385 行
14 KiB
MQL5
385 行
14 KiB
MQL5
 | //+------------------------------------------------------------------+
| ||
//| Warrior_EA |
| |||
//| AnimateDread |
| |||
//| |
| |||
//+------------------------------------------------------------------+
| |||
#include "..\Expert\WarriorSignal.mqh"
| |||
// wizard description start
| |||
//+------------------------------------------------------------------+
| |||
//| Description of the class |
| |||
//| Title=Signals of indicator 'Awesome Oscillator' |
| |||
//| Type=SignalAdvanced |
| |||
//| Name=Awesome Oscillator |
| |||
//| ShortName=AO |
| |||
//| Class=CSignalAO |
| |||
//| Page=signal_ao |
| |||
//+------------------------------------------------------------------+
| |||
// wizard description end
| |||
//+------------------------------------------------------------------+
| |||
//| Class CSignalAO. |
| |||
//| Purpose: Class of generator of trade signals based on |
| |||
//| the 'Awesome Oscillator' indicator. |
| |||
//| Is derived from the CWarriorSignal class. |
| |||
//+------------------------------------------------------------------+
| |||
class CSignalAO : public CWarriorSignal
| |||
{
| |||
protected:
| |||
CiAO m_ao; // object-indicator
| |||
//--- "weights" of market models (0-100)
| |||
int m_pattern_0; // model 0 "first analyzed bar has required color"
| |||
int m_pattern_1; // model 1 "the 'saucer' signal"
| |||
int m_pattern_2; // model 2 "the 'crossing of the zero line' signal"
| |||
int m_pattern_3; // model 2 "the 'divergence' signal"
| |||
//--- 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:
| |||
CSignalAO(void);
| |||
~CSignalAO(void);
| |||
//--- 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 ApplyPatternWeight(int patternNumber, int weight);
| |||
//--- 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 InitAO(CIndicators *indicators);
| |||
//--- methods of getting data
| |||
double AO(int ind) { return(m_ao.Main(ind)); }
| |||
double DiffAO(int ind) { return(AO(ind) - AO(ind + 1)); }
| |||
int StateAO(int ind);
| |||
bool ExtStateAO(int ind);
| |||
};
| |||
//+------------------------------------------------------------------+
| |||
//| Constructor |
| |||
//+------------------------------------------------------------------+
| |||
CSignalAO::CSignalAO(void) : m_pattern_0(30),
| |||
m_pattern_1(20),
| |||
m_pattern_2(70),
| |||
m_pattern_3(90)
| |||
{
| |||
m_id = "AO";
| |||
m_pattern_count = 4;
| |||
//--- initialization of protected data
| |||
m_used_series = USE_SERIES_HIGH + USE_SERIES_LOW;
| |||
}
| |||
//+------------------------------------------------------------------+
| |||
//| Destructor |
| |||
//+------------------------------------------------------------------+
| |||
CSignalAO::~CSignalAO(void)
| |||
{
| |||
}
| |||
//+------------------------------------------------------------------+
| |||
//| Create indicators. |
| |||
//+------------------------------------------------------------------+
| |||
bool CSignalAO::InitIndicators(CIndicators *indicators)
| |||
{
| |||
//--- check pointer
| |||
if(indicators == NULL)
| |||
return(false);
| |||
//--- initialization of indicators and timeseries of additional filters
| |||
if(!CWarriorSignal::InitIndicators(indicators))
| |||
return(false);
| |||
//--- create and initialize AO indicator
| |||
if(!InitAO(indicators))
| |||
return(false);
| |||
//--- ok
| |||
return(true);
| |||
}
| |||
//+------------------------------------------------------------------+
| |||
//| Initialize AO indicators. |
| |||
//+------------------------------------------------------------------+
| |||
bool CSignalAO::InitAO(CIndicators *indicators)
| |||
{
| |||
//--- check pointer
| |||
if(indicators == NULL)
| |||
return(false);
| |||
//--- add object to collection
| |||
if(!indicators.Add(GetPointer(m_ao)))
| |||
{
| |||
printf(__FUNCTION__ + ": error adding object");
| |||
return(false);
| |||
}
| |||
//--- initialize object
| |||
if(!m_ao.Create(m_symbol.Name(), m_period))
| |||
{
| |||
printf(__FUNCTION__ + ": error initializing object");
| |||
return(false);
| |||
}
| |||
//--- ok
| |||
return(true);
| |||
}
| |||
//+------------------------------------------------------------------+
| |||
//| Check of the indicator state. |
| |||
//+------------------------------------------------------------------+
| |||
int CSignalAO::StateAO(int ind)
| |||
{
| |||
int res = 0;
| |||
double var;
| |||
//---
| |||
for(int i = ind;; i++)
| |||
{
| |||
if(AO(i + 1) == EMPTY_VALUE)
| |||
break;
| |||
var = DiffAO(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 CSignalAO::ExtStateAO(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 = StateAO(pos);
| |||
if(off > 0)
| |||
{
| |||
//--- minimum of the oscillator is detected
| |||
