152 lines
7.0 KiB
Plaintext
152 lines
7.0 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Exp_Fast2.mq5 |
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//| Copyright © 2015, Nikolay Kositsin |
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//| Khabarovsk, farria@mail.redcom.ru |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2015, Nikolay Kositsin"
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#property link "farria@mail.redcom.ru"
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#property version "1.00"
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//+-----------------------------------------------+
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//| Òîðãîâûå àëãîðèòìû |
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//+-----------------------------------------------+
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#include <TradeAlgorithms.mqh>
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//+-----------------------------------------------+
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//| Îïèñàíèå êëàññà CXMA |
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//+-----------------------------------------------+
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#include <SmoothAlgorithms.mqh>
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//+-----------------------------------------------+
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//| Îáúÿâëåíèå ïåðå÷èñëåíèé |
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//+-----------------------------------------------+
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/*enum Smooth_Method - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå SmoothAlgorithms.mqh
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{
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MODE_SMA_, //SMA
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MODE_EMA_, //EMA
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MODE_SMMA_, //SMMA
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MODE_LWMA_, //LWMA
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MODE_JJMA, //JJMA
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MODE_JurX, //JurX
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MODE_ParMA, //ParMA
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MODE_T3, //T3
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MODE_VIDYA, //VIDYA
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MODE_AMA, //AMA
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}; */
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//+-----------------------------------------------+
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//| Âõîäíûå ïàðàìåòðû ýêñïåðòà |
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//+-----------------------------------------------+
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input double MM=0.1; // Äîëÿ ôèíàíñîâûõ ðåñóðñîâ îò äåïîçèòà â ñäåëêå
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input MarginMode MMMode=LOT; // Ñïîñîá îïðåäåëåíèÿ ðàçìåðà ëîòà
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input int StopLoss_=1000; // Ñòîïëîññ â ïóíêòàõ
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input int TakeProfit_=2000; // Òåéêïðîôèò â ïóíêòàõ
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input int Deviation_=10; // Ìàêñ. îòêëîíåíèå öåíû â ïóíêòàõ
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input bool BuyPosOpen=true; // Ðàçðåøåíèå äëÿ âõîäà â äëèííûå ïîçèöèè
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input bool SellPosOpen=true; // Ðàçðåøåíèå äëÿ âõîäà â êîðîòêèå ïîçèöèè
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input bool BuyPosClose=true; // Ðàçðåøåíèå äëÿ âûõîäà èç äëèííûõ ïîçèöèé
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input bool SellPosClose=true; // Ðàçðåøåíèå äëÿ âûõîäà èç êîðîòêèõ ïîçèöèé
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//+-----------------------------------------------+
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//| Âõîäíûå ïàðàìåòðû äëÿ èíäèêàòîðà Fast2 |
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//+-----------------------------------------------+
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input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H8; // Òàéìôðåéì èíäèêàòîðà
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input uint SignalBar=1;// Íîìåð áàðà äëÿ ïîëó÷åíèÿ ñèãíàëà âõîäà
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input Smooth_Method MA_Method1=MODE_LWMA; // Ìåòîä óñðåäíåíèÿ ïåðâîãî ñãëàæèâàíèÿ
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input uint Length1=3; // Ãëóáèíà ïåðâîãî ñãëàæèâàíèÿ
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input int Phase1=15; // Ïàðàìåòð ïåðâîãî ñãëàæèâàíèÿ
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//---- äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà
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//---- äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
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input Smooth_Method MA_Method2=MODE_LWMA; // Ìåòîä óñðåäíåíèÿ âòîðîãî ñãëàæèâàíèÿ
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input uint Length2=9; // Ãëóáèíà âòîðîãî ñãëàæèâàíèÿ
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input int Phase2=15; // Ïàðàìåòð âòîðîãî ñãëàæèâàíèÿ
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//---- äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà
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//---- äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
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//+----------------------------------------------+
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//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õðàíåíèÿ ïåðèîäà ãðàôèêà â ñåêóíäàõ
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int TimeShiftSec;
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//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
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int InpInd_Handle;
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//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
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int min_rates_total;
