-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathamoo_001.mqh
269 lines (266 loc) · 12 KB
/
amoo_001.mqh
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
//+------------------------------------------------------------------+
//| amoo_001.mqh |
//| Mostafa |
//| mostafaramezani.com |
//+------------------------------------------------------------------+
#property copyright "Mostafa"
#property link "mostafaramezani.com"
#property version "1.00"
#include <Expert\ExpertSignal.mqh>
// wizard description start
//+------------------------------------------------------------------+
//| Description of the class |
//| Title=Signals of indicator RANDOM FUCKER! |
//| Type=SignalAdvanced |
//| Name=Random Buy Sell Indicator |
//| ShortName=RND |
//| Class=CSignalRND |
//| Page=signal_RND |
//| Parameter=PeriodMA,int,10,Period of averaging |This line will be deleted
//| Parameter=PeriodFast,int,2,Period of fast EMA |This line will be deleted
//| Parameter=PeriodSlow,int,30,Period of slow EMA |This line will be deleted
//| Parameter=Shift,int,0,Time shift |This line will be deleted
//| Parameter=Applied,ENUM_APPLIED_PRICE,PRICE_CLOSE,Prices series |This line will be deleted
//+------------------------------------------------------------------+
// wizard description end
//+------------------------------------------------------------------+
//| Class CSignalRND. |
//| Purpose: Class of generator of trade signals based on |
//| the 'RANDOM FARTS' indicator. |
//| Is derived from the CExpertSignal class. |
//+------------------------------------------------------------------+
class amoo_001 : public CExpertSignal
{
protected:
CiAMA m_ma; // object-indicator
//--- adjusted parameters
int m_ma_period; // the "period of averaging" parameter of the indicator
int m_period_fast; // the "period of fast EMA" parameter of the indicator
int m_period_slow; // the "period of slow EMA" parameter of the indicator
int m_ma_shift; // the "time shift" parameter of the indicator
ENUM_APPLIED_PRICE m_ma_applied; // the "object of averaging" parameter" of the indicator
//--- "weights" of market models (0-100)
int m_pattern_0; // model 0 "price is on the necessary side from the indicator"
int m_pattern_1; // model 1 "price crossed the indicator with opposite direction"
int m_pattern_2; // model 2 "price crossed the indicator with the same direction"
int m_pattern_3; // model 3 "piercing"
public:
CSignalAMA(void);
~CSignalAMA(void);
//--- methods of setting adjustable parameters
void PeriodMA(int value) { m_ma_period=value; }
void PeriodFast(int value) { m_period_fast=value; }
void PeriodSlow(int value) { m_period_slow=value; }
void Shift(int value) { m_ma_shift=value; }
void Applied(ENUM_APPLIED_PRICE value) { m_ma_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; }
//--- 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 MA(int ind) { return(m_ma.Main(ind)); }
double DiffMA(int ind) { return(MA(ind)-MA(ind+1)); }
double DiffOpenMA(int ind) { return(Open(ind)-MA(ind)); }
double DiffHighMA(int ind) { return(High(ind)-MA(ind)); }
double DiffLowMA(int ind) { return(Low(ind)-MA(ind)); }
double DiffCloseMA(int ind) { return(Close(ind)-MA(ind)); }
};
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CSignalAMA::CSignalAMA(void) : m_ma_period(10),
m_ma_shift(0),
m_period_fast(2),
m_period_slow(30),
m_ma_applied(PRICE_CLOSE),
m_pattern_0(10),
m_pattern_1(70),
m_pattern_2(100),
m_pattern_3(60)
{
//--- initialization of protected data
m_used_series=USE_SERIES_OPEN+USE_SERIES_HIGH+USE_SERIES_LOW+USE_SERIES_CLOSE;
}
//+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CSignalAMA::~CSignalAMA(void)
{
}
//+------------------------------------------------------------------+
//| Validation settings protected data. |
//+------------------------------------------------------------------+
bool CSignalAMA::ValidationSettings(void)
