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signalcrossema.mqh
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//+------------------------------------------------------------------+
//| SignalCrossEMA.mqh |
//| Copyright � 2010, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//| Revision 2010.10.12 |
//+------------------------------------------------------------------+
#include <Expert\ExpertSignal.mqh>
// wizard description start
//+------------------------------------------------------------------+
//| Description of the class |
//| Title=Signals based on crossup of two EMA |
//| Type=Signal |
//| Name=CrossEMA |
//| Class=CSignalCrossEMA |
//| Page= |
//| Parameter=FastPeriod,int,12 |
//+------------------------------------------------------------------+
// wizard description end
//+------------------------------------------------------------------+
//| Class CSignalCrossEMA. |
//| Appointment: Class trading signals cross two EMA. |
//| Derives from class CExpertSignal. |
//+------------------------------------------------------------------+
class CSignalCrossEMA : public CExpertSignal
{
protected:
CiMA *m_Trend;
CiMA *m_BasisMA;
CiMA *m_Fast;
CiMA *m_Slow;
CiVIDyA *m_VIDyA;
CiVIDyA *m_VIDyA_Slow;
CiADXWilder *adx;
CiWPR *m_WPR;
//--- input parameters
int m_basis_period;
int m_fast_period;
int m_slow_period;
int m_trend_period;
int adx_period;
double m_limit; // level to place a pending order relative to the MA
double m_stop_loss; // level to place a stop loss order relative to the open price
double m_take_profit; // level to place a take profit order relative to the open price
bool is_buy_take_profit;
bool is_sell_take_profit;
public:
CSignalCrossEMA();
~CSignalCrossEMA();
//--- methods initialize protected data
void FastPeriod(int period) { m_fast_period=period; }
void BasisPeriod(int period) { m_basis_period=period; }
void SlowPeriod(int period) { m_slow_period=period; }
void TrendPeriod(int period) { m_trend_period=period; }
void ADXPeriod(int period) { adx_period=period; }
virtual bool InitIndicators(CIndicators* indicators);
virtual bool ValidationSettings();
//---
virtual bool CheckOpenLong(double& price,double& sl,double& tp,datetime& expiration);
virtual bool CheckCloseLong(double& price);
virtual bool CheckOpenShort(double& price,double& sl,double& tp,datetime& expiration);
virtual bool CheckCloseShort(double& price);
protected:
bool InitFastEMA(CIndicators* indicators);
bool InitBasisMA(CIndicators* indicators);
bool InitSlowEMA(CIndicators* indicators);
bool InitTrendMA(CIndicators* indicators);
bool InitVIDyA(CIndicators* indicators);
bool InitVIDyASlow(CIndicators* indicators);
bool InitADX(CIndicators* indicators);
bool InitWPR(CIndicators* indicators);
//---
double FastEMA(int ind) { return(m_Fast.Main(ind)); }
double BasisMA(int ind) { return(m_BasisMA.Main(ind)); }
double SlowEMA(int ind) { return(m_Slow.Main(ind)); }
double TrendMA(int ind) { return(m_Trend.Main(ind)); }
double VIDyA(int ind) { return(m_VIDyA.Main(ind)); }
double VIDyA_Slow(int ind) { return(m_VIDyA_Slow.Main(ind)); }
public:
void StopLoss(double value) { m_stop_loss=value; }
void TakeProfit(double value) { m_take_profit=value; }
void Expiration(int value) { m_expiration=value; }
};
//+------------------------------------------------------------------+
//| Constructor CSignalCrossEMA. |
//| INPUT: no. |
//| OUTPUT: no. |
//| REMARK: no. |
//+------------------------------------------------------------------+
