But don't be afraid, now almost everyone has a cell phone with lots of function, and almost no one knows how it works. We do not need to study all this, we will only discuss some functions of the CExpertSignal class. In this article we will go through the stages of creating a module of trading signals , and you will see how to do this without having to learn OOP or the classes. But if you want, you can go a little further then. We will not alter any existing module of trading signals to our needs, because it's the way to get confused.

Right-click on the folder we have created, select "New File" and create a new class for our module of trading signals. Click "Finish" and a draft of our module us ready. It's all east so far. We only need to add the include declaration to the resulting file so that the compiler knows where to find the base class CExpertSignal.

Check the resulting class it must be free of compilation errors and click F7. There are no errors and we can move on. Our class is completely empty, it has no errors and we can test it - let's try to create a new Expert Advisor in the MQL5 Wizard based on it. We reach the step of selecting a module of trading signals and see that our module is not there. And how can it be there? We do not add any indications for the MQL5 Wizard to understand that our class could be something useful.

Let's fix this. If you look at the modules of the standard package, you'll see that each of them contains a header at the beginning of the file. This is the handle of the module compiled according to certain rules. And the rules are very simple. Open, for example, the source code of the module of AMA based trading signals see the logic description in Signals of the Adaptive Moving Average. And run the MQL5 Wizard choosing this module.

The last block in the handle refers to the module parameters, the first line contains the name of the module to be displayed in the MQL5 Wizard.

As you can see, there is nothing complicated. Thus, the handle of each module contains the following entries:. Now, knowing all this, let's create the handle of our module of trading signals.

So, we are writing a module for getting trading signals at the intersection of two moving averages. We need to set at least four external parameters:. You could also add a shift and the type of prices to calculate each of the moving averages, but it does not change anything fundamentally. So the current version is as follows:. Save the changes and compile. There should not be any errors.

Run the MQL5 Wizard to check. You see, our module is now available for selection, and it shows all of our parameters!

Now it is time to work with the external parameters. Let's add four lines equal to the number of parameters to the class declaration. We've already described the parameter in the handle and know the following:. It's all very simple, you only need to declare public methods of the same name in the class, namely, to add four lines to the public section:.

When you generate an Expert Advisor on the basis of this module using the MQL5 Wizard and run it on the chart, these four methods are automatically called when initializing the Expert Advisor. So here is a simple rule:. The rule of parameter creation in the module - for each parameter that we have declared in the handle, we should create a private member in the class for storing its value and a public member for setting a value to it.

The method name must match the name of the parameter. Each declared variable or class member must be initialized.

This technique allows to avoid many of hard-to-find errors. For automatic initialization, the best suiting one is the class constructor; it is always the first one to be called when creating an object. For default values, we will use those written in the module handle. Here the class members are initialized using the initialization list. As you can see, we haven't used moving average indicators yet. We found a simple rule - as many parameters are stated in the handle of the module, so many methods and members should be in the class that implements the module.

There is nothing complicated! However, don't forget to set default values of parameters on the constructor. In our case, we must check the periods of moving averages and the type of smoothing for their calculation.

For this purpose you should write your own ValidationSettings method in the class. This method is defined in the parent class CExpertBase , and in all its children it is obligatorily redefined.

But if you do not know anything about object-oriented programming, just remember - in our class we should write the ValidationSettings function, which requires no parameters and returns true or false. First comes the return type, then the class name, then scope resolution operator ::, and all this is followed by the name of the previously declared method.

Do not forget that the name and type of parameters must match in the declaration and description of the class method. However, the compiler will warn you of such an error. If you do not add this line, the generated Expert Advisor will not be able to initialize our module of trading signals. It's time to work with the indicators, since all the preparatory work with the parameters for them have been completed.

Each module of trading signals contains the InitIndicators method, which is automatically called when you run the generated Expert Advisor. In this method, we must provide indicators of moving averages for our module.

First, declare the InitIndicators method in the class and paste its draft:. So there is nothing complicated, we declare the method and then simply create the method body, as we have done for the ValidationSettings method.

