CristianAlam
601 lines
21 KiB
Plaintext
601 lines
21 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Tiger.mq5 |
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//| Copyright 2023, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2023, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#include "NewCandleDetector.mqh"
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#include "GraphicalObjectsManager.mqh"
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#include "Zone.mqh"
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#include "ZoneContainer.mqh"
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#include "MarketObserver.mqh"
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#include "BuyEntryManager.mqh"
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#include "LotSizeCalculator.mqh"
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input double rangeDistance ;
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input double resistanceExtendAboveCandle;
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input double supportExtendBelowCandle ;
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input double stopLossLimit ;
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double input riskInDollars ;
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double input netTakeProfit ;
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bool input allowSecondChanceStopLoss ;
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double input bottomWickSize ;
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double input smallBottomWickSize ;
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double input buyStopPipsTrigger ;
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bool input MOD_CLEAN = false ;
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bool waitingForBottomWickToForm = false ;
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bool waitingForSmallBottomWickToForm = false ;
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bool buyStopValid = false ;
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bool closedPartialOnNegativeDirection = false ;
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bool securedTenPips = false ;
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#include <Trade\Trade.mqh>
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CTrade tradeTiger ;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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// GUI CLASSES INITIALIZATION
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GraphicalObjectsManager* objectsManager = new GraphicalObjectsManager();
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// CONTAINERS INITIALIZATION
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ZoneContainer* zoneContainer = new ZoneContainer() ;
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// ALGORITHM CLASSES INITIALIZATION
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MarketObserver* marketObserver = new MarketObserver(zoneContainer);
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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NewCandleDetector newCandleDetector("PERIOD_M30");
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BuyEntryManager buyEntryMan ;
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LotSizeCalculator lotSizeCalc ;
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Zone* temporaryRestestSupportZone = new Zone();
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int OnInit()
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{
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//--- create timer
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EventSetTimer(60);
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iClose(_Symbol,PERIOD_M15,5);
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iClose(_Symbol,PERIOD_H1,5);
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/*datetime d1=D'2023.09.01 00:00:00'; // Year Month Day Hours Minutes Seconds
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Print("the dateTime is: " + d1);
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Zone* newZone = new Zone() ;
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newZone.setHigherEdgePrice(1930);
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newZone.setLowerEdgePrice(1925);
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newZone.setLeftEdge(iTime(_Symbol,PERIOD_CURRENT,2));
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newZone.setRightEdge(d1);
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newZone.setId("1");
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newZone.setTimeFrame("PERIOD_M30");
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zoneContainer.addZone(newZone);
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objectsManager.drawRectangleInStrategyTester(1,iTime(_Symbol,PERIOD_CURRENT,2),d1,1930,1925);
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zoneContainer.printZonesSortedArray(); */
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//---
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return(INIT_SUCCEEDED);
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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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//--- destroy timer
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EventKillTimer();
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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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//---
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if(securedTenPips == false ){
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secureTenPips(0.3);
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}
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if(waitingForBottomWickToForm){
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if(iClose(_Symbol,PERIOD_CURRENT,1) - SymbolInfoDouble(_Symbol, SYMBOL_BID) >= bottomWickSize){
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waitingForBottomWickToForm = false ;
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Print("Bottom Wick in length of at least " + bottomWickSize + " was formed !");
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buyStopValid = true ;
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}
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}
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if(buyStopValid){
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if( SymbolInfoDouble(_Symbol, SYMBOL_ASK) > iHigh(_Symbol,PERIOD_CURRENT,1) + buyStopPipsTrigger){ // here we take a buy entry based on break and retest wick. the Algo will first try to put the stop loss under the low of the temporary support zone
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// if that stop loss was too high , then it will put it under the low of the wick that was recently made. (the wick should be at least bottomWickSize which is currently 1)
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double stopLossUnderTemporarySupportZone = temporaryRestestSupportZone.getLowerEdge() - 0.5 ; // under the temporary support zone
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double stopLossUnderWick = iLow(_Symbol,PERIOD_CURRENT,0) - 0.5; // the low of the current candle
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if(!((SymbolInfoDouble(_Symbol, SYMBOL_ASK) - stopLossUnderTemporarySupportZone) > stopLossLimit)){ // on this case a wick was formed price starts to break the previous candle high, im taking a buy
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//and im putting the stop loss below the whole zone (which is support now)
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double lotsToEnter = lotSizeCalc.calculateLotSize(riskInDollars,stopLossUnderTemporarySupportZone);
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buyEntryMan.takeBuyTradeTiger(lotsToEnter,stopLossUnderTemporarySupportZone,2);
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closedPartialOnNegativeDirection = false ;
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securedTenPips = false ;
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buyStopValid = false ;
