187 lines
18 KiB
Plaintext
187 lines
18 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| Impulse 2.0.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.mqh"
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input int PeriodMA = 12;
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input double StopPercent = 0.05;
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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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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 SupportPendingBuy(const MarketEvent &event,CPendingOrder *order);
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virtual void SupportPendingSell(const MarketEvent &event,CPendingOrder* order);
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virtual bool OnInit(void);
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public:
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double GetPercent(void);
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void SetPercent(double percent);
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CUnIndicator UnMA;
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};
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//+------------------------------------------------------------------+
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//| Initialize the moving average |
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//+------------------------------------------------------------------+
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bool CImpulse::OnInit(void)
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{
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UnMA.SetParameter(12);
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UnMA.SetParameter(0);
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UnMA.SetParameter(MODE_SMA);
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UnMA.SetParameter(PRICE_CLOSE);
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m_percent = StopPercent;
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if(UnMA.Create(Symbol(), Period(), IND_MA) != INVALID_HANDLE)
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return true;
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return false;
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}
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//+------------------------------------------------------------------+
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//| Placing pending BuyStop orders |
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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; // Create pending only at the opening of a new bar
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if(PositionsTotal(POSITION_TYPE_BUY, ExpertSymbol(), ExpertMagic()) > 0) // There must be no open long positions present
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return;
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if(OrdersTotal(POSITION_TYPE_BUY, ExpertSymbol(), ExpertMagic()) > 0) // There must be no pending buy order present
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return;
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double target = WS.Ask() + WS.Ask()*(m_percent/100.0); // Calculate the level of the new pending order
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if(target < UnMA[0]) // The order trigger price must be above the Moving Average
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return;
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Trade.BuyStop(MM.GetLotFixed(), target, ExpertSymbol(), 0, 0, NULL); // Place the new BuyStop order
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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::SupportPendingBuy(const MarketEvent &event,CPendingOrder *order)
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{
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if(!IsTrackEvents(event))return;
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double target = WS.Ask() + WS.Ask()*(m_percent/100.0); // Calculate the level of the new pending order
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if(UnMA[0] > target) // If the new level is lower than the current Moving Average
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order.Delete(); // - lete it
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else // Otherwise, modify it with the new price
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order.Modify(target);
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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::SupportPendingSell(const MarketEvent &event,CPendingOrder* order)
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{
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if(!IsTrackEvents(event))return;
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double target = WS.Ask() - WS.Ask()*(m_percent/100.0); // Calculate the level of the new pending order
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if(UnMA[0] < target) // If the new level is higher than the current Moving Average
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order.Delete(); // - lete it
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else // Otherwise, modify it with the new price
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order.Modify(target);
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}
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//+------------------------------------------------------------------+
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//| Placing pending SellStop orders |
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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; // Create pending only at the opening of a new bar
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if(PositionsTotal(POSITION_TYPE_SELL, ExpertSymbol(), ExpertMagic()) > 0) // There must be no open short positions present
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return;
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if(OrdersTotal(POSITION_TYPE_SELL, ExpertSymbol(), ExpertMagic()) > 0) // There must be no pending sell order present
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return;
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double target = WS.Bid() - WS.Bid()*(m_percent/100.0); // Calculate the level of the new pending order
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if(target > UnMA[0]) // The order trigger price must be below the Moving Average
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return;
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Trade.SellStop(MM.GetLotFixed(), target, ExpertSymbol(), 0, 0, NULL); // Place the new BuyStop order
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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(!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 < UnMA[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() < UnMA[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 > UnMA[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() > UnMA[0])
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pos.CloseAtMarket();
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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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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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CImpulse* impulse = new CImpulse();
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impulse.ExpertMagic(140578);
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impulse.ExpertName("Impulse 2.0");
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impulse.Timeframe(Period());
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impulse.ExpertSymbol(Symbol());
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Manager.AddStrategy(impulse);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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Manager.OnTick();
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}
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//+------------------------------------------------------------------+
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//| ChartEvent function |
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//+------------------------------------------------------------------+
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void OnChartEvent(const int id,
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const long &lparam,
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const double &dparam,
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const string &sparam)
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{
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Manager.OnChartEvent(id, lparam, dparam, sparam);
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ChartRedraw(0);
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}�
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