| //+------------------------------------------------------------------+
|
| //| SignalBullsPower.mqh |
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| //| Copyright 2000-2025, MetaQuotes Ltd. |
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| //| https://www.mql5.com |
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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=Signals of oscillator 'Bulls Power' |
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| //| Type=SignalAdvanced |
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| //| Name=Bulls Power |
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| //| ShortName=BullsPower |
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| //| Class=CSignalBullsPower |
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| //| Page=signal_bulls |
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| //| Parameter=PeriodBulls,int,13,Period of calculation |
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| //+------------------------------------------------------------------+
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| // wizard description end
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| //+------------------------------------------------------------------+
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| //| Class CSignalBullsPower. |
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| //| Purpose: Class of generator of trade signals based on |
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| //| the 'Bulls Power' oscillator. |
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| //| Is derived from the CExpertSignal class. |
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| //+------------------------------------------------------------------+
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| class CSignalBullsPower : public CExpertSignal
|
| {
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| protected:
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| CiBullsPower m_bulls; // object-oscillator
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| //--- adjusted parameters
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| int m_period_bulls; // 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 "reverse of the oscillator to required direction"
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| int m_pattern_1; // model 1 "divergence of the oscillator and price"
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| //--- variables
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| double m_extr_osc[10]; // array of values of extremums of the oscillator
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| double m_extr_pr[10]; // array of values of the corresponding extremums of price
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| int m_extr_pos[10]; // array of shifts of extremums (in bars)
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| uint m_extr_map; // resulting bit-map of ratio of extremums of the oscillator and the price
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|
|
| public:
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| CSignalBullsPower(void);
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| ~CSignalBullsPower(void);
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| //--- methods of setting adjustable parameters
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| void PeriodBulls(int value) { m_period_bulls=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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| //--- 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 ShortCondition(void);
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| //--- the oscillator doesn't identify conditions for buying
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|
|
| protected:
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| //--- method of initialization of the oscillator
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| bool InitBears(CIndicators *indicators);
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| //--- methods of getting data
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| double Bulls(int ind) { return(m_bulls.Main(ind)); }
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| double DiffBulls(int ind) { return(Bulls(ind)-Bulls(ind+1)); }
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| int StateBulls(int ind);
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| bool ExtStateBulls(int ind);
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| };
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| //+------------------------------------------------------------------+
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| //| Constructor |
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| //+------------------------------------------------------------------+
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| CSignalBullsPower::CSignalBullsPower(void) : m_period_bulls(13),
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| m_pattern_0(20),
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| m_pattern_1(80)
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| {
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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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| CSignalBullsPower::~CSignalBullsPower(void)
|
| {
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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 CSignalBullsPower::ValidationSettings(void)
|
| {
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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_period_bulls<=0)
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| {
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| printf(__FUNCTION__+": period Bulls 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 CSignalBullsPower::InitIndicators(CIndicators *indicators)
|
| {
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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 BullsPower oscillator
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| if(!InitBears(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 BearsPower oscillators. |
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| //+------------------------------------------------------------------+
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| bool CSignalBullsPower::InitBears(CIndicators *indicators)
|
| {
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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_bulls)))
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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_bulls.Create(m_symbol.Name(),m_period,m_period_bulls))
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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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| //| Check of the oscillator state. |
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| //+------------------------------------------------------------------+
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| int CSignalBullsPower::StateBulls(int ind)
|
| {
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| int res=0;
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| double var;
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| //---
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| for(int i=ind;;i++)
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| {
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| if(Bulls(i+1)==EMPTY_VALUE)
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| break;
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| var=DiffBulls(i);
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| if(res>0)
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| {
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| if(var<0)
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| break;
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| res++;
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| continue;
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| }
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| if(res<0)
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| {
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| if(var>0)
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| break;
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| res--;
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| continue;
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| }
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| if(var>0)
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| res++;
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| if(var<0)
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| res--;
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| }