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Print("Took a wick retest buy type 1");
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}
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else if(!((SymbolInfoDouble(_Symbol, SYMBOL_ASK) - stopLossUnderWick) > stopLossLimit)){ // on this case a wick was formed price starts to break the previous candle high, im taking a buy
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//and im putting the stop loss below the wick (which is at least bottomWickSize)
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double lotsToEnter = lotSizeCalc.calculateLotSize(riskInDollars,stopLossUnderWick);
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buyEntryMan.takeBuyTradeTiger(lotsToEnter,stopLossUnderWick,2);
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closedPartialOnNegativeDirection = false ;
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securedTenPips = false ;
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buyStopValid = false ;
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Print("Took a wick retest buy type 2");
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}
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}
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}
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if(newCandleDetector.isNewCandle())
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{
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if(iClose(_Symbol,PERIOD_CURRENT,1) < iOpen(_Symbol,PERIOD_CURRENT,1) && closedPartialOnNegativeDirection == false){ // if the m30 candle closed bearish
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closePartialsOfAllTrades(0.5);
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closedPartialOnNegativeDirection = true ;
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}
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buyStopValid = false ;
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waitingForBottomWickToForm = false ;
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bool finishedDeleting = false ;
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MqlDateTime mqldt ;
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datetime currTime = TimeCurrent(mqldt);
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if(candleClosedBelowRetestZone(PERIOD_CURRENT)){
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temporaryRestestSupportZone.setType("TYPE_INVALID");
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deleteZoneGuiOnly("999");
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}
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if(zoneContainer.getNumberOfActiveZones() != 0) // if there are zones found
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{
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if(marketObserver.candleClosedAboveResistanceByIndex(0,PERIOD_CURRENT)) // check if candle closed above the zone
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{
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datetime _leftEdgeRestestZone = iTime(_Symbol,PERIOD_CURRENT,4);
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datetime _rightEdgeRetestZone = D'2023.11.01 00:00:00';
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while(!finishedDeleting && zoneContainer.getNumberOfActiveZones() != 0) // this while is used in the case of a candle closing above more than 1 zone at once
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{
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/* temporaryRestestSupportZone.setHigherEdgePrice(zoneContainer.getZoneByIndex(0).getHigherEdge());
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temporaryRestestSupportZone.setLowerEdgePrice(zoneContainer.getZoneByIndex(0).getLowerEdge());
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temporaryRestestSupportZone.setLeftEdge(_leftEdgeRestestZone);
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temporaryRestestSupportZone.setRightEdge(_rightEdgeRetestZone);
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temporaryRestestSupportZone.setId("999"); // the + "t" stands for temporary and it is made to keep the zones id's unique
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temporaryRestestSupportZone.setTimeFrame("PERIOD_M30");
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temporaryRestestSupportZone.setType("TYPE_SUPPORT");
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deleteZoneWithGUI((zoneContainer.getZoneByIndex(0).getId())); // delete the zone with the GUI */
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if(zoneContainer.getNumberOfActiveZones() != 0 && marketObserver.candleClosedAboveResistanceByIndex(0,PERIOD_CURRENT))
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{
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zoneContainer.getZoneByIndex(0).getHigherEdge();
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temporaryRestestSupportZone.setHigherEdgePrice(zoneContainer.getZoneByIndex(0).getHigherEdge());
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temporaryRestestSupportZone.setLowerEdgePrice(zoneContainer.getZoneByIndex(0).getLowerEdge());
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temporaryRestestSupportZone.setLeftEdge(_leftEdgeRestestZone);
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temporaryRestestSupportZone.setRightEdge(_rightEdgeRetestZone);
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temporaryRestestSupportZone.setId("999"); // the + "t" stands for temporary and it is made to keep the zones id's unique
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temporaryRestestSupportZone.setTimeFrame("PERIOD_M30");
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temporaryRestestSupportZone.setType("TYPE_SUPPORT");
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deleteZoneWithGUI((zoneContainer.getZoneByIndex(0).getId())); // delete the zone with the GUI
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}
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else
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{
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finishedDeleting = true ;
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}
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}
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int idAsInt = StringToInteger(temporaryRestestSupportZone.getId());
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if((mqldt.hour > 13 && mqldt.hour < 22) || (mqldt.hour > 3 && mqldt.hour < 7) || (mqldt.hour > 8 && mqldt.hour < 12) )
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{
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double stopLossPrice = iLow(_Symbol,PERIOD_CURRENT,1);
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stopLossPrice = stopLossPrice -1;
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double secondChanceStopLossPrice = iLow(_Symbol,PERIOD_M15,1);
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secondChanceStopLossPrice = secondChanceStopLossPrice -1;
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if(!(SymbolInfoDouble(_Symbol, SYMBOL_ASK) - stopLossPrice > stopLossLimit)) // enter only if the M30 previous candle satisfied the condition of the proper stop loss
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{
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//Print("Entered here 2!");
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double lotsToEnter = lotSizeCalc.calculateLotSize(riskInDollars,stopLossPrice);
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buyEntryMan.takeBuyTradeTiger(lotsToEnter,stopLossPrice,netTakeProfit);
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closedPartialOnNegativeDirection = false ;
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securedTenPips = false ;
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}
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else
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if(!(SymbolInfoDouble(_Symbol, SYMBOL_ASK) - secondChanceStopLossPrice > stopLossLimit) && secondChanceStopLossPrice < temporaryRestestSupportZone.getLowerEdge() - 0.5) // if the M30 candle failed , then try the M15 candle
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{
