
用于在EA交易中包含指标的现成模板(第一部分):振荡指标
目录
- 概述
- 平均真实范围
- 看跌动能
- 看涨动能
- 佳庆指标
- 商品通道指数
- DeMarker 指标
- 强力指数
- MACD 指标
- 动量指标
- 移动平均振荡指标
- 相对强弱指数
- 相对活力指数
- 随机振荡指标
- 三重指数移动平均
- 威廉姆斯百分比范围
- 结论
概述
将指标包括到EA中并在EA中使用指标缓冲区中的数据是一项相当简单的任务,尽管这需要不断浏览参考资料。我们需要记住传递给指标创建函数的所有参数,将其中一些参数形式化为EA输入,引入有效性检查等。为了获得数据,我们需要编写函数,从所需的柱形中返回必要的数据。所有这些都涉及到花费时间访问帮助、将所需变量输入EA、编写用于接收和监控数据以确定信号的函数等。
本文的目的是创建用于将指标包括到EA的模板。让我们来看看振荡器类别中的指标,它们的输入变量,创建一个指标句柄并从中获得所需的数据。每个指示器的特点是:
- 样本输入,
- 初始化输入并创建句柄,
- 析构
- 根据指定的时间序列索引接收指定的指标线的数据,
- 根据相对于任何水平的线形状态来监测所接收的数据的值。
我们所说的线形状态是指它的外观和形状:
- 向上方向(值2小于或等于值1并且值1小于值0),
- 向下方向(值2大于或等于值1并且值1大于值0),
- 向上反转(值2大于值1并且值1小于值0),
- 向下反转(值2小于值1并且值1大于值0),
- 向上停止(值2小于或等于值1并且值1等于值0),
- 向下停止(值2大于或等于值1并且值1等于值0),
- 未定义的状态(非预期状态)
相对于任何水平的线状态,我们的意思是:
- 高于值(线值大于标高值)
- 值以下(线值小于标高值)
- 向上交叉值(值1小于或等于柱1上的水平值,值0大于柱0上的水平值)
- 向下交叉值(值1大于或等于柱1上的水平值,值0小于柱0上的水平值)
- 从下方接触值(值1小于柱1上的水平值,值0等于柱0上的水平数值)
- 从上方接触值(值1大于柱1上的水平值,值0等于柱0上的水平数值)
- 等于值(柱1和0上的指标值等于柱1和0上的水平值)
这样的条件足以确定线的状态(其在第二、第一和零条之间的两个线段上的形状或图形),并足以确定与其他指标线或水平线的交点。
为了控制这些状态,我们将实现所有指标共同的通用函数。就像从指标缓冲区获取数据的函数一样,它对任何和所有指标都是通用的。
文章中提供的所有示例和代码都将是完整的代码块。它们可以在自定义程序中“按原样”使用。
平均真实范围
平均真实范围技术指标(Average True Range,ATR)显示市场波动。Welles Wilder在其著作《技术交易系统中的新概念》中介绍了这一概念。自那以后,这一指标一直被用作许多其他指标和交易系统的组成部分。
在恐慌性抛售导致价格暴跌后,平均真实范围通常会在市场底部达到很高的值。该指标的低值通常适用于市场顶部和盘整期间发生的长期横盘运动。它可以根据与其他波动性指标相同的规则进行预测。平均真实范围可以根据与其他波动性指标相同的原则进行解释。基于该指标的预测原理可以用以下方式表述:指标的值越高,趋势变化的概率越高;指标的值越低,趋势的变化就越弱。
真实范围是以下三个值中最大的一个:
- 当前价格最大值和最小值之间的差值(最高价和最低价);
- 上一收盘价与当前最高价之间的差额;
- 上一收盘价与当前最低价之间的差额。
ATR是真实范围值的移动平均值。
参数
该指标只有一个可调参数:移动平均平滑周期。默认值为14。
让我们达成共识,所有指标输入参数都将被指定为可自定义的EA参数。
创建一个空的EA模板:
输入名称和输入参数:
从处理函数中选择计时器和事件处理函数:
然后单击“完成”。我们得到一个空的EA模板:
//+------------------------------------------------------------------+ //| TestOscillatorATR.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- input parameters input uint InpPeriod=14; //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //--- } //+------------------------------------------------------------------+ //| Timer function | //+------------------------------------------------------------------+ void OnTimer() { //--- } //+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- } //+------------------------------------------------------------------+
我们将只在全局级别输入代码:变量和函数。在OnInit()和OnDeinit()处理函数中,设置指标参数的初始化和控制,以及指标句柄的创建和删除。测试EA将使用一个仪表板,显示从指示器接收的数据以及指示器线路状态的描述。OnChartEvent()EA处理函数仅设置用于处理面板的事件。换言之,为了完全处理EA中的指标,我们只需要使用创建的变量的示例、它们的初始化、指标句柄的创建和删除,以及从任何指标缓冲区接收数据的通用函数。示例中的其他一切都只是与面板一起工作。
将描述添加到输入参数和用于创建指标以及使用它的全局变量:
//--- input parameters input uint InpPeriod = 14; /* ATR Period */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // ATR calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在上一篇文章中,我们创建了用于指标和EA的仪表板。该类现在已经进行了轻微修改,因此可以创建任意数量的面板来显示各种数据。我们不会在这里描述所做的更改,但稍后我们会回到它们。在随后的文章中,我们将简要介绍所做的更改和改进。要测试本文中的EA,面板类文件应位于\MQL5\Include\Dashboard.mqh中。带有面板类源代码的文件与测试EA文件一起附在文章中。
将仪表板文件包括在EA代码中并设置用于处理仪表板的全局变量:
#property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- input parameters input uint InpPeriod = 14; /* ATR Period */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // ATR calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
上面我们研究了对指标线状态进行分类的可能选项。我认为,最方便的事情是创建一个具有所有可能选项的枚举,并从函数接收结果,该函数确定具有该枚举类型的变量中指标行的状态。让我们在全局区域中创建这样一个枚举并获得以下标题:
#property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 14; /* ATR Period */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // ATR calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
接下来,我们需要检查输入的值,并在必要时进行调整。
初始化
在所有指标中,当输入0作为周期值时,将设置默认值。EA应该表现出相同的行为,这样当我们将平滑周期值设置为零时,EA会创建一个与标准指标没有什么不同的指标,标准指标的周期值也设置为零。在这种情况下,它应该成为两个指标的默认值。此外,有些指标在周期数中输入1时不进行计算。换句话说,它们的最短周期是2。每个指标在小数点后都有不同数量的数字,我们也应该考虑这一点。在文章中发布的所有模板中,所有细微差别都被考虑在内。所有检查都已完成,并且处理正确。您只需要将文章中的代码复制到EA的代码中并使用它。
OnInit()EA处理函数,用于设置指标变量的值并创建指标句柄:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 14 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("ATR(%lu)",period); ind_digits=Digits(); //--- Create indicator handle ResetLastError(); handle=iATR(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+
在OnInit()处理函数中添加代码块以使用EA中的仪表板。因此,完整的处理函数代码如下所示(创建指标和创建面板):
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 14 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("ATR(%lu)",period); ind_digits=Digits(); //--- Create indicator handle ResetLastError(); handle=iATR(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,199,225); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,97); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,3,2,18,97); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
您只需要突出显示的代码来创建指标。在本文中以及随后的测试EA中,创建面板是为了直观地显示我们将从指标接收的数据。
析构
在OnDeinit()EA处理函数中,我们需要释放创建的指标的句柄。
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
对于使用的面板,应删除创建的面板对象:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
要从指标缓冲区获取数据,我们需要使用CopyBuffer()函数。函数将指定数量的指定指标缓冲区的数据接收到“buffer”数组中。
有三种方法可以获得数据:
通过初始位置和所需元素的数量来访问:
int CopyBuffer( int indicator_handle, // indicator handle int buffer_num, // indicator buffer index int start_pos, // starting point int count, // amount to copy double buffer[] // array the data to be copied to );
通过起始时间和所需元素的数量来访问:
int CopyBuffer( int indicator_handle, // indicator handle int buffer_num, // indicator buffer index datetime start_time, // starting date int count, // amount to copy double buffer[] // array the data to be copied to );
通过所需时间段的初始和结束时间来访问:
int CopyBuffer( int indicator_handle, // indicator handle int buffer_num, // indicator buffer index datetime start_time, // starting date datetime stop_time, // end time double buffer[] // array the data to be copied to );
我们将使用第一个选项来获取数据-通过柱的索引。
函数将接收必要的指标句柄、柱索引和指标缓冲区索引,并返回从指定柱索引处的指定指标行获得的值,或者如果读取数据失败,返回EMPTY_VALUE:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; }
值得注意的是,CopyBuffer()函数不仅可以一次从一个柱中获取一个值,还可以获取指定范围的指标值。此处不使用此功能,以免通过将结果值范围存储在内存中的某个位置,然后根据指定索引的偏移量从中计算必要的值,从而使监测指标线的状态变得复杂。在这里,一切都会更简单:我们获得指定索引处的值,并获得另一个值与第一个值进行比较。它在函数多功能性方面更简单、更方便。
返回指示线状态的函数:
//+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; }
在这里,我们从三个柱中获得指示线值——从当前柱和前两个柱。这足以获得简单的线形配置。三个柱中最右边柱的索引传递给函数(例如,索引为15)。在这种情况下,柱17、16和15用于计算线的状态。由于这里我们使用实数,所以我们使用两个值的归一化差,并将其与零进行比较,以比较每个柱的值。
返回指标线相对于指定水平的状态的函数:
//+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; }
该函数检查两个相邻柱上指标线的两个值与参数中传递的水平之间的关系。这些参数指示两个指标线值的右柱的索引,以及需要与两个柱中指标线的值进行比较以确定它们的关系的水平值。
如果我们需要获得与水平级别的关系,那么它需要在level0参数中传递。第二个级别1参数默认为EMPTY_VALUE,这意味着来自两个相邻柱的两个指标线数据值将仅与传递到级别0的一个值进行比较。(将index+1处柱的指标线与level0值进行比较,将index处柱的指标线与level0进行比较)。
如果level1接收到除EMPTY_VALUE以外的值,则将两个指标线值的每一个与level1和level0中的两个对应值进行比较(将index+1处柱的指标值与level1的值进行比较,将index处柱的指标值与level0进行比较)。因此,可以将指标线与相同或另一指标的另一条线进行比较,以识别它们的关系,特别是交叉点。
要显示指标线的已识别状态和关系的描述,请编写返回指标线状态描述的函数:
//+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
上面讨论的三个函数可以在EA中“按原样”使用,以从任何指标接收数据并控制其状态和相对位置。
以下是我们如何从指标接收数据并显示数据描述的示例。让我们创建一个EA函数,显示从仪表板上的指标获得的数据:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clrNONE,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
在上一篇文章的示例中,当创建仪表板时,已经使用了类似的函数。这里,光标所在的条数据显示在面板第一个铭牌中,而指示器数据及其行的状态显示在面板第二个铭牌中。
为了让面板工作,我们需要在OnChartEvent()事件处理函数中添加代码:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
我们已经在上一篇文章中研究了处理函数逻辑,这里我们使用“原样”。
如果我们现在编译EA并在具有默认参数的图表上运行它(之前也将具有默认参数的ATR指标添加到图表中),我们将看到一个仪表板,其中数据随着光标在图表上移动而变化:
您可以在文章附带的文件中查看TestOscillationATR.mq5测试EA。
看跌动能
日常交易代表着一场买方(“看涨”)推高价格和卖方(“看跌”)推低价格的战斗。根据每方的得分,当天的价格将高于或低于前一天的价格。中间结果,首先是最高和最低的价格,可以判断每天战斗的进展情况。
能够估计看跌动能的平衡是非常重要的,因为这种平衡的变化最初预示着可能的趋势逆转。这项任务可以使用Alexander Elder开发的看跌动能振荡器(Bears Power)来解决,并在他的书《以交易为生》中进行了描述。Elder在推导这个振荡器时基于以下前提:
- 移动平均是卖方和买方在一定时间内的价格协议,
- 最低价格显示了一天内卖家的最大力量。
在这些前提下,Elder将看跌动能定义为最低价格和13个时期指数移动平均值之间的差值(LOW-EMA)。
此指标最好与趋势指标(最常见的移动平均线)一起使用:
- 如果趋势指标是向上的,看跌动能指数低于零,但在增长,这是买入的信号;
- 在这种情况下,最好在指标图中形成基数的背离。
参数
该指标有一个可配置的参数-计算周期,默认值为13。
让我们将用于处理指标的参数和变量添加到代码中:
//+------------------------------------------------------------------+ //| TestOscillatorBears.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 13; /* Bears Power Period */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Bears Power calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
使用面板时,包括仪表板类文件并添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorBears.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 13; /* Bears Power Period */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Bears Power calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
在OnInit()处理函数中,初始化并调整指标输入参数,创建其句柄:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 13 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Bears(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iBearsPower(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