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| //--- return the result
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| return(res);
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| }
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| //+------------------------------------------------------------------+
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| //| Extended check of the oscillator state consists |
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| //| in forming a bit-map according to certain rules, |
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| //| which shows ratios of extremums of the oscillator and price. |
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| //+------------------------------------------------------------------+
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| bool CSignalBullsPower::ExtStateBulls(int ind)
|
| {
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| //--- operation of this method results in a bit-map of extremums
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| //--- practically, the bit-map of extremums is an "array" of 4-bit fields
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| //--- each "element of the array" definitely describes the ratio
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| //--- of current extremums of the oscillator and the price with previous ones
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| //--- purpose of bits of an element of the analyzed bit-map
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| //--- bit 3 - not used (always 0)
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| //--- bit 2 - is equal to 1 if the current extremum of the oscillator is "more extreme" than the previous one
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| //--- (a higher peak or a deeper valley), otherwise - 0
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| //--- bit 1 - not used (always 0)
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| //--- bit 0 - is equal to 1 if the current extremum of price is "more extreme" than the previous one
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| //--- (a higher peak or a deeper valley), otherwise - 0
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| //--- in addition to them, the following is formed:
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| //--- array of values of extremums of the oscillator,
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| //--- array of values of price extremums and
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| //--- array of "distances" between extremums of the oscillator (in bars)
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| //--- it should be noted that when using the results of the extended check of state,
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| //--- you should consider, which extremum of the oscillator (peak or valley)
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| //--- is the "reference point" (i.e. was detected first during the analysis)
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| //--- if a peak is detected first then even elements of all arrays
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| //--- will contain information about peaks, and odd elements will contain information about valleys
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| //--- if a valley is detected first, then respectively in reverse
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| int pos=ind,off,index;
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| uint map; // intermediate bit-map for one extremum
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| //---
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| m_extr_map=0;
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| for(int i=0;i<10;i++)
|
| {
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| off=StateBulls(pos);
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| if(off>0)
|
| {
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| //--- minimum of the oscillator is detected
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| pos+=off;
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| m_extr_pos[i]=pos;
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| m_extr_osc[i]=Bulls(pos);
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| if(i>1)
|
| {
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| m_extr_pr[i]=m_low.MinValue(pos-2,5,index);
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| //--- form the intermediate bit-map
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| map=0;
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| if(m_extr_pr[i-2]<m_extr_pr[i])
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| map+=1; // set bit 0
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| if(m_extr_osc[i-2]<m_extr_osc[i])
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| map+=4; // set bit 2
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| //--- add the result
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| m_extr_map+=map<<(4*(i-2));
|
| }
|
| else
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| m_extr_pr[i]=m_low.MinValue(pos-1,4,index);
|
| }
|
| else
|
| {
|
| //--- maximum of the oscillator is detected
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| pos-=off;
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| m_extr_pos[i]=pos;
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| m_extr_osc[i]=Bulls(pos);
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| if(i>1)
|
| {
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| m_extr_pr[i]=m_high.MaxValue(pos-2,5,index);
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| //--- form the intermediate bit-map
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| map=0;
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| if(m_extr_pr[i-2]>m_extr_pr[i])
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| map+=1; // set bit 0
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| if(m_extr_osc[i-2]>m_extr_osc[i])
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| map+=4; // set bit 2
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| //--- add the result
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| m_extr_map+=map<<(4*(i-2));
|
| }
|
| else
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| m_extr_pr[i]=m_high.MaxValue(pos-1,4,index);
|
| }
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| }
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| //---
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| return(true);
|
| }
|
| //+------------------------------------------------------------------+
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| //| "Voting" that price will fall. |
|
| //+------------------------------------------------------------------+
|
| int CSignalBullsPower::ShortCondition(void)
|
| {
|
| int result=0;
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| int idx =StartIndex();
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| //--- if the oscillator is below zero, don't "vote" for selling
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| if(Bulls(idx)<0.0)
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| return(result);
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| //--- the oscillator is above zero
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| if(StateBulls(idx)<0)
|
| {
|
| //--- the oscillator has turned downwards at a previous bar
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| //--- there us a condition for selling
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| if(IS_PATTERN_USAGE(0))
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| result=m_pattern_0;
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| //--- if the model 1 is used, search for the "divergence" signal
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| if(IS_PATTERN_USAGE(1))
|
| {
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| ExtStateBulls(idx);
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| if((m_extr_map&0xF)==1)
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| {
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| if(m_extr_osc[0]>0.0 && m_extr_osc[2]>0.0)
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| {
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| //--- both peaks are above zero
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| //--- we suppose that this is "divergence"
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| result=m_pattern_1;
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| }
|
| }
|
| }
|
| }
|
| //--- return the result
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| return(result);
|
| }
|
| //+------------------------------------------------------------------+
|
