为EA交易提供指标的现成模板(第3部分):趋势指标
目录
- 概述
- 自适应移动平均指标
- 平均方向性运动指标
- 平均方向性运动Wilder指标
- 布林带指标
- 双重指数移动平均指标
- 包络线指标
- 分形自适应移动平均指标
- 一目均衡指标
- 移动平均指标
- 抛物线转向指标
- 标准差指标
- 三重指数移动平均指标
- 可变指数动态平均指标
- 结论
概述
本文继续讨论在EA中使用指标的现成模板的主题。我们已经探讨了将振荡指标和交易量和比尔威廉姆斯指标连接到EA的模板。
在这里,我们将研究将趋势指标连接到EA交易。与前几篇文章一样,我们将在本系列的第一篇文章中创建的仪表板上显示从指标接收的数据。
这篇文章在介绍方面与之前的文章没有任何不同——每个趋势指标的简要背景概述,以及在EA中连接和使用指标的简明代码。
本文将提供现成的模板,用于每个指标的自定义程序:
- 输入参数和全局变量。
- 初始化变量并创建指标句柄。
- 去初始化。
- 在EA交易中从指标接收数据。
- 在仪表板上显示获取的数据的示例。
文章允许通过复制粘贴使用代码。
自适应移动平均指标
自适应移动平均指标 (Adaptive Moving Average,AMA) 技术指标用于构造对价格序列噪声具有低灵敏度的移动平均,并且其特征在于趋势检测的最小滞后。这一指标是由Perry Kaufman在其著作《更聪明的交易》中开发和描述的。
不同的价格序列平滑算法的缺点之一是,意外的价格跳跃会导致虚假趋势信号的出现。另一方面,平滑导致关于趋势停止或变化的信号不可避免地滞后。开发这一指标就是为了消除这两个缺点。
参数
iAMA() 函数用于创建指标的句柄:
返回自适应移动平均指标的句柄。只有一个缓冲区。
int iAMA( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int ama_period, // AMA period int fast_ma_period, // fast Moving Average period int slow_ma_period, // slow Moving Average period int ama_shift, // horizontal shift of the indicator ENUM_APPLIED_PRICE applied_price // price type or handle );
symbol
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
ama_period
[in] 效率计算周期数。
fast_ma_period
[in] 市场快速波动时计算平滑率的快速周期数。
slow_ma_period
[in] 没有趋势时计算平滑率的慢速周期数。
ama_shift
[in] 指标相对于价格图表的偏移。
applied_price
[in] 应用的价格,可以是 ENUM_APPLIED_PRICE 价格常数中的任一个或者是另一个指标的句柄。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendAMA.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 = 9; /* Period */ input uint InpPeriodFast = 2; /* Fast EMA Period*/ input uint InpPeriodSlow = 30; /* Slow EMA Period*/ input int InpShift = 0; /* AMA Shift */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // AMA calculation period int period_fast=0; // Fast EMA calculation period int period_slow=0; // Slow EMA calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
创建 ENUM_LINE_STATE 枚举是为了简化获取指标线的状态,即其相对于另一个指标或任何级别的线的形状和位置。
在振荡指标文章中的ATR指标参数部分可以查找有关枚举的更多信息。
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendAMA.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 = 9; /* Period */ input uint InpPeriodFast = 2; /* Fast EMA Period*/ input uint InpPeriodSlow = 30; /* Slow EMA Period*/ input int InpShift = 0; /* AMA Shift */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // AMA calculation period int period_fast=0; // Fast EMA calculation period int period_slow=0; // Slow EMA 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 9 : InpPeriod); period_fast=int(InpPeriodFast<1 ? 2 : InpPeriodFast); period_slow=int(InpPeriodSlow<1 ? 30 : InpPeriodSlow); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("AMA(%lu,%lu,%lu)",period,period_fast,period_slow); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iAMA(Symbol(),PERIOD_CURRENT,period,period_fast,period_slow,InpShift,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); }
如果EA涉及使用仪表板,我们应该创建它:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 9 : InpPeriod); period_fast=int(InpPeriodFast<1 ? 2 : InpPeriodFast); period_slow=int(InpPeriodSlow<1 ? 30 : InpPeriodSlow); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("AMA(%lu,%lu,%lu)",period,period_fast,period_slow); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iAMA(Symbol(),PERIOD_CURRENT,period,period_fast,period_slow,InpShift,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(1,20,20,197,225); 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(0,2,20,6,2,18,96); //--- 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,y1,3,2,18,96); //--- 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
下面提供了通过指标句柄获取数据的一般函数,在关于将振荡指标连接到EA的文章中,已经对这些函数进行了回顾。所提供的函数可以在自定义程序中“按原样”使用:
//+------------------------------------------------------------------+ //| 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 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,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendAMA.mq5测试EA。
平均方向性运动指标
平均方向性运动指标(Average Directional Movement Index,ADX)有助于确定是否存在价格趋势。它是由Welles Wilder在其著作《技术交易系统中的新概念》中详细开发和描述的。
基于方向运动系统的最简单的交易方法意味着两个方向指标的比较:14期+DI和14期-DI。要做到这一点,要么将指标图表一个放在另一个上面,要么从-DI中减去+DI。W.Wilder建议在+DI高于-DI时买入,在+DI低于-DI时卖出。
对于这些简单的交易规则,Wells Wilder 补充了“极值点规则”。它用于消除虚假信号并减少交易数量。根据极值点原理,“极值点”是+DI和-DI相交的点。如果+DI的涨幅高于-DI,这一点将是他们交叉时当天的最高价格。如果+DI低于-DI,那么这一点将是他们当天的最低价格。
然后使用极值点作为市场进入水平。因此,在买入信号(+DI高于-DI)之后,必须等到价格超过极值点,然后才买入。然而,如果价格未能超过极值点的水平,则应保留空头头寸。
参数
iADX() 函数用于创建指标的句柄:
返回平均方向性运动指标的句柄。
int iADX( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int adx_period // averaging period );
symbol
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
adx_period
[in] 指标计算周期数。
缓冲区索引:0 — MAIN_LINE, 1 — PLUSDI_LINE, 2 — MINUSDI_LINE。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendADX.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 */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // ADX calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendADX.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 */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // ADX 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("ADX(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iADX(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,我们应该创建它:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("ADX(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iADX(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(1,20,20,197,243); 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(0,2,20,6,2,18,96); //--- 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,y1,4,2,18,96); //--- 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 ADX line 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,MAIN_LINE); 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 +DI line data from the specified bar on the panel in table 1 panel.DrawText("+DI", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); double value_dip=IndicatorValue(handle,index,PLUSDI_LINE); string value_dip_str=(value_dip!