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Refs EA31337/EA31337-indicators-other#8. Added IndicatorLegacy.h file…
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… to allow using MQL5 versions of iNAME() indicators like iMA(), iRSI() in MQL4. Used to run MQL5 indicators in MQL4.
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nseam committed Nov 22, 2023
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/**
* @file
* Wrappers to be used by MQL4 code to allow calling MQL5's indicator functions like iMA() in MQL4.
*/

#ifndef __MQL__
#pragma once
#endif

#ifdef __MQL4__

#include <EA31337-classes/IndicatorBase.h>
#include <EA31337-classes/Std.h>
#include <EA31337-classes/Storage/ObjectsCache.h>
#include <EA31337-classes/Util.h>

/**
* Replacement for future OnCalculate(). Currently not used, but could be handy in the future.
*/
int OnCalculate(const int rates_total, const int prev_calculated, const datetime& time[], const double& open[],
const double& high[], const double& low[], const double& close[], const long& tick_volume[],
const long& volume[], const int& spread[]) {
int _num_calculated =
OnCalculateMT5(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, spread);

return _num_calculated;
}

#define OnCalculate OnCalculateMT5

/**
* Wrapper class to be used by MQL4 code to allow calling MQL5's indicator functions like iMA() in MQL4.
*/
class IndicatorLegacy : public Dynamic {
// Handle to be used by BarsCalculated(), CopyBuffer() and so on.
int handle;

// Name of the indicator.
string name;

public:
/**
* Constructor.
*/
IndicatorLegacy(string _name) : name(_name) { handle = indis.Size(); }

/**
* Returns indicator's handle.
*/
int GetHandle() { return handle; }

/**
* Returns name of the indicator.
*/
string GetName() { return name; }

/**
* Returns value for a given shift.
*/
virtual double GetValue(int _shift) = 0;

/**
* Returns number of bars calculated for this indicator.
*/
int GetBarsCalculated() {
// @todo We probably need to replace it with some more specific check per indicator.
return Bars;
}

// Dictionary of registered indicators (key -> indicator).
static DictStruct<string, Ref<IndicatorLegacy>> indis;

// Dictionary of registered indicators (handle -> indicator).
static DictStruct<int, Ref<IndicatorLegacy>> indis_handles;

/**
* Returns number of bars calculated for a given indicator's handle.
*/
static int GetBarsCalculated(int _handle) {
if (_handle < 0 || _handle >= (int)indis.Size()) {
Print("Error: Given handle index is out of bounds! Given handle index ", _handle, " and there is ", indis.Size(),
" handles available.");
DebugBreak();
return 0;
}

IndicatorLegacy* _indi = indis_handles[_handle].Ptr();
return PTR_ATTRIB(_indi, GetBarsCalculated());
}
};

DictStruct<string, Ref<IndicatorLegacy>> IndicatorLegacy::indis;
DictStruct<int, Ref<IndicatorLegacy>> IndicatorLegacy::indis_handles;

/**
* MQL4 wrapper of MQL5's BarsCalculated().
*/
int BarsCalculated(int _handle) { return IndicatorLegacy::GetBarsCalculated(_handle); }

/**
* MQL4 wrapper of MQL5's CopyBuffer().
*/
int CopyBuffer(int _handle, int _mode, int _start, int _count, double& _buffer[]) {
IndicatorLegacy* _indi = IndicatorLegacy::indis_handles[_handle].Ptr();

if (_mode != 0) {
Print("Only mode 0 is supported for ", PTR_ATTRIB(_indi, GetName()),
" legacy indicator as MQL4 supports only a single mode.");
DebugBreak();
return 0;
}

int _num_copied = 0;
int _buffer_size = ArraySize(_buffer);

if (_buffer_size < _count) {
_buffer_size = ArrayResize(_buffer, _count);
}

for (int i = 0; i < _count; ++i) {
double _value = PTR_ATTRIB(_indi, GetValue(_start + i));

