221 lines
8.9 KiB
MQL5
221 lines
8.9 KiB
MQL5
|
//+------------------------------------------------------------------+
|
||
|
|
//| Warrior_EA |
|
||
|
|
//| AnimateDread |
|
||
|
|
//| |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
#include "..\Expert\ExpertSignalCustom.mqh"
|
||
|
|
// wizard description start
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Description of the class |
|
||
|
|
//| Title=Signals of oscillator 'Relative Vigor Index' |
|
||
|
|
//| Type=SignalAdvanced |
|
||
|
|
//| Name=Relative Vigor Index |
|
||
|
|
//| ShortName=RVI |
|
||
|
|
//| Class=CSignalRVI |
|
||
|
|
//| Page=signal_rvi |
|
||
|
|
//| Parameter=PeriodRVI,int,14,Period of calculation |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
// wizard description end
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Class CSignalRVI. |
|
||
|
|
//| Purpose: Class of generator of trade signals based on |
|
||
|
|
//| the 'Relative Vigor Index' oscillator. |
|
||
|
|
//| Is derived from the CExpertSignalCustom class. |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
class CSignalRVI : public CExpertSignalCustom
|
||
|
|
{
|
||
|
|
protected:
|
||
|
|
CiRVI m_rvi; // object-oscillator
|
||
|
|
//--- adjusted parameters
|
||
|
|
int m_periodRVI; // the "period of calculation" parameter of the oscillator
|
||
|
|
//--- "weights" of market models (0-100)
|
||
|
|
int m_pattern_0; // model 0 "the oscillator has required direction"
|
||
|
|
int m_pattern_1; // model 1 "crossing of main and signal line"
|
||
|
|
|
||
|
|
public:
|
||
|
|
CSignalRVI(void);
|
||
|
|
~CSignalRVI(void);
|
||
|
|
//--- methods of setting adjustable parameters
|
||
|
|
void PeriodRVI(int value) { m_periodRVI = value; }
|
||
|
|
//--- methods of adjusting "weights" of market models
|
||
|
|
void Pattern_0(int value) { m_pattern_0 = value; }
|
||
|
|
void Pattern_1(int value) { m_pattern_1 = value; }
|
||
|
|
virtual void ApplyPatternWeight(int patternNumber, int weight);
|
||
|
|
//--- method of verification of settings
|
||
|
|
virtual bool ValidationSettings(void);
|
||
|
|
//--- method of creating the indicator and timeseries
|
||
|
|
virtual bool InitIndicators(CIndicators *indicators);
|
||
|
|
//--- methods of checking if the market models are formed
|
||
|
|
virtual int LongCondition(void);
|
||
|
|
virtual int ShortCondition(void);
|
||
|
|
|
||
|
|
protected:
|
||
|
|
//--- method of initialization of the oscillator
|
||
|
|
bool InitRVI(CIndicators *indicators);
|
||
|
|
//--- methods of getting data
|
||
|
|
double Main(int ind) { return(m_rvi.Main(ind)); }
|
||
|
|
double DiffMain(int ind) { return(Main(ind) - Main(ind + 1)); }
|
||
|
|
double Signal(int ind) { return(m_rvi.Signal(ind)); }
|
||
|
|
double DiffSignal(int ind) { return(Signal(ind) - Signal(ind + 1)); }
|
||
|
|
double DiffMainSignal(int ind) { return(Main(ind) - Signal(ind)); }
|
||
|
|
};
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Constructor |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
CSignalRVI::CSignalRVI(void) : m_periodRVI(10),
|
||
|
|
m_pattern_0(60),
|
||
|
|
m_pattern_1(100)
|
||
|
|
{
|
||
|
|
m_id = "RVI";
|
||
|
|
m_pattern_count = 2;
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Destructor |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
CSignalRVI::~CSignalRVI(void)
|
||
|
|
{
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Validation settings protected data. |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
bool CSignalRVI::ValidationSettings(void)
|
||
|
|
{
|
||
|
|
//--- validation settings of additional filters
|
||
|
|
if(!CExpertSignal::ValidationSettings())
|
||
|
|
return(false);
|
||
|
|
//--- initial data checks
|
||
|
|
if(m_periodRVI <= 0)
|
||
|
|
{
|
||
|
|
printf(__FUNCTION__ + ": the period of calculation of the RVI oscillator must be greater than 0");
|
||
|
|
return(false);
|
||
|
|
}
|
||
|
|
//--- ok
|
||
|
|
return(true);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Create indicators. |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
