mirror of
https://github.com/rithsila/MT5-EA-Sniper-Strategy.git
synced 2026-08-17 12:48:14 +00:00
Initial commit
This commit is contained in:
@@ -0,0 +1,16 @@
|
||||
/*
|
||||
All.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
Auto Generated at 2021-07-10 17:11:59
|
||||
|
||||
*/
|
||||
|
||||
//
|
||||
// Extension go here
|
||||
//
|
||||
#include "AllIndicators.mqh"
|
||||
#include "AllSignals.mqh"
|
||||
#include "AllTPSL.mqh"
|
||||
@@ -0,0 +1,6 @@
|
||||
//
|
||||
// Extension go here
|
||||
//
|
||||
#include "GridSignals.mqh"
|
||||
#include "GridTPSL.mqh"
|
||||
#include "GlobalEnumDefinitions.mqh"
|
||||
@@ -0,0 +1,16 @@
|
||||
/*
|
||||
All.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
Auto Generated at 2021-07-10 17:11:59
|
||||
|
||||
*/
|
||||
|
||||
//
|
||||
// Extension go here
|
||||
//
|
||||
#include "Indicators/IndicatorATR.mqh"
|
||||
#include "Indicators/IndicatorMA.mqh"
|
||||
#include "Indicators/IndicatorTemplate.mqh"
|
||||
@@ -0,0 +1,17 @@
|
||||
/*
|
||||
All.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
Auto Generated at 2021-07-10 17:11:59
|
||||
|
||||
*/
|
||||
|
||||
//
|
||||
// Extension go here
|
||||
//
|
||||
#include "Signals/SignalCombination.mqh"
|
||||
#include "Signals/SignalCrossover.mqh"
|
||||
#include "Signals/SignalTemplate.mqh"
|
||||
#include "Signals/SignalGrid.mqh"
|
||||
@@ -0,0 +1,15 @@
|
||||
/*
|
||||
All.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
Auto Generated at 2021-07-10 17:11:59
|
||||
|
||||
*/
|
||||
|
||||
//
|
||||
// Extension go here
|
||||
//
|
||||
#include "TPSL/TPSLSimple.mqh"
|
||||
#include "TPSL/TPSLTemplate.mqh"
|
||||
@@ -0,0 +1,29 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| GlobalEnumDefinitions.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
|
||||
enum ENUM_TRADING_SESSION
|
||||
{
|
||||
LONDON_SESSION=1,
|
||||
NEWYORK_SESSION=2,
|
||||
TOKYO_SESSION=3,
|
||||
};
|
||||
|
||||
//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 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
|
||||
};
|
||||
@@ -0,0 +1,5 @@
|
||||
//
|
||||
// Extension go here
|
||||
//
|
||||
|
||||
#include "Signals/SignalGrid.mqh"
|
||||
@@ -0,0 +1,4 @@
|
||||
//
|
||||
// Extension go here
|
||||
//
|
||||
#include "TPSL/GridTPSL.mqh"
|
||||
@@ -0,0 +1,77 @@
|
||||
/*
|
||||
IndicatorATR.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../../Framework.mqh"
|
||||
|
||||
class CIndicatorATR : public CIndicatorBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
int mPeriods;
|
||||
|
||||
|
||||
public: // constructors
|
||||
|
||||
CIndicatorATR(int periods)
|
||||
: CIndicatorBase()
|
||||
{ Init(periods); }
|
||||
CIndicatorATR(string symbol, ENUM_TIMEFRAMES timeframe,
|
||||
int periods)
|
||||
: CIndicatorBase(symbol, timeframe)
|
||||
{ Init(periods); }
|
||||
~CIndicatorATR();
|
||||
|
||||
virtual int Init(int periods);
|
||||
|
||||
public:
|
||||
|
||||
virtual double GetData(const int buffer_num,const int index);
|
||||
|
||||
};
|
||||
|
||||
CIndicatorATR::~CIndicatorATR() {
|
||||
|
||||
}
|
||||
|
||||
int CIndicatorATR::Init(int periods) {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
mPeriods = periods;
|
||||
|
||||
#ifdef __MQL5__
|
||||
mIndicatorHandle = iATR(mSymbol, mTimeframe, mPeriods);
|
||||
if (mIndicatorHandle==INVALID_HANDLE) return(InitError("Failed to create indicator handle", INIT_FAILED));
|
||||
#endif
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
double CIndicatorATR::GetData(const int buffer_num,const int index) {
|
||||
|
||||
double value = 0;
|
||||
|
||||
#ifdef __MQL4__
|
||||
value = iATR(mSymbol, mTimeframe, mPeriods, index);
|
||||
#endif
|
||||
|
||||
#ifdef __MQL5__
|
||||
double bufferData[];
|
||||
ArraySetAsSeries(bufferData, true);
|
||||
int cnt = CopyBuffer(mIndicatorHandle, buffer_num, index, 1, bufferData);
|
||||
if (cnt>0) value = bufferData[0];
|
||||
#endif
|
||||
|
||||
return(value);
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,82 @@
|
||||
/*
|
||||
IndicatorMA.mqh
|
||||
Updated - requires version 2.01 or later
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../../Framework.mqh"
|
||||
|
||||
class CIndicatorMA : public CIndicatorBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
int mPeriods;
|
||||
int mShift;
|
||||
ENUM_MA_METHOD mMethod;
|
||||
ENUM_APPLIED_PRICE mAppliedPrice;
|
||||
|
||||
public: // constructors
|
||||
|
||||
CIndicatorMA(int periods, int shift, ENUM_MA_METHOD method, ENUM_APPLIED_PRICE appliedPrice)
|
||||
: CIndicatorBase()
|
||||
{ Init(periods, shift, method, appliedPrice); }
|
||||
CIndicatorMA(string symbol, ENUM_TIMEFRAMES timeframe,
|
||||
int periods, int shift, ENUM_MA_METHOD method, ENUM_APPLIED_PRICE appliedPrice)
|
||||
: CIndicatorBase(symbol, timeframe)
|
||||
{ Init(periods, shift, method, appliedPrice); }
|
||||
~CIndicatorMA();
|
||||
|
||||
virtual int Init(int periods, int shift, ENUM_MA_METHOD method, ENUM_APPLIED_PRICE appliedPrice);
|
||||
|
||||
public:
|
||||
|
||||
virtual double GetData(const int buffer_num,const int index);
|
||||
|
||||
};
|
||||
|
||||
CIndicatorMA::~CIndicatorMA() {
|
||||
|
||||
}
|
||||
|
||||
int CIndicatorMA::Init(int periods, int shift, ENUM_MA_METHOD method, ENUM_APPLIED_PRICE appliedPrice) {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
mPeriods = periods;
|
||||
mShift = shift;
|
||||
mMethod = method;
|
||||
mAppliedPrice = appliedPrice;
|
||||
|
||||
#ifdef __MQL5__
|
||||
mIndicatorHandle = iMA(mSymbol, mTimeframe, mPeriods, mShift, mMethod, mAppliedPrice);
|
||||
if (mIndicatorHandle==INVALID_HANDLE) return(InitError("Failed to create indicator handle", INIT_FAILED));
|
||||
#endif
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
double CIndicatorMA::GetData(const int buffer_num,const int index) {
|
||||
|
||||
double value = 0;
|
||||
#ifdef __MQL4__
|
||||
value = iMA(mSymbol, mTimeframe, mPeriods, mShift, mMethod, mAppliedPrice, index);
|
||||
#endif
|
||||
|
||||
#ifdef __MQL5__
|
||||
double bufferData[];
|
||||
ArraySetAsSeries(bufferData, true);
|
||||
int cnt = CopyBuffer(mIndicatorHandle, buffer_num, index, 1, bufferData);
|
||||
if (cnt>0) value = bufferData[0];
|
||||
#endif
|
||||
|
||||
return(value);
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,91 @@
|
||||
/*
|
||||
IndicatorTemplate.mqh
|
||||
Updated as of framework version 2.02
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
// Next line assumes this file is located in .../Frameworks/Extensions/someFolder
|
||||
#include "../../Framework.mqh"
|
||||
|
||||
class CIndicatorTemplate : public CIndicatorBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
// Place any required member variables here
|
||||
|
||||
public: // constructors
|
||||
|
||||
// Add any required constructor arguments
|
||||
// e.g. CIndicatorXYZ(int periods, double multiplier)
|
||||
CIndicatorTemplate()
|
||||
: CIndicatorBase()
|
||||
{ Init(); }
|
||||
// Same constructor with symbol and timeframe added
|
||||
CIndicatorTemplate(string symbol, ENUM_TIMEFRAMES timeframe)
|
||||
: CIndicatorBase(symbol, timeframe)
|
||||
{ Init(); }
|
||||
~CIndicatorTemplate();
|
||||
|
||||
// Include all arguments to match the constructor
|
||||
virtual int Init();
|
||||
|
||||
public:
|
||||
|
||||
// Add this line to override the same function from the parent class
