//+------------------------------------------------------------------+ //| SignalBullsPower.mqh | //| Copyright 2009-2013, MetaQuotes Software Corp. | //| http://www.mql5.com | //+------------------------------------------------------------------+ #include // wizard description start //+------------------------------------------------------------------+ //| Description of the class | //| Title=Signals of oscillator 'Bulls Power' | //| Type=SignalAdvanced | //| Name=Bulls Power | //| ShortName=BullsPower | //| Class=CSignalBullsPower | //| Page=signal_bulls | //| Parameter=PeriodBulls,int,13,Period of calculation | //+------------------------------------------------------------------+ // wizard description end //+------------------------------------------------------------------+ //| Class CSignalBullsPower. | //| Purpose: Class of generator of trade signals based on | //| the 'Bulls Power' oscillator. | //| Is derived from the CExpertSignal class. | //+------------------------------------------------------------------+ class CSignalBullsPower : public CExpertSignal { protected: CiBullsPower m_bulls; // object-oscillator //--- adjusted parameters int m_period_bulls; // the "period of calculation" parameter of the oscillator //--- "weights" of market models (0-100) int m_pattern_0; // model 0 "reverse of the oscillator to required direction" int m_pattern_1; // model 1 "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: CSignalBullsPower(void); ~CSignalBullsPower(void); //--- methods of setting adjustable parameters void PeriodBulls(int value) { m_period_bulls=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; } //--- 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 ShortCondition(void); //--- the oscillator doesn't identify conditions for buying protected: //--- method of initialization of the oscillator bool InitBears(CIndicators *indicators); //--- methods of getting data double Bulls(int ind) { return(m_bulls.Main(ind)); } double DiffBulls(int ind) { return(Bulls(ind)-Bulls(ind+1)); } int StateBulls(int ind); bool ExtStateBulls(int ind); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CSignalBullsPower::CSignalBullsPower(void) : m_period_bulls(13), m_pattern_0(20), m_pattern_1(80) { //--- initialization of protected data m_used_series=USE_SERIES_HIGH+USE_SERIES_LOW; } //+------------------------------------------------------------------+ //| Destructor | //+------------------------------------------------------------------+ CSignalBullsPower::~CSignalBullsPower(void) { } //+------------------------------------------------------------------+ //| Validation settings protected data. | //+------------------------------------------------------------------+ bool CSignalBullsPower::ValidationSettings(void) { //--- validation settings of additional filters if(!CExpertSignal::ValidationSettings()) return(false); //--- initial data checks if(m_period_bulls<=0) { printf(__FUNCTION__+": period Bulls must be greater than 0"); return(false); } //--- ok return(true); } //+------------------------------------------------------------------+ //| Create indicators. | //+------------------------------------------------------------------+ bool CSignalBullsPower::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 BullsPower oscillator if(!InitBears(indicators)) return(false); //--- ok return(true); } //+------------------------------------------------------------------+ //| Initialize BearsPower oscillators. | //+------------------------------------------------------------------+ bool CSignalBullsPower::InitBears(CIndicators *indicators) { //--- check pointer if(indicators==NULL) return(false); //--- add object to collection if(!indicators.Add(GetPointer(m_bulls))) { printf(__FUNCTION__+": error adding object"); return(false); } //--- initialize object if(!m_bulls.Create(m_symbol.Name(),m_period,m_period_bulls)) { printf(__FUNCTION__+": error initializing object"); return(false); } //--- ok return(true); } //+------------------------------------------------------------------+ //| Check of the oscillator state. | //+------------------------------------------------------------------+ int CSignalBullsPower::StateBulls(int ind) { int res=0; double var; //--- for(int i=ind;;i++) { if(Bulls(i+1)==EMPTY_VALUE) break; var=DiffBulls(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 the result 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 CSignalBullsPower::ExtStateBulls(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=StateBulls(pos); if(off>0) { //--- minimum of the oscillator is detected pos+=off; m_extr_pos[i]=pos; m_extr_osc[i]=Bulls(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); } //+------------------------------------------------------------------+ //| "Voting" that price will fall. | //+------------------------------------------------------------------+ int CSignalBullsPower::ShortCondition(void) { int result=0; int idx =StartIndex(); //--- if the oscillator is below zero, don't "vote" for selling if(Bulls(idx)<0.0) return(result); //--- the oscillator is above zero if(StateBulls(idx)<0) { //--- the oscillator has turned downwards at a previous bar //--- there us a condition for selling if(IS_PATTERN_USAGE(0)) result=m_pattern_0; //--- if the model 1 is used, search for the "divergence" signal if(IS_PATTERN_USAGE(1)) { ExtStateBulls(idx); if((m_extr_map&0xF)==1) { if(m_extr_osc[0]>0.0 && m_extr_osc[2]>0.0) { //--- both peaks are above zero //--- we suppose that this is "divergence" result=m_pattern_1; } } } } //--- return the result return(result); } //+------------------------------------------------------------------+