=EMPTY_VALUE ? DoubleToString(value_dip,ind_digits) : ""); panel.DrawText(value_dip_str,panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clrNONE,100); //--- Display the -DI line data from the specified bar on the panel in table 1 panel.DrawText("-DI", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); double value_dim=IndicatorValue(handle,index,MINUSDI_LINE); string value_dim_str=(value_dim!=EMPTY_VALUE ? DoubleToString(value_dim,ind_digits) : ""); panel.DrawText(value_dim_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clrNONE,100); //--- Display a description of +DI and -DI lines ratio panel.DrawText("+DI vs -DI", panel.CellX(1,3,0)+2, panel.CellY(1,3,0)+2); ENUM_LINE_STATE state=LineStateRelative(handle,index,1,value_dim,IndicatorValue(handle,index+1,2)); string state_di_str=LineStateDescription(state); color clr=clrNONE; if(state==LINE_STATE_ABOVE) { state_di_str="+DI > -DI"; clr=clrGreen; } if(state==LINE_STATE_CROSS_UP) clr=clrGreen; if(state==LINE_STATE_UNDER) { state_di_str="+DI < -DI"; clr=clrRed; } if(state==LINE_STATE_CROSS_DOWN) clr=clrRed; panel.DrawText(state_di_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()); }
除了这些指标线外,面板还显示+DI和-DI线之间关系的描述,这两条线本质上是指标的信号线。
此外,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendADX.mq5测试EA。
平均方向性运动Wilder指标
平均方向性运动Wilder指标(Average Directional Movement Index Wilder,ADX Wilder)有助于判断是否有价格趋势。该技术指标与Welles Wilder在其著作《技术交易系统中的新概念》中描述的算法严格对应。
该指标的交易规则在平均方向性运动指标部分中进行了描述。
参数
iADXWilder() 函数用于创建指标的句柄:
返回平均方向性运动 Wilder 指标的句柄。 int iADXWilder( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int adx_period // averaging period );
symbol
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
adx_period
[in] 指标计算周期数。
缓冲区索引:0 — MAIN_LINE, 1 — PLUSDI_LINE, 2 — MINUSDI_LINE。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendADXWilder.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 */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // ADX Wilder calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendADXWilder.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 */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // ADX Wilder 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("ADX Wilder(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iADXWilder(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,我们应该创建它:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("ADX Wilder(%lu)",period); ind_digits=2; //--- Create indicator handle ResetLastError(); handle=iADXWilder(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(1,20,20,197,243); 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(0,2,20,6,2,18,96); //--- 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,y1,4,2,18,96); //--- 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 ADX line 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,MAIN_LINE); 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 +DI line data from the specified bar on the panel in table 1 panel.DrawText("+DI", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); double value_dip=IndicatorValue(handle,index,PLUSDI_LINE); string value_dip_str=(value_dip!=EMPTY_VALUE ? DoubleToString(value_dip,ind_digits) : ""); panel.DrawText(value_dip_str,panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clrNONE,100); //--- Display the -DI line data from the specified bar on the panel in table 1 panel.DrawText("-DI", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); double value_dim=IndicatorValue(handle,index,MINUSDI_LINE); string value_dim_str=(value_dim!=EMPTY_VALUE ? DoubleToString(value_dim,ind_digits) : ""); panel.DrawText(value_dim_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clrNONE,100); //--- Display a description of +DI and -DI lines ratio panel.DrawText("+DI vs -DI", panel.CellX(1,3,0)+2, panel.CellY(1,3,0)+2); ENUM_LINE_STATE state=LineStateRelative(handle,index,1,value_dim,IndicatorValue(handle,index+1,2)); string state_di_str=LineStateDescription(state); color clr=clrNONE; if(state==LINE_STATE_ABOVE) { state_di_str="+DI > -DI"; clr=clrGreen; } if(state==LINE_STATE_CROSS_UP) clr=clrGreen; if(state==LINE_STATE_UNDER) { state_di_str="+DI < -DI"; clr=clrRed; } if(state==LINE_STATE_CROSS_DOWN) clr=clrRed; panel.DrawText(state_di_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()); }
面板显示指标线的数据以及+DI和-DI线路之间关系的描述,它们本质上是指标的信号线。
此外,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendADXWilder.mq5测试EA。
布林带指标
布林带指标(Bollinger Bands,BB)类似于包络线指标。唯一的区别是,包络带与移动平均线相距固定距离(%)绘制,而布林带与移动平均线相距一定数量的标准差绘制。标准差是衡量波动性的指标,因此布林带会根据市场情况进行调整。当市场变得更加动荡时,波动幅度会扩大,在波动较小的时期会收缩。
布林带通常绘制在价格图上,但也可以添加到指标图中。就像包络的情况一样,对布林带的解释是基于这样一个事实,即价格往往保持在带的顶部和底部之间。布林带指标的一个显著特征是其宽度因价格波动而可变。在价格发生重大变化(即高波动)的时期,区间会扩大,为价格的波动留下很大的空间。在停滞期或低波动期,波段收缩,将价格保持在其极限范围内。
以下特征是布林带特有的:
- 由于波动性的降低,价格的突然变化往往发生在波段收缩之后;
- 如果价格突破上限,那么当前趋势有望延续;
- 如果带外的峰和凹陷之后是带内的峰和空洞,则可能出现趋势的逆转;
- 从波段的一条线开始的价格波动通常会到达另一条线。
最后一个观察结果有助于预测价格指南。
参数
iBands() 函数用于创建指标的句柄:
返回布林带指标的句柄。
int iBands( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int bands_period, // central line calculation period int bands_shift, // horizontal shift of the indicator double deviation, // number of standard deviations ENUM_APPLIED_PRICE applied_price // price type or handle );