|
||||
virtual double GetData(const int buffer_num,const int index);
|
||||
|
||||
};
|
||||
|
||||
CIndicatorTemplate::~CIndicatorTemplate() {
|
||||
|
||||
// Any destructors here
|
||||
|
||||
}
|
||||
|
||||
int CIndicatorTemplate::Init() {
|
||||
|
||||
// Checks if init has been set to fail by any parent class already
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
// Assign variables and do any other initialisation here
|
||||
|
||||
#ifdef __MQL5__
|
||||
// Just using iMA as an example here, replace as necessary
|
||||
// mIndicatorHandle = iMA(mSymbol, mTimeframe, mPeriods, mShift, mMethod, mAppliedPrice);
|
||||
// if (mIndicatorHandle==INVALID_HANDLE) return(InitError("Failed to create indicator handle", INIT_FAILED));
|
||||
#endif
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
double CIndicatorTemplate::GetData(const int buffer_num,const int index) {
|
||||
|
||||
double value = 0;
|
||||
#ifdef __MQL4__
|
||||
// Next line is just an example using iMA
|
||||
// value = iMA(mSymbol, mTimeframe, mPeriods, mShift, mMethod, mAppliedPrice, index);
|
||||
#endif
|
||||
|
||||
#ifdef __MQL5__
|
||||
// For MQL5 once indicator handle is set the code here should be common
|
||||
// Declare a buffer to hold the data being retrieved
|
||||
double bufferData[];
|
||||
// Set as series so the sequence matches the chrt
|
||||
ArraySetAsSeries(bufferData, true);
|
||||
// Copy indicator data into the buffer and get the count of elements
|
||||
int cnt = CopyBuffer(mIndicatorHandle, buffer_num, index, 1, bufferData);
|
||||
// If not enough elements came back then don't use the data
|
||||
if (cnt>0) value = bufferData[0];
|
||||
#endif
|
||||
|
||||
return(value);
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,86 @@
|
||||
/*
|
||||
SignalCombination.mqh
|
||||
For framework version 1.0
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../../Framework.mqh"
|
||||
|
||||
class CSignalCombination : public CSignalBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
CSignalBase *mSignals[];
|
||||
|
||||
public: // constructors
|
||||
|
||||
CSignalCombination(string symbol, ENUM_TIMEFRAMES timeframe)
|
||||
: CSignalBase(symbol, timeframe)
|
||||
{ Init(); }
|
||||
CSignalCombination()
|
||||
: CSignalBase()
|
||||
{ Init(); }
|
||||
~CSignalCombination() { }
|
||||
|
||||
int Init();
|
||||
|
||||
public:
|
||||
|
||||
virtual void AddSignal(CSignalBase *signal);
|
||||
virtual void UpdateSignal();
|
||||
|
||||
};
|
||||
|
||||
int CSignalCombination::Init() {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
ArrayResize(mSignals, 0);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
void CSignalCombination::UpdateSignal() {
|
||||
|
||||
int index = ArraySize(mSignals);
|
||||
|
||||
if (index<=0) {
|
||||
|
||||
mEntrySignal = OFX_SIGNAL_NONE;
|
||||
mExitSignal = OFX_SIGNAL_NONE;
|
||||
|
||||
} else {
|
||||
|
||||
mSignals[0].UpdateSignal();
|
||||
mEntrySignal = mSignals[0].EntrySignal();
|
||||
mExitSignal = mSignals[0].ExitSignal();
|
||||
|
||||
for (int i = 1; i<index; i++) {
|
||||
|
||||
mSignals[i].UpdateSignal();
|
||||
if (mSignals[i].EntrySignal()!=mEntrySignal) mEntrySignal = OFX_SIGNAL_NONE;
|
||||
if (mSignals[i].ExitSignal()!=mExitSignal) mExitSignal = OFX_SIGNAL_NONE;
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
void CSignalCombination::AddSignal(CSignalBase *signal) {
|
||||
|
||||
int index = ArraySize(mSignals);
|
||||
ArrayResize(mSignals, index+1);
|
||||
mSignals[index] = signal;
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,78 @@
|
||||
/*
|
||||
SignalCrossover.mqh
|
||||
For framework version 1.0
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../../Framework.mqh"
|
||||
|
||||
class CSignalCrossover : public CSignalBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
int mIndex1;
|
||||
int mIndex2;
|
||||
|
||||
public: // constructors
|
||||
|
||||
CSignalCrossover(string symbol, ENUM_TIMEFRAMES timeframe,
|
||||
int index1=1, int index2=2)
|
||||
: CSignalBase(symbol, timeframe)
|
||||
{ Init(index1, index2); }
|
||||
CSignalCrossover(int index1=1, int index2=2)
|
||||
: CSignalBase()
|
||||
{ Init(index1, index2); }
|
||||
~CSignalCrossover() { }
|
||||
|
||||
int Init(int index1, int index2);
|
||||
|
||||
public:
|
||||
|
||||
virtual void UpdateSignal();
|
||||
|
||||
};
|
||||
|
||||
int CSignalCrossover::Init(int index1, int index2) {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
mIndex1 = index1;
|
||||
mIndex2 = index2;
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
void CSignalCrossover::UpdateSignal() {
|
||||
|
||||
double fast1 = GetIndicatorData(0, mIndex1);
|
||||
double fast2 = GetIndicatorData(0, mIndex2);
|
||||
double slow1 = GetIndicatorData(1, mIndex1);
|
||||
double slow2 = GetIndicatorData(1, mIndex2);
|
||||
|
||||
// There is a less common condition where the fast
|
||||
// indicator touches the slow indicator and then
|
||||
// reverses. With the conditions below this would
|
||||
// appear like a cross.
|
||||
if ( (fast1>slow1) && !(fast2>slow2) ) { // Crossed up
|
||||
mEntrySignal = OFX_SIGNAL_BUY;
|
||||
mExitSignal = OFX_SIGNAL_SELL;
|
||||
} else
|
||||
if ( (fast1<slow1) && !(fast2<slow2) ) { // Crossed down
|
||||
mEntrySignal = OFX_SIGNAL_SELL;
|
||||
mExitSignal = OFX_SIGNAL_BUY;
|
||||
} else {
|
||||
mEntrySignal = OFX_SIGNAL_NONE;
|
||||
mExitSignal = OFX_SIGNAL_NONE;
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,79 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| SignalGrid.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
// Next line assumes this file is located in .../Frameworks/Extensions/someFolder
|
||||
#include "../../GridFramework.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
class CSignalGrid : public CSignalBase
|
||||
{
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
// Place any required member variables here
|
||||
int m_magic;
|
||||
|
||||
public: // constructors
|
||||
|
||||
// Add any required constructor arguments
|
||||
// e.g. CSignalXYZ(int periods, double multiplier)
|
||||
CSignalGrid()
|
||||
: CSignalBase()
|
||||
{ Init(); }
|
||||
// Same constructor with symbol and timeframe added
|
||||
CSignalGrid(string symbol, ENUM_TIMEFRAMES timeframe)
|
||||
: CSignalBase(symbol, timeframe)
|
||||
{ Init(); }
|
||||
~CSignalGrid() { }
|
||||
|
||||
// Include all arguments to match the constructor
|
||||
int Init();
|
||||
|
||||
public:
|
||||
|
||||
// Add this line to override the same function from the parent class
|
||||
virtual void UpdateSignal();
|
||||
|
||||
virtual void setMmagic(int magic) {m_magic = magic;}
|
||||
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
int CSignalGrid::Init()
|
||||
{
|
||||
|
||||
// Checks if init has been set to fail by any parent class already
|
||||
if(InitResult()!=INIT_SUCCEEDED)
|
||||
return(InitResult());
|
||||
|
||||
// Assign variables and do any other initialisation here
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CSignalGrid::UpdateSignal()
|
||||
{
|
||||
|
||||
// Just gather data from the indicators and
|
||||
// decide on a trade direction
|
||||
// This is the trade decision logic
|
||||
//CSignalBase signal = new CSignalBase();
|
||||
|
||||
|
||||
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,68 @@
|
||||
/*
|
||||
SignalTemplate.mqh
|
||||