如果EA涉及使用仪表板,在此处创建它:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 13 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Bears(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iBearsPower(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,199,225); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,97); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,3,2,18,97); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
如果EA涉及面板,删除创建的面板类对象:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
我们已经实现了所有指标的通用功能,以从中读取数据:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
此处使用的所有示例都没有任何更改。
如果EA使用仪表板,那么我们将实现在仪表板上显示从指标接收到的数据的功能:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); //--- The label color changes depending on the value of the line above/below zero color clr=(value<0 ? clrRed : value>0 ? clrBlue : clrNONE); panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
由于指标中的信号取决于线相对于零的位置,我们将在仪表板中突出显示指标的正值和负值。
在OnChartEvent()事件处理函数中,编写用于处理面板事件的代码,并指示光标所在的柱的索引:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并使用默认值在图表上运行。确保已将具有相同参数的指标添加到图表中:
“TestOscillatorBears.mq5”EA文件附在下面。
看涨动能
日常交易代表着一场买方(“看涨”)推高价格和卖方(“看跌”)推低价格的战斗。根据每方的得分,当天的价格将高于或低于前一天的价格。中间结果,首先是最高和最低的价格,可以判断每天战斗的进展情况。
能够估计看涨动能的平衡是非常重要的,因为这种平衡的变化最初预示着可能的趋势逆转。这项任务可以使用Alexander Elder开发的看涨动能(Bulls Power)振荡器来解决,并在他的书《以交易为生》中进行了描述。Elder在推导这个振荡器时基于以下前提:
- 移动平均是卖方和买方在一定时间内的价格协议,
- 最高价格显示了一天内最大的买家力量。
在这些前提下,Elder 将 Bulls Power 发展为最高价格与13个时期指数移动平均值(HIGH-EМА)之间的差值。
此指标最好与趋势指标(最常见的移动平均线)一起使用:
- 如果趋势指标是向下的,看涨动能指数在零以上,但下跌,这是卖出的信号;
- 在这种情况下,希望在指标图中形成峰值的背离。
参数
指标有一个可调整的参数——平滑周期。其默认值为13。
EA中使用的输入变量和全局变量列表:
//+------------------------------------------------------------------+ //| TestOscillatorBulls.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 13; /* Bulls Power Period */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Bulls Power calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorBulls.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 13; /* Bulls Power Period */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Bulls Power calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 13 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Bulls(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iBullsPower(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 13 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Bulls(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iBullsPower(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,199,225); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,97); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,3,2,18,97); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); //--- The label color changes depending on the value of the line above/below zero color clr=(value<0 ? clrRed : value>0 ? clrBlue : clrNONE); panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillationBulls.mq5”EA文件附在下面。
佳庆指标
佳庆振荡指标(Chaikin Oscillator,CHO)是累积/离散(Accumulation/Distribution)的移动平均值之差。
“这种振荡器的概念是基于三个主要论点。首先:如果一只股票或一个指数收盘时比当天更高(你可以将平均值计算为[max+min]/2),这意味着这是一天的积累。股票或指数的收盘指数越接近最大值,累积就越活跃。反之亦然,如果一只股票的收盘价低于当天的平均水平,就意味着发生了离散。价格越接近最小值,离散就越活跃。
第二,价格的稳定增长伴随着交易量的增加和交易量的强劲积累。由于成交量就像是推动市场增长的燃料,成交量与价格增长的滞后表明没有足够的燃料来继续上涨。
反之亦然,价格暴跌通常伴随着低成交量,最终导致机构投资者恐慌性平仓。因此,首先我们看到的是交易量的增长,然后是价格的暴跌,同时交易量的减少,最后,当市场接近筑底时,就会发生一些积累。
第三:使用Chaikin振荡器,你可以追溯进入市场和离开市场的货币资源量。通过比较交易量和价格的动态,可以找出短期和中期市场的峰值和底部。
由于没有无误差的技术分析方法,建议将此振荡器与其他技术指标结合使用。如果你使用,例如,基于21天移动平均线的包络线(Envelopes)和任何超买/超卖振荡器以及Chaikin振荡器,短期和中期交易信号的可靠性将更高。
最重要的信号出现在价格达到最大或最小水平时(尤其是在出价/转售水平上),但Chaikin振荡器无法克服其先前的极值,因此它发生了逆转。
- 朝着中期趋势的方向移动的信号比那些逆着中期趋势移动的信号更可靠。
- 振荡器确认了一个新的最大值或最小值,这并不意味着价格会朝着这个方向发展。这件事被认为是微不足道的。
Chaikin振荡器的另一种使用方式暗示了以下内容:方向的变化是购买或出售的信号,但前提是它与价格趋势方向一致。例如,如果一只股票正在上涨,其价格高于90天移动平均线,那么振荡曲线在负值区域的向上转弯可以被视为买入的信号(但股价必须高于90天的移动平均线——而不是更低)。
振荡曲线在正值区域(零以上)的向下转弯可以被视为出售信号,但股价必须低于收盘价的90天移动平均线。"
参数
该指标有四个配置参数:
- 使用的交易量,默认情况 - 分时,
- 快速MA计算周期,默认- 3,
- 慢速MA计算周期,默认- 10,
- 计算方法,默认值 - EMA。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorCHO.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriodFast = 3; /* CHO Fast MA Period */ input uint InpPeriodSlow = 10; /* CHO Slow MA Period */ input ENUM_MA_METHOD InpMethod = MODE_EMA; /* Method */ input ENUM_APPLIED_VOLUME InpAppliedVol = VOLUME_TICK; /* Applied Volume */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_fast=0; // Fast moving average calculation period int period_slow=0; // Slow moving average calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorCHO.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriodFast = 3; /* CHO Fast MA Period */ input uint InpPeriodSlow = 10; /* CHO Slow MA Period */ input ENUM_MA_METHOD InpMethod = MODE_EMA; /* Method */ input ENUM_APPLIED_VOLUME InpAppliedVol = VOLUME_TICK; /* Applied Volume */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_fast=0; // Fast moving average calculation period int period_slow=0; // Slow moving average calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period_fast=int(InpPeriodFast<1 ? 3 : InpPeriodFast); period_slow=int(InpPeriodSlow<1 ? 10 : InpPeriodSlow); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("CHO(%lu,%lu)",period_slow,period_fast); ind_digits=0; //--- Create indicator handle ResetLastError(); handle=iChaikin(Symbol(),PERIOD_CURRENT,period_fast,period_slow,InpMethod,InpAppliedVol); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period_fast=int(InpPeriodFast<1 ? 3 : InpPeriodFast); period_slow=int(InpPeriodSlow<1 ? 10 : InpPeriodSlow); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("CHO(%lu,%lu)",period_slow,period_fast); ind_digits=0; //--- Create indicator handle ResetLastError(); handle=iChaikin(Symbol(),PERIOD_CURRENT,period_fast,period_slow,InpMethod,InpAppliedVol); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,199,225); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,97); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,3,2,18,97); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); color clr=(value<0 ? clrRed : value>0 ? clrBlue : clrNONE); // The label color changes depending on the value of the line above/below zero panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
零以上/零以下的指标线值在仪表板上用彩色标记。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillator CHO.mq5”EA文件附在下面。
商品通道指数
商品通道指数(Commodity Channel Index,CCI)衡量商品价格与其平均统计价格的偏差。该指数的高值表明,与平均值相比,价格异常高,低值表明价格过低。尽管商品通道指数的名称不同,但它可以应用于任何金融工具,而不仅仅是商品。
使用商品通道指数有两种基本技术:
- 查找背离
当价格达到一个新的最大值时,而商品通道指数不能增长到以前的最大值以上,就会出现背离。这种经典的背离通常伴随着价格修正。 - 作为超买/超卖指标
商品通道指数通常在±100的范围内变化。高于+100的值告知超买状态(可能会修正降低),而低于-100的值告知超卖状态(可能会修正增加)。
参数
指标有两个输入参数:
- 计算期,默认-14
- 计算价格,默认-典型价格(HLC/3)
除了标准的指标输入,超买和超卖水平可以用来搜索其信号。它们也需要在EA输入参数中指定。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorCCI.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 14; /* CCI Period */ input ENUM_APPLIED_PRICE InpPrice = PRICE_TYPICAL; /* Applied Price */ input double InpOverbough= 100.0; /* Overbough level*/ input double InpOversold = -100.0; /* Oversold level */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // CCI calculation period int ind_digits=0; // Number of decimal places in the indicator values double overbough=0; // Overbought level double oversold=0; // Oversold level string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorCCI.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 14; /* CCI Period */ input ENUM_APPLIED_PRICE InpPrice = PRICE_TYPICAL; /* Applied Price */ input double InpOverbough= 100.0; /* Overbough level*/ input double InpOversold = -100.0; /* Oversold level */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // CCI calculation period int ind_digits=0; // Number of decimal places in the indicator values double overbough=0; // Overbought level double oversold=0; // Oversold level string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 14 : InpPeriod<2 ? 2 : InpPeriod); overbough=InpOverbough; oversold=(InpOversold>=overbough ? overbough-0.01 : InpOversold); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("CCI(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iCCI(Symbol(),PERIOD_CURRENT,period,InpPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 14 : InpPeriod<2 ? 