forked from animatedread/Warrior_EA
367 lines
17 KiB
MQL5
367 lines
17 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| SignalMACD.mqh |
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//| Copyright 2000-2023, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#include "..\Expert\WarriorSignal.mqh"
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#include "OscillatorDivergence.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=Signals of oscillator 'MACD' |
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//| Type=SignalAdvanced |
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//| Name=MACD |
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//| ShortName=MACD |
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//| Class=CSignalMACD |
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//| Page=signal_macd |
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//| Parameter=PeriodFast,int,12,Period of fast EMA |
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//| Parameter=PeriodSlow,int,26,Period of slow EMA |
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//| Parameter=PeriodSignal,int,9,Period of averaging of difference |
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//| Parameter=Applied,ENUM_APPLIED_PRICE,PRICE_CLOSE,Prices series |
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//+------------------------------------------------------------------+
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// wizard description end
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//+------------------------------------------------------------------+
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//| Class CSignalMACD. |
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//| Purpose: Class of generator of trade signals based on |
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//| the 'Moving Average Convergence/Divergence' oscillator. |
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//| Is derived from the CWarriorSignal class. |
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//| |
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//| Ported from the MQL5 standard library (Include\Expert\Signal\ |
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//| SignalMACD.mqh) - m_id/m_pattern_count/m_active_pattern/ |
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//| m_active_direction/ApplyPatternWeight() are this codebase's |
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//| additions on top, feeding the panel and the DB pattern-ranking |
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//| table exactly like CSignalMA/CSignalRSI do. |
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//| |
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//| This file previously existed here and was deleted when the |
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//| classic-signal set was trimmed to MA+RSI; it is restored |
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//| deliberately, to give the classic vote a momentum/divergence |
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//| model that MA (level) and RSI (bounded oscillator) do not carry. |
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//| It uses the built-in CiMACD, NOT the unified ADMovingAverage |
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//| custom indicator CSignalMA drives - MACD is defined on plain |
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//| EMAs, so there is nothing for MA_Type to select here. |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| CSignalMACD's side of the IOscillatorDivergenceSource view - |
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//| MQL5 has no multiple inheritance, so the divergence detector is |
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//| reached through this thin adapter instead of a common base. |
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//+------------------------------------------------------------------+
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class CSignalMACD;
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class CSignalMACDDivergenceSource : public IOscillatorDivergenceSource
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{
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private:
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CSignalMACD *m_owner;
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public:
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void Bind(CSignalMACD *owner) { m_owner = owner; }
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virtual double DivergenceOscillatorValue(int ind) override;
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virtual double DivergencePriceLow(int start, int count, int &index) override;
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virtual double DivergencePriceHigh(int start, int count, int &index) override;
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};
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class CSignalMACD : public CWarriorSignal
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{
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protected:
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CiMACD m_MACD; // object-oscillator
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//--- adjusted parameters
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int m_period_fast; // the "period of fast EMA" parameter of the oscillator
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int m_period_slow; // the "period of slow EMA" parameter of the oscillator
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int m_period_signal; // the "period of averaging of difference" parameter of the oscillator
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ENUM_APPLIED_PRICE m_applied; // the "price series" parameter of the oscillator
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//--- "weights" of market models (0-100)
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int m_pattern_0; // model 0 "the oscillator has required direction"
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int m_pattern_1; // model 1 "reverse of the oscillator to required direction"
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int m_pattern_2; // model 2 "crossing of main and signal line"
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int m_pattern_3; // model 3 "crossing of main line an the zero level"
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int m_pattern_4; // model 4 "divergence of the oscillator and price"
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int m_pattern_5; // model 5 "double divergence of the oscillator and price"
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//--- shared extremum/divergence bit-map detector (see Signals/OscillatorDivergence.mqh)
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CSignalMACDDivergenceSource m_divergenceSource;
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CDivergenceDetector m_divergence;
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public:
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CSignalMACD(void);
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~CSignalMACD(void);
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//--- methods of setting adjustable parameters
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void PeriodFast(int value) { m_period_fast = value; }
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void PeriodSlow(int value) { m_period_slow = value; }
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void PeriodSignal(int value) { m_period_signal = value; }
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void Applied(ENUM_APPLIED_PRICE value) { m_applied = value; }
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//--- methods of adjusting "weights" of market models
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void Pattern_0(int value) { m_pattern_0 = value; }
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void Pattern_1(int value) { m_pattern_1 = value; }
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void Pattern_2(int value) { m_pattern_2 = value; }
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void Pattern_3(int value) { m_pattern_3 = value; }
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void Pattern_4(int value) { m_pattern_4 = value; }
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void Pattern_5(int value) { m_pattern_5 = value; }
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virtual void ApplyPatternWeight(int patternNumber, int weight);
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//--- method of verification of settings
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virtual bool ValidationSettings(void);
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//--- method of creating the indicator and timeseries
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virtual bool InitIndicators(CIndicators *indicators);
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//--- methods of checking if the market models are formed
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virtual int LongCondition(void);
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virtual int ShortCondition(void);
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//--- deep-history readiness for the meta candidate sweep - see CWarriorSignal::SweepPrepare
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//--- IOscillatorDivergenceSource surface for m_divergenceSource (see OscillatorDivergence.mqh);
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//--- public because the adapter is a separate object, not a subclass
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double DivergenceOscillatorValue(int ind) { return(Main(ind)); }
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double DivergencePriceLow(int start, int count, int &index) { return(m_low.MinValue(start, count, index)); }
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double DivergencePriceHigh(int start, int count, int &index) { return(m_high.MaxValue(start, count, index)); }
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protected:
