IndicatorLegacy* _indi = IndicatorLegacy::indis_handles[_handle].Ptr();
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if (_mode != 0) {
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Print("Only mode 0 is supported for ", PTR_ATTRIB(_indi, GetName()),
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" legacy indicator as MQL4 supports only a single mode.");
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DebugBreak();
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return 0;
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}
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int _num_copied = 0;
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int _buffer_size = ArraySize(_buffer);
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if (_buffer_size < _count) {
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_buffer_size = ArrayResize(_buffer, _count);
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}
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for (int i = 0; i < _count; ++i) {
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double _value = PTR_ATTRIB(_indi, GetValue(_start + i));
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if (_value == WRONG_VALUE) {
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break;
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}
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_buffer[_buffer_size - i - 1] = _value;
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++_num_copied;
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}
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return _num_copied;
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}
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/**
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* Defines wrapper class and global iNAME() indicator function (e.g., iMA(), iATR()).
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*/
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// Print(#FN_NAME " key = ", _key); \
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#define DEFINE_LEGACY_INDICATOR(FN_NAME, BUILTIN_NAME, TYPED_PARAMS_COMMA, TYPED_PARAMS_NO_UDL_SEMICOLON, UNTYPED_PARAMS_COMMA_KEY, UNTYPED_PARAMS_COMMA_VALUES, ASSIGNMENTS_COMMA, UNTYPED_PARAMS_NO_UDL_COMMA_VALUES) \
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class BUILTIN_NAME##Legacy : public IndicatorLegacy { \
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TYPED_PARAMS_NO_UDL_SEMICOLON; \
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public: \
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BUILTIN_NAME##Legacy(string _name, TYPED_PARAMS_COMMA) : IndicatorLegacy(_name), ASSIGNMENTS_COMMA {} \
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virtual double GetValue(int _shift) { \
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double _value = ::BUILTIN_NAME(UNTYPED_PARAMS_NO_UDL_COMMA_VALUES, _shift); \
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if (false) Print(GetName(), "[-", _shift, "]: ", _value); \
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return _value; \
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} \
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}; \
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int FN_NAME(TYPED_PARAMS_COMMA) { \
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Ref<IndicatorLegacy> _indi; \
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int _handle = INVALID_HANDLE; \
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string _key = Util::MakeKey(#FN_NAME, UNTYPED_PARAMS_COMMA_KEY); \
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if (IndicatorLegacy::indis.KeyExists(_key)) { \
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_indi = IndicatorLegacy::indis[_key]; \
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} \
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else { \
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_indi = new BUILTIN_NAME##Legacy(#BUILTIN_NAME, UNTYPED_PARAMS_COMMA_VALUES); \
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IndicatorLegacy::indis.Set(_key, _indi); \
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IndicatorLegacy::indis_handles.Set(PTR_ATTRIB(_indi.Ptr(), GetHandle()), _indi); \
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} \
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return PTR_ATTRIB(_indi.Ptr(), GetHandle()); \
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}
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/**
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* 1-parameter helper for DEFINE_LEGACY_INDICATOR.
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*/
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#define DEFINE_LEGACY_INDICATOR_1(FN_NAME, INDI_NAME, T1, N1) \
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DEFINE_LEGACY_INDICATOR(INDI_NAME, T1 _##N1, T1 N1, _##N1, _##N1, N1(_##N1), N1);
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/**
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* 2-parameter helper for DEFINE_LEGACY_INDICATOR.
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*/
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#define DEFINE_LEGACY_INDICATOR_2(FN_NAME, INDI_NAME, T1, N1, T2, N2) \
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DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, T1 _##N1 COMMA T2 _##N2, T1 N1 SEMICOLON T2 N2, _##N1 COMMA _##N2, \
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_##N1 COMMA _##N2, N1(_##N1) COMMA N2(_##N2), N1 COMMA N2);
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/**
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* 3-parameter helper for DEFINE_LEGACY_INDICATOR.
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*/
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#define DEFINE_LEGACY_INDICATOR_3(FN_NAME, INDI_NAME, T1, N1, T2, N2, T3, N3) \
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DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3, \
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T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3, _##N1 COMMA _##N2 COMMA _##N3, \
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_##N1 COMMA _##N2 COMMA _##N3, N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3), \
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N1 COMMA N2 COMMA N3);
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/**
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* 4-parameter helper for DEFINE_LEGACY_INDICATOR.
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*/
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#define DEFINE_LEGACY_INDICATOR_4(FN_NAME, INDI_NAME) \
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DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3 COMMA T4 _##N4, \
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T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3 SEMICOLON T4 N4, \
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_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4, _##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4, \
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N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3) COMMA N4(_##N4), N1 COMMA N2 COMMA N3 COMMA N4);
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/**
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* 5-parameter helper for DEFINE_LEGACY_INDICATOR.
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*/
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#define DEFINE_LEGACY_INDICATOR_5(FN_NAME, INDI_NAME) \
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DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3 COMMA T4 _##N4 COMMA T5 _##N5, \
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T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3 SEMICOLON T4 N4 SEMICOLON T5 N5, \
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_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5, \
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_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5, \
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N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3) COMMA N4(_##N4) COMMA N5(_##N5), \
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N1 COMMA N2 COMMA N3 COMMA N4 COMMA N5);
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/**
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* 6-parameter helper for DEFINE_LEGACY_INDICATOR.
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*/
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#define DEFINE_LEGACY_INDICATOR_6(FN_NAME, INDI_NAME) \
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DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, \
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T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3 COMMA T4 _##N4 COMMA T5 _##N5 COMMA T6 _##N6, \
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T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3 SEMICOLON T4 N4 SEMICOLON T5 N5 SEMICOLON T6 N6, \
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_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6, \
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_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6, \
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N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3) COMMA N4(_##N4) COMMA N5(_##N5) COMMA N6(_##N6), \
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N1 COMMA N2 COMMA N3 COMMA N4 COMMA N5 COMMA N6);
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/**
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* 7-parameter helper for DEFINE_LEGACY_INDICATOR.