2 : InpPeriod); overbough=InpOverbough; oversold=(InpOversold>=overbough ? overbough-0.01 : InpOversold); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("CCI(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iCCI(Symbol(),PERIOD_CURRENT,period,InpPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,229,243); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,112); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,4,2,18,112); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display a description of the indicator line state relative to the overbought level string ovb=StringFormat("%+.2f",overbough); panel.DrawText("Overbough", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); panel.DrawText(ovb, panel.CellX(1,2,0)+66, panel.CellY(1,2,0)+2); ENUM_LINE_STATE state_ovb=LineStateRelative(handle,index,0,overbough); //--- The label color changes depending on the value of the line relative to the level color clr=(state_ovb==LINE_STATE_ABOVE || state_ovb==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); string ovb_str=(state_ovb==LINE_STATE_ABOVE ? "Inside the area" : LineStateDescription(state_ovb)); panel.DrawText(ovb_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clr,90); //--- Display a description of the indicator line state relative to the oversold level panel.DrawText("Oversold", panel.CellX(1,3,0)+2, panel.CellY(1,3,0)+2); string ovs=StringFormat("%+.2f",oversold); panel.DrawText(ovs, panel.CellX(1,3,0)+68, panel.CellY(1,3,0)+2); ENUM_LINE_STATE state_ovs=LineStateRelative(handle,index,0,oversold); //--- The label color changes depending on the value of the line relative to the level clr=(state_ovs==LINE_STATE_UNDER || state_ovs==LINE_STATE_CROSS_UP ? clrBlue : clrNONE); string ovs_str=(state_ovs==LINE_STATE_UNDER ? "Inside the area" : LineStateDescription(state_ovs)); panel.DrawText(ovs_str,panel.CellX(1,3,1)+2,panel.CellY(1,3,1)+2,clr,90); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); //--- The label color changes depending on the location of the line in the overbought/oversold areas clr=(state_ovb==LINE_STATE_ABOVE || state_ovb==LINE_STATE_CROSS_DOWN ? clrRed : state_ovs==LINE_STATE_UNDER || state_ovs==LINE_STATE_CROSS_UP ? clrBlue : clrNONE); panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
指示线在超买和超卖区域的位置,以及这些区域的信号,都用颜色标记在面板上。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillator CCI.mq5”EA文件附在下面。
DeMarker 指标
Demarker 技术指标(DeM)基于当前时段最大值与前一时段最大值的比较。如果当前周期(柱)最大值较高,则将记录两者之间的相应差异。如果当前最大值低于或等于前一时段的最大值,则将注册零值。然后汇总N个周期的差异。收到的值被用作DeMarker的分子,并将除以相同的值加上前一个周期(柱)和当前周期(柱)的最小价格之间的差值之和。如果当前的最小价格大于上一个柱的最小价格,则将注册零值。
当该指标跌至30以下时,看涨的价格逆转应该是意料之中的事。当该指标升至70以上时,看跌的价格逆转应该是意料之中的事。
如果你使用持续时间更长的时期,在计算指标时,你将能够捕捉到长期市场趋势。基于短期的指标可以让你在风险最小的时候进入市场,并计划交易时间,使其符合主要趋势。
参数
该指标有一个可配置的参数-计算周期,其默认值为14。
此外,由于超买/超卖区域用于搜索指标信号,因此它们也需要被包括在EA的输入参数中。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorDeM.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 14; /* Period */ input double InpOverbough= 0.7; /* Overbough level*/ input double InpOversold = 0.3; /* Oversold level */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // DeMarker calculation period int ind_digits=0; // Number of decimal places in the indicator values double overbough=0; // Overbought level double oversold=0; // Oversold level string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorDeM.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 14; /* Period */ input double InpOverbough= 0.7; /* Overbough level*/ input double InpOversold = 0.3; /* Oversold level */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // DeMarker calculation period int ind_digits=0; // Number of decimal places in the indicator values double overbough=0; // Overbought level double oversold=0; // Oversold level string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 14 : InpPeriod); overbough=InpOverbough; oversold=(InpOversold>=overbough ? overbough-0.01 : InpOversold); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("DeM(%lu)",period); ind_digits=3; //--- Create indicator handle ResetLastError(); handle=iDeMarker(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 14 : InpPeriod); overbough=InpOverbough; oversold=(InpOversold>=overbough ? overbough-0.01 : InpOversold); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("DeM(%lu)",period); ind_digits=3; //--- Create indicator handle ResetLastError(); handle=iDeMarker(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,229,243); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,112); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,4,2,18,112); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,100); //--- Display a description of the indicator line state relative to the overbought level string ovb=StringFormat("%+.2f",overbough); panel.DrawText("Overbough", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); panel.DrawText(ovb, panel.CellX(1,2,0)+66, panel.CellY(1,2,0)+2); ENUM_LINE_STATE state_ovb=LineStateRelative(handle,index,0,overbough); //--- The label color changes depending on the value of the line relative to the level color clr=(state_ovb==LINE_STATE_ABOVE || state_ovb==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); string ovb_str=(state_ovb==LINE_STATE_ABOVE ? "Inside the area" : LineStateDescription(state_ovb)); panel.DrawText(ovb_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clr,100); //--- Display a description of the indicator line state relative to the oversold level panel.DrawText("Oversold", panel.CellX(1,3,0)+2, panel.CellY(1,3,0)+2); string ovs=StringFormat("%+.2f",oversold); panel.DrawText(ovs, panel.CellX(1,3,0)+68, panel.CellY(1,3,0)+2); ENUM_LINE_STATE state_ovs=LineStateRelative(handle,index,0,oversold); //--- The label color changes depending on the value of the line relative to the level clr=(state_ovs==LINE_STATE_UNDER || state_ovs==LINE_STATE_CROSS_UP ? clrBlue : clrNONE); string ovs_str=(state_ovs==LINE_STATE_UNDER ? "Inside the area" : LineStateDescription(state_ovs)); panel.DrawText(ovs_str,panel.CellX(1,3,1)+2,panel.CellY(1,3,1)+2,clr,100); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); //--- The label color changes depending on the location of the line in the overbought/oversold areas clr=(state_ovb==LINE_STATE_ABOVE || state_ovb==LINE_STATE_CROSS_DOWN ? clrRed : state_ovs==LINE_STATE_UNDER || state_ovs==LINE_STATE_CROSS_UP ? clrBlue : clrNONE); panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,100); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
指标线在超买和超卖区域的位置在仪表板上用颜色标记。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillationDeM.mq5”EA文件附在下面。
强力指数
强力指数(Force Index,FRC)技术指标由Alexander Elder开发。该指数衡量每次上涨时的看涨动能(Bulls Power)和每次下跌时的看跌动能(Bears Power)。它连接了市场信息的基本要素:价格趋势、下跌和交易量。该指数可以按原样使用,但最好使用移动平均值进行近似。在短移动平均线的帮助下进行近似(作者建议使用2个区间)有助于找到打开和关闭仓位的最佳机会。如果使用长移动平均值进行近似(周期13),则指数显示趋势变化。
- 在指标有上升趋势的时期,最好在强力变为负(降至零以下)时买入;
- 当强力指数增加到新的峰值时,强力指数标志着增加趋势的延续;
- 当指数在下降趋势中变为正值时,就会出现抛售信号;
- 当指数下降到新的深度时,强力指数标志着看跌动能和下降趋势的延续;
- 如果价格变化与相应的交易量变化不相关,那么力量指标将保持在一个水平上,这告诉你趋势很快就会改变。

参数
指标有三个输入参数:
- 计算周期,默认- 2,
- 计算方法,默认- SMA,
- 使用的交易量,默认- 分时。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorForce.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 13; /* Period */ input ENUM_MA_METHOD InpMethod = MODE_SMA; /* Method */ input ENUM_APPLIED_VOLUME InpAppliedVol = VOLUME_TICK; /* Applied Volume */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Force Index calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorForce.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 13; /* Period */ input ENUM_MA_METHOD InpMethod = MODE_SMA; /* Method */ input ENUM_APPLIED_VOLUME InpAppliedVol = VOLUME_TICK; /* Applied Volume */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Force Index calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 13 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Force(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iForce(Symbol(),PERIOD_CURRENT,period,InpMethod,InpAppliedVol); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 13 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Force(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iForce(Symbol(),PERIOD_CURRENT,period,InpMethod,InpAppliedVol); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,199,225); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,97); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,3,2,18,97); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); color clr=(value<0 ? clrRed : value>0 ? clrBlue : clrNONE); // The label color changes depending on the value of the line above/below zero panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
