mnbvc188199/Warrior_EA
Watch
1
0
Fork
You've already forked Warrior_EA
 2
forked from animatedread/Warrior_EA
Code Pull requests Activity
Warrior_EA/Signals/SignalWPR.mqh

415 lines
17 KiB
MQL5
RawPermalinkNormal ViewHistory

Refactor Warrior EA: Integrate custom signal modules, enhance voting mechanism, and improve management features - Replaced standard library signal modules with custom implementations to allow for named patterns and improved voting. - Added new input parameters for module weights, allowing for optimization of individual signal contributions. - Enhanced the management of trades with new options for breakeven and management cut. - Introduced a mechanism for dynamic ranking of signal weights based on historical performance. - Improved initialization logic to ensure proper registration of filters and handling of trading conditions. - Added detailed logging for trading permissions and account status during initialization.
2026-09-13 14:32:40 -04:00
#include "..\Expert\WarriorSignal.mqh"
// wizard description start
//+------------------------------------------------------------------+
//| Description of the class |
//| Title=Signals of oscillator 'Williams Percent Range' |
//| Type=SignalAdvanced |
//| Name=Williams Percent Range |
//| ShortName=WPR |
//| Class=CSignalWPR |
//| Page=signal_wpr |
//| Parameter=PeriodWPR,int,14,Period of calculation |
//+------------------------------------------------------------------+
// wizard description end
//+------------------------------------------------------------------+
//| Class CSignalWPR. |
//| Purpose: Class of generator of trade signals based on |
//| the 'Williams Percent Range' oscillator. |
//| Is derived from the CWarriorSignal class. |
//+------------------------------------------------------------------+
class CSignalWPR : public CWarriorSignal
{
protected:
CiWPR m_wpr; // object-oscillator
//--- adjusted parameters
int m_period_wpr; // 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 "reverse behind the level of overbuying/overselling"
int m_pattern_2; // model 2 "divergence of the oscillator and price"
//--- 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:
CSignalWPR(void);
~CSignalWPR(void);
//--- methods of setting adjustable parameters
void PeriodWPR(int value) { m_period_wpr=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; }
void Pattern_2(int value) { m_pattern_2=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 InitWPR(CIndicators *indicators);
//--- methods of getting data
// double WPR(int ind);
double WPR(int ind) { return(m_wpr.Main(ind)); }
double Diff(int ind) { return(WPR(ind)-WPR(ind+1)); }
int State(int ind);
bool ExtState(int ind);
bool CompareMaps(int map,int count,bool minimax=false,int start=0);
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CSignalWPR::CSignalWPR(void) : m_period_wpr(14),
m_pattern_0(80),
m_pattern_1(70),
m_pattern_2(90)
{
m_id = "WPR";
m_pattern_count = 3;
//--- initialization of protected data
m_used_series=USE_SERIES_HIGH+USE_SERIES_LOW;
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CSignalWPR::~CSignalWPR(void)
{
}
//+------------------------------------------------------------------+
//| Validation settings protected data. |
//+------------------------------------------------------------------+
bool CSignalWPR::ValidationSettings(void)
{
//--- validation settings of additional filters
if(!CExpertSignal::ValidationSettings())
return(false);
//--- initial data checks
if(m_period_wpr<=0)
{
printf(__FUNCTION__+": period of the WPR oscillator must be greater than 0");
return(false);
}
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Create indicators. |
//+------------------------------------------------------------------+
bool CSignalWPR::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 WPR oscillator
if(!InitWPR(indicators))
return(false);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Initialize WPR oscillators. |
//+------------------------------------------------------------------+
bool CSignalWPR::InitWPR(CIndicators *indicators)
{
//--- check pointer
if(indicators==NULL) return(false);
//--- add object to collection
if(!indicators.Add(GetPointer(m_wpr)))
{
printf(__FUNCTION__+": error adding object");
return(false);
}
//--- initialize object
if(!m_wpr.Create(m_symbol.Name(),m_period,m_period_wpr))
{
printf(__FUNCTION__+": error initializing object");
return(false);
}
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Check of the oscillator state. |
//+------------------------------------------------------------------+
int CSignalWPR::State(int ind)
{
int res=0;
double var;
//---
for(int i=ind;;i++)
{
if(WPR(i+1)==EMPTY_VALUE)
break;
var=Diff(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 CSignalWPR::ExtState(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=State(pos);
if(off>0)
{
//--- minimum of the oscillator is detected
pos+=off;
m_extr_pos[i]=pos;
m_extr_osc[i]=WPR(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]=WPR(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);
}
//+------------------------------------------------------------------+