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if(allowSecondChanceStopLoss == true)
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{
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double lotsToEnter = lotSizeCalc.calculateLotSize(riskInDollars,secondChanceStopLossPrice);
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buyEntryMan.takeBuyTradeTiger(lotsToEnter,secondChanceStopLossPrice,netTakeProfit);
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closedPartialOnNegativeDirection = false ;
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securedTenPips = false ;
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}
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}
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else // both M30 and M15 candles closed too far from the zone, so im gonna wait for retracement , and support to be built on the zone, or a bottom wick to form
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{
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objectsManager.drawRectangleInStrategyTester(idAsInt,_leftEdgeRestestZone,_rightEdgeRetestZone,
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temporaryRestestSupportZone.getHigherEdge(),temporaryRestestSupportZone.getLowerEdge(),clrGray);
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waitingForBottomWickToForm = true ;
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}
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}
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}
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}
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if(candleClosedBullish(PERIOD_M30,2) && candleClosedBearish(PERIOD_M30,1))
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{
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// create a rectangle with a unique name
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int currentIdCounter = zoneContainer.getZonesIdCounter();
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datetime _leftEdge = iTime(_Symbol,PERIOD_CURRENT,2);
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datetime _rightEdge = D'2023.11.01 00:00:00';
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double resistancePrice = iOpen(_Symbol,PERIOD_CURRENT,1);
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if((zoneContainer.getNumberOfActiveZones() != 0) && (zoneContainer.getZoneByIndex(0).getLowerEdge() - resistancePrice >= rangeDistance))
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{
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Zone* newZone = new Zone() ;
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newZone.setHigherEdgePrice(resistancePrice + resistanceExtendAboveCandle);
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newZone.setLowerEdgePrice(resistancePrice);
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newZone.setLeftEdge(_leftEdge);
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newZone.setRightEdge(_rightEdge);
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newZone.setId(IntegerToString(currentIdCounter));
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newZone.setTimeFrame("PERIOD_M30");
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newZone.setType("TYPE_RESISTANCE");
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zoneContainer.addResistanceZoneTiger(newZone);
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zoneContainer.incrementZonesIdCounter();
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objectsManager.drawRectangleInStrategyTester(currentIdCounter,_leftEdge,_rightEdge,resistancePrice + resistanceExtendAboveCandle,resistancePrice,clrBeige);
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//Print("Number of active zones is: " + zoneContainer.getNumberOfActiveZones());
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//zoneContainer.printZonesSortedArray();
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}
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else if((zoneContainer.getNumberOfActiveZones() != 0) && (zoneContainer.getZoneByIndex(0).getLowerEdge() - resistancePrice < rangeDistance)){
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double currentHighEdge = resistancePrice + resistanceExtendAboveCandle ; // this is a high edge of a resistance, but its not considered as a zone, because it doesnt have clean range above
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double currentLowEdge = resistancePrice; // this is a low edge of a resistance, but its not considered as a zone, because it doesnt have clean range above
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}
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else
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if(zoneContainer.getNumberOfActiveZones() == 0) // this means this is the first zone to add to the data strucutre
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{
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//Print("Entered here 2");
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Zone* newZone = new Zone() ;
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newZone.setHigherEdgePrice(resistancePrice + resistanceExtendAboveCandle);
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newZone.setLowerEdgePrice(resistancePrice);
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newZone.setLeftEdge(_leftEdge);
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newZone.setRightEdge(_rightEdge);
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newZone.setId(IntegerToString(currentIdCounter));
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newZone.setTimeFrame("PERIOD_M30");
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newZone.setType("TYPE_RESISTANCE");
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zoneContainer.addResistanceZoneTiger(newZone);
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zoneContainer.incrementZonesIdCounter();
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objectsManager.drawRectangleInStrategyTester(currentIdCounter,_leftEdge,_rightEdge,resistancePrice + resistanceExtendAboveCandle,resistancePrice,clrBeige);
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//zoneContainer.printZonesSortedArray();
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}
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}
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Print("Number of active zones is: " + zoneContainer.getNumberOfActiveZones());
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Print("Zones are : ");
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zoneContainer.printZonesSortedArray();
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}
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}
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//+------------------------------------------------------------------+
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//| Timer function |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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//---
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}
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//+------------------------------------------------------------------+
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//| Trade function |
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//+------------------------------------------------------------------+
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void OnTrade()
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{
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//---
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}
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//+------------------------------------------------------------------+
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//| TradeTransaction function |
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//+------------------------------------------------------------------+
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void OnTradeTransaction(const MqlTradeTransaction& trans,
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const MqlTradeRequest& request,
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const MqlTradeResult& result)