零以上/零以下的指标线值在仪表板上用彩色标记。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillatorForce.mq5”EA文件附在下面。
MACD 指标
异同移动平均线(Moving Average Convergence/Divergence,MACD)是一个跟随趋势的动态指标。它表示两个价格移动平均线之间的相关性。
MACD是26期和12期指数移动平均线(EMA)之间的差值。为了清楚地显示买入/卖出机会,在MACD图上绘制了一条所谓的信号线(指标的9期移动平均线)。
事实证明,MACD在波动较大的交易市场中最有效。有三种常用的使用 MACD 的方法:交叉、超买/超卖条件和背离。
交叉
基本的MACD交易规则是当MACD跌破其信号线时卖出。类似地,当移动平均收敛/发散上升到其信号线上方时,就会出现买入信号。当MACD高于/低于零时,买入/卖出也很流行。
超买/超卖情况
MACD作为超买/超卖指标也很有用。当较短的移动平均线显著远离较长的移动平均值时(即MACD上升),交易品种价格很可能过度上涨,很快就会回到更现实的水平。
背离
当交易品种的 MACD 出现背离时,会出现当前趋势即将结束的指示。当 MACD 创下新低,而价格未能做到这一点时,就会出现看涨背离。当MACD创下新高,而价格未能达到新高时,就会出现看跌背离。当它们出现在相对超买/超卖的水平时,这两种差异都是最显著的。
参数
该指标有四个配置参数:
- 快速EMA计算周期,默认值- 12
- EMA计算周期较慢,默认为- 26,
- 信号SMA计算周期,默认为- 9,
- 计算价格,默认– 收盘价。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorMACD.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriodFast = 12; /* Fast MA Period */ input uint InpPeriodSlow = 26; /* Slow MA Period */ input uint InpPeriodSignal= 9; /* MACD SMA */ input ENUM_APPLIED_PRICE InpAppliedPrice= PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_fast=0; // Fast EMA calculation period int period_slow=0; // Slow EMA calculation period int period_signal=0; // Signal line calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorMACD.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriodFast = 12; /* Fast MA Period */ input uint InpPeriodSlow = 26; /* Slow MA Period */ input uint InpPeriodSignal= 9; /* MACD SMA */ input ENUM_APPLIED_PRICE InpAppliedPrice= PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_fast=0; // Fast EMA calculation period int period_slow=0; // Slow EMA calculation period int period_signal=0; // Signal line calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period_fast=int(InpPeriodFast<1 ? 12 : InpPeriodFast); period_slow=int(InpPeriodSlow<1 ? 26 : InpPeriodSlow==period_fast ? period_fast+1 : InpPeriodSlow); period_signal=int(InpPeriodSignal<1 ? 9 : InpPeriodSignal); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("MACD(%lu,%lu,%lu)",period_fast,period_slow,period_signal); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iMACD(Symbol(),PERIOD_CURRENT,period_fast,period_slow,period_signal,InpAppliedPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period_fast=int(InpPeriodFast<1 ? 12 : InpPeriodFast); period_slow=int(InpPeriodSlow<1 ? 26 : InpPeriodSlow==period_fast ? period_fast+1 : InpPeriodSlow); period_signal=int(InpPeriodSignal<1 ? 9 : InpPeriodSignal); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("MACD(%lu,%lu,%lu)",period_fast,period_slow,period_signal); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iMACD(Symbol(),PERIOD_CURRENT,period_fast,period_slow,period_signal,InpAppliedPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,199,261); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,97); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,5,2,18,97); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display the indicator signal line data from the specified bar on the panel in table 1 panel.DrawText("Signal", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); double signal=IndicatorValue(handle,index,1); string signal_str=(signal!=EMPTY_VALUE ? DoubleToString(signal,ind_digits) : ""); panel.DrawText(signal_str,panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clrNONE,90); //--- Display a description of the indicator line state relative to zero panel.DrawText("MACD vs Zero", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); ENUM_LINE_STATE state_zero=LineStateRelative(handle,index,0,0); string state_zero_str= ( state_zero==LINE_STATE_ABOVE ? "MACD > 0" : state_zero==LINE_STATE_UNDER ? "MACD < 0" : state_zero==LINE_STATE_TOUCH_ABOVE || state_zero==LINE_STATE_TOUCH_BELOW ? "Touch" : LineStateDescription(state_zero) ); //--- The label color changes depending on the value of the line relative to the level color clr=(state_zero==LINE_STATE_CROSS_UP ? clrBlue : state_zero==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); panel.DrawText(state_zero_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clr,90); //--- Display a description of the indicator line state relative to the signal line panel.DrawText("MACD vs Signal", panel.CellX(1,3,0)+2, panel.CellY(1,3,0)+2); ENUM_LINE_STATE state_signal=LineStateRelative(handle,index,0,signal,IndicatorValue(handle,index+1,1)); string state_signal_str=(state_signal==LINE_STATE_ABOVE ? "MACD > Signal" : state_signal==LINE_STATE_UNDER ? "MACD < Signal" : LineStateDescription(state_signal)); //--- The label color changes depending on the value of the line relative to the level clr=(state_signal==LINE_STATE_CROSS_UP ? clrBlue : state_signal==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); panel.DrawText(state_signal_str,panel.CellX(1,3,1)+2,panel.CellY(1,3,1)+2,clr,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
直方图相对于信号线和零的比率在面板中用颜色突出显示。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指示线的状态:
“TestOscillationMACD.mq5”EA文件附在下面。
动量指标
动量技术指标衡量金融工具在给定时间段内的价格变化。使用动量指标基本上有两种方法:
- 作为趋势跟踪指标,类似于移动平均线收敛/发散(MACD)。在这种情况下,如果动量指标出现低谷并开始上升,就会出现买入信号;当价格达到峰值并下跌时,就会出现抛售信号。您可能需要绘制该指标的短期移动平均线,以确定其何时触底或达到峰值
动量值的极高或极低意味着当前趋势的延续。因此,如果指标达到极高的值,然后下降,那么价格应该会进一步增长。在任何情况下,只有在价格确认了指标产生的信号后,才应该打开或关闭头寸。 - 作为领先指标。这种方法假设,上涨趋势的最后阶段通常伴随着价格的快速上涨(当每个人都希望价格走高时),下跌趋势的结束以价格的快速下跌为特征(当所有人都想退出时)。这种情况经常发生,但这也是一种广泛的概括
当市场接近峰值时,动量指标会出现大幅跃升。在那之后,它开始下跌,而价格继续增长或水平移动。与此类似,在市场底部,动量急剧下跌,然后在价格开始增长之前很久就出现了。这两种情况都会导致指标和价格之间的背离。
参数
指标有两个输入参数:
- 计算周期,默认- 14,
- 计算价格,默认– 收盘价。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorMomentum.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod= 14; /* Period */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Momentum calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorMomentum.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod= 14; /* Period */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Momentum calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 14 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Momentum(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iMomentum(Symbol(),PERIOD_CURRENT,period,InpPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 14 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Momentum(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iMomentum(Symbol(),PERIOD_CURRENT,period,InpPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,199,225); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,97); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,3,2,18,97); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clrNONE,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillationMomentum.mq5”EA文件附在下面。
移动平均振荡指标
移动平均振荡指标(Moving Average of Oscillator,OsMA)是振荡器和振荡器平滑之间的差。在这种情况下,MACD 基线被用作振荡器,而信号线被用作平滑。
参数
该指标有四个配置参数:
- 快速 EMA MACD 计算周期,默认 - 12,
- 慢速 EMA MACD 计算周期,默认 - 26,
- 信号 SMA MACD 计算周期, 默认 - 9,
- MACD 计算价格, 默认 - 收盘价。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorOsMA.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriodFast = 12; /* Fast MA Period */ input uint InpPeriodSlow = 26; /* Slow MA Period */ input uint InpPeriodSignal= 9; /* MACD SMA */ input ENUM_APPLIED_PRICE InpAppliedPrice= PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_fast=0; // Fast EMA calculation period int period_slow=0; // Slow EMA calculation period int period_signal=0; // Signal line calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorOsMA.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriodFast = 12; /* Fast MA Period */ input uint InpPeriodSlow = 26; /* Slow MA Period */ input uint InpPeriodSignal= 9; /* MACD SMA */ input ENUM_APPLIED_PRICE InpAppliedPrice= PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_fast=0; // Fast EMA calculation period int period_slow=0; // Slow EMA calculation period int period_signal=0; // Signal line calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period_fast=int(InpPeriodFast<1 ? 12 : InpPeriodFast); period_slow=int(InpPeriodSlow<1 ? 26 : InpPeriodSlow==period_fast ? period_fast+1 : InpPeriodSlow); period_signal=int(InpPeriodSignal<1 ? 9 : InpPeriodSignal); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("OsMA(%lu,%lu,%lu)",period_fast,period_slow,period_signal); ind_digits=Digits()+2; //--- Create indicator handle ResetLastError(); handle=iOsMA(Symbol(),PERIOD_CURRENT,period_fast,period_slow,period_signal,InpAppliedPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period_fast=int(InpPeriodFast<1 ? 