forked from tfuser/TF-altProjekte
284 lines
11 KiB
MQL5
284 lines
11 KiB
MQL5
|
//+------------------------------------------------------------------+
|
||
|
|
//| SignalTFMA.mqh |
|
||
|
|
//| Thorsten Fischer Copyright 2019-2020 |
|
||
|
|
//| https://mql5.tfsystem.de |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
#property copyright "Thorsten Fischer Copyright 2019-2020"
|
||
|
|
#property link "https://mql5.tfsystem.de"
|
||
|
|
#property version "1.00"
|
||
|
|
#property strict
|
||
|
|
#include <Expert\ExpertSignal.mqh>
|
||
|
|
#property tester_indicator "Shared Projects\\Indicatoren\\CiCustom\\Custom Moving Average.ex5"
|
||
|
|
// wizard description start
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Description of the class |
|
||
|
|
//| Title=Signals of Custom indicator 'TF-Test Moving Average' |
|
||
|
|
//| Type=SignalAdvanced |
|
||
|
|
//| Name=TF-Test Moving Average |
|
||
|
|
//| ShortName=TFMA |
|
||
|
|
//| Class=CSignalTFMA |
|
||
|
|
//| Page=signal_tfma |
|
||
|
|
//| Parameter=PeriodFast,int,13,Period of fast MA |
|
||
|
|
//| Parameter=MethodFast,ENUM_MA_METHOD,MODE_SMA,Method of fast MA |
|
||
|
|
//| Parameter=PeriodSlow,int,21,Period of slow MA |
|
||
|
|
//| Parameter=MethodSlow,ENUM_MA_METHOD,MODE_SMA,Method of slow MA |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
// wizard description end
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
class CSignalTFMA : public CExpertSignal
|
||
|
|
{
|
||
|
|
private:
|
||
|
|
CiCustom m_ma_fast;
|
||
|
|
CiCustom m_ma_slow;
|
||
|
|
int m_period_fast;
|
||
|
|
ENUM_MA_METHOD m_method_fast;
|
||
|
|
int m_period_slow;
|
||
|
|
ENUM_MA_METHOD m_method_slow;
|
||
|
|
public:
|
||
|
|
CSignalTFMA();
|
||
|
|
~CSignalTFMA();
|
||
|
|
//--- method of verification of settings
|
||
|
|
virtual bool ValidationSettings(void);
|
||
|
|
//--- method of creating the indicator and timeseries
|
||
|
|
virtual bool InitIndicators(CIndicators *indicators);
|
||
|
|
//--- Access to indicator data
|
||
|
|
double FastMA(const int index) const
|
||
|
|
{
|
||
|
|
return(m_ma_fast.GetData(0,index));
|
||
|
|
}
|
||
|
|
double SlowMA(const int index) const
|
||
|
|
{
|
||
|
|
return(m_ma_slow.GetData(0,index));
|
||
|
|
}
|
||
|
|
//--- Checking buy and sell conditions
|
||
|
|
virtual int LongCondition();
|
||
|
|
virtual int ShortCondition();
|
||
|
|
//--- methods of setting adjustable parameters
|
||
|
|
void PeriodFast(int value)
|
||
|
|
{
|
||
|
|
m_period_fast=value;
|
||
|
|
}
|
||
|
|
void MethodFast(ENUM_MA_METHOD value)
|
||
|
|
{
|
||
|
|
m_method_fast=value;
|
||
|
|
}
|
||
|
|
void PeriodSlow(int value)
|
||
|
|
{
|
||
|
|
m_period_slow=value;
|
||
|
|
}
|
||
|
|
void MethodSlow(ENUM_MA_METHOD value)
|
||
|
|
{
|
||
|
|
m_method_slow=value;
|
||
|
|
}
|
||
|
|
protected:
|
||
|
|
//--- method of initialization of the indicator
|
||
|
|
bool InitMA(CIndicators *indicators);
|
||
|
|
//--- Creating MA indicators
|
||
|
|
bool CreateFastMA(CIndicators *indicators);
|
||
|
|
bool CreateSlowMA(CIndicators *indicators);
|
||
|
|
};
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
CSignalTFMA::CSignalTFMA() : m_period_fast(13),
|
||
|
|
m_method_fast(MODE_SMA),
|
||
|
|
m_period_slow(21),
|
||
|
|
m_method_slow(MODE_SMA)
|
||
|
|
{
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
CSignalTFMA::~CSignalTFMA()
|
||
|
|
{
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
bool CSignalTFMA::ValidationSettings(void)
|
||
|
|
{