symbol
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
bands_period
[in] 指标主线的平均周期。
bands_shift
[in] 指标相对于价格图表的偏移。
deviation
[in] 从主线的偏离。
applied_price
[in] 应用的价格,可以是 ENUM_APPLIED_PRICE 价格常数中的任一个或者是另一个指标的句柄。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
缓冲区索引:0 — BASE_LINE, 1 — UPPER_BAND, 2 — LOWER_BAND
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendBands.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 = 20; /* Period */ input double InpDeviation= 2.0; /* Deviation */ input int InpShift = 0; /* Shift */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Bollinger Bands calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendBands.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 = 20; /* Period */ input double InpDeviation= 2.0; /* Deviation */ input int InpShift = 0; /* Shift */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Bollinger Bands 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 20 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Bands(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iBands(Symbol(),PERIOD_CURRENT,period,InpShift,InpDeviation,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); }
如果EA涉及使用仪表板,我们应该创建它:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 20 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Bands(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iBands(Symbol(),PERIOD_CURRENT,period,InpShift,InpDeviation,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(1,20,20,225,243); 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(0,2,20,6,2,18,110); //--- 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,y1,4,2,18,110); //--- 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 Bands Upper line data from the specified bar on the panel in table 1 panel.DrawText(ind_title+" Upper", panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,UPPER_BAND); 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 Bands Lower line data from the specified bar on the panel in table 1 panel.DrawText(ind_title+" Lower", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); double value_dip=IndicatorValue(handle,index,LOWER_BAND); string value_dip_str=(value_dip!=EMPTY_VALUE ? DoubleToString(value_dip,ind_digits) : ""); panel.DrawText(value_dip_str,panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clrNONE,100); //--- Display the Bands Middle line data from the specified bar on the panel in table 1 panel.DrawText(ind_title+" Middle", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); double value_dim=IndicatorValue(handle,index,BASE_LINE); string value_dim_str=(value_dim!=EMPTY_VALUE ? DoubleToString(value_dim,ind_digits) : ""); panel.DrawText(value_dim_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clrNONE,100); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
此外,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendBands.mq5测试EA。
双重指数移动平均指标
双重指数移动平均(Double Exponential Moving Average,DEMA)由Patrick Mulloy开发,并于1994年2月发表在《股票与商品技术分析》杂志上。它用于平滑价格序列,并直接应用于金融证券的价格图。此外,它还可以用于平滑其他指标的值。
该指标的优势在于,它消除了锯齿形价格走势中的错误信号,并允许在强劲趋势下保护仓位。
参数
iDEMA() 函数用于创建指标的句柄:
返回双重指数移动平均指标的句柄。只有一个缓冲区。
int iDEMA( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int ma_period, // averaging period int ma_shift, // horizontal shift of the indicator ENUM_APPLIED_PRICE applied_price // price type or handle );
symbol
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
ma_period
[in] 指标计算的周期(柱数)。
ma_shift
[in] 指标相对于价格图表的偏移。
applied_price
[in] 应用的价格,可以是 ENUM_APPLIED_PRICE 价格常数中的任一个或者是另一个指标的句柄。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendDEMA.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 int InpShift = 0; /* DEMA Shift */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // DEMA calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendDEMA.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 int InpShift = 0; /* DEMA Shift */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // DEMA 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("DEMA(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iDEMA(Symbol(),PERIOD_CURRENT,period,InpShift,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); }
如果EA涉及使用仪表板,我们应该创建它:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("DEMA(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iDEMA(Symbol(),PERIOD_CURRENT,period,InpShift,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(1,20,20,197,225); 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(0,2,20,6,2,18,96); //--- 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,y1,3,2,18,96); //--- 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 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,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendDEMA.mq5测试EA
包络线指标
包络线技术指标(Envelopes)由两条移动平均线组成,其中一条在上方移动,另一条在下方移动。波段边际转移的最佳相对数量的选择是由市场波动性决定的:后者越高,转移越强。
信封定义了价格范围的上限和下限。当价格达到波段的上边缘时,就会出现卖出信号;当价格达到较低幅度时,就会出现买入信号。
信封背后的逻辑是,过度热情的买家和卖家将价格推到了极端(即上下限),在这一点上,价格往往会稳定下来,达到更现实的水平。 这与布林带(BB)的解释类似。
参数
iEnvelopes() 函数用于创建指标句柄:
返回包络线指标的句柄。
int iEnvelopes( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int ma_period, // central line calculation period int ma_shift, // horizontal shift of the indicator ENUM_MA_METHOD ma_method, // smoothing type ENUM_APPLIED_PRICE applied_price, // price type or handle double deviation // deviation of channel borders from the central line );
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
ma_period
[in] 指标主线的平均周期。
ma_shift
[in] 指标相对于价格图表的偏移。
ma_method
[in] 平均方法,可以是 ENUM_MA_METHOD 枚举值中的任意一个。
