mirror of
https://github.com/rithsila/MT5-EA-Sniper-Strategy.git
synced 2026-08-16 20:28:11 +00:00
Gervis DCA
This commit is contained in:
@@ -0,0 +1,78 @@
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/*
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CommonBase.mqh
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For framework version 1.0
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Copyright 2013-2020, Orchard Forex
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https://www.orchardforex.com
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*/
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#define _INIT_CHECK_FAIL if (mInitResult!=INIT_SUCCEEDED) return(mInitResult);
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#define _INIT_ERROR(msg) return(InitError(msg, INIT_PARAMETERS_INCORRECT));
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#define _INIT_ASSERT(condition, msg) if (!condition) return(InitError(msg, INIT_FAILED));
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class CCommonBase {
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private:
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protected: // Members
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int mDigits;
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string mSymbol;
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ENUM_TIMEFRAMES mTimeframe;
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string mInitMessage;
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int mInitResult;
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protected: // Constructors
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//
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// Constructors
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//
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CCommonBase() { Init(_Symbol, (ENUM_TIMEFRAMES)_Period); }
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CCommonBase(string symbol) { Init(symbol, (ENUM_TIMEFRAMES)_Period); }
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CCommonBase(int timeframe) { Init(_Symbol, (ENUM_TIMEFRAMES)timeframe); }
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CCommonBase(ENUM_TIMEFRAMES timeframe) { Init(_Symbol, timeframe); }
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CCommonBase(string symbol, int timeframe) { Init(symbol, (ENUM_TIMEFRAMES)timeframe); }
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CCommonBase(string symbol, ENUM_TIMEFRAMES timeframe) { Init(symbol, timeframe); }
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//
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// Destructors
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//
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~CCommonBase() {};
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int Init(string symbol, ENUM_TIMEFRAMES timeframe);
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protected: // Functions
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int InitError(string initMessage, int initResult)
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{ mInitMessage = initMessage;
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mInitResult = initResult;
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if (initMessage!="") Print(initMessage);
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return(initResult); }
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double PointsToDouble(int points) { return(points*SymbolInfoDouble(mSymbol, SYMBOL_POINT)); }
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public: // Properties
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int InitResult() { return(mInitResult); }
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string InitMessage() { return(mInitMessage); }
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public: // Functions
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bool TradeAllowed() { return(SymbolInfoInteger(mSymbol, SYMBOL_TRADE_MODE)!=SYMBOL_TRADE_MODE_DISABLED); }
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};
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int CCommonBase::Init(string symbol, ENUM_TIMEFRAMES timeframe) {
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InitError("", INIT_SUCCEEDED);
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mSymbol = symbol;
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mTimeframe = timeframe;
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mDigits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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return(INIT_SUCCEEDED);
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}
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@@ -0,0 +1,380 @@
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/*
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ExpertBase.mqh
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Copyright 2013-2020, Orchard Forex
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https://www.orchardforex.com
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*/
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#include "CommonBase.mqh"
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#include "SignalBase.mqh"
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#include "TPSLBase.mqh"
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#include "Trade/Trade.mqh"
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class CExpertBase : public CCommonBase {
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protected:
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int mMagicNumber;
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string mTradeComment;
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double mVolume;
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datetime mLastBarTime;
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datetime mBarTime;
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////Changed
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// Arrays to hold the signal objects
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CSignalBase *mEntrySignals[];
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CSignalBase *mExitSignals[];
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////CSignalBase *mEntrySignal;
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////CSignalBase *mExitSignal;
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double mTakeProfitValue;
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double mStopLossValue;
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CTPSLBase *mTakeProfitObj;
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CTPSLBase *mStopLossObj;
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CTradeCustom Trade;
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private:
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protected:
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virtual bool LoopMain(bool newBar, bool firstTime);
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protected:
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int Init(int magicNumber, string tradeComment);
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public:
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//
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// Constructors
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//
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CExpertBase() : CCommonBase()
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{ Init(0, ""); }
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CExpertBase(string symbol, int timeframe, int magicNumber, string tradeComment)
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: CCommonBase(symbol, timeframe)
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{ Init(magicNumber, tradeComment); }
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CExpertBase(string symbol, ENUM_TIMEFRAMES timeframe, int magicNumber, string tradeComment)
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: CCommonBase(symbol, timeframe)
