First commit [09/03/2018]
This commit is contained in:
Pierre8rTeam
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//+------------------------------------------------------------------+
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//| Moving Averages.mq5 |
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//| Copyright 2009-2017, MetaQuotes Software Corp. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2009-2017, MetaQuotes Software Corp."
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#property link "http://www.mql5.com"
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#property version "1.00"
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#include <Trade\Trade.mqh>
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input double MaximumRisk = 0.02; // Maximum Risk in percentage
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input double DecreaseFactor = 3; // Descrease factor
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input int MovingPeriod = 12; // Moving Average period
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input int MovingShift = 6; // Moving Average shift
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//---
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int ExtHandle=0;
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bool ExtHedging=false;
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CTrade ExtTrade;
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#define MA_MAGIC 1234501
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//+------------------------------------------------------------------+
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//| Calculate optimal lot size |
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//+------------------------------------------------------------------+
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double TradeSizeOptimized(void)
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{
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double price=0.0;
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double margin=0.0;
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//--- select lot size
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if(!SymbolInfoDouble(_Symbol,SYMBOL_ASK,price))
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return(0.0);
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if(!OrderCalcMargin(ORDER_TYPE_BUY,_Symbol,1.0,price,margin))
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return(0.0);
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if(margin<=0.0)
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return(0.0);
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double lot=NormalizeDouble(AccountInfoDouble(ACCOUNT_MARGIN_FREE)*MaximumRisk/margin,2);
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//--- calculate number of losses orders without a break
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if(DecreaseFactor>0)
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{
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//--- select history for access
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HistorySelect(0,TimeCurrent());
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//---
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int orders=HistoryDealsTotal(); // total history deals
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int losses=0; // number of losses orders without a break
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for(int i=orders-1;i>=0;i--)
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{
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ulong ticket=HistoryDealGetTicket(i);
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if(ticket==0)
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{
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Print("HistoryDealGetTicket failed, no trade history");
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break;
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}
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//--- check symbol
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if(HistoryDealGetString(ticket,DEAL_SYMBOL)!=_Symbol)
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continue;
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//--- check Expert Magic number
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if(HistoryDealGetInteger(ticket,DEAL_MAGIC)!=MA_MAGIC)
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continue;
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//--- check profit
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double profit=HistoryDealGetDouble(ticket,DEAL_PROFIT);
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if(profit>0.0)
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break;
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if(profit<0.0)
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losses++;
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}
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//---
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if(losses>1)
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lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
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}
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//--- normalize and check limits
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double stepvol=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
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lot=stepvol*NormalizeDouble(lot/stepvol,0);
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double minvol=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);
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if(lot<minvol)
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lot=minvol;
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double maxvol=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX);
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if(lot>maxvol)
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lot=maxvol;
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//--- return trading volume
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return(lot);
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}
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//+------------------------------------------------------------------+
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//| Check for open position conditions |
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//+------------------------------------------------------------------+
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void CheckForOpen(void)
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{
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MqlRates rt[2];
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//--- go trading only for first ticks of new bar
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if(CopyRates(_Symbol,_Period,0,2,rt)!=2)
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{
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Print("CopyRates of ",_Symbol," failed, no history");
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return;
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}
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if(rt[1].tick_volume>1)
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return;
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//--- get current Moving Average
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double ma[1];
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if(CopyBuffer(ExtHandle,0,0,1,ma)!=1)
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{
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Print("CopyBuffer from iMA failed, no data");
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return;
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}
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//--- check signals
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ENUM_ORDER_TYPE signal=WRONG_VALUE;
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if(rt[0].open>ma[0] && rt[0].close<ma[0])
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signal=ORDER_TYPE_SELL; // sell conditions
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else
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{
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if(rt[0].open<ma[0] && rt[0].close>ma[0])
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signal=ORDER_TYPE_BUY; // buy conditions
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}
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//--- additional checking
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if(signal!=WRONG_VALUE)
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{
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if(TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) && Bars(_Symbol,_Period)>100)
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ExtTrade.PositionOpen(_Symbol,signal,TradeSizeOptimized(),
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SymbolInfoDouble(_Symbol,signal==ORDER_TYPE_SELL ? SYMBOL_BID:SYMBOL_ASK),
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0,0);
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}
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//---
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}
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//+------------------------------------------------------------------+
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//| Check for close position conditions |
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//+------------------------------------------------------------------+
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void CheckForClose(void)
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{
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MqlRates rt[2];
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//--- go trading only for first ticks of new bar
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if(CopyRates(_Symbol,_Period,0,2,rt)!=2)
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{
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Print("CopyRates of ",_Symbol," failed, no history");
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return;
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}
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if(rt[1].tick_volume>1)
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return;
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//--- get current Moving Average
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double ma[1];
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if(CopyBuffer(ExtHandle,0,0,1,ma)!=1)
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{
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Print("CopyBuffer from iMA failed, no data");
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return;
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}
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//--- positions already selected before
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bool signal=false;
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long type=PositionGetInteger(POSITION_TYPE);
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if(type==(long)POSITION_TYPE_BUY && rt[0].open>ma[0] && rt[0].close<ma[0])
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signal=true;
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if(type==(long)POSITION_TYPE_SELL && rt[0].open<ma[0] && rt[0].close>ma[0])
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signal=true;
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//--- additional checking
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if(signal)
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{
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if(TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) && Bars(_Symbol,_Period)>100)
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ExtTrade.PositionClose(_Symbol,3);
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}
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//---
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}
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//+------------------------------------------------------------------+
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//| Position select depending on netting or hedging |
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//+------------------------------------------------------------------+
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bool SelectPosition()
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{
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bool res=false;
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//--- check position in Hedging mode
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if(ExtHedging)
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{
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uint total=PositionsTotal();
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for(uint i=0; i<total; i++)
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{
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string position_symbol=PositionGetSymbol(i);
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if(_Symbol==position_symbol && MA_MAGIC==PositionGetInteger(POSITION_MAGIC))
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{
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res=true;
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break;
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}
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}
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}
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//--- check position in Netting mode
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else
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{
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if(!PositionSelect(_Symbol))
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return(false);
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else
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return(PositionGetInteger(POSITION_MAGIC)==MA_MAGIC); //---check Magic number
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}
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//--- result for Hedging mode
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return(res);
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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(void)
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{
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//--- prepare trade class to control positions if hedging mode is active
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ExtHedging=((ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE)==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING);
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ExtTrade.SetExpertMagicNumber(MA_MAGIC);
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ExtTrade.SetMarginMode();
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ExtTrade.SetTypeFillingBySymbol(Symbol());
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//--- Moving Average indicator
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ExtHandle=iMA(_Symbol,_Period,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE);
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if(ExtHandle==INVALID_HANDLE)
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{
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printf("Error creating MA indicator");
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return(INIT_FAILED);
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}
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//--- ok
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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(void)
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{
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//---
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if(SelectPosition())
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CheckForClose();
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else
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CheckForOpen();
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//---
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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}
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//+------------------------------------------------------------------+
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