applied_price
[in] 应用的价格,可以是 ENUM_APPLIED_PRICE 价格常数中的任一个或者是另一个指标的句柄。
deviation
[in] 与主线的偏差百分比。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
缓冲区索引:0 — UPPER_LINE, 1 — LOWER_LINE。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendEnvelopes.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 InpDeviation= 0.1; /* Deviation */ input int InpShift = 0; /* Shift */ input ENUM_MA_METHOD InpMethod = MODE_SMA; /* Method */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Envelopes calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendEnvelopes.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 InpDeviation= 0.1; /* Deviation */ input int InpShift = 0; /* Shift */ input ENUM_MA_METHOD InpMethod = MODE_SMA; /* Method */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Envelopes 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Envelopes(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iEnvelopes(Symbol(),PERIOD_CURRENT,period,InpShift,InpMethod,InpPrice,InpDeviation); 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,我们应该创建它:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Envelopes(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iEnvelopes(Symbol(),PERIOD_CURRENT,period,InpShift,InpMethod,InpPrice,InpDeviation); 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(1,20,20,257,225); 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(0,2,20,6,2,18,126); //--- 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,y1,3,2,18,126); //--- 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 Envelopes Upper line data from the specified bar on the panel in table 1 panel.DrawText(ind_title+" Upper", panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); double value=IndicatorValue(handle,index,UPPER_LINE); 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 Envelopes Lower line data from the specified bar on the panel in table 1 panel.DrawText(ind_title+" Lower", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); double value_dip=IndicatorValue(handle,index,LOWER_LINE); string value_dip_str=(value_dip!=EMPTY_VALUE ? DoubleToString(value_dip,ind_digits) : ""); panel.DrawText(value_dip_str,panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clrNONE,100); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
此外,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendEnvelopes.mq5测试EA。
分形自适应移动平均指标
分形自适应移动平均指标(Fractal Adaptive Moving Average ,FRAMA)是由 John Ehlers 开发的。该指标建立在指数移动平均算法的基础上,其中平滑因子是基于价格区间的当前分形维数计算的。FRAMA指标跟随强劲的趋势波动,在价格整合期间显著放缓。
用于处理移动平均值的所有类型的分析也可以应用于该指标。
参数
iFrAMA() 函数用于创建指标句柄:
返回分形自适应移动平均指标的句柄。只有一个缓冲区。
int iFrAMA( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int ma_period, // averaging period int ma_shift, // horizontal shift of the indicator ENUM_APPLIED_PRICE applied_price // price type or handle );
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
ma_period
[in] 指标计算的周期(柱数)。
ma_shift
[in] 指标相对于价格图表的偏移。
applied_price
[in] 应用的价格,可以是 ENUM_APPLIED_PRICE 价格常数中的任一个或者是另一个指标的句柄。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendFRAMA.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 int InpShift = 0; /* FRAMA Shift */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // FRAMA calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendFRAMA.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 int InpShift = 0; /* FRAMA Shift */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // FRAMA 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("FRAMA(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iFrAMA(Symbol(),PERIOD_CURRENT,period,InpShift,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); }
如果EA涉及使用仪表板,我们应该创建它:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("FRAMA(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iFrAMA(Symbol(),PERIOD_CURRENT,period,InpShift,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(1,20,20,197,225); 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(0,2,20,6,2,18,96); //--- 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,y1,3,2,18,96); //--- 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 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,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendFRAMA.mq5测试EA。
一目均衡指标
一目均衡技术指标(Ichimoku Kinko Hyo)是预先定义的,用于表征市场趋势、支撑和阻力水平,并产生买入和卖出信号。此指标在周图和日图中效果最好。
在定义参数的维度时,使用四个不同长度的时间间隔。构成该指标的各条线的值基于以下间隔:
- Tenkan sen表示第一个时间间隔内的平均价格值,定义为该时间内的最大值和最小值之和,除以二;
- Kijun-sen显示了第二个时间间隔内的平均价格值;
- Senkou Span A示出了向前移动了第二时间间隔的值的前两条线之间的距离的中间;
- Senkou Span B显示了在第三时间间隔期间向前移动第二时间间隔的值的平均价格值。
Chikou Span 显示当前蜡烛的收盘价向后移动了第二个时间间隔的值。Senkou 线之间的距离用另一种颜色孵化,称为“云”。如果价格在这些线之间,则市场应被视为非趋势,然后云边际形成支撑和阻力水平。
- 如果价格在云之上,其上方的线形成第一支撑位,第二条线形成第二支撑位;
- 如果价格低于云线,则较低的线形成第一阻力位,较高的线形成第二阻力位;
- 如果Chikou Span线在自下而上的方向上穿过价格图,这是买入的信号。如果Chikou Span线以自上而下的方向穿过价格图,这是卖出的信号。
Kijun-sen被用作市场运动的指标。如果价格高于这一指标,价格可能会继续上涨。当价格越过这条线时,可能会有进一步的趋势变化。Kijun-sen的另一种使用方式是发出信号。当Tenkan sen线自下而上穿过Kijun sen时,就会产生买入信号。自上而下的方向是卖出的信号。Tenkan sen被用作市场趋势的指标。如果这条线向上或向下,则趋势存在。当它横向移动时,意味着市场已经进入通道。
参数
iIchimoku() 函数用于创建指标句柄:
返回一目均衡指标的句柄。
int iIchimoku( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int tenkan_sen, // Tenkan-sen period int kijun_sen, // Kijun-sen period int senkou_span_b // Senkou Span B period );
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
tenkan_sen
[in] Tenkan Sen 平均周期数。
kijun_sen
[in] Kijun Sen 平均周期数。
senkou_span_b
[in] Senkou Span B 平均周期数。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
缓冲区索引: 0 — TENKANSEN_LINE, 1 — KIJUNSEN_LINE, 2 — SENKOUSPANA_LINE, 3 — SENKOUSPANB_LINE, 4 — CHIKOUSPAN_LINE.
