219 lines
8.3 KiB
MQL5
219 lines
8.3 KiB
MQL5
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#include "..\Expert\ExpertSignalCustom.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 'Accelerator Oscillator' |
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//| Type=SignalAdvanced |
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//| Name=Accelerator Oscillator |
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//| ShortName=AC |
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//| Class=CSignalAC |
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//| Page=signal_ac |
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//+------------------------------------------------------------------+
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// wizard description end
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//+------------------------------------------------------------------+
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//| Class CSignalAC. |
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//| Purpose: Class of generator of trade signals based on |
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//| the 'Accelerator Oscillator' indicator. |
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//| Is derived from the CExpertSignalCustom class. |
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//+------------------------------------------------------------------+
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class CSignalAC : public CExpertSignalCustom
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{
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protected:
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CiAC m_ac; // object-indicator
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//--- "weights" of market models (0-100)
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int m_pattern_0; // model 0 "first analyzed bar has required color"
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int m_pattern_1; // model 1 "there is a condition for entering the market"
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int m_pattern_2; // model 2 "condition for entering the market has just appeared"
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public:
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CSignalAC(void);
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~CSignalAC(void);
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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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void Pattern_2(int value) { m_pattern_2 = value; }
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void ApplyPatternWeight(int patternNumber, int weight);
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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 InitAC(CIndicators *indicators);
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//--- methods of getting data
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double AC(int ind) { return(m_ac.Main(ind)); }
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double DiffAC(int ind) { return(AC(ind) - AC(ind + 1)); }
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CSignalAC::CSignalAC(void) : m_pattern_0(10),
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m_pattern_1(50),
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m_pattern_2(30)
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{
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m_id = "AC";
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m_pattern_count = 3;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CSignalAC::~CSignalAC(void)
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{
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}
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//+------------------------------------------------------------------+
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//| Create indicators. |
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//+------------------------------------------------------------------+
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bool CSignalAC::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(!CExpertSignalCustom::InitIndicators(indicators))
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return(false);
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//--- create and initialize AC indicator
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if(!InitAC(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 AC indicators. |
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//+------------------------------------------------------------------+
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bool CSignalAC::InitAC(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_ac)))
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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_ac.Create(m_symbol.Name(), m_period))
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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 CSignalAC::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 first analyzed bar is "red", don't "vote" for buying
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if(DiffAC(idx++) < 0.0)
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return(result);
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//--- first analyzed bar is "green" (the indicator has no objections to buying)
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else
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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 second analyzed bar is "red", there is no condition for buying
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if(DiffAC(idx) < 0.0)
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return(result);
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//--- second analyzed bar is "green" (the condition for buying may be fulfilled)
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//--- if the second analyzed bar is less than zero, we need to analyzed the third bar
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if(AC(idx++) < 0.0)
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{
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//--- if the third analyzed bar is "red", there is no condition for buying
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if(DiffAC(idx++) < 0.0)
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return(result);
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}
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//--- there is a condition 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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//--- if the previously analyzed bar is "red", the condition for buying has just been fulfilled
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if(IS_PATTERN_USAGE(2) && DiffAC(idx) < 0.0)
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{
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result = m_pattern_2;
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m_active_pattern = "Pattern_2";
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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 CSignalAC::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 first analyzed bar is "green," don't "vote" for selling
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if(DiffAC(idx++) > 0.0)
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return result;
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// First analyzed bar is "red" (the indicator has no objections to selling)
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else
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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 second analyzed bar is "green," there is no condition for selling
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if(DiffAC(idx) > 0.0)
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return result;
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// Second analyzed bar is "red" (the condition for selling may be fulfilled)
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// If the second analyzed bar is greater than zero, we need to analyze the third bar
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if(AC(idx++) > 0.0)
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{
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// If the third analyzed bar is "green," there is no condition for selling
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if(DiffAC(idx++) > 0.0)
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return result;
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}
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// There is a condition 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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// If the previously analyzed bar is "green," the condition for selling has just been fulfilled
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if(IS_PATTERN_USAGE(2) && DiffAC(idx) > 0.0)
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{
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result = m_pattern_2;
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m_active_pattern = "Pattern_2";
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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 CSignalAC::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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case 2:
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Pattern_2(weight);
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break;
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}
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}
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//+------------------------------------------------------------------+
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