12 : InpPeriodFast); period_slow=int(InpPeriodSlow<1 ? 26 : InpPeriodSlow==period_fast ? period_fast+1 : InpPeriodSlow); period_signal=int(InpPeriodSignal<1 ? 9 : InpPeriodSignal); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("OsMA(%lu,%lu,%lu)",period_fast,period_slow,period_signal); ind_digits=Digits()+2; //--- Create indicator handle ResetLastError(); handle=iOsMA(Symbol(),PERIOD_CURRENT,period_fast,period_slow,period_signal,InpAppliedPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,199,225); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,97); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,3,2,18,97); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); //--- The label color changes depending on the value of the line above/below zero color clr=(value<0 ? clrRed : value>0 ? clrBlue : clrNONE); panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,90); //--- Display a description of the indicator line state relative to zero panel.DrawText("OsMA vs Zero", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); ENUM_LINE_STATE state_zero=LineStateRelative(handle,index,0,0); string state_zero_str= ( state_zero==LINE_STATE_ABOVE ? "OsMA > 0" : state_zero==LINE_STATE_UNDER ? "OsMA < 0" : state_zero==LINE_STATE_TOUCH_ABOVE || state_zero==LINE_STATE_TOUCH_BELOW ? "Touch" : LineStateDescription(state_zero) ); //--- The label color changes depending on the value of the line relative to the level clr=(state_zero==LINE_STATE_CROSS_UP ? clrBlue : state_zero==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); panel.DrawText(state_zero_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clr,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
指标线的状态及其相对于零的位置在仪表板上以颜色高亮显示。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillationOsMA.mq5”EA文件附在下面。
相对强弱指数
相对强弱指数(Relative Strength Index,RSI)是一个价格跟随振荡器,范围在0到100之间。在描述相对强度指数时,J.W.Wilder建议使用其14周期版本。从那时起,9周期和25周期相对强度指数指标也越来越受欢迎。分析RSI的一种流行方法是寻找一种背离,在这种分歧中,证券价格正在创下新高,但RSI未能超过其先前的高点。这种背离预示着即将出现逆转。如果 RSI 指标随后向下翻转并跌破其最近的波谷,那么它就被认为完成了“失败摆动”。这种失败摆动被认为是对即将到来的逆转的确认。
图表分析中使用了以下相对强度指数信号:
- 顶部和底部
相对强度指数通常在70以上见顶,在30以下见底。它通常在基本价格图之前形成这些顶部和底部。 - 图表格式
RSI通常形成图表模式,如头部和肩部或三角形,这些模式可能在价格图上可见,也可能不可见。 - 回摆失败(支撑或阻力突破)
这是相对强度指数超过之前的高点(峰值)或低于最近的低点(低谷)的地方。 - 支持和阻力水平
相对强弱指数有时比价格本身更清楚地显示出支撑和阻力的水平。 - 背离
如上所述,当价格创下新高(或新低)时,就会出现背离,而相对强度指数的新高(或低点)并没有证实这一点。价格通常是正确的,并在RSI的方向上移动。
参数
指标有两个输入参数:
- 计算周期,默认- 14,
- 计算价格,默认– 收盘价。
由于超买/超卖区域用于搜索指标信号,我们也将使用它们的值作为EA输入。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorRSI.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod= 14; /* Period */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ input double InpOverbough= 70; /* Overbough level*/ input double InpOversold = 30; /* Oversold level */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // RSI calculation period int ind_digits=0; // Number of decimal places in the indicator values double overbough=0; // Overbought level double oversold=0; // Oversold level string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorRSI.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod= 14; /* Period */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ input double InpOverbough= 70; /* Overbough level*/ input double InpOversold = 30; /* Oversold level */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // RSI calculation period int ind_digits=0; // Number of decimal places in the indicator values double overbough=0; // Overbought level double oversold=0; // Oversold level string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 14 : InpPeriod<2 ? 2 : InpPeriod); overbough=InpOverbough; oversold=(InpOversold>=overbough ? overbough-0.01 : InpOversold); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("RSI(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iRSI(Symbol(),PERIOD_CURRENT,period,InpPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 14 : InpPeriod<2 ? 2 : InpPeriod); overbough=InpOverbough; oversold=(InpOversold>=overbough ? overbough-0.01 : InpOversold); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("RSI(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iRSI(Symbol(),PERIOD_CURRENT,period,InpPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,229,243); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,112); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,4,2,18,112); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,100); //--- Display a description of the indicator line state relative to the overbought level string ovb=StringFormat("%+.2f",overbough); panel.DrawText("Overbough", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); panel.DrawText(ovb, panel.CellX(1,2,0)+66, panel.CellY(1,2,0)+2); ENUM_LINE_STATE state_ovb=LineStateRelative(handle,index,0,overbough); //--- The label color changes depending on the value of the line relative to the level color clr=(state_ovb==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); string ovb_str=(state_ovb==LINE_STATE_ABOVE ? "Inside the area" : LineStateDescription(state_ovb)); panel.DrawText(ovb_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clr,100); //--- Display a description of the indicator line state relative to the oversold level panel.DrawText("Oversold", panel.CellX(1,3,0)+2, panel.CellY(1,3,0)+2); string ovs=StringFormat("%+.2f",oversold); panel.DrawText(ovs, panel.CellX(1,3,0)+68, panel.CellY(1,3,0)+2); ENUM_LINE_STATE state_ovs=LineStateRelative(handle,index,0,oversold); //--- The label color changes depending on the value of the line relative to the level clr=(state_ovs==LINE_STATE_CROSS_UP ? clrBlue : clrNONE); string ovs_str=(state_ovs==LINE_STATE_UNDER ? "Inside the area" : LineStateDescription(state_ovs)); panel.DrawText(ovs_str,panel.CellX(1,3,1)+2,panel.CellY(1,3,1)+2,clr,100); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); //--- The label color changes depending on the location of the line in the overbought/oversold areas clr=(state_ovb==LINE_STATE_ABOVE || state_ovb==LINE_STATE_CROSS_DOWN ? clrRed : state_ovs==LINE_STATE_UNDER || state_ovs==LINE_STATE_CROSS_UP ? clrBlue : clrNONE); panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,100); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
该线在超买/超卖区域的位置,以及该线相对于水平的状态,都在面板上用颜色标记。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillatorRSI.mq5”EA文件附在下面。
相对活力指数
相对活力指数(Relative Vigor Index ,RVI)的要点是,在牛市中,收盘价通常高于开盘价。在熊市中情况正好相反。因此,相对活力指数背后的理念是,波动的活力或能量是由价格收盘时的位置决定的。要将指数标准化为每日交易范围,请将价格变化除以当天的最大价格范围。要进行更平滑的计算,可以使用简单移动平均。10被认为是最佳周期数。为了避免可能的歧义,需要构建一条信号线,它是相对活力指数值的4周期对称加权移动平均值。线的一致性是买入或卖出的信号。
参数
该指标有一个可配置的参数-计算周期,默认值为10。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorRVI.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 10; /* Period */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // RVI calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorRVI.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 10; /* Period */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // RVI calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 10 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("RVI(%lu)",period); ind_digits=3; //--- Create indicator handle ResetLastError(); handle=iRVI(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 10 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("RVI(%lu)",period); ind_digits=3; //--- Create indicator handle ResetLastError(); handle=iRVI(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,199,225); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,97); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,3,2,18,97); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display the indicator signal line data from the specified bar on the panel in table 1 panel.DrawText("Signal", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); double signal=IndicatorValue(handle,index,1); string signal_str=(signal!=EMPTY_VALUE ? DoubleToString(signal,ind_digits) : ""); panel.DrawText(signal_str,panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clrNONE,90); //--- Display a description of the indicator line state relative to the signal line panel.DrawText("RVI vs Signal", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); ENUM_LINE_STATE state_signal=LineStateRelative(handle,index,0,signal,IndicatorValue(handle,index+1,1)); string state_signal_str=(state_signal==LINE_STATE_ABOVE ? "RVI > Signal" : state_signal==LINE_STATE_UNDER ? "RVI < Signal" : LineStateDescription(state_signal)); //--- The label color changes depending on the value of the line relative to the level color clr=(state_signal==LINE_STATE_CROSS_UP ? clrBlue : state_signal==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); panel.DrawText(state_signal_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clr,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
