191 lines
7.5 KiB
MQL5
191 lines
7.5 KiB
MQL5
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//+------------------------------------------------------------------+
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//| SignalDTDB.mqh |
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//+------------------------------------------------------------------+
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#property copyright "AnimateDread"
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#property version "1.0"
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#property description "Double Tops and Bottoms Signal"
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//+------------------------------------------------------------------+
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//| Include files |
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//+------------------------------------------------------------------+
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#include "..\Expert\ExpertSignalCustom.mqh"
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//+------------------------------------------------------------------+
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//| CSignalDTDB class. |
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//| Purpose: Class for detecting double tops and bottoms. |
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//| Inherits from CExpertSignalCustom. |
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//+------------------------------------------------------------------+
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class CSignalDTDB : public CExpertSignalCustom
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{
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protected:
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// Pattern weights
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int m_pattern_0;
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// Variables for dynamic filtering
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int m_lookback_period; // Lookback period to calculate average range
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public:
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CSignalDTDB();
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~CSignalDTDB();
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// Methods for adjusting pattern weights
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void Pattern_0(int value) { m_pattern_0 = value; }
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void LookBackPeriod(int value) { m_lookback_period = value; }
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virtual void ApplyPatternWeight(int patternNumber, int weight);
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// Method to validate parameters
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virtual bool ValidationSettings();
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// Methods to generate signals
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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 to detect double tops
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bool DetectDoubleTop(int startIdx);
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// Method to detect double bottoms
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bool DetectDoubleBottom(int startIdx);
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// Helper method to detect peaks and troughs
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bool IsExtreme(int idx, double prevExtreme1, double prevExtreme2, bool isPeak)
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{
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double currentValue = isPeak ? High(idx) : Low(idx);
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return isPeak ? (currentValue > prevExtreme1 && currentValue > prevExtreme2)
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: (currentValue < prevExtreme1 && currentValue < prevExtreme2);
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}
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// Common method to detect Double Top or Bottom
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bool DetectDoubleExtreme(int startIdx, bool isTop, double threshold = 0.02, int symmetryThreshold = 2)
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{
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int extremesFound = 0;
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double extreme1 = 0, extreme2 = 0;
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int extreme1Idx = 0, extreme2Idx = 0;
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double prevExtreme1 = isTop ? -DBL_MAX : DBL_MAX, prevExtreme2 = prevExtreme1;
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int trendAnalysisStartIdx = MathMax(0, startIdx - m_lookback_period);
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for(int i = startIdx; i >= trendAnalysisStartIdx; i--)
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{
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double value = isTop ? High(i) : Low(i);
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if(extremesFound == 0 && IsExtreme(i, prevExtreme1, prevExtreme2, isTop))
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{
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extreme1 = value;
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extreme1Idx = i;
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extremesFound++;
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}
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else
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if(extremesFound == 1 && IsExtreme(i, prevExtreme1, prevExtreme2, isTop))
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{
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extreme2 = value;
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extreme2Idx = i;
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extremesFound++;
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if(fabs(extreme1 - extreme2) / fabs(extreme1) < threshold)
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{
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double extremeDistance = fabs(extreme2Idx - extreme1Idx);
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double oppositeDuration = fabs(extreme1Idx - startIdx);
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if(fabs(extremeDistance - oppositeDuration) < symmetryThreshold)
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{
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double neckline = (extreme1 + extreme2) / 2;
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if((isTop && Low(startIdx) < neckline) || (!isTop && High(startIdx) > neckline))
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{
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return true;
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}
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}
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}
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// Reset extremesFound to 1 to check for another potential double top/bottom
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extremesFound = 1;
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extreme1 = extreme2;
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extreme1Idx = extreme2Idx;
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}
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prevExtreme2 = prevExtreme1;
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prevExtreme1 = value;
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}
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return false;
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}
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CSignalDTDB::CSignalDTDB() :
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m_pattern_0(30),
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m_lookback_period(10)
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{
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m_id = "DTDB";
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m_pattern_count = 1;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CSignalDTDB::~CSignalDTDB(void)
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{
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}
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//+------------------------------------------------------------------+
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//| Validation settings |
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//+------------------------------------------------------------------+
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bool CSignalDTDB::ValidationSettings()
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{
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if(!CExpertSignalCustom::ValidationSettings())
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return false;
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if(m_lookback_period <= 0 || m_lookback_period > 200)
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{
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Print("Lookback Period must be greater than 0 and smaller than 200");
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Detect Double Top |
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//+------------------------------------------------------------------+
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bool CSignalDTDB::DetectDoubleTop(int startIdx)
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{
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return DetectDoubleExtreme(startIdx, true);
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}
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//+------------------------------------------------------------------+
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//| Detect Double Bottom |
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//+------------------------------------------------------------------+
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bool CSignalDTDB::DetectDoubleBottom(int startIdx)
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{
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return DetectDoubleExtreme(startIdx, false);
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}
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//+------------------------------------------------------------------+
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//| Long Condition |
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//+------------------------------------------------------------------+
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int CSignalDTDB::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(IS_PATTERN_USAGE(0) && DetectDoubleBottom(idx))
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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(result != 0)
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{
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m_active_direction = "Buy";
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}
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return result;
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}
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//+------------------------------------------------------------------+
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//| Short Condition |
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//+------------------------------------------------------------------+
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int CSignalDTDB::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(IS_PATTERN_USAGE(0) && DetectDoubleTop(idx))
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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(result != 0)
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{
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m_active_direction = "Sell";
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}
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return result;
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}
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//+------------------------------------------------------------------+
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//| Apply Pattern Weight |
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//+------------------------------------------------------------------+
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void CSignalDTDB::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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}
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}
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//+------------------------------------------------------------------+
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