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*/
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#define DEFINE_LEGACY_INDICATOR_7(FN_NAME, INDI_NAME) \
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DEFINE_LEGACY_INDICATOR( \
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FN_NAME, INDI_NAME, \
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T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3 COMMA T4 _##N4 COMMA T5 _##N5 COMMA T6 _##N6 COMMA T7 _##N7, \
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T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3 SEMICOLON T4 N4 SEMICOLON T5 N5 SEMICOLON T6 N6 SEMICOLON T7 N7, \
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_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6 COMMA _##N7, \
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_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6 COMMA _##N7, \
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N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3) COMMA N4(_##N4) COMMA N5(_##N5) COMMA N6(_##N6) COMMA N7(_##N7), \
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N1 COMMA N2 COMMA N3 COMMA N4 COMMA N5 COMMA N6 COMMA N7);
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/**
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* 8-parameter helper for DEFINE_LEGACY_INDICATOR.
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*/
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#define DEFINE_LEGACY_INDICATOR_8(FN_NAME, INDI_NAME) \
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DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, \
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T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3 COMMA T4 _##N4 COMMA T5 _##N5 COMMA T6 _##N6 COMMA T7 \
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_##N7 COMMA T8 _##N8, \
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T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3 SEMICOLON T4 N4 SEMICOLON T5 N5 SEMICOLON T6 N6 \
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SEMICOLON T7 N7 SEMICOLON T8 N8, \
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_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6 COMMA _##N7 COMMA _##N8, \
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_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6 COMMA _##N7 COMMA _##N8, \
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N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3) COMMA N4(_##N4) COMMA N5(_##N5) COMMA N6(_##N6) \
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COMMA N7(_##N7) COMMA N8(_##N8), \
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N1 COMMA N2 COMMA N3 COMMA N4 COMMA N5 COMMA N6 COMMA N7 COMMA N8);
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/**
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* Replacement for future StringConcatenate().
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*/
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#define StringConcatenate StringConcatenateMT5
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/**
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* MQL4 wrapper of MQL5's StringConcatenate().
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*/
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template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
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typename J, typename K, typename L, typename M>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i, J _j, K _k, L _l,
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M _m) {
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_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
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(string)_i + (string)_j + (string)_k + (string)_l + (string)_m;
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return StringLen(_result);
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}
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template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
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typename J, typename K, typename L>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i, J _j, K _k, L _l) {
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_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
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(string)_i + (string)_j + (string)_k + (string)_l;
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return StringLen(_result);
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}
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template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
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typename J, typename K>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i, J _j, K _k) {
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_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
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(string)_i + (string)_j + (string)_k;
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return StringLen(_result);
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}
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template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
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typename J>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i, J _j) {
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_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
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(string)_i + (string)_j;
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return StringLen(_result);
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}
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template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i) {
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_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
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(string)_i;
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return StringLen(_result);
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}
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template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h) {
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_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h;
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return StringLen(_result);
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}
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template <typename A, typename B, typename C, typename D, typename E, typename F, typename G>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g) {
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_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g;
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return StringLen(_result);
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}
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template <typename A, typename B, typename C, typename D, typename E, typename F>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f) {
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_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f;
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return StringLen(_result);
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}
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template <typename A, typename B, typename C, typename D, typename E>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e) {
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_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e;
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return StringLen(_result);
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}
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template <typename A, typename B, typename C, typename D>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d) {
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_result = (string)_a + (string)_b + (string)_c + (string)_d;
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return StringLen(_result);
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}
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template <typename A, typename B, typename C>
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int StringConcatenateMT5(string& _result, A _a, B _b, C _c) {
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_result = (string)_a + (string)_b + (string)_c;
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return StringLen(_result);
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}
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template <typename A, typename B>
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int StringConcatenateMT5(string& _result, A _a, B _b) {
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_result = (string)_a + (string)_b;
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return StringLen(_result);
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}
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template <typename A>
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int StringConcatenateMT5(string& _result, A _a) {
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_result = (string)_a;
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return StringLen(_result);
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}
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// ----- LEGACY INDICATOR DEFINITIONS
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// int iAC(string symbol, ENUM_TIMEFRAMES period);
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DEFINE_LEGACY_INDICATOR_2(iAC, iAC, string, symbol, int, period);
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// int iAD(string symbol, ENUM_TIMEFRAMES period, ENUM_APPLIED_VOLUME applied_volume);
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DEFINE_LEGACY_INDICATOR_2(iAD, iAD, string, symbol, int, period);
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// int iATR(string symbol, ENUM_TIMEFRAMES period, int ma_period);
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DEFINE_LEGACY_INDICATOR_3(iATR, iATR, string, symbol, int, period, int, ma_period);
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// int iMA(string symbol, ENUM_TIMEFRAMES period, int ma_period, int ma_shift, ENUM_MA_METHOD ma_method,
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// ENUM_APPLIED_PRICE applied_price);
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#define T1 string
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#define N1 symbol
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#define T2 int
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#define N2 period
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#define T3 int
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#define N3 ma_period
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#define T4 int
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#define N4 ma_shift
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#define T5 int
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#define N5 ma_method
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#define T6 int
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#define N6 applied_price
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DEFINE_LEGACY_INDICATOR_6(iMA, iMA)
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#undef T1
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#undef N1
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#undef T2
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#undef N2
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#undef T3
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#undef N3
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#undef T4
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#undef N4
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#undef T5
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#undef N5
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#undef T6
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#undef N6
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#endif

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