Updated as of framework version 2.02
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
// Next line assumes this file is located in .../Frameworks/Extensions/someFolder
|
||||
#include "../../Framework.mqh"
|
||||
|
||||
class CSignalTemplate : public CSignalBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
// Place any required member variables here
|
||||
|
||||
public: // constructors
|
||||
|
||||
// Add any required constructor arguments
|
||||
// e.g. CSignalXYZ(int periods, double multiplier)
|
||||
CSignalTemplate()
|
||||
: CSignalBase()
|
||||
{ Init(); }
|
||||
// Same constructor with symbol and timeframe added
|
||||
CSignalTemplate(string symbol, ENUM_TIMEFRAMES timeframe)
|
||||
: CSignalBase(symbol, timeframe)
|
||||
{ Init(); }
|
||||
~CSignalTemplate() { }
|
||||
|
||||
// Include all arguments to match the constructor
|
||||
int Init();
|
||||
|
||||
public:
|
||||
|
||||
// Add this line to override the same function from the parent class
|
||||
virtual void UpdateSignal();
|
||||
|
||||
};
|
||||
|
||||
int CSignalTemplate::Init() {
|
||||
|
||||
// Checks if init has been set to fail by any parent class already
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
// Assign variables and do any other initialisation here
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
void CSignalTemplate::UpdateSignal() {
|
||||
|
||||
// Just gather data from the indicators and
|
||||
// decide on a trade direction
|
||||
// This is the trade decision logic
|
||||
|
||||
mExitSignal = OFX_SIGNAL_NONE; // This strategy has no exit signal
|
||||
// Just set the buy or sell signals now
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,57 @@
|
||||
|
||||
// Next line assumes this file is located in .../Frameworks/Extensions/someFolder
|
||||
#include "../../Framework.mqh"
|
||||
|
||||
class GridTPSL : public CTPSLBase {
|
||||
|
||||
private:
|
||||
|
||||
double GetValue();
|
||||
|
||||
protected: // member variables
|
||||
|
||||
// Place any required member variables here
|
||||
|
||||
public: // constructors
|
||||
|
||||
// Add any required constructor arguments
|
||||
// e.g. CTPSLXYZ(int periods, double multiplier)
|
||||
GridTPSL() : CTPSLBase() { Init(); }
|
||||
// Same constructor with symbol and timeframe added
|
||||
GridTPSL(string symbol, ENUM_TIMEFRAMES timeframe)
|
||||
: CTPSLBase(symbol, timeframe) { Init(); }
|
||||
~GridTPSL() { }
|
||||
|
||||
int Init();
|
||||
|
||||
public:
|
||||
|
||||
// Get and Set functions for additional parameters
|
||||
|
||||
// Override these from the parent class to get required values
|
||||
// GetValue here is just an example
|
||||
virtual double GetTakeProfit() { return(GetValue()); }
|
||||
virtual double GetStopLoss() { return(GetValue()); }
|
||||
|
||||
};
|
||||
|
||||
int GridTPSL::Init() {
|
||||
|
||||
// Checks if init has been set to fail by any parent class already
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
// Assign variables and do any other initialisation here
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
// A simple example of a value function
|
||||
double GridTPSL::GetValue() {
|
||||
|
||||
// Pulls data from an assigned indicator number 0 for bar 1 and multiplies by 2
|
||||
double value = 0;//GetIndicatorData(0, 1)*2;
|
||||
|
||||
return(value);
|
||||
|
||||
}
|
||||
@@ -0,0 +1,62 @@
|
||||
/*
|
||||
TPSLSimple.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../../Framework.mqh"
|
||||
|
||||
class CTPSLSimple : public CTPSLBase {
|
||||
|
||||
private:
|
||||
|
||||
double GetValue();
|
||||
|
||||
protected: // member variables
|
||||
|
||||
double mMultiplier;
|
||||
int mIndex;
|
||||
|
||||
public: // constructors
|
||||
|
||||
CTPSLSimple() : CTPSLBase() { Init(); }
|
||||
CTPSLSimple(string symbol, ENUM_TIMEFRAMES timeframe)
|
||||
: CTPSLBase(symbol, timeframe) { Init(); }
|
||||
~CTPSLSimple() { }
|
||||
|
||||
int Init();
|
||||
|
||||
public:
|
||||
|
||||
virtual void SetIndex(int index) { mIndex = index; }
|
||||
virtual double GetIndex() { return(mIndex); }
|
||||
|
||||
virtual void SetMultiplier(double multiplier) { mMultiplier = multiplier; }
|
||||
virtual double GetMultiplier() { return(mMultiplier); }
|
||||
|
||||
virtual double GetTakeProfit() { return(GetValue()); }
|
||||
virtual double GetStopLoss() { return(GetValue()); }
|
||||
|
||||
};
|
||||
|
||||
int CTPSLSimple::Init() {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
mMultiplier = 1.0;
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
double CTPSLSimple::GetValue() {
|
||||
|
||||
double value = 0;//GetIndicatorData(0, mIndex)*mMultiplier;
|
||||
|
||||
return(value);
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,67 @@
|
||||
/*
|
||||
TPSLTemplate.mqh
|
||||
Updated as of framework version 2.02
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
// Next line assumes this file is located in .../Frameworks/Extensions/someFolder
|
||||
#include "../../Framework.mqh"
|
||||
|
||||
class CTPSLTemplate : public CTPSLBase {
|
||||
|
||||
private:
|
||||
|
||||
double GetValue();
|
||||
|
||||
protected: // member variables
|
||||
|
||||
// Place any required member variables here
|
||||
|
||||
public: // constructors
|
||||
|
||||
// Add any required constructor arguments
|
||||
// e.g. CTPSLXYZ(int periods, double multiplier)
|
||||
CTPSLTemplate() : CTPSLBase() { Init(); }
|
||||
// Same constructor with symbol and timeframe added
|
||||
CTPSLTemplate(string symbol, ENUM_TIMEFRAMES timeframe)
|
||||
: CTPSLBase(symbol, timeframe) { Init(); }
|
||||
~CTPSLTemplate() { }
|
||||
|
||||
int Init();
|
||||
|
||||
public:
|
||||
|
||||
// Get and Set functions for additional parameters
|
||||
|
||||
// Override these from the parent class to get required values
|
||||
// GetValue here is just an example
|
||||
virtual double GetTakeProfit() { return(GetValue()); }
|
||||
virtual double GetStopLoss() { return(GetValue()); }
|
||||
|
||||
};
|
||||
|
||||
int CTPSLTemplate::Init() {
|
||||
|
||||
// Checks if init has been set to fail by any parent class already
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
// Assign variables and do any other initialisation here
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
// A simple example of a value function
|
||||
double CTPSLTemplate::GetValue() {
|
||||
|
||||
// Pulls data from an assigned indicator number 0 for bar 1 and multiplies by 2
|
||||
double value = 0;//GetIndicatorData(0, 1)*2;
|
||||
|
||||
return(value);
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,21 @@
|
||||
/*
|
||||
Framework.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
|
||||
*/
|
||||
|
||||
//
|
||||
// The only purpose of this mqh file is to provide a single
|
||||
// point to change the current framework version
|
||||
//
|
||||
// If you place an include to this file in your code you
|
||||
// will get the version framework defined in this file
|
||||
// unless your code has already included another
|
||||
// framework file
|
||||
|
||||
#ifndef _FRAMEWORK_VERSION_
|
||||
#include "Framework_2.04/Framework.mqh"
|
||||
#endif
|
||||
@@ -0,0 +1,71 @@
|
||||
/*
|
||||
CommonBase.mqh
|
||||
For framework version 1.0
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
class CCommonBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // Members
|
||||
|
||||
