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这里记录学习MT5中级知识的通过MT5 EA向导建立EA过程，文中也提到通过改写系统自带的signal代码部分算法来实现自己创建signal。
#include <Expert\ExpertSignal.mqh> 复制代码 // wizard description start
//+-----------------------------------------------------------------------------+
//| Description of the class |
//| Title=Signals of oscillator 'MACD' |
//| Type=SignalAdvanced |
//| Name=MACD |
//| ShortName=MACD |
//| Class=CSignalMACD |
//| Page=signal_macd |
//| Parameter=PeriodFast,int,12,Period of fast EMA |
//| Parameter=PeriodSlow,int,24,Period of slow EMA |
//| Parameter=PeriodSignal,int,9,Period of averaging of difference |
//| Parameter=Applied,ENUM_APPLIED_PRICE,PRICE_CLOSE,Prices series |
//+------------------------------------------------------------------------------+
// wizard description end 复制代码
//+------------------------------------------------------------------+
//| Class CSignalMACD. |
//| Purpose: Class of generator of trade signals based on |
//| the 'Moving Average Convergence/Divergence' oscillator. |
//| Is derived from the CExpertSignal class. |
//+------------------------------------------------------------------+ 复制代码 class CSignalMACD : public CExpertSignal
{
protected:
CiMACD m_MACD; // object-oscillator
//--- adjusted parameters
int m_period_fast; // the "period of fast EMA" parameter of the oscillator
int m_period_slow; // the "period of slow EMA" parameter of the oscillator
int m_period_signal; // the "period of averaging of difference" parameter of the oscillator
ENUM_APPLIED_PRICE m_applied; // the "price series" parameter of the oscillator
//--- "weights" of market models (0-100)
int m_pattern_0; // model 0 "the oscillator has required direction"
int m_pattern_1; // model 1 "reverse of the oscillator to required direction"
int m_pattern_2; // model 2 "crossing of main and signal line"
int m_pattern_3; // model 3 "crossing of main line an the zero level"
int m_pattern_4; // model 4 "divergence of the oscillator and price"
int m_pattern_5; // model 5 "double divergence of the oscillator and price"
//--- variables
double m_extr_osc[10]; // array of values of extremums of the oscillator
double m_extr_pr[10]; // array of values of the corresponding extremums of price
int m_extr_pos[10]; // array of shifts of extremums (in bars)
uint m_extr_map; // resulting bit-map of ratio of extremums of the oscillator and the price
public:
CSignalMACD(void);
~CSignalMACD(void);
//--- methods of setting adjustable parameters
void PeriodFast(int value) { m_period_fast=value; }
void PeriodSlow(int value) { m_period_slow=value; }
void PeriodSignal(int value) { m_period_signal=value; }
void Applied(ENUM_APPLIED_PRICE value) { m_applied=value;}
//--- methods of adjusting "weights" of market models
void Pattern_0(int value) { m_pattern_0=value; }
void Pattern_1(int value) { m_pattern_1=value; }
void Pattern_2(int value) { m_pattern_2=value; }
void Pattern_3(int value) { m_pattern_3=value; }
void Pattern_4(int value) { m_pattern_4=value; }
void Pattern_5(int value) { m_pattern_5=value; }
//--- method of verification of settings
virtual bool ValidationSettings(void);
//--- method of creating the indicator and timeseries
virtual bool InitIndicators(CIndicators *indicators);
//--- methods of checking if the market models are formed
virtual int LongCondition(void);
virtual int ShortCondition(void);
protected:
//--- method of initialization of the oscillator
bool InitMACD(CIndicators *indicators);
//--- methods of getting data
double Main(int ind) { return(m_MACD.Main(ind)); }
double Signal(int ind) { return(m_MACD.Signal(ind)); }
double DiffMain(int ind) { return(Main(ind)-Main(ind+1)); }
int StateMain(int ind);
double State(int ind) { return(Main(ind)-Signal(ind)); }
bool ExtState(int ind);
bool CompareMaps(int map,int count,bool minimax=false,int start=0);
}; 复制代码 )//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CSignalMACD::CSignalMACD(void) : m_period_fast(12),
m_period_slow(24),
m_period_signal(9),
m_applied(PRICE_CLOSE),
m_pattern_0(10),
m_pattern_1(30),
m_pattern_2(80),
m_pattern_3(50),
m_pattern_4(60),
m_pattern_5(100)
{
//--- initialization of protected data
m_used_series=USE_SERIES_HIGH+USE_SERIES_LOW;
}
复制代码 //+------------------------------------------------------------------+
//| Destructor |
//+------------------------------------------------------------------+
CSignalMACD::~CSignalMACD(void)
{
} 复制代码 //+------------------------------------------------------------------+
//| Validation settings protected data. |
//+------------------------------------------------------------------+
bool CSignalMACD::ValidationSettings(void)
{
//--- validation settings of additional filters
if(!CExpertSignal::ValidationSettings())
return(false);
//--- initial data checks
if(m_period_fast>=m_period_slow)
{
printf(__FUNCTION__+": slow period must be greater than fast period");
return(false);
}
//--- ok
