229 lignes
8,1 Kio
MQL5
229 lignes
8,1 Kio
MQL5
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//+------------------------------------------------------------------+
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//| SignalEngine.mqh – indikátory a výpočet signálů |
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//+------------------------------------------------------------------+
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#property copyright "TestRefactor"
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#property strict
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#ifndef __SIGNAL_ENGINE_MQH__
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#define __SIGNAL_ENGINE_MQH__
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#include "Context.mqh"
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#include "Logger.mqh"
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struct SSignalResult {
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bool ok;
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bool buySignal;
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bool sellSignal;
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double smaDistancePoints;
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bool trendUp;
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double volume;
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};
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struct SLastBarValues {
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double slowMa0, slowMa1, fastMa0, fastMa1, rsi0;
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};
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struct SH1TrendResult {
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bool ok;
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bool trendUp;
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};
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//+------------------------------------------------------------------+
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//| CSignalEngine – drží handly, počítá SMA distance, trend, signály|
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//+------------------------------------------------------------------+
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class CSignalEngine {
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private:
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string m_symbol;
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SContext m_ctx;
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CLogger *m_log;
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int m_handleFastMa;
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int m_handleSlowMa;
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int m_handleRsi;
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int m_handleH1TrendMa;
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int m_handleTf1Ma;
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int m_handleTf2Ma;
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datetime m_lastBarTime;
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public:
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CSignalEngine() : m_symbol(""), m_handleFastMa(INVALID_HANDLE), m_handleSlowMa(INVALID_HANDLE),
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m_handleRsi(INVALID_HANDLE), m_handleH1TrendMa(INVALID_HANDLE), m_handleTf1Ma(INVALID_HANDLE),
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m_handleTf2Ma(INVALID_HANDLE), m_lastBarTime(0), m_log(NULL) {}
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void SetLogger(CLogger *log) { m_log = log; }
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void SetSymbol(string symbol) { m_symbol = symbol; }
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void SetContext(const SContext &ctx) { m_ctx = ctx; }
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bool Init() {
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m_handleFastMa = iMA(m_symbol, PERIOD_CURRENT, m_ctx.fastMaPeriod, 0, MODE_SMA, PRICE_CLOSE);
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m_handleSlowMa = iMA(m_symbol, PERIOD_CURRENT, m_ctx.slowMaPeriod, 0, MODE_SMA, PRICE_CLOSE);
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m_handleRsi = iRSI(m_symbol, PERIOD_CURRENT, m_ctx.rsiPeriod, PRICE_CLOSE);
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m_handleH1TrendMa = INVALID_HANDLE;
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if(m_ctx.h1TrendMaPeriod > 0) {
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m_handleH1TrendMa = iMA(m_symbol, PERIOD_H1, m_ctx.h1TrendMaPeriod, 0, MODE_SMA, PRICE_CLOSE);
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if(m_handleH1TrendMa == INVALID_HANDLE) {
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if(m_log) m_log.Error("Error creating H1 trend MA");
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return false;
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}
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}
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if(m_ctx.timeframe1MaPeriod > 0) {
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m_handleTf1Ma = iMA(m_symbol, m_ctx.timeframe1, m_ctx.timeframe1MaPeriod, 0, MODE_SMA, PRICE_CLOSE);
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if(m_handleTf1Ma == INVALID_HANDLE) {
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if(m_log) m_log.Error("Error creating TF1 trend MA");
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return false;
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}
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}
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if(m_ctx.timeframe2MaPeriod > 0) {
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m_handleTf2Ma = iMA(m_symbol, m_ctx.timeframe2, m_ctx.timeframe2MaPeriod, 0, MODE_SMA, PRICE_CLOSE);
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if(m_handleTf2Ma == INVALID_HANDLE) {
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if(m_log) m_log.Error("Error creating TF2 trend MA");
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return false;
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}
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}
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if(m_handleFastMa == INVALID_HANDLE || m_handleSlowMa == INVALID_HANDLE || m_handleRsi == INVALID_HANDLE) {
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if(m_log) m_log.Error("Error creating indicators");
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return false;
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}
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return true;
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}
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void Deinit() {
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if(m_handleFastMa != INVALID_HANDLE) IndicatorRelease(m_handleFastMa);
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if(m_handleSlowMa != INVALID_HANDLE) IndicatorRelease(m_handleSlowMa);
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if(m_handleRsi != INVALID_HANDLE) IndicatorRelease(m_handleRsi);
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if(m_handleH1TrendMa != INVALID_HANDLE) IndicatorRelease(m_handleH1TrendMa);
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if(m_handleTf1Ma != INVALID_HANDLE) IndicatorRelease(m_handleTf1Ma);
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if(m_handleTf2Ma != INVALID_HANDLE) IndicatorRelease(m_handleTf2Ma);
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m_handleFastMa = m_handleSlowMa = m_handleRsi = m_handleH1TrendMa = m_handleTf1Ma = m_handleTf2Ma = INVALID_HANDLE;
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}
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bool IsNewBar() {
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datetime time = iTime(m_symbol, PERIOD_CURRENT, 0);
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if(time != m_lastBarTime) {
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m_lastBarTime = time;
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return true;
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}
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return false;
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}
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SSignalResult GetSignals() {
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SSignalResult r;
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r.ok = false;
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r.buySignal = false;
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r.sellSignal = false;
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r.smaDistancePoints = 0;
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r.trendUp = true;