int mDigits;
|
||||
string mSymbol;
|
||||
ENUM_TIMEFRAMES mTimeframe;
|
||||
|
||||
string mInitMessage;
|
||||
int mInitResult;
|
||||
|
||||
protected: // Constructors
|
||||
|
||||
//
|
||||
// Constructors
|
||||
//
|
||||
CCommonBase() { Init(_Symbol, (ENUM_TIMEFRAMES)_Period); }
|
||||
CCommonBase(string symbol) { Init(symbol, (ENUM_TIMEFRAMES)_Period); }
|
||||
CCommonBase(int timeframe) { Init(_Symbol, (ENUM_TIMEFRAMES)timeframe); }
|
||||
CCommonBase(ENUM_TIMEFRAMES timeframe) { Init(_Symbol, timeframe); }
|
||||
CCommonBase(string symbol, int timeframe) { Init(symbol, (ENUM_TIMEFRAMES)timeframe); }
|
||||
CCommonBase(string symbol, ENUM_TIMEFRAMES timeframe) { Init(symbol, timeframe); }
|
||||
|
||||
//
|
||||
// Destructors
|
||||
//
|
||||
~CCommonBase() {};
|
||||
|
||||
int Init(string symbol, ENUM_TIMEFRAMES timeframe);
|
||||
|
||||
protected: // Functions
|
||||
|
||||
int InitError(string initMessage, int initResult)
|
||||
{ mInitMessage = initMessage;
|
||||
mInitResult = initResult;
|
||||
return(initResult); }
|
||||
|
||||
public: // Properties
|
||||
|
||||
int InitResult() { return(mInitResult); }
|
||||
string InitMessage() { return(mInitMessage); }
|
||||
|
||||
public: // Functions
|
||||
|
||||
bool TradeAllowed() { return(SymbolInfoInteger(mSymbol, SYMBOL_TRADE_MODE)!=SYMBOL_TRADE_MODE_DISABLED); }
|
||||
|
||||
};
|
||||
|
||||
int CCommonBase::Init(string symbol, ENUM_TIMEFRAMES timeframe) {
|
||||
|
||||
InitError("", INIT_SUCCEEDED);
|
||||
|
||||
mSymbol = symbol;
|
||||
mTimeframe = timeframe;
|
||||
mDigits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
@@ -0,0 +1,193 @@
|
||||
/*
|
||||
ExpertBase.mqh
|
||||
For framework version 1.0
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
|
||||
#include "CommonBase.mqh"
|
||||
#include "Signals/SignalBase.mqh"
|
||||
#include "Trade/Trade.mqh"
|
||||
|
||||
class CExpertBase : public CCommonBase {
|
||||
|
||||
protected:
|
||||
|
||||
int mMagicNumber;
|
||||
string mTradeComment;
|
||||
|
||||
double mVolume;
|
||||
|
||||
datetime mLastBarTime;
|
||||
datetime mBarTime;
|
||||
|
||||
CSignalBase *mEntrySignal;
|
||||
CSignalBase *mExitSignal;
|
||||
|
||||
CTradeCustom Trade;
|
||||
|
||||
private:
|
||||
|
||||
protected:
|
||||
|
||||
virtual bool LoopMain(bool newBar, bool firstTime);
|
||||
|
||||
protected:
|
||||
|
||||
int Init(int magicNumber, string tradeComment);
|
||||
|
||||
public:
|
||||
|
||||
//
|
||||
// Constructors
|
||||
//
|
||||
CExpertBase() : CCommonBase()
|
||||
{ Init(0, ""); }
|
||||
CExpertBase(string symbol, int timeframe, int magicNumber, string tradeComment)
|
||||
: CCommonBase(symbol, timeframe)
|
||||
{ Init(magicNumber, tradeComment); }
|
||||
CExpertBase(string symbol, ENUM_TIMEFRAMES timeframe, int magicNumber, string tradeComment)
|
||||
: CCommonBase(symbol, timeframe)
|
||||
{ Init(magicNumber, tradeComment); }
|
||||
CExpertBase(int magicNumber, string tradeComment)
|
||||
: CCommonBase()
|
||||
{ Init(magicNumber, tradeComment); }
|
||||
|
||||
//
|
||||
// Destructors
|
||||
//
|
||||
~CExpertBase();
|
||||
|
||||
public: // Default properties
|
||||
|
||||
//
|
||||
// Assign the default values to the expert
|
||||
//
|
||||
virtual void SetVolume(double volume) { mVolume = volume; }
|
||||
virtual void SetTradeComment(string comment) { mTradeComment = comment; }
|
||||
virtual void SetMagic(int magicNumber) { mMagicNumber = magicNumber;
|
||||
Trade.SetExpertMagicNumber(magicNumber); }
|
||||
|
||||
public: // Setup
|
||||
|
||||
virtual void AddEntrySignal(CSignalBase *signal) { mEntrySignal=signal; }
|
||||
virtual void AddExitSignal(CSignalBase *signal) { mExitSignal=signal; }
|
||||
|
||||
public: // Event handlers
|
||||
|
||||
virtual int OnInit() { return(InitResult()); }
|
||||
virtual void OnTick();
|
||||
virtual void OnTimer() { return; }
|
||||
virtual double OnTester() { return(0.0); }
|
||||
virtual void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) {};
|
||||
|
||||
#ifdef __MQL5__
|
||||
virtual void OnTrade() { return; }
|
||||
virtual void OnTradeTransaction(const MqlTradeTransaction& trans,
|
||||
const MqlTradeRequest& request,
|
||||
const MqlTradeResult& result)
|
||||
{ return; }
|
||||
virtual void OnTesterInit() { return; }
|
||||
virtual void OnTesterPass() { return; }
|
||||
virtual void OnTesterDeinit() { return; }
|
||||
virtual void OnBookEvent() { return; }
|
||||
#endif
|
||||
|
||||
};
|
||||
|
||||
CExpertBase::~CExpertBase() {
|
||||
|
||||
}
|
||||
|
||||
int CExpertBase::Init(int magicNumber, string tradeComment) {
|
||||
|
||||
if (mInitResult!=INIT_SUCCEEDED) return(mInitResult);
|
||||
|
||||
mTradeComment = tradeComment;
|
||||
SetMagic(magicNumber);
|
||||
|
||||
mLastBarTime = 0;
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
void CExpertBase::OnTick(void) {
|
||||
|
||||
if (!TradeAllowed()) return;
|
||||
|
||||
mBarTime = iTime(mSymbol, mTimeframe, 0);
|
||||
|
||||
bool firstTime = (mLastBarTime==0);
|
||||
bool newBar = (mBarTime!=mLastBarTime);
|
||||
|
||||
if (LoopMain(newBar, firstTime)) {
|
||||
mLastBarTime = mBarTime;
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
bool CExpertBase::LoopMain(bool newBar,bool firstTime) {
|
||||
|
||||
//
|
||||
// To start I will only trade on a new bar
|
||||
// and not on the first bar after start
|
||||
//
|
||||
if (!newBar) return(true);
|
||||
if (firstTime) return(true);
|
||||
|
||||
//
|
||||
// Update the signals
|
||||
//
|
||||
if (mEntrySignal!=NULL) mEntrySignal.UpdateSignal();
|
||||
if (mEntrySignal!=mExitSignal) {
|
||||
if (mExitSignal!=NULL) mExitSignal.UpdateSignal();
|
||||
}
|
||||
|
||||
//
|
||||
// Should any trades be closed
|
||||
//
|
||||
if (mExitSignal!=NULL) {
|
||||
if (mExitSignal.ExitSignal()==OFX_SIGNAL_BOTH) {
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
|
||||
} else
|
||||
if (mExitSignal.ExitSignal()==OFX_SIGNAL_BUY) {
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
|
||||
} else
|
||||
if (mExitSignal.ExitSignal()==OFX_SIGNAL_SELL) {
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Should a trade be opened
|
||||
//
|
||||
if (mEntrySignal!=NULL) {
|
||||
if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BOTH) {
|
||||
Trade.Buy(mVolume, mSymbol);
|
||||
Trade.Sell(mVolume, mSymbol);
|
||||
} else
|
||||
if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BUY) {
|
||||
Trade.Buy(mVolume, mSymbol);
|
||||
} else
|
||||
if (mEntrySignal.EntrySignal()==OFX_SIGNAL_SELL) {
|
||||
Trade.Sell(mVolume, mSymbol);
|
||||
}
|
||||
}
|
||||
|
||||
return(true);
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,19 @@
|
||||
/*
|
||||
Framework_1.00.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
|
||||
*/
|
||||
|
||||
#ifndef _FRAMEWORK_VERSION_
|
||||
|
||||
#define _FRAMEWORK_VERSION_ "1.00"
|
||||
|
||||
#include "CommonBase.mqh"
|
||||
#include "Indicators/AllIndicators.mqh"
|
||||
#include "Signals/AllSignals.mqh"
|
||||
#include "ExpertBase.mqh"
|
||||
|
||||
#endif
|
||||
@@ -0,0 +1,15 @@
|
||||
/*
|
||||
AllIndicators.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
|
||||
*/
|
||||
|
||||
#include "IndicatorBase.mqh"
|
||||
|
||||
//
|
||||
// Other signals go here
|
||||
//
|
||||
#include "Average/IndicatorMA.mqh"
|
||||
@@ -0,0 +1,91 @@
|
||||
/*
|
||||
IndicatorMA.mqh
|
||||
For framework version 1.0
