unknown
212 lines
8.3 KiB
Plaintext
212 lines
8.3 KiB
Plaintext
#property copyright "Copyright 2017-2020, Level Up Software"
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#property link "https://www.az-invest.eu"
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#property version "2.07"
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#property description "Example EA showing the way to use the RangeBars class defined in RangeBars.mqh"
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input int InpRSIPeriod = 14; // RSI period
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//
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// SHOW_INDICATOR_INPUTS *NEEDS* to be defined, if the sEA needs to be *tested in MT5's backtester*
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// -------------------------------------------------------------------------------------------------
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// Using '#define SHOW_INDICATOR_INPUTS' will show the RangeBars indicator's inputs
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// NOT using the '#define SHOW_INDICATOR_INPUTS' statement will read the settigns a chart with
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// the RangeBars indicator attached.
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//
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//#define SHOW_INDICATOR_INPUTS
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//
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// You need to include the RangeBars.mqh header file
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//
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#include <AZ-INVEST/SDK/RangeBars.mqh>
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//
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// To use the RangeBars indicator in your EA you need do instantiate the indicator class (RangeBars)
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// and call the Init() and Deinit() methods in your EA's OnInit() and OnDeinit() functions.
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// Example shown below
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//
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RangeBars rangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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rangeBars.Init();
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if(rangeBars.GetHandle() == INVALID_HANDLE)
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return(INIT_FAILED);
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//
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// your custom code goes here...
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//
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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rangeBars.Deinit();
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//
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// your custom code goes here...
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//
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}
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//
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// At this point you may use the range bars data fetching methods in your EA.
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// Brief demonstration presented below in the OnTick() function:
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//
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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int rsiHandle = INVALID_HANDLE; // Handle for the external RSI indicator
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void OnTick()
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{
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//
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// Initialize all additional indicators here! (not in the OnInit() function).
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// Otherwise they will not work in the backtest.
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// When backtesting please select the "Daily" timeframe.
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//
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if(rsiHandle == INVALID_HANDLE)
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{
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rsiHandle = iCustom(_Symbol, _Period, "RangeBars\\RangeBars_RSI", InpRSIPeriod, true);
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}
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//
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// It is considered good trading & EA coding practice to perform calculations
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// when a new bar is fully formed.
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// The IsNewBar() method is used for checking if a new range bar has formed
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//
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if(rangeBars.IsNewBar())
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{
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//
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// There are two methods for getting the Moving Average values.
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// The example below gets the moving average values for 3 latest bars
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// counting to the left from the most current (uncompleted) bar.
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//
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int startAtBar = 0; // get value starting from the most current (uncompleted) bar.
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int numberOfBars = 3; // gat a total of 3 MA values (for the 3 latest bars)
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//
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// Values will be stored in 2 arrays defined below
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//
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double MA1[]; // array to be filled by values of the first moving average
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double MA2[]; // array to be filled by values of the second moving average
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if(rangeBars.GetMA(RANGEBAR_MA1, MA1, startAtBar, numberOfBars) && rangeBars.GetMA(RANGEBAR_MA2, MA2, startAtBar, numberOfBars))
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{
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//
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// Values are stored in the MA1 and MA2 arrays and are now ready for use
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//
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// MA1[0] contains the 1st moving average value for the latest (uncompleted) bar
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// MA1[1] contains the 1st moving average value for the 1st bar to the left from the latest (uncompleted) bar
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// MA1[2] contains the 1st moving average value for the 2nd bar to the left from the latest (uncompleted) bar
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// MA1[3]..MA1[n] do not exist since we retrieved the values for 3 bars (defined by "numnberOfBars")
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//
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// The values for the 2nd and 3rd moving average are stored in MA2[] & MA3[]
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// and are accessed identically to values of MA1[] (shown above)
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}
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//
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// Getting the MqlRates info for range bars is done using the
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// GetMqlRates(MqlRates &ratesInfoArray[], int start, int count)
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// method. Example below:
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//
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MqlRates RangeBarRatesInfoArray[]; // This array will store the MqlRates data for range bars
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startAtBar = 0; // get values starting from the last completed bar.
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numberOfBars = 3; // gat a total of 3 MqlRates values (for 3 bars starting from bar 0 (current uncompleted))
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if(rangeBars.GetMqlRates(RangeBarRatesInfoArray,startAtBar,numberOfBars))
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{
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//
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// Check if a range bar reversal bar has formed
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//
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string infoString;
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if((RangeBarRatesInfoArray[1].open < RangeBarRatesInfoArray[1].close) &&
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(RangeBarRatesInfoArray[2].open > RangeBarRatesInfoArray[2].close))
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{
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// bullish reversal
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infoString = "Previous bar formed bullish reversal";
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}
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else if((RangeBarRatesInfoArray[1].open > RangeBarRatesInfoArray[1].close) &&
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(RangeBarRatesInfoArray[2].open < RangeBarRatesInfoArray[2].close))
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{
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// bearish reversal
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infoString = "Previous bar formed bearish reversal";
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}
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else
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{
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infoString = "";
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}
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//
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// Output some data to chart
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//
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Comment("\nNew bar opened on "+(string)RangeBarRatesInfoArray[0].time+
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"\nPrevious bar OPEN price:"+DoubleToString(RangeBarRatesInfoArray[1].open,_Digits)+", bar opened on "+(string)RangeBarRatesInfoArray[1].time+
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"\n"+infoString+
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"\n");
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}
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//
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// All charts that contain real volume information (i.e. stocks, futures, ...)
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// also contain the brekdown of volume into BUY, SELL and BUY/SELL volume.
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// This data is accessed using the
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// GetBuySellVolumeBreakdown(long &buy[], long &sell[], long &buySell[], int start, int count)
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// method. Example below:
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double buyVolume[]; // This array will store the values of the BUY volume
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double sellVolume[]; // This array will store the values of the SELL volume
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double buySellVolume[]; // This array will store the values of the BUY/SELL volume
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// When you add BUY, SELL and BUY/SELL volume numbers for a bar they will be equal
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// to the Real Volume number that can be accessed using the
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// GetMqlRates(MqlRates &ratesInfoArray[], int start, int count)
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// metod described above.
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startAtBar = 1; // get values starting from the last completed bar.
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numberOfBars = 2; // gat a total of 2 values (for 2 bars starting from bar 1 (last completed))
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if(rangeBars.GetBuySellVolumeBreakdown(buyVolume,sellVolume,buySellVolume,startAtBar,numberOfBars))
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{
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//
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// Apply your real volume analysis logic here...
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//
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}
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//
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// Getting the values of the channel indicator (Donchain, Bullinger Bands, Keltner or Super Trend) is done using
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// GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
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// Example below:
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//
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double HighArray[]; // This array will store the values of the channel's high band
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double MidArray[]; // This array will store the values of the channel's middle band
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double LowArray[]; // This array will store the values of the channel's low band
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startAtBar = 1; // get values starting from the last completed bar.
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numberOfBars = 20; // gat a total of 20 values (for 20 bars starting from bar 1 (last completed))
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if(rangeBars.GetChannel(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
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{
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//
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// Apply your logic here...
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//
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}
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}
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}
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