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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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//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà Fast2
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InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"Fast2",MA_Method1,Length1,Phase1,MA_Method2,Length2,Phase2,0);
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if(InpInd_Handle==INVALID_HANDLE)
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{
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Print("Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà Fast2");
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return(INIT_FAILED);
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}
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//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ õðàíåíèÿ ïåðèîäà ãðàôèêà â ñåêóíäàõ
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TimeShiftSec=PeriodSeconds(InpInd_Timeframe);
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//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
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min_rates_total+=GetStartBars(MA_Method1,Length1,Phase1);
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min_rates_total+=GetStartBars(MA_Method2,Length2,Phase2);
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min_rates_total+=2;
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min_rates_total=int(2+SignalBar);
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//--- çàâåðøåíèå èíèöèàëèçàöèè
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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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//----
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GlobalVariableDel_(Symbol());
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
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if(BarsCalculated(InpInd_Handle)<min_rates_total) return;
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//---- ïîäãðóçêà èñòîðèè äëÿ íîðìàëüíîé ðàáîòû ôóíêöèé IsNewBar() è SeriesInfoInteger()
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LoadHistory(TimeCurrent()-PeriodSeconds(InpInd_Timeframe)-1,Symbol(),InpInd_Timeframe);
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//---- îáúÿâëåíèå ëîêàëüíûõ ïåðåìåííûõ
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double Ma1[2],Ma2[2];
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//---- îáúÿâëåíèå ñòàòè÷åñêèõ ïåðåìåííûõ
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static bool Recount=true;
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static bool BUY_Open=false,BUY_Close=false;
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static bool SELL_Open=false,SELL_Close=false;
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static datetime UpSignalTime,DnSignalTime;
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static CIsNewBar NB;
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//---- îïðåäåëåíèå ñèãíàëîâ äëÿ ñäåëîê
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if(!SignalBar || NB.IsNewBar(Symbol(),InpInd_Timeframe) || Recount) // ïðîâåðêà íà ïîÿâëåíèå íîâîãî áàðà
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{
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//---- îáíóëèì òîðãîâûå ñèãíàëû
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BUY_Open=false;
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SELL_Open=false;
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BUY_Close=false;
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SELL_Close=false;
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Recount=false;
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//---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
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if(CopyBuffer(InpInd_Handle,1,SignalBar,2,Ma1)<=0) {Recount=true; return;}
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if(CopyBuffer(InpInd_Handle,2,SignalBar,2,Ma2)<=0) {Recount=true; return;}
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//---- ïîëó÷èì ñèãíàëû äëÿ ïîêóïêè
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if(Ma1[1]>Ma2[1])
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{
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if(BuyPosOpen && Ma1[0]<Ma2[0]) BUY_Open=true;
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if(SellPosClose) SELL_Close=true;
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UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
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}
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//---- ïîëó÷èì ñèãíàëû äëÿ ïðîäàæè
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if(Ma1[1]<Ma2[1])
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{
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if(SellPosOpen && Ma1[0]>Ma2[0]) SELL_Open=true;
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if(BuyPosClose) BUY_Close=true;
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DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
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}
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}
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//---- ñîâåðøåíèå ñäåëîê
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//---- çàêðûâàåì äëèííóþ ïîçèöèþ
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BuyPositionClose(BUY_Close,Symbol(),Deviation_);
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//---- çàêðûâàåì êîðîòêóþ ïîçèöèþ
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SellPositionClose(SELL_Close,Symbol(),Deviation_);
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//---- îòêðûâàåì äëèííóþ ïîçèöèþ
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BuyPositionOpen(BUY_Open,Symbol(),UpSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);
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//---- îòêðûâàåì êîðîòêóþ ïîçèöèþ
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SellPositionOpen(SELL_Open,Symbol(),DnSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);
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}
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//+------------------------------------------------------------------+
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