//+------------------------------------------------------------------+ //| SignalEnvelopes.mqh | //| Copyright 2000-2025, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #include // wizard description start //+------------------------------------------------------------------+ //| Description of the class | //| Title=Signals of indicator 'Envelopes' | //| Type=SignalAdvanced | //| Name=Envelopes | //| ShortName=Envelopes | //| Class=CSignalEnvelopes | //| Page=signal_envelopes | //| Parameter=PeriodMA,int,45,Period of averaging | //| Parameter=Shift,int,0,Time shift | //| Parameter=Method,ENUM_MA_METHOD,MODE_SMA,Method of averaging | //| Parameter=Applied,ENUM_APPLIED_PRICE,PRICE_CLOSE,Prices series | //| Parameter=Deviation,double,0.15,Deviation | //+------------------------------------------------------------------+ // wizard description end //+------------------------------------------------------------------+ //| Class CSignalEnvelopes. | //| Purpose: Class of generator of trade signals based on | //| the 'Envelopes' indicator. | //| Is derived from the CExpertSignal class. | //+------------------------------------------------------------------+ class CSignalEnvelopes : public CExpertSignal { protected: CiEnvelopes m_env; // object-indicator //--- adjusted parameters int m_ma_period; // the "period of averaging" parameter of the indicator int m_ma_shift; // the "time shift" parameter of the indicator ENUM_MA_METHOD m_ma_method; // the "method of averaging" parameter of the indicator ENUM_APPLIED_PRICE m_ma_applied; // the "object of averaging" parameter of the indicator double m_deviation; // the "deviation" parameter of the indicator double m_limit_in; // threshold sensitivity of the 'rollback zone' double m_limit_out; // threshold sensitivity of the 'break through zone' //--- "weights" of market models (0-100) int m_pattern_0; // model 0 "price is near the necessary border of the envelope" int m_pattern_1; // model 1 "price crossed a border of the envelope" public: CSignalEnvelopes(void); ~CSignalEnvelopes(void); //--- methods of setting adjustable parameters void PeriodMA(int value) { m_ma_period=value; } void Shift(int value) { m_ma_shift=value; } void Method(ENUM_MA_METHOD value) { m_ma_method=value; } void Applied(ENUM_APPLIED_PRICE value) { m_ma_applied=value; } void Deviation(double value) { m_deviation=value; } void LimitIn(double value) { m_limit_in=value; } void LimitOut(double value) { m_limit_out=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; } //--- 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 indicator bool InitMA(CIndicators *indicators); //--- methods of getting data double Upper(int ind) { return(m_env.Upper(ind)); } double Lower(int ind) { return(m_env.Lower(ind)); } }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CSignalEnvelopes::CSignalEnvelopes(void) : m_ma_period(45), m_ma_shift(0), m_ma_method(MODE_SMA), m_ma_applied(PRICE_CLOSE), m_deviation(0.15), m_limit_in(0.2), m_limit_out(0.2), m_pattern_0(90), m_pattern_1(70) { //--- initialization of protected data m_used_series=USE_SERIES_OPEN+USE_SERIES_HIGH+USE_SERIES_LOW+USE_SERIES_CLOSE; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CSignalEnvelopes::~CSignalEnvelopes(void) { } //+------------------------------------------------------------------+ //| Validation settings protected data. | //+------------------------------------------------------------------+ bool CSignalEnvelopes::ValidationSettings(void) { //--- validation settings of additional filters if(!CExpertSignal::ValidationSettings()) return(false); //--- initial data checks if(m_ma_period<=0) { printf(__FUNCTION__+": period MA must be greater than 0"); return(false); } //--- ok return(true); } //+------------------------------------------------------------------+ //| Create indicators. | //+------------------------------------------------------------------+ bool CSignalEnvelopes::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 MA indicator if(!InitMA(indicators)) return(false); //--- ok return(true); } //+------------------------------------------------------------------+ //| Initialize MA indicators. | //+------------------------------------------------------------------+ bool CSignalEnvelopes::InitMA(CIndicators *indicators) { //--- check pointer if(indicators==NULL) return(false); //--- add object to collection if(!indicators.Add(GetPointer(m_env))) { printf(__FUNCTION__+": error adding object"); return(false); } //--- initialize object if(!m_env.Create(m_symbol.Name(),m_period,m_ma_period,m_ma_shift,m_ma_method,m_ma_applied,m_deviation)) { printf(__FUNCTION__+": error initializing object"); return(false); } //--- ok return(true); } //+------------------------------------------------------------------+ //| "Voting" that price will grow. | //+------------------------------------------------------------------+ int CSignalEnvelopes::LongCondition(void) { int result=0; int idx =StartIndex(); double close=Close(idx); double upper=Upper(idx); double lower=Lower(idx); double width=upper-lower; //--- if the model 0 is used and price is in the rollback zone, then there is a condition for buying if(IS_PATTERN_USAGE(0) && closelower-m_limit_out*width) result=m_pattern_0; //--- if the model 1 is used and price is above the rollback zone, then there is a condition for buying if(IS_PATTERN_USAGE(1) && close>upper+m_limit_out*width) result=m_pattern_1; //--- return the result return(result); } //+------------------------------------------------------------------+ //| "Voting" that price will fall. | //+------------------------------------------------------------------+ int CSignalEnvelopes::ShortCondition(void) { int result =0; int idx =StartIndex(); double close=Close(idx); double upper=Upper(idx); double lower=Lower(idx); double width=upper-lower; //--- if the model 0 is used and price is in the rollback zone, then there is a condition for selling if(IS_PATTERN_USAGE(0) && close>upper-m_limit_in*width && close