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendIchimoku.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 InpPeriodTenkan= 9; /* Tenkan-sen */ input uint InpPeriodKijun = 26; /* Kijun-sen */ input uint InpPeriodSpanB = 52; /* Senkou Span B */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_tenkan=0; // Tenkan-sen line calculation period int period_kijun=0; // Kijun-sen line calculation period int period_spanb=0; // Senkou Span B line calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendIchimoku.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 InpPeriodTenkan= 9; /* Tenkan-sen */ input uint InpPeriodKijun = 26; /* Kijun-sen */ input uint InpPeriodSpanB = 52; /* Senkou Span B */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_tenkan=0; // Tenkan-sen line calculation period int period_kijun=0; // Kijun-sen line calculation period int period_spanb=0; // Senkou Span B 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period_tenkan=int(InpPeriodTenkan<1 ? 9 : InpPeriodTenkan); period_kijun=int(InpPeriodKijun<1 ? 26 : InpPeriodKijun); period_spanb=int(InpPeriodSpanB<1 ? 52 : InpPeriodSpanB); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Ichimoku Kinko Hyo (%lu,%lu,%lu)",period_tenkan,period_kijun,period_spanb); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iIchimoku(Symbol(),PERIOD_CURRENT,period_tenkan,period_kijun,period_spanb); 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,我们应该创建它:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period if necessary period_tenkan=int(InpPeriodTenkan<1 ? 9 : InpPeriodTenkan); period_kijun=int(InpPeriodKijun<1 ? 26 : InpPeriodKijun); period_spanb=int(InpPeriodSpanB<1 ? 52 : InpPeriodSpanB); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("Ichimoku Kinko Hyo (%lu,%lu,%lu)",period_tenkan,period_kijun,period_spanb); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iIchimoku(Symbol(),PERIOD_CURRENT,period_tenkan,period_kijun,period_spanb); 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); //--- Get the indicator buffers data double tenkan=IndicatorValue(handle,index,TENKANSEN_LINE); // Tenkan Sen line double kijun =IndicatorValue(handle,index,KIJUNSEN_LINE); // Kijun Sen line double spana =IndicatorValue(handle,index,SENKOUSPANA_LINE); // Senkou Span A line double spanb =IndicatorValue(handle,index,SENKOUSPANB_LINE); // Senkou Span B line double chikou=IndicatorValue(handle,index,CHIKOUSPAN_LINE); // Chikou Span line color clr=clrNONE; //--- Display the Tenkan Sen line data from the specified bar on the panel in table 1 string tenkan_str=StringFormat("Tenkan-sen(%lu)",period_tenkan); panel.DrawText(tenkan_str, panel.CellX(1,0,0)+2, panel.CellY(1,0,0)+2); string value_str=(tenkan!=EMPTY_VALUE ? DoubleToString(tenkan,ind_digits) : " "); ENUM_LINE_STATE state_tenkan=LineStateRelative(handle,index,TENKANSEN_LINE,kijun,IndicatorValue(handle,index+1,KIJUNSEN_LINE)); clr=(state_tenkan==LINE_STATE_CROSS_UP ? clrBlue : state_tenkan==LINE_STATE_CROSS_DOWN ? clrRed : clrNONE); panel.DrawText(value_str,panel.CellX(1,0,1)+2,panel.CellY(1,0,1)+2,clr,100); //--- Display the Kijun Sen line data from the specified bar on the panel in table 1 string kijun_str=StringFormat("Kijun-sen(%lu)",period_kijun); panel.DrawText(kijun_str, panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); value_str=(kijun!=EMPTY_VALUE ? DoubleToString(kijun,ind_digits) : " "); ENUM_LINE_STATE state_kijun=LineState(handle,index,KIJUNSEN_LINE); clr= ( state_kijun==LINE_STATE_UP || state_kijun==LINE_STATE_TURN_UP ? clrBlue : state_kijun==LINE_STATE_DOWN || state_kijun==LINE_STATE_TURN_DOWN ? clrRed : clrNONE ); panel.DrawText(value_str,panel.CellX(1,1,1)+2,panel.CellY(1,1,1)+2,clr,100); //--- Display the Senkou Span A line data from the specified bar on the panel in table 1 panel.DrawText("Senkou Span A", panel.CellX(1,2,0)+2, panel.CellY(1,2,0)+2); value_str=(spana!=EMPTY_VALUE ? DoubleToString(spana,ind_digits) : " "); panel.DrawText(value_str,panel.CellX(1,2,1)+2,panel.CellY(1,2,1)+2,clrNONE,100); //--- Display the Senkou Span B line data from the specified bar on the panel in table 1 string spanb_str=StringFormat("Senkou Span B(%lu)",period_spanb); panel.DrawText(spanb_str, panel.CellX(1,3,0)+2, panel.CellY(1,3,0)+2); value_str=(spanb!=EMPTY_VALUE ? DoubleToString(spanb,ind_digits) : " "); panel.DrawText(value_str,panel.CellX(1,3,1)+2,panel.CellY(1,3,1)+2,clrNONE,100); //--- Display the Chikou Span line data from the specified bar on the panel in table 1 panel.DrawText("Chikou Span", panel.CellX(1,4,0)+2, panel.CellY(1,4,0)+2); value_str=(chikou!=EMPTY_VALUE ? DoubleToString(chikou,ind_digits) : " "); panel.DrawText(value_str,panel.CellX(1,4,1)+2,panel.CellY(1,4,1)+2,clrNONE,100); //--- Redraw the chart to immediately display all changes on the panel ChartRedraw(ChartID()); }
