Pierre8rTeam
219 lines
19 KiB
Plaintext
219 lines
19 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Samples.mqh |
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//| Copyright 2015, Vasiliy Sokolov. |
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//| http://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2015, Vasiliy Sokolov."
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#property link "http://www.mql5.com"
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#include <Strategy\Strategy.mqh>
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#include <Strategy\Indicators\MovingAverage.mqh>
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//+------------------------------------------------------------------+
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//| An example of a strategy based on two Moving Averages. |
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//| If the fast MA crosses the slow one from upside down |
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//| we buy, if from top bottom - we sell. |
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//+------------------------------------------------------------------+
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class CMovingAverage : public CStrategy
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{
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private:
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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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virtual string ExpertNameFull(void);
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virtual bool ParseXmlParams(CXmlElement *params);
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public:
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CIndMovingAverage FastMA; // Fast moving average
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CIndMovingAverage SlowMA; // Slow moving average
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CMovingAverage(void);
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};
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//+------------------------------------------------------------------+
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//| Initialization |
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//+------------------------------------------------------------------+
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CMovingAverage::CMovingAverage(void)
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{
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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 CMovingAverage::OnSymbolChanged(string new_symbol)
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{
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FastMA.Symbol(new_symbol);
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SlowMA.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 CMovingAverage::OnTimeframeChanged(ENUM_TIMEFRAMES new_tf)
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{
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FastMA.Timeframe(new_tf);
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SlowMA.Timeframe(new_tf);
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}
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//+------------------------------------------------------------------+
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//| The full unique name of the EA |
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//+------------------------------------------------------------------+
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string CMovingAverage::ExpertNameFull(void)
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{
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string name=ExpertName();
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name += "[" + ExpertSymbol();
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name += "-" + StringSubstr(EnumToString(Timeframe()), 7);
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name += "-" + (string)FastMA.MaPeriod();
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name += "-" + (string)SlowMA.MaPeriod();
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name += "-" + StringSubstr(EnumToString(SlowMA.MaMethod()), 5);
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name += "]";
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return name;
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}
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//+------------------------------------------------------------------+
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//| We buy when the fast MA is above the slow one. |
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//+------------------------------------------------------------------+
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void CMovingAverage::InitBuy(const MarketEvent &event)
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{
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if(!IsTrackEvents(event))return; // Handling only the required event!
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if(positions.open_buy > 0) return; // If there is at least one open position, no need to buy, as we've already bought!
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if(FastMA.OutValue(1) > SlowMA.OutValue(1)) // If no open buy positions, check if the fast MA is above the slow one:
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Trade.Buy(MM.GetLotFixed(), ExpertSymbol(), ""); // If above, buy.
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}
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//+------------------------------------------------------------------+
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//| Close the long position when the fast MA is below the |
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//| slow one. |
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//+------------------------------------------------------------------+
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void CMovingAverage::SupportBuy(const MarketEvent &event,CPosition *pos)
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{
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if(!IsTrackEvents(event))return; // Handling only the required event!
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if(FastMA.OutValue(1) < SlowMA.OutValue(1)) // If the fast MA is below the slow one -
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pos.CloseAtMarket("Exit by cross over"); // Close the position.
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}
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//+------------------------------------------------------------------+
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//| We buy when the fast MA is above the slow one. |
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//+------------------------------------------------------------------+
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void CMovingAverage::InitSell(const MarketEvent &event)
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{
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if(!IsTrackEvents(event))return; // Handling only the required event!
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if(positions.open_sell > 0) return; // If there is at least one short position, no need to sell, as we've already sold!
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if(FastMA.OutValue(1) < SlowMA.OutValue(1)) // If no open buy positions, check if the fast MA is above the slow one:
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Trade.Sell(1.0,ExpertSymbol(),""); // If above that , we buy.
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}
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//+------------------------------------------------------------------+
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//| Close the short position when the fast MA is above the |
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//| the slow one. |
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//+------------------------------------------------------------------+
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void CMovingAverage::SupportSell(const MarketEvent &event,CPosition *pos)
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{
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if(!IsTrackEvents(event))return; // Handling only the required event!
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if(FastMA.OutValue(1) > SlowMA.OutValue(1)) // If the fast MA is above the slow one -
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pos.CloseAtMarket("Exit by cross under"); // Close the position.
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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 CMovingAverage::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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//| The strategy's specific parameters are parsed inside it in |
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//| this method overridden from CStrategy |
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//+------------------------------------------------------------------+
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bool CMovingAverage::ParseXmlParams(CXmlElement *params)
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{
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bool res=true;
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for(int i=0; i<params.GetChildCount(); i++)
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{
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CXmlElement *param=params.GetChild(i);
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string name=param.GetName();
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if(name=="FastMA")
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{
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int fastMA=(int)param.GetText();
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if(fastMA == 0)
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{
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string text="Parameter 'FastMA' must be a number";
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CMessage *msg=new CMessage(MESSAGE_WARNING,SOURCE,text);
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Log.AddMessage(msg);
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res=false;
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}
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else
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FastMA.MaPeriod(fastMA);
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}
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else if(name=="SlowMA")
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{
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int slowMA=(int)param.GetText();
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if(slowMA == 0)
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{
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string text="Parameter 'SlowMA' must be a number";
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CMessage *msg=new CMessage(MESSAGE_WARNING,SOURCE,text);
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Log.AddMessage(msg);
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res=false;
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}
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else
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SlowMA.MaPeriod(slowMA);
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}
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else if(name=="Shift")
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{
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FastMA.MaShift((int)param.GetText());
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SlowMA.MaShift((int)param.GetText());
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}
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else if(name=="Method")
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{
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string smethod=param.GetText();
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ENUM_MA_METHOD method=MODE_SMA;
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if(smethod== "MODE_SMA")
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method = MODE_SMA;
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else if(smethod=="MODE_EMA")
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method=MODE_EMA;
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else if(smethod=="MODE_SMMA")
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method=MODE_SMMA;
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else if(smethod=="MODE_LWMA")
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method=MODE_LWMA;
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else
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{
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string text="Parameter 'Method' must be type of ENUM_MA_METHOD";
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CMessage *msg=new CMessage(MESSAGE_WARNING,SOURCE,text);
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Log.AddMessage(msg);
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res=false;
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}
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FastMA.MaMethod(method);
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SlowMA.MaMethod(method);
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}
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else if(name=="AppliedPrice")
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{
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string price=param.GetText();
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ENUM_APPLIED_PRICE a_price=PRICE_CLOSE;
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if(price=="PRICE_CLOSE")
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a_price=PRICE_CLOSE;
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else if(price=="PRICE_OPEN")
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a_price=PRICE_OPEN;
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else if(price=="PRICE_HIGH")
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a_price=PRICE_HIGH;
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else if(price=="PRICE_LOW")
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a_price=PRICE_LOW;
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else if(price=="PRICE_MEDIAN")
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a_price=PRICE_MEDIAN;
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else if(price=="PRICE_TYPICAL")
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a_price=PRICE_TYPICAL;
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else if(price=="PRICE_WEIGHTED")
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a_price=PRICE_WEIGHTED;
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else
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{
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string text="Parameter 'AppliedPrice' must be type of ENUM_APPLIED_PRICE";
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CMessage *msg=new CMessage(MESSAGE_WARNING,SOURCE,text);
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Log.AddMessage(msg);
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res=false;
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}
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FastMA.AppliedPrice(a_price);
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SlowMA.AppliedPrice(a_price);
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}
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}
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return res;
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}
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//+------------------------------------------------------------------+
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