pos += off;
| |||
m_extr_pos[i] = pos;
| |||
m_extr_osc[i] = AO(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] = AO(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);
| |||
}
| |||
//+------------------------------------------------------------------+
| |||
//| "Voting" that price will grow. |
| |||
//+------------------------------------------------------------------+
| |||
int CSignalAO::LongCondition(void)
| |||
{
| |||
int result = 0;
| |||
int idx = StartIndex();
| |||
//--- if the first analyzed bar is "red", don't "vote" for buying
| |||
if(DiffAO(idx) < 0.0)
| |||
return(result);
| |||
//--- first analyzed bar is "green" (the indicator has no objections to buying)
| |||
if(IS_PATTERN_USAGE(0))
| |||
{
| |||
result = m_pattern_0;
| |||
m_active_pattern = "Pattern_0";
| |||
}
| |||
if(AO(idx++) > 0.0)
| |||
{
| |||
//--- first analyzed bar is greater than zero, search for the "saucer" and "crosing of the zero line" signals
| |||
if(IS_PATTERN_USAGE(1) && DiffAO(idx) < 0.0)
| |||
{
| |||
//--- the "saucer" signal
| |||
//--- there is a condition for buying
| |||
m_active_pattern = "Pattern_1";
| |||
return(m_pattern_1);
| |||
}
| |||
if(IS_PATTERN_USAGE(2) && AO(idx) < 0.0)
| |||
{
| |||
//--- the "crossing of the zero line" signal
| |||
//--- there is a condition for buying
| |||
m_active_pattern = "Pattern_2";
| |||
return(m_pattern_2);
| |||
}
| |||
}
| |||
else
| |||
{
| |||
//--- first analyzed bar is less than zero, search for the "divergence" signal
| |||
//--- if the second analyzed bar is "red", the condition for buying may be fulfilled
| |||
if(IS_PATTERN_USAGE(3) && DiffAO(idx) < 0.0)
| |||
{
| |||
idx = StartIndex();
| |||
//--- search for the "divergence" signal
| |||
ExtStateAO(idx);
| |||
if((m_extr_map & 0xF) == 1)
| |||
{
| |||
if(m_extr_osc[0] < 0.0 && m_extr_osc[1] < 0.0 && m_extr_osc[2] < 0.0)
| |||
{
| |||
//--- both valleys are below zero, the peak is between them and it hasn't raised above zero
| |||
//--- we suppose that this is "divergence"
| |||
m_active_pattern = "Pattern_3";
| |||
return(m_pattern_3);
| |||
}
| |||
}
| |||
}
| |||
}
| |||
if(result != 0)
| |||
{
| |||
m_active_direction = "Buy";
| |||
}
| |||
//--- return the result
| |||
return(result);
| |||
}
| |||
//+------------------------------------------------------------------+
| |||
//| "Voting" that price will fall. |
| |||
//+------------------------------------------------------------------+
| |||
int CSignalAO::ShortCondition(void)
| |||
{
| |||
int result = 0;
| |||
int idx = StartIndex();
| |||
//--- if the first analyzed bar is "green", don't "vote" for selling
| |||
if(DiffAO(idx) > 0.0)
| |||
return(result);
| |||
//--- first analyzed bar is "red" (the indicator has no objections to selling)
| |||
if(IS_PATTERN_USAGE(0))
| |||
{
| |||
result = m_pattern_0;
| |||
m_active_pattern = "Pattern_0";
| |||
}
| |||
if(AO(idx++) < 0.0)
| |||
{
| |||
//--- first analyzed bar is below zero, search for the "saucer" and "crossing of the zero line" signals
| |||
if(IS_PATTERN_USAGE(1) && DiffAO(idx) > 0.0)
| |||
{
| |||
//--- the "saucer" signal
| |||
//--- there is a condition for buying
| |||
m_active_pattern = "Pattern_1";
| |||
return(m_pattern_1);
| |||
}
| |||
if(IS_PATTERN_USAGE(2) && AO(idx) > 0.0)
| |||
{
| |||
//--- the "crossing of the zero line" signal
| |||
//--- there is a condition for buying
| |||
m_active_pattern = "Pattern_2";
| |||
return(m_pattern_2);
| |||
}
| |||
}
| |||
else
| |||
{
| |||
//--- first analyzed bar is above zero, search for the "divergence" signal
| |||
//--- if the second analyzed bar is "green", the condition for buying may be fulfilled
| |||
if(IS_PATTERN_USAGE(3) && DiffAO(idx) > 0.0)
| |||
{
| |||
idx = StartIndex();
| |||
//--- search for the "divergence" signal
| |||
ExtStateAO(idx);
| |||
if((m_extr_map & 0xF) == 1)
| |||
{
| |||
if(m_extr_osc[0] > 0.0 && m_extr_osc[1] > 0.0 && m_extr_osc[2] > 0.0)
| |||
{
| |||
//--- both peaks are above zero and the valley between them hasn't fallen below zero
| |||
//--- we suppose that this is "divergence"
| |||
m_active_pattern = "Pattern_3";
| |||
return(m_pattern_3);
| |||
}
| |||
}
| |||
}
| |||
}
| |||
if(result != 0)
| |||
{
| |||
m_active_direction = "Sell";
| |||
}
| |||
//--- return the result
| |||
return(result);
| |||
}
| |||
//+------------------------------------------------------------------+
| |||
//| Set the specified pattern's weight to the specified value |
| |||
//+------------------------------------------------------------------+
| |||
void CSignalAO::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;
| |||
case 3:
| |||
Pattern_3(weight);
| |||
break;
| |||
}
| |||
}
| |||
//+------------------------------------------------------------------+
|