void CSignalCrossEMA::CSignalCrossEMA()
{
//--- initialize protected data
m_Trend =NULL;
m_BasisMA =NULL;
m_Fast =NULL;
m_Slow =NULL;
adx =NULL;
m_WPR =NULL;
//--- set default inputs
m_basis_period =20;
m_fast_period =76;
m_slow_period =292;
m_trend_period =469;
m_limit =0.0;
m_stop_loss =50.0;
m_take_profit=100.0;
m_expiration =0;
}
//+------------------------------------------------------------------+
//| Destructor CSignalCrossEMA. |
//| INPUT: no. |
//| OUTPUT: no. |
//| REMARK: no. |
//+------------------------------------------------------------------+
void CSignalCrossEMA::~CSignalCrossEMA()
{
//---
}
//+------------------------------------------------------------------+
//| Validation settings protected data. |
//| INPUT: no. |
//| OUTPUT: true-if settings are correct, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::ValidationSettings()
{
// if(m_fast_period>=m_slow_period || m_slow_period >= m_trend_period)
// {
// printf(__FUNCTION__+": period of slow EMA must be greater than period of fast EMA");
// return(false);
// }
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Create indicators. |
//| INPUT: indicators -pointer of indicator collection. |
//| OUTPUT: true-if successful, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::InitIndicators(CIndicators* indicators)
{
//--- check
if(indicators==NULL) return(false);
if(!InitFastEMA(indicators)) return(false);
// if(!InitBasisMA(indicators)) return(false);
// if(!InitSlowEMA(indicators)) return(false);
if(!InitTrendMA(indicators)) return(false);
if(!InitVIDyA(indicators)) return(false);
if(!InitVIDyASlow(indicators)) return(false);
if(!InitADX(indicators)) return(false);
if(!InitWPR(indicators)) return(false);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Create fast EMA indicators. |
//| INPUT: indicators -pointer of indicator collection. |
//| OUTPUT: true-if successful, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::InitFastEMA(CIndicators* indicators)
{
//--- create fast EMA indicator
if(m_Fast==NULL)
if((m_Fast=new CiMA)==NULL)
{
printf(__FUNCTION__+": error creating object");
return(false);
}
//--- add fast EMA indicator to collection
if(!indicators.Add(m_Fast))
{
printf(__FUNCTION__+": error adding object");
delete m_Fast;
return(false);
}
//--- initialize fast EMA indicator
if(!m_Fast.Create(m_symbol.Name(),m_period,m_fast_period,0,MODE_EMA,PRICE_CLOSE))
{
printf(__FUNCTION__+": error initializing object");
return(false);
return(false);
}
m_Fast.BufferResize(1000);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Create basis MA indicators. |
//| INPUT: indicators -pointer of indicator collection. |
//| OUTPUT: true-if successful, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::InitBasisMA(CIndicators* indicators)
{
// return false; //Disable MA20
//--- create basis EMA indicator
if(m_BasisMA==NULL)
if((m_BasisMA=new CiMA)==NULL)
{
printf(__FUNCTION__+": error creating object");
return(false);
}
//--- add fast EMA indicator to collection
if(!indicators.Add(m_BasisMA))
{
printf(__FUNCTION__+": error adding object");
delete m_BasisMA;
return(false);
}
//--- initialize fast EMA indicator
if(!m_BasisMA.Create(m_symbol.Name(),m_period,m_basis_period,0,MODE_SMA,PRICE_CLOSE))
{
printf(__FUNCTION__+": error initializing object");
return(false);
}
m_BasisMA.BufferResize(1000);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Create slow EMA indicators. |
//| INPUT: indicators -pointer of indicator collection. |