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../IndicatorBase.mqh"
|
||||
|
||||
class CIndicatorMA : public CIndicatorBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
int mPeriods;
|
||||
int mShift;
|
||||
ENUM_MA_METHOD mMethod;
|
||||
ENUM_APPLIED_PRICE mAppliedPrice;
|
||||
|
||||
// Only used for MQL5
|
||||
int mHandle;
|
||||
|
||||
public: // constructors
|
||||
|
||||
CIndicatorMA(int periods, int shift, ENUM_MA_METHOD method, ENUM_APPLIED_PRICE appliedPrice)
|
||||
: CIndicatorBase()
|
||||
{ Init(periods, shift, method, appliedPrice); }
|
||||
CIndicatorMA(string symbol, ENUM_TIMEFRAMES timeframe,
|
||||
int periods, int shift, ENUM_MA_METHOD method, ENUM_APPLIED_PRICE appliedPrice)
|
||||
: CIndicatorBase(symbol, timeframe)
|
||||
{ Init(periods, shift, method, appliedPrice); }
|
||||
~CIndicatorMA();
|
||||
|
||||
virtual int Init(int periods, int shift, ENUM_MA_METHOD method, ENUM_APPLIED_PRICE appliedPrice);
|
||||
|
||||
public:
|
||||
|
||||
virtual double GetData(const int buffer_num,const int index);
|
||||
|
||||
};
|
||||
|
||||
CIndicatorMA::~CIndicatorMA() {
|
||||
|
||||
#ifdef __MQL5__
|
||||
|
||||
if (mHandle!=INVALID_HANDLE) IndicatorRelease(mHandle);
|
||||
|
||||
#endif
|
||||
|
||||
}
|
||||
|
||||
int CIndicatorMA::Init(int periods, int shift, ENUM_MA_METHOD method, ENUM_APPLIED_PRICE appliedPrice) {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
mPeriods = periods;
|
||||
mShift = shift;
|
||||
mMethod = method;
|
||||
mAppliedPrice = appliedPrice;
|
||||
|
||||
#ifdef __MQL5__
|
||||
mHandle = iMA(mSymbol, mTimeframe, mPeriods, mShift, mMethod, mAppliedPrice);
|
||||
if (mHandle==INVALID_HANDLE) return(InitError("Failed to create indicator handle", INIT_FAILED));
|
||||
#endif
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
double CIndicatorMA::GetData(const int buffer_num,const int index) {
|
||||
|
||||
double value = 0;
|
||||
#ifdef __MQL4__
|
||||
value = iMA(mSymbol, mTimeframe, mPeriods, mShift, mMethod, mAppliedPrice, index);
|
||||
#endif
|
||||
|
||||
#ifdef __MQL5__
|
||||
double bufferData[];
|
||||
ArraySetAsSeries(bufferData, true);
|
||||
int cnt = CopyBuffer(mHandle, buffer_num, index, 1, bufferData);
|
||||
if (cnt>0) value = bufferData[0];
|
||||
#endif
|
||||
|
||||
return(value);
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,44 @@
|
||||
/*
|
||||
IndicatorBase.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../CommonBase.mqh"
|
||||
|
||||
class CIndicatorBase : public CCommonBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
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); }
|
||||
|
||||
};
|
||||
|
||||
int CIndicatorBase::Init() {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -0,0 +1,15 @@
|
||||
/*
|
||||
AllSignals.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
|
||||
*/
|
||||
|
||||
#include "SignalBase.mqh"
|
||||
|
||||
//
|
||||
// Other signals go here
|
||||
//
|
||||
#include "Crossover/SignalCrossover.mqh"
|
||||
@@ -0,0 +1,78 @@
|
||||
/*
|
||||
SignalCrossover.mqh
|
||||
For framework version 1.0
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../SignalBase.mqh"
|
||||
|
||||
class CSignalCrossover : public CSignalBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
int mIndex1;
|
||||
int mIndex2;
|
||||
|
||||
public: // constructors
|
||||
|
||||
CSignalCrossover(string symbol, ENUM_TIMEFRAMES timeframe,
|
||||
int index1=1, int index2=2)
|
||||
: CSignalBase(symbol, timeframe)
|
||||
{ Init(index1, index2); }
|
||||
CSignalCrossover(int index1=1, int index2=2)
|
||||
: CSignalBase()
|
||||
{ Init(index1, index2); }
|
||||
~CSignalCrossover() { }
|
||||
|
||||
int Init(int index1, int index2);
|
||||
|
||||
public:
|
||||
|
||||
virtual void UpdateSignal();
|
||||
|
||||
};
|
||||
|
||||
int CSignalCrossover::Init(int index1, int index2) {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
mIndex1 = index1;
|
||||
mIndex2 = index2;
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
void CSignalCrossover::UpdateSignal() {
|
||||
|
||||
double fast1 = GetIndicatorData(0, mIndex1);
|
||||
double fast2 = GetIndicatorData(0, mIndex2);
|
||||
double slow1 = GetIndicatorData(1, mIndex1);
|
||||
double slow2 = GetIndicatorData(1, mIndex2);
|
||||
|
||||
// There is a less common condition where the fast
|
||||
// indicator touches the slow indicator and then
|
||||
// reverses. With the conditions below this would
|
||||
// appear like a cross.
|
||||
if ( (fast1>slow1) && !(fast2>slow2) ) { // Crossed up
|
||||
mEntrySignal = OFX_SIGNAL_BUY;
|
||||
mExitSignal = OFX_SIGNAL_SELL;
|
||||
} else
|
||||
if ( (fast1<slow1) && !(fast2<slow2) ) { // Crossed down
|
||||
mEntrySignal = OFX_SIGNAL_SELL;
|
||||
mExitSignal = OFX_SIGNAL_BUY;
|
||||
} else {
|
||||
mEntrySignal = OFX_SIGNAL_NONE;
|
||||
mExitSignal = OFX_SIGNAL_NONE;
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,85 @@
|
||||
/*
|
||||
SignalBase.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../CommonBase.mqh"
|
||||
#include "../Indicators/IndicatorBase.mqh"
|
||||
|
||||
struct SIndicatorItem {
|
||||
CIndicatorBase *indicator;
|
||||
int bufferNum;
|
||||
};
|
||||
|
||||
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
|
||||
|
||||
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; }
|
||||
virtual ENUM_OFX_SIGNAL_DIRECTION EntrySignal() { return(mEntrySignal); }
|
||||
virtual ENUM_OFX_SIGNAL_DIRECTION ExitSignal() { return(mExitSignal); }
|
||||
|
||||
virtual void AddIndicator(CIndicatorBase *indicator, int bufferNum);
|
||||
virtual double GetIndicatorData(int indicatorNum, int index);
|
||||
|
||||
};
|
||||
|
||||
int CSignalBase::Init() {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
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;
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
double CSignalBase::GetIndicatorData(int indicatorNum,int index) {
|
||||
|
||||
return(mIndicatorList[indicatorNum].indicator.GetData(mIndicatorList[indicatorNum].bufferNum, index));
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,14 @@
|
||||
/*
|
||||
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 +1,83 @@
|
||||
/*
|
||||
Trade.mqh
|
||||
(For MQL4)
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../CommonBase.mqh"
|
||||
|
||||
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);
|
||||
|
||||
};
|
||||
|
||||
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);
|
||||
|
||||
}
|
||||
@@ -0,0 +1,44 @@
|
||||
/*
|
||||
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);
|
||||
|
||||
};
|
||||
|
||||
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);
|
||||
|
||||
}
|
||||
@@ -0,0 +1,78 @@
|
||||
/*
|
||||
CommonBase.mqh
|
||||
For framework version 1.0
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#define _INIT_CHECK_FAIL if (mInitResult!=INIT_SUCCEEDED) return(mInitResult);
|
||||
#define _INIT_ERROR(msg) return(InitError(msg, INIT_PARAMETERS_INCORRECT));
|
||||
#define _INIT_ASSERT(condition, msg) if (!condition) return(InitError(msg, INIT_FAILED));
|
||||
|
||||
class CCommonBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // Members
|
||||
|
||||
int mDigits;
|
||||
string mSymbol;
|
||||
ENUM_TIMEFRAMES mTimeframe;
|
||||
|
||||
string mInitMessage;
|
||||
int mInitResult;
|
||||
|
||||
protected: // Constructors
|
||||
|
||||
//
|