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{ Init(magicNumber, tradeComment); }
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CExpertBase(int magicNumber, string tradeComment)
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: CCommonBase()
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{ Init(magicNumber, tradeComment); }
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//
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// Destructors
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//
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~CExpertBase();
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public: // Default properties
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//
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// Assign the default values to the expert
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//
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virtual void SetVolume(double volume) { mVolume = volume; }
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virtual void SetTakeProfitValue(int takeProfitPoints)
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{ mTakeProfitValue = PointsToDouble(takeProfitPoints); }
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virtual void SetTakeProfitObj(CTPSLBase *takeProfitObj)
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{ mTakeProfitObj = takeProfitObj; }
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virtual void SetStopLossValue(int stopLossPoints)
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{ mStopLossValue = PointsToDouble(stopLossPoints); }
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virtual void SetStopLossObj(CTPSLBase *stopLossObj)
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{ mStopLossObj = stopLossObj; }
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virtual void SetTradeComment(string comment) { mTradeComment = comment; }
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virtual void SetMagic(int magicNumber) { mMagicNumber = magicNumber;
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Trade.SetExpertMagicNumber(magicNumber); }
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public: // Setup
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////Changed
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virtual void AddEntrySignal(CSignalBase *signal) { AddSignal(signal, mEntrySignals); }
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virtual void AddExitSignal(CSignalBase *signal) { AddSignal(signal, mExitSignals); }
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virtual void AddSignal(CSignalBase *signal, CSignalBase* &signals[]);
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////virtual void AddEntrySignal(CSignalBase *signal) { mEntrySignal=signal; }
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////virtual void AddExitSignal(CSignalBase *signal) { mExitSignal=signal; }
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public: // Event handlers
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virtual int OnInit();
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virtual void OnTick();
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virtual void OnTimer() { return; }
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virtual double OnTester() { return(0.0); }
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virtual void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) {};
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#ifdef __MQL5__
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virtual void OnTrade() { return; }
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virtual void OnTradeTransaction(const MqlTradeTransaction& trans,
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const MqlTradeRequest& request,
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const MqlTradeResult& result)
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{ return; }
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virtual int OnTesterInit() { return(INIT_SUCCEEDED); }
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virtual void OnTesterPass() { return; }
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virtual void OnTesterDeinit() { return; }
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virtual void OnBookEvent() { return; }
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#endif
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public: // Functions
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virtual void GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &request);
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////New
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virtual ENUM_OFX_SIGNAL_DIRECTION GetCurrentSignal(CSignalBase* &signals[],
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ENUM_OFX_SIGNAL_TYPE signalType);
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};
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CExpertBase::~CExpertBase() {
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}
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int CExpertBase::OnInit() {
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int i = 0;
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for (i=ArraySize(mEntrySignals)-1; i>=0; i--) {
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if (mEntrySignals[i].InitResult()!=INIT_SUCCEEDED) return(mEntrySignals[i].InitResult());
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}
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for (i=ArraySize(mExitSignals)-1; i>=0; i--) {
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if (mExitSignals[i].InitResult()!=INIT_SUCCEEDED) return(mExitSignals[i].InitResult());
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}
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if (mTakeProfitObj!=NULL) {
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if (mTakeProfitObj.InitResult()!=INIT_SUCCEEDED) return(mTakeProfitObj.InitResult());
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}
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if (mStopLossObj!=NULL) {
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if (mStopLossObj.InitResult()!=INIT_SUCCEEDED) return(mStopLossObj.InitResult());
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}
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return(INIT_SUCCEEDED);
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}
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int CExpertBase::Init(int magicNumber, string tradeComment) {
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if (mInitResult!=INIT_SUCCEEDED) return(mInitResult);
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mTradeComment = tradeComment;
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SetMagic(magicNumber);
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mTakeProfitValue = 0.0;
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mStopLossValue = 0.0;
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mLastBarTime = 0;
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////New
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ArrayResize(mEntrySignals, 0); // Just make sure these are initialised
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ArrayResize(mExitSignals, 0);
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return(INIT_SUCCEEDED);
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}
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void CExpertBase::OnTick(void) {
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if (!TradeAllowed()) return;
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mBarTime = iTime(mSymbol, mTimeframe, 0);
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bool firstTime = (mLastBarTime==0);
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bool newBar = (mBarTime!=mLastBarTime);
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if (LoopMain(newBar, firstTime)) {
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mLastBarTime = mBarTime;
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}
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return;