if (_value == WRONG_VALUE) {
break;
}

_buffer[_buffer_size - i - 1] = _value;
++_num_copied;
}

return _num_copied;
}

/**
* Defines wrapper class and global iNAME() indicator function (e.g., iMA(), iATR()).
*/
// Print(#FN_NAME " key = ", _key); \
#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) \
class BUILTIN_NAME##Legacy : public IndicatorLegacy { \
TYPED_PARAMS_NO_UDL_SEMICOLON; \
public: \
BUILTIN_NAME##Legacy(string _name, TYPED_PARAMS_COMMA) : IndicatorLegacy(_name), ASSIGNMENTS_COMMA {} \
virtual double GetValue(int _shift) { \
double _value = ::BUILTIN_NAME(UNTYPED_PARAMS_NO_UDL_COMMA_VALUES, _shift); \
if (false) Print(GetName(), "[-", _shift, "]: ", _value); \
return _value; \
} \
}; \
int FN_NAME(TYPED_PARAMS_COMMA) { \
Ref<IndicatorLegacy> _indi; \
int _handle = INVALID_HANDLE; \
string _key = Util::MakeKey(#FN_NAME, UNTYPED_PARAMS_COMMA_KEY); \
if (IndicatorLegacy::indis.KeyExists(_key)) { \
_indi = IndicatorLegacy::indis[_key]; \
} \
else { \
_indi = new BUILTIN_NAME##Legacy(#BUILTIN_NAME, UNTYPED_PARAMS_COMMA_VALUES); \
IndicatorLegacy::indis.Set(_key, _indi); \
IndicatorLegacy::indis_handles.Set(PTR_ATTRIB(_indi.Ptr(), GetHandle()), _indi); \
} \
return PTR_ATTRIB(_indi.Ptr(), GetHandle()); \
}

/**
* 1-parameter helper for DEFINE_LEGACY_INDICATOR.
*/
#define DEFINE_LEGACY_INDICATOR_1(FN_NAME, INDI_NAME, T1, N1) \
DEFINE_LEGACY_INDICATOR(INDI_NAME, T1 _##N1, T1 N1, _##N1, _##N1, N1(_##N1), N1);

/**
* 2-parameter helper for DEFINE_LEGACY_INDICATOR.
*/
#define DEFINE_LEGACY_INDICATOR_2(FN_NAME, INDI_NAME, T1, N1, T2, N2) \
DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, T1 _##N1 COMMA T2 _##N2, T1 N1 SEMICOLON T2 N2, _##N1 COMMA _##N2, \
_##N1 COMMA _##N2, N1(_##N1) COMMA N2(_##N2), N1 COMMA N2);

/**
* 3-parameter helper for DEFINE_LEGACY_INDICATOR.
*/
#define DEFINE_LEGACY_INDICATOR_3(FN_NAME, INDI_NAME, T1, N1, T2, N2, T3, N3) \
DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3, \
T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3, _##N1 COMMA _##N2 COMMA _##N3, \
_##N1 COMMA _##N2 COMMA _##N3, N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3), \
N1 COMMA N2 COMMA N3);

/**
* 4-parameter helper for DEFINE_LEGACY_INDICATOR.
*/
#define DEFINE_LEGACY_INDICATOR_4(FN_NAME, INDI_NAME) \
DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3 COMMA T4 _##N4, \
T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3 SEMICOLON T4 N4, \
_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4, _##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4, \
N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3) COMMA N4(_##N4), N1 COMMA N2 COMMA N3 COMMA N4);

/**
* 5-parameter helper for DEFINE_LEGACY_INDICATOR.
*/
#define DEFINE_LEGACY_INDICATOR_5(FN_NAME, INDI_NAME) \
DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3 COMMA T4 _##N4 COMMA T5 _##N5, \
T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3 SEMICOLON T4 N4 SEMICOLON T5 N5, \
_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5, \
_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5, \
N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3) COMMA N4(_##N4) COMMA N5(_##N5), \
N1 COMMA N2 COMMA N3 COMMA N4 COMMA N5);

/**
* 6-parameter helper for DEFINE_LEGACY_INDICATOR.
*/
#define DEFINE_LEGACY_INDICATOR_6(FN_NAME, INDI_NAME) \
DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, \
T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3 COMMA T4 _##N4 COMMA T5 _##N5 COMMA T6 _##N6, \
T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3 SEMICOLON T4 N4 SEMICOLON T5 N5 SEMICOLON T6 N6, \
_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6, \
_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6, \
N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3) COMMA N4(_##N4) COMMA N5(_##N5) COMMA N6(_##N6), \
N1 COMMA N2 COMMA N3 COMMA N4 COMMA N5 COMMA N6);

/**
* 7-parameter helper for DEFINE_LEGACY_INDICATOR.
*/
#define DEFINE_LEGACY_INDICATOR_7(FN_NAME, INDI_NAME) \
DEFINE_LEGACY_INDICATOR( \
FN_NAME, INDI_NAME, \
T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3 COMMA T4 _##N4 COMMA T5 _##N5 COMMA T6 _##N6 COMMA T7 _##N7, \
T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3 SEMICOLON T4 N4 SEMICOLON T5 N5 SEMICOLON T6 N6 SEMICOLON T7 N7, \
_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6 COMMA _##N7, \
_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6 COMMA _##N7, \
N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3) COMMA N4(_##N4) COMMA N5(_##N5) COMMA N6(_##N6) COMMA N7(_##N7), \
N1 COMMA N2 COMMA N3 COMMA N4 COMMA N5 COMMA N6 COMMA N7);

