Pierre8rTeam
219 lines
19 KiB
Plaintext
219 lines
19 KiB
Plaintext
//+------------------------------------------------------------------+
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//| ChannelSample.mqh |
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//| Copyright 2015, Vasiliy Sokolov. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2015, Vasiliy Sokolov."
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#property link "http://www.mql5.com"
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#include <Strategy\Strategy.mqh>
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//+------------------------------------------------------------------+
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//| defines |
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//+------------------------------------------------------------------+
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class CChannel : public CStrategy
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{
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private:
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int m_handle; // The handle of the indicator that we will use
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int m_period; // Bollinger period
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double m_std_dev; // Standard deviation value
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bool IsTrackEvents(const MarketEvent &event);
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protected:
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virtual void OnSymbolChanged(string new_symbol);
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virtual void OnTimeframeChanged(ENUM_TIMEFRAMES new_tf);
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virtual void InitBuy(const MarketEvent &event);
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virtual void SupportBuy(const MarketEvent &event,CPosition *pos);
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virtual void InitSell(const MarketEvent &event);
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virtual void SupportSell(const MarketEvent &event,CPosition *pos);
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virtual bool ParseXmlParams(CXmlElement *params);
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virtual string ExpertNameFull(void);
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bool CheckParams(void);
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public:
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CChannel(void);
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~CChannel(void);
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int PeriodBands(void);
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void PeriodBands(int period);
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double StdDev(void);
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void StdDev(double std);
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};
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//+------------------------------------------------------------------+
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//| Default constructor |
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//+------------------------------------------------------------------+
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CChannel::CChannel(void) : m_handle(INVALID_HANDLE)
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{
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}
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//+------------------------------------------------------------------+
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//| The destructor frees the used handle of the indicator |
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//+------------------------------------------------------------------+
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CChannel::~CChannel(void)
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{
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if(m_handle!=INVALID_HANDLE)
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IndicatorRelease(m_handle);
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}
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//+------------------------------------------------------------------+
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//| React to symbol change |
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//+------------------------------------------------------------------+
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void CChannel::OnSymbolChanged(string new_symbol)
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{
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if(!CheckParams())return;
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if(m_handle!=INVALID_HANDLE)
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IndicatorRelease(m_handle);
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m_handle=iBands(new_symbol,Timeframe(),m_period,0,m_std_dev,PRICE_CLOSE);
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}
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//+------------------------------------------------------------------+
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//| React to timeframe change |
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//+------------------------------------------------------------------+
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void CChannel::OnTimeframeChanged(ENUM_TIMEFRAMES new_tf)
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{
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if(!CheckParams())return;
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if(m_handle!=INVALID_HANDLE)
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IndicatorRelease(m_handle);
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m_handle=iBands(ExpertSymbol(),Timeframe(),m_period,0,m_std_dev,PRICE_CLOSE);
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}
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//+------------------------------------------------------------------+
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//| Returns indicator period |
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//+------------------------------------------------------------------+
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int CChannel::PeriodBands(void)
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{
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return m_period;
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}
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//+------------------------------------------------------------------+
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//| Sets indicator period |
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//+------------------------------------------------------------------+
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void CChannel::PeriodBands(int period)
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{
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if(m_period == period)return;
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m_period=period;
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if(!CheckParams())return;
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if(m_handle!=INVALID_HANDLE)
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IndicatorRelease(m_handle);
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m_handle=iBands(ExpertSymbol(),Timeframe(),m_period,0,m_std_dev,PRICE_CLOSE);
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}
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//+------------------------------------------------------------------+
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//| Sets the standard deviation value |
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//+------------------------------------------------------------------+
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double CChannel::StdDev(void)
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{
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return m_std_dev;
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}
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//+------------------------------------------------------------------+
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//| Sets the standard deviation value |
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//+------------------------------------------------------------------+
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void CChannel::StdDev(double std)
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{
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if(m_std_dev == std)return;
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m_std_dev=std;
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if(!CheckParams())return;
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if(m_handle!=INVALID_HANDLE)
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IndicatorRelease(m_handle);