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}
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bool CExpertBase::LoopMain(bool newBar,bool firstTime) {
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//
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// To start I will only trade on a new bar
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// and not on the first bar after start
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//
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if (!newBar) return(true);
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if (firstTime) return(true);
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//
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// Update the signals
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//
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////Changed
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ENUM_OFX_SIGNAL_DIRECTION entrySignal = GetCurrentSignal(mEntrySignals, OFX_ENTRY_SIGNAL);
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ENUM_OFX_SIGNAL_DIRECTION exitSignal = GetCurrentSignal(mExitSignals, OFX_EXIT_SIGNAL);
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////if (mEntrySignal!=NULL) mEntrySignal.UpdateSignal();
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////if (mEntrySignal!=mExitSignal) {
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//// if (mExitSignal!=NULL) mExitSignal.UpdateSignal();
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////}
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//
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// Should any trades be closed
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//
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////Changed
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if (exitSignal==OFX_SIGNAL_BOTH) {
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Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
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Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
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} else
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if (exitSignal==OFX_SIGNAL_BUY) {
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Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
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} else
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if (exitSignal==OFX_SIGNAL_SELL) {
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Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
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}
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////if (mExitSignal!=NULL) {
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//// if (mExitSignal.ExitSignal()==OFX_SIGNAL_BOTH) {
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//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
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//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
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//// } else
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//// if (mExitSignal.ExitSignal()==OFX_SIGNAL_BUY) {
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//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
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//// } else
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//// if (mExitSignal.ExitSignal()==OFX_SIGNAL_SELL) {
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//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
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//// }
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////}
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//
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// Should a trade be opened
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//
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MqlTradeRequest request = {}; // Just initialising
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////Changed
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if (entrySignal==OFX_SIGNAL_BOTH) {
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GetMarketPrices(ORDER_TYPE_BUY, request);
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Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
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GetMarketPrices(ORDER_TYPE_SELL, request);
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Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
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} else
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if (entrySignal==OFX_SIGNAL_BUY) {
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GetMarketPrices(ORDER_TYPE_BUY, request);
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Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
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} else
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if (entrySignal==OFX_SIGNAL_SELL) {
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GetMarketPrices(ORDER_TYPE_SELL, request);
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Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
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}
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//// if (mEntrySignal!=NULL) {
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||||
//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BOTH) {
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////
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//// GetMarketPrices(ORDER_TYPE_BUY, request);
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//// Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
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||||
////
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//// GetMarketPrices(ORDER_TYPE_SELL, request);
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//// Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
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////
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||||
//// } else
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||||
//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BUY) {
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||||
////
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//// GetMarketPrices(ORDER_TYPE_BUY, request);
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||||
//// Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
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||||
////
|
||||
//// } else
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||||
//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_SELL) {
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||||
////
|
||||
//// GetMarketPrices(ORDER_TYPE_SELL, request);
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||||
//// Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
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||||
////
|
||||
//// }
|
||||
//// }
|
||||
|
||||
return(true);
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||||
|
||||
}
|
||||
|
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void CExpertBase::GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &request) {
|
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|
||||
double sl = (mStopLossObj==NULL) ? mStopLossValue : mStopLossObj.GetStopLoss();
|
||||
double tp = (mTakeProfitObj==NULL) ? mTakeProfitValue : mTakeProfitObj.GetTakeProfit();
|
||||
|
||||
if (orderType==ORDER_TYPE_BUY) {
|
||||
if (request.price==0.0) request.price = SymbolInfoDouble(mSymbol, SYMBOL_ASK);
|
||||
request.tp = (tp==0.0) ? 0.0 : NormalizeDouble(request.price+tp, mDigits);
|
||||
request.sl = (sl==0.0) ? 0.0 : NormalizeDouble(request.price-sl, mDigits);
|
||||
}
|
||||
|
||||
if (orderType==ORDER_TYPE_SELL) {
|
||||
if (request.price==0.0) request.price = SymbolInfoDouble(mSymbol, SYMBOL_BID);
|
||||
request.tp = (tp==0.0) ? 0.0 : NormalizeDouble(request.price-tp, mDigits);
|
||||