Tenkan sen和Kijun sen线值的颜色取决于它们的相对位置和方向。
此外,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendIchimoku.mq5测试EA。
移动平均指标
移动平均指标(Moving Average,MA)显示一段时间内的平均资产价格值。当计算移动平均线时,会将这段时间内的资产价格取平均值。随着价格的变化,其移动平均线要么增加,要么减少。
有四种不同类型的移动平均线:简单(也称为算术)、指数、平滑和加权。移动平均线可以针对任何顺序数据集进行计算,包括开盘价和收盘价、最高价格和最低价格、交易量或任何其他指标。当使用双移动平均线时,通常会出现这种情况。
不同类型的移动平均值之间唯一存在显著差异的是,分配给最新数据的权重系数不同。在(简单移动平均)的情况下,所讨论时间段的所有价格的权重相等。指数移动平均和线性加权移动平均为最新价格分配更多权重。
解释价格移动平均线最常见的方法是将其动态与价格走势进行比较。当资产价格上升到其移动平均线以上时,就会出现买入信号,如果价格下降到移动平均线以下,我们就会看到卖出信号。
这种基于移动平均线的交易系统并不是为了在最低点提供进入市场的权利,而是在最高峰提供退出市场的权利。它允许按照以下趋势行事:在价格触底后不久买入,在价格达到峰值后不久卖出。
移动平均线也可以应用于指标。这就是指标移动平均线的解释与价格移动平均线类似的地方:如果指标上升到其移动平均线之上,这意味着上升的指标运动可能会继续:如果指标下降到其移动均线之下,意味着它可能会继续下降。
以下是图表上移动平均线的类型:
- 简单移动平均线(SMA)
- 指数移动平均线(EMA)
- 平滑移动平均线(SMMA)
- 线性加权移动平均线(LWMA)
参数
iMA() 函数用于创建指标句柄:
返回移动平均指标的句柄。只有一个缓冲区。 int iMA( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int ma_period, // averaging period int ma_shift, // horizontal shift of the indicator ENUM_MA_METHOD ma_method, // smoothing type ENUM_APPLIED_PRICE applied_price // price type or handle );
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
ma_period
[in] 用于计算移动平均线的平均周期数。
ma_shift
[in] 指标相对于价格图表的偏移。
ma_method
[in] 平均方法,可以是 ENUM_MA_METHOD 枚举中的任意值。
applied_price
[in] 应用的价格,可以是 ENUM_APPLIED_PRICE 价格常数中的任一个或者是另一个指标的句柄。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendMA.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 */ input int InpShift = 0; /* MA Shift */ input ENUM_MA_METHOD InpMethod= MODE_SMA; /* Method */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // MA calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendMA.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 */ input int InpShift = 0; /* MA Shift */ input ENUM_MA_METHOD InpMethod= MODE_SMA; /* Method */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // MA 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 10 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("MA(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iMA(Symbol(),PERIOD_CURRENT,period,InpShift,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); }
如果EA涉及使用仪表板,我们应该创建它:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 10 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("MA(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iMA(Symbol(),PERIOD_CURRENT,period,InpShift,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(1,20,20,197,225); 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(0,2,20,6,2,18,96); //--- 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,y1,3,2,18,96); //--- 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 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()); }
面板显示指标值及其线的状态。
此外,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendMA.mq5测试EA。
抛物线转向指标
抛物线转向指标(Parabolic SAR)是为分析市场趋势而开发的。指标是在价格图表上构建的。该指标类似于移动平均值,唯一的区别是抛物线SAR以更高的加速度移动,并可能改变其在价格方面的位置。该指标低于看涨市场上的价格(上升趋势),当市场看跌(下降趋势)时,它高于价格。
如果价格越过抛物线SAR线,指标会翻转,其进一步的值位于价格的另一边。当这种指标发生转向时,前一时期的最高或最低价格将作为起点。当指标转向时,它会发出趋势结束(修正阶段或平坦)或转弯的信号。
抛物线SAR是提供出场点的杰出指标。当价格下跌到SAR线以下时,应关闭多头头寸,当价格上涨到SAR线以上时,应封闭空头头寸。也就是说,有必要跟踪抛物线SAR的方向,并仅打开与抛物线SAR在同一方向上的仓位。指示器经常被用作跟踪止损线。
如果多头头寸是开启的(即价格高于SAR线),无论价格走向如何,抛物线SAR线都会上升。抛物线SAR线的移动量取决于价格移动的值。
参数
iSAR() 函数用于创建指标的句柄:
返回抛物线停止转向系统指标的句柄。只有一个缓冲区。
int iSAR( string symbol, // symbol name ENUM_TIMEFRAMES period, // period double step, // price change step — acceleration factor double maximum // maximum step );
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
step
[in] 价格变化步长,通常为0.02。
maximum
[in] 最大步长,通常为0.2。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendSAR.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 double InpStep = 0.02; /* Step */ input double InpMax = 0.2; /* Maximum */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // MA calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendSAR.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 double InpStep = 0.02; /* Step */ input double InpMax = 0.2; /* Maximum */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // MA 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set the indicator name and the number of decimal places ind_title=StringFormat("SAR(%.2f,%.2f)",InpStep,InpMax); ind_digits=Digits(); //--- Create indicator handle ResetLastError(); handle=iSAR(Symbol(),PERIOD_CURRENT,InpStep,InpMax); 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,我们应该创建它:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set the indicator name and the number of decimal places ind_title=StringFormat("SAR(%.2f,%.2f)",InpStep,InpMax); ind_digits=Digits(); //--- Create indicator handle ResetLastError(); handle=iSAR(Symbol(),PERIOD_CURRENT,InpStep,InpMax); 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(1,20,20,197,225); 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(0,2,20,6,2,18,96); //--- 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,y1,3,2,18,96); //--- 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 header of the indicator line state description panel.DrawText("Line state", panel.CellX(1,1,0)+2, panel.CellY(1,1,0)+2); //--- Save Close value on 'index' bar to the variable double close0=rates[0].close; //--- If failed to get bar data by index+1, leave if(CopyRates(Symbol(),PERIOD_CURRENT,index+1,1,rates)!