指标信号(指标线与信号线的交点)在仪表板上用颜色高亮显示。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillatorRVI.mq5”EA文件附在下面。
随机振荡指标
随机振荡指标(Stochastic Oscillator)比较在给定的时间段内,证券的价格相对于其价格范围的收盘位置。随机振荡指标显示为两条线。主线称为%K,称为%D的第二条线是%K线的移动平均线。%K线通常显示为实线,%D线通常显示为虚线。有几种方法可以解释随机振荡器。三种流行的方法包括:
- 当振荡器(%K或%D)下降到特定水平(例如,20)以下,然后上升到该水平以上时买入。当振荡器上升到特定水平(例如,80)以上,然后下降到该水平以下时卖出。
- 当%K线上升到%D以上时买入当%K低于%D时卖出。
- 寻找背离,例如:价格正在创下一系列新高,而随机振荡器未能超过其先前的高点。
参数
该指标有五个输入参数:
- %K 线计算周期,默认 - 5,
- %D 线计算周期,默认 - 3,
- 慢速周期,默认 - 3,
- 随机振荡计算价格, 默认 - 最低价/最高价,
- 计算方法, 默认 - SMA。
除了这些值,我们还需要指定EA输入中的超买和超卖水平。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorStoch.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriodK = 5; /* Period %K */ input uint InpPeriodD = 3; /* Period %D */ input uint InpSlowing = 3; /* Slowing */ input ENUM_STO_PRICE InpPrice = STO_LOWHIGH; /* Price */ input ENUM_MA_METHOD InpMethod = MODE_SMA; /* Method */ input double InpOverbough= 80; /* Overbough level*/ input double InpOversold = 20; /* Oversold level */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_k=0; // %K period int period_d=0; // %D period int slowing=0; // Slowing period int ind_digits=0; // Number of decimal places in the indicator values double overbough=0; // Overbought level double oversold=0; // Oversold level string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorStoch.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriodK = 5; /* Period %K */ input uint InpPeriodD = 3; /* Period %D */ input uint InpSlowing = 3; /* Slowing */ input ENUM_STO_PRICE InpPrice = STO_LOWHIGH; /* Price */ input ENUM_MA_METHOD InpMethod = MODE_SMA; /* Method */ input double InpOverbough= 80; /* Overbough level*/ input double InpOversold = 20; /* Oversold level */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_k=0; // %K period int period_d=0; // %D period int slowing=0; // Slowing period int ind_digits=0; // Number of decimal places in the indicator values double overbough=0; // Overbought level double oversold=0; // Oversold level string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period_k=int(InpPeriodK<1 ? 5 : InpPeriodK); period_d=int(InpPeriodD<1 ? 3 : InpPeriodD); slowing =int(InpSlowing<1 ? 3 : InpSlowing); overbough=InpOverbough; oversold=(InpOversold>=overbough ? overbough-0.01 : InpOversold); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Stoch(%lu,%lu,%lu)",period_k,period_d,slowing); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iStochastic(Symbol(),PERIOD_CURRENT,period_k,period_d,slowing,InpMethod,InpPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period_k=int(InpPeriodK<1 ? 5 : InpPeriodK); period_d=int(InpPeriodD<1 ? 3 : InpPeriodD); slowing =int(InpSlowing<1 ? 3 : InpSlowing); overbough=InpOverbough; oversold=(InpOversold>=overbough ? overbough-0.01 : InpOversold); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Stoch(%lu,%lu,%lu)",period_k,period_d,slowing); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iStochastic(Symbol(),PERIOD_CURRENT,period_k,period_d,slowing,InpMethod,InpPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,229,261); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,112); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,5,2,18,112); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,100); //--- Display the indicator signal line data from the specified bar on the panel in table 1 panel.DrawText("Signal", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); double signal=IndicatorValue(handle,index,1); string signal_str=(signal!=EMPTY_VALUE ? DoubleToString(signal,ind_digits) : ""); panel.DrawText(signal_str,panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clrNONE,100); //--- Display a description of the indicator line state relative to the signal line panel.DrawText("Stoch vs Signal", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); ENUM_LINE_STATE state_signal=LineStateRelative(handle,index,0,signal,IndicatorValue(handle,index+1,1)); string state_signal_str=(state_signal==LINE_STATE_ABOVE ? "Stoch > Signal" : state_signal==LINE_STATE_UNDER ? "Stoch < Signal" : LineStateDescription(state_signal)); //--- The label color changes depending on the value of the line relative to the level color clr=(state_signal==LINE_STATE_CROSS_UP ? clrBlue : state_signal==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); panel.DrawText(state_signal_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clr,100); //--- Display a description of the indicator line state relative to the overbought level string ovb=StringFormat("%+.2f",overbough); panel.DrawText("Overbough", panel.CellX(1,3,0)+2, panel.CellY(1,3,0)+2); panel.DrawText(ovb, panel.CellX(1,3,0)+66, panel.CellY(1,3,0)+2); ENUM_LINE_STATE state_ovb=LineStateRelative(handle,index,0,overbough); //--- The label color changes depending on the value of the line relative to the level clr=(state_ovb==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); string ovb_str=(state_ovb==LINE_STATE_ABOVE ? "Inside the area" : LineStateDescription(state_ovb)); panel.DrawText(ovb_str,panel.CellX(1,3,1)+2,panel.CellY(1,3,1)+2,clr,100); //--- Display a description of the indicator line state relative to the oversold level panel.DrawText("Oversold", panel.CellX(1,4,0)+2, panel.CellY(1,4,0)+2); string ovs=StringFormat("%+.2f",oversold); panel.DrawText(ovs, panel.CellX(1,4,0)+68, panel.CellY(1,4,0)+2); ENUM_LINE_STATE state_ovs=LineStateRelative(handle,index,0,oversold); //--- The label color changes depending on the value of the line relative to the level clr=(state_ovs==LINE_STATE_CROSS_UP ? clrBlue : clrNONE); string ovs_str=(state_ovs==LINE_STATE_UNDER ? "Inside the area" : LineStateDescription(state_ovs)); panel.DrawText(ovs_str,panel.CellX(1,4,1)+2,panel.CellY(1,4,1)+2,clr,100); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
处于超买/超卖区域的随机线的状态和指示信号在仪表板上用颜色标记。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillatorStoch.mq5”EA文件附在下面。
三重指数移动平均
三重指数平均值(Triple Exponential Average,TRIX)由Jack Hutson开发,作为超买/超卖市场条件的振荡器。它也可以用作动量指标。三次平滑用于去除周期小于TRIX周期的价格波动中的循环分量。
该区域被用作超买或超卖状态的指标(分别为正和负)。买入的信号是从下方越过零线,或“多头”背离;卖出的信号是指标从上方越过零线,或与价格的“空头”背离。该指标的显著特点是完美过滤了价格噪音,没有大多数移动平均线的典型滞后。
参数
指标有两个输入参数:
- 计算周期,默认- 14,
- 计算价格,默认– 收盘价。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorTRIX.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod= 14; /* Period */// input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // TRIX calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorTRIX.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod= 14; /* Period */// input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // TRIX calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 14 : InpPeriod<2 ? 2 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("TRIX(%lu)",period); ind_digits=Digits(); //--- Create indicator handle ResetLastError(); handle=iTriX(Symbol(),PERIOD_CURRENT,period,InpPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period=int(InpPeriod<1 ? 14 : InpPeriod<2 ? 2 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("TRIX(%lu)",period); ind_digits=Digits(); //--- Create indicator handle ResetLastError(); handle=iTriX(Symbol(),PERIOD_CURRENT,period,InpPrice); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,199,225); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,97); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,3,2,18,97); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); ENUM_LINE_STATE state=LineState(handle,index,0); //--- The label color changes depending on the value of the line above/below zero color clr=(value<0 ? clrRed : value>0 ? clrBlue : clrNONE); panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,90); //--- Display a description of the indicator line state relative to zero panel.DrawText("TRIX vs Zero", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); ENUM_LINE_STATE state_zero=LineStateRelative(handle,index,0,0); string state_zero_str= ( state_zero==LINE_STATE_ABOVE ? "TRIX > 0" : state_zero==LINE_STATE_UNDER ? "TRIX < 0" : state_zero==LINE_STATE_TOUCH_ABOVE || state_zero==LINE_STATE_TOUCH_BELOW ? "Touch" : LineStateDescription(state_zero) ); //--- The label color changes depending on the value of the line relative to the level clr=(state_zero==LINE_STATE_CROSS_UP ? clrBlue : state_zero==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); panel.DrawText(state_zero_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clr,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
