forked from mnbvc188199/Warrior_EA
314 lines
14 KiB
MQL5
314 lines
14 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| SignalRSI.mqh |
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//| Copyright 2000-2023, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#include "..\Expert\WarriorSignal.mqh"
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#include "OscillatorDivergence.mqh"
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// wizard description start
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//+------------------------------------------------------------------+
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//| Description of the class |
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//| Title=Signals of oscillator 'Relative Strength Index' |
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//| Type=SignalAdvanced |
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//| Name=Relative Strength Index |
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//| ShortName=RSI |
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//| Class=CSignalRSI |
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//| Page=signal_rsi |
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//| Parameter=PeriodRSI,int,14,Period of calculation |
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//| Parameter=Applied,ENUM_APPLIED_PRICE,PRICE_CLOSE,Prices series |
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//+------------------------------------------------------------------+
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// wizard description end
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//+------------------------------------------------------------------+
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//| CSignalRSI's side of the IOscillatorDivergenceSource view - |
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//| MQL5 has no multiple inheritance, so the divergence detector is |
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//| reached through this thin adapter instead of a common base. |
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//+------------------------------------------------------------------+
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class CSignalRSI;
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class CSignalRSIDivergenceSource : public IOscillatorDivergenceSource
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{
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private:
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CSignalRSI *m_owner;
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public:
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void Bind(CSignalRSI *owner) { m_owner = owner; }
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virtual double DivergenceOscillatorValue(int ind) override;
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virtual double DivergencePriceLow(int start, int count, int &index) override;
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virtual double DivergencePriceHigh(int start, int count, int &index) override;
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};
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//+------------------------------------------------------------------+
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//| Class CSignalRSI. |
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//| Purpose: Class of generator of trade signals based on |
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//| the 'Relative Strength Index' oscillator. |
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//| Is derived from the CWarriorSignal class. |
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//+------------------------------------------------------------------+
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class CSignalRSI : public CWarriorSignal
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{
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protected:
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CiRSI m_rsi; // object-oscillator
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//--- adjusted parameters
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int m_periodRSI; // the "period of calculation" parameter of the oscillator
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ENUM_APPLIED_PRICE m_applied; // the "prices series" parameter of the oscillator
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//--- "weights" of market models (0-100)
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int m_pattern_0; // model 0 "the oscillator has required direction"
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int m_pattern_1; // model 1 "reverse behind the level of overbuying/overselling"
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int m_pattern_2; // model 2 "divergence of the oscillator and price"
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int m_pattern_3; // model 3 "double divergence of the oscillator and price"
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//--- shared extremum/divergence bit-map detector (see Signals/OscillatorDivergence.mqh)
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CSignalRSIDivergenceSource m_divergenceSource;
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CDivergenceDetector m_divergence;
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public:
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CSignalRSI(void);
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~CSignalRSI(void);
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//--- methods of setting adjustable parameters
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void PeriodRSI(int value) { m_periodRSI = value; }
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void Applied(ENUM_APPLIED_PRICE value) { m_applied = value; }
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//--- methods of adjusting "weights" of market models
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void Pattern_0(int value) { m_pattern_0 = value; }
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void Pattern_1(int value) { m_pattern_1 = value; }
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void Pattern_2(int value) { m_pattern_2 = value; }
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void Pattern_3(int value) { m_pattern_3 = value; }
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virtual void ApplyPatternWeight(int patternNumber, int weight);
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//--- method of verification of settings
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virtual bool ValidationSettings(void);
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//--- method of creating the indicator and timeseries
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virtual bool InitIndicators(CIndicators *indicators);
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//--- methods of checking if the market models are formed
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virtual int LongCondition(void);
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virtual int ShortCondition(void);
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//--- deep-history readiness for the meta candidate sweep - see CWarriorSignal::SweepPrepare
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//--- IOscillatorDivergenceSource surface for m_divergenceSource (see OscillatorDivergence.mqh);
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//--- public because the adapter is a separate object, not a subclass
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double DivergenceOscillatorValue(int ind) { return(RSI(ind)); }
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double DivergencePriceLow(int start, int count, int &index) { return(m_low.MinValue(start, count, index)); }
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double DivergencePriceHigh(int start, int count, int &index) { return(m_high.MaxValue(start, count, index)); }
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protected:
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//--- method of initialization of the oscillator
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bool InitRSI(CIndicators *indicators);
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//--- methods of getting data
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double RSI(int ind) { return(m_rsi.Main(ind)); }
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double DiffRSI(int ind) { return(RSI(ind) - RSI(ind + 1)); }
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CSignalRSI::CSignalRSI(void) : m_periodRSI(14),
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m_applied(PRICE_CLOSE),
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m_pattern_0(10),
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m_pattern_1(60),
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m_pattern_2(80),
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m_pattern_3(100)
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{
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m_divergenceSource.Bind(GetPointer(this));
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m_divergence.Bind(GetPointer(m_divergenceSource));
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m_id = "RSI";
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//--- Confirmation pattern(s): weight 10, never traded alone, never ranked.