=1) return; //--- Save Close value on 'index+1' bar to the variable and get the indicator value on 'index+1' bar double close1=rates[0].close; double value1=IndicatorValue(handle,index+1,0); //--- Get and adjust the state of the indicator line ENUM_LINE_STATE state=LineState(handle,index,0); if(value<close0 && value1>close1) state=LINE_STATE_TURN_UP; if(state==LINE_STATE_STOP_DOWN) state=LINE_STATE_UP; if(value>close0 && value1<close1) state=LINE_STATE_TURN_DOWN; if(state==LINE_STATE_STOP_UP) state=LINE_STATE_DOWN; //--- Display a description of the indicator line state 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,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendSAR.mq5测试EA。
标准差指标
标准差指标(Standard Deviation,StdDev)衡量市场波动性。该指标描述了相对于移动平均线的价格波动范围。因此,如果这一指标的值很高,市场就会波动,柱的价格相对于移动平均线相当分散。如果指标值较低,则市场波动性较低,柱的价格相当接近移动平均线。
通常,这一指标被用作其他指标的组成部分。例如,当计算布林带®时,符号的标准偏差值会添加到其移动平均值中。
市场动态由平稳期和高活动期的交替表示,因此该指标的方法很简单:
- 如果它的值太低,即市场绝对不活跃,那么预期很快就会飙升是有道理的;
- 否则,如果它非常高,很可能意味着活动将很快下降。
参数
iStdDev() 函数用于创建指标的句柄:
返回标准差指标的句柄。只有一个缓冲区。
int iStdDev( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int ma_period, // averaging period int ma_shift, // horizontal shift of the indicator ENUM_MA_METHOD ma_method, // smoothing type ENUM_APPLIED_PRICE applied_price // price type or handle );
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
ma_period
[in] 指标计算的平均周期数。
ma_shift
[in] 指标相对于价格图表的偏移。
ma_method
[in] 平均方法,可以是 ENUM_MA_METHOD 枚举中的任意值。
applied_price
[in] 应用的价格,可以是 ENUM_APPLIED_PRICE 价格常数中的任一个或者是另一个指标的句柄。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendStdDev.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= 20; /* Period */ input int InpShift = 0; /* StdDev Shift */ input ENUM_MA_METHOD InpMethod= MODE_SMA; /* Method */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Standard Deviation calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendStdDev.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= 20; /* Period */ input int InpShift = 0; /* StdDev Shift */ input ENUM_MA_METHOD InpMethod= MODE_SMA; /* Method */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Standard Deviation 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 20 : InpPeriod<2 ? 2 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("StdDev(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iStdDev(Symbol(),PERIOD_CURRENT,period,InpShift,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); }
如果EA涉及使用仪表板,我们应该创建它:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period=int(InpPeriod<1 ? 20 : InpPeriod<2 ? 2 : InpPeriod); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("StdDev(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iStdDev(Symbol(),PERIOD_CURRENT,period,InpShift,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(1,20,20,197,225); 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(0,2,20,6,2,18,96); //--- 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,y1,3,2,18,96); //--- 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 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()); }
面板显示指标线的值及其状态。
此外,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendStdDev.mq5测试EA。
三重指数移动平均指标
三重指数移动平均(Triple Exponential Moving Average,TEMA)由Patrick Mulloy开发,并发表在《股票和商品技术分析》杂志上。它的计算原理类似于DEMA(双重指数移动平均)。“三重指数移动平均”这个名称并不能很正确地反映其算法。它是单指数、双指数和三指数移动平均线的独特组合,提供的延迟比单独的移动平均线少。
TEMA可以用来代替传统的移动平均线。它可以用于平滑价格数据,也可以用于平滑其他指标。
参数
iTEMA() 函数用于创建指标的句柄:
返回三重指数移动平均指标的句柄。只有一个缓冲区。
int iTEMA( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int ma_period, // averaging period int ma_shift, // horizontal shift of the indicator ENUM_APPLIED_PRICE applied_price // price type or handle );
symbol
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
ma_period
[in] 指标计算的周期(柱数)。
ma_shift
[in] 指标相对于价格图表的偏移。
applied_price
[in] 应用的价格,可以是 ENUM_APPLIED_PRICE 价格常数中的任一个或者是另一个指标的句柄。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendTEMA.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 int InpShift = 0; /* TEMA Shift */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Triple Exponential Moving Average calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendTEMA.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 int InpShift = 0; /* StdDev Shift */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period=0; // Triple Exponential 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("TEMA(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iTEMA(Symbol(),PERIOD_CURRENT,period,InpShift,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); }
