Day of Week Exit by Popov

17531 downloads / 3404 views / Created: 01.09.2013
 Average Rating: 0

Indicator Description

Indicator author: Krog

Original Request -- indicator to specify closing day, to be more flexible than Week Closing (last day only)
Feature: can specify day-time range for exiting positions
Notes: use filters so you don't enter a position during the exit time. Or else, equity curve goes down quickly because it will open and close positions on each bar.
Please verify it works for you on a demo account before using on real account. If any bugs or unexpected behavior, please advise.

Forum link: Day of Week Exit

Comments

//============================================================== // Forex Strategy Builder // Copyright © Miroslav Popov. All rights reserved. //============================================================== // THIS CODE IS PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, // EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO // THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR // A PARTICULAR PURPOSE. //============================================================== using System; using System.Drawing; using ForexStrategyBuilder.Infrastructure.Entities; using ForexStrategyBuilder.Infrastructure.Enums; using ForexStrategyBuilder.Infrastructure.Interfaces; namespace ForexStrategyBuilder.Indicators.Store { /// /// Day of Week Exit Indicator /// public class DayOfWeekExit : Indicator { public DayOfWeekExit() { IndicatorName = "Day of Week Exit"; PossibleSlots = SlotTypes.CloseFilter; IndicatorAuthor = "Krog"; IndicatorVersion = "2.0"; IndicatorDescription = "Custom indicator for FSB / FST."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; IndParam.IndicatorType = TypeOfIndicator.DateTime; // The ComboBox parameters IndParam.ListParam[0].Caption = "Logic"; IndParam.ListParam[0].ItemList = new string[] { "Exit the market between the specified day at the specified time" }; IndParam.ListParam[0].Index = 0; IndParam.ListParam[0].Text = IndParam.ListParam[0].ItemList[IndParam.ListParam[0].Index]; IndParam.ListParam[0].Enabled = true; IndParam.ListParam[0].ToolTip = "Indicators' logic."; IndParam.ListParam[1].Caption = "From (incl.)"; IndParam.ListParam[1].ItemList = Enum.GetNames(typeof(DayOfWeek)); IndParam.ListParam[1].Index = (int)DayOfWeek.Friday; IndParam.ListParam[1].Text = IndParam.ListParam[1].ItemList[IndParam.ListParam[1].Index]; IndParam.ListParam[1].Enabled = true; IndParam.ListParam[1].ToolTip = "Day of beginning for the exit period."; IndParam.ListParam[2].Caption = "To (excl.)"; IndParam.ListParam[2].ItemList = Enum.GetNames(typeof(DayOfWeek)); IndParam.ListParam[2].Index = (int)DayOfWeek.Saturday; IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[IndParam.ListParam[2].Index]; IndParam.ListParam[2].Enabled = true; IndParam.ListParam[2].ToolTip = "End day for the exit period."; // The NumericUpDown parameters IndParam.NumParam[0].Caption = "From hour (incl.)"; IndParam.NumParam[0].Value = 0; IndParam.NumParam[0].Min = 0; IndParam.NumParam[0].Max = 23; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "Beginning of the exit period."; IndParam.NumParam[1].Caption = "From min (incl.)"; IndParam.NumParam[1].Value = 0; IndParam.NumParam[1].Min = 0; IndParam.NumParam[1].Max = 59; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "Beginning of the exit period."; IndParam.NumParam[2].Caption = "Until hour (excl.)"; IndParam.NumParam[2].Value = 24; IndParam.NumParam[2].Min = 0; IndParam.NumParam[2].Max = 24; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "End of the exit period."; IndParam.NumParam[3].Caption = "Until min( excl.)"; IndParam.NumParam[3].Value = 0; IndParam.NumParam[3].Min = 0; IndParam.NumParam[3].Max = 59; IndParam.NumParam[3].Enabled = true; IndParam.NumParam[3].ToolTip = "End of the exit period."; } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; // Reading the parameters int iFromDay = (int)IndParam.ListParam[1].Index; int iFromHour = (int)IndParam.NumParam[0].Value; int iFromMin = (int)IndParam.NumParam[1].Value; int iUntilDay = (int)IndParam.ListParam[2].Index; int iUntilHour = (int)IndParam.NumParam[2].Value; int iUntilMin = (int)IndParam.NumParam[3].Value; TimeSpan tsFromTime = new TimeSpan(iFromDay, iFromHour, iFromMin, 0); TimeSpan tsUntilTime = new TimeSpan(iUntilDay, iUntilHour, iUntilMin, 0); // Calculation int iFirstBar = 1; double[] adBars = new double[Bars]; // Calculation of the logic for (int iBar = iFirstBar; iBar < Bars; iBar++) { TimeSpan tsBar = new TimeSpan((int)Time[iBar].DayOfWeek, Time[iBar].Hour, Time[iBar].Minute, 0); adBars[iBar] = tsBar >= tsFromTime && tsBar < tsUntilTime ? 