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Adds new indicators #3

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merged 7 commits into from
Aug 29, 2023
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Merged

Adds new indicators #3

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5076bb8
Adds StdDev
kenorb Aug 28, 2023
8a9b746
Adds PVT
kenorb Aug 28, 2023
fdebb39
Adds ROC
kenorb Aug 28, 2023
929e3c4
Adds UO
kenorb Aug 28, 2023
4e66f80
Adds TRIX
kenorb Aug 28, 2023
fd13785
Adds Volumes
kenorb Aug 28, 2023
49f9d77
Adds WAD
kenorb Aug 28, 2023
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7 changes: 7 additions & 0 deletions Stg_Oscillator.mq5
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Original file line number Diff line number Diff line change
Expand Up @@ -23,9 +23,16 @@
#include <EA31337-classes/Indicators/Indi_MFI.mqh>
#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_RSI.mqh>
#include <EA31337-classes/Indicators/Indi_RateOfChange.mqh>
#include <EA31337-classes/Indicators/Indi_StdDev.mqh>
#include <EA31337-classes/Indicators/Indi_Stochastic.mqh>
#include <EA31337-classes/Indicators/Indi_TRIX.mqh>
#include <EA31337-classes/Indicators/Indi_UltimateOscillator.mqh>
#include <EA31337-classes/Indicators/Indi_Volumes.mqh>
#include <EA31337-classes/Indicators/Indi_WPR.mqh>
#include <EA31337-classes/Indicators/Indi_WilliamsAD.mqh>
// #include <EA31337-classes/Indicators/Oscillator/includes.h>
#include <EA31337-classes/Strategy.mqh>

Expand Down
144 changes: 139 additions & 5 deletions Stg_Oscillator.mqh
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Original file line number Diff line number Diff line change
Expand Up @@ -5,8 +5,8 @@

enum ENUM_STG_OSCILLATOR_TYPE {
STG_OSCILLATOR_TYPE_0_NONE = 0, // (None)
STG_OSCILLATOR_TYPE_AC, // AC
STG_OSCILLATOR_TYPE_AD, // AD
STG_OSCILLATOR_TYPE_AC, // AC: Accelerator/Decelerator
STG_OSCILLATOR_TYPE_AD, // AD: Accumulation/Distribution
STG_OSCILLATOR_TYPE_AO, // AO: Awesome
STG_OSCILLATOR_TYPE_ATR, // ATR
STG_OSCILLATOR_TYPE_BEARS, // Bears Power
Expand All @@ -19,9 +19,16 @@ enum ENUM_STG_OSCILLATOR_TYPE {
STG_OSCILLATOR_TYPE_MFI, // MFI
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
STG_OSCILLATOR_TYPE_TRIX, // TRIX: Triple Exponential Average
STG_OSCILLATOR_TYPE_UO, // UO: Ultimate Oscillator
STG_OSCILLATOR_TYPE_WAD, // WAD: Larry Williams' Accumulation/Distribution
STG_OSCILLATOR_TYPE_WPR, // WPR
STG_OSCILLATOR_TYPE_VOL, // VOL: Volumes
};