|
||
|
|
//--- call of the method of the parent class
|
||
|
|
if(!CExpertSignal::ValidationSettings())
|
||
|
|
return(false);
|
||
|
|
//--- Check periods, number of bars for the calculation of the MA >=1
|
||
|
|
if(m_period_fast<1 || m_period_slow<1)
|
||
|
|
{
|
||
|
|
PrintFormat("Incorrect value set for one of the periods! FastPeriod=%d, SlowPeriod=%d",
|
||
|
|
m_period_fast,m_period_slow);
|
||
|
|
return(false);
|
||
|
|
}
|
||
|
|
//--- Slow MA period must be greater that the fast MA period
|
||
|
|
if(m_period_fast>m_period_slow)
|
||
|
|
{
|
||
|
|
PrintFormat("SlowPeriod=%d must be greater than FastPeriod=%d!",
|
||
|
|
m_period_slow,m_period_fast);
|
||
|
|
return false;
|
||
|
|
}
|
||
|
|
//--- Fast MA smoothing type must be one of the four values of the enumeration
|
||
|
|
if(m_method_fast!=MODE_SMA && m_method_fast!=MODE_EMA && m_method_fast!=MODE_SMMA && m_method_fast!=MODE_LWMA)
|
||
|
|
{
|
||
|
|
PrintFormat("Invalid type of smoothing of the fast MA!");
|
||
|
|
return false;
|
||
|
|
}
|
||
|
|
//--- Show MA smoothing type must be one of the four values of the enumeration
|
||
|
|
if(m_method_slow!=MODE_SMA && m_method_slow!=MODE_EMA && m_method_slow!=MODE_SMMA && m_method_slow!=MODE_LWMA)
|
||
|
|
{
|
||
|
|
PrintFormat("Invalid type of smoothing of the slow MA!");
|
||
|
|
return false;
|
||
|
|
}
|
||
|
|
//--- ok
|
||
|
|
return(true);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Create indicators. |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
bool CSignalTFMA::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 AMA indicator
|
||
|
|
if(!InitMA(indicators))
|
||
|
|
return(false);
|
||
|
|
//--- ok
|
||
|
|
return(true);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Create MA indicators. |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
bool CSignalTFMA::InitMA(CIndicators *indicators)
|
||
|
|
{
|
||
|
|
//--- check pointer
|
||
|
|
if(indicators==NULL)
|
||
|
|
return(false);
|
||
|
|
//--- Creating our MA indicators
|
||
|
|
if(!CreateFastMA(indicators))
|
||
|
|
return(false);
|
||
|
|
if(!CreateSlowMA(indicators))
|
||
|
|
return(false);
|
||
|
|
//--- ok
|
||
|
|
return(true);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Creates the "Fast MA" indicator |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
bool CSignalTFMA::CreateFastMA(CIndicators *indicators)
|
||
|
|
{
|
||
|
|
//--- check pointer
|
||
|
|
if(indicators==NULL)
|
||
|
|
return(false);
|
||
|
|
//--- add object to collection
|
||
|
|
if(!indicators.Add(GetPointer(m_ma_fast)))
|
||
|
|
{
|
||
|
|
printf(__FUNCTION__+": error adding object");
|
||
|
|
return(false);
|
||
|
|
}
|
||
|
|
//--- Setting parameters of the fast MA
|
||
|
|
MqlParam parameters[4];
|
||
|
|
//---
|
||
|
|
parameters[0].type=TYPE_STRING;
|
||
|
|
parameters[0].string_value="Shared Projects\\Indicatoren\\CiCustom\\Custom Moving Average.ex5";
|
||
|
|
parameters[1].type=TYPE_INT;
|
||
|
|
parameters[1].integer_value=m_period_fast; // Period
|
||
|
|
parameters[2].type=TYPE_INT;
|
||
|
|
parameters[2].integer_value=0; // Shift
|
||
|
|
parameters[3].type=TYPE_INT;
|
||
|
|
parameters[3].integer_value=m_method_fast; // Averaging method
|
||
|
|
//--- initialize object
|
||
|
|
if(!m_ma_fast.Create(m_symbol.Name(),0,IND_CUSTOM,4,parameters))
|
||
|
|
{
|
||
|
|
printf(__FUNCTION__+": error initializing object");
|
||
|
|
return(false);
|
||
|
|
}
|
||
|
|
//--- Number of buffers
|
||
|
|
if(!m_ma_fast.NumBuffers(1)) return(false);
