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.
209 lines
8.5 KiB
MQL5
209 lines
8.5 KiB
MQL5
//+------------------------------------------------------------------+
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//| SignalSAR.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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// wizard description start
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//+------------------------------------------------------------------+
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//| Description of the class |
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//| Title=Signals of indicator 'Parabolic SAR' |
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//| Type=SignalAdvanced |
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//| Name=Parabolic SAR |
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//| ShortName=SAR |
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//| Class=CSignalSAR |
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//| Page=signal_sar |
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//| Parameter=Step,double,0.02,Speed increment |
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//| Parameter=Maximum,double,0.2,Maximum rate |
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//+------------------------------------------------------------------+
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// wizard description end
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//+------------------------------------------------------------------+
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//| Class CSignalSAR. |
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//| Purpose: Class of generator of trade signals based on |
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//| the 'Parabolic SAR' indicator. |
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//| Is derived from the CWarriorSignal class. |
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//+------------------------------------------------------------------+
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class CSignalSAR : public CWarriorSignal
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{
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protected:
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CiSAR m_sar; // object-indicator
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//--- adjusted parameters
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double m_step; // the "speed increment" parameter of the indicator
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double m_maximum; // the "maximum rate" parameter of the indicator
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//--- "weights" of market models (0-100)
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int m_pattern_0; // model 0 "the parabolic is on the necessary side from the price"
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int m_pattern_1; // model 1 "the parabolic has 'switched'"
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public:
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CSignalSAR(void);
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~CSignalSAR(void);
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//--- methods of setting adjustable parameters
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void Step(double value) { m_step = value; }
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void Maximum(double value) { m_maximum = 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 indicator
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bool InitSAR(CIndicators *indicators);
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//--- methods of getting data
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double SAR(int ind) { return(m_sar.Main(ind)); }
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double Close(int ind) { return(m_close.GetData(ind)); }
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double DiffClose(int ind) { return(Close(ind) - SAR(ind)); }
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CSignalSAR::CSignalSAR(void) : m_step(0.02),
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m_maximum(0.2),
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m_pattern_0(10),
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m_pattern_1(90)
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{
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m_id = "SAR";
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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 = 2;
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//--- initialization of protected data
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m_used_series = USE_SERIES_CLOSE;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CSignalSAR::~CSignalSAR(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 CSignalSAR::ValidationSettings(void)
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{
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//--- call of the method of the parent class
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if(!CWarriorSignal::ValidationSettings())
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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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//| Create indicators. |
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//+------------------------------------------------------------------+
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bool CSignalSAR::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(!CWarriorSignal::InitIndicators(indicators))
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return(false);
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//--- create and initialize SAR indicator
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if(!InitSAR(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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//| Create SAR indicators. |
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//+------------------------------------------------------------------+
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bool CSignalSAR::InitSAR(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_sar)))
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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_sar.Create(m_symbol.Name(), m_period, m_step, m_maximum))
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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 CSignalSAR::LongCondition(void)
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{
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int result = 0;
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int idx = StartIndex();
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//--- if the indicator is above the price at the first analyzed bar, don't 'vote' buying
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if(DiffClose(idx++) < 0.0)
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return(result);
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//--- the indicator is below the price at the first analyzed bar (the indicator has no objections to buying)
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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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} //--- if the indicator is above the price at the second analyzed bar, then there is a condition for buying
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if(IS_PATTERN_USAGE(1) && DiffClose(idx) < 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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}
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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 CSignalSAR::ShortCondition(void)
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{
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int result = 0;
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int idx = StartIndex();
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//--- if the indicator is below the price at the first analyzed bar, don't "vote" for selling
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if(DiffClose(idx++) > 0.0)
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return(result);
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//--- the indicator is above the price at the first analyzed bar (the indicator has no objections to selling)
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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 indicator is below the price at the second analyzed bar, then there is a condition for selling
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if(IS_PATTERN_USAGE(1) && DiffClose(idx) > 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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}
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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 CSignalSAR::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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