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//--- method of initialization of the oscillator
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bool InitMACD(CIndicators *indicators);
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//--- methods of getting data
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double Main(int ind) { return(m_MACD.Main(ind)); }
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double Signal(int ind) { return(m_MACD.Signal(ind)); }
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double DiffMain(int ind) { return(Main(ind) - Main(ind + 1)); }
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double State(int ind) { return(Main(ind) - Signal(ind)); }
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CSignalMACD::CSignalMACD(void) : m_period_fast(12),
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m_period_slow(26),
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m_period_signal(9),
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m_applied(PRICE_CLOSE),
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m_pattern_0(10),
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m_pattern_1(30),
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m_pattern_2(80),
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m_pattern_3(50),
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m_pattern_4(60),
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m_pattern_5(100)
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{
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m_divergenceSource.Bind(GetPointer(this));
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m_divergence.Bind(GetPointer(m_divergenceSource));
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m_id = "MACD";
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//--- Confirmation pattern(s): weight 10, never traded alone, never ranked.
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m_confirm_mask = 1<<0;
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m_pattern_count = 6;
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//--- initialization of protected data
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m_used_series = USE_SERIES_HIGH + USE_SERIES_LOW;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CSignalMACD::~CSignalMACD(void)
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{
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}
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//+------------------------------------------------------------------+
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//| Validation settings protected data. |
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//+------------------------------------------------------------------+
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bool CSignalMACD::ValidationSettings(void)
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{
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//--- validation settings of additional filters
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if(!CWarriorSignal::ValidationSettings())
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return(false);
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//--- initial data checks
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if(m_period_fast >= m_period_slow)
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{
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printf(__FUNCTION__ + ": slow period must be greater than fast period");
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return(false);
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}
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//--- ok
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Create indicators. |
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//+------------------------------------------------------------------+
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bool CSignalMACD::InitIndicators(CIndicators *indicators)
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{
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//--- check of pointer is performed in the method of the parent class
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//---
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//--- initialization of indicators and timeseries of additional filters
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if(!CWarriorSignal::InitIndicators(indicators))
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return(false);
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//--- create and initialize MACD oscilator
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if(!InitMACD(indicators))
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return(false);
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//--- ok
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Initialize MACD oscillators. |
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//+------------------------------------------------------------------+
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bool CSignalMACD::InitMACD(CIndicators *indicators)
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{
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//--- add object to collection
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if(!indicators.Add(GetPointer(m_MACD)))
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{
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printf(__FUNCTION__ + ": error adding object");
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return(false);
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}
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//--- initialize object
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if(!m_MACD.Create(m_symbol.Name(), m_period, m_period_fast, m_period_slow, m_period_signal, m_applied))
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{
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printf(__FUNCTION__ + ": error initializing object");
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return(false);
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}
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//--- ok
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return(true);
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}
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//+------------------------------------------------------------------+
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//| CSignalMACDDivergenceSource - forwards to the owner's public |
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//| IOscillatorDivergenceSource surface (see the class declaration |
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//| just above CSignalMACD). |
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//+------------------------------------------------------------------+
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double CSignalMACDDivergenceSource::DivergenceOscillatorValue(int ind)
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{
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return(m_owner.DivergenceOscillatorValue(ind));
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}
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double CSignalMACDDivergenceSource::DivergencePriceLow(int start, int count, int &index)
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{
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return(m_owner.DivergencePriceLow(start, count, index));
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}
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double CSignalMACDDivergenceSource::DivergencePriceHigh(int start, int count, int &index)
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{
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return(m_owner.DivergencePriceHigh(start, count, index));
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}
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//+------------------------------------------------------------------+
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//| "Voting" that price will grow. |
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//+------------------------------------------------------------------+
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int CSignalMACD::LongCondition(void)
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{
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int result = 0;
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int idx = StartIndex();
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//--- check direction of the main line
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if(DiffMain(idx) > 0.0)
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{
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//--- the main line is directed upwards, and it confirms the possibility of price growth
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if(IS_PATTERN_USAGE(0))
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{
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result = m_pattern_0;
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m_active_pattern = "Pattern_0";
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}
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// "confirming" signal number 0
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//--- if the model 1 is used, look for a reverse of the main line
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if(IS_PATTERN_USAGE(1) && DiffMain(idx + 1) < 0.0)
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{
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result = m_pattern_1;
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m_active_pattern = "Pattern_1";
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} // signal number 1
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//--- if the model 2 is used, look for an intersection of the main and signal line
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if(IS_PATTERN_USAGE(2) && State(idx) > 0.0 && State(idx + 1) < 0.0)
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{