return(true);
} 复制代码 //+------------------------------------------------------------------+
//| Create indicators. |
//+------------------------------------------------------------------+
bool CSignalMACD::InitIndicators(CIndicators *indicators)
{
//--- check of pointer is performed in the method of the parent class
//---
//--- initialization of indicators and timeseries of additional filters
if(!CExpertSignal::InitIndicators(indicators))
return(false);
//--- create and initialize MACD oscilator
if(!InitMACD(indicators))
return(false);
//--- ok
return(true);
} 复制代码 //+------------------------------------------------------------------+
//| Initialize MACD oscillators. |
//+------------------------------------------------------------------+
bool CSignalMACD::InitMACD(CIndicators *indicators)
{
//--- add object to collection
if(!indicators.Add(GetPointer(m_MACD)))
{
printf(__FUNCTION__+": error adding object");
return(false);
}
//--- initialize object
if(!m_MACD.Create(m_symbol.Name(),m_period,m_period_fast,m_period_slow,m_period_signal,m_applied))
{
printf(__FUNCTION__+": error initializing object");
return(false);
}
//--- ok
return(true);
} 复制代码 //+------------------------------------------------------------------+
//| Check of the oscillator state. |
//+------------------------------------------------------------------+
int CSignalMACD::StateMain(int ind)
{
int res=0;
double var;
//---
for(int i=ind;;i++)
{
if(Main(i+1)==EMPTY_VALUE)
break;
var=DiffMain(i); // 第i根K线与前一根K线MACD差值
if(res>0) //之前的MACD值是延续第i根K线MACD差值方向
{
if(var<0)
break;
res++; // MACD值不减少，res++
continue;
}
if(res<0)
{
if(var>0)
break;
res--; // MACD值不增加，res--
continue;
}
if(var>0) // MACD值增加，res++
res++;
if(var<0)
res--; // MACD值减少，res++
}
//---
return(res);
} 复制代码 //+------------------------------------------------------------------+
//| Extended check of the oscillator state consists |
//| in forming a bit-map according to certain rules, |
//| which shows ratios of extremums of the oscillator and price. |
//+------------------------------------------------------------------+
bool CSignalMACD::ExtState(int ind)
{
//--- operation of this method results in a bit-map of extremums
//--- practically, the bit-map of extremums is an "array" of 4-bit fields
//--- each "element of the array" definitely describes the ratio
//--- of current extremums of the oscillator and the price with previous ones
//--- purpose of bits of an element of the analyzed bit-map
//--- bit 3 - not used (always 0)
//--- bit 2 - is equal to 1 if the current extremum of the oscillator is "more extreme" than the previous one
//--- (a higher peak or a deeper valley), otherwise - 0
//--- bit 1 - not used (always 0)
//--- bit 0 - is equal to 1 if the current extremum of price is "more extreme" than the previous one
//--- (a higher peak or a deeper valley), otherwise - 0
//--- in addition to them, the following is formed:
//--- array of values of extremums of the oscillator,
//--- array of values of price extremums and
//--- array of "distances" between extremums of the oscillator (in bars)
//--- it should be noted that when using the results of the extended check of state,
//--- you should consider, which extremum of the oscillator (peak or valley)
//--- is the "reference point" (i.e. was detected first during the analysis)
//--- if a peak is detected first then even elements of all arrays
//--- will contain information about peaks, and odd elements will contain information about valleys
//--- if a valley is detected first, then respectively in reverse
int pos=ind,off,index;
uint map; // intermediate bit-map for one extremum
//---
m_extr_map=0;
for(int i=0;i<10;i++)
{
off=StateMain(pos); // 距离pos(初值是ind)的MACD极值找到了，赋给off
if(off>0)
{
//--- minimum of the oscillator is detected
pos+=off; //pos=pos+off，距离当前是pos根K线
m_extr_pos[i]=pos; // 记录MACD极值的位置
m_extr_osc[i]=Main(pos); // 记录MACD极值的价格
if(i>1)//如果i的前2根k线或以前
{
m_extr_pr[i]=m_low.MinValue(pos-2,5,index);//第pos-2根K线往前5根K线最低价，如果第//2根K线是极值，比较范围是包括当前价的（即使tick工作模式是FALSE）
//--- form the intermediate bit-map
map=0;
if(m_extr_pr[i-2]<m_extr_pr[i])
map+=1; // set bit 0 ，二进制 0001， 第i个极值价格小于之前2位的极值价格
if(m_extr_osc[i-2]<m_extr_osc[i])
map+=4; // set bit 2 二进制 0100， 第i个极值MACD值小于之前2位的MACD极值
//--- add the result
m_extr_map+=map<<(4*(i-2)); //map值左移4*（i-2）位
}
else
m_extr_pr[i]=m_low.MinValue(pos-1,4,index);
//当前根或上根K线是最低价，从上根或上上根K线起往前4根K线范围的最低价赋给 //m_extr_pr[i]
}
else
{
//--- maximum of the oscillator is detected
pos-=off;
m_extr_pos[i]=pos;
m_extr_osc[i]=Main(pos);
if(i>1)
{
m_extr_pr[i]=m_high.MaxValue(pos-2,5,index);
//--- form the intermediate bit-map
map=0;
if(m_extr_pr[i-2]>m_extr_pr[i])
map+=1; // set bit 0
if(m_extr_osc[i-2]>m_extr_osc[i])
map+=4; // set bit 2
//--- add the result
m_extr_map+=map<<(4*(i-2));
}
else
m_extr_pr[i]=m_high.MaxValue(pos-1,4,index);
}
}
//---
return(true);
} 复制代码 
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