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m_confirm_mask = 1<<0;
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m_pattern_count = 4;
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//--- initialization of protected data
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m_used_series = USE_SERIES_HIGH + USE_SERIES_LOW;
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CSignalRSI::~CSignalRSI(void)
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{
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}
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//+------------------------------------------------------------------+
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//| Validation settings protected data. |
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//+------------------------------------------------------------------+
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bool CSignalRSI::ValidationSettings(void)
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{
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//--- validation settings of additional filters
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if(!CWarriorSignal::ValidationSettings())
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return(false);
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//--- initial data checks
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if(m_periodRSI <= 0)
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{
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printf(__FUNCTION__ + ": period of the RSI oscillator must be greater than 0");
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return(false);
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}
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//--- ok
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Create indicators. |
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//+------------------------------------------------------------------+
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bool CSignalRSI::InitIndicators(CIndicators *indicators)
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{
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//--- check pointer
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if(indicators == NULL)
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return(false);
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//--- initialization of indicators and timeseries of additional filters
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if(!CWarriorSignal::InitIndicators(indicators))
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return(false);
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//--- create and initialize RSI oscillator
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if(!InitRSI(indicators))
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return(false);
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//--- ok
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Initialize RSI oscillators. |
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//+------------------------------------------------------------------+
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bool CSignalRSI::InitRSI(CIndicators *indicators)
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{
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//--- check pointer
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if(indicators == NULL)
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return(false);
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//--- add object to collection
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if(!indicators.Add(GetPointer(m_rsi)))
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{
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printf(__FUNCTION__ + ": error adding object");
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return(false);
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}
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//--- initialize object
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if(!m_rsi.Create(m_symbol.Name(), m_period, m_periodRSI, m_applied))
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{
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printf(__FUNCTION__ + ": error initializing object");
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return(false);
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}
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//--- ok
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return(true);
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}
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//+------------------------------------------------------------------+
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//| CSignalRSIDivergenceSource - forwards to the owner's public |
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//| IOscillatorDivergenceSource surface (see the class declaration |
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//| just above CSignalRSI). |
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//+------------------------------------------------------------------+
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double CSignalRSIDivergenceSource::DivergenceOscillatorValue(int ind)
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{
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return(m_owner.DivergenceOscillatorValue(ind));
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}
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double CSignalRSIDivergenceSource::DivergencePriceLow(int start, int count, int &index)
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{
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return(m_owner.DivergencePriceLow(start, count, index));
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}
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double CSignalRSIDivergenceSource::DivergencePriceHigh(int start, int count, int &index)
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{
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return(m_owner.DivergencePriceHigh(start, count, index));
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}
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//+------------------------------------------------------------------+
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//| "Voting" that price will grow. |
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//+------------------------------------------------------------------+
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int CSignalRSI::LongCondition(void)
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{
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int result = 0;
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int idx = StartIndex();
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//---
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if(DiffRSI(idx) > 0.0)
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{
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//--- the oscillator is directed upwards confirming the possibility of price growth
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if(IS_PATTERN_USAGE(0))
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{
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result = m_pattern_0;
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m_active_pattern = "Pattern_0";
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} // "confirming" signal number 0
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//--- if the model 1 is used, search for a reverse of the oscillator upwards behind the level of overselling
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if(IS_PATTERN_USAGE(1) && DiffRSI(idx + 1) < 0.0 && RSI(idx + 1) < 30.0)
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{
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result = m_pattern_1;
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m_active_pattern = "Pattern_1";
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}
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//--- if model 2 or 3 is used, perform the extended analysis of the oscillator state.