//| OUTPUT: true-if successful, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::InitSlowEMA(CIndicators* indicators)
{
//--- create slow EMA indicator
if(m_Slow==NULL)
if((m_Slow=new CiMA)==NULL)
{
printf(__FUNCTION__+": error creating object");
return(false);
}
//--- add slow EMA indicator to collection
if(!indicators.Add(m_Slow))
{
printf(__FUNCTION__+": error adding object");
delete m_Slow;
return(false);
}
//--- initialize slow EMA indicator
if(!m_Slow.Create(m_symbol.Name(),m_period,m_slow_period,0,MODE_SMA,PRICE_CLOSE))
{
printf(__FUNCTION__+": error initializing object");
return(false);
}
m_Slow.BufferResize(1000);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Create trend MA indicators. |
//| INPUT: indicators -pointer of indicator collection. |
//| OUTPUT: true-if successful, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::InitTrendMA(CIndicators* indicators)
{
//--- create slow EMA indicator
if(m_Trend==NULL)
if((m_Trend=new CiMA)==NULL)
{
printf(__FUNCTION__+": error creating object");
return(false);
}
//--- add slow EMA indicator to collection
if(!indicators.Add(m_Trend))
{
printf(__FUNCTION__+": error adding object");
delete m_Trend;
return(false);
}
//--- initialize slow EMA indicator
if(!m_Trend.Create(m_symbol.Name(),m_period,m_trend_period,0,MODE_SMA,PRICE_CLOSE))
{
printf(__FUNCTION__+": error initializing object");
return(false);
}
m_Trend.BufferResize(1000);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Create trend MA indicators. |
//| INPUT: indicators -pointer of indicator collection. |
//| OUTPUT: true-if successful, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::InitVIDyA(CIndicators* indicators)
{
//--- create slow EMA indicator
if(m_VIDyA==NULL)
if((m_VIDyA=new CiVIDyA)==NULL)
{
printf(__FUNCTION__+": error creating object");
return(false);
}
//--- add slow EMA indicator to collection
if(!indicators.Add(m_VIDyA))
{
printf(__FUNCTION__+": error adding object");
delete m_VIDyA;
return(false);
}
//--- initialize slow EMA indicator
if(!m_VIDyA.Create(m_symbol.Name(),m_period,9,12,0,PRICE_CLOSE))
{
printf(__FUNCTION__+": error initializing object");
return(false);
}
m_VIDyA.BufferResize(1000);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Create trend MA indicators. |
//| INPUT: indicators -pointer of indicator collection. |
//| OUTPUT: true-if successful, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::InitVIDyASlow(CIndicators* indicators)
{
//--- create slow EMA indicator
if(m_VIDyA_Slow==NULL)
if((m_VIDyA_Slow=new CiVIDyA)==NULL)
{
printf(__FUNCTION__+": error creating object");
return(false);
}
//--- add slow EMA indicator to collection
if(!indicators.Add(m_VIDyA_Slow))
{
printf(__FUNCTION__+": error adding object");
delete m_VIDyA_Slow;
return(false);
}
//--- initialize slow EMA indicator
if(!m_VIDyA_Slow.Create(m_symbol.Name(),m_period,30,40,0,PRICE_CLOSE))
{
printf(__FUNCTION__+": error initializing object");
return(false);
}
m_VIDyA_Slow.BufferResize(1000);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Create trend MA indicators. |
//| INPUT: indicators -pointer of indicator collection. |
//| OUTPUT: true-if successful, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::InitADX(CIndicators* indicators)
{
//--- create slow EMA indicator
if(adx==NULL)
if((adx=new CiADXWilder)==NULL)
{
printf(__FUNCTION__+": error creating object");
return(false);
}
//--- add slow EMA indicator to collection
if(!indicators.Add(adx))
{