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result = m_pattern_2;
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m_active_pattern = "Pattern_2";
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} // signal number 2
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//--- if the model 3 is used, look for an intersection of the main line and the zero level
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if(IS_PATTERN_USAGE(3) && Main(idx) > 0.0 && Main(idx + 1) < 0.0)
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{
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result = m_pattern_3;
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m_active_pattern = "Pattern_3";
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} // signal number 3
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//--- if the models 4 or 5 are used and the main line turned upwards below the zero level, look for divergences
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if((IS_PATTERN_USAGE(4) || IS_PATTERN_USAGE(5)) && Main(idx) < 0.0)
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{
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//--- perform the extended analysis of the oscillator state
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m_divergence.ExtState(idx);
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//--- if the model 4 is used, look for the "divergence" signal
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if(IS_PATTERN_USAGE(4) && m_divergence.CompareMaps(1, 1)) // 0000 0001b
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{
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result = m_pattern_4;
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m_active_pattern = "Pattern_4";
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} // signal number 4
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//--- if the model 5 is used, look for the "double divergence" signal
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if(IS_PATTERN_USAGE(5) && m_divergence.CompareMaps(0x11, 2)) // 0001 0001b
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{
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result = m_pattern_5;
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m_active_pattern = "Pattern_5";
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} // signal number 5
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}
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}
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if(result != 0)
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{
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m_active_direction = "Buy";
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}
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//--- return the result
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return(result);
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}
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//+------------------------------------------------------------------+
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//| "Voting" that price will fall. |
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//+------------------------------------------------------------------+
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int CSignalMACD::ShortCondition(void)
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{
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int result = 0;
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int idx = StartIndex();
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// Check direction of the main line
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if(DiffMain(idx) < 0.0)
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{
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// Main line is directed downwards, confirming a possibility of falling of price
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if(IS_PATTERN_USAGE(0))
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{
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result = m_pattern_0; // "confirming" signal number 0
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m_active_pattern = "Pattern_0";
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}
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// If the model 1 is used, look for a reverse of the main line
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if(IS_PATTERN_USAGE(1) && DiffMain(idx + 1) > 0.0)
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{
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result = m_pattern_1; // signal number 1
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m_active_pattern = "Pattern_1";
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}
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// If the model 2 is used, look for an intersection of the main and signal line
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if(IS_PATTERN_USAGE(2) && State(idx) < 0.0 && State(idx + 1) > 0.0)
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{
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result = m_pattern_2; // signal number 2
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m_active_pattern = "Pattern_2";
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}
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// If the model 3 is used, look for an intersection of the main line and the zero level
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if(IS_PATTERN_USAGE(3) && Main(idx) < 0.0 && Main(idx + 1) > 0.0)
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{
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result = m_pattern_3; // signal number 3
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m_active_pattern = "Pattern_3";
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}
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// If the models 4 or 5 are used and the main line turned downwards above the zero level, look for divergences
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if((IS_PATTERN_USAGE(4) || IS_PATTERN_USAGE(5)) && Main(idx) > 0.0)
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{
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// Perform the extended analysis of the oscillator state
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m_divergence.ExtState(idx);
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// If the model 4 is used, look for the "divergence" signal
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if(IS_PATTERN_USAGE(4) && m_divergence.CompareMaps(1, 1)) // 0000 0001b
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{
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result = m_pattern_4; // signal number 4
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m_active_pattern = "Pattern_4";
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}
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// If the model 5 is used, look for the "double divergence" signal
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if(IS_PATTERN_USAGE(5) && m_divergence.CompareMaps(0x11, 2)) // 0001 0001b
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{
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result = m_pattern_5; // signal number 5
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m_active_pattern = "Pattern_5";
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}
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}
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}
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if(result != 0)
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{
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m_active_direction = "Sell";
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}
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// Return the result
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return result;
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}
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//+------------------------------------------------------------------+
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//| Set the specified pattern's weight to the specified value |
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//+------------------------------------------------------------------+
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void CSignalMACD::ApplyPatternWeight(int patternNumber, int weight)
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{
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switch(patternNumber)
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{
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default:
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break;
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case 0:
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Pattern_0(weight);
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break;
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case 1:
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Pattern_1(weight);
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break;
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case 2:
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Pattern_2(weight);
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break;
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case 3:
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Pattern_3(weight);
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break;
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case 4:
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Pattern_4(weight);
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break;
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case 5:
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Pattern_5(weight);
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break;
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}
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}
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//+------------------------------------------------------------------+
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