Adds ROC

EA31337 · Aug 28, 2023 · fdebb39 · fdebb39
1 parent 8a9b746
commit fdebb39
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Showing 2 changed files with 19 additions and 0 deletions.
diff --git a/Stg_Oscillator.mq5 b/Stg_Oscillator.mq5
@@ -24,6 +24,7 @@
 #include <EA31337-classes/Indicators/Indi_Momentum.mqh>
 #include <EA31337-classes/Indicators/Indi_OBV.mqh>
 #include <EA31337-classes/Indicators/Indi_PriceVolumeTrend.mqh>
+#include <EA31337-classes/Indicators/Indi_RateOfChange.mqh>
 #include <EA31337-classes/Indicators/Indi_RSI.mqh>
 #include <EA31337-classes/Indicators/Indi_StdDev.mqh>
 #include <EA31337-classes/Indicators/Indi_Stochastic.mqh>

diff --git a/Stg_Oscillator.mqh b/Stg_Oscillator.mqh
@@ -20,6 +20,7 @@ enum ENUM_STG_OSCILLATOR_TYPE {
   STG_OSCILLATOR_TYPE_MOM,         // MOM: Momentum
   STG_OSCILLATOR_TYPE_OBV,         // OBV: On Balance Volume
   STG_OSCILLATOR_TYPE_PVT,         // PVT: Price and Volume Trend
+  STG_OSCILLATOR_TYPE_ROC,         // ROC: Rate of Change
   STG_OSCILLATOR_TYPE_RSI,         // RSI
   STG_OSCILLATOR_TYPE_STDDEV,      // StdDev: Standard Deviation
   STG_OSCILLATOR_TYPE_STOCH,       // Stochastic
@@ -108,6 +109,11 @@ INPUT_GROUP("Oscillator strategy: PVT oscillator params");
 INPUT ENUM_APPLIED_VOLUME Oscillator_Indi_PVT_InpVolumeType = VOLUME_TICK;    // Volumes
 INPUT int Oscillator_Indi_PVT_Shift = 0;                                      // Shift
 INPUT ENUM_IDATA_SOURCE_TYPE Oscillator_Indi_PVT_SourceType = IDATA_BUILTIN;  // Source type
+INPUT_GROUP("Oscillator strategy: ROC oscillator params");
+INPUT int Oscillator_Indi_ROC_Period = 16;                                    // Period
+INPUT ENUM_APPLIED_PRICE Oscillator_Indi_ROC_Applied_Price = PRICE_WEIGHTED;  // Applied Price
+INPUT int Oscillator_Indi_ROC_Shift = 0;                                      // Shift
+INPUT ENUM_IDATA_SOURCE_TYPE Oscillator_Indi_ROC_SourceType = IDATA_BUILTIN;  // Source type
 INPUT_GROUP("Oscillator strategy: RSI oscillator params");
 INPUT int Oscillator_Indi_RSI_Period = 16;                                    // Period
 INPUT ENUM_APPLIED_PRICE Oscillator_Indi_RSI_Applied_Price = PRICE_WEIGHTED;  // Applied Price
@@ -225,6 +231,10 @@ class Stg_Oscillator : public Strategy {
         _result &= dynamic_cast<Indi_OBV *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
                    dynamic_cast<Indi_OBV *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1);
         break;
+      case STG_OSCILLATOR_TYPE_ROC:
+        _result &= dynamic_cast<Indi_RateOfChange *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
+                   dynamic_cast<Indi_RateOfChange *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1);
+        break;
       case STG_OSCILLATOR_TYPE_RSI:
         _result &= dynamic_cast<Indi_RSI *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
                    dynamic_cast<Indi_RSI *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1);
@@ -371,6 +381,14 @@ class Stg_Oscillator : public Strategy {
         SetIndicator(new Indi_PriceVolumeTrend(_indi_params), ::Oscillator_Type);
         break;
       }
+      case STG_OSCILLATOR_TYPE_ROC:  // ROC
+      {
+        IndiRateOfChangeParams _indi_params(::Oscillator_Indi_ROC_Period, ::Oscillator_Indi_ROC_Applied_Price, ::Oscillator_Indi_ROC_Shift);
+        _indi_params.SetDataSourceType(::Oscillator_Indi_ROC_SourceType);
+        _indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF));
+        SetIndicator(new Indi_RateOfChange(_indi_params), ::Oscillator_Type);
+        break;
+      }
       case STG_OSCILLATOR_TYPE_RSI:  // RSI
       {
         IndiRSIParams _indi_params(::Oscillator_Indi_RSI_Period, ::Oscillator_Indi_RSI_Applied_Price,