/**
* 8-parameter helper for DEFINE_LEGACY_INDICATOR.
*/
#define DEFINE_LEGACY_INDICATOR_8(FN_NAME, INDI_NAME) \
DEFINE_LEGACY_INDICATOR(FN_NAME, INDI_NAME, \
T1 _##N1 COMMA T2 _##N2 COMMA T3 _##N3 COMMA T4 _##N4 COMMA T5 _##N5 COMMA T6 _##N6 COMMA T7 \
_##N7 COMMA T8 _##N8, \
T1 N1 SEMICOLON T2 N2 SEMICOLON T3 N3 SEMICOLON T4 N4 SEMICOLON T5 N5 SEMICOLON T6 N6 \
SEMICOLON T7 N7 SEMICOLON T8 N8, \
_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6 COMMA _##N7 COMMA _##N8, \
_##N1 COMMA _##N2 COMMA _##N3 COMMA _##N4 COMMA _##N5 COMMA _##N6 COMMA _##N7 COMMA _##N8, \
N1(_##N1) COMMA N2(_##N2) COMMA N3(_##N3) COMMA N4(_##N4) COMMA N5(_##N5) COMMA N6(_##N6) \
COMMA N7(_##N7) COMMA N8(_##N8), \
N1 COMMA N2 COMMA N3 COMMA N4 COMMA N5 COMMA N6 COMMA N7 COMMA N8);

/**
* Replacement for future StringConcatenate().
*/
#define StringConcatenate StringConcatenateMT5

/**
* MQL4 wrapper of MQL5's StringConcatenate().
*/
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
typename J, typename K, typename L, typename M>
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,
M _m) {
_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
(string)_i + (string)_j + (string)_k + (string)_l + (string)_m;
return StringLen(_result);
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
typename J, typename K, typename L>
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) {
_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
(string)_i + (string)_j + (string)_k + (string)_l;
return StringLen(_result);
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
typename J, typename K>
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) {
_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
(string)_i + (string)_j + (string)_k;
return StringLen(_result);
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I,
typename J>
int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i, J _j) {
_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
(string)_i + (string)_j;
return StringLen(_result);
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H, typename I>
int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h, I _i) {
_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h +
(string)_i;
return StringLen(_result);
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G, typename H>
int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g, H _h) {
_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g + (string)_h;
return StringLen(_result);
}
template <typename A, typename B, typename C, typename D, typename E, typename F, typename G>
int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f, G _g) {
_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f + (string)_g;
return StringLen(_result);
}
template <typename A, typename B, typename C, typename D, typename E, typename F>
int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e, F _f) {
_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e + (string)_f;
return StringLen(_result);
}
template <typename A, typename B, typename C, typename D, typename E>
int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d, E _e) {
_result = (string)_a + (string)_b + (string)_c + (string)_d + (string)_e;
return StringLen(_result);
}
template <typename A, typename B, typename C, typename D>
int StringConcatenateMT5(string& _result, A _a, B _b, C _c, D _d) {
_result = (string)_a + (string)_b + (string)_c + (string)_d;
return StringLen(_result);
}
template <typename A, typename B, typename C>
int StringConcatenateMT5(string& _result, A _a, B _b, C _c) {
_result = (string)_a + (string)_b + (string)_c;
return StringLen(_result);
}
template <typename A, typename B>
int StringConcatenateMT5(string& _result, A _a, B _b) {
_result = (string)_a + (string)_b;
return StringLen(_result);
}
template <typename A>
int StringConcatenateMT5(string& _result, A _a) {
_result = (string)_a;
return StringLen(_result);
}

// ----- LEGACY INDICATOR DEFINITIONS

// int iAC(string symbol, ENUM_TIMEFRAMES period);
DEFINE_LEGACY_INDICATOR_2(iAC, iAC, string, symbol, int, period);

// int iAD(string symbol, ENUM_TIMEFRAMES period, ENUM_APPLIED_VOLUME applied_volume);
DEFINE_LEGACY_INDICATOR_2(iAD, iAD, string, symbol, int, period);

// int iATR(string symbol, ENUM_TIMEFRAMES period, int ma_period);
DEFINE_LEGACY_INDICATOR_3(iATR, iATR, string, symbol, int, period, int, ma_period);

// int iMA(string symbol, ENUM_TIMEFRAMES period, int ma_period, int ma_shift, ENUM_MA_METHOD ma_method,
// ENUM_APPLIED_PRICE applied_price);
#define T1 string
#define N1 symbol
#define T2 int
#define N2 period
#define T3 int
#define N3 ma_period
#define T4 int
#define N4 ma_shift
#define T5 int
#define N5 ma_method
#define T6 int
#define N6 applied_price
DEFINE_LEGACY_INDICATOR_6(iMA, iMA)
#undef T1
#undef N1
#undef T2
#undef N2
#undef T3
#undef N3
#undef T4
#undef N4
#undef T5
#undef N5
#undef T6
#undef N6

#endif

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