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expm_candles_smoothed.mq5
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expm_candles_smoothed.mq5
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//+------------------------------------------------------------------+
//| ExpM_Candles_Smoothed.mq5 |
//| Copyright 2011, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2011, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property version "1.00"
//+------------------------------------------------------------------+
//| Include |
//+------------------------------------------------------------------+
#include <Expert\Expert.mqh>
//--- available signals
#include <Expert\Signal\Candles_SmoothedSignal.mqh>
//--- available trailing
#include <Expert\Trailing\TrailingNone.mqh>
//--- available money management
#include <Expert\Money\MoneyFixedLot.mqh>
//+------------------------------------------------------------------+
//| Declaration of enumerations |
//+------------------------------------------------------------------+
enum Smooth_Method
{
MODE_SMA_, // SMA
MODE_EMA_, // EMA
MODE_SMMA_, // SMMA
MODE_LWMA_, // LWMA
MODE_JJMA, // JJMA
MODE_JurX, // JurX
MODE_ParMA, // ParMA
MODE_T3, // T3
MODE_VIDYA, // VIDYA
MODE_AMA, // AMA
};
//+------------------------------------------------------------------+
//| Inputs |
//+------------------------------------------------------------------+
//--- inputs for expert
input string Expert_Title ="Candles_Smoothed"; // Document name
ulong Expert_MagicNumber =29976; //
bool Expert_EveryTick =false; //
//--- inputs for main signal
input int Signal_ThresholdOpen =40; // Signal threshold value to open [0...100]
input int Signal_ThresholdClose=20; // Signal threshold value to close [0...100]
input double Signal_PriceLevel =0.0; // Price level to execute a deal
input double Signal_StopLevel =50.0; // Stop Loss level (in points)
input double Signal_TakeLevel =50.0; // Take Profit level (in points)
input int Signal_Expiration =1; // Expiration of pending orders (in bars)
input bool Signal__BuyPosOpen =true; // Candles_Smoothed() Permission to buy
input bool Signal__SellPosOpen =true; // Candles_Smoothed() Permission to sell
input bool Signal__BuyPosClose =true; // Candles_Smoothed() Permission to exit a long position
input bool Signal__SellPosClose =true; // Candles_Smoothed() Permission to exit a short position
input ENUM_TIMEFRAMES Signal__Ind_Timeframe=PERIOD_H4; // Candles_Smoothed() Timeframe
input Smooth_Method Signal__MA_SMethod =4; // Candles_Smoothed() Smoothing method (1 - 10)
input uint Signal__MA_Length =30; // Candles_Smoothed() Smoothing depth
input uint Signal__MA_Phase =100; // Candles_Smoothed() Smoothing parameter
input uint Signal__SignalBar =1; // Candles_Smoothed() Bar index for entry signal
input double Signal__Weight =1.0; // Candles_Smoothed() Weight [0...1.0]
//--- inputs for money
input double Money_FixLot_Percent =10.0; // Percent
input double Money_FixLot_Lots =0.1; // Fixed volume
//+------------------------------------------------------------------+
//| Global expert object |
//+------------------------------------------------------------------+
CExpert ExtExpert;
//+------------------------------------------------------------------+
//| Initialization function of the expert |
//+------------------------------------------------------------------+
int OnInit()
{
//--- Initializing expert
if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber))
{
//--- failed
printf(__FUNCTION__+": error initializing expert");
ExtExpert.Deinit();
return(-1);
}
//--- Creating signal
CExpertSignal *signal=new CExpertSignal;
if(signal==NULL)
{
//--- failed
printf(__FUNCTION__+": error creating signal");
ExtExpert.Deinit();
return(-2);
}
//---
ExtExpert.InitSignal(signal);
signal.ThresholdOpen(Signal_ThresholdOpen);
signal.ThresholdClose(Signal_ThresholdClose);
signal.PriceLevel(Signal_PriceLevel);
signal.StopLevel(Signal_StopLevel);
signal.TakeLevel(Signal_TakeLevel);
signal.Expiration(Signal_Expiration);
//--- Creating filter CCandles_SmoothedSignal
CCandles_SmoothedSignal *filter0=new CCandles_SmoothedSignal;
if(filter0==NULL)
{
//--- failed
printf(__FUNCTION__+": error creating filter0");
ExtExpert.Deinit();
return(-3);
}
signal.AddFilter(filter0);
//--- Set filter parameters
filter0.BuyPosOpen(Signal__BuyPosOpen);
filter0.SellPosOpen(Signal__SellPosOpen);
filter0.BuyPosClose(Signal__BuyPosClose);
filter0.SellPosClose(Signal__SellPosClose);
filter0.Ind_Timeframe(Signal__Ind_Timeframe);
filter0.MA_SMethod(Signal__MA_SMethod);
filter0.MA_Length(Signal__MA_Length);
filter0.MA_Phase(Signal__MA_Phase);
filter0.SignalBar(Signal__SignalBar);
filter0.Weight(Signal__Weight);
//--- Creation of trailing object
CTrailingNone *trailing=new CTrailingNone;
if(trailing==NULL)
{
//--- failed
printf(__FUNCTION__+": error creating trailing");
ExtExpert.Deinit();
return(-4);
}
//--- Add trailing to expert (will be deleted automatically))
if(!ExtExpert.InitTrailing(trailing))
{
//--- failed
printf(__FUNCTION__+": error initializing trailing");
ExtExpert.Deinit();
return(-5);
}
//--- Set trailing parameters
//--- Creation of money object
CMoneyFixedLot *money=new CMoneyFixedLot;
if(money==NULL)
{
//--- failed
printf(__FUNCTION__+": error creating money");
ExtExpert.Deinit();
return(-6);
}
//--- Add money to expert (will be deleted automatically))
if(!ExtExpert.InitMoney(money))
{
//--- failed
printf(__FUNCTION__+": error initializing money");
ExtExpert.Deinit();
return(-7);
}
//--- Set money parameters
money.Percent(Money_FixLot_Percent);
money.Lots(Money_FixLot_Lots);
//--- Check all trading objects parameters
if(!ExtExpert.ValidationSettings())
{
//--- failed
ExtExpert.Deinit();
return(-8);
}
//--- Tuning of all necessary indicators
if(!ExtExpert.InitIndicators())
{
//--- failed
printf(__FUNCTION__+": error initializing indicators");
ExtExpert.Deinit();
return(-9);
}
//--- ok
return(0);
}
//+------------------------------------------------------------------+
//| Deinitialization function of the expert |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
ExtExpert.Deinit();
}
//+------------------------------------------------------------------+
//| "Tick" event handler function |
//+------------------------------------------------------------------+
void OnTick()
{
ExtExpert.OnTick();
}
//+------------------------------------------------------------------+
//| "Trade" event handler function |
//+------------------------------------------------------------------+
void OnTrade()
{
ExtExpert.OnTrade();
}
//+------------------------------------------------------------------+
//| "Timer" event handler function |
//+------------------------------------------------------------------+
void OnTimer()
{
ExtExpert.OnTimer();
}
//+------------------------------------------------------------------+