Setup Scanner

[onedognight]

ScreenShot.jpg

Hi people. Here is a bit of 'make life easier' code.

Setup Scanner (ss)
The idea behind these chunks of code is this.

You dream up a strategy based around some long trade setups, some short
trade setups and some stay-out-of-it setups. You code your
setups and embed your code within the chunks of code that I supplied.
You make a couple of easy mods.

You end up with a couple of indicators. One will point out historically
on the current chart where your setups arose (the bottom indicator in the screen
shot above). The other will show on a panel whether, for all of the instruments and
timeframes in which you are interested, the setups have currently arisen. This
saves you from having to manually scan pairs and timeframes looking for your
setups (see the right hand chart in the screen shot).

The zip file contains several documents. Those whose name begins with
ss_ are documents that you should not have to alter. Those whose
name begins with ssXXXX_ are patterns which you can modify to supply
your own code.

Those beginning with ssPP or ssMAX make up two
examples. One is an ema cross-over strategy (setup identifier = "MAX")
and the other is based on Power Pro (setup identifier = "PP")
which was being pushed around the traps by Russ Horn. It is a band
break-out strategy where the upper band limit is an ema of highs and
the lower limit is an ema of lows. There is absolutely no endorsement
of these strategies by me - they are there purely as examples of
what you can develop.

To install,
download, unzip and distribute the bits of code into appropriate
folders as dictated by their extensions (mq4 and ex4 to
experts\indicators, mqh to experts\include, tpl to the templates folder
- the one on the same level as the experts folder, not the one
underneath the experts folder).

Some caveats:
Use at your own risk.
There are hardly any 'extern's.

To demonstrate what the scanner does:
Reduce or increase the number of charts in your current window to two.
Tile them vertically.

On the Right-hand Chart
Make it EURUSD or other high tick rate instrument (any time frame -
doesn't matter).
Change template to ss_blankivory (as supplied).
Make it narrower (approx 1/3 of window width).
On the Left-hand Chart
Make it wider.
Remove any objects and indicators that are not relevant. You can leave
in place some general purpose indicators like 'spread'
and 'candle timer' - up to you.

Apply template ssPP to the left hand chart.
Apply indicator ssPP_Panel to the right hand chart.


The code common to all strategies:
ss_Utils.mqh contains some utility functions which can be used in any
indicator, expert adviser, etc.

ss_Chart.mqh contains almost all of the code which goes into the
current-chart indicator.

ss_Panel.mqh contains almost all of the code which goes into the panel
display indicator.

The code specific to the MAX (moving average crossover) strategy:
ssMAX_ind.mq4 is a custom indicator which displays two moving averages.
It is completely self-contained.

ssMAX_Chart.mq4 is the indicator which shows what happened historically
on the current chart.

ssMAX_Panel.mq4 is the indicator which shows the current situation on
all of the pairs and timeframes in which you are interested.

ssMAX_GetBarFlag.mqh is the code "included" in both the Chart and Panel
indicators. It is the bit that decides whether there is a setup
at a particular bar.

The code specific to the PP (Power Pro) strategy:
ssPP_ind.mq4 displays the relevant "chart-window" indicators.

ssPP_ind1.mq4 displays the relevant "separate-window" indicators.

ssPP_Chart.mq4, PP_Panel.mq4 and PP_GetBarFlag.mqh do the equivalent
same thing as for the MAX strategy above.


I included two strategies because MAX is trivial but easier to
understand while PP is more complex.

Some features of the software:
The code was written as indicators so that, when a panel is on display
and you want to look at a particular pair and timeframe, you just
pick the pair from the Market Watch window, drag and drop it onto the
current chart space of the left hand chartand change the timeframe to suit.
The template looks after the rest.

In an effort to reduce computer overload, I did two things.

Firstly, when dealing with time-series arrays, I mostly only go back
200 bars.

Secondly, the panel display software doesn't test the user's setups at
every tick. It uses a timer mechanism such that testing is
applied to bar[0] only if bar[0] is 90% formed, otherwise testing is
applied to bar[1]. If bar[1] has the focus (i.e. bar[0] is less
than 90% formed), it is tested once and a changeover to bar[0] time is
calculated. For every subsequent tick that comes along until the
changeover time is reached, nothing happens. I am not 100% sure that I
have got this coded up right yet but it seems to work pretty
good.

Further to the timer mechanism mentioned above, the top line of the
panel shows the date and time that the most recent setup-testing
event occurred. Also, in the examples supplied here, the neutral
wingdings will show a zero if bar[0] is in focus and a '1' if bar[1] is
in focus.

How I go about coding a new strategy:
I decide on a strategy identifier (eg Good1).

I set my window up as above under "To demonstrate what the scanner
does" (except for the last two steps).

If my new strategy relies on on-chart indicators, I build them using
ssXXXX_0.mq4 as a pattern. I remember to 'save as...'
ssGood1_0.mq4. I apply my custom indicator to the left hand chart.

If I need a separate window indicator, I build it too. I remember to
'save as...' ssGood1_1.mq4. I apply it to the left hand chart.

I build custom indicators rather than standard indicators so that I can
refer to them elsewhere using the iCustom function. This way, if
I change my mind about the basic parameters of my strategy (eg moving
average method) I only have to change my custom indicators. If I
used standard indicators, I would have to change them and then go
digging into the bowels of my code to accommodate my mind change.

I grab ssXXXX_Chart.mq4, replace all instances of 'XXXX' by my strategy
identifier 'Good1', and save the code as ssGood1_Chart.mq4. It
wont compile yet because there is some "include" code still to be
written.

Now to provide the "include" code. If the setups for which I want to
test are dead easy, I just use the "include" file
ssXXXX_GetBarFlag.mqh, code up what I want, and 'save as...'
ssGood1_GetBarFlag.mqh. But if the coding is tricky, I go back to the
ssGood1_Chart.mq4 that I previously created, I comment out the line of
code that now reads "#include <ssGood1_GetBarFlag.mqh>,
and I
build the code I want directly within the ssGood1_Chart.mq4 document.

When I've got it clean, I move/paste the setup-finding code to the
"include" document 'ssGood1_GetBarFlag.mqh' and un-comment the #include
statement in the 'ssGood1_Chart.mq4 document.

Now the 'ssGood1_Chart.mq4' document can be compiled and applied to the
left hand chart.

At this point, I save the template for the left hand chart as
ssGood1.tpl. It incorporates any on-chart custom indicators,
separate-window custom indicators, and the plot of results as they
apply to the current chart.

I load the document 'ssXXXX_Panel.mq4', replace all instances of "XXXX"
by "Good1", then 'save as...' "ssGood1_Panel.mq4". This last
document is compiled and applied to the right hand chart. It can be a
bit slow to run when first applied but doesn't use much resource
when running.


NOTE:
When building custom indicators and then referring to them with the iCustom
function, I take care that the names are exactly right.
You get no warning if iCustom refers to an indicator that doesn't exist.

NOTE:
There may be a bug such that when the panel indicator is first loaded, it
produces results which are not consistent with those on
the specific chart on display. I find that if I change the timescale on
the panel window (thus forcing a re-calc), everything comes out
right.

NOTE:
In the ...GetBarFlag.mqh code which you develop yourself, you can return any
integer to the calling program to be displayed. As
the code stands, zero means 'no result' and causes display of a gray
wingding indicating which bar was tested. Returning a negative
integer will result in a red display while a positive integer will
result in a green display.


Have fun.

ss.zip

[Jemook]

Now that's how you do a first post welcome to the forum mister.

[monkeh]

im sure with this awsome tool some talented people may create some super dashboards.
i wish i was one

thank you very much for it!