||||
// Constructors
|
||||
//
|
||||
CCommonBase() { Init(_Symbol, (ENUM_TIMEFRAMES)_Period); }
|
||||
CCommonBase(string symbol) { Init(symbol, (ENUM_TIMEFRAMES)_Period); }
|
||||
CCommonBase(int timeframe) { Init(_Symbol, (ENUM_TIMEFRAMES)timeframe); }
|
||||
CCommonBase(ENUM_TIMEFRAMES timeframe) { Init(_Symbol, timeframe); }
|
||||
CCommonBase(string symbol, int timeframe) { Init(symbol, (ENUM_TIMEFRAMES)timeframe); }
|
||||
CCommonBase(string symbol, ENUM_TIMEFRAMES timeframe) { Init(symbol, timeframe); }
|
||||
|
||||
//
|
||||
// Destructors
|
||||
//
|
||||
~CCommonBase() {};
|
||||
|
||||
int Init(string symbol, ENUM_TIMEFRAMES timeframe);
|
||||
|
||||
protected: // Functions
|
||||
|
||||
int InitError(string initMessage, int initResult)
|
||||
{ mInitMessage = initMessage;
|
||||
mInitResult = initResult;
|
||||
if (initMessage!="") Print(initMessage);
|
||||
return(initResult); }
|
||||
|
||||
double PointsToDouble(int points) { return(points*SymbolInfoDouble(mSymbol, SYMBOL_POINT)); }
|
||||
|
||||
public: // Properties
|
||||
|
||||
int InitResult() { return(mInitResult); }
|
||||
string InitMessage() { return(mInitMessage); }
|
||||
|
||||
public: // Functions
|
||||
|
||||
bool TradeAllowed() { return(SymbolInfoInteger(mSymbol, SYMBOL_TRADE_MODE)!=SYMBOL_TRADE_MODE_DISABLED); }
|
||||
|
||||
};
|
||||
|
||||
int CCommonBase::Init(string symbol, ENUM_TIMEFRAMES timeframe) {
|
||||
|
||||
InitError("", INIT_SUCCEEDED);
|
||||
|
||||
mSymbol = symbol;
|
||||
mTimeframe = timeframe;
|
||||
mDigits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
@@ -0,0 +1,380 @@
|
||||
/*
|
||||
ExpertBase.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
|
||||
#include "CommonBase.mqh"
|
||||
#include "SignalBase.mqh"
|
||||
#include "TPSLBase.mqh"
|
||||
#include "Trade/Trade.mqh"
|
||||
|
||||
class CExpertBase : public CCommonBase {
|
||||
|
||||
protected:
|
||||
|
||||
int mMagicNumber;
|
||||
string mTradeComment;
|
||||
|
||||
double mVolume;
|
||||
|
||||
datetime mLastBarTime;
|
||||
datetime mBarTime;
|
||||
|
||||
////Changed
|
||||
// Arrays to hold the signal objects
|
||||
CSignalBase *mEntrySignals[];
|
||||
CSignalBase *mExitSignals[];
|
||||
////CSignalBase *mEntrySignal;
|
||||
////CSignalBase *mExitSignal;
|
||||
|
||||
double mTakeProfitValue;
|
||||
double mStopLossValue;
|
||||
CTPSLBase *mTakeProfitObj;
|
||||
CTPSLBase *mStopLossObj;
|
||||
|
||||
CTradeCustom Trade;
|
||||
|
||||
private:
|
||||
|
||||
protected:
|
||||
|
||||
virtual bool LoopMain(bool newBar, bool firstTime);
|
||||
|
||||
protected:
|
||||
|
||||
int Init(int magicNumber, string tradeComment);
|
||||
|
||||
public:
|
||||
|
||||
//
|
||||
// Constructors
|
||||
//
|
||||
CExpertBase() : CCommonBase()
|
||||
{ Init(0, ""); }
|
||||
CExpertBase(string symbol, int timeframe, int magicNumber, string tradeComment)
|
||||
: CCommonBase(symbol, timeframe)
|
||||
{ Init(magicNumber, tradeComment); }
|
||||
CExpertBase(string symbol, ENUM_TIMEFRAMES timeframe, int magicNumber, string tradeComment)
|
||||
: CCommonBase(symbol, timeframe)
|
||||
{ Init(magicNumber, tradeComment); }
|
||||
CExpertBase(int magicNumber, string tradeComment)
|
||||
: CCommonBase()
|
||||
{ Init(magicNumber, tradeComment); }
|
||||
|
||||
//
|
||||
// Destructors
|
||||
//
|
||||
~CExpertBase();
|
||||
|
||||
public: // Default properties
|
||||
|
||||
//
|
||||
// Assign the default values to the expert
|
||||
//
|
||||
virtual void SetVolume(double volume) { mVolume = volume; }
|
||||
|
||||
virtual void SetTakeProfitValue(int takeProfitPoints)
|
||||
{ mTakeProfitValue = PointsToDouble(takeProfitPoints); }
|
||||
virtual void SetTakeProfitObj(CTPSLBase *takeProfitObj)
|
||||
{ mTakeProfitObj = takeProfitObj; }
|
||||
|
||||
virtual void SetStopLossValue(int stopLossPoints)
|
||||
{ mStopLossValue = PointsToDouble(stopLossPoints); }
|
||||
virtual void SetStopLossObj(CTPSLBase *stopLossObj)
|
||||
{ mStopLossObj = stopLossObj; }
|
||||
|
||||
virtual void SetTradeComment(string comment) { mTradeComment = comment; }
|
||||
virtual void SetMagic(int magicNumber) { mMagicNumber = magicNumber;
|
||||
Trade.SetExpertMagicNumber(magicNumber); }
|
||||
|
||||
public: // Setup
|
||||
|
||||
////Changed
|
||||
virtual void AddEntrySignal(CSignalBase *signal) { AddSignal(signal, mEntrySignals); }
|
||||
virtual void AddExitSignal(CSignalBase *signal) { AddSignal(signal, mExitSignals); }
|
||||
virtual void AddSignal(CSignalBase *signal, CSignalBase* &signals[]);
|
||||
////virtual void AddEntrySignal(CSignalBase *signal) { mEntrySignal=signal; }
|
||||
////virtual void AddExitSignal(CSignalBase *signal) { mExitSignal=signal; }
|
||||
|
||||
public: // Event handlers
|
||||
|
||||
virtual int OnInit();
|
||||
virtual void OnTick();
|
||||
virtual void OnTimer() { return; }
|
||||
virtual double OnTester() { return(0.0); }
|
||||
virtual void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) {};
|
||||
|
||||
#ifdef __MQL5__
|
||||
virtual void OnTrade() { return; }
|
||||
virtual void OnTradeTransaction(const MqlTradeTransaction& trans,
|
||||
const MqlTradeRequest& request,
|
||||
const MqlTradeResult& result)
|
||||
{ return; }
|
||||
virtual int OnTesterInit() { return(INIT_SUCCEEDED); }
|
||||
virtual void OnTesterPass() { return; }
|
||||
virtual void OnTesterDeinit() { return; }
|
||||
virtual void OnBookEvent() { return; }
|
||||
#endif
|
||||
|
||||
public: // Functions
|
||||
|
||||
virtual void GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &request);
|
||||
////New
|
||||
virtual ENUM_OFX_SIGNAL_DIRECTION GetCurrentSignal(CSignalBase* &signals[],
|
||||
ENUM_OFX_SIGNAL_TYPE signalType);
|
||||
|
||||
};
|
||||
|
||||
CExpertBase::~CExpertBase() {
|
||||
|
||||
}
|
||||
|
||||
int CExpertBase::OnInit() {
|
||||
|
||||
int i = 0;
|
||||
for (i=ArraySize(mEntrySignals)-1; i>=0; i--) {
|
||||
if (mEntrySignals[i].InitResult()!=INIT_SUCCEEDED) return(mEntrySignals[i].InitResult());
|
||||
}
|
||||
for (i=ArraySize(mExitSignals)-1; i>=0; i--) {
|
||||
if (mExitSignals[i].InitResult()!=INIT_SUCCEEDED) return(mExitSignals[i].InitResult());
|
||||
}
|
||||
if (mTakeProfitObj!=NULL) {
|
||||
if (mTakeProfitObj.InitResult()!=INIT_SUCCEEDED) return(mTakeProfitObj.InitResult());
|
||||
}
|
||||
if (mStopLossObj!=NULL) {
|
||||
if (mStopLossObj.InitResult()!=INIT_SUCCEEDED) return(mStopLossObj.InitResult());
|
||||
}
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
int CExpertBase::Init(int magicNumber, string tradeComment) {
|
||||
|
||||
if (mInitResult!=INIT_SUCCEEDED) return(mInitResult);
|
||||
|
||||
mTradeComment = tradeComment;
|
||||
SetMagic(magicNumber);
|
||||
|
||||
mTakeProfitValue = 0.0;
|
||||
mStopLossValue = 0.0;
|
||||
|
||||
mLastBarTime = 0;
|
||||
|
||||
////New
|
||||
ArrayResize(mEntrySignals, 0); // Just make sure these are initialised
|
||||
ArrayResize(mExitSignals, 0);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
void CExpertBase::OnTick(void) {
|
||||
|
||||
if (!TradeAllowed()) return;
|
||||
|
||||
mBarTime = iTime(mSymbol, mTimeframe, 0);
|
||||
|
||||
bool firstTime = (mLastBarTime==0);
|
||||
bool newBar = (mBarTime!=mLastBarTime);
|
||||
|
||||
if (LoopMain(newBar, firstTime)) {
|
||||
mLastBarTime = mBarTime;
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
bool CExpertBase::LoopMain(bool newBar,bool firstTime) {
