forked from mnbvc188199/Warrior_EA
47a5ef338b
- Replaced standard library signal modules with custom implementations to allow for named patterns and improved voting. - Added new input parameters for module weights, allowing for optimization of individual signal contributions. - Enhanced the management of trades with new options for breakeven and management cut. - Introduced a mechanism for dynamic ranking of signal weights based on historical performance. - Improved initialization logic to ensure proper registration of filters and handling of trading conditions. - Added detailed logging for trading permissions and account status during initialization.
220 lines
8.7 KiB
MQL5
220 lines
8.7 KiB
MQL5
//+------------------------------------------------------------------+
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//| Warrior_EA |
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//| AnimateDread |
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//| |
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//+------------------------------------------------------------------+
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#include "..\Expert\WarriorSignal.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 'Relative Vigor Index' |
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//| Type=SignalAdvanced |
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//| Name=Relative Vigor Index |
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//| ShortName=RVI |
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//| Class=CSignalRVI |
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//| Page=signal_rvi |
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//| Parameter=PeriodRVI,int,14,Period of calculation |
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//+------------------------------------------------------------------+
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// wizard description end
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//+------------------------------------------------------------------+
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//| Class CSignalRVI. |
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//| Purpose: Class of generator of trade signals based on |
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//| the 'Relative Vigor Index' oscillator. |
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//| Is derived from the CWarriorSignal class. |
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//+------------------------------------------------------------------+
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class CSignalRVI : public CWarriorSignal
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{
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protected:
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CiRVI m_rvi; // object-oscillator
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//--- adjusted parameters
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int m_periodRVI; // the "period of calculation" 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 "crossing of main and signal line"
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public:
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CSignalRVI(void);
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~CSignalRVI(void);
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//--- methods of setting adjustable parameters
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void PeriodRVI(int value) { m_periodRVI = 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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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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protected:
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//--- method of initialization of the oscillator
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bool InitRVI(CIndicators *indicators);
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//--- methods of getting data
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double Main(int ind) { return(m_rvi.Main(ind)); }
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double DiffMain(int ind) { return(Main(ind) - Main(ind + 1)); }
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double Signal(int ind) { return(m_rvi.Signal(ind)); }
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double DiffSignal(int ind) { return(Signal(ind) - Signal(ind + 1)); }
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double DiffMainSignal(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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CSignalRVI::CSignalRVI(void) : m_periodRVI(10),
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m_pattern_0(60),
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m_pattern_1(100)
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{
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m_id = "RVI";
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m_pattern_count = 2;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CSignalRVI::~CSignalRVI(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 CSignalRVI::ValidationSettings(void)
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{
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//--- validation settings of additional filters
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if(!CExpertSignal::ValidationSettings())
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return(false);
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//--- initial data checks
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if(m_periodRVI <= 0)
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{
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printf(__FUNCTION__ + ": the period of calculation of the RVI oscillator must be greater than 0");
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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 CSignalRVI::InitIndicators(CIndicators *indicators)
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{
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//--- check pointer
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if(indicators == NULL)
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return(false);
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//--- initialization of indicators and timeseries of additional filters
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if(!CExpertSignal::InitIndicators(indicators))
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return(false);
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//--- create and initialize RVI oscillator
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if(!InitRVI(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 RVI oscillators. |
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//+------------------------------------------------------------------+
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bool CSignalRVI::InitRVI(CIndicators *indicators)
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{
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//--- check pointer
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if(indicators == NULL)
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return(false);
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//--- add object to collection
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if(!indicators.Add(GetPointer(m_rvi)))
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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_rvi.Create(m_symbol.Name(), m_period, m_periodRVI))
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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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//| "Voting" that price will grow. |
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//+------------------------------------------------------------------+
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int CSignalRVI::LongCondition(void)
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{
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int result = 0;
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int idx = StartIndex();
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//---
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if(DiffMain(idx) > 0.0)
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{
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//--- the main line of the oscillator is directed upwards confirming 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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//--- if the main line crosses the signal line upwards, this is a signal for buying
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if(DiffMainSignal(idx) > 0 && DiffMainSignal(idx + 1) < 0)
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{
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//--- the main line of the oscillator has crossed the signal line upwards (signal for buying)
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if(IS_PATTERN_USAGE(1))
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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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}
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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 CSignalRVI::ShortCondition(void)
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{
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int result = 0;
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int idx = StartIndex();
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//---
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if(DiffMain(idx) < 0.0)
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{
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//--- the main line of the oscillator is directed downwards confirming the 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;
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m_active_pattern = "Pattern_0";
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}
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//--- if the main line crosses the signal line from top downwards, this is a signal for selling
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if(DiffMainSignal(idx) < 0 && DiffMainSignal(idx + 1) > 0)
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{
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//--- the main line of the oscillator has crossed the signal line from top downwards (signal for selling)
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if(IS_PATTERN_USAGE(1))
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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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}
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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 CSignalRVI::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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}
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}
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//+------------------------------------------------------------------+
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