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//+------------------------------------------------------------------+
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//| SuperTrendSignal.mqh |
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//| Copyright © 2011, Nikolay Kositsin |
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//| Khabarovsk, farria@mail.redcom.ru |
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//+------------------------------------------------------------------+
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#property copyright "Copyright © 2011, Nikolay Kositsin"
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#property link "farria@mail.redcom.ru"
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//+------------------------------------------------------------------+
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//| Included files |
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//+------------------------------------------------------------------+
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#property tester_indicator "SuperTrend.ex5"
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#include <Expert\ExpertSignal.mqh>
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//--- wizard description start
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//+------------------------------------------------------------------+
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//| Declaration of constants |
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//+------------------------------------------------------------------+
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#define OPEN_LONG 80 // The constant for returning the buy command to the Expert Advisor
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#define OPEN_SHORT 80 // The constant for returning the sell command to the Expert Advisor
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#define CLOSE_LONG 40 // The constant for returning the command to close a long position to the Expert Advisor
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#define CLOSE_SHORT 40 // The constant for returning the command to close a short position to the Expert Advisor
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#define REVERSE_LONG 100 // The constant for returning the command to reverse a long position to the Expert Advisor
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#define REVERSE_SHORT 100 // The constant for returning the command to reverse a short position to the Expert Advisor
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#define NO_SIGNAL 0 // The constant for returning the absence of a signal to the Expert Advisor
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//+---------------------------------------------------------------------+
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//| Description of the class |
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//| Title=The signals based on SuperTrend indicator |
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//| Type=SignalAdvanced |
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//| Name=SuperTrend |
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//| Class=CSuperTrendSignal |
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//| Page= |
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//| Parameter=BuyPosOpen,bool,true,Permission to buy |
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//| Parameter=SellPosOpen,bool,true,Permission to sell |
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//| Parameter=BuyPosClose,bool,true,Permission to exit a long position |
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//| Parameter=SellPosClose,bool,true,Permission to exit a short position|
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//| Parameter=Ind_Timeframe,ENUM_TIMEFRAMES,PERIOD_H4,Timeframe |
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//| Parameter=CCIPeriod,uint,50, CCI indicator period |
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//| Parameter=ATRPeriod,uint,5,ATR indicator period |
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//| Parameter=Level,uint,0,CCI activation level |
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//| Parameter=SignalBar,uint,1,Bar index for entry signal |
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//+---------------------------------------------------------------------+
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//--- wizard description end
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//+---------------------------------------------------------------------+
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//| CSuperTrendSignal class. |
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//| Purpose: Class of generator of trade signals based on |
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//| SuperTrend indicator values http://www.mql5.com/ru/code/527/. |
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//| Is derived from the CExpertSignal class. |
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//+---------------------------------------------------------------------+
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class CSuperTrendSignal : public CExpertSignal
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{
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protected:
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CiCustom m_indicator; // the object for access to SuperTrend values
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//--- adjusted parameters
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bool m_BuyPosOpen; // permission to buy
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bool m_SellPosOpen; // permission to sell
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bool m_BuyPosClose; // permission to exit a long position
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bool m_SellPosClose; // permission to exit a short position
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ENUM_TIMEFRAMES m_Ind_Timeframe; // indicator chart timeframe
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uint m_CCIPeriod; // CCI indicator period
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uint m_ATRPeriod; // ATR indicator period
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uint m_Level; // CCI activation level
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uint m_SignalBar; // bar index for getting entry signal
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public:
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CSuperTrendSignal();
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//--- methods of setting adjustable parameters
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void BuyPosOpen(bool value) { m_BuyPosOpen=value; }
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void SellPosOpen(bool value) { m_SellPosOpen=value; }
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void BuyPosClose(bool value) { m_BuyPosClose=value; }
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void SellPosClose(bool value) { m_SellPosClose=value; }
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//--- indicator input parameters
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void Ind_Timeframe(ENUM_TIMEFRAMES value) { m_Ind_Timeframe=value; }
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void CCIPeriod(uint value) { m_CCIPeriod=value; }
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void ATRPeriod(uint value) { m_ATRPeriod=value; }
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void Level(uint value) { m_Level=value; }
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//---
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void SignalBar(uint value) { m_SignalBar=value; }
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//--- adjustable parameters validation method
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virtual bool ValidationSettings();
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//--- adjustable parameters validation method
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virtual bool InitIndicators(CIndicators *indicators); // indicators initialization
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//--- market entry signals generation method
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virtual int LongCondition();
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virtual int ShortCondition();
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bool InitSuperTrend(CIndicators *indicators); // SuperTrend indicator initializing method
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protected:
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};
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//+------------------------------------------------------------------+
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//| CSuperTrendSignal constructor. |
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//| INPUT: no. |
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//| OUTPUT: no. |
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//| REMARK: no. |
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//+------------------------------------------------------------------+
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void CSuperTrendSignal::CSuperTrendSignal()
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{
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//--- setting default parameters
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m_BuyPosOpen=true;
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m_SellPosOpen=true;
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m_BuyPosClose=true;
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m_SellPosClose=true;
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//--- indicator input parameters
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m_Ind_Timeframe=PERIOD_H4;
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m_CCIPeriod=50;
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m_ATRPeriod=5;
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m_Level=0;
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//---
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m_SignalBar=1;
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m_used_series=USE_SERIES_OPEN+USE_SERIES_HIGH+USE_SERIES_LOW+USE_SERIES_CLOSE;
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}
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//+------------------------------------------------------------------+
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//| Checking adjustable parameters. |
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//| INPUT: no. |
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//| OUTPUT: true if the settings are valid, false - if not. |
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//| REMARK: no. |
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//+------------------------------------------------------------------+