request.sl = (sl==0.0) ? 0.0 : NormalizeDouble(request.price+sl, mDigits);
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
////New
|
||||
void CExpertBase::AddSignal(CSignalBase *signal, CSignalBase* &signals[]) {
|
||||
|
||||
int index = ArraySize(signals);
|
||||
ArrayResize(signals, index+1);
|
||||
signals[index] = signal;
|
||||
|
||||
}
|
||||
|
||||
////New
|
||||
ENUM_OFX_SIGNAL_DIRECTION CExpertBase::GetCurrentSignal(CSignalBase* &signals[],
|
||||
ENUM_OFX_SIGNAL_TYPE signalType) {
|
||||
|
||||
ENUM_OFX_SIGNAL_DIRECTION result = OFX_SIGNAL_NONE;
|
||||
ENUM_OFX_SIGNAL_DIRECTION r2 = OFX_SIGNAL_NONE; // Just working value
|
||||
int index = ArraySize(signals);
|
||||
|
||||
if (index<=0) {
|
||||
|
||||
return(result);
|
||||
|
||||
} else {
|
||||
|
||||
signals[0].UpdateSignal();
|
||||
result = signals[0].GetSignal(signalType);
|
||||
|
||||
// I have chosen to update all signals in case there is some
|
||||
// behavour that needs it. The penalty is some performance
|
||||
// If performance is an issue just add an exit inside the loop
|
||||
// as the commented line
|
||||
for (int i = 1; i<index; i++) {
|
||||
|
||||
//if (result==OFX_SIGNAL_NONE) return(result);
|
||||
|
||||
signals[i].UpdateSignal();
|
||||
r2 = signals[i].GetSignal(signalType);
|
||||
|
||||
// The logic here
|
||||
// If the current result is both then just update to the r2
|
||||
// because this allows for any value
|
||||
// If r2 is both then this just leave the current result as is
|
||||
// Last test, meaning result is already none or buy or sell
|
||||
// If r2 is different then we cannot combine them
|
||||
// so the result must be none
|
||||
//
|
||||
// or like this
|
||||
//
|
||||
// result r2 gives
|
||||
// Both + Any = Any
|
||||
// Any + Both = Any
|
||||
// !Both + !Same = None
|
||||
if (result==OFX_SIGNAL_BOTH) { result = r2; }
|
||||
else if (r2==OFX_SIGNAL_BOTH) { }
|
||||
else if (result!=r2) { result = OFX_SIGNAL_NONE; }
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
return(result);
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,36 @@
|
||||
/*
|
||||
Framework_2.03.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
|
||||
*/
|
||||
|
||||
// History
|
||||
// 1.00 - First version, not well version controlled
|
||||
// 2.00 - Changed framework structure, functionally same as 1.00
|
||||
// 2.01 - Added TP and SL
|
||||
// 2.02 - Move compound signals into expertbase
|
||||
// Templates now use common files between mq4 and mq5
|
||||
// MakeMQH batch script also recreates framework.mqh
|
||||
// 2.03 - Added macros to CommonBase to standardise init checking
|
||||
// Moved base classes up one level and removed unnecessary folders
|
||||
|
||||
#ifndef _FRAMEWORK_VERSION_
|
||||
|
||||
#define _FRAMEWORK_VERSION_ "1.0"
|
||||
|
||||
#include "CommonBase.mqh"
|
||||
|
||||
#include "Trade/Trade.mqh"
|
||||
|
||||
#include "IndicatorBase.mqh"
|
||||
#include "SignalBase.mqh"
|
||||
#include "TPSLBase.mqh"
|
||||
|
||||
#include "ExpertBase.mqh"
|
||||
|
||||
#include "../Extensions/AllExtensions.mqh"
|
||||
|
||||
#endif
|
||||
@@ -0,0 +1,59 @@
|
||||
/*
|
||||
IndicatorBase.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "CommonBase.mqh"
|
||||
|
||||
class CIndicatorBase : public CCommonBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
// Only used for MQL5
|
||||
int mIndicatorHandle;
|
||||
|
||||
public: // constructors
|
||||
|
||||
CIndicatorBase() : CCommonBase()
|
||||
{ Init(); }
|
||||
CIndicatorBase(string symbol, ENUM_TIMEFRAMES timeframe)
|
||||
: CCommonBase(symbol, timeframe)
|
||||
{ Init(); }
|
||||
~CIndicatorBase();
|
||||
|
||||
int Init();
|
||||
|
||||
public:
|
||||
|
||||
virtual double GetData(const int index) { return(GetData(0,index)); }
|
||||
virtual double GetData(const int bufferNum, const int index){ return (0); }
|
||||
|
||||
};
|
||||
|
||||
CIndicatorBase::~CIndicatorBase() {
|
||||
|
||||
#ifdef __MQL5__
|
||||
|
||||
if (mIndicatorHandle!=INVALID_HANDLE) IndicatorRelease(mIndicatorHandle);
|
||||
|
||||
#endif
|
||||
|
||||
}
|
||||
|
||||
int CIndicatorBase::Init() {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
mIndicatorHandle = INVALID_HANDLE;
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,112 @@
|
||||
/*
|
||||
SignalBase.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "CommonBase.mqh"
|
||||
#include "IndicatorBase.mqh"
|
||||
|
||||
//// New
|
||||
//// This is to maintain compatibility and allow sub classes to still
|
||||
//// use mEntrySignal= or mExitSignal=
|
||||
//// mEntrySignal and mExitSignal are effectively deprecated now
|
||||
#define mEntrySignal mSignalValues[OFX_ENTRY_SIGNAL] // Deprecated
|
||||
#define mExitSignal mSignalValues[OFX_EXIT_SIGNAL] // Deprecated
|
||||
|
||||
struct SIndicatorItem {
|
||||
CIndicatorBase *indicator;
|
||||
int bufferNum;
|
||||
};
|
||||
|
||||
//// New
|
||||
enum ENUM_OFX_SIGNAL_TYPE {
|
||||
OFX_ENTRY_SIGNAL,
|
||||
OFX_EXIT_SIGNAL
|
||||
};
|
||||
|
||||
enum ENUM_OFX_SIGNAL_DIRECTION {
|
||||
OFX_SIGNAL_NONE = 0,
|
||||
OFX_SIGNAL_BUY = 1,
|
||||
OFX_SIGNAL_SELL = 2,
|
||||
OFX_SIGNAL_BOTH = 3
|
||||
};
|
||||
|
||||
class CSignalBase : public CCommonBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
//// Replaced
|
||||
ENUM_OFX_SIGNAL_DIRECTION mSignalValues[2];
|
||||
////ENUM_OFX_SIGNAL_DIRECTION mEntrySignal;
|
||||
////ENUM_OFX_SIGNAL_DIRECTION mExitSignal;
|
||||
SIndicatorItem mIndicatorList[];
|
||||
|
||||
public: // constructors
|
||||
|
||||
CSignalBase() : CCommonBase()
|
||||
{ Init(); }
|
||||
CSignalBase(string symbol, ENUM_TIMEFRAMES timeframe) : CCommonBase(symbol, timeframe)
|
||||
{ Init(); }
|
||||
~CSignalBase() { }
|
||||
|
||||
int Init();
|
||||
|
||||
public:
|
||||
|
||||
virtual void UpdateSignal() { return; }
|
||||
//// Changed - maintain backward compatibility
|
||||
virtual ENUM_OFX_SIGNAL_DIRECTION EntrySignal() { return(mSignalValues[OFX_ENTRY_SIGNAL]); }
|
||||
virtual ENUM_OFX_SIGNAL_DIRECTION ExitSignal() { return(mSignalValues[OFX_EXIT_SIGNAL]); }
|
||||
//// New, and shows my lack of planning
|
||||
virtual void SetSignal(ENUM_OFX_SIGNAL_TYPE type,
|
||||
ENUM_OFX_SIGNAL_DIRECTION value)
|
||||
{ mSignalValues[type] = value; }
|
||||
virtual ENUM_OFX_SIGNAL_DIRECTION GetSignal(ENUM_OFX_SIGNAL_TYPE type)
|
||||
{ return(mSignalValues[type]); }
|
||||
|
||||
virtual void AddIndicator(CIndicatorBase *indicator, int bufferNum);
|
||||
virtual double GetIndicatorData(int indicatorNum, int index);
|
||||
|
||||
};
|
||||
|
||||
int CSignalBase::Init() {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
//// Replaced
|
||||
ArrayInitialize(mSignalValues, OFX_SIGNAL_NONE);
|
||||
////mEntrySignal = OFX_SIGNAL_NONE;
|
||||
////mExitSignal = OFX_SIGNAL_NONE;
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
void CSignalBase::AddIndicator(CIndicatorBase *indicator, int bufferNum) {
|
||||
|
||||
SIndicatorItem indicatorItem = {NULL, 0};
|
||||
indicatorItem.indicator = indicator;
|
||||
indicatorItem.bufferNum = bufferNum;
|
||||
int cnt = ArraySize(mIndicatorList);
|
||||
ArrayResize(mIndicatorList, cnt+1);
|
||||
mIndicatorList[cnt] = indicatorItem;
|
||||
if (indicator.InitResult()!=INIT_SUCCEEDED) {
|
||||
InitError("",indicator.InitResult());
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
double CSignalBase::GetIndicatorData(int indicatorNum,int index) {
|
||||
|
||||
return(mIndicatorList[indicatorNum].indicator.GetData(mIndicatorList[indicatorNum].bufferNum, index));
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,39 @@
|
||||
/*
|
||||
TPSLBase.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "Signalbase.mqh"
|
||||
|
||||
class CTPSLBase : public CSignalBase {
|
||||
|
||||
private:
|
||||
|
||||
public: // constructors
|
||||
|
||||
CTPSLBase() : CSignalBase() { Init(); }
|
||||
CTPSLBase(string symbol, ENUM_TIMEFRAMES timeframe) : CSignalBase(symbol, timeframe) { Init(); }
|
||||
~CTPSLBase() { }
|
||||
|
||||
int Init();
|
||||
|
||||
public:
|
||||
|
||||
virtual double GetTakeProfit() { return(0.0); }
|
||||
virtual double GetStopLoss() { return(0.0); }
|
||||
|
||||
};
|
||||
|
||||
int CTPSLBase::Init() {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,16 @@
|
||||
/*
|
||||
