139 lines
12 KiB
Plaintext
139 lines
12 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| TrailingClassic.mqh |
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//| Copyright 2016, Vasiliy Sokolov. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2016, Vasiliy Sokolov."
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#property link "http://www.mql5.com"
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#include "Trailing.mqh"
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//+------------------------------------------------------------------+
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//| Integrate trailing stop parameters in the list of parameters of |
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//| the Expert Advisor |
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//+------------------------------------------------------------------+
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#ifdef SHOW_TRAILING_CLASSIC_PARAMS
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input double PointsModify=0.00100;
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input double StepModify=0.00005;
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#endif
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//+------------------------------------------------------------------+
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//| A classical trailing stop |
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//+------------------------------------------------------------------+
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class CTrailingClassic : public CTrailing
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{
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private:
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double m_diff_extremum; // The distance in points from a reached extreme to the position's stop-loss
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double m_step_modify; // The minimum number of points to modify stop loss
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double FindExtremum(CPosition *pos);
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public:
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CTrailingClassic(void);
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void SetDiffExtremum(double points);
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double GetDiffExtremum(void);
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void SetStepModify(double points_step);
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double GetStepModify(void);
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virtual bool Modify(void);
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virtual CTrailing *Copy(void);
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};
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//+------------------------------------------------------------------+
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//| Constructor. Initializes default parameters |
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//+------------------------------------------------------------------+
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CTrailingClassic::CTrailingClassic(void) : m_diff_extremum(0.0),
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m_step_modify(0.0)
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{
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#ifdef SHOW_TRAILING_CLASSIC_PARAMS
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m_diff_extremum=PointsModify;
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m_step_modify=StepModify;
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#endif
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}
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//+------------------------------------------------------------------+
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//| Returns a copy of the instance |
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//+------------------------------------------------------------------+
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CTrailing *CTrailingClassic::Copy(void)
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{
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CTrailingClassic *tral=new CTrailingClassic();
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tral.SetDiffExtremum(m_diff_extremum);
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tral.SetStepModify(m_step_modify);
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tral.SetPosition(m_position);
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return tral;
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}
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//+------------------------------------------------------------------+
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//| Sets the number of points from a reached extremum |
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//+------------------------------------------------------------------+
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void CTrailingClassic::SetDiffExtremum(double points)
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{
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m_diff_extremum=points;
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}
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//+------------------------------------------------------------------+
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//| Sets the value of a minimal modification in points |
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//+------------------------------------------------------------------+
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void CTrailingClassic::SetStepModify(double points_step)
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{
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m_step_modify=points_step;
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}
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//+------------------------------------------------------------------+
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//| Returns the number of points from a reached extremum |
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//+------------------------------------------------------------------+
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double CTrailingClassic::GetDiffExtremum(void)
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{
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return m_diff_extremum;
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}
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//+------------------------------------------------------------------+
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//| Returns the value of a minimal modification in points |
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//+------------------------------------------------------------------+
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double CTrailingClassic::GetStepModify(void)
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{
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return m_step_modify;
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}
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//+------------------------------------------------------------------+
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//| Modifies trailing stop in accordance with logic of a classical |
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//| trailing stop |
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//+------------------------------------------------------------------+
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bool CTrailingClassic::Modify(void)
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{
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if(CheckPointer(m_position)==POINTER_INVALID)
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{
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string text="Invalid position for current trailing-stop. Set position with 'SetPosition' method";
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CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
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Log.AddMessage(msg);
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return false;
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}
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if(m_diff_extremum<=0.0)
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{
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string text="Set points trailing-stop with 'SetDiffExtremum' method";
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CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
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Log.AddMessage(msg);
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return false;
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}
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double extremum=FindExtremum(m_position);
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if(extremum == 0.0)return false;
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double n_sl = 0.0;
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if(m_position.Direction()==POSITION_TYPE_BUY)
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n_sl=extremum-m_diff_extremum;
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else
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n_sl=extremum+m_diff_extremum;
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if(n_sl!=m_position.StopLossValue())
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return m_position.StopLossValue(n_sl);
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return false;
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}
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//+------------------------------------------------------------------+
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//| Returns the extreme price reached while holding the |
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//| position. For a long position, it will return the highest |
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//| reached price. For a short one - the lowest price that was |
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//| reached. |
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//+------------------------------------------------------------------+
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double CTrailingClassic::FindExtremum(CPosition *pos)
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{
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double prices[];
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if(pos.Direction()==POSITION_TYPE_BUY)
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{
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if(CopyHigh(pos.Symbol(),PERIOD_M1,pos.TimeOpen(),TimeCurrent(),prices)>1)
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return prices[ArrayMaximum(prices)];
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}
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else
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{
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if(CopyLow(pos.Symbol(),PERIOD_M1,pos.TimeOpen(),TimeCurrent(),prices)>1)
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return prices[ArrayMinimum(prices)];
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}
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return 0.0;
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}
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//+------------------------------------------------------------------+
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�
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