Warrior_EA/Signals/SignalRVI.mqh

//+------------------------------------------------------------------+
//|                                                       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;
     }
  }
//+------------------------------------------------------------------+