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r.volume = m_ctx.lotSize;
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double slowMaArray[];
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if(CopyBuffer(m_handleSlowMa, 0, 1, 2, slowMaArray) != 2) return r;
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ArraySetAsSeries(slowMaArray, true);
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double fastMaArray[];
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if(CopyBuffer(m_handleFastMa, 0, 1, 2, fastMaArray) != 2) return r;
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ArraySetAsSeries(fastMaArray, true);
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double rsiArray[];
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if(CopyBuffer(m_handleRsi, 0, 1, 1, rsiArray) != 1) return r;
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ArraySetAsSeries(rsiArray, true);
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r.smaDistancePoints = MathAbs(fastMaArray[0] - slowMaArray[0]) / _Point;
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bool distanceOk = (m_ctx.smaMinDistancePoints <= 0) || (r.smaDistancePoints >= m_ctx.smaMinDistancePoints);
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bool trendOkBuy = true, trendOkSell = true;
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if(m_handleH1TrendMa != INVALID_HANDLE) {
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double h1MaArray[];
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if(CopyBuffer(m_handleH1TrendMa, 0, 1, 1, h1MaArray) == 1) {
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ArraySetAsSeries(h1MaArray, true);
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double closeH1 = iClose(m_symbol, PERIOD_H1, 1);
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trendOkBuy = (closeH1 > h1MaArray[0]);
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trendOkSell = (closeH1 < h1MaArray[0]);
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r.trendUp = trendOkBuy;
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}
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}
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r.buySignal = (fastMaArray[0] > slowMaArray[0] && fastMaArray[1] < slowMaArray[1] && rsiArray[0] < m_ctx.rsiOverbought && distanceOk && trendOkBuy);
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r.sellSignal = (fastMaArray[0] < slowMaArray[0] && fastMaArray[1] > slowMaArray[1] && rsiArray[0] > m_ctx.rsiOversold && distanceOk && trendOkSell);
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double minVol = SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MIN);
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double maxVol = SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MAX);
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double stepVol = SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_STEP);
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double vol = r.volume;
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if(vol < minVol) vol = minVol;
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if(vol > maxVol) vol = maxVol;
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if(stepVol > 0) vol = minVol + MathRound((vol - minVol) / stepVol) * stepVol;
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r.volume = vol;
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r.ok = true;
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return r;
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}
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SH1TrendResult GetH1Trend() {
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SH1TrendResult r;
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r.ok = false;
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r.trendUp = true;
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if(m_handleH1TrendMa == INVALID_HANDLE) return r;
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double h1MaArray[];
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if(CopyBuffer(m_handleH1TrendMa, 0, 1, 1, h1MaArray) != 1) return r;
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double closeH1 = iClose(m_symbol, PERIOD_H1, 1);
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r.trendUp = (closeH1 > h1MaArray[0]);
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r.ok = true;
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return r;
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}
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SH1TrendResult GetTf1Trend() {
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SH1TrendResult r;
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r.ok = false;
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r.trendUp = true;
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if(m_handleTf1Ma == INVALID_HANDLE) return r;
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double maArray[];
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if(CopyBuffer(m_handleTf1Ma, 0, 1, 1, maArray) != 1) return r;
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double close = iClose(m_symbol, m_ctx.timeframe1, 1);
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r.trendUp = (close > maArray[0]);
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r.ok = true;
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return r;
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}
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SH1TrendResult GetTf2Trend() {
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SH1TrendResult r;
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r.ok = false;
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r.trendUp = true;
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if(m_handleTf2Ma == INVALID_HANDLE) return r;
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double maArray[];
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if(CopyBuffer(m_handleTf2Ma, 0, 1, 1, maArray) != 1) return r;
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double close = iClose(m_symbol, m_ctx.timeframe2, 1);
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r.trendUp = (close > maArray[0]);
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r.ok = true;
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return r;
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}
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bool IsBuyDirectionValid() {
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SH1TrendResult tf1 = GetTf1Trend();
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SH1TrendResult tf2 = GetTf2Trend();
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if(!tf1.ok || !tf2.ok) return true;
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return tf1.trendUp && tf2.trendUp;
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}
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bool IsSellDirectionValid() {
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SH1TrendResult tf1 = GetTf1Trend();
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SH1TrendResult tf2 = GetTf2Trend();
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if(!tf1.ok || !tf2.ok) return true;
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return !tf1.trendUp && !tf2.trendUp;
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}
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SLastBarValues GetLastBarValues() {
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SLastBarValues r;
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r.slowMa0 = r.slowMa1 = r.fastMa0 = r.fastMa1 = r.rsi0 = 0;
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double slowMaArray[], fastMaArray[], rsiArray[];
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if(CopyBuffer(m_handleSlowMa, 0, 1, 2, slowMaArray) != 2) return r;
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if(CopyBuffer(m_handleFastMa, 0, 1, 2, fastMaArray) != 2) return r;
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if(CopyBuffer(m_handleRsi, 0, 1, 1, rsiArray) != 1) return r;
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ArraySetAsSeries(slowMaArray, true);
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ArraySetAsSeries(fastMaArray, true);
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ArraySetAsSeries(rsiArray, true);
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r.slowMa0 = slowMaArray[0]; r.slowMa1 = slowMaArray[1];
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r.fastMa0 = fastMaArray[0]; r.fastMa1 = fastMaArray[1];
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r.rsi0 = rsiArray[0];
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return r;
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}
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};
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#endif
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