{
//--- call of the method of the parent class
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 CSignalAMA::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 CSignalAMA::InitMA(CIndicators *indicators)
{
//--- check pointer
if(indicators==NULL)
return(false);
//--- add object to collection
if(!indicators.Add(GetPointer(m_ma)))
{
printf(__FUNCTION__+": error adding object");
return(false);
}
//--- initialize object
if(!m_ma.Create(m_symbol.Name(),m_period,m_ma_period,m_period_fast,m_period_slow,m_ma_shift,m_ma_applied))
{
printf(__FUNCTION__+": error initializing object");
return(false);
}
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| "Voting" that price will grow. |
//+------------------------------------------------------------------+
int CSignalAMA::LongCondition(void)
{
int result=0;
int idx =StartIndex();
//--- analyze positional relationship of the close price and the indicator at the first analyzed bar
if(DiffCloseMA(idx)<0.0)
{
//--- the close price is below the indicator
if(IS_PATTERN_USAGE(1) && DiffOpenMA(idx)>0.0 && DiffMA(idx)>0.0)
{
//--- the open price is above the indicator (i.e. there was an intersection), but the indicator is directed upwards
result=m_pattern_1;
//--- consider that this is an unformed "piercing" and suggest to enter the market at the current price
m_base_price=0.0;
}
}
else
{
//--- the close price is above the indicator (the indicator has no objections to buying)
if(IS_PATTERN_USAGE(0))
result=m_pattern_0;
//--- if the indicator is directed upwards
if(DiffMA(idx)>0.0)
{
if(DiffOpenMA(idx)<0.0)
{
//--- if the model 2 is used
if(IS_PATTERN_USAGE(2))
{
//--- the open price is below the indicator (i.e. there was an intersection)
result=m_pattern_2;
//--- suggest to enter the market at the "roll back"
m_base_price=m_symbol.NormalizePrice(MA(idx));
}
}
else
{
//--- if the model 3 is used and the open price is above the indicator
if(IS_PATTERN_USAGE(3) && DiffLowMA(idx)<0.0)
{
//--- the low price is below the indicator
result=m_pattern_3;
//--- consider that this is a formed "piercing" and suggest to enter the market at the current price
m_base_price=0.0;
}
}
}
}
//--- return the result
return(result);
}
//+------------------------------------------------------------------+
//| "Voting" that price will fall. |
//+------------------------------------------------------------------+
int CSignalAMA::ShortCondition(void)
{
int result=0;
int idx =StartIndex();
//--- analyze positional relationship of the close price and the indicator at the first analyzed bar
if(DiffCloseMA(idx)>0.0)
{
//--- the close price is above the indicator
if(IS_PATTERN_USAGE(1) && DiffOpenMA(idx)<0.0 && DiffMA(idx)<0.0)
{
//--- the open price is below the indicator (i.e. there was an intersection), but the indicator is directed downwards
result=m_pattern_1;
//--- consider that this is an unformed "piercing" and suggest to enter the market at the current price
m_base_price=0.0;
}
}
else
{
//--- the close price is below the indicator (the indicator has no objections to buying)
if(IS_PATTERN_USAGE(0))
result=m_pattern_0;
//--- the indicator is directed downwards
if(DiffMA(idx)<0.0)
{
if(DiffOpenMA(idx)>0.0)
{
//--- if the model 2 is used
if(IS_PATTERN_USAGE(2))
{
//--- the open price is above the indicator (i.e. there was an intersection)
result=m_pattern_2;
//--- suggest to enter the market at the "roll back"
m_base_price=m_symbol.NormalizePrice(MA(idx));
}
}
else
{
//--- if the model 3 is used and the open price is below the indicator
if(IS_PATTERN_USAGE(3) && DiffHighMA(idx)>0.0)
{
//--- the high price is above the indicator
result=m_pattern_3;
//--- consider that this is a formed "piercing" and suggest to enter the market at the current price
m_base_price=0.0;
}
}
}
}
//--- return the result
return(result);
}
//+------------------------------------------------------------------+