190 lines
16 KiB
Plaintext
190 lines
16 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| Impulse.mqh |
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//| Copyright 2016, Vasiliy Sokolov, St-Petersburg, Russia |
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//| https://www.mql5.com/en/users/c-4 |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2016, Vasiliy Sokolov."
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#property link "https://www.mql5.com/en/users/c-4"
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#include <Strategy\Strategy.mqh>
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#include <Strategy\Indicators\MovingAverage.mqh>
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input double StopPercent = 0.05;
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//+------------------------------------------------------------------+
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//| Defines the actions that need to be performed with a pending |
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//| order. |
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//+------------------------------------------------------------------+
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enum ENUM_ORDER_TASK
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{
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ORDER_TASK_DELETE, // Delete a pending order
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ORDER_TASK_MODIFY // Modify a pending order
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};
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//+------------------------------------------------------------------+
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//| The CImpulse Strategy |
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//+------------------------------------------------------------------+
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class CImpulse : public CStrategy
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{
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private:
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double m_percent; // Percent value for the level of a pending order
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bool IsTrackEvents(const MarketEvent &event);
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protected:
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virtual void InitBuy(const MarketEvent &event);
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virtual void InitSell(const MarketEvent &event);
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virtual void SupportBuy(const MarketEvent &event,CPosition *pos);
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virtual void SupportSell(const MarketEvent &event,CPosition *pos);
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virtual void OnSymbolChanged(string new_symbol);
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virtual void OnTimeframeChanged(ENUM_TIMEFRAMES new_tf);
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public:
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double GetPercent(void);
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void SetPercent(double percent);
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CIndMovingAverage Moving;
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};
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//+------------------------------------------------------------------+
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//| Working with the pending BuyStop orders for opening a long |
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//| position |
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//+------------------------------------------------------------------+
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void CImpulse::InitBuy(const MarketEvent &event)
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{
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if(!IsTrackEvents(event))return;
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if(positions.open_buy > 0) return;
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int buy_stop_total = 0;
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ENUM_ORDER_TASK task;
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double target = WS.Ask() + WS.Ask()*(m_percent/100.0);
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if(target < Moving.OutValue(0)) // The order trigger price must be above the Moving Average
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task = ORDER_TASK_DELETE;
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else
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task = ORDER_TASK_MODIFY;
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for(int i = PendingOrders.Total()-1; i >= 0; i--)
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{
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CPendingOrder* Order = PendingOrders.GetOrder(i);
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if(Order == NULL || !Order.IsMain(ExpertSymbol(), ExpertMagic()))
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continue;
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if(Order.Type() == ORDER_TYPE_BUY_STOP)
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{
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if(task == ORDER_TASK_MODIFY)
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{
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buy_stop_total++;
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Order.Modify(target);
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}
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else
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Order.Delete();
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}
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}
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if(buy_stop_total == 0 && task == ORDER_TASK_MODIFY)
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Trade.BuyStop(MM.GetLotFixed(), target, ExpertSymbol(), 0, 0, NULL);
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}
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//+------------------------------------------------------------------+
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//| Working with the pending SellStop orders for opening a short |
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//| position |
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//+------------------------------------------------------------------+
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void CImpulse::InitSell(const MarketEvent &event)
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{
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if(!IsTrackEvents(event))return;
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if(positions.open_sell > 0) return;
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int sell_stop_total = 0;
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ENUM_ORDER_TASK task;
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double target = WS.Bid() - WS.Bid()*(m_percent/100.0);
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if(target > Moving.OutValue(0)) // The order trigger price must be above the Moving Average
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task = ORDER_TASK_DELETE;
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else
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task = ORDER_TASK_MODIFY;
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for(int i = PendingOrders.Total()-1; i >= 0; i--)
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{
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CPendingOrder* Order = PendingOrders.GetOrder(i);
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if(Order == NULL || !Order.IsMain(ExpertSymbol(), ExpertMagic()))
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continue;
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if(Order.Type() == ORDER_TYPE_SELL_STOP)
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{
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if(task == ORDER_TASK_MODIFY)
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{
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sell_stop_total++;
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Order.Modify(target);
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}
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else
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Order.Delete();
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}
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}
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ENUM_SYMBOL_INFO_DOUBLE
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if(sell_stop_total == 0 && task == ORDER_TASK_MODIFY)
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Trade.SellStop(MM.GetLotFixed(), target, ExpertSymbol(), 0, 0, NULL);
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}
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//+------------------------------------------------------------------+
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//| Managing a long position in accordance with the Moving Average |
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//+------------------------------------------------------------------+
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void CImpulse::SupportBuy(const MarketEvent &event,CPosition *pos)
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{
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int bar_open = WS.IndexByTime(pos.TimeOpen());
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if(bar_open >= BarsHold)
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pos.CloseAtMarket("Exit by time hold");
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if(!IsTrackEvents(event))return;
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ENUM_ACCOUNT_MARGIN_MODE mode = (ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE);
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if(mode != ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)
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{
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double target = WS.Bid() - WS.Bid()*(m_percent/100.0);
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if(target < Moving.OutValue(0))
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pos.StopLossValue(target);
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else
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pos.StopLossValue(0.0);
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}
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if(WS.Bid() < Moving.OutValue(0))
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pos.CloseAtMarket();
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}
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//+------------------------------------------------------------------+
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//| Managing a short position in accordance with the Moving Average |
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//+------------------------------------------------------------------+
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void CImpulse::SupportSell(const MarketEvent &event,CPosition *pos)
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{
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if(!IsTrackEvents(event))return;
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ENUM_ACCOUNT_MARGIN_MODE mode = (ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE);
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if(mode != ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)
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{
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double target = WS.Ask() + WS.Ask()*(m_percent/100.0);
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if(target > Moving.OutValue(0))
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pos.StopLossValue(target);
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else
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pos.StopLossValue(0.0);
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}
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if(WS.Ask() > Moving.OutValue(0))
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pos.CloseAtMarket();
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}
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//+------------------------------------------------------------------+
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//| Filters incoming events. If the passed event is not |
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//| processed by the strategy, returns false; if it is processed |
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//| returns true. |
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//+------------------------------------------------------------------+
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bool CImpulse::IsTrackEvents(const MarketEvent &event)
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{
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//We handle only opening of a new bar on the working symbol and timeframe
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if(event.type != MARKET_EVENT_BAR_OPEN)return false;
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if(event.period != Timeframe())return false;
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if(event.symbol != ExpertSymbol())return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| React to symbol change |
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//+------------------------------------------------------------------+
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void CImpulse::OnSymbolChanged(string new_symbol)
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{
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Moving.Symbol(new_symbol);
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}
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//+------------------------------------------------------------------+
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//| React to timeframe change |
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//+------------------------------------------------------------------+
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void CImpulse::OnTimeframeChanged(ENUM_TIMEFRAMES new_tf)
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{
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Moving.Timeframe(new_tf);
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}
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//+------------------------------------------------------------------+
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//| Returns the percent of the breakthrough level |
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//+------------------------------------------------------------------+
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double CImpulse::GetPercent(void)
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{
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return m_percent;
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}
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//+------------------------------------------------------------------+
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//| Sets percent of the breakthrough level |
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//+------------------------------------------------------------------+
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void CImpulse::SetPercent(double percent)
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{
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m_percent = percent;
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}�
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