MT4智能交易编程示例 BOLL指标

MT4智能交易

MT4智能交易编程示例 BOLL指标

1. #property copyright   "路路发智能交易研发中心"
   
2. #property link        "http://www.ea668.com"
   
3. #property description "Bollinger Bands"
   
4. #property strict
   
5. 
   
6. #include <MovingAverages.mqh>
   
7. 
   
8. #property indicator_chart_window
   
9. #property indicator_buffers 3
   
10. #property indicator_color1 LightSeaGreen
    
11. #property indicator_color2 LightSeaGreen
    
12. #property indicator_color3 LightSeaGreen
    
13. //--- indicator parameters
    
14. input int    InpBandsPeriod=20;      // Bands Period
    
15. input int    InpBandsShift=0;        // Bands Shift
    
16. input double InpBandsDeviations=2.0; // Bands Deviations
    
17. //--- buffers
    
18. double ExtMovingBuffer[];
    
19. double ExtUpperBuffer[];
    
20. double ExtLowerBuffer[];
    
21. double ExtStdDevBuffer[];
    
22. //+------------------------------------------------------------------+
    
23. //| Custom indicator initialization function                         |
    
24. //+------------------------------------------------------------------+
    
25. int OnInit(void)
    
26.   {
    
27. //--- 1 additional buffer used for counting.
    
28.    IndicatorBuffers(4);
    
29.    IndicatorDigits(Digits);
    
30. //--- middle line
    
31.    SetIndexStyle(0,DRAW_LINE);
    
32.    SetIndexBuffer(0,ExtMovingBuffer);
    
33.    SetIndexShift(0,InpBandsShift);
    
34.    SetIndexLabel(0,"Bands SMA");
    
35. //--- upper band
    
36.    SetIndexStyle(1,DRAW_LINE);
    
37.    SetIndexBuffer(1,ExtUpperBuffer);
    
38.    SetIndexShift(1,InpBandsShift);
    
39.    SetIndexLabel(1,"Bands Upper");
    
40. //--- lower band
    
41.    SetIndexStyle(2,DRAW_LINE);
    
42.    SetIndexBuffer(2,ExtLowerBuffer);
    
43.    SetIndexShift(2,InpBandsShift);
    
44.    SetIndexLabel(2,"Bands Lower");
    
45. //--- work buffer
    
46.    SetIndexBuffer(3,ExtStdDevBuffer);
    
47. //--- check for input parameter
    
48.    if(InpBandsPeriod<=0)
    
49.      {
    
50.       Print("Wrong input parameter Bands Period=",InpBandsPeriod);
    
51.       return(INIT_FAILED);
    
52.      }
    
53. //---
    
54.    SetIndexDrawBegin(0,InpBandsPeriod+InpBandsShift);
    
55.    SetIndexDrawBegin(1,InpBandsPeriod+InpBandsShift);
    
56.    SetIndexDrawBegin(2,InpBandsPeriod+InpBandsShift);
    
57. //--- initialization done
    
58.    return(INIT_SUCCEEDED);
    
59.   }
    
60. //+------------------------------------------------------------------+
    
61. //| Bollinger Bands                                                  |
    
62. //+------------------------------------------------------------------+
    
63. int OnCalculate(const int rates_total,
    
64.                 const int prev_calculated,
    
65.                 const datetime &time[],
    
66.                 const double &open[],
    
67.                 const double &high[],
    
68.                 const double &low[],
    
69.                 const double &close[],
    
70.                 const long &tick_volume[],
    
71.                 const long &volume[],
    
72.                 const int &spread[])
    
73.   {
    
74.    int i,pos;
    
75. //---
    
76.    if(rates_total<=InpBandsPeriod || InpBandsPeriod<=0)
    
77.       return(0);
    
78. //--- counting from 0 to rates_total
    
79.    ArraySetAsSeries(ExtMovingBuffer,false);
    
80.    ArraySetAsSeries(ExtUpperBuffer,false);
    
81.    ArraySetAsSeries(ExtLowerBuffer,false);
    
82.    ArraySetAsSeries(ExtStdDevBuffer,false);
    
83.    ArraySetAsSeries(close,false);
    
84. //--- initial zero
    
85.    if(prev_calculated<1)
    
86.      {
    
87.       for(i=0; i<InpBandsPeriod; i++)
    
88.         {
    
89.          ExtMovingBuffer[i]=EMPTY_VALUE;
    
90.          ExtUpperBuffer[i]=EMPTY_VALUE;
    
91.          ExtLowerBuffer[i]=EMPTY_VALUE;
    
92.         }
    
93.      }
    
94. //--- starting calculation
    
95.    if(prev_calculated>1)
    
96.       pos=prev_calculated-1;
    
97.    else
    
98.       pos=0;
    
99. //--- main cycle
    
100.    for(i=pos; i<rates_total && !IsStopped(); i++)
     
101.      {
     
102.       //--- middle line
     
103.       ExtMovingBuffer[i]=SimpleMA(i,InpBandsPeriod,close);
     
104.       //--- calculate and write down StdDev
     
105.       ExtStdDevBuffer[i]=StdDev_Func(i,close,ExtMovingBuffer,InpBandsPeriod);
     
106.       //--- upper line
     
107.       ExtUpperBuffer[i]=ExtMovingBuffer[i]+InpBandsDeviations*ExtStdDevBuffer[i];
     
108.       //--- lower line
     
109.       ExtLowerBuffer[i]=ExtMovingBuffer[i]-InpBandsDeviations*ExtStdDevBuffer[i];
     
110.       //---
     
111.      }
     
112. //---- OnCalculate done. Return new prev_calculated.
     
113.    return(rates_total);
     
114.   }
     
115. //+------------------------------------------------------------------+
     
116. //| Calculate Standard Deviation                                     |
     
117. //+------------------------------------------------------------------+
     
118. double StdDev_Func(int position,const double &price[],const double &MAprice[],int period)
     
119.   {
     
120. //--- variables
     
121.    double StdDev_dTmp=0.0;
     
122. //--- check for position
     
123.    if(position>=period)
     
124.      {
     
125.       //--- calcualte StdDev
     
126.       for(int i=0; i<period; i++)
     
127.          StdDev_dTmp+=MathPow(price[position-i]-MAprice[position],2);
     
128.       StdDev_dTmp=MathSqrt(StdDev_dTmp/period);
     
129.      }
     
130. //--- return calculated value
     
131.    return(StdDev_dTmp);
     
132.   }
     
133. //+------------------------------------------------------------------+
     

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