printf(__FUNCTION__+": error adding object");
delete adx;
return(false);
}
//--- initialize slow EMA indicator
if(!adx.Create(m_symbol.Name(),m_period,adx_period))
{
printf(__FUNCTION__+": error initializing object");
return(false);
}
adx.BufferResize(1000);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Create trend MA indicators. |
//| INPUT: indicators -pointer of indicator collection. |
//| OUTPUT: true-if successful, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::InitWPR(CIndicators* indicators)
{
//--- create slow EMA indicator
if(m_WPR==NULL)
if((m_WPR=new CiWPR)==NULL)
{
printf(__FUNCTION__+": error creating object");
return(false);
}
//--- add slow EMA indicator to collection
if(!indicators.Add(m_WPR))
{
printf(__FUNCTION__+": error adding object");
delete m_WPR;
return(false);
}
//--- initialize slow EMA indicator
if(!m_WPR.Create(m_symbol.Name(),m_period,14))
{
printf(__FUNCTION__+": error initializing object");
return(false);
}
m_WPR.BufferResize(1000);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Cross Moving Average singal |
//| INPUT: fastMA - refernce for fast MA, |
//| slowMA - refernce for slow MA, |
//| OUTPUT: true-if fast MA cross slow MA |
//| REMARK: no. |
//+------------------------------------------------------------------+
//CROSS DOWN
bool crossdown(CiMA* fastMA, CiMA* slowMA){
double fastMA1 = fastMA.Main(1);
double fastMA2 = fastMA.Main(2);
double slowMA1 = slowMA.Main(1);
double slowMA2 = slowMA.Main(2);
if( (fastMA2-slowMA2 > 0) && (fastMA1-slowMA1 < 0) )
return (true);
return (false);
}
bool crossdown(CiMA* fastMA, CiVIDyA* vidya){
double fastMA1 = fastMA.Main(1);
double fastMA2 = fastMA.Main(2);
double vidya1 = vidya.Main(1);
double vidya2 = vidya.Main(2);
if( (fastMA2 > vidya2) && (fastMA1 < vidya1) )
return (true);
return (false);
}
bool crossdown(CiVIDyA* vidya, CiMA* fastMA){
double fastMA1 = fastMA.Main(1);
double fastMA2 = fastMA.Main(2);
double vidya1 = vidya.Main(1);
double vidya2 = vidya.Main(2);
if( (vidya2 > fastMA2) && (vidya1 < fastMA1) )
return (true);
return (false);
}
//CROSS UP
bool crossup(CiMA* fastMA, CiMA* slowMA){
double fastMA1 = fastMA.Main(1);
double fastMA2 = fastMA.Main(2);
double slowMA1 = slowMA.Main(1);
double slowMA2 = slowMA.Main(2);
if( (fastMA2-slowMA2 < 0) && (fastMA1-slowMA1 > 0) )
return (true);
return (false);
}
bool crossup(CiVIDyA* vidya, CiMA* fastMA){
double fastMA1 = fastMA.Main(1);
double fastMA2 = fastMA.Main(2);
double vidya1 = vidya.Main(1);
double vidya2 = vidya.Main(2);
if( (vidya2 - fastMA2 < 0) && (vidya1 - fastMA1 > 0) )
return (true);
return (false);
}
bool crossup(CiMA* fastMA, CiVIDyA* vidya){
double fastMA1 = fastMA.Main(1);
double fastMA2 = fastMA.Main(2);
double vidya1 = vidya.Main(1);
double vidya2 = vidya.Main(2);
if( (fastMA2-vidya2 < 0) && (fastMA1-vidya1 > 0) )
return (true);
return (false);
}
bool above(CiMA* fastMA, CiMA* slowMA){
double fastMA1 = fastMA.Main(1);
double slowMA1 = slowMA.Main(1);
if( fastMA1-slowMA1 > 0 )
return (true);
return (false);
}
bool above(CiMA* fastMA, CiVIDyA* vidya){
double fastMA1 = fastMA.Main(1);
double vidya1 = vidya.Main(1);
if( fastMA1 > vidya1 )
return (true);
return (false);
}
bool above(CiVIDyA* vidya, CiMA* fastMA ){
double fastMA1 = fastMA.Main(1);
double vidya1 = vidya.Main(1);
if( vidya1 - fastMA1 > 0 )
return (true);
return (false);
}
bool above(CiVIDyA* via_fast, CiVIDyA* via_slow){
double f = via_fast.Main(1);
double s = via_slow.Main(1);
if(f-s > 0)
return (true);
