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//+------------------------------------------------------------------+
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//| SampleSignal.mqh |
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//| Copyright 2010, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2010, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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//+------------------------------------------------------------------+
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//| include files |
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//+------------------------------------------------------------------+
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#include <Expert\ExpertSignal.mqh>
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// wizard description start
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//+------------------------------------------------------------------+
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//| Description of the class |
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//| Title=Signal on crossing of the price and the MA |
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//| entering on the back movement |
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//| Type=Signal |
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//| Name=Sample |
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//| Class=CSampleSignal |
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//| Page= |
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//| Parameter=PeriodMA,int,12 |
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//| Parameter=ShiftMA,int,0 |
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//| Parameter=MethodMA,ENUM_MA_METHOD,MODE_EMA |
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//| Parameter=AppliedMA,ENUM_APPLIED_PRICE,PRICE_CLOSE |
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//| Parameter=Limit,double,0.0 |
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//| Parameter=StopLoss,double,50.0 |
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//| Parameter=TakeProfit,double,50.0 |
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//| Parameter=Expiration,int,10 |
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//+------------------------------------------------------------------+
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// wizard description end
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//+------------------------------------------------------------------+
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//| CSampleSignal. |
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//| Purpose: Class of trading signal generator when price |
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//| crosses moving average, |
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//| entering on the subsequent back movement. |
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//| It is derived from the CExpertSignal class. |
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//+------------------------------------------------------------------+
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class CSampleSignal : public CExpertSignal
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{
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protected:
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CiMA m_MA; // object to access the values of the moving average
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CiOpen m_open; // object to access the bar open prices
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CiClose m_close; // object to access the bar close prices
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//--- Setup parameters
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int m_period_ma; // averaging period of the MA
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int m_shift_ma; // shift of the MA along the time axis
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ENUM_MA_METHOD m_method_ma; // averaging method of the MA
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ENUM_APPLIED_PRICE m_applied_ma; // averaging object of the MA
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double m_limit; // level to place a pending order relative to the MA
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double m_stop_loss; // level to place a stop loss order relative to the open price
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double m_take_profit; // level to place a take profit order relative to the open price
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int m_expiration; // lifetime of a pending order in bars
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public:
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CSampleSignal();
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//--- Methods to set the parameters
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void PeriodMA(int value) { m_period_ma=value; }
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void ShiftMA(int value) { m_shift_ma=value; }
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void MethodMA(ENUM_MA_METHOD value) { m_method_ma=value; }
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void AppliedMA(ENUM_APPLIED_PRICE value) { m_applied_ma=value; }
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void Limit(double value) { m_limit=value; }
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void StopLoss(double value) { m_stop_loss=value; }
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void TakeProfit(double value) { m_take_profit=value; }
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void Expiration(int value) { m_expiration=value; }
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//---Method to validate the parameters
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virtual bool ValidationSettings();
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//--- Method to validate the parameters
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virtual bool InitIndicators(CIndicators* indicators);
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//--- Methods to generate signals to enter the market
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virtual bool CheckOpenLong(double& price,double& sl,double& tp,datetime& expiration);
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virtual bool CheckOpenShort(double& price,double& sl,double& tp,datetime& expiration);
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//--- Methods to generate signals of pending order modification
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virtual bool CheckTrailingOrderLong(COrderInfo* order,double& price);
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virtual bool CheckTrailingOrderShort(COrderInfo* order,double& price);
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protected:
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//--- Object initialization method
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bool InitMA(CIndicators* indicators);
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bool InitOpen(CIndicators* indicators);
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bool InitClose(CIndicators* indicators);
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//--- Methods to access object data
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double MA(int index) { return(m_MA.Main(index)); }
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double Open(int index) { return(m_open.GetData(index)); }
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double Close(int index) { return(m_close.GetData(index)); }
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};
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//+------------------------------------------------------------------+
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//| CSampleSignal 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 CSampleSignal::CSampleSignal()
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{
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//--- Setting the default values
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m_period_ma =12;
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m_shift_ma =0;
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m_method_ma =MODE_EMA;
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m_applied_ma =PRICE_CLOSE;
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m_limit =0.0;
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m_stop_loss =50.0;
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m_take_profit=50.0;
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m_expiration =10;
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}
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//+------------------------------------------------------------------+
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//| Validation of parameters. |
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//| INPUT: No. |
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//| OUTPUT: true if the settings are correct, otherwise false. |
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//| REMARK: No. |
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//+------------------------------------------------------------------+
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bool CSampleSignal::ValidationSettings()
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{
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//--- Validation of parameters
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if(m_period_ma<=0)
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{
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printf(__FUNCTION__+": the MA 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 timeseries. |
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//| INPUT: indicators - pointer to the object - collection of |
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//| indicators and timeseries. |
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//| OUTPUT: true in case of success, otherwise false. |
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//| REMARK: No. |
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//+------------------------------------------------------------------+
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bool CSampleSignal::InitIndicators(CIndicators* indicators)
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{
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//--- Validation of the pointer
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if(indicators==NULL) return(false);
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//--- Initialization of the moving average
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if(!InitMA(indicators)) return(false);
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//--- Initialization of the timeseries of open prices
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if(!InitOpen(indicators)) return(false);
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//--- Initialization of the timeseries of close prices
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if(!InitClose(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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//| Initialization of the moving average |
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//| INPUT: indicators - pointer to the object - collection of |
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//| indicators and timeseries. |
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//| OUTPUT: true in case of success, otherwise false. |
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//| REMARK: No. |
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//+------------------------------------------------------------------+
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bool CSampleSignal::InitMA(CIndicators* indicators)
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{
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//--- Initialization of the MA object
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if(!m_MA.Create(m_symbol.Name(),m_period,m_period_ma,m_shift_ma,m_method_ma,m_applied_ma))
