UN EA BASATO SU BANDE B E LARGHEZZA B, BISOGNO DI AIUTO URGENTE!

Alain Verleyen 2013.04.10 16:03 #11

surubabs:

Scusa qualche errore di ortografia,

Voglio la larghezza della banda per questo ha bisogno di qualche calcolo come

Larghezza=(banda superiore-bassa)/banda base

è possibile fare questo calcolo all'interno dell'ea?

Come definirlo? Quando ho provato ho ottenuto un errore,

Width[]=(Upperband[ ]-Lowerband[ ])/Baseband[ ],

per favore consigliatemi

Mostrate il codice reale di ciò che state cercando, per favore.

surubabs Suresh Kakkattil 2013.04.10 17:57 #12

angevoyageur:
Mostra il codice reale di ciò che stai provando per favore.

Sto ancora lavorando su di esso signore, quando u replay al mio post, ho postato quello che sto lavorando su di esso,

//+------------------------------------------------------------------+
//|                                            Bolinger_Width_EA.mq5 |
//|                        Copyright 2013, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
#property version   "1.00"

//--- input parameters
input int bands_period= 20;        // Bollinger Bands period
input int bands_shift = 0;         // Bollinger Bands shift
input double deviation= 2;         // Standard deviation
input double   Lot=1;            // Lots to trade
input ENUM_APPLIED_PRICE  applied_price=PRICE_CLOSE; //type of price or handle
//--- global variables
int BolBandsHandle;                // Bolinger Bands handle
double iBBUp[],iBBLow[],iBBMidle[];   // dynamic arrays for numerical values of Bollinger Bands
double width;
double            inputs[];        // array for storing inputs
double            weight[20];        // array for storing weights
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
  
//--- Do we have sufficient bars to work
   if(Bars(_Symbol,_Period)<60) // total number of bars is less than 60?
     {
      Alert("We have less than 60 bars on the chart, an Expert Advisor terminated!!");
      return(-1);
     }
//--- get handle of the Bollinger Bands and Width indicators
   BolBandsHandle=iBands(NULL,PERIOD_M1,bands_period,bands_shift,deviation,PRICE_CLOSE);
//--- Check for Invalid Handle
   if(BolBandsHandle<0)
     {
      Alert("Error in creation of indicators - error: ",GetLastError(),"!!");
      return(-1);
     }

   return(0);
  }

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//--- release indicator handles
   IndicatorRelease(BolBandsHandle);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//--- we will use the static Old_Time variable to serve the bar time.
//--- at each OnTick execution we will check the current bar time with the saved one.
//--- if the bar time isn't equal to the saved time, it indicates that we have a new tick.

   static datetime Old_Time;
   datetime New_Time[1];
   bool IsNewBar=false;

//--- copying the last bar time to the element New_Time[0]
   int copied=CopyTime(_Symbol,_Period,0,1,New_Time);
   if(copied>0) // ok, the data has been copied successfully
     {
      if(Old_Time!=New_Time[0]) // if old time isn't equal to new bar time
        {
         IsNewBar=true;   // if it isn't a first call, the new bar has appeared
         if(MQL5InfoInteger(MQL5_DEBUGGING)) Print("We have new bar here ",New_Time[0]," old time was ",Old_Time);
         Old_Time=New_Time[0];            // saving bar time
        }
     }
   else
     {
      Alert("Error in copying historical times data, error =",GetLastError());
      ResetLastError();
      return;
     }

//--- EA should only check for new trade if we have a new bar
   if(IsNewBar==false)
     {
      return;
     }

//--- do we have enough bars to work with
   int Mybars=Bars(_Symbol,_Period);
   if(Mybars<60) // if total bars is less than 60 bars
     {
      Alert("We have less than 60 bars, EA will now exit!!");
      return;
     }

   MqlRates mrate[];          // To be used to store the prices, volumes and spread of each bar   

/*
     Let's make sure our arrays values for the Rates and Indicators 
     is stored serially similar to the timeseries array
*/

// the rates arrays
   ArraySetAsSeries(mrate,true);
// the indicator arrays
   ArraySetAsSeries(iBBUp,true);
   ArraySetAsSeries(iBBLow,true);
   ArraySetAsSeries(iBBMidle,true);