// User input params.
Expand Down Expand Up @@ -102,20 +109,57 @@ INPUT_GROUP("Oscillator strategy: OBV oscillator params");
INPUT ENUM_APPLIED_PRICE Oscillator_Indi_OBV_Applied_Price = PRICE_CLOSE; // Applied Price
INPUT int Oscillator_Indi_OBV_Shift = 1; // Shift
INPUT ENUM_IDATA_SOURCE_TYPE Oscillator_Indi_OBV_SourceType = IDATA_BUILTIN; // Source type
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
INPUT int Oscillator_Indi_RSI_Shift = 0; // Shift
INPUT_GROUP("Oscillator strategy: StdDev oscillator params");
INPUT int Oscillator_Indi_StdDev_MA_Period = 24; // Period
INPUT int Oscillator_Indi_StdDev_MA_Shift = 0; // MA Shift
INPUT ENUM_MA_METHOD Oscillator_Indi_StdDev_MA_Method = (ENUM_MA_METHOD)3; // MA Method
INPUT ENUM_APPLIED_PRICE Oscillator_Indi_StdDev_Applied_Price = PRICE_WEIGHTED; // Applied Price
INPUT int Oscillator_Indi_StdDev_Shift = 0; // Shift
INPUT ENUM_IDATA_SOURCE_TYPE Oscillator_Indi_StdDev_SourceType = IDATA_BUILTIN; // Source type
INPUT_GROUP("Oscillator strategy: Stochastic oscillator params");
INPUT int Oscillator_Indi_Stochastic_KPeriod = 8; // K line period
INPUT int Oscillator_Indi_Stochastic_DPeriod = 12; // D line period
INPUT int Oscillator_Indi_Stochastic_Slowing = 12; // Slowing
INPUT ENUM_MA_METHOD Oscillator_Indi_Stochastic_MA_Method = MODE_EMA; // Moving Average method
INPUT ENUM_STO_PRICE Oscillator_Indi_Stochastic_Price_Field = 0; // Price (0 - Low/High or 1 - Close/Close)
INPUT int Oscillator_Indi_Stochastic_Shift = 0; // Shift
INPUT_GROUP("Oscillator strategy: TRIX oscillator params");
INPUT int Oscillator_Indi_TRIX_InpPeriodEMA = 14; // EMA period
INPUT ENUM_APPLIED_PRICE Oscillator_Indi_TRIX_Applied_Price = PRICE_WEIGHTED; // Applied Price
INPUT int Oscillator_Indi_TRIX_Shift = 0; // Shift
INPUT ENUM_IDATA_SOURCE_TYPE Oscillator_Indi_TRIX_SourceType = IDATA_BUILTIN; // Source type
INPUT_GROUP("Oscillator strategy: Ultimate oscillator params");
INPUT int Oscillator_Indi_UO_InpFastPeriod = 7; // Fast ATR period
INPUT int Oscillator_Indi_UO_InpMiddlePeriod = 14; // Middle ATR period
INPUT int Oscillator_Indi_UO_InpSlowPeriod = 28; // Slow ATR period
INPUT int Oscillator_Indi_UO_InpFastK = 4; // Fast K
INPUT int Oscillator_Indi_UO_InpMiddleK = 2; // Middle K
INPUT int Oscillator_Indi_UO_InpSlowK = 1; // Slow K
INPUT int Oscillator_Indi_UO_Shift = 0; // Shift
INPUT ENUM_IDATA_SOURCE_TYPE Oscillator_Indi_UO_SourceType = IDATA_BUILTIN; // Source type
INPUT_GROUP("Oscillator strategy: Williams' Accumulation/Distribution oscillator params");
INPUT int Oscillator_Indi_WAD_Shift = 0; // Shift
INPUT ENUM_IDATA_SOURCE_TYPE Oscillator_Indi_WAD_SourceType = IDATA_BUILTIN; // Source type
INPUT_GROUP("Oscillator strategy: WPR oscillator params");
INPUT int Oscillator_Indi_WPR_Period = 18; // Period
INPUT int Oscillator_Indi_WPR_Shift = 0; // Shift
INPUT_GROUP("Oscillator strategy: Volumes oscillator params");
INPUT ENUM_APPLIED_VOLUME Oscillator_Indi_VOL_InpVolumeType = VOLUME_TICK; // Volumes
INPUT int Oscillator_Indi_VOL_Shift = 0; // Shift
INPUT ENUM_IDATA_SOURCE_TYPE Oscillator_Indi_VOL_SourceType = IDATA_BUILTIN; // Source type

// Structs.