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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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m_MA.BufferResize(3+m_shift_ma);
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//--- Adding an object to the collection
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if(!indicators.Add(GetPointer(m_MA)))
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{
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printf(__FUNCTION__+": object adding error");
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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 the timeseries of open prices. |
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//| INPUT: indicators - pointer to the object - collection of |
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//| indicators and timeseries. |
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//| OUTPUT: true in case of success, otherwise false. |
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//| REMARK: No. |
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//+------------------------------------------------------------------+
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bool CSampleSignal::InitOpen(CIndicators* indicators)
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{
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//--- Initialization of the timeseries object
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if(!m_open.Create(m_symbol.Name(),m_period))
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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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//--- Adding an object to the collection
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if(!indicators.Add(GetPointer(m_open)))
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{
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printf(__FUNCTION__+": object adding error");
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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 the timeseries of close prices. |
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//| INPUT: indicators - pointer to the object - collection of |
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//| indicators and timeseries. |
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//| OUTPUT: true in case of success, otherwise false. |
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//| REMARK: No. |
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//+------------------------------------------------------------------+
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bool CSampleSignal::InitClose(CIndicators* indicators)
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{
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//--- Initialization of the timeseries object
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if(!m_close.Create(m_symbol.Name(),m_period))
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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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//--- Adding an object to the collection
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if(!indicators.Add(GetPointer(m_close)))
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{
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printf(__FUNCTION__+": object adding error");
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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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//| Check whether a Buy condition is fulfilled |
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//| INPUT: price - variable for open price |
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//| sl - variable for stop loss price, |
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//| tp - variable for take profit price |
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//| expiration - variable for expiration time. |
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//| OUTPUT: true if the condition is fulfilled, otherwise false. |
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//| REMARK: No. |
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//+------------------------------------------------------------------+
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bool CSampleSignal::CheckOpenLong(double& price,double& sl,double& tp,datetime& expiration)
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{
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//--- Preparing the data
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double spread=m_symbol.Ask()-m_symbol.Bid();
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double ma =MA(1);
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double unit =PriceLevelUnit();
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//--- Checking the condition
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if(Open(1)<ma && Close(1)>ma && ma>MA(2))
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{
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price=m_symbol.NormalizePrice(ma-m_limit*unit+spread);
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sl =m_symbol.NormalizePrice(price-m_stop_loss*unit);
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tp =m_symbol.NormalizePrice(price+m_take_profit*unit);
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expiration+=m_expiration*PeriodSeconds(m_period);
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//--- Condition is fulfilled
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return(true);
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}
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//--- Condition is not fulfilled
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return(false);
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}
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//+------------------------------------------------------------------+
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//| Check whether a Sell condition is fulfilled. |
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//| INPUT: price - variable for open price, |
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//| sl - variable for stop loss, |
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//| tp - variable for take profit |
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//| expiration - variable for expiration time. |
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//| OUTPUT: true if the condition is fulfilled, otherwise false. |
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//| REMARK: No. |
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//+------------------------------------------------------------------+
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bool CSampleSignal::CheckOpenShort(double& price,double& sl,double& tp,datetime& expiration)
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{
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//--- Preparing the data
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double ma =MA(1);
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double unit=PriceLevelUnit();
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//--- Checking the condition
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if(Open(1)>ma && Close(1)<ma && ma<MA(2))
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{
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price=m_symbol.NormalizePrice(ma+m_limit*unit);
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sl =m_symbol.NormalizePrice(price+m_stop_loss*unit);
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tp =m_symbol.NormalizePrice(price-m_take_profit*unit);
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expiration+=m_expiration*PeriodSeconds(m_period);
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//--- Condition is fulfilled
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return(true);
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}
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//--- Condition is not fulfilled
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return(false);
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}
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//+------------------------------------------------------------------+
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//| Check whether the condition of modification |
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//| of a Buy order is fulfilled. |
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//| INPUT: order - pointer at the object-order, |
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//| price - a variable for the new open price. |
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//| OUTPUT: true if the condition is fulfilled, otherwise false. |
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//| REMARK: No. |
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//+------------------------------------------------------------------+
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bool CSampleSignal::CheckTrailingOrderLong(COrderInfo* order,double& price)
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{
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//--- Checking the pointer
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if(order==NULL) return(false);
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//--- Preparing the data
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double spread =m_symbol.Ask()-m_symbol.Bid();
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double ma =MA(1);
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double unit =PriceLevelUnit();
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double new_price=m_symbol.NormalizePrice(ma-m_limit*unit+spread);
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//--- Checking the condition
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if(order.PriceOpen()==new_price) return(false);
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price=new_price;
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//--- Condition is fulfilled
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Check whether the condition of modification |
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//| of a Sell order is fulfilled. |
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//| INPUT: order - pointer at the object-order, |
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//| price - a variable for the new open price. |
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//| OUTPUT: true if the condition is fulfilled, otherwise false. |
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//| REMARK: No. |
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//+------------------------------------------------------------------+
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bool CSampleSignal::CheckTrailingOrderShort(COrderInfo* order,double& price)
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{
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//--- Checking the pointer
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if(order==NULL) return(false);
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//--- Preparing the data
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double ma =MA(1);
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double unit=PriceLevelUnit();
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double new_price=m_symbol.NormalizePrice(ma+m_limit*unit);
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//--- Checking the condition
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if(order.PriceOpen()==new_price) return(false);
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price=new_price;
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//--- Condition is fulfilled
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return(true);
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}
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//+------------------------------------------------------------------+
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