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m_handle=iBands(ExpertSymbol(),Timeframe(),m_period,0,m_std_dev,PRICE_CLOSE);
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}
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//+------------------------------------------------------------------+
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//| Long position opening rules |
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//+------------------------------------------------------------------+
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void CChannel::InitBuy(const MarketEvent &event)
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{
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if(IsTrackEvents(event))return; // Enable logic only at the opening of a new bar
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if(positions.open_buy > 0)return; // Does not open more than one long position
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double bands[];
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if(CopyBuffer(m_handle, UPPER_BAND, 1, 1, bands) == 0)return;
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if(Close[1]>bands[0])
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Trade.Buy(1.0,ExpertSymbol());
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}
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//+------------------------------------------------------------------+
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//| Long position closing rules |
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//+------------------------------------------------------------------+
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void CChannel::SupportBuy(const MarketEvent &event,CPosition *pos)
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{
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if(IsTrackEvents(event))return; // Enable logic only at the opening of a new bar
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double bands[];
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if(CopyBuffer(m_handle, BASE_LINE, 1, 1, bands) == 0)return;
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double b = bands[0];
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double s = Close[1];
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if(Close[1]<bands[0])
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pos.CloseAtMarket();
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}
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//+------------------------------------------------------------------+
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//| Long position opening rules |
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//+------------------------------------------------------------------+
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void CChannel::InitSell(const MarketEvent &event)
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{
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if(IsTrackEvents(event))return; // Enable logic only at the opening of a new bar
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if(positions.open_sell> 0)return; // Does not open more than one long position
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double bands[];
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if(CopyBuffer(m_handle, LOWER_BAND, 1, 1, bands) == 0)return;
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if(Close[1]<bands[0])
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Trade.Sell(1.0,ExpertSymbol());
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}
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//+------------------------------------------------------------------+
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//| Long position closing rules |
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//+------------------------------------------------------------------+
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void CChannel::SupportSell(const MarketEvent &event,CPosition *pos)
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{
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if(IsTrackEvents(event))return; // Enable logic only at the opening of a new bar
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double bands[];
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if(CopyBuffer(m_handle, BASE_LINE, 1, 1, bands) == 0)return;
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double b = bands[0];
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double s = Close[1];
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if(Close[1]>bands[0])
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pos.CloseAtMarket();
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}
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//+------------------------------------------------------------------+
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//| Filters incoming events. If the passed event is not |
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//| processed by the strategy, returns false; if it is processed |
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//| returns true. |
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//+------------------------------------------------------------------+
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bool CChannel::IsTrackEvents(const MarketEvent &event)
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{
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//--- We handle only opening of a new bar on the working symbol and timeframe
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if(event.type != MARKET_EVENT_BAR_OPEN)return false;
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if(event.period != Timeframe())return false;
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if(event.symbol != ExpertSymbol())return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| The strategy's specific parameters are parsed inside it in |
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//| this method overridden from CStrategy |
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//+------------------------------------------------------------------+
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bool CChannel::ParseXmlParams(CXmlElement *params)
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{
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bool res=true;
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for(int i=0; i<params.GetChildCount(); i++)
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{
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CXmlElement *param=params.GetChild(i);
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string name=param.GetName();
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if(name=="Period")
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PeriodBands((int)param.GetText());
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else if(name=="StdDev")
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StdDev(StringToDouble(param.GetText()));
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else
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res=false;
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}
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return res;
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}
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//+------------------------------------------------------------------+
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//| The full unique name of the EA |
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//+------------------------------------------------------------------+
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string CChannel::ExpertNameFull(void)
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{
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string name=ExpertName();
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name += "[" + ExpertSymbol();
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name += "-" + StringSubstr(EnumToString(Timeframe()), 7);
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name += "-" + (string)PeriodBands();
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name += "-" + DoubleToString(StdDev(), 1);
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name += "]";
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return name;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CChannel::CheckParams(void)
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{
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if(ExpertSymbol()=="" || ExpertSymbol()==NULL)
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return false;
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if(m_std_dev==0.0)
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return false;
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if(m_period==0)
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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