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//--- NOTE: this used to also test IS_PATTERN_USAGE(4), inherited from the standard library's
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//--- 5-pattern RSI. This class declares 4 patterns (m_pattern_count = 4, models 0-3), so bit 4
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//--- has no weight member and neither branch below can act on it - but m_patterns_usage defaults
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//--- to all-bits-set, so the term was NOT dead: it let the whole block (and ExtState's scan)
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//--- run even with models 2 and 3 both switched off, for a result that could never change.
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if(IS_PATTERN_USAGE(2) || IS_PATTERN_USAGE(3))
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{
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m_divergence.ExtState(idx);
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//--- search for the "divergence" signal
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if(IS_PATTERN_USAGE(2) && m_divergence.CompareMaps(1, 1)) // 0000 0001b
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{
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result = m_pattern_2;
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m_active_pattern = "Pattern_2";
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}
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//--- search for the "double divergence" signal
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if(IS_PATTERN_USAGE(3) && m_divergence.CompareMaps(0x11, 2)) // 0001 0001b
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{
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result = m_pattern_3;
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m_active_pattern = "Pattern_3";
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}
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}
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}
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if(result != 0)
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{
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m_active_direction = "Buy";
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}
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//--- return the result
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return(result);
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}
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//+------------------------------------------------------------------+
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//| "Voting" that price will fall. |
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//+------------------------------------------------------------------+
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int CSignalRSI::ShortCondition(void)
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{
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int result = 0;
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int idx = StartIndex();
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//---
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if(DiffRSI(idx) < 0.0)
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{
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//--- the oscillator is directed downwards confirming the possibility of falling of price
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if(IS_PATTERN_USAGE(0))
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{
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result = m_pattern_0;
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m_active_pattern = "Pattern_0";
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}
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//--- if the model 1 is used, search for a reverse of the oscillator downwards behind the level of overbuying
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if(IS_PATTERN_USAGE(1) && DiffRSI(idx + 1) > 0.0 && RSI(idx + 1) > 70.0)
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{
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result = m_pattern_1;
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m_active_pattern = "Pattern_1";
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} // signal number 1
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//--- if model 2 or 3 is used, perform the extended analysis of the oscillator state
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//--- (see LongCondition() for why the old IS_PATTERN_USAGE(4) term was removed)
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if(IS_PATTERN_USAGE(2) || IS_PATTERN_USAGE(3))
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{
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m_divergence.ExtState(idx);
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//--- search for the "divergence" signal
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if(IS_PATTERN_USAGE(2) && m_divergence.CompareMaps(1, 1)) // 0000 0001b
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{
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result = m_pattern_2;
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m_active_pattern = "Pattern_2";
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}
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//--- search for the "double divergence" signal
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if(IS_PATTERN_USAGE(3) && m_divergence.CompareMaps(0x11, 2)) // 0001 0001b
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{
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result = m_pattern_3;
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m_active_pattern = "Pattern_3";
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}
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}
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}
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if(result != 0)
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{
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m_active_direction = "Sell";
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}
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//--- return the result
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return(result);
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}
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//+------------------------------------------------------------------+
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//| Set the specified pattern's weight to the specified value |
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//+------------------------------------------------------------------+
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void CSignalRSI::ApplyPatternWeight(int patternNumber, int weight)
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{
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switch(patternNumber)
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{
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default:
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break;
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case 0:
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Pattern_0(weight);
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break;
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case 1:
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Pattern_1(weight);
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break;
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case 2:
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Pattern_2(weight);
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break;
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case 3:
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Pattern_3(weight);
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break;
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}
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}
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//+------------------------------------------------------------------+
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