//+------------------------------------------------------------------+ //| SignalStoch.mqh | //| Copyright 2000-2025, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #include // wizard description start //+------------------------------------------------------------------+ //| Description of the class | //| Title=Signals of oscillator 'Stochastic' | //| Type=SignalAdvanced | //| Name=Stochastic | //| ShortName=Stoch | //| Class=CSignalStoch | //| Page=signal_stochastic | //| Parameter=PeriodK,int,8,K-period | //| Parameter=PeriodD,int,3,D-period | //| Parameter=PeriodSlow,int,3,Period of slowing | //| Parameter=Applied,ENUM_STO_PRICE,STO_LOWHIGH,Prices to apply to | //+------------------------------------------------------------------+ // wizard description end //+------------------------------------------------------------------+ //| Class CSignalStoch. | //| Purpose: Class of generator of trade signals based on | //| the 'Stochastic' oscillator. | //| Is derived from the CExpertSignal class. | //+------------------------------------------------------------------+ class CSignalStoch : public CExpertSignal { protected: CiStochastic m_stoch; // object-oscillator CPriceSeries *m_app_price_high; // pointer to the object-timeseries for determining divergences directed downwards CPriceSeries *m_app_price_low; // pointer to the object-timeseries for determining divergences directed upwards //--- adjusted parameters int m_periodK; // the "period %K" parameter of the oscillator int m_periodD; // the "period %D" parameter of the oscillator int m_period_slow; // the "period of slowing" parameter of the oscillator ENUM_STO_PRICE m_applied; // the "apply to" 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 of the oscillator to required direction" int m_pattern_2; // model 2 "crossing of main and signal line" int m_pattern_3; // model 3 "divergence of the oscillator and price" int m_pattern_4; // model 4 "double 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: CSignalStoch(void); ~CSignalStoch(void); //--- methods of setting adjustable parameters void PeriodK(int value) { m_periodK=value; } void PeriodD(int value) { m_periodD=value; } void PeriodSlow(int value) { m_period_slow=value; } void Applied(ENUM_STO_PRICE value) { m_applied=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; } void Pattern_3(int value) { m_pattern_3=value; } void Pattern_4(int value) { m_pattern_4=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 oscillator bool InitStoch(CIndicators *indicators); //--- methods of getting data double Main(int ind) { return(m_stoch.Main(ind)); } double DiffMain(int ind) { return(Main(ind)-Main(ind+1)); } double Signal(int ind) { return(m_stoch.Signal(ind)); } double DiffSignal(int ind) { return(Signal(ind)-Signal(ind+1)); } double DiffMainSignal(int ind) { return(Main(ind)-Signal(ind)); } int StateStoch(int ind); bool ExtStateStoch(int ind); bool CompareMaps(int map,int count,bool minimax=false,int start=0); void DiverDebugPrint(); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CSignalStoch::CSignalStoch(void) : m_periodK(8), m_periodD(3), m_period_slow(3), m_applied(STO_LOWHIGH), m_pattern_0(30), m_pattern_1(60), m_pattern_2(50), m_pattern_3(100), m_pattern_4(90) { //--- initialization of protected data m_used_series=USE_SERIES_OPEN+USE_SERIES_HIGH+USE_SERIES_LOW+USE_SERIES_CLOSE; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CSignalStoch::~CSignalStoch(void) { } //+------------------------------------------------------------------+ //| Validation settings protected data. | //+------------------------------------------------------------------+ bool CSignalStoch::ValidationSettings(void) { //--- validation settings of additional filters if(!CExpertSignal::ValidationSettings()) return(false); //--- initial data checks if(m_periodK<=0) { printf(__FUNCTION__+": the period %K of the Stochastic oscillator must be greater than 0"); return(false); } if(m_periodD<=0) { printf(__FUNCTION__+": the period %D of the Stochastic oscillator must be greater than 0"); return(false); } //--- ok return(true); } //+------------------------------------------------------------------+ //| Create indicators. | //+------------------------------------------------------------------+ bool CSignalStoch::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 Stochastic oscillator if(!InitStoch(indicators)) return(false); if(m_applied==STO_CLOSECLOSE) { //--- copying the Close timeseries m_app_price_high=GetPointer(m_close); //--- copying the Close timeseries m_app_price_low=GetPointer(m_close); } else { //--- copying the High timeseries m_app_price_high=GetPointer(m_high); //--- copying the Low timeseries m_app_price_low=GetPointer(m_low); } //--- ok