线的状态及其与零的关系在仪表板上用颜色标记。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillatorTRIX.mq5”EA文件附在下面。
威廉姆斯百分比范围
威廉姆斯百分比范围(%R)(WPR)是一个动态技术指标,它决定市场是否超买/超卖。威廉姆斯百分比范围与随机振荡器非常相似。唯一的区别是%R具有倒置的标度,而随机振荡器具有内部平滑。
指标值在-80%-100%之间表示市场超卖。指标值在-0.%-20%之间表示市场超买。为了以这种倒置的方式显示指示器,可以在威廉姆斯百分比范围值之前放置一个减号(例如-30%)。进行分析时应忽略减号。
与所有超买/超卖指标一样,在进行交易之前,最好等待交易品种价格改变方向。例如,如果超买/超卖指标显示出超买状态,那么明智的做法是等待证券价格下跌后再出售证券。
威廉姆斯百分比范围指标的一个有趣现象是其预测基础证券价格反转的神奇能力。该指标几乎总是在证券价格达到峰值并下跌前几天形成峰值并下跌。同样,威廉姆斯百分比范围通常会产生一个低谷,并在证券价格上涨前几天出现。
参数
该指标有一个可配置的参数-计算周期,默认值为14。
为了确定指标信号,有必要考虑线在超买/超卖区域的位置。为了实现这一点,应将水平值添加到EA输入参数中。
用于在EA中使用指标的输入变量和全局变量:
//+------------------------------------------------------------------+ //| TestOscillatorWPR.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 14; /* Period */ input double InpOverbough= -20.0; /* Overbough level*/ input double InpOversold = -80.0; /* Oversold level */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // TRIX calculation period int ind_digits=0; // Number of decimal places in the indicator values double overbough=0; // Overbought level double oversold=0; // Oversold level string ind_title; // Indicator description
使用仪表板时,包括面板类文件,并且添加用于处理它的变量:
//+------------------------------------------------------------------+ //| TestOscillatorWPR.mq5 | //| Copyright 2023, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2023, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" //--- includes #include <Dashboard\Dashboard.mqh> //--- enums enum ENUM_LINE_STATE { LINE_STATE_NONE, // Undefined state LINE_STATE_UP, // Upward LINE_STATE_DOWN, // Downward LINE_STATE_TURN_UP, // Upward reversal LINE_STATE_TURN_DOWN, // Downward reversal LINE_STATE_STOP_UP, // Upward stop LINE_STATE_STOP_DOWN, // Downward stop LINE_STATE_ABOVE, // Above value LINE_STATE_UNDER, // Below value LINE_STATE_CROSS_UP, // Crossing value upwards LINE_STATE_CROSS_DOWN, // Crossing value downwards LINE_STATE_TOUCH_BELOW, // Touching value from below LINE_STATE_TOUCH_ABOVE, // Touch value from above LINE_STATE_EQUALS, // Equal to value }; //--- input parameters input uint InpPeriod = 14; /* Period */ input double InpOverbough= -20.0; /* Overbough level*/ input double InpOversold = -80.0; /* Oversold level */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // TRIX calculation period int ind_digits=0; // Number of decimal places in the indicator values double overbough=0; // Overbought level double oversold=0; // Oversold level string ind_title; // Indicator description //--- variables for the panel int mouse_bar_index; // Index of the bar the data is taken from CDashboard *panel=NULL; // Pointer to the panel object
初始化
初始化指标参数并创建其句柄的OnInit()处理函数:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 14 : InpPeriod); overbough=InpOverbough; oversold=(InpOversold>=overbough ? overbough-0.01 : InpOversold); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("%%R(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iWPR(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Successful initialization return(INIT_SUCCEEDED); }
使用仪表板时创建面板:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 14 : InpPeriod); overbough=InpOverbough; oversold=(InpOversold>=overbough ? overbough-0.01 : InpOversold); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("%%R(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iWPR(Symbol(),PERIOD_CURRENT,period); if(handle==INVALID_HANDLE) { PrintFormat("%s: Failed to create indicator handle %s. Error %ld",__FUNCTION__,ind_title,GetLastError()); return INIT_FAILED; } //--- Dashboard //--- Create the panel panel=new CDashboard(1,20,20,229,243); if(panel==NULL) { Print("Error. Failed to create panel object"); return INIT_FAILED; } //--- Set font parameters panel.SetFontParams("Calibri",9); //--- Display the panel with the "Symbol, Timeframe description" header text panel.View(Symbol()+", "+StringSubstr(EnumToString(Period()),7)); //--- Create a table with ID 0 to display bar data in it panel.CreateNewTable(0); //--- Draw a table with ID 0 on the panel background panel.DrawGrid(0,2,20,6,2,18,112); //--- Create a table with ID 1 to display indicator data in it panel.CreateNewTable(1); //--- Get the Y2 table coordinate with ID 0 and //--- set the Y1 coordinate for the table with ID 1 int y1=panel.TableY2(0)+22; //--- Draw a table with ID 1 on the panel background panel.DrawGrid(1,2,y1,4,2,18,112); //--- Display tabular data in the journal panel.GridPrint(0,2); panel.GridPrint(1,2); //--- Initialize the variable with the index of the mouse cursor bar mouse_bar_index=0; //--- Display the data of the current bar on the panel DrawData(mouse_bar_index,TimeCurrent()); //--- Successful initialization return(INIT_SUCCEEDED); }
析构
在 EA 的OnDeinit()处理函数中释放指标句柄:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); }
创建的仪表板对象在EA析构时被删除:
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- destroy timer EventKillTimer(); //--- Release handle of the indicator ResetLastError(); if(!IndicatorRelease(handle)) PrintFormat("%s: IndicatorRelease failed. Error %ld",__FUNCTION__,GetLastError()); //--- Clear all comments on the chart Comment(""); //--- If the panel object exists, delete it if(panel!=NULL) delete panel; }
读取数据
通过指标句柄获取数据的一般函数:
//+------------------------------------------------------------------+ //| Return the indicator data on the specified bar | //+------------------------------------------------------------------+ double IndicatorValue(const int ind_handle,const int index,const int buffer_num) { double array[1]={0}; ResetLastError(); if(CopyBuffer(ind_handle,buffer_num,index,1,array)!=1) { PrintFormat("%s: CopyBuffer failed. Error %ld",__FUNCTION__,GetLastError()); return EMPTY_VALUE; } return array[0]; } //+------------------------------------------------------------------+ //| Return the state of the indicator line | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineState(const int ind_handle,const int index,const int buffer_num) { //--- Get the values of the indicator line with the shift (0,1,2) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); const double value2=IndicatorValue(ind_handle,index+2,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE || value2==EMPTY_VALUE) return LINE_STATE_NONE; //--- Line upward reversal (value2>value1 && value0>value1) if(NormalizeDouble(value2-value1,ind_digits)>0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_TURN_UP; //--- Line upward direction (value2<=value1 && value0>value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)>0) return LINE_STATE_UP; //--- Line upward stop (value2<=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)<=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_UP; //--- Line downward reversal (value2<value1 && value0<value1) if(NormalizeDouble(value2-value1,ind_digits)<0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_TURN_DOWN; //--- Line downward direction (value2>=value1 && value0<value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)<0) return LINE_STATE_DOWN; //--- Line downward stop (value2>=value1 && value0==value1) else if(NormalizeDouble(value2-value1,ind_digits)>=0 && NormalizeDouble(value0-value1,ind_digits)==0) return LINE_STATE_STOP_DOWN; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the state of the line relative to the specified level | //+------------------------------------------------------------------+ ENUM_LINE_STATE LineStateRelative(const int ind_handle,const int index,const int buffer_num,const double level0,const double level1=EMPTY_VALUE) { //--- Get the values of the indicator line with the shift (0,1) relative to the passed index const double value0=IndicatorValue(ind_handle,index, buffer_num); const double value1=IndicatorValue(ind_handle,index+1,buffer_num); //--- If at least