|
||||
|
||||
//
|
||||
// To start I will only trade on a new bar
|
||||
// and not on the first bar after start
|
||||
//
|
||||
if (!newBar) return(true);
|
||||
if (firstTime) return(true);
|
||||
|
||||
//
|
||||
// Update the signals
|
||||
//
|
||||
////Changed
|
||||
ENUM_OFX_SIGNAL_DIRECTION entrySignal = GetCurrentSignal(mEntrySignals, OFX_ENTRY_SIGNAL);
|
||||
ENUM_OFX_SIGNAL_DIRECTION exitSignal = GetCurrentSignal(mExitSignals, OFX_EXIT_SIGNAL);
|
||||
////if (mEntrySignal!=NULL) mEntrySignal.UpdateSignal();
|
||||
////if (mEntrySignal!=mExitSignal) {
|
||||
//// if (mExitSignal!=NULL) mExitSignal.UpdateSignal();
|
||||
////}
|
||||
|
||||
//
|
||||
// Should any trades be closed
|
||||
//
|
||||
////Changed
|
||||
if (exitSignal==OFX_SIGNAL_BOTH) {
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
|
||||
} else
|
||||
if (exitSignal==OFX_SIGNAL_BUY) {
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
|
||||
} else
|
||||
if (exitSignal==OFX_SIGNAL_SELL) {
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
|
||||
}
|
||||
////if (mExitSignal!=NULL) {
|
||||
//// if (mExitSignal.ExitSignal()==OFX_SIGNAL_BOTH) {
|
||||
//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
|
||||
//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
|
||||
//// } else
|
||||
//// if (mExitSignal.ExitSignal()==OFX_SIGNAL_BUY) {
|
||||
//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
|
||||
//// } else
|
||||
//// if (mExitSignal.ExitSignal()==OFX_SIGNAL_SELL) {
|
||||
//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
|
||||
//// }
|
||||
////}
|
||||
|
||||
//
|
||||
// Should a trade be opened
|
||||
//
|
||||
MqlTradeRequest request = {}; // Just initialising
|
||||
////Changed
|
||||
if (entrySignal==OFX_SIGNAL_BOTH) {
|
||||
|
||||
GetMarketPrices(ORDER_TYPE_BUY, request);
|
||||
Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
|
||||
GetMarketPrices(ORDER_TYPE_SELL, request);
|
||||
Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
|
||||
} else
|
||||
if (entrySignal==OFX_SIGNAL_BUY) {
|
||||
|
||||
GetMarketPrices(ORDER_TYPE_BUY, request);
|
||||
Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
|
||||
} else
|
||||
if (entrySignal==OFX_SIGNAL_SELL) {
|
||||
|
||||
GetMarketPrices(ORDER_TYPE_SELL, request);
|
||||
Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
|
||||
}
|
||||
//// if (mEntrySignal!=NULL) {
|
||||
//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BOTH) {
|
||||
////
|
||||
//// GetMarketPrices(ORDER_TYPE_BUY, request);
|
||||
//// Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
////
|
||||
//// GetMarketPrices(ORDER_TYPE_SELL, request);
|
||||
//// Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
////
|
||||
//// } else
|
||||
//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BUY) {
|
||||
////
|
||||
//// GetMarketPrices(ORDER_TYPE_BUY, request);
|
||||
//// Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
////
|
||||
//// } else
|
||||
//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_SELL) {
|
||||
////
|
||||
//// GetMarketPrices(ORDER_TYPE_SELL, request);
|
||||
//// Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
////
|
||||
//// }
|
||||
//// }
|
||||
|
||||
return(true);
|
||||
|
||||
}
|
||||
|
||||
void CExpertBase::GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &request) {
|
||||
|
||||
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_ "2.03"
|
||||
|
||||
#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 +1,75 @@
|
||||
/*
|
||||
CommonBase.mqh
|
||||
For framework version 1.0
|
||||
|
||||
*/
|
||||
|
||||
#define _INIT_CHECK_FAIL if (mInitResult!=INIT_SUCCEEDED) return(mInitResult);
|
||||
#define _INIT_ERROR(msg) return(InitError(msg, INIT_PARAMETERS_INCORRECT));
|
||||
#define _INIT_ASSERT(condition, msg) if (!condition) return(InitError(msg, INIT_FAILED));
|
||||
|
||||
class CCommonBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // Members
|
||||
|
||||
int mDigits;
|
||||
string mSymbol;
|
||||
ENUM_TIMEFRAMES mTimeframe;
|
||||
|
||||
string mInitMessage;
|
||||
int mInitResult;
|
||||
|
||||
protected: // Constructors
|
||||
|
||||
//
|
||||
// Constructors
|
||||
//
|
||||
CCommonBase() { Init(_Symbol, (ENUM_TIMEFRAMES)_Period); }
|
||||
CCommonBase(string symbol) { Init(symbol, (ENUM_TIMEFRAMES)_Period); }
|
||||
CCommonBase(int timeframe) { Init(_Symbol, (ENUM_TIMEFRAMES)timeframe); }
|
||||
CCommonBase(ENUM_TIMEFRAMES timeframe) { Init(_Symbol, timeframe); }
|
||||
CCommonBase(string symbol, int timeframe) { Init(symbol, (ENUM_TIMEFRAMES)timeframe); }
|
||||
CCommonBase(string symbol, ENUM_TIMEFRAMES timeframe) { Init(symbol, timeframe); }
|
||||
|
||||
//
|
||||
// Destructors
|
||||
//
|
||||
~CCommonBase() {};
|
||||
|
||||
int Init(string symbol, ENUM_TIMEFRAMES timeframe);
|
||||
|
||||
protected: // Functions
|
||||
|
||||
int InitError(string initMessage, int initResult)
|
||||
{ mInitMessage = initMessage;
|
||||
mInitResult = initResult;
|
||||
if (initMessage!="") Print(initMessage);
|
||||
return(initResult); }
|
||||
|
||||
double PointsToDouble(int points) { return(points*SymbolInfoDouble(mSymbol, SYMBOL_POINT)); }
|
||||
|
||||
public: // Properties
|
||||
|
||||
int InitResult() { return(mInitResult); }
|
||||
string InitMessage() { return(mInitMessage); }
|
||||
|
||||
public: // Functions
|
||||
|
||||
bool TradeAllowed() { return(SymbolInfoInteger(mSymbol, SYMBOL_TRADE_MODE)!=SYMBOL_TRADE_MODE_DISABLED); }
|
||||
|
||||
};
|
||||
|
||||
int CCommonBase::Init(string symbol, ENUM_TIMEFRAMES timeframe) {
|
||||
|
||||
InitError("", INIT_SUCCEEDED);
|
||||
|
||||
mSymbol = symbol;
|
||||
mTimeframe = timeframe;
|
||||
mDigits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
@@ -0,0 +1,812 @@
|
||||
/*
|
||||
ExpertBase.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
|
||||
#include "CommonBase.mqh"
|
||||
#include "Trade/Trade.mqh"
|
||||
#include "../Extensions/AllGridExtensions.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
class CExpertBase : public CCommonBase
|
||||
{
|
||||
|
||||
protected:
|
||||
|
||||
int mMagicNumber;
|
||||
string mTradeComment;
|
||||
|
||||
double mVolume;
|
||||
|
||||
int GridNumber;
|
||||
int mGridGap;
|
||||
int mSlippage;
|
||||
double mDefaultLotSize;
|
||||
double mMaxLotSize;
|
||||
double mMinLotSize;
|
||||
double mMaxRiskPerTrade;
|
||||
|
||||
|
||||
|
||||
double lastBuyOrderPrice;
|
||||
double lastSellOrderPrice;
|
||||
double openedBuyPositionPrice;
|
||||
double openedSellPositionPrice;
|
||||
|
||||
|
||||
ENUM_TRADING_SESSION mUseTradingSession;
|
||||
ENUM_RISK_DEFAULT_SIZE mRiskDefaultSize;
|
||||
ENUM_RISK_BASE mRiskBase;
|
||||
|
||||
enum ENUM_NAV_SIGNAL_TYPE
|
||||
{
|
||||
NAV_ENTRY_SIGNAL,
|
||||
NAV_EXIT_SIGNAL
|
||||
};
|
||||
|
||||
ENUM_NAV_SIGNAL_TYPE signalType;
|
||||
|
||||
enum ENUM_NAV_SIGNAL_DIRECTION
|
||||
{
|
||||
NAV_SIGNAL_NONE = 0,
|
||||
NAV_SIGNAL_BUY = 1,
|
||||
NAV_SIGNAL_SELL = 2,
|
||||
NAV_SIGNAL_BOTH = 3,
|
||||
NAV_SIGNAL_ALL = 4
|
||||
};
|
||||
|
||||
ENUM_NAV_SIGNAL_DIRECTION signalDirection;
|
||||
|
||||
datetime mLastBarTime;
|
||||
datetime mBarTime;
|
||||
|
||||
bool mResetGrid;
|
||||
|
||||
////Changed
|
||||
// Arrays to hold the signal objects
|
||||
CSignalGrid *mEntrySignals[];
|
||||
CSignalGrid *mExitSignals[];
|
||||