Trade.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
|
||||
#ifdef __MQL4__
|
||||
#include "Trade_mql4.mqh"
|
||||
#endif
|
||||
#ifdef __MQL5__
|
||||
#include "Trade_mql5.mqh"
|
||||
#endif
|
||||
|
||||
@@ -0,0 +1,123 @@
|
||||
/*
|
||||
Trade.mqh
|
||||
(For MQL4)
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "..\CommonBase.mqh"
|
||||
|
||||
struct MqlTradeRequest {
|
||||
int action; // Trade operation type (as int here)
|
||||
ulong magic; // Expert Advisor ID (magic number)
|
||||
ulong order; // Order ticket
|
||||
string symbol; // Trade symbol
|
||||
double volume; // Requested volume for a deal in lots
|
||||
double price; // Price
|
||||
double stoplimit; // StopLimit level of the order
|
||||
double sl; // Stop Loss level of the order
|
||||
double tp; // Take Profit level of the order
|
||||
ulong deviation; // Maximal possible deviation from the requested price
|
||||
ENUM_ORDER_TYPE type; // Order type
|
||||
int type_filling; // Order execution type (int here)
|
||||
int type_time; // Order expiration type (int here)
|
||||
datetime expiration; // Order expiration time (for the orders of ORDER_TIME_SPECIFIED type)
|
||||
string comment; // Order comment
|
||||
ulong position; // Position ticket
|
||||
ulong position_by; // The ticket of an opposite position
|
||||
};
|
||||
|
||||
enum ENUM_POSITION_TYPE {
|
||||
POSITION_TYPE_BUY = ORDER_TYPE_BUY,
|
||||
POSITION_TYPE_SELL = ORDER_TYPE_SELL
|
||||
};
|
||||
|
||||
class CTradeCustom : public CCommonBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
int mMagic; // expert magic number
|
||||
|
||||
public: // constructors
|
||||
|
||||
CTradeCustom();
|
||||
~CTradeCustom();
|
||||
|
||||
public:
|
||||
|
||||
ulong RequestMagic() { return(mMagic); }
|
||||
void SetExpertMagicNumber(const int magic) { mMagic=magic; }
|
||||
|
||||
double BuyPrice(string symbol) { return(SymbolInfoDouble(symbol, SYMBOL_ASK)); }
|
||||
double SellPrice(string symbol) { return(SymbolInfoDouble(symbol, SYMBOL_BID)); }
|
||||
|
||||
bool Buy(const double volume,const string symbol=NULL,double price=0.0,const double sl=0.0,const double tp=0.0,const string comment="");
|
||||
bool Sell(const double volume,const string symbol=NULL,double price=0.0,const double sl=0.0,const double tp=0.0,const string comment="");
|
||||
|
||||
bool PositionCloseByType(const string symbol, ENUM_POSITION_TYPE positionType,const int deviation=ULONG_MAX);
|
||||
////New
|
||||
void PositionCountByType(const string symbol, int &count[]);
|
||||
|
||||
};
|
||||
|
||||
CTradeCustom::CTradeCustom() {
|
||||
|
||||
mMagic = 0;
|
||||
|
||||
}
|
||||
|
||||
CTradeCustom::~CTradeCustom() {
|
||||
|
||||
}
|
||||
|
||||
bool CTradeCustom::Buy(const double volume,const string symbol=NULL,double price=0.0,const double sl=0.0,const double tp=0.0,const string comment="") {
|
||||
if (price==0.0) price = BuyPrice(symbol);
|
||||
int ticket = OrderSend(symbol, ORDER_TYPE_BUY, volume, price, 0, sl, tp, comment, mMagic);
|
||||
return(ticket>0);
|
||||
}
|
||||
|
||||
bool CTradeCustom::Sell(const double volume,const string symbol=NULL,double price=0.0,const double sl=0.0,const double tp=0.0,const string comment="") {
|
||||
if (price==0.0) price = SellPrice(symbol);
|
||||
int ticket = OrderSend(symbol, ORDER_TYPE_SELL, volume, price, 0, sl, tp, comment, mMagic);
|
||||
return(ticket>0);
|
||||
}
|
||||
|
||||
bool CTradeCustom::PositionCloseByType(const string symbol, ENUM_POSITION_TYPE positionType, const int deviation=ULONG_MAX) {
|
||||
|
||||
int slippage = (deviation==ULONG_MAX) ? 0 : deviation;
|
||||
|
||||
bool result = true;
|
||||
int cnt = OrdersTotal();
|
||||
for (int i = cnt-1; i>=0; i--) {
|
||||
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
||||
if (OrderSymbol()==symbol && OrderMagicNumber()==mMagic && OrderType()==positionType) {
|
||||
result &= OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), slippage);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return(result);
|
||||
|
||||
}
|
||||
|
||||
////New
|
||||
void CTradeCustom::PositionCountByType(const string symbol, int &count[]) {
|
||||
|
||||
ArrayResize(count, 6);
|
||||
ArrayInitialize(count, 0);
|
||||
int cnt = OrdersTotal();
|
||||
for (int i = cnt-1; i>=0; i--) {
|
||||
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
||||
if (OrderSymbol()==symbol && OrderMagicNumber()==mMagic) {
|
||||
count[(int)OrderType()]++;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
@@ -0,0 +1,66 @@
|
||||
/*
|
||||
Trade.mqh
|
||||
(For MQL5)
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include <Trade/Trade.mqh>
|
||||
|
||||
class CTradeCustom : public CTrade {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
public: // constructors
|
||||
|
||||
public:
|
||||
|
||||
bool PositionCloseByType(const string symbol, ENUM_POSITION_TYPE positionType,const ulong deviation=ULONG_MAX);
|
||||
////New
|
||||
void PositionCountByType(const string symbol, int &count[]);
|
||||
|
||||
};
|
||||
|
||||
bool CTradeCustom::PositionCloseByType(const string symbol, ENUM_POSITION_TYPE positionType, const ulong deviation=ULONG_MAX) {
|
||||
|
||||
bool result = true;
|
||||
int cnt = PositionsTotal();
|
||||
for (int i = cnt-1; i>=0; i--) {
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if (PositionSelectByTicket(ticket)) {
|
||||
if (PositionGetString(POSITION_SYMBOL)==symbol && PositionGetInteger(POSITION_TYPE)==positionType && PositionGetInteger(POSITION_MAGIC)==m_magic) {
|
||||
result &= PositionClose(ticket, deviation);
|
||||
}
|
||||
} else {
|
||||
m_result.retcode=TRADE_RETCODE_REJECT;
|
||||
result = false;
|
||||
}
|
||||
}
|
||||
|
||||
return(result);
|
||||
|
||||
}
|
||||
|
||||
////New
|
||||
void CTradeCustom::PositionCountByType(const string symbol, int &count[]) {
|
||||
|
||||
ArrayResize(count, 6);
|
||||
ArrayInitialize(count, 0);
|
||||
|
||||
int cnt = PositionsTotal();
|
||||
for (int i = cnt-1; i>=0; i--) {
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if (PositionSelectByTicket(ticket)) {
|
||||
if (PositionGetString(POSITION_SYMBOL)==symbol && PositionGetInteger(POSITION_MAGIC)==m_magic) {
|
||||
count[(int)PositionGetInteger(POSITION_TYPE)]++;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
@@ -0,0 +1,7 @@
|
||||
Version 2.03
|
||||
|
||||
Added macros to CommonBase to standardise init checking
|
||||
|
||||
Moved base classes up one level and removed unnecessary folders
|
||||
|
||||
Updated framework number
|
||||
@@ -0,0 +1,12 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| GervisFrame.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
|
||||
|
||||
#ifndef _FRAMEWORK_VERSION_
|
||||
#include "Gervis/Framework.mqh"
|
||||
#endif
|
||||
@@ -38,7 +38,9 @@ bool ScanPositions()
|
||||
if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
|
||||
gTotalOpenSell++;
|
||||
//Increment the total orders count
|
||||
gTotalOpenOrders++;
|
||||
gTotalOpenPositions++;
|
||||
|
||||
gPositionOpenPrice = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
//Find what is the open time of the most recent trade and assign it to LastBarTraded
|
||||
//this is necessary to check if we already traded in the current candle
|
||||
if((datetime)PositionGetInteger(POSITION_TIME)>gLastBarTraded || gLastBarTraded==NULL)
|
||||
|
||||
@@ -31,15 +31,18 @@ void CheckOperationHours()
|
||||
gIsOperatingHours=true;
|
||||
return;
|
||||
}
|
||||
if(dt.hour > InpTradingHourStart)
|
||||
if(dt.hour > InpTradingHourStart && dt.hour < InpTradingHourEnd)
|
||||
{
|
||||
gIsOperatingHours=true;
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
|
||||
if(InpTradingHourStart>InpTradingHourEnd && ((dt.hour>=InpTradingHourStart && dt.hour<=23) || (dt.hour<=InpTradingHourEnd && dt.hour>=0)))
|
||||
{
|
||||
gIsOperatingHours=true;
|
||||
}
|
||||
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
@@ -0,0 +1,27 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| CheckHistory.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
//+------------------------------------------------------------------+
|
||||
//| defines |
|
||||
//+------------------------------------------------------------------+
|
||||
// #define MacrosHello "Hello, world!"
