Skip to content

Commit e6121f7

Browse files
9nix69nix6
committed
Updated for RangeBars ver. 3.00
1 parent bd957ab commit e6121f7

Some content is hidden

Large Commits have some content hidden by default. Use the searchbox below for content that may be hidden.

46 files changed

+1793
-1313
lines changed

‎Experts/RangeBars_ExampleEA.mq5‎

Lines changed: 33 additions & 67 deletions
Original file line numberDiff line numberDiff line change
@@ -1,10 +1,12 @@
1-
#property copyright "Copyright 2017-18, AZ-iNVEST"
2-
#property link "http://www.az-invest.eu"
3-
#property version "2.06"
1+
#property copyright "Copyright 2017-2020, Level Up Software"
2+
#property link "https://www.az-invest.eu"
3+
#property version "2.07"
44
#property description "Example EA showing the way to use the RangeBars class defined in RangeBars.mqh"
55

6+
input int InpRSIPeriod = 14; // RSI period
7+
68
//
7-
// SHOW_INDICATOR_INPUTS *NEEDS* to be defined, if the EA needs to be *tested in MT5's backtester*
9+
// SHOW_INDICATOR_INPUTS *NEEDS* to be defined, if the sEA needs to be *tested in MT5's backtester*
810
// -------------------------------------------------------------------------------------------------
911
// Using '#define SHOW_INDICATOR_INPUTS' will show the RangeBars indicator's inputs
1012
// NOT using the '#define SHOW_INDICATOR_INPUTS' statement will read the settigns a chart with
@@ -20,22 +22,17 @@
2022
#include <AZ-INVEST/SDK/RangeBars.mqh>
2123
//
2224
// To use the RangeBars indicator in your EA you need do instantiate the indicator class (RangeBars)
23-
// and call the Init() method in your EA's OnInit() function.
24-
// Don't forget to release the indicator when you're done by calling the Deinit() method.
25-
// Example shown in OnInit & OnDeinit functions below:
25+
// and call the Init() and Deinit() methods in your EA's OnInit() and OnDeinit() functions.
26+
// Example shown below
2627
//
2728

28-
RangeBars * rangeBars;
29+
RangeBars rangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
2930

3031
//+------------------------------------------------------------------+
3132
//| Expert initialization function |
3233
//+------------------------------------------------------------------+
3334
int OnInit()
3435
{
35-
rangeBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
36-
if(rangeBars == NULL)
37-
return(INIT_FAILED);
38-
3936
rangeBars.Init();
4037
if(rangeBars.GetHandle() == INVALID_HANDLE)
4138
return(INIT_FAILED);
@@ -51,11 +48,7 @@ int OnInit()
5148
//+------------------------------------------------------------------+
5249
void OnDeinit(const int reason)
5350
{
54-
if(rangeBars != NULL)
55-
{
56-
rangeBars.Deinit();
57-
delete rangeBars;
58-
}
51+
rangeBars.Deinit();
5952

6053
//
6154
// your custom code goes here...
@@ -70,8 +63,22 @@ void OnDeinit(const int reason)
7063
//+------------------------------------------------------------------+
7164
//| Expert tick function |
7265
//+------------------------------------------------------------------+
66+
67+
int rsiHandle = INVALID_HANDLE; // Handle for the external RSI indicator
68+
7369
void OnTick()
7470
{
71+
//
72+
// Initialize all additional indicators here! (not in the OnInit() function).
73+
// Otherwise they will not work in the backtest.
74+
// When backtesting please select the "Daily" timeframe.
75+
//
76+
77+
if(rsiHandle == INVALID_HANDLE)
78+
{
79+
rsiHandle = iCustom(_Symbol, _Period, "RangeBars\\RangeBars_RSI", InpRSIPeriod, true);
80+
}
81+
7582
//
7683
// It is considered good trading & EA coding practice to perform calculations
7784
// when a new bar is fully formed.
@@ -96,7 +103,7 @@ void OnTick()
96103
double MA1[]; // array to be filled by values of the first moving average
97104
double MA2[]; // array to be filled by values of the second moving average
98105

99-
if(rangeBars.GetMA1(MA1,startAtBar,numberOfBars) && rangeBars.GetMA2(MA2,startAtBar,numberOfBars))
106+
if(rangeBars.GetMA(RANGEBAR_MA1, MA1, startAtBar, numberOfBars) && rangeBars.GetMA(RANGEBAR_MA2, MA2, startAtBar, numberOfBars))
100107
{
101108
//
102109
// Values are stored in the MA1 and MA2 arrays and are now ready for use
@@ -182,64 +189,23 @@ void OnTick()
182189
}
183190

184191
//
185-
// Getting Donchain channel values is done using the
186-
// GetDonchian(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
187-
// method. Example below:
192+
// Getting the values of the channel indicator (Donchain, Bullinger Bands, Keltner or Super Trend) is done using
193+
// GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
194+
// Example below:
188195
//
189196

190-
double HighArray[]; // This array will store the values of the high band
191-
double MidArray[]; // This array will store the values of the middle band
192-
double LowArray[]; // This array will store the values of the low band
197+
double HighArray[]; // This array will store the values of the channel's high band
198+
double MidArray[]; // This array will store the values of the channel's middle band
199+
double LowArray[]; // This array will store the values of the channel's low band
193200

194201
startAtBar = 1; // get values starting from the last completed bar.
195202
numberOfBars = 20; // gat a total of 20 values (for 20 bars starting from bar 1 (last completed))
196203

197-
if(rangeBars.GetDonchian(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
198-
{
199-
//
200-
// Apply your Donchian channel logic here...
201-
//
202-
}
203-
204-
//
205-
// Getting Bollinger Bands values is done using the
206-
// GetBollingerBands(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
207-
// method. Example below:
208-
//
209-
210-
// HighArray[] array will store the values of the high band
211-
// MidArray[] array will store the values of the middle band
212-
// LowArray[] array will store the values of the low band
213-
214-
startAtBar = 1; // get values starting from the last completed bar.
215-
numberOfBars = 10; // gat a total of 10 values (for 10 bars starting from bar 1 (last completed))
216-
217-
if(rangeBars.GetBollingerBands(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
204+
if(rangeBars.GetChannel(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
218205
{
219206
//
220-
// Apply your Bollinger Bands logic here...
207+
// Apply your logic here...
221208
//
222209
}
223-
224-
//
225-
// Getting SuperTrend values is done using the
226-
// GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count)
227-
// method. Example below:
228-
//
229-
230-
// HighArray[] array will store the values of the high SuperTrend line
231-
// MidArray[] array will store the values of the SuperTrend value
232-
// LowArray[] array will store the values of the low SuperTrend line
233-
234-
startAtBar = 1; // get values starting from the last completed bar.
235-
numberOfBars = 3; // gat a total of 3 values (for 3 bars starting from bar 1 (last completed))
236-
237-
if(rangeBars.GetSuperTrend(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
238-
{
239-
//
240-
// Apply your SuperTrend logic here...
241-
//
242-
}
243-
244210
}
245211
}

‎Experts/RangeBars_ExampleEA2.mq5‎

Lines changed: 10 additions & 19 deletions
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,6 @@
1-
#property copyright "Copyright 2017-18, AZ-iNVEST"
2-
#property link "http://www.az-invest.eu"
3-
#property version "1.10"
1+
#property copyright "Copyright 2017-2020, Level Up Software"
2+
#property link "https://www.az-invest.eu"
3+
#property version "1.11"
44
#property description "Example EA: Trading based on RangeBars SuperTrend signals."
55
#property description "One trade at a time. Each trade has TP & SL"
66

@@ -39,7 +39,7 @@ ulong currentTicket;
3939
// the RangeBars indicator attached.
4040
//
4141

42-
//#define SHOW_INDICATOR_INPUTS
42+
#define SHOW_INDICATOR_INPUTS
4343

4444
//
4545
// You need to include the RangeBars.mqh header file
@@ -48,23 +48,18 @@ ulong currentTicket;
4848
#include <AZ-INVEST/SDK/RangeBars.mqh>
4949
//
5050
// To use the RangeBars indicator in your EA you need do instantiate the indicator class (RangeBars)
51-
// and call the Init() method in your EA's OnInit() function.
52-
// Don't forget to release the indicator when you're done by calling the Deinit() method.
53-
// Example shown in OnInit & OnDeinit functions below:
51+
// and call the Init() and Deinit() methods in your EA's OnInit() and OnDeinit() functions.
52+
// Example shown below
5453
//
5554

56-
RangeBars * rangeBars;
55+
RangeBars rangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
5756
CMarketOrder * marketOrder;
5857

5958
//+------------------------------------------------------------------+
6059
//| Expert initialization function |
6160
//+------------------------------------------------------------------+
6261
int OnInit()
6362
{
64-
rangeBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
65-
if(rangeBars == NULL)
66-
return(INIT_FAILED);
67-
6863
rangeBars.Init();
6964
if(rangeBars.GetHandle() == INVALID_HANDLE)
7065
return(INIT_FAILED);
@@ -93,11 +88,7 @@ int OnInit()
9388
//+------------------------------------------------------------------+
9489
void OnDeinit(const int reason)
9590
{
96-
if(rangeBars != NULL)
97-
{
98-
rangeBars.Deinit();
99-
delete rangeBars;
100-
}
91+
rangeBars.Deinit();
10192

10293
//
10394
// delete MarketOrder class
@@ -130,7 +121,7 @@ void OnTick()
130121

131122
//
132123
// Getting SuperTrend values is done using the
133-
// GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count)
124+
// GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count)
134125
// method. Example below:
135126
//
136127

@@ -141,7 +132,7 @@ void OnTick()
141132
int startAtBar = 1; // get values starting from the last completed bar.
142133
int numberOfBars = 2; // gat a total of 3 values (for 3 bars starting from bar 1 (last completed))
143134

144-
if(rangeBars.GetSuperTrend(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
135+
if(rangeBars.GetChannel(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
145136
{
146137
//
147138
// Read signal bar's time for optional debug log

‎Include/AZ-INVEST/SDK/CommonSettings.mqh‎

4.49 KB
Binary file not shown.

‎Include/AZ-INVEST/SDK/CustomChartInputs.mqh‎

27.4 KB
Binary file not shown.

‎Include/AZ-INVEST/SDK/CustomChartSettingsBase.mqh‎

21.2 KB
Binary file not shown.

‎Include/AZ-INVEST/SDK/ICustomChartSettings.mqh‎

800 Bytes
Binary file not shown.

‎Include/AZ-INVEST/SDK/RangeBarCustomChartSettings.mqh‎

Lines changed: 117 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,117 @@
1+
#include <AZ-INVEST/SDK/CommonSettings.mqh>
2+
3+
#ifdef DEVELOPER_VERSION
4+
#define CUSTOM_CHART_NAME "RangeBars_TEST"
5+
#else
6+
#define CUSTOM_CHART_NAME "Range Bars"
7+
#endif
8+
9+
//
10+
// Tick chart specific settings
11+
//
12+
#ifdef SHOW_INDICATOR_INPUTS
13+
#ifdef MQL5_MARKET_DEMO // hardcoded values
14+
15+
int barSizeInTicks = 180; // Range bar size (in points)
16+
ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
17+
ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
18+
int atrPeriod = 14; // ATR period
19+
int atrPercentage = 10; // Use percentage of ATR
20+
int showNumberOfDays = 7; // Show history for number of days
21+
ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
22+
23+
#else // user defined settings
24+
25+
26+
input int barSizeInTicks = 100; // Range bar size (in points)
27+
input ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
28+
ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
29+
input int atrPeriod = 14; // ATR period
30+
input int atrPercentage = 10; // Use percentage of ATR
31+
32+
input int showNumberOfDays = 5; // Show history for number of days
33+
input ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
34+
35+
#endif
36+
#else // don't SHOW_INDICATOR_INPUTS
37+
int barSizeInTicks = 180; // Range bar size (in points)
38+
ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
39+
ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
40+
int atrPeriod = 14; // ATR period
41+
int atrPercentage = 10; // Use percentage of ATR
42+
int showNumberOfDays = 7; // Show history for number of days
43+
ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
44+
#endif
45+
46+
//
47+
// Remaining settings are located in the include file below.
48+
// These are common for all custom charts
49+
//
50+
#include <az-invest/sdk/CustomChartSettingsBase.mqh>
51+
52+
struct RANGEBAR_SETTINGS
53+
{
54+
int barSizeInTicks;
55+
ENUM_BOOL atrEnabled;
56+
ENUM_TIMEFRAMES atrTimeFrame;
57+
int atrPeriod;
58+
int atrPercentage;
59+
int showNumberOfDays;
60+
ENUM_BOOL resetOpenOnNewTradingDay;
61+
};
62+
63+
64+
class CRangeBarCustomChartSettigns : public CCustomChartSettingsBase
65+
{
66+
protected:
67+
68+
RANGEBAR_SETTINGS settings;
69+
70+
public:
71+
72+
CRangeBarCustomChartSettigns();
73+
~CRangeBarCustomChartSettigns();
74+
75+
RANGEBAR_SETTINGS GetCustomChartSettings() { return this.settings; };
76+
77+
virtual void SetCustomChartSettings();
78+
virtual string GetSettingsFileName();
79+
virtual uint CustomChartSettingsToFile(int handle);
80+
virtual uint CustomChartSettingsFromFile(int handle);
81+
};
82+
83+
void CRangeBarCustomChartSettigns::CRangeBarCustomChartSettigns()
84+
{
85+
settingsFileName = GetSettingsFileName();
86+
}
87+
88+
void CRangeBarCustomChartSettigns::~CRangeBarCustomChartSettigns()
89+
{
90+
}
91+
92+
string CRangeBarCustomChartSettigns::GetSettingsFileName()
93+
{
94+
return CUSTOM_CHART_NAME+(string)ChartID()+".set";
95+
}
96+
97+
uint CRangeBarCustomChartSettigns::CustomChartSettingsToFile(int file_handle)
98+
{
99+
return FileWriteStruct(file_handle,this.settings);
100+
}
101+
102+
uint CRangeBarCustomChartSettigns::CustomChartSettingsFromFile(int file_handle)
103+
{
104+
return FileReadStruct(file_handle,this.settings);
105+
}
106+
107+
void CRangeBarCustomChartSettigns::SetCustomChartSettings()
108+
{
109+
settings.barSizeInTicks = barSizeInTicks;
110+
111+
settings.atrEnabled = atrEnabled;
112+
settings.atrTimeFrame = atrTimeFrame;
113+
settings.atrPeriod = atrPeriod;
114+
settings.atrPercentage = atrPercentage;
115+
settings.showNumberOfDays = showNumberOfDays;
116+
settings.resetOpenOnNewTradingDay = resetOpenOnNewTradingDay;
117+
}

0 commit comments

Comments
 (0)