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{
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//---
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}
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//+------------------------------------------------------------------+
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//| Tester function |
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//+------------------------------------------------------------------+
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double OnTester()
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{
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//---
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double ret=0.0;
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//---
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//---
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return(ret);
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}
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//+------------------------------------------------------------------+
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//| TesterInit function |
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//+------------------------------------------------------------------+
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void OnTesterInit()
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{
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//---
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}
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//+------------------------------------------------------------------+
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//| TesterPass function |
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//+------------------------------------------------------------------+
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void OnTesterPass()
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{
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//---
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}
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//+------------------------------------------------------------------+
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//| TesterDeinit function |
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//+------------------------------------------------------------------+
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void OnTesterDeinit()
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{
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//---
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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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//---
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}
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//+------------------------------------------------------------------+
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//| BookEvent function |
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//+------------------------------------------------------------------+
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void OnBookEvent(const string &symbol)
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{
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//---
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool resistanceIsFound()
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{
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//if()
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return false ;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool candleClosedBullish(ENUM_TIMEFRAMES _timeFrame, int _index)
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{
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double candleClose = iClose(_Symbol,_timeFrame,_index);
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double candleOpen = iOpen(_Symbol,_timeFrame,_index);
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if(candleClose >candleOpen) // the candle closed bullish
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{
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return true ;
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}
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return false ;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool candleClosedBearish(ENUM_TIMEFRAMES _timeFrame,int _index)
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{
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double candleClose = iClose(_Symbol,_timeFrame,_index);
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double candleOpen = iOpen(_Symbol,_timeFrame,_index);
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if(candleClose < candleOpen) // the candle closed bullish
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{
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return true ;
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}
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return false ;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void deleteZoneWithGUI(string _id)
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{
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zoneContainer.deleteZone(_id);
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if(!ObjectDelete(_Symbol,_id))
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{
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Print("Failed to delete object error: " + GetLastError());
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}
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}
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void deleteZoneGuiOnly(string _id)
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{
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if(!ObjectDelete(_Symbol,_id))
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{
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Print("Failed to delete object error: " + GetLastError());
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}
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}
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//+------------------------------------------------------------------+
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bool candleClosedBelowRetestZone(ENUM_TIMEFRAMES tf){
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double previousCandleClose = iClose(_Symbol,tf,1);
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if(previousCandleClose < temporaryRestestSupportZone.getLowerEdge() ){
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return true ;
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}
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return false ;
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}
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void closePartialsOfAllTrades(double partial){
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for(int i = PositionsTotal()-1 ; i>=0 ; i--){
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ulong posTicket = PositionGetTicket(i);
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if(PositionSelectByTicket(posTicket)){
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double positionVolum = PositionGetDouble(POSITION_VOLUME);
|
|
double partialToClose = positionVolum * partial ;
|
|
tradeTiger.PositionClosePartial(posTicket,NormalizeDouble(partialToClose,2));
|
|
|
|
}
|
|
else{
|
|
Print("Failed to select position, Error: " + GetLastError());
|
|
}
|
|
|
|
|
|
|
|
}
|
|
}
|
|
|
|
|
|
|
|
void secureTenPips(double partial){
|
|
|
|
for(int i = PositionsTotal()-1 ; i>=0 ; i--){
|
|
ulong posTicket = PositionGetTicket(i);
|
|
if(PositionSelectByTicket(posTicket)){
|
|
double positionVolume = PositionGetDouble(POSITION_VOLUME);
|
|
|
|
if((SymbolInfoDouble(_Symbol, SYMBOL_BID) - PositionGetDouble(POSITION_PRICE_OPEN)) > 1){
|
|
double partialToClose = positionVolume * partial ;
|
|
tradeTiger.PositionClosePartial(posTicket,NormalizeDouble(partialToClose,2));
|
|
securedTenPips = true ;
|
|
Print("secured 10 pips");
|
|
|
|
}
|
|
|
|
|
|
}
|
|
else{
|
|
Print("Failed to select position, Error: " + GetLastError());
|
|
}
|
|
|
|
|
|
|
|
}
|
|
|
|
} |