|
||||
// #define MacrosYear 2010
|
||||
//+------------------------------------------------------------------+
|
||||
//| DLL imports |
|
||||
//+------------------------------------------------------------------+
|
||||
// #import "user32.dll"
|
||||
// int SendMessageA(int hWnd,int Msg,int wParam,int lParam);
|
||||
// #import "my_expert.dll"
|
||||
// int ExpertRecalculate(int wParam,int lParam);
|
||||
// #import
|
||||
//+------------------------------------------------------------------+
|
||||
//| EX5 imports |
|
||||
//+------------------------------------------------------------------+
|
||||
// #import "stdlib.ex5"
|
||||
// string ErrorDescription(int error_code);
|
||||
// #import
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,38 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| ClosePositions.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
|
||||
CTrade trade;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool OrderClose()
|
||||
{
|
||||
bool result = true;
|
||||
int cnt = OrdersTotal();
|
||||
if(cnt == 1)
|
||||
{
|
||||
|
||||
|
||||
for(int i = cnt-1; i>=0; i--)
|
||||
{
|
||||
ulong ticket = OrderGetTicket(i);
|
||||
if(OrderSelect(ticket))
|
||||
{
|
||||
|
||||
result &= trade.OrderDelete(ticket);
|
||||
}
|
||||
else
|
||||
{
|
||||
result = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
return(result);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,33 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| HighestPriceLevel.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void drawLine()
|
||||
{
|
||||
string obj_name = "Recent high";
|
||||
|
||||
if(highestPrice != gLastHighestPrice)
|
||||
{
|
||||
ObjectDelete(current_chart_id, obj_name);
|
||||
}
|
||||
ObjectCreate(current_chart_id, obj_name, OBJ_HLINE, 0, iTime(gSymbol,_Period,0), gLastHighestPrice);
|
||||
|
||||
//--- set color to Red
|
||||
ObjectSetInteger(current_chart_id, obj_name, OBJPROP_COLOR, clrRed);
|
||||
//--- set object width
|
||||
ObjectSetInteger(current_chart_id, obj_name, OBJPROP_WIDTH, 1);
|
||||
//--- Move the line
|
||||
ObjectMove(current_chart_id, obj_name, 0, iTime(gSymbol,_Period,0), gLastHighestPrice);
|
||||
|
||||
highestPrice = gLastHighestPrice;
|
||||
|
||||
Print("Drawing line");
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,59 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| LotSizeCal.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
|
||||
|
||||
//Lot Size Calculator
|
||||
void LotSizeCalculate(double SL=0)
|
||||
{
|
||||
//If the position size is dynamic
|
||||
if(InpRiskDefaultSize==RISK_DEFAULT_AUTO)
|
||||
{
|
||||
//If the stop loss is not zero then calculate the lot size
|
||||
if(SL!=0)
|
||||
{
|
||||
double RiskBaseAmount=0;
|
||||
double RiskBase=0;
|
||||
|
||||
//TickValue is the value of the individual price increment for 1 lot of the instrument, expressed in the account currenty
|
||||
double TickValue=SymbolInfoDouble(gSymbol,SYMBOL_TRADE_TICK_VALUE);
|
||||
//Define the base for the risk calculation depending on the parameter chosen
|
||||
if(RiskBase==RISK_BASE_BALANCE)
|
||||
RiskBaseAmount=AccountInfoDouble(ACCOUNT_BALANCE);
|
||||
if(RiskBase==RISK_BASE_EQUITY)
|
||||
RiskBaseAmount=AccountInfoDouble(ACCOUNT_EQUITY);
|
||||
if(RiskBase==RISK_BASE_FREEMARGIN)
|
||||
RiskBaseAmount=AccountInfoDouble(ACCOUNT_FREEMARGIN);
|
||||
|
||||
//Calculate the Position Size
|
||||
LotSize=((RiskBaseAmount*InpMaxRiskPerTrade/100)/(SL*TickValue));
|
||||
}
|
||||
//If the stop loss is zero then the lot size is the default one
|
||||
if(SL==0)
|
||||
{
|
||||
LotSize=InpDefaultLotSize;
|
||||
}
|
||||
}
|
||||
//Normalize the Lot Size to satisfy the allowed lot increment and minimum and maximum position size
|
||||
LotSize=MathFloor(LotSize/SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_STEP))*SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_STEP);
|
||||
|
||||
printf("Lot size ", LotSize);
|
||||
|
||||
//Limit the lot size in case it is greater than the maximum allowed by the user
|
||||
if(LotSize>InpMaxLotSize)
|
||||
LotSize=InpMaxLotSize;
|
||||
//Limit the lot size in case it is greater than the maximum allowed by the broker
|
||||
if(LotSize>SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_MAX))
|
||||
LotSize=SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_MAX);
|
||||
Print("Lot ", LotSize, " Max lot ", SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_MAX));
|
||||
//If the lot size is too small then set it to 0 and don't trade
|
||||
if(LotSize<InpMinLotSize || LotSize < SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_MIN))
|
||||
{
|
||||
LotSize=0;
|
||||
Print("Lot size too small : ", LotSize);
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,172 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Parameters.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
|
||||
//Enumerative for the entry signal value
|
||||
enum ENUM_SIGNAL_ENTRY
|
||||
{
|
||||
SIGNAL_ENTRY_NEUTRAL=0, //SIGNAL ENTRY NEUTRAL
|
||||
SIGNAL_ENTRY_BUY=1, //SIGNAL ENTRY BUY
|
||||
SIGNAL_ENTRY_SELL=2, //SIGNAL ENTRY BUY
|
||||
};
|
||||
|
||||
//Enumerative for the exit signal value
|
||||
enum ENUM_SIGNAL_EXIT
|
||||
{
|
||||
SIGNAL_EXIT_NEUTRAL=0, //SIGNAL EXIT NEUTRAL
|
||||
SIGNAL_EXIT_BUY=1, //SIGNAL EXIT BUY
|
||||
SIGNAL_EXIT_SELL=-1, //SIGNAL EXIT SELL
|
||||
SIGNAL_EXIT_ALL=2, //SIGNAL EXIT ALL
|
||||
};
|
||||
|
||||
//Enumerative for the allowed trading direction
|
||||
enum ENUM_TRADING_ALLOW_DIRECTION
|
||||
{
|
||||
TRADING_ALLOW_BOTH=0, //ALLOW BOTH BUY AND SELL
|
||||
TRADING_ALLOW_BUY=1, //ALLOW BUY ONLY
|
||||
TRADING_ALLOW_SELL=-1, //ALLOW SELL ONLY
|
||||
};
|
||||
|
||||
//Enumerative for the base used for risk calculation
|
||||
enum ENUM_RISK_BASE
|
||||
{
|
||||
RISK_BASE_EQUITY=1, //EQUITY
|
||||
RISK_BASE_BALANCE=2, //BALANCE
|
||||
RISK_BASE_FREEMARGIN=3, //FREE MARGIN
|