如果EA涉及使用仪表板,我们应该创建它:
//+------------------------------------------------------------------+ //| 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); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("TEMA(%lu)",period); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iTEMA(Symbol(),PERIOD_CURRENT,period,InpShift,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(1,20,20,197,225); 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(0,2,20,6,2,18,96); //--- 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,y1,3,2,18,96); //--- 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 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()); }
面板显示指标线值及其状态。
此外,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendTEMA.mq5测试EA。
可变指数动态平均指标
可变指数动态平均指标(Variable Index Dynamic Average,VIDYA)由Tushar Chande开发。这是一种计算指数移动平均值(EMA)的原始方法,具有动态变化的平均周期。平均周期取决于市场的波动性;作为波动性的度量,选择了Chande动量振荡指标(CMO)。该振荡器测量某一时段(CMO时段)的正增量之和与负增量之和之间的比率。CMO值被用作与平滑因子EMA的比率。因此,VIDYA指标有两个设置:CMO振荡周期和指数移动平均平滑周期(EMA周期)。
参数
iVIDyA() 函数用于创建指标的句柄:
返回可变指数动态平均指标的句柄。只有一个缓冲区。
int iVIDyA( string symbol, // symbol name ENUM_TIMEFRAMES period, // period int cmo_period, // Chande Momentum period int ema_period, // smoothing factor period int ma_shift, // horizontal shift of the indicator ENUM_APPLIED_PRICE applied_price // price type or handle );
symbol
[in] 其数据将用于计算指标的金融工具的交易品种名称。NULL表示当前交易品种。
period
[in] 周期值可以是ENUM_TIMEFRAMES枚举值之一,0表示当前时间框架。
cmo_period
[in] 计算Chande动量振荡器的周期(柱数)。
ema_period
[in] 用于计算平滑因子的EMA周期(柱数)。
ma_shift
[in] 指标相对于价格图表的偏移。
applied_price
[in] 应用的价格,可以是 ENUM_APPLIED_PRICE 价格常数中的任一个或者是另一个指标的句柄。
返回指定技术指标的句柄,如果失败,则返回 INVALID_HANDLE。 要从未使用的指标中释放计算机内存,请使用指标句柄传递到 IndicatorRelease()。
在EA中声明输入参数和全局变量以创建指标:
//+------------------------------------------------------------------+ //| TestTrendVIDYA.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 InpPeriodCMO= 9; /* CMO Period */ input int InpShift = 0; /* VIDYA Shift */ input uint InpPeriodEMA= 12; /* EMA Period */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_cmo=0; // CMO calculation period int period_ema=0; // EMA calculation period int ind_digits=0; // Number of decimal places in the indicator values string ind_title; // Indicator description
在EA中使用仪表板时,声明全局变量,包括面板类文件:
//+------------------------------------------------------------------+ //| TestTrendVIDYA.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 InpPeriodCMO= 9; /* CMO Period */ input int InpShift = 0; /* VIDYA Shift */ input uint InpPeriodEMA= 12; /* EMA Period */ input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; /* Applied Price */ //--- global variables int handle=INVALID_HANDLE; // Indicator handle int period_cmo=0; // CMO calculation period int period_ema=0; // EMA 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
设置指标的全局变量值并创建其句柄:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period_cmo=int(InpPeriodCMO<1 ? 9 : InpPeriodCMO); period_ema=int(InpPeriodEMA<1 ? 12 : InpPeriodEMA); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("VIDYA(%lu,%lu)",period_cmo,period_ema); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iVIDyA(Symbol(),PERIOD_CURRENT,period_cmo,period_ema,InpShift,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); }
如果EA涉及使用仪表板,我们应该创建它:
//+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- create timer EventSetTimer(60); //--- Indicator //--- Set and adjust the calculation period and levels if necessary period_cmo=int(InpPeriodCMO<1 ? 9 : InpPeriodCMO); period_ema=int(InpPeriodEMA<1 ? 12 : InpPeriodEMA); //--- Set the indicator name and the number of decimal places ind_title=StringFormat("VIDYA(%lu,%lu)",period_cmo,period_ema); ind_digits=Digits()+1; //--- Create indicator handle ResetLastError(); handle=iVIDyA(Symbol(),PERIOD_CURRENT,period_cmo,period_ema,InpShift,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(1,20,20,197,225); 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(0,2,20,6,2,18,96); //--- 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,y1,3,2,18,96); //--- 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 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()); }
面板显示指标线值及其状态。
此外,当使用仪表板时,面板事件处理程序在OnChartEvent()EA事件处理函数中调用,以及处理用于接收光标下的柱形索引的事件:
//+------------------------------------------------------------------+ //| 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值和线的状态:
您可以在文章附件中查看TestTrendVIDYA.mq5测试EA。
结论
我们查看了MetaTrader 5终端中可用的所有类型的技术指标,并探讨了它们与指标和EA以及数据检索的联系。在EA和指标中使用多交易品种、多周期指标的问题仍然悬而未决。下一篇文章将致力于创建用于将多交易品种、多周期指标连接到EA和指标以及从中接收数据和信号的工具。
你可以按原样复制上面的所有代码,并在你的开发中使用它们。所有讨论过的测试EA都在下面的附件中。
本文由MetaQuotes Ltd译自俄文
原文地址: https://www.mql5.com/ru/articles/13406
新文章 为EA交易提供指标的现成模板(第3部分):趋势指标已发布:
作者:Artyom Trishkin