one of the values could not be obtained, return an undefined value if(value0==EMPTY_VALUE || value1==EMPTY_VALUE) return LINE_STATE_NONE; //--- Define the second level to compare double level=(level1==EMPTY_VALUE ? level0 : level1); //--- The line is below the level (value1<level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_UNDER; //--- The line is above the level (value1>level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_ABOVE; //--- The line crossed the level upwards (value1<=level && value0>level0) if(NormalizeDouble(value1-level,ind_digits)<=0 && NormalizeDouble(value0-level0,ind_digits)>0) return LINE_STATE_CROSS_UP; //--- The line crossed the level downwards (value1>=level && value0<level0) if(NormalizeDouble(value1-level,ind_digits)>=0 && NormalizeDouble(value0-level0,ind_digits)<0) return LINE_STATE_CROSS_DOWN; //--- The line touched the level from below (value1<level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)<0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- The line touched the level from above (value1>level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)>0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_TOUCH_BELOW; //--- Line is equal to the level value (value1==level0 && value0==level0) if(NormalizeDouble(value1-level,ind_digits)==0 && NormalizeDouble(value0-level0,ind_digits)==0) return LINE_STATE_EQUALS; //--- Undefined state return LINE_STATE_NONE; } //+------------------------------------------------------------------+ //| Return the indicator line state description | //+------------------------------------------------------------------+ string LineStateDescription(const ENUM_LINE_STATE state) { switch(state) { case LINE_STATE_UP : return "Up"; case LINE_STATE_STOP_UP : return "Stop Up"; case LINE_STATE_TURN_UP : return "Turn Up"; case LINE_STATE_DOWN : return "Down"; case LINE_STATE_STOP_DOWN : return "Stop Down"; case LINE_STATE_TURN_DOWN : return "Turn Down"; case LINE_STATE_ABOVE : return "Above level"; case LINE_STATE_UNDER : return "Under level"; case LINE_STATE_CROSS_UP : return "Crossing Up"; case LINE_STATE_CROSS_DOWN : return "Crossing Down"; case LINE_STATE_TOUCH_BELOW: return "Touch from Below"; case LINE_STATE_TOUCH_ABOVE: return "Touch from Above"; case LINE_STATE_EQUALS : return "Equals"; default : return "Unknown"; } }
使用仪表板时,数据会使用以下函数显示在面板上:
//+------------------------------------------------------------------+ //| Display data from the specified timeseries index to the panel | //+------------------------------------------------------------------+ void DrawData(const int index,const datetime time) { //--- Declare the variables to receive data in them MqlTick tick={0}; MqlRates rates[1]; //--- Exit if unable to get the current prices if(!SymbolInfoTick(Symbol(),tick)) return; //--- Exit if unable to get the bar data by the specified index if(CopyRates(Symbol(),PERIOD_CURRENT,index,1,rates)!=1) return; //--- Set font parameters for bar and indicator data headers int size=0; uint flags=0; uint angle=0; string name=panel.FontParams(size,flags,angle); panel.SetFontParams(name,9,FW_BOLD); panel.DrawText("Bar data ["+(string)index+"]",3,panel.TableY1(0)-16,clrMaroon,panel.Width()-6); panel.DrawText("Indicator data ["+(string)index+"]",3,panel.TableY1(1)-16,clrGreen,panel.Width()-6); //--- Set font parameters for bar and indicator data panel.SetFontParams(name,9); //--- Display the data of the specified bar in table 0 on the panel panel.DrawText("Date", panel.CellX(0,0,0)+2, panel.CellY(0,0,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_DATE), panel.CellX(0,0,1)+2, panel.CellY(0,0,1)+2,clrNONE,90); panel.DrawText("Time", panel.CellX(0,1,0)+2, panel.CellY(0,1,0)+2); panel.DrawText(TimeToString( rates[0].time,TIME_MINUTES), panel.CellX(0,1,1)+2, panel.CellY(0,1,1)+2,clrNONE,90); panel.DrawText("Open", panel.CellX(0,2,0)+2, panel.CellY(0,2,0)+2); panel.DrawText(DoubleToString(rates[0].open,Digits()), panel.CellX(0,2,1)+2, panel.CellY(0,2,1)+2,clrNONE,90); panel.DrawText("High", panel.CellX(0,3,0)+2, panel.CellY(0,3,0)+2); panel.DrawText(DoubleToString(rates[0].high,Digits()), panel.CellX(0,3,1)+2, panel.CellY(0,3,1)+2,clrNONE,90); panel.DrawText("Low", panel.CellX(0,4,0)+2, panel.CellY(0,4,0)+2); panel.DrawText(DoubleToString(rates[0].low,Digits()), panel.CellX(0,4,1)+2, panel.CellY(0,4,1)+2,clrNONE,90); panel.DrawText("Close", panel.CellX(0,5,0)+2, panel.CellY(0,5,0)+2); panel.DrawText(DoubleToString(rates[0].close,Digits()), panel.CellX(0,5,1)+2, panel.CellY(0,5,1)+2,clrNONE,90); //--- Display the indicator data from the specified bar on the panel in table 1 panel.DrawText(ind_title, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,0); string value_str=(value!=EMPTY_VALUE ? DoubleToString(value,ind_digits) : ""); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clrNONE,90); //--- Get the state of the line and the states relative to the levels ENUM_LINE_STATE state=LineState(handle,index,0); ENUM_LINE_STATE state_ovb=LineStateRelative(handle,index,0,overbough); ENUM_LINE_STATE state_ovs=LineStateRelative(handle,index,0,oversold); //--- Display a description of the indicator line state relative to the overbought level string ovb=StringFormat("%+.2f",overbough); panel.DrawText("Overbough", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); panel.DrawText(ovb, panel.CellX(1,2,0)+66, panel.CellY(1,2,0)+2); color clr=clrNONE; //--- The label color changes depending on the value of the line relative to the level clr= ( state_ovb==LINE_STATE_CROSS_DOWN || (state_ovb==LINE_STATE_ABOVE && state==LINE_STATE_TURN_DOWN) ? clrRed : clrNONE ); string ovb_str=(state_ovb==LINE_STATE_ABOVE ? "Inside the area" : LineStateDescription(state_ovb)); panel.DrawText(ovb_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clr,90); //--- Display a description of the indicator line state relative to the oversold level panel.DrawText("Oversold", panel.CellX(1,3,0)+2, panel.CellY(1,3,0)+2); string ovs=StringFormat("%+.2f",oversold); panel.DrawText(ovs, panel.CellX(1,3,0)+68, panel.CellY(1,3,0)+2); //--- The label color changes depending on the value of the line relative to the level clr= ( state_ovs==LINE_STATE_CROSS_UP || (state_ovs==LINE_STATE_UNDER && state==LINE_STATE_TURN_UP) ? clrBlue : clrNONE ); string ovs_str=(state_ovs==LINE_STATE_UNDER ? "Inside the area" : LineStateDescription(state_ovs)); panel.DrawText(ovs_str,panel.CellX(1,3,1)+2,panel.CellY(1,3,1)+2,clr,90); //--- Display a description of the indicator line state panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); //--- The label color changes depending on the location of the line in the overbought/oversold areas clr=(state_ovb==LINE_STATE_ABOVE ? clrOrangeRed : state_ovs==LINE_STATE_UNDER ? clrDodgerBlue : clrNONE); panel.DrawText(LineStateDescription(state),panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,90); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
指标线在超买和超卖区域的位置、指示信号和线状态在仪表板上用颜色标记。
此外,面板事件处理程序在OnChartEvent()EA事件处理函数中被调用,以及接收光标下的柱形索引的事件被处理:
//+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { //--- Handling the panel //--- Call the panel event handler panel.OnChartEvent(id,lparam,dparam,sparam); //--- If the cursor moves or a click is made on the chart if(id==CHARTEVENT_MOUSE_MOVE || id==CHARTEVENT_CLICK) { //--- Declare the variables to record time and price coordinates in them datetime time=0; double price=0; int wnd=0; //--- If the cursor coordinates are converted to date and time if(ChartXYToTimePrice(ChartID(),(int)lparam,(int)dparam,wnd,time,price)) { //--- write the bar index where the cursor is located to a global variable mouse_bar_index=iBarShift(Symbol(),PERIOD_CURRENT,time); //--- Display the bar data under the cursor on the panel DrawData(mouse_bar_index,time); } } //--- If we received a custom event, display the appropriate message in the journal if(id>CHARTEVENT_CUSTOM) { //--- Here we can implement handling a click on the close button on the panel PrintFormat("%s: Event id=%ld, object id (lparam): %lu, event message (sparam): %s",__FUNCTION__,id,lparam,sparam); } }
编译EA并在图表上启动后,我们可以监控面板上指标线的状态:
“TestOscillationWPR.mq5”EA文件附在下面。
结论
这篇文章探讨了将振荡指标连接到EA交易。使用仪表板,我们可以监控常见通用函数获得的指标值和信号。这里提出的所有代码都很容易转换为EA代码。它们可以使用“复制粘贴”按原样使用,也可以从下面所附的文件中下载以进行进一步的微调。
接下来,我们将以同样的方式探讨标准终端交付的剩余指标。
本文由MetaQuotes Ltd译自俄文
原文地址: https://www.mql5.com/ru/articles/13244