||||
};
|
||||
|
||||
//Enumerative for the default risk size
|
||||
enum ENUM_RISK_DEFAULT_SIZE
|
||||
{
|
||||
RISK_DEFAULT_FIXED=1, //FIXED SIZE
|
||||
RISK_DEFAULT_AUTO=2, //AUTOMATIC SIZE BASED ON RISK
|
||||
};
|
||||
|
||||
//Enumerative for the Stop Loss mode
|
||||
enum ENUM_MODE_SL
|
||||
{
|
||||
SL_FIXED=0, //FIXED STOP LOSS
|
||||
SL_AUTO=1, //AUTOMATIC STOP LOSS
|
||||
};
|
||||
|
||||
//Enumerative for the Take Profit Mode
|
||||
enum ENUM_MODE_TP
|
||||
{
|
||||
TP_FIXED=0, //FIXED TAKE PROFIT
|
||||
TP_AUTO=1, //AUTOMATIC TAKE PROFIT
|
||||
};
|
||||
|
||||
//Enumerative for the stop loss calculation
|
||||
enum ENUM_MODE_SL_BY
|
||||
{
|
||||
SL_BY_POINTS=0, //STOP LOSS PASSED IN POINTS
|
||||
SL_BY_PRICE=1, //STOP LOSS PASSED BY PRICE
|
||||
};
|
||||
|
||||
//Enumerative for candle type
|
||||
enum ENUM_CANDLE_TYPE
|
||||
{
|
||||
NEUTRAL_CANDLE=0,
|
||||
BEARISH_CANDLE=1,
|
||||
BULLISH_CANDLE=2,
|
||||
};
|
||||
|
||||
//Enumerative for price momentum
|
||||
enum ENUM_PRICE_MOMENTUM
|
||||
{
|
||||
UP=2,
|
||||
DOWN=1,
|
||||
NEUTRAL=0,
|
||||
};
|
||||
|
||||
struct LastTransaction
|
||||
{
|
||||
string time;
|
||||
int type;
|
||||
double profit;
|
||||
} lt;
|
||||
|
||||
//
|
||||
// Input Section
|
||||
//
|
||||
// Moving average
|
||||
input int InpMAPeriods = 10; // MA Periods
|
||||
input ENUM_MA_METHOD InpMAMethod = MODE_SMA; // MA Method
|
||||
input ENUM_APPLIED_PRICE InpMAAppliedPrice = PRICE_CLOSE; // MA price
|
||||
|
||||
|
||||
input string Comment_0="=========="; //Risk Management Settings
|
||||
input ENUM_RISK_DEFAULT_SIZE InpRiskDefaultSize=RISK_DEFAULT_AUTO; //Position Size Mode
|
||||
input double InpDefaultLotSize=1; //Position Size (if fixed or if no stop loss defined)
|
||||
input ENUM_RISK_BASE InpRiskBase=RISK_BASE_BALANCE; //Risk Base
|
||||
input double InpMaxRiskPerTrade=0.5; //Percentage To Risk Each Trade
|
||||
input double InpMinLotSize=0.01; //Minimum Position Size Allowed
|
||||
input double InpMaxLotSize=100; //Maximum Position Size Allowed
|
||||
input int InpMaxSpread=20; //Maximum Spread Allowed
|
||||
input int InpSlippage=5; //Maximum Slippage Allowed in points
|
||||
input ENUM_MODE_SL InpStopLossMode=SL_AUTO; //Stop Loss Mode
|
||||
input int InpDefaultStopLoss=0; //Default Stop Loss In Points (0=No Stop Loss)
|
||||
input int InpMinStopLoss=0; //Minimum Allowed Stop Loss In Points
|
||||
input int InpMaxStopLoss=5000; //Maximum Allowed Stop Loss In Points
|
||||
input bool InpAtrStopLoss=false; //Set Stop loss based on ATR
|
||||
input int InpAtrStopLossFactor=3; //Multiplicator for ATR stop loss
|
||||
input ENUM_MODE_TP InpTakeProfitMode=TP_AUTO; //Take Profit Mode
|
||||
input int InpDefaultTakeProfit=0; //Default Take Profit In Points (0=No Take Profit)
|
||||
input int InpMinTakeProfit=0; //Minimum Allowed Take Profit In Points
|
||||
input int InpMaxTakeProfit=5000; //Maximum Allowed Take Profit In Points
|
||||
input double InpTakeProfitPercent=1.0; //Take Profit percent on risk base
|
||||
|
||||
//
|
||||
// Some standard inputs,
|
||||
// remember to change the default magic for each EA
|
||||
//
|
||||
input double InpVolume = 0.01; // Default order size
|
||||
input string InpComment = __FILE__; // Default trade comment
|
||||
input int InpMagicNumber = 198901; // Magic Number
|
||||
|
||||
input string Comment_1="=========="; //Trading Hours Settings
|
||||
input bool InpUseTradingHours=false; //Limit Trading Hours
|
||||
input int InpTradingHourStart=1; //Trading Start Hour (Broker Server Hour)
|
||||
input int InpTradingHourEnd=23; //Trading End Hour (Broker Server Hour)
|
||||
input int InpTradingStartMin=30; //Trading Start minute (Broker Server Hour)
|
||||
input int InpTradingEndMin=0; //Trading End minute
|
||||
|
||||
bool gIsNewCandle=false;
|
||||
bool gIsTradedThisBar=false;
|
||||
bool gIsOperatingHours=false;
|
||||
bool gIsPreChecksOk=false; //Indicates if the pre checks are satisfied
|
||||
bool gIsSpreadOK=false; //Indicates if the spread is low enough to trade
|
||||
|
||||
double gLotSize=InpDefaultLotSize;
|
||||
int gTickValue=0;
|
||||
|
||||
int gTotalOpenBuy=0;
|
||||
int gTotalOpenSell=0;
|
||||
int gTotalOpenOrders=0;
|
||||
int gTotalOpenPositions=0;
|
||||
int gOrderOpRetry=5;
|
||||
double gBuyStopLossPrice, gMinStopLoss;
|
||||
double gSellStopLossPrice;
|
||||
double gBuyEntryPrice;
|
||||
double gSellEntryPrice;
|
||||
double gPositionOpenPrice, gLastHighestPrice, highestPrice, gPriceChange;
|
||||
|
||||
string gSymbol = Symbol();
|
||||
|
||||
datetime gLastBarTraded=NULL;
|
||||
|
||||
double gSma, gSsma, gHighSma, gLowSma, gPrevSma;
|
||||
double gCandleHigh, gCandleLow, gCandleOpen, gCandleClose;
|
||||
double LotSize=0;
|
||||
|
||||
long current_chart_id = ChartID();
|
||||
|
||||
MqlTick last_tick;
|
||||
MqlDateTime dt;
|
||||
|
||||
ENUM_SIGNAL_ENTRY gSignalEntry=SIGNAL_ENTRY_NEUTRAL; //Entry signal variable
|
||||
ENUM_SIGNAL_EXIT gSignalExit=SIGNAL_EXIT_NEUTRAL;
|
||||
@@ -0,0 +1,62 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Prechecks.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
|
||||
//Perform integrity checks when the EA is loaded
|
||||
void CheckPreChecks()
|
||||
{
|
||||
gIsPreChecksOk=true;
|
||||
//Check if Live Trading is enabled in MT4
|
||||
if(!MQLInfoInteger(MQL_TRADE_ALLOWED))
|
||||
{
|
||||
gIsPreChecksOk=false;
|
||||
Print("Live Trading is not enabled, please enable it in MT4 and chart settings");
|
||||
return;
|
||||
}
|
||||
//Check if the default stop loss you are setting in above the minimum and below the maximum
|
||||
if(InpDefaultStopLoss<InpMinStopLoss || InpDefaultStopLoss>InpMaxStopLoss)
|
||||
{
|
||||
gIsPreChecksOk=false;
|
||||
Print("Default Stop Loss must be between Minimum and Maximum Stop Loss Allowed");
|
||||
return;
|
||||
}
|
||||
//Check if the default take profit you are setting in above the minimum and below the maximum
|