//--- Get the details of the latest 3 bars
   if(CopyRates(_Symbol,_Period,0,3,mrate)<0)
     {
      Alert("Error copying rates/history data - error:",GetLastError(),"!!");
      return;
     }
   int err1=0;
   
   err1=CopyBuffer(BolBandsHandle,0,0,3,iBBMidle) || CopyBuffer(BolBandsHandle,1,0,3,iBBUp)
      || CopyBuffer(BolBandsHandle,2,0,3,iBBLow);
      if(err1<0 )
     {
      Print("Failed to copy data from the indicator buffer");
      return;

     }
   double d1=-1.0; //lower limit of the normalization range
   double d2=1.0;  //upper limit of the normalization range
      
      double x_min=MathMin(iBBMidle[ArrayMinimum(iBBMidle)],iBBUp[ArrayMinimum(iBBUp)],iBBLow[ArrayMinimum(iBBLow)]); //minimum value over the range
      double x_max=MathMax(iBBMidle[ArrayMaximum(iBBMidle)],iBBUp[ArrayMaximum(iBBUp)],iBBLow[ArrayMaximum(iBBLow)]); //minimum value ove
         
     for(int i=0;i<ArraySize(inputs);i++)
     {
      inputs[i]=(((((iBBUp[i]-iBBLow[i])/iBBMidle[i])-x_min)*(d2-d1))/(x_max-x_min))+d1;
     }
//--- store the neuron calculation result in the out variable
   out=(inputs,weight);
     
   double Ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);   // Ask price
   double Bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);   // Bid price

//--- Declare bool type variables to hold our Buy and Sell Conditions
   bool Buy_Condition =(mrate[1].close > iBBUp[1] && mrate[1].open < iBBUp[1] &&  // White (bull) candle crossed the Lower Band from below to above
                        (iBBUp[0] - iBBLow[0])>(iBBUp[1] - iBBLow[1]) && (iBBUp[1] - iBBLow[1])>(iBBUp[2] - iBBLow[2])); // and Width is growing up

   bool Sell_Condition = (mrate[1].close < iBBLow[1] && mrate[1].open > iBBLow[1] &&  // Black (bear) candle crossed the Upper Band from above to below
                          (iBBUp[0] - iBBLow[0])>(iBBUp[1] - iBBLow[1]) && (iBBUp[1] - iBBLow[1])>(iBBUp[2] - iBBLow[2]));// and Width is falling down

   bool Buy_Close=(mrate[1].close<iBBMidle[1] && mrate[1].open>iBBMidle[1]);              // Black candle crossed the Upper Band from above to below

   bool Sell_Close=(mrate[1].close>iBBMidle[1] && mrate[1].open<iBBMidle[1]);           // White candle crossed the Lower Band from below to above

   if(Buy_Condition && !PositionSelect(_Symbol))    // Open long position
     {                                              // Width is growing up
      LongPositionOpen();                           // and white candle crossed the Lower Band from below to above
     }

   if(Sell_Condition && !PositionSelect(_Symbol))   // Open short position
     {                                              // Width is falling down
      ShortPositionOpen();                          // and Black candle crossed the Upper Band from above to below
     }

   if(Buy_Close && PositionSelect(_Symbol))         // Close long position
     {                                              // Black candle crossed the Upper Band from above to below
      LongPositionClose();
     }

   if(Sell_Close && PositionSelect(_Symbol))        // Close short position
     {                                              // White candle crossed the Lower Band from below to above
      ShortPositionClose();
     }

   return;
  }
//+------------------------------------------------------------------+
//| Open Long position                                               |
//+------------------------------------------------------------------+
void LongPositionOpen()
  {
   MqlTradeRequest mrequest;                             // Will be used for trade requests
   MqlTradeResult mresult;                               // Will be used for results of trade requests
   