return(true); } //+------------------------------------------------------------------+ //| Initialize Stochastic oscillators. | //+------------------------------------------------------------------+ bool CSignalStoch::InitStoch(CIndicators *indicators) { //--- check pointer if(indicators==NULL) return(false); //--- add object to collection if(!indicators.Add(GetPointer(m_stoch))) { printf(__FUNCTION__+": error adding object"); return(false); } //--- initialize object if(!m_stoch.Create(m_symbol.Name(),m_period,m_periodK,m_periodD,m_period_slow,MODE_SMA,m_applied)) { printf(__FUNCTION__+": error initializing object"); return(false); } //--- ok return(true); } //+------------------------------------------------------------------+ //| Check of the oscillator state. | //+------------------------------------------------------------------+ int CSignalStoch::StateStoch(int ind) { int res=0; double var; //--- for(int i=ind;;i++) { if(Main(i+1)==EMPTY_VALUE) break; var=DiffMain(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 CSignalStoch::ExtStateStoch(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=StateStoch(pos); if(off>0) { //--- minimum of the oscillator is detected pos+=off; m_extr_pos[i]=pos; m_extr_osc[i]=Main(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]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 CSignalStoch::CompareMaps(int map,int count,bool minimax=false,int start=0) { 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>j)&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 price (higher-order bit is always 0) check_map=(m_extr_map>>i)&3; if(inp_map!=check_map) return(false); } //--- "take" two bits - pattern of the corresponding oscillator extremum inp_map=(map>>(j+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 oscillator extremum (higher-order bit is always 0) check_map=(m_extr_map>>(i+2))&3; if(inp_map!=check_map) return(false); } //--- ok return(true); } //+------------------------------------------------------------------+ //| "Voting" that price will grow. | //+------------------------------------------------------------------+ int CSignalStoch::LongCondition(void) { int result=0; int idx =StartIndex(); //--- check direction of the main line if(DiffMain(idx)>0.0) { //--- the main line is directed upwards, and it confirms the possibility of price growth if(IS_PATTERN_USAGE(0)) result=m_pattern_0; // "confirming" signal number 0 //--- if the model 1 is used, look for a reverse of the main line if(IS_PATTERN_USAGE(1) && DiffMain(idx+1)<0.0) result=m_pattern_1; // signal number 1 //--- if the model 2 is used, look for an intersection of the main and signal line if(IS_PATTERN_USAGE(2) && DiffMainSignal(idx)>0.0 && DiffMainSignal(idx+1)<0.0) result=m_pattern_2; // signal number 2 //--- if the models 3 or 4 are used, look for divergences if((IS_PATTERN_USAGE(3) || IS_PATTERN_USAGE(4))) { //--- perform the extended analysis of the oscillator state ExtStateStoch(idx); //--- if the model 3 is used, look for the "divergence" signal if(IS_PATTERN_USAGE(3) && CompareMaps(1,1)) // 0000 0001b result=m_pattern_3; // signal number 3 //--- if the model 4 is used, look for the "double divergence" signal if(IS_PATTERN_USAGE(4) && CompareMaps(0x11,2)) // 0001 0001b return(m_pattern_4); // signal number 4 } } //--- return the result return(result); } //+------------------------------------------------------------------+ //| "Voting" that price will fall. | //+------------------------------------------------------------------+ int CSignalStoch::ShortCondition(void) { int result=0; int idx =StartIndex(); //--- check direction of the main line if(DiffMain(idx)<0.0) { //--- main line is directed downwards, confirming a possibility of falling of price if(IS_PATTERN_USAGE(0)) result=m_pattern_0; // "confirming" signal number 0 //--- if the model 1 is used, look for a reverse of the main line if(IS_PATTERN_USAGE(1) && DiffMain(idx+1)>0.0) result=m_pattern_1; // signal number 1 //--- if the model 2 is used, look for an intersection of the main and signal line if(IS_PATTERN_USAGE(2) && DiffMainSignal(idx)<0.0 && DiffMainSignal(idx+1)>0.0) result=m_pattern_2; // signal number 2 //--- if the models 3 or 4 are used, look for divergences if((IS_PATTERN_USAGE(3) || IS_PATTERN_USAGE(4))) { //--- perform the extended analysis of the oscillator state ExtStateStoch(idx); //--- if the model 3 is used, look for the "divergence" signal if(IS_PATTERN_USAGE(3) && CompareMaps(1,1)) // 0000 0001b result=m_pattern_3; // signal number 3 //--- if the model 4 is used, look for the "double divergence" signal if(IS_PATTERN_USAGE(4) && CompareMaps(0x11,2)) // 0001 0001b return(m_pattern_4); // signal number 4 } } //--- return the result return(result); } //+------------------------------------------------------------------+