||||
if(InpDefaultTakeProfit<InpMinTakeProfit || InpDefaultTakeProfit>InpMaxTakeProfit)
|
||||
{
|
||||
gIsPreChecksOk=false;
|
||||
Print("Default Take Profit must be between Minimum and Maximum Take Profit Allowed");
|
||||
return;
|
||||
}
|
||||
//Check if the Lot Size is between the minimum and maximum
|
||||
if(InpDefaultLotSize<InpMinLotSize || InpDefaultLotSize>InpMaxLotSize)
|
||||
{
|
||||
gIsPreChecksOk=false;
|
||||
Print("Default Lot Size must be between Minimum and Maximum Lot Size Allowed");
|
||||
return;
|
||||
}
|
||||
//Slippage must be >= 0
|
||||
if(InpSlippage<0)
|
||||
{
|
||||
gIsPreChecksOk=false;
|
||||
Print("Slippage must be a positive value");
|
||||
return;
|
||||
}
|
||||
//MaxSpread must be >= 0
|
||||
if(InpMaxSpread<0)
|
||||
{
|
||||
gIsPreChecksOk=false;
|
||||
Print("Maximum Spread must be a positive value");
|
||||
return;
|
||||
}
|
||||
//MaxRiskPerTrade is a % between 0 and 100
|
||||
if(InpMaxRiskPerTrade<0 || InpMaxRiskPerTrade>100)
|
||||
{
|
||||
gIsPreChecksOk=false;
|
||||
Print("Maximum Risk Per Trade must be a percentage between 0 and 100");
|
||||
return;
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,49 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| ScanPositions.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
|
||||
//Scan all positions to find the ones submitted by the EA
|
||||
//NOTE This function is defined as bool because we want to return true if it is successful and false if it fails
|
||||
bool ScanPositions()
|
||||
{
|
||||
|
||||
//Scan all the orders, retrieving some of the details
|
||||
gTotalOpenOrders = 0;
|
||||
gTotalOpenBuy = 0;
|
||||
gTotalOpenSell = 0;
|
||||
for(int i=0; i<PositionsTotal(); i++)
|
||||
{
|
||||
//If there is a problem reading the order print the error, exit the function and return false
|
||||
if(PositionGetTicket(i) == 0)
|
||||
{
|
||||
int Error=GetLastError();
|
||||
string ErrorText=GetLastErrorText(Error);
|
||||
Print("ERROR - Unable to select the order - ",Error," - ",ErrorText);
|
||||
return false;
|
||||
}
|
||||
//If the order is not for the instrument on chart we can ignore it
|
||||
if(PositionGetSymbol(i)!=gSymbol)
|
||||
continue;
|
||||
//If the order has Magic Number different from the Magic Number of the EA then we can ignore it
|
||||
if(PositionGetInteger(POSITION_MAGIC)!=InpMagicNumber)
|
||||
continue;
|
||||
//If it is a buy order then increment the total count of buy orders
|
||||
if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
|
||||
gTotalOpenBuy++;
|
||||
//If it is a sell order then increment the total count of sell orders
|
||||
if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
|
||||
gTotalOpenSell++;
|
||||
//Increment the total orders count
|
||||
gTotalOpenOrders++;
|
||||
//Find what is the open time of the most recent trade and assign it to LastBarTraded
|
||||
//this is necessary to check if we already traded in the current candle
|
||||
if((datetime)PositionGetInteger(POSITION_TIME)>gLastBarTraded || gLastBarTraded==NULL)
|
||||
gLastBarTraded=(datetime)PositionGetInteger(POSITION_TIME);
|
||||
}
|
||||
Print("Total positions ", gTotalOpenOrders, " - Total buys ", gTotalOpenBuy, " - Total sells ", gTotalOpenSell);
|
||||
return true;
|
||||
}
|
||||
@@ -0,0 +1,27 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| TradeManager.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
//+------------------------------------------------------------------+
|
||||
//| defines |
|
||||
//+------------------------------------------------------------------+
|
||||
// #define MacrosHello "Hello, world!"
|
||||
// #define MacrosYear 2010
|
||||
//+------------------------------------------------------------------+
|
||||
//| DLL imports |
|
||||
//+------------------------------------------------------------------+
|
||||
// #import "user32.dll"
|
||||
// int SendMessageA(int hWnd,int Msg,int wParam,int lParam);
|
||||
// #import "my_expert.dll"
|
||||
// int ExpertRecalculate(int wParam,int lParam);
|
||||
// #import
|
||||
//+------------------------------------------------------------------+
|
||||
//| EX5 imports |
|
||||
//+------------------------------------------------------------------+
|
||||
// #import "stdlib.ex5"
|
||||
// string ErrorDescription(int error_code);
|
||||
// #import
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,49 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| TradingHour.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
|
||||
//Check and return if it is operation hours or not
|
||||
void CheckOperationHours()
|
||||
{
|
||||
//If we are not using operating hours then IsOperatingHours is true and I skip the other checks
|
||||
if(!InpUseTradingHours)
|
||||
{
|
||||
gIsOperatingHours=true;
|
||||
return;
|
||||
}
|
||||
//Check if the current hour is between the allowed hours of operations, if so IsOperatingHours is set true
|
||||
Print("1 this is ", (InpTradingHourStart==InpTradingHourEnd && dt.hour==InpTradingHourStart));
|
||||
Print("2 this is ", (InpTradingHourStart<InpTradingHourEnd));
|
||||
Print("3 this is ", InpTradingHourStart == dt.hour && dt.min >= InpTradingStartMin);
|
||||
|
||||
if(InpTradingHourStart==InpTradingHourEnd && dt.hour==InpTradingHourStart)
|
||||
{
|
||||
gIsOperatingHours=true;
|
||||
return;
|
||||
}
|
||||
|
||||
if(InpTradingHourStart<InpTradingHourEnd)
|
||||
{
|
||||
if(InpTradingHourStart == dt.hour && dt.min >= InpTradingStartMin)
|
||||
{
|
||||
gIsOperatingHours=true;
|
||||
return;
|
||||
}
|
||||
if(dt.hour > InpTradingHourStart)
|
||||
{
|
||||
gIsOperatingHours=true;
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
if(InpTradingHourStart>InpTradingHourEnd && ((dt.hour>=InpTradingHourStart && dt.hour<=23) || (dt.hour<=InpTradingHourEnd && dt.hour>=0)))
|
||||
{
|
||||
gIsOperatingHours=true;
|
||||
return;
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user