//| Comparing the bit-map of extremums with pattern. |
//+------------------------------------------------------------------+
bool CSignalWPR::CompareMaps(int map,int count,bool minimax,int start)
{
int step =(minimax)?4:8;
int total=step*(start+count);
//--- check input parameters for a possible going out of range of the bit-map
if(total>32)
return(false);
//--- bit-map of the patter is an "array" of 4-bit fields
//--- each "element of the array" definitely describes the desired ratio
//--- of current extremums of the oscillator and the price with previous ones
//--- purpose of bits of an elements of the pattern of the bit-map pattern
//--- bit 3 - is equal to if the ratio of extremums of the oscillator is insignificant for us
//--- is equal to 0 if we want to "find" the ratio of extremums of the oscillator determined by the value of bit 2
//--- bit 2 - is equal to 1 if we want to "discover" the situation when the current extremum of the "oscillator" is "more extreme" than the previous one
//--- (current peak is higher or current valley is deeper)
//--- is equal to 0 if we want to "discover" the situation when the current extremum of the oscillator is "less extreme" than the previous one
//--- (current peak is lower or current valley is less deep)
//--- bit 1 - is equal to 1 if the ratio of extremums is insignificant for us
//--- it is equal to 0 if we want to "find" the ratio of price extremums determined by the value of bit 0
//--- bit 0 - is equal to 1 if we want to "discover" the situation when the current price extremum is "more extreme" than the previous one
//--- (current peak is higher or current valley is deeper)
//--- it is equal to 0 if we want to "discover" the situation when the current price extremum is "less extreme" than the previous one
//--- (current peak is lower or current valley is less deep)
uint inp_map,check_map;
int i,j;
//--- loop by extremums (4 minimums and 4 maximums)
//--- price and the oscillator are checked separately (thus, there are 16 checks)
for(i=step*start,j=0;i<total;i+=step,j+=4)
{
//--- "take" two bits - patter of the corresponding extremum of the oscillator
inp_map=(map>>i)&3;
//--- if the higher-order bit=1, then any ratio is suitable for us
if(inp_map<2)
{
//--- "take" two bits of the corresponding extremum of the oscillator (higher-order bit is always 0)
check_map=(m_extr_map>>j)&3;
if(inp_map!=check_map)
return(false);
}
//--- "take" two bits - pattern of the corresponding price extremum
inp_map=(map>>(i+2))&3;
//--- if the higher-order bit=1, then any ratio is suitable for us
if(inp_map>=2)
continue;
//--- "take" two bits of the corresponding price extremum (higher-order bit is always 0)
check_map=(m_extr_map>>(j+2))&3;
if(inp_map!=check_map)
return(false);
}
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| "Voting" that price will grow. |
//+------------------------------------------------------------------+
int CSignalWPR::LongCondition(void)
{
int result=0;
int idx =StartIndex();
//---
if(Diff(idx)>0.0)
{
//--- 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 model 1 is used, search for a reverse of the oscillator upwards behind the level of overselling
if(IS_PATTERN_USAGE(1) && Diff(idx+1)<0.0 && WPR(idx+1)>-80.0)
{
result=m_pattern_1; // signal number 1
m_active_pattern = "Pattern_1";
}
//--- if the model 2 or 3 is used, search for the divergences
if(IS_PATTERN_USAGE(2))
{
//--- perform the extended analysis of the oscillator state
ExtState(idx);
//--- if the model 2 is used, search for the "divergence" signal
if(CompareMaps(1,1)) // 00000001b
{
result=m_pattern_2; // signal number 2
m_active_pattern = "Pattern_2";
}
}
}
if(result != 0)
{
m_active_direction = "Buy";
}
//--- return the result
return(result);
}
//+------------------------------------------------------------------+
//| "Voting" that price will fall. |
//+------------------------------------------------------------------+
int CSignalWPR::ShortCondition(void)
{
int result=0;
int idx =StartIndex();
//---
if(Diff(idx)<0.0)
{
//--- 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 model 1 is used, search for a reverse of the oscillator downwards behind the level of overbuying
if(IS_PATTERN_USAGE(1) && Diff(idx+1)>0.0 && WPR(idx+1)<-20.0)
{
result=m_pattern_1; // signal number 1
m_active_pattern = "Pattern_1";
}
//--- if the model 2 or 3 is used, search for the divergences
if(IS_PATTERN_USAGE(2))
{
//--- perform the extended analysis of the oscillator state
ExtState(idx);
//--- if the model 2 is used, search for the "divergence" signal
if(CompareMaps(1,1)) // 00000001b
{
result=m_pattern_2; // signal number 2
m_active_pattern = "Pattern_2";
}
}
}
if(result != 0)
{
m_active_direction = "Sell";
}
//--- return the result
return(result);
}
//+------------------------------------------------------------------+
//| Set the specified pattern's weight to the specified value |
//+------------------------------------------------------------------+
void CSignalWPR::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;
}
}
//+------------------------------------------------------------------+
Copy permalink