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bool CSuperTrendSignal::ValidationSettings()
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{
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//--- checking parameters
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if(m_CCIPeriod<=0)
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{
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printf(__FUNCTION__+": CCI indicator period must be greater than zero");
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return(false);
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}
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if(m_ATRPeriod<=0)
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{
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printf(__FUNCTION__+": ATR indicator period must be greater than zero");
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return(false);
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}
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//--- successful completion
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Initialization of indicators and time series. |
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//| INPUT: indicators - pointer to an object-collection |
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//| of indicators and time series. |
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//| OUTPUT: true - in case of successful, otherwise - false. |
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//| REMARK: no. |
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//+------------------------------------------------------------------+
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bool CSuperTrendSignal::InitIndicators(CIndicators *indicators)
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{
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//--- check of pointer
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if(indicators==NULL) return(false);
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//--- indicator initialization
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if(!InitSuperTrend(indicators)) return(false);
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//--- successful completion
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return(true);
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}
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//+------------------------------------------------------------------+
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//| SuperTrend indicator initialization. |
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//| INPUT: indicators - pointer to an object-collection |
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//| of indicators and time series. |
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//| OUTPUT: true - in case of successful, otherwise - false. |
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//| REMARK: no. |
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//+------------------------------------------------------------------+
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bool CSuperTrendSignal::InitSuperTrend(CIndicators *indicators)
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{
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//--- check of pointer
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if(indicators==NULL) return(false);
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//--- adding an object to the collection
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if(!indicators.Add(GetPointer(m_indicator)))
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{
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printf(__FUNCTION__+": error of adding the object");
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return(false);
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}
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//--- setting the indicator parameters
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MqlParam parameters[5];
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parameters[0].type=TYPE_STRING;
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parameters[0].string_value="SuperTrend.ex5";
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parameters[1].type=TYPE_UINT;
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parameters[1].integer_value=m_CCIPeriod;
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parameters[2].type=TYPE_UINT;
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parameters[2].integer_value=m_ATRPeriod;
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parameters[3].type=TYPE_UINT;
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parameters[3].integer_value=m_Level;
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parameters[4].type=TYPE_UINT;
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parameters[4].integer_value=m_Level;
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//---
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if(!m_indicator.Create(m_symbol.Name(),m_Ind_Timeframe,IND_CUSTOM,5,parameters))
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{
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printf(__FUNCTION__+": object initialization error");
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return(false);
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}
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//--- number of buffers
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if(!m_indicator.NumBuffers(4)) return(false);
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//--- SuperTrend indicator initialized successfully
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Checking conditions for opening a long position and |
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//| closing a short one |
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//| INPUT: no |
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//| OUTPUT: Vote weight from 0 to 100 |
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//| REMARK: no. |
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//+------------------------------------------------------------------+
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int CSuperTrendSignal::LongCondition()
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{
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//--- buy signal is determined by buffer 2 of the SuperTrend indicator
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double Signal=m_indicator.GetData(2,m_SignalBar);
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//--- getting a trading signal
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if(Signal && Signal!=EMPTY_VALUE)
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{
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if(m_BuyPosOpen)
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{
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if(m_SellPosClose) return(REVERSE_SHORT);
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else return(OPEN_LONG);
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}
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else
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{
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if(m_SellPosClose) return(CLOSE_SHORT);
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}
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}
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//--- searching for signals for closing a short position
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if(!m_SellPosClose) return(NO_SIGNAL);
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//--- trend signal is determined by buffer 0 of the SuperTrend indicator
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Signal=m_indicator.GetData(0,m_SignalBar);
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if(Signal && Signal!=EMPTY_VALUE) return(CLOSE_SHORT);
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//--- no trading signal
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return(NO_SIGNAL);
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}
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//+------------------------------------------------------------------+
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//| Checking conditions for opening a short position and |
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//| closing a long one |
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//| INPUT: no |
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//| OUTPUT: Vote weight from 0 to 100 |
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//| REMARK: no. |
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//+------------------------------------------------------------------+
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int CSuperTrendSignal::ShortCondition()
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{
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//--- sell signal is determined by buffer 3 of the SuperTrend indicator
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double Signal=m_indicator.GetData(3,m_SignalBar);
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//--- getting a trading signal
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if(Signal && Signal!=EMPTY_VALUE)
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{
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if(m_SellPosOpen)
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{
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if(m_BuyPosClose) return(REVERSE_LONG);
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else return(OPEN_SHORT);
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}
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else
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{
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if(m_BuyPosClose) return(CLOSE_LONG);
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}
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}
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//--- searching for signals for closing a short position
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if(!m_BuyPosClose) return(NO_SIGNAL);
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//--- trend signal is determined by buffer 1 of the SuperTrend indicator
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Signal=m_indicator.GetData(1,m_SignalBar);
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if(Signal && Signal!=EMPTY_VALUE) return(CLOSE_LONG);
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//--- no trading signal
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return(NO_SIGNAL);
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}
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//+------------------------------------------------------------------+
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