|
||
|
|
//--- Reached this part, so the function was successful, return true
|
||
|
|
return(true);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Creates the "Slow MA" indicator |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
bool CSignalTFMA::CreateSlowMA(CIndicators *indicators)
|
||
|
|
{
|
||
|
|
//--- check pointer
|
||
|
|
if(indicators==NULL)
|
||
|
|
return(false);
|
||
|
|
//--- add object to collection
|
||
|
|
if(!indicators.Add(GetPointer(m_ma_slow)))
|
||
|
|
{
|
||
|
|
printf(__FUNCTION__+": error adding object");
|
||
|
|
return(false);
|
||
|
|
}
|
||
|
|
//--- Setting parameters of the fast MA
|
||
|
|
MqlParam parameters[4];
|
||
|
|
//---
|
||
|
|
parameters[0].type=TYPE_STRING;
|
||
|
|
parameters[0].string_value="Shared Projects\\Indicatoren\\CiCustom\\Custom Moving Average.ex5";
|
||
|
|
parameters[1].type=TYPE_INT;
|
||
|
|
parameters[1].integer_value=m_period_slow; // Period
|
||
|
|
parameters[2].type=TYPE_INT;
|
||
|
|
parameters[2].integer_value=0; // Shift
|
||
|
|
parameters[3].type=TYPE_INT;
|
||
|
|
parameters[3].integer_value=m_method_slow; // Averaging method
|
||
|
|
//--- initialize object
|
||
|
|
if(!m_ma_slow.Create(m_symbol.Name(),0,IND_CUSTOM,4,parameters))
|
||
|
|
{
|
||
|
|
printf(__FUNCTION__+": error initializing object");
|
||
|
|
return(false);
|
||
|
|
}
|
||
|
|
//--- Number of buffers
|
||
|
|
if(!m_ma_slow.NumBuffers(1)) return(false);
|
||
|
|
//--- Reached this part, so the function was successful, return true
|
||
|
|
return(true);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Returns the strength of the buy signal |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
int CSignalTFMA::LongCondition()
|
||
|
|
{
|
||
|
|
int signal=0;
|
||
|
|
//--- For operation with ticks idx=0, for operation with formed bars idx=1
|
||
|
|
int idx=StartIndex();
|
||
|
|
//--- Values of MAs at the last formed bar
|
||
|
|
double last_fast_value=FastMA(idx);
|
||
|
|
double last_slow_value=SlowMA(idx);
|
||
|
|
//--- Values of MAs at the last but one formed bar
|
||
|
|
double prev_fast_value=FastMA(idx+1);
|
||
|
|
double prev_slow_value=SlowMA(idx+1);
|
||
|
|
//---If the fast MA crossed the slow MA from bottom upwards on the last two closed bars
|
||
|
|
if((last_fast_value>last_slow_value) && (prev_fast_value<prev_slow_value))
|
||
|
|
{
|
||
|
|
signal=100; // There is a signal to buy
|
||
|
|
}
|
||
|
|
//--- Return the signal value
|
||
|
|
return(signal);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Returns the strength of the sell signal |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
int CSignalTFMA::ShortCondition()
|
||
|
|
{
|
||
|
|
int signal=0;
|
||
|
|
//--- For operation with ticks idx=0, for operation with formed bars idx=1
|
||
|
|
int idx=StartIndex();
|
||
|
|
//--- Values of MAs at the last formed bar
|
||
|
|
double last_fast_value=FastMA(idx);
|
||
|
|
double last_slow_value=SlowMA(idx);
|
||
|
|
//--- Values of MAs at the last but one formed bar
|
||
|
|
double prev_fast_value=FastMA(idx+1);
|
||
|
|
double prev_slow_value=SlowMA(idx+1);
|
||
|
|
//--- If the fast MA crossed the slow MA from up downwards on the last two closed bars
|
||
|
|
if((last_fast_value<last_slow_value) && (prev_fast_value>prev_slow_value))
|
||
|
|
{
|
||
|
|
signal=100; // There is a signal to sell
|
||
|
|
}
|
||
|
|
//--- Return the signal value
|
||
|
|
return(signal);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|