//+------------------------------------------------------------------+ //| Warrior_EA | //| AnimateDread | //| | //+------------------------------------------------------------------+ #include "..\Expert\ExpertSignalCustom.mqh" // wizard description start //+------------------------------------------------------------------+ //| Description of the class | //| Title=Signals of indicator 'Awesome Oscillator' | //| Type=SignalAdvanced | //| Name=Awesome Oscillator | //| ShortName=AO | //| Class=CSignalAO | //| Page=signal_ao | //+------------------------------------------------------------------+ // wizard description end //+------------------------------------------------------------------+ //| Class CSignalAO. | //| Purpose: Class of generator of trade signals based on | //| the 'Awesome Oscillator' indicator. | //| Is derived from the CExpertSignalCustom class. | //+------------------------------------------------------------------+ class CSignalAO : public CExpertSignalCustom { protected: CiAO m_ao; // object-indicator //--- "weights" of market models (0-100) int m_pattern_0; // model 0 "first analyzed bar has required color" int m_pattern_1; // model 1 "the 'saucer' signal" int m_pattern_2; // model 2 "the 'crossing of the zero line' signal" int m_pattern_3; // model 2 "the 'divergence' signal" //--- variables double m_extr_osc[10]; // array of values of extremums of the oscillator double m_extr_pr[10]; // array of values of the corresponding extremums of price int m_extr_pos[10]; // array of shifts of extremums (in bars) uint m_extr_map; // resulting bit-map of ratio of extremums of the oscillator and the price public: CSignalAO(void); ~CSignalAO(void); //--- 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; } void Pattern_2(int value) { m_pattern_2 = value; } void Pattern_3(int value) { m_pattern_3 = value; } void ApplyPatternWeight(int patternNumber, int weight); //--- 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 indicator bool InitAO(CIndicators *indicators); //--- methods of getting data double AO(int ind) { return(m_ao.Main(ind)); } double DiffAO(int ind) { return(AO(ind) - AO(ind + 1)); } int StateAO(int ind); bool ExtStateAO(int ind); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CSignalAO::CSignalAO(void) : m_pattern_0(30), m_pattern_1(20), m_pattern_2(70), m_pattern_3(90) { m_id = "AO"; m_pattern_count = 4; //--- initialization of protected data m_used_series = USE_SERIES_HIGH + USE_SERIES_LOW; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CSignalAO::~CSignalAO(void) { } //+------------------------------------------------------------------+ //| Create indicators. | //+------------------------------------------------------------------+ bool CSignalAO::InitIndicators(CIndicators *indicators) { //--- check pointer if(indicators == NULL) return(false); //--- initialization of indicators and timeseries of additional filters if(!CExpertSignalCustom::InitIndicators(indicators)) return(false); //--- create and initialize AO indicator if(!InitAO(indicators)) return(false); //--- ok return(true); } //+------------------------------------------------------------------+ //| Initialize AO indicators. | //+------------------------------------------------------------------+ bool CSignalAO::InitAO(CIndicators *indicators) { //--- check pointer if(indicators == NULL) return(false); //--- add object to collection if(!indicators.Add(GetPointer(m_ao))) { printf(__FUNCTION__ + ": error adding object"); return(false); } //--- initialize object if(!m_ao.Create(m_symbol.Name(), m_period)) { printf(__FUNCTION__ + ": error initializing object"); return(false); } //--- ok return(true); } //+------------------------------------------------------------------+ //| Check of the indicator state. | //+------------------------------------------------------------------+ int CSignalAO::StateAO(int ind) { int res = 0; double var; //--- for(int i = ind;; i++) { if(AO(i + 1) == EMPTY_VALUE) break; var = DiffAO(i); if(res > 0) { if(var < 0) break; res++; continue; } if(res < 0) { if(var > 0) break; res--; continue; } if(var > 0) res++; if(var < 0) res--; } //--- return(res); } //+------------------------------------------------------------------+ //| Extended check of the oscillator state consists | //| in forming a bit-map according to certain rules, | //| which shows ratios of extremums of the oscillator and price. | //+------------------------------------------------------------------+ bool CSignalAO::ExtStateAO(int ind) { //--- operation of this method results in a bit-map of extremums //--- practically, the bit-map of extremums is an "array" of 4-bit fields //--- each "element of the array" definitely describes the ratio //--- of current extremums of the oscillator and the price with previous ones //--- purpose of bits of an element of the analyzed bit-map //--- bit 3 - not used (always 0) //--- bit 2 - is equal to 1 if the current extremum of the oscillator is "more extreme" than the previous one //--- (a higher peak or a deeper valley), otherwise - 0 //--- bit 1 - not used (always 0) //--- bit 0 - is equal to 1 if the current extremum of price is "more extreme" than the previous one //--- (a higher peak or a deeper valley), otherwise - 0 //--- in addition to them, the following is formed: //--- array of values of extremums of the oscillator, //--- array of values of price extremums and //--- array of "distances" between extremums of the oscillator (in bars) //--- it should be noted that when using the results of the extended check of state, //--- you should consider, which extremum of the oscillator (peak or valley) //--- is the "reference point" (i.e. was detected first during the analysis) //--- if a peak is detected first then even elements of all arrays //--- will contain information about peaks, and odd elements will contain information about valleys //--- if a valley is detected first, then respectively in reverse int pos = ind, off, index; uint map; // intermediate bit-map for one extremum //--- m_extr_map = 0; for(int i = 0; i < 10; i++) { off = StateAO(pos); if(off > 0) { //--- minimum of the oscillator is detected pos += off; m_extr_pos[i] = pos; m_extr_osc[i] = AO(pos); if(i > 1) { m_extr_pr[i] = m_low.MinValue(pos - 2, 5, index); //--- form the intermediate bit-map map = 0; if(m_extr_pr[i - 2] < m_extr_pr[i]) map += 1; // set bit 0 if(m_extr_osc[i - 2] < m_extr_osc[i]) map += 4; // set bit 2 //--- add the result m_extr_map += map << (4 * (i - 2)); } else m_extr_pr[i] = m_low.MinValue(pos - 1, 4, index); } else { //--- maximum of the oscillator is detected pos -= off; m_extr_pos[i] = pos; m_extr_osc[i] = AO(pos); if(i > 1) { m_extr_pr[i] = m_high.MaxValue(pos - 2, 5, index); //--- form the intermediate bit-map map = 0; if(m_extr_pr[i - 2] > m_extr_pr[i]) map += 1; // set bit 0 if(m_extr_osc[i - 2] > m_extr_osc[i]) map += 4; // set bit 2 //--- add the result m_extr_map += map << (4 * (i - 2)); } else m_extr_pr[i] = m_high.MaxValue(pos - 1, 4, index); } } //--- return(true); } //+------------------------------------------------------------------+ //| "Voting" that price will grow. | //+------------------------------------------------------------------+ int CSignalAO::LongCondition(void) { int result = 0; int idx = StartIndex(); //--- if the first analyzed bar is "red", don't "vote" for buying if(DiffAO(idx) < 0.0) return(result); //--- first analyzed bar is "green" (the indicator has no objections to buying) if(IS_PATTERN_USAGE(0)) { result = m_pattern_0; m_active_pattern = "Pattern_0"; } if(AO(idx++) > 0.0) { //--- first analyzed bar is greater than zero, search for the "saucer" and "crosing of the zero line" signals if(IS_PATTERN_USAGE(1) && DiffAO(idx) < 0.0) { //--- the "saucer" signal //--- there is a condition for buying m_active_pattern = "Pattern_1"; return(m_pattern_1); } if(IS_PATTERN_USAGE(2) && AO(idx) < 0.0) { //--- the "crossing of the zero line" signal //--- there is a condition for buying m_active_pattern = "Pattern_2"; return(m_pattern_2); } } else { //--- first analyzed bar is less than zero, search for the "divergence" signal //--- if the second analyzed bar is "red", the condition for buying may be fulfilled if(IS_PATTERN_USAGE(3) && DiffAO(idx) < 0.0) { idx = StartIndex(); //--- search for the "divergence" signal ExtStateAO(idx); if((m_extr_map & 0xF) == 1) { if(m_extr_osc[0] < 0.0 && m_extr_osc[1] < 0.0 && m_extr_osc[2] < 0.0) { //--- both valleys are below zero, the peak is between them and it hasn't raised above zero //--- we suppose that this is "divergence" m_active_pattern = "Pattern_3"; return(m_pattern_3); } } } } if(result != 0) { m_active_direction = "Buy"; } //--- return the result return(result); } //+------------------------------------------------------------------+ //| "Voting" that price will fall. | //+------------------------------------------------------------------+ int CSignalAO::ShortCondition(void) { int result = 0; int idx = StartIndex(); //--- if the first analyzed bar is "green", don't "vote" for selling if(DiffAO(idx) > 0.0) return(result); //--- first analyzed bar is "red" (the indicator has no objections to selling) if(IS_PATTERN_USAGE(0)) { result = m_pattern_0; m_active_pattern = "Pattern_0"; } if(AO(idx++) < 0.0) { //--- first analyzed bar is below zero, search for the "saucer" and "crossing of the zero line" signals if(IS_PATTERN_USAGE(1) && DiffAO(idx) > 0.0) { //--- the "saucer" signal //--- there is a condition for buying m_active_pattern = "Pattern_1"; return(m_pattern_1); } if(IS_PATTERN_USAGE(2) && AO(idx) > 0.0) { //--- the "crossing of the zero line" signal //--- there is a condition for buying m_active_pattern = "Pattern_2"; return(m_pattern_2); } } else { //--- first analyzed bar is above zero, search for the "divergence" signal //--- if the second analyzed bar is "green", the condition for buying may be fulfilled if(IS_PATTERN_USAGE(3) && DiffAO(idx) > 0.0) { idx = StartIndex(); //--- search for the "divergence" signal ExtStateAO(idx); if((m_extr_map & 0xF) == 1) { if(m_extr_osc[0] > 0.0 && m_extr_osc[1] > 0.0 && m_extr_osc[2] > 0.0) { //--- both peaks are above zero and the valley between them hasn't fallen below zero //--- we suppose that this is "divergence" m_active_pattern = "Pattern_3"; return(m_pattern_3); } } } } if(result != 0) { m_active_direction = "Sell"; } //--- return the result return(result); } //+------------------------------------------------------------------+ //| Set the specified pattern's weight to the specified value | //+------------------------------------------------------------------+ void CSignalAO::ApplyPatternWeight(int patternNumber, int weight) { switch(patternNumber) { default: break; case 0: Pattern_0(weight); break; case 1: Pattern_1(weight); break; case 2: Pattern_2(weight); break; case 3: Pattern_3(weight); break; } } //+------------------------------------------------------------------+