return (false);
}
bool moveup(CiMA* ma){
return ma.Main(9) < ma.Main(1);
}
bool moveup(CiVIDyA* ma){
return ma.Main(2) < ma.Main(1);
}
bool movedown(CiMA* ma){
return ma.Main(9) > ma.Main(1);
}
bool movedown(CiVIDyA* ma){
return ma.Main(2) > ma.Main(1);
}
//ADX
bool adxStrong(CiADXWilder* adx){
double ADX1=adx.Main(1);
double ADX2=adx.Main(2);
return ADX1 >= 20 && ADX1 > ADX2 ;
}
bool adxGrowingUp(CiADXWilder* adx){
double DIPlus=adx.Plus(1);
double DIMinus=adx.Minus(1);
double ADX1=adx.Main(1);
return DIMinus < DIPlus && DIMinus < ADX1;
}
bool adxGrowingDown(CiADXWilder* adx){
double DIPlus=adx.Plus(1);
double DIMinus=adx.Minus(1);
double ADX1=adx.Main(1);
return DIMinus > DIPlus && DIPlus < ADX1;
}
//William R
bool WPRCrossUp(CiWPR *wpr){
double w1 = wpr.Main(1);
double w2 = wpr.Main(2);
return w2 < -50 && w1 >= -50;
}
bool WPRCrossUpStrong(CiWPR *wpr){
double w1 = wpr.Main(1);
double w2 = wpr.Main(2);
return w2 < -20 && w1 >= -20;
}
bool WPRCrossDown(CiWPR *wpr){
double w1 = wpr.Main(1);
double w2 = wpr.Main(2);
return w2 > -50 && w1 <= -50;
}
bool WPRCrossDown2(CiWPR *wpr){
double w1 = wpr.Main(1);
double w2 = wpr.Main(2);
return w1 < -20 && w2 >= -20;
}
bool WPRCrossDownStrong(CiWPR *wpr){
double w1 = wpr.Main(1);
double w2 = wpr.Main(2);
return w2 > -80 && w1 <= -80;
}
//+------------------------------------------------------------------+
//| Check conditions for long position open. |
//| INPUT: price - refernce for price, |
//| sl - refernce for stop loss, |
//| tp - refernce for take profit, |
//| expiration - refernce for expiration. |
//| OUTPUT: true-if condition performed, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::CheckOpenLong(double& price,double& sl,double& tp,datetime& expiration)
{
//BUY CONTINUE 1
//PRICE: VIDyA Fast
if(
above(m_VIDyA, m_VIDyA_Slow)
&& moveup(m_VIDyA)
&& moveup(m_Fast)
&& WPRCrossDown(m_WPR)
)
{
is_buy_take_profit = false;
double mFast = FastEMA(1);
double vidya = VIDyA(1);
double vidya_slow = VIDyA_Slow(1);
double mTrend = TrendMA(1);
double spread = m_symbol.Ask()-m_symbol.Bid();
double unit = PriceLevelUnit();
double s1 = vidya - mFast;
double s2 = mFast - vidya_slow;
if(s1 < s2) return false;
price = m_symbol.NormalizePrice(vidya - spread * unit);
sl = m_symbol.NormalizePrice(mFast - m_stop_loss * unit);
tp = m_symbol.NormalizePrice(vidya + 1.618 * m_stop_loss * unit);
//TP too large problem
if(price - sl > 4 * m_stop_loss * unit) {
sl = m_symbol.NormalizePrice(mFast);
}
expiration += m_expiration * PeriodSeconds(m_period);
return(true);
}
//BUY CONTINUE 2
//PRICE: VIDyA Slow
if(
above(m_VIDyA_Slow, m_Trend)
&& above(m_VIDyA, m_VIDyA_Slow)
&& above(m_Fast, m_VIDyA)
&& WPRCrossUpStrong(m_WPR)
)
{
is_buy_take_profit = false;
double mFast = FastEMA(1);
double vidya = VIDyA(1);
double vidya_slow = VIDyA_Slow(1);
double mTrend = TrendMA(1);
double spread = m_symbol.Ask()-m_symbol.Bid();
double unit = PriceLevelUnit();
double s1 = mFast - vidya;
double s2 = vidya - mTrend;
if(s1 < s2) return false;
price = m_symbol.NormalizePrice(vidya - spread * unit);
sl = m_symbol.NormalizePrice(vidya_slow - m_stop_loss * unit);
tp = m_symbol.NormalizePrice(vidya + 1.618 * m_stop_loss * unit);
expiration += m_expiration * PeriodSeconds(m_period);
return(true);
}
//Canceled
return(false);
}
//+------------------------------------------------------------------+
//| Check conditions for long position close. |
//| INPUT: price - refernce for price. |