Above all, do not forget to insert the class name and the operator :: in the function definition. We have a draft, which we can insert into a code to create moving averages. Let's do this properly - for each indicator we create a separate function in the class, which returns true if successful.

The function can have any name, but let it reflect its purpose, so let's call the functions CreateFastMA and CreateSlowMA. That is why a pointer to a variable of type CIndicators is passed as a parameter. The following is written in Documentation about it:. The CIndicators is a class for collecting instances of timeseries and technical indicators classes.

The CIndicators class provides creation of instanced of technical indicator classes, their storage and management data synchronization, handle and memory management. This means that we must create our indicators and place them in this collection. Since only indicators of the CIndicator form and its children can be stored in the collection, we should use this fact. We will use CiCustom , which is the above mentioned child.

For each moving average we declare an object of type CiCustom in the private part of the class:. Of course, you can create your own indicator class, which will be derived from CIndicator , and implement all the necessary methods for use with the MQL5 Wizard. But in this case we want to show how you can use any custom indicator in the module of trading signals using CiCustom.

Then declare the MqlParam structure, which is especially designed for storing parameters of custom indicators, and fill it with values. We use Custom Moving Average from the standard terminal delivery pack as the custom MA indicator.

Since Custom Moving Average. If you look at the code for this indicator, you can see all the required data:. And the last one is specifying the number of indicator buffers using the NumBuffers method. The CreateSlowMA method for creating the slow moving average is simple. When using custom indicators in the module, do not forget that the Expert Advisor generated by the MQL5 Wizard will also run in the tester.

If we use several different indicators, we should add this line for each of them. So, we have added the indicators. For more convenience, let's provide two methods of receiving MA values:.

As you can see, the methods are very simple, they used the GetData method of the SIndicator parent class, which returns a value from the specified indicator buffer at the specified position.

If you need classes for working with classical indicators of the standard package, they are available in section Classes for working with indicators. We are ready to proceed to the final stage. Everything is ready to make our module work and generate trading signals. This functionality is provided by two methods that must be described in each child of CExpertSignal :.

If the function returns a null value, it means that there is no trading signal. If there are conditions for the signal, then you can estimate the strength of the signal and return any value not exceeding Evaluation of the signal strength allows you to flexibly build trading systems based on several modules and market models.

Read more about this in MQL5 Wizard: New Version. Since we are writing a simple module of trading signals, we can agree that the buy and sell signals are valued equally Let's add necessary methods in the class declaration.

Also, let's create the description of functions. This is how the buy signal is checked it's all the same with the sell signal :. Note that we have declare the idx variable, to which the value returned by the StartIndex function of the parent class CExpertBase is assigned.

The StartIndex function returns 0, if the Expert Advisor is designed to work on all ticks, and in this case the analysis starts with the current bar. If the Expert Advisor is designed to work at open prices, StartIndex returns 1 and the analysis starts with the last formed bar.

By default StartIndex returns 1 , which means that the Expert Advisor generated by the MQL5 Wizard will only run at the opening of a new bar and will ignore incoming ticks during formation of the current bar. How to activate this mode and how it can be used will be described later in the finishing stroke.

The module is ready for use, so let's create a trading robot in the MQL5 Wizard based on this module. To test the efficiency of our module, let's generate an Expert Advisor based on it in the MQL5 Wizard and run it on the chart.

All other parameters have also been added by the MQL5 Wizard while generating the EA based on the selected money management module and position maintenance module Trailing Stop. Thus, we only had to write a module of trading signals and received a ready solution. This is the main advantage of using the MQL5 Wizard! Now let's test the trading robot in the MetaTrader 5 Strategy Tester. Let's try to run a quick optimization of key parameters. In these settings of input parameters, more than half a million of passes is required for full optimization.

Therefore, we choose fast optimization genetic algorithm and additionally utilize MQL5 Cloud Network to accelerate the optimization. The optimization has been done in 10 minutes and we have got the results. As you can see, creating a trading robot in MQL5 and optimization of input parameters have taken much less time than would be required for writing the position management servicing logic, debugging and searching for the best algorithms.

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