177 lines
7.5 KiB
Plaintext
177 lines
7.5 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Exp_StochasticDiff.mq5 |
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//| Copyright © 2016, Nikolay Kositsin |
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//| Khabarovsk, farria@mail.redcom.ru |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2016, 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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//| Ïåðå÷èñëåíèå äëÿ âàðèàíòîâ ðàñ÷¸òà ëîòà |
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//+----------------------------------------------+
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/*enum MarginMode - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå TradeAlgorithms.mqh
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{
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FREEMARGIN=0, //MM îò ñâîáîäíûõ ñðåäñòâ íà ñ÷¸òå
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BALANCE, //MM îò áàëàíñà ñðåäñòâ íà ñ÷¸òå
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LOSSFREEMARGIN, //MM ïî óáûòêàì îò ñâîáîäíûõ ñðåäñòâ íà ñ÷¸òå
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LOSSBALANCE, //MM ïî óáûòêàì îò áàëàíñà ñðåäñòâ íà ñ÷¸òå
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LOT //Ëîò áåç èçìåíåíèÿ
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}; */
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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 SmoothMethod - 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 èíäèêàòîðà 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 ëîíã
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input bool SellPosOpen=true; //Ðàçðåøåíèå äëÿ âõîäà â øîðò
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input bool BuyPosClose=true; //Ðàçðåøåíèå äëÿ âûõîäà èç ëîíãîâ
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input bool SellPosClose=true; //Ðàçðåøåíèå äëÿ âûõîäà èç øîðòîâ
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//+----------------------------------------------+
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//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà |
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//+----------------------------------------------+
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input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H6; // òàéìôðåéì èíäèêàòîðà
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input int KPeriod=5;
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input int DPeriod=3;
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input int Slowing=3;
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input ENUM_MA_METHOD iMA_Method=MODE_SMA;
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input ENUM_STO_PRICE Price_field=STO_LOWHIGH;
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input Smooth_Method XMA_Method=MODE_T3; // ìåòîä ñãëàæèâàíèÿ èíäèêàòîðà
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input uint XLength=13; // ãëóáèíà ñãëàæèâàíèÿ
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input int XPhase=15; // ïàðàìåòð 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 uint SignalBar=1; // íîìåð áàðà äëÿ ïîëó÷åíèÿ ñèãíàëà âõîäà
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//+----------------------------------------------+
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//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ äëÿ õðàíåíèÿ ïåðèîäà ãðàôèêà â ñåêóíäàõ
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int TimeShiftSec;
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//---- Îáúÿâëåíèå öåëûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
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int InpInd_Handle;
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//---- îáúÿâëåíèå öåëûõ 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 StochasticDiff
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InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"StochasticDiff",KPeriod,DPeriod,Slowing,iMA_Method,Price_field,XMA_Method,XLength,XPhase,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 StochasticDiff");
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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=int(KPeriod+DPeriod+Slowing);
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min_rates_total+=GetStartBars(XMA_Method,XLength,XPhase);
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min_rates_total+=int(3+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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//+------------------------------------------------------------------+
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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 Value[3];
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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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//+----------------------------------------------+
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//| Îïðåäåëåíèå ñèãíàëîâ äëÿ ñäåëîê |
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//+----------------------------------------------+
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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,0,SignalBar,3,Value)<=0) {Recount=true; return;}
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//---- Ïîëó÷èì ñèãíàëû äëÿ ïîêóïêè
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if(Value[1]<Value[2])
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{
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if(BuyPosOpen && Value[0]>=Value[1]) 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(Value[1]>Value[2])
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{
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if(SellPosOpen && Value[0]<=Value[1]) 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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//+----------------------------------------------+
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//| Ñîâåðøåíèå ñäåëîê |
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//+----------------------------------------------+
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//---- Çàêðûâàåì ëîíã
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BuyPositionClose(BUY_Close,Symbol(),Deviation_);
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//---- Çàêðûâàåì øîðò
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SellPositionClose(SELL_Close,Symbol(),Deviation_);
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//---- Îòêðûâàåì ëîíã
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BuyPositionOpen(BUY_Open,Symbol(),UpSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);
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//---- Îòêðûâàåì øîðò
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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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//+------------------------------------------------------------------+
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