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