GeneralTradingSarl
137 lines
5.5 KiB
Plaintext
137 lines
5.5 KiB
Plaintext
//+------------------------------------------------------------------+
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//| AnnouncementStrategy.mq5 |
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//| Copyright 2013, Marcus Wyatt |
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//| http://www.exceptionz.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2013, Marcus Wyatt"
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#property link "http://www.exceptionz.com"
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#property version "1.00"
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#property script_show_inputs
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//--- input parameters
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input int Step = 50; // Straddle Distance
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input bool HasExpiry = true; // Has Expiry
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input double Minutes = 2; // Expiry (Minutes)
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input int RiskPercentage = 10; // Risk Percentage
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#include <Trade\Trade.mqh>
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#include <Trade\PositionInfo.mqh>
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#include <Trade\SymbolInfo.mqh>
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#include <Trade\AccountInfo.mqh>
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CTrade *m_trade;
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CSymbolInfo *m_symbol;
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CPositionInfo *m_position_info;
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CAccountInfo *m_account;
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#define MAX_PERCENT 0.2
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart() {
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m_trade = new CTrade();
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m_symbol = new CSymbolInfo();
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m_position_info = new CPositionInfo();
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m_account = new CAccountInfo();
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m_symbol.Name(Symbol());
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m_symbol.RefreshRates();
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double point = m_symbol.Point();
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int digits = m_symbol.Digits();
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double spread = m_symbol.Spread();
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double ask = m_symbol.Ask();
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double bid = m_symbol.Bid();
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double price = 0.0;
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double sl = 0.0;
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datetime expiration = TimeCurrent() + (int)(Minutes * 60);
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if(m_position_info.Select(Symbol())){
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if(m_position_info.PositionType() == POSITION_TYPE_SELL) {
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sl = NormalizeDouble(bid + (Step - 1) * point, digits);
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if(!m_trade.PositionModify(m_position_info.Symbol(), sl, m_position_info.TakeProfit())) {
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Print("PositionModify() Sell FAILED!!. Return code=",m_trade.ResultRetcode(), ". Code description: ",m_trade.ResultRetcodeDescription());
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m_trade.PositionClose(m_position_info.Symbol());
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}
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}
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if(m_position_info.PositionType() == POSITION_TYPE_BUY) {
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sl = NormalizeDouble(ask - (Step - 1) * point, digits);
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if(!m_trade.PositionModify(m_position_info.Symbol(), sl, m_position_info.TakeProfit())) {
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Print("PositionModify() Sell FAILED!!. Return code=",m_trade.ResultRetcode(), ". Code description: ",m_trade.ResultRetcodeDescription());
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m_trade.PositionClose(m_position_info.Symbol());
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}
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}
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}
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CreateBuyStop(ask, point, digits, expiration);
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CreateSellStop(bid, point, digits, expiration);
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if(m_position_info != NULL)
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delete m_position_info;
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if(m_symbol != NULL)
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delete m_symbol;
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if(m_trade != NULL)
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delete m_trade;
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if(m_account != NULL)
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delete m_account;
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}
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bool CreateBuyStop(double ask, double point, int digits, datetime expiration) {
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bool result = true;
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double price = NormalizeDouble(ask + Step * point, digits);
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double sl = NormalizeDouble(price - Step * point, digits);
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if(!m_trade.BuyStop(TradeSize(), price, Symbol(), sl, 0.0, ORDER_TIME_SPECIFIED, expiration)) {
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Print("PositionOpen() Buy FAILED!!. Return code=",m_trade.ResultRetcode(), ". Code description: ",m_trade.ResultRetcodeDescription());
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result = false;
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}
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return result;
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}
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bool CreateSellStop(double bid, double point, int digits, datetime expiration) {
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bool result = true;
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double price = NormalizeDouble(bid - Step * point, digits);
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double sl = NormalizeDouble(price + Step * point, digits);
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if(!m_trade.SellStop(TradeSize(), price, Symbol(), sl, 0.0, ORDER_TIME_SPECIFIED, expiration)) {
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Print("PositionOpen() Buy FAILED!!. Return code=",m_trade.ResultRetcode(), ". Code description: ",m_trade.ResultRetcodeDescription());
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result = false;
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}
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return result;
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}
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//+-------------------------------------------------------------------------+
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//| Money Managment |
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//+-------------------------------------------------------------------------+
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double TradeSize() {
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double lots_min = m_symbol.LotsMin();
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double lots_max = m_symbol.LotsMax();
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long leverage = m_account.Leverage();
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double lots_size = SymbolInfoDouble(Symbol(),SYMBOL_TRADE_CONTRACT_SIZE);
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double lots_step = m_symbol.LotsStep();;
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double percentage = RiskPercentage / 100;
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if(percentage > MAX_PERCENT) percentage = MAX_PERCENT;
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double final_account_balance = MathMin(m_account.Balance(), m_account.Equity());
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int normalization_factor = 0;
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double lots = 0.0;
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if(lots_step == 0.01) { normalization_factor = 2; }
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if(lots_step == 0.1) { normalization_factor = 1; }
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lots = (final_account_balance*(RiskPercentage/100.0))/(lots_size/leverage);
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lots = NormalizeDouble(lots, normalization_factor);
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if (lots < lots_min) { lots = lots_min; }
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if (lots > lots_max) { lots = lots_max; }
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//----
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return( lots );
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}
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//+------------------------------------------------------------------+
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