Expand Down Expand Up @@ -212,18 +256,46 @@ 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_PVT:
_result &= dynamic_cast<Indi_PriceVolumeTrend *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
dynamic_cast<Indi_PriceVolumeTrend *>(_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);
break;
case STG_OSCILLATOR_TYPE_STDDEV:
_result &= dynamic_cast<Indi_StdDev *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
dynamic_cast<Indi_StdDev *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1);
break;
case STG_OSCILLATOR_TYPE_STOCH:
_result &= dynamic_cast<Indi_Stochastic *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
dynamic_cast<Indi_Stochastic *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1);
break;
case STG_OSCILLATOR_TYPE_TRIX:
_result &= dynamic_cast<Indi_TRIX *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
dynamic_cast<Indi_TRIX *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1);
break;
case STG_OSCILLATOR_TYPE_UO:
_result &= dynamic_cast<Indi_UltimateOscillator *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
dynamic_cast<Indi_UltimateOscillator *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1);
break;
case STG_OSCILLATOR_TYPE_WPR:
_result &= dynamic_cast<Indi_WPR *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
dynamic_cast<Indi_WPR *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1);
break;
case STG_OSCILLATOR_TYPE_WAD:
_result &= dynamic_cast<Indi_WilliamsAD *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
dynamic_cast<Indi_WilliamsAD *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1);
break;
case STG_OSCILLATOR_TYPE_VOL:
_result &= dynamic_cast<Indi_Volumes *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift) &&
dynamic_cast<Indi_Volumes *>(_indi).GetFlag(INDI_ENTRY_FLAG_IS_VALID, _shift + 1);
break;
default:
break;
}
Expand Down Expand Up @@ -318,6 +390,13 @@ class Stg_Oscillator : public Strategy {
SetIndicator(new Indi_CHV(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_DEMARKER: // DeMarker
{
IndiDeMarkerParams _indi_params(::Oscillator_Indi_DeMarker_Period, ::Oscillator_Indi_DeMarker_Shift);
_indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF));
SetIndicator(new Indi_DeMarker(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_MFI: // MFI
{
IndiMFIParams _indi_params(::Oscillator_Indi_MFI_MA_Period, ::Oscillator_Indi_MFI_Applied_Volume,
Expand All @@ -342,6 +421,23 @@ class Stg_Oscillator : public Strategy {
SetIndicator(new Indi_OBV(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_PVT: // PVT
{
IndiPriceVolumeTrendParams _indi_params(::Oscillator_Indi_PVT_InpVolumeType, ::Oscillator_Indi_PVT_Shift);
_indi_params.SetDataSourceType(::Oscillator_Indi_PVT_SourceType);
_indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF));
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,
Expand All @@ -350,11 +446,14 @@ class Stg_Oscillator : public Strategy {
SetIndicator(new Indi_RSI(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_DEMARKER: // DeMarker
case STG_OSCILLATOR_TYPE_STDDEV: // StdDev
{
IndiDeMarkerParams _indi_params(::Oscillator_Indi_DeMarker_Period, ::Oscillator_Indi_DeMarker_Shift);
IndiStdDevParams _indi_params(::Oscillator_Indi_StdDev_MA_Period, ::Oscillator_Indi_StdDev_MA_Shift,
::Oscillator_Indi_StdDev_MA_Method, ::Oscillator_Indi_StdDev_Applied_Price,
::Oscillator_Indi_StdDev_Shift);
_indi_params.SetDataSourceType(::Oscillator_Indi_StdDev_SourceType);
_indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF));
SetIndicator(new Indi_DeMarker(_indi_params), ::Oscillator_Type);
SetIndicator(new Indi_StdDev(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_STOCH: // Stochastic
Expand All @@ -366,13 +465,48 @@ class Stg_Oscillator : public Strategy {
SetIndicator(new Indi_Stochastic(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_TRIX: // TRIX
{
IndiTRIXParams _indi_params(::Oscillator_Indi_TRIX_InpPeriodEMA, ::Oscillator_Indi_TRIX_Applied_Price,
::Oscillator_Indi_RSI_Shift);
_indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF));
SetIndicator(new Indi_TRIX(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_UO: // UO
{
IndiUltimateOscillatorParams _indi_params(
::Oscillator_Indi_UO_InpFastPeriod, ::Oscillator_Indi_UO_InpMiddlePeriod,
::Oscillator_Indi_UO_InpSlowPeriod, ::Oscillator_Indi_UO_InpFastK, ::Oscillator_Indi_UO_InpMiddleK,
::Oscillator_Indi_UO_InpSlowK, ::Oscillator_Indi_UO_Shift);
_indi_params.SetDataSourceType(::Oscillator_Indi_UO_SourceType);
_indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF));
SetIndicator(new Indi_UltimateOscillator(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_WAD: // Williams' AD
{
IndiWilliamsADParams _indi_params(::Oscillator_Indi_WAD_Shift);
_indi_params.SetDataSourceType(Oscillator_Indi_WAD_SourceType);
_indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF));
SetIndicator(new Indi_WilliamsAD(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_WPR: // WPR
{
IndiWPRParams _indi_params(::Oscillator_Indi_WPR_Period, ::Oscillator_Indi_WPR_Shift);
_indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF));
SetIndicator(new Indi_WPR(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_VOL: // Volumes
{
IndiVolumesParams _indi_params(::Oscillator_Indi_VOL_InpVolumeType, ::Oscillator_Indi_VOL_Shift);
_indi_params.SetDataSourceType(::Oscillator_Indi_VOL_SourceType);
_indi_params.SetTf(Get<ENUM_TIMEFRAMES>(STRAT_PARAM_TF));
SetIndicator(new Indi_Volumes(_indi_params), ::Oscillator_Type);
break;
}
case STG_OSCILLATOR_TYPE_0_NONE: // (None)
default:
break;
Expand Down