bool CSignalRVI::InitIndicators(CIndicators *indicators)
|
||
|
|
{
|
||
|
|
//--- check pointer
|
||
|
|
if(indicators == NULL)
|
||
|
|
return(false);
|
||
|
|
//--- initialization of indicators and timeseries of additional filters
|
||
|
|
if(!CExpertSignal::InitIndicators(indicators))
|
||
|
|
return(false);
|
||
|
|
//--- create and initialize RVI oscillator
|
||
|
|
if(!InitRVI(indicators))
|
||
|
|
return(false);
|
||
|
|
//--- ok
|
||
|
|
return(true);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Initialize RVI oscillators. |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
bool CSignalRVI::InitRVI(CIndicators *indicators)
|
||
|
|
{
|
||
|
|
//--- check pointer
|
||
|
|
if(indicators == NULL)
|
||
|
|
return(false);
|
||
|
|
//--- add object to collection
|
||
|
|
if(!indicators.Add(GetPointer(m_rvi)))
|
||
|
|
{
|
||
|
|
printf(__FUNCTION__ + ": error adding object");
|
||
|
|
return(false);
|
||
|
|
}
|
||
|
|
//--- initialize object
|
||
|
|
if(!m_rvi.Create(m_symbol.Name(), m_period, m_periodRVI))
|
||
|
|
{
|
||
|
|
printf(__FUNCTION__ + ": error initializing object");
|
||
|
|
return(false);
|
||
|
|
}
|
||
|
|
//--- ok
|
||
|
|
return(true);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| "Voting" that price will grow. |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
int CSignalRVI::LongCondition(void)
|
||
|
|
{
|
||
|
|
int result = 0;
|
||
|
|
int idx = StartIndex();
|
||
|
|
//---
|
||
|
|
if(DiffMain(idx) > 0.0)
|
||
|
|
{
|
||
|
|
//--- the main line of the oscillator is directed upwards confirming the possibility of price growth
|
||
|
|
if(IS_PATTERN_USAGE(0))
|
||
|
|
{
|
||
|
|
result = m_pattern_0;
|
||
|
|
m_active_pattern = "Pattern_0";
|
||
|
|
}
|
||
|
|
//--- if the main line crosses the signal line upwards, this is a signal for buying
|
||
|
|
if(DiffMainSignal(idx) > 0 && DiffMainSignal(idx + 1) < 0)
|
||
|
|
{
|
||
|
|
//--- the main line of the oscillator has crossed the signal line upwards (signal for buying)
|
||
|
|
if(IS_PATTERN_USAGE(1))
|
||
|
|
{
|
||
|
|
result = m_pattern_1;
|
||
|
|
m_active_pattern = "Pattern_1";
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if(result != 0)
|
||
|
|
{
|
||
|
|
m_active_direction = "Buy";
|
||
|
|
}
|
||
|
|
//--- return the result
|
||
|
|
return(result);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| "Voting" that price will fall. |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
int CSignalRVI::ShortCondition(void)
|
||
|
|
{
|
||
|
|
int result = 0;
|
||
|
|
int idx = StartIndex();
|
||
|
|
//---
|
||
|
|
if(DiffMain(idx) < 0.0)
|
||
|
|
{
|
||
|
|
//--- the main line of the oscillator is directed downwards confirming the possibility of falling of price
|
||
|
|
if(IS_PATTERN_USAGE(0))
|
||
|
|
{
|
||
|
|
result = m_pattern_0;
|
||
|
|
m_active_pattern = "Pattern_0";
|
||
|
|
}
|
||
|
|
//--- if the main line crosses the signal line from top downwards, this is a signal for selling
|
||
|
|
if(DiffMainSignal(idx) < 0 && DiffMainSignal(idx + 1) > 0)
|
||
|
|
{
|
||
|
|
//--- the main line of the oscillator has crossed the signal line from top downwards (signal for selling)
|
||
|
|
if(IS_PATTERN_USAGE(1))
|
||
|
|
{
|
||
|
|
result = m_pattern_1;
|
||
|
|
m_active_pattern = "Pattern_1";
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if(result != 0)
|
||
|
|
{
|
||
|
|
m_active_direction = "Sell";
|
||
|
|
}
|
||
|
|
//--- return the result
|
||
|
|
return(result);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Set the specified pattern's weight to the specified value |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void CSignalRVI::ApplyPatternWeight(int patternNumber, int weight)
|
||
|
|
{
|
||
|
|
switch(patternNumber)
|
||
|
|
{
|
||
|
|
default:
|
||
|
|
break;
|
||
|
|
case 0:
|
||
|
|
Pattern_0(weight);
|
||
|
|
break;
|
||
|
|
case 1:
|
||
|
|
Pattern_1(weight);
|
||
|
|
break;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|