////CSignalBase *mEntrySignal;
|
||||
////CSignalBase *mExitSignal;
|
||||
|
||||
double mTakeProfitValue;
|
||||
double mStopLossValue;
|
||||
GridTPSL *mTakeProfitObj;
|
||||
GridTPSL *mStopLossObj;
|
||||
|
||||
CTradeCustom Trade;
|
||||
|
||||
private:
|
||||
|
||||
protected:
|
||||
|
||||
virtual bool LoopMain(bool newBar, bool firstTime);
|
||||
|
||||
protected:
|
||||
|
||||
int Init(int magicNumber, string tradeComment);
|
||||
|
||||
public:
|
||||
|
||||
//
|
||||
// Constructors
|
||||
//
|
||||
CExpertBase() : CCommonBase()
|
||||
{ Init(0, ""); }
|
||||
CExpertBase(string symbol, int timeframe, int magicNumber, string tradeComment)
|
||||
: CCommonBase(symbol, timeframe)
|
||||
{ Init(magicNumber, tradeComment); }
|
||||
CExpertBase(string symbol, ENUM_TIMEFRAMES timeframe, int magicNumber, string tradeComment)
|
||||
: CCommonBase(symbol, timeframe)
|
||||
{ Init(magicNumber, tradeComment); }
|
||||
CExpertBase(int magicNumber, string tradeComment)
|
||||
: CCommonBase()
|
||||
{ Init(magicNumber, tradeComment); }
|
||||
|
||||
//
|
||||
// Destructors
|
||||
//
|
||||
~CExpertBase();
|
||||
|
||||
public: // Default properties
|
||||
|
||||
//
|
||||
// Assign the default values to the expert
|
||||
//
|
||||
virtual void SetVolume(double volume) { mVolume = volume; }
|
||||
|
||||
virtual void SetTakeProfitValue(int takeProfitPoints)
|
||||
{ mTakeProfitValue = PointsToDouble(takeProfitPoints); }
|
||||
virtual void SetTakeProfitObj(CTPSLBase *takeProfitObj)
|
||||
{ mTakeProfitObj = takeProfitObj; }
|
||||
|
||||
virtual void SetStopLossValue(int stopLossPoints)
|
||||
{ mStopLossValue = PointsToDouble(stopLossPoints); }
|
||||
virtual void SetStopLossObj(CTPSLBase *stopLossObj)
|
||||
{ mStopLossObj = stopLossObj; }
|
||||
|
||||
virtual void SetTradeComment(string comment) { mTradeComment = comment; }
|
||||
virtual void SetMagic(int magicNumber)
|
||||
{
|
||||
mMagicNumber = magicNumber;
|
||||
Trade.SetExpertMagicNumber(magicNumber);
|
||||
}
|
||||
|
||||
virtual void SetGridNumber(int gNumber) {GridNumber = gNumber;}
|
||||
virtual void SetGridGap(int gGap) {mGridGap = gGap;}
|
||||
virtual void SetResetGrid() {mResetGrid = true;}
|
||||
virtual void SetSlippage(int slippage) {mSlippage = slippage;}
|
||||
virtual void SetDefaultLotSize(double defaultLotSize) {mDefaultLotSize = defaultLotSize;}
|
||||
virtual void SetMaxLotSize(double maxLotSize) {mMaxLotSize = maxLotSize;}
|
||||
virtual void SetMinLotSize(double minLotSize) {mMinLotSize = minLotSize;}
|
||||
virtual void SetMaxRiskPerTrade(double maxRiskPerTrade) {mMaxRiskPerTrade = maxRiskPerTrade;}
|
||||
|
||||
|
||||
virtual void SetUseTradingSession(ENUM_TRADING_SESSION useTradingSession) {mUseTradingSession = useTradingSession;}
|
||||
virtual void SetRiskDefaultSize(ENUM_RISK_DEFAULT_SIZE riskDefaultSize) { mRiskDefaultSize = riskDefaultSize;}
|
||||
virtual void SetRiskBase(ENUM_RISK_BASE riskBase) {mRiskBase=riskBase;}
|
||||
|
||||
public: // Setup
|
||||
|
||||
////Changed
|
||||
virtual void AddEntrySignal(CSignalGrid *signal) { AddSignal(signal, mEntrySignals); }
|
||||
virtual void AddExitSignal(CSignalGrid *signal) { AddSignal(signal, mExitSignals); }
|
||||
virtual void AddSignal(CSignalGrid *signal, CSignalGrid* &signals[]);
|
||||
virtual void LotSize(double SL);
|
||||
virtual void TradeWatcher();
|
||||
virtual bool IsTradingTime();
|
||||
virtual bool CheckTradingSession();
|
||||
|
||||
virtual double getLastBuyOrderPrice() {return lastBuyOrderPrice;}
|
||||
virtual double getLastSellOrderPrice() {return lastSellOrderPrice;}
|
||||
virtual double getOpenedBuyPositionPrice() {return openedBuyPositionPrice;}
|
||||
virtual double getOpenedSellPositionPrice() {return openedSellPositionPrice;}
|
||||
|
||||
////virtual void AddEntrySignal(CSignalBase *signal) { mEntrySignal=signal; }
|
||||
////virtual void AddExitSignal(CSignalBase *signal) { mExitSignal=signal; }
|
||||
|
||||
public: // Event handlers
|
||||
|
||||
virtual int OnInit();
|
||||
virtual void OnTick();
|
||||
virtual void OnTimer() { return; }
|
||||
virtual double OnTester() { return(0.0); }
|
||||
virtual void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) {};
|
||||
|
||||
#ifdef __MQL5__
|
||||
virtual void OnTrade() { return; }
|
||||
virtual void OnTradeTransaction(const MqlTradeTransaction& trans,
|
||||
const MqlTradeRequest& request,
|
||||
const MqlTradeResult& result)
|
||||
{ return; }
|
||||
virtual int OnTesterInit() { return(INIT_SUCCEEDED); }
|
||||
virtual void OnTesterPass() { return; }
|
||||
virtual void OnTesterDeinit() { return; }
|
||||
virtual void OnBookEvent() { return; }
|
||||
#endif
|
||||
|
||||
public: // Functions
|
||||
|
||||
virtual void GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &request);
|
||||
////New
|
||||
virtual ENUM_OFX_SIGNAL_DIRECTION GetCurrentSignal(CSignalGrid* &signals[],
|
||||
ENUM_OFX_SIGNAL_TYPE signalType);
|
||||
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
CExpertBase::~CExpertBase()
|
||||
{
|
||||
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
int CExpertBase::OnInit()
|
||||
{
|
||||
|
||||
int i = 0;
|
||||
for(i=ArraySize(mEntrySignals)-1; i>=0; i--)
|
||||
{
|
||||
if(mEntrySignals[i].InitResult()!=INIT_SUCCEEDED)
|
||||
return(mEntrySignals[i].InitResult());
|
||||
}
|
||||
for(i=ArraySize(mExitSignals)-1; i>=0; i--)
|
||||
{
|
||||
if(mExitSignals[i].InitResult()!=INIT_SUCCEEDED)
|
||||
return(mExitSignals[i].InitResult());
|
||||
}
|
||||
if(mTakeProfitObj!=NULL)
|
||||
{
|
||||
if(mTakeProfitObj.InitResult()!=INIT_SUCCEEDED)
|
||||
return(mTakeProfitObj.InitResult());
|
||||
}
|
||||
if(mStopLossObj!=NULL)
|
||||
{
|
||||
if(mStopLossObj.InitResult()!=INIT_SUCCEEDED)
|
||||
return(mStopLossObj.InitResult());
|
||||
}
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
int CExpertBase::Init(int magicNumber, string tradeComment)
|
||||
{
|
||||
|
||||
if(mInitResult!=INIT_SUCCEEDED)
|
||||
return(mInitResult);
|
||||
|
||||
mTradeComment = tradeComment;
|
||||
SetMagic(magicNumber);
|
||||
|
||||
mTakeProfitValue = 0.0;
|
||||
mStopLossValue = 0.0;
|
||||
|
||||
mLastBarTime = 0;
|
||||
|
||||
////New
|
||||
ArrayResize(mEntrySignals, 0); // Just make sure these are initialised
|
||||
ArrayResize(mExitSignals, 0);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CExpertBase::OnTick(void)
|
||||
{
|
||||
|
||||
if(!TradeAllowed())
|
||||
return;
|
||||
|
||||
mBarTime = iTime(mSymbol, mTimeframe, 0);
|
||||
|
||||
bool firstTime = (mLastBarTime==0);
|
||||
bool newBar = (mBarTime!=mLastBarTime);
|
||||
|
||||
TradeWatcher();
|
||||
Print("signalDirection after TradeWatcher ", signalDirection);
|
||||
if(LoopMain(newBar, firstTime))
|
||||
{
|
||||
mLastBarTime = mBarTime;
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CExpertBase::LoopMain(bool newBar,bool firstTime)
|
||||
{
|
||||
|
||||
//
|
||||
// To start I will only trade on a new bar
|
||||
// and not on the first bar after start
|
||||
//
|
||||
/*if(!newBar)
|
||||
return(true);
|
||||
if(firstTime)
|
||||
return(true);*/
|
||||
|
||||
//
|
||||
// Update the signals
|
||||
//
|
||||
////Changed
|
||||
ENUM_OFX_SIGNAL_DIRECTION entrySignal = GetCurrentSignal(mEntrySignals, OFX_ENTRY_SIGNAL);
|
||||
ENUM_OFX_SIGNAL_DIRECTION exitSignal = GetCurrentSignal(mExitSignals, OFX_EXIT_SIGNAL);
|
||||
/*if(mEntