Pierre8rTeam
186 lines
16 KiB
Plaintext
186 lines
16 KiB
Plaintext
//+------------------------------------------------------------------+
|
||
//| Impulse.mqh |
|
||
//| Copyright 2016, Vasiliy Sokolov, St-Petersburg, Russia |
|
||
//| https://www.mql5.com/en/users/c-4 |
|
||
//+------------------------------------------------------------------+
|
||
#property copyright "Copyright 2016, Vasiliy Sokolov."
|
||
#property link "https://www.mql5.com/en/users/c-4"
|
||
//#define SHOW_TRAILING_CLASSIC_PARAMS
|
||
#include <Strategy\Strategy.mqh>
|
||
#include <Strategy\Indicators\MovingAverage.mqh>
|
||
#include <Strategy\Trailings\TrailingClassic.mqh>
|
||
#include <Strategy\Trailings\TrailingMoving.mqh>
|
||
input double StopPercent = 0.05;
|
||
//+------------------------------------------------------------------+
|
||
//| Defines the actions that need to be performed with a pending |
|
||
//| order. |
|
||
//+------------------------------------------------------------------+
|
||
enum ENUM_ORDER_TASK
|
||
{
|
||
ORDER_TASK_DELETE, // Delete a pending order
|
||
ORDER_TASK_MODIFY // Modify a pending order
|
||
};
|
||
//+------------------------------------------------------------------+
|
||
//| Стратегия CImpulseTrailing |
|
||
//+------------------------------------------------------------------+
|
||
class CImpulseTrailing : public CStrategy
|
||
{
|
||
private:
|
||
double m_percent; // Percent value for the level of a pending order
|
||
bool IsTrackEvents(const MarketEvent &event);
|
||
protected:
|
||
virtual void InitBuy(const MarketEvent &event);
|
||
virtual void InitSell(const MarketEvent &event);
|
||
virtual void SupportBuy(const MarketEvent &event,CPosition *pos);
|
||
virtual void SupportSell(const MarketEvent &event,CPosition *pos);
|
||
virtual void OnSymbolChanged(string new_symbol);
|
||
virtual void OnTimeframeChanged(ENUM_TIMEFRAMES new_tf);
|
||
public:
|
||
CImpulseTrailing(void);
|
||
double GetPercent(void);
|
||
void SetPercent(double percent);
|
||
virtual string ExpertNameFull(void);
|
||
CIndMovingAverage Moving;
|
||
};
|
||
//+------------------------------------------------------------------+
|
||
//| Strategy initialization and trailing stop configuration |
|
||
//| at startup |
|
||
//+------------------------------------------------------------------+
|
||
CImpulseTrailing::CImpulseTrailing(void)
|
||
{
|
||
#ifdef SHOW_TRAILING_CLASSIC_PARAMS
|
||
CTrailingClassic* classic = new CTrailingClassic();
|
||
classic.SetDiffExtremum(0.00100);
|
||
Trailing = classic;
|
||
#endif
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//| Returns the full name of the strategy |
|
||
//+------------------------------------------------------------------+
|
||
string CImpulseTrailing::ExpertNameFull(void)
|
||
{
|
||
return "Impulse Strategy " + DoubleToString(m_percent, 2) + "%";
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//| Working with the pending BuyStop orders for opening a long |
|
||
//| position |
|
||
//+------------------------------------------------------------------+
|
||
void CImpulseTrailing::InitBuy(const MarketEvent &event)
|
||
{
|
||
if(!IsTrackEvents(event))return;
|
||
if(positions.open_buy > 0) return;
|
||
int buy_stop_total = 0;
|
||
ENUM_ORDER_TASK task;
|
||
double target = WS.Ask() + WS.Ask()*(m_percent/100.0);
|
||
if(target < Moving.OutValue(0)) // The order trigger price must be above the Moving Average
|
||
task = ORDER_TASK_DELETE;
|
||
else
|
||
task = ORDER_TASK_MODIFY;
|
||
for(int i = PendingOrders.Total()-1; i >= 0; i--)
|
||
{
|
||
CPendingOrder* Order = PendingOrders.GetOrder(i);
|
||
if(Order == NULL || !Order.IsMain(ExpertSymbol(), ExpertMagic()))
|
||
continue;
|
||
if(Order.Type() == ORDER_TYPE_BUY_STOP)
|
||
{
|
||
if(task == ORDER_TASK_MODIFY)
|
||
{
|
||
buy_stop_total++;
|
||
Order.Modify(target);
|
||
}
|
||
else
|
||
Order.Delete();
|
||
}
|
||
}
|
||
if(buy_stop_total == 0 && task == ORDER_TASK_MODIFY)
|
||
Trade.BuyStop(MM.GetLotFixed(), target, ExpertSymbol(), 0, 0, NULL);
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//| Working with the pending SellStop orders for opening a short |
|
||
//| position |
|
||
//+------------------------------------------------------------------+
|
||
void CImpulseTrailing::InitSell(const MarketEvent &event)
|
||
{
|
||
if(!IsTrackEvents(event))return;
|
||
if(positions.open_sell > 0) return;
|
||
int sell_stop_total = 0;
|
||
ENUM_ORDER_TASK task;
|
||
double target = WS.Bid() - WS.Bid()*(m_percent/100.0);
|
||
if(target > Moving.OutValue(0)) // The order trigger price must be above the Moving Average
|
||
task = ORDER_TASK_DELETE;
|
||
else
|
||
task = ORDER_TASK_MODIFY;
|
||
for(int i = PendingOrders.Total()-1; i >= 0; i--)
|
||
{
|
||
CPendingOrder* Order = PendingOrders.GetOrder(i);
|
||
if(Order == NULL || !Order.IsMain(ExpertSymbol(), ExpertMagic()))
|
||
continue;
|
||
if(Order.Type() == ORDER_TYPE_SELL_STOP)
|
||
{
|
||
if(task == ORDER_TASK_MODIFY)
|
||
{
|
||
sell_stop_total++;
|
||
Order.Modify(target);
|
||
}
|
||
else
|
||
Order.Delete();
|
||
}
|
||
}
|
||
if(sell_stop_total == 0 && task == ORDER_TASK_MODIFY)
|
||
Trade.SellStop(MM.GetLotFixed(), target, ExpertSymbol(), 0, 0, NULL);
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//| Long position is not maintained, because it is done by the |
|
||
//| automated trailing stop |
|
||
//+------------------------------------------------------------------+
|
||
void CImpulseTrailing::SupportBuy(const MarketEvent &event,CPosition *pos)
|
||
{
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//| Short position is not maintained, because it is done by the |
|
||
//| automated trailing stop |
|
||
//+------------------------------------------------------------------+
|
||
void CImpulseTrailing::SupportSell(const MarketEvent &event,CPosition *pos)
|
||
{
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//| Filters incoming events. If the passed event is not |
|
||
//| processed by the strategy, returns false; if it is processed |
|
||
//| returns true. |
|
||
//+------------------------------------------------------------------+
|
||
bool CImpulseTrailing::IsTrackEvents(const MarketEvent &event)
|
||
{
|
||
//We handle only opening of a new bar on the working symbol and timeframe
|
||
if(event.type != MARKET_EVENT_BAR_OPEN)return false;
|
||
if(event.period != Timeframe())return false;
|
||
if(event.symbol != ExpertSymbol())return false;
|
||
return true;
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//| React to symbol change |
|
||
//+------------------------------------------------------------------+
|
||
void CImpulseTrailing::OnSymbolChanged(string new_symbol)
|
||
{
|
||
Moving.Symbol(new_symbol);
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//| React to timeframe change |
|
||
//+------------------------------------------------------------------+
|
||
void CImpulseTrailing::OnTimeframeChanged(ENUM_TIMEFRAMES new_tf)
|
||
{
|
||
Moving.Timeframe(new_tf);
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//| Returns the percent of the breakthrough level |
|
||
//+------------------------------------------------------------------+
|
||
double CImpulseTrailing::GetPercent(void)
|
||
{
|
||
return m_percent;
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//| Sets percent of the breakthrough level |
|
||
//+------------------------------------------------------------------+
|
||
void CImpulseTrailing::SetPercent(double percent)
|
||
{
|
||
m_percent = percent;
|
||
} |