//| OUTPUT: true-if condition performed, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::CheckCloseLong(double& price)
{
if(crossdown(m_VIDyA, m_Fast )
&& above(m_Fast, m_VIDyA_Slow)
&& above(m_VIDyA, m_VIDyA_Slow)
) {
double mFast = FastEMA(1);
price = m_symbol.NormalizePrice(mFast);
return(true);
}
if(crossdown(m_VIDyA, m_Trend )
&& above(m_Fast, m_VIDyA_Slow)
&& above(m_VIDyA, m_VIDyA_Slow)
) {
double mFast = FastEMA(1);
price = m_symbol.NormalizePrice(mFast);
return(true);
}
if(WPRCrossDownStrong(m_WPR)
&& adxGrowingDown(adx) && adxStrong(adx)
) {
price=m_symbol.NormalizePrice(m_symbol.Bid());
return(true);
}
return(false);
}
//+------------------------------------------------------------------+
//| Check conditions for short position open. |
//| INPUT: price - refernce for price, |
//| sl - refernce for stop loss, |
//| tp - refernce for take profit, |
//| expiration - refernce for expiration. |
//| OUTPUT: true-if condition performed, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::CheckOpenShort(double& price,double& sl,double& tp,datetime& expiration)
{
//SELL CONTINUE 1
//PRICE: VIDyA Fast
if(
above(m_VIDyA_Slow, m_VIDyA)
&& movedown(m_VIDyA)
&& movedown(m_Fast)
&& WPRCrossUp(m_WPR)
)
{
is_buy_take_profit = false;
double mFast = FastEMA(1);
double vidya = VIDyA(1);
double vidya_slow = VIDyA_Slow(1);
double mTrend = TrendMA(1);
double spread = m_symbol.Ask()-m_symbol.Bid();
double unit = PriceLevelUnit();
double s1 = vidya - mFast;
double s2 = mFast - vidya_slow;
if(s1 < s2) return false;
price = m_symbol.NormalizePrice(vidya + spread * unit);
sl = m_symbol.NormalizePrice(mFast + m_stop_loss * unit);
tp = m_symbol.NormalizePrice(vidya - 1.618 * m_stop_loss * unit);
//TP too large problem
if(price - sl < 4 * m_stop_loss * unit) {
sl = m_symbol.NormalizePrice(mFast);
}
expiration += m_expiration * PeriodSeconds(m_period);
return(true);
}
//SELL CONTINUE 2
//PRICE: VIDyA Slow
if(
above(m_Trend, m_VIDyA_Slow)
&& above(m_VIDyA_Slow, m_VIDyA )
&& above(m_VIDyA, m_Fast )
&& WPRCrossDownStrong(m_WPR)
)
{
is_buy_take_profit = false;
double mFast = FastEMA(1);
double vidya = VIDyA(1);
double vidya_slow = VIDyA_Slow(1);
double mTrend = TrendMA(1);
double spread = m_symbol.Ask()-m_symbol.Bid();
double unit = PriceLevelUnit();
double s1 = mFast - vidya;
double s2 = vidya - mTrend;
if(s1 < s2) return false;
price = m_symbol.NormalizePrice(vidya + spread * unit);
sl = m_symbol.NormalizePrice(vidya_slow + m_stop_loss * unit);
tp = m_symbol.NormalizePrice(vidya - 1.618 * m_stop_loss * unit);
expiration += m_expiration * PeriodSeconds(m_period);
return(true);
}
return(false);
}
//+------------------------------------------------------------------+
//| Check conditions for short position close. |
//| INPUT: price - refernce for price. |
//| OUTPUT: true-if condition performed, false otherwise. |
//| REMARK: no. |
//+------------------------------------------------------------------+
bool CSignalCrossEMA::CheckCloseShort(double& price)
{
if(crossup(m_VIDyA, m_Fast )
&& above(m_VIDyA_Slow, m_Fast)
&& above(m_VIDyA_Slow, m_VIDyA)
) {
double mFast = FastEMA(1);
price = m_symbol.NormalizePrice(mFast);
return(true);
}
if(crossup(m_VIDyA, m_Trend )
&& above(m_VIDyA_Slow, m_Fast)
&& above(m_VIDyA_Slow, m_VIDyA)
) {
double mFast = FastEMA(1);
price = m_symbol.NormalizePrice(mFast);
return(true);
}
if(WPRCrossUpStrong(m_WPR)
&& adxGrowingUp(adx) && adxStrong(adx)
) {
price=m_symbol.NormalizePrice(m_symbol.Bid());
return(true);
}
return(false);
}