1 : 0; } // Saving the components Component = new IndicatorComp[1]; Component[0] = new IndicatorComp(); Component[0].CompName = "Force close position"; Component[0].DataType = IndComponentType.ForceClose; Component[0].ChartType = IndChartType.NoChart; Component[0].ShowInDynInfo = false; Component[0].FirstBar = iFirstBar; Component[0].Value = adBars; } public override void SetDescription() { DayOfWeek dowFromDay = (DayOfWeek)IndParam.ListParam[1].Index; int iFromHour = (int)IndParam.NumParam[0].Value; int iFromMin = (int)IndParam.NumParam[1].Value; string sFromMin = (iFromMin < 10) ? "0" + iFromMin.ToString() : iFromMin.ToString(); DayOfWeek dowUntilDay = (DayOfWeek)IndParam.ListParam[2].Index; int iUntilHour = (int)IndParam.NumParam[2].Value; int iUntilMin = (int)IndParam.NumParam[3].Value; string sUntilMin = (iUntilMin < 10) ? "0" + iUntilMin.ToString() : iUntilMin.ToString(); ExitFilterLongDescription = "between " + dowFromDay + " " + iFromHour.ToString() + ":" + sFromMin + " and " + dowUntilDay + " " + iUntilHour.ToString() + ":" + sUntilMin; ExitFilterShortDescription = "between " + dowFromDay + " " + iFromHour.ToString() + ":" + sFromMin + " and " + dowUntilDay + " " + iUntilHour.ToString() + ":" + sUntilMin; } public override string ToString() { DayOfWeek dowFromDay = (DayOfWeek)IndParam.ListParam[1].Index; int iFromHour = (int)IndParam.NumParam[0].Value; int iFromMin = (int)IndParam.NumParam[1].Value; string sFromMin = (iFromMin < 10) ? "0" + iFromMin.ToString() : iFromMin.ToString(); DayOfWeek dowUntilDay = (DayOfWeek)IndParam.ListParam[2].Index; int iUntilHour = (int)IndParam.NumParam[2].Value; int iUntilMin = (int)IndParam.NumParam[3].Value; string sUntilMin = (iUntilMin < 10) ? "0" + iUntilMin.ToString() : iUntilMin.ToString(); string sString = IndicatorName + " (" + dowFromDay + " " + // Day iFromHour.ToString() + ":" + // Hour sFromMin + "-" + // Minute dowUntilDay + " " + // Day iUntilHour.ToString() + ":" + // Hour sUntilMin + ")"; // Minute return sString; } } }
//+--------------------------------------------------------------------+ //| Copyright: (C) 2016 Forex Software Ltd. | //| Website: http://forexsb.com/ | //| Support: http://forexsb.com/forum/ | //| License: Proprietary under the following circumstances: | //| | //| This code is a part of Forex Strategy Builder. It is free for | //| use as an integral part of Forex Strategy Builder. | //| One can modify it in order to improve the code or to fit it for | //| personal use. This code or any part of it cannot be used in | //| other applications without a permission. | //| The contact information cannot be changed. | //| | //| NO LIABILITY FOR CONSEQUENTIAL DAMAGES | //| | //| In no event shall the author be liable for any damages whatsoever | //| (including, without limitation, incidental, direct, indirect and | //| consequential damages, damages for loss of business profits, | //| business interruption, loss of business information, or other | //| pecuniary loss) arising out of the use or inability to use this | //| product, even if advised of the possibility of such damages. | //+--------------------------------------------------------------------+ #property copyright "Copyright (C) 2016 Forex Software Ltd." #property link "http://forexsb.com" #property version "2.00" #property strict #include <Forexsb.com/Indicator.mqh> #include <Forexsb.com/Enumerations.mqh> //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ class DayOfWeekExit : public Indicator { public: DayOfWeekExit(SlotTypes slotType); virtual void Calculate(DataSet &dataSet); }; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void DayOfWeekExit::DayOfWeekExit(SlotTypes slotType) { SlotType = slotType; IndicatorName = "Day of Week Exit"; WarningMessage = ""; IsAllowLTF = true; ExecTime = ExecutionTime_DuringTheBar; IsSeparateChart = false; IsDiscreteValues = false; IsDefaultGroupAll = true; } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void DayOfWeekExit::Calculate(DataSet &dataSet) { Data=GetPointer(dataSet); int fromHour = (int) NumParam[0].Value; int fromMin = (int) NumParam[1].Value; int untilHour = (int) NumParam[2].Value; int untilMin = (int) NumParam[3].Value; int fromDay = ListParam[1].Index; int untilDay = ListParam[2].Index; const int firstBar=2; double adBars[]; ArrayResize(adBars,Data.Bars);ArrayInitialize(adBars,0); int fromTime = fromHour*3600+fromMin*60; int untilTime = untilHour*3600+untilMin*60; for(int bar=firstBar; bar<Data.Bars; bar++) { MqlDateTime mqlTime; TimeToStruct(Data.Time[bar],mqlTime); int barTime=mqlTime.hour*3600+mqlTime.min*60; int time=mqlTime.day_of_week; adBars[bar]= time>=fromDay && time<untilDay && barTime>=fromTime && barTime<untilTime ? 1 : 0; } ArrayResize(Component[0].Value,Data.Bars); Component[0].CompName = "Force close position"; Component[0].DataType = IndComponentType_ForceClose; Component[0].ShowInDynInfo=false; Component[0].FirstBar=firstBar; ArrayCopy(Component[0].Value,adBars); } //+------------------------------------------------------------------+
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