   ZeroMemory(mrequest);
   ZeroMemory(mresult);
   
   double Ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);    // Ask price
   double Bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);    // Bid price

   if(!PositionSelect(_Symbol))
     {
      mrequest.action = TRADE_ACTION_DEAL;               // Immediate order execution
      mrequest.price = NormalizeDouble(Ask,_Digits);     // Lastest Ask price
      mrequest.sl = 0;                                   // Stop Loss
      mrequest.tp = 0;                                   // Take Profit
      mrequest.symbol = _Symbol;                         // Symbol
      mrequest.volume = Lot;                             // Number of lots to trade
      mrequest.magic = 0;                                // Magic Number
      mrequest.type = ORDER_TYPE_BUY;                    // Buy Order
      mrequest.type_filling = ORDER_FILLING_FOK;         // Order execution type
      mrequest.deviation=5;                              // Deviation from current price
      OrderSend(mrequest,mresult);                       // Send order
     }
  }
//+------------------------------------------------------------------+
//| Open Short position                                              |
//+------------------------------------------------------------------+
void ShortPositionOpen()
  {
   MqlTradeRequest mrequest;                             // Will be used for trade requests
   MqlTradeResult mresult;                               // Will be used for results of trade requests
   
   ZeroMemory(mrequest);
   ZeroMemory(mresult);
   
   double Ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);    // Ask price
   double Bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);    // Bid price

   if(!PositionSelect(_Symbol))
     {
      mrequest.action = TRADE_ACTION_DEAL;               // Immediate order execution
      mrequest.price = NormalizeDouble(Bid,_Digits);     // Lastest Bid price
      mrequest.sl = 0;                                   // Stop Loss
      mrequest.tp = 0;                                   // Take Profit
      mrequest.symbol = _Symbol;                         // Symbol
      mrequest.volume = Lot;                             // Number of lots to trade
      mrequest.magic = 0;                                // Magic Number
      mrequest.type= ORDER_TYPE_SELL;                    // Sell order
      mrequest.type_filling = ORDER_FILLING_FOK;         // Order execution type
      mrequest.deviation=5;                              // Deviation from current price
      OrderSend(mrequest,mresult);                       // Send order
     }
  }
//+------------------------------------------------------------------+
//| Close Long position                                              |
//+------------------------------------------------------------------+
void LongPositionClose()
  {
   MqlTradeRequest mrequest;                             // Will be used for trade requests
   MqlTradeResult mresult;                               // Will be used for results of trade requests
   
   ZeroMemory(mrequest);
   ZeroMemory(mresult);
   
   double Ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);    // Ask price
   double Bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);    // Bid price

   if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
     {
      mrequest.action = TRADE_ACTION_DEAL;               // Immediate order execution
      mrequest.price = NormalizeDouble(Bid,_Digits);     // Lastest Bid price
      mrequest.sl = 0;                                   // Stop Loss
      mrequest.tp = 0;                                   // Take Profit
      mrequest.symbol = _Symbol;                         // Symbol
      mrequest.volume = Lot;                             // Number of lots to trade
      mrequest.magic = 0;                                // Magic Number
      mrequest.type= ORDER_TYPE_SELL;                    // Sell order
      mrequest.type_filling = ORDER_FILLING_FOK;         // Order execution type
      mrequest.deviation=5;                              // Deviation from current price
      OrderSend(mrequest,mresult);                       // Send order
     }
  }
//+------------------------------------------------------------------+
//| Close Short position                                             |
//+------------------------------------------------------------------+
void ShortPositionClose()
  {
   MqlTradeRequest mrequest;                             // Will be used for trade requests
   MqlTradeResult mresult;                               // Will be used for results of trade requests
   
   ZeroMemory(mrequest);
   ZeroMemory(mresult);
   
   double Ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);    // Ask price
   double Bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);    // Bid price

   if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
     {
      mrequest.action = TRADE_ACTION_DEAL;               // Immediate order execution
      mrequest.price = NormalizeDouble(Ask,_Digits);     // Latest ask price
      mrequest.sl = 0;                                   // Stop Loss
      mrequest.tp = 0;                                   // Take Profit
      mrequest.symbol = _Symbol;                         // Symbol
      mrequest.volume = Lot;                             // Number of lots to trade
      mrequest.magic = 0;                                // Magic Number
      mrequest.type = ORDER_TYPE_BUY;                    // Buy order
      mrequest.type_filling = ORDER_FILLING_FOK;         // Order execution type
      mrequest.deviation=5;                              // Deviation from current price
      OrderSend(mrequest,mresult);                       // Send order
     }
  }
//+------------------------------------------------------------------+

Alain Verleyen 2013.04.10 18:11 #13

surubabs:
Ci sto ancora lavorando signore, quando u replay al mio post, ho postato ciò che sto lavorando su di esso,

Perché non hai letto la documentazione? MathMax e MathMin prendono solo 2 argomenti.
Cos'è out=(inputs,weight);?

surubabs Suresh Kakkattil 2013.04.10 18:31 #14

angevoyageur:

Perché non hai letto la documentazione? MathMax e MathMin prendono solo 2 argomenti.
Cos'è out=(inputs,weight);?

Ho cercato di capire la documentazione delle funzioni matematiche, ma non sono riuscito a trovare quella giusta perché non so quale dovrei usare.

Ho provato uno per uno le ultime ore, puoi mostrarmi il metodo giusto?

Negro! EURUSD - Tendenze, previsioni La teoria di Charles

Alain Verleyen 2013.04.10 19:22 #15

surubabs:

Ho cercato di capire i Docs in mathfunctions, ma non sono riuscito a trovare quello giusto perché non so quale dovrei usare.

Ho provato uno per uno le ultime ore, puoi mostrarmi il metodo giusto?

Il metodo giusto per fare cosa?

Kourosh Davallou 2013.04.11 11:59 #16

Ciao

Lafunzione MathMax restituisce il valore massimo di due valori.

 double x_max=MathMax(iBBMidle[ArrayMaximum(iBBMidle)],iBBUp[ArrayMaximum(iBBUp)]);

La funzione MathMin restituisce il valore minimo di due valori.

 double x_min=MathMin(iBBMidle[ArrayMinimum(iBBMidle)],iBBUp[ArrayMinimum(iBBUp)]);

Alain Verleyen 2013.04.11 12:12 #17

kourosh1347:

Ciao

La funzione MathMax restituisce il valore massimo di due valori.

La funzione MathMin restituisce il valore minimo di due valori.

Sì, buona osservazione ;-)

surubabs Suresh Kakkattil 2013.04.11 14:10 #18

kourosh1347:

Ciao

La funzione MathMax restituisce il valore massimo di due valori.

La funzione MathMin restituisce il valore minimo di due valori.

Sì, hai ragione,

quello che voglio fare è iBBUp-IBBLow/iBBMiddle,

poi il nome era la larghezza, i valori ritornano alla larghezza, se il valore aumenta ex: width>0 un buy open(upside break out), width<0 un sell open(down side breakout).

Non conosco il codice esatto come implementarlo.

Sto provando a codificarlo con il metodo di rete nurale.

come impliment si prega di aiuto.

AN EA BASED ON Indicatore Laguerre Qualsiasi domanda da principiante,

graziani 2013.04.11 15:59 #19

surubabs:

Sì, hai ragione,

quello che voglio fare è iBBUp-IBBLow/iBBMiddle,

poi il nome era la larghezza, i valori tornano alla larghezza, se il valore in aumento ex: width>0 un buy open (upside break out), width<0 un sell open (down side breakout).

Non conosco il codice esatto come implementarlo.

Sto provando a codificarlo con il metodo di rete nurale.

come impliment si prega di aiuto.

è bene avere grandi obiettivi nella vita.

Alain Verleyen 2013.04.11 16:25 #20

surubabs:

Sì, hai ragione,

quello che voglio fare è iBBUp-IBBLow/iBBMiddle,

poi il nome era la larghezza, i valori tornano alla larghezza, se il valore in aumento ex: width>0 un buy open (upside break out), width<0 un sell open (down side breakout).

Non conosco il codice esatto come implementarlo.

Sto provando a codificarlo con il metodo di rete nurale.

come impliment si prega di aiuto.

Cosa c'entra la rete neurale con la tua "larghezza"? È difficile seguirti.

UN EA BASATO SU BANDE B E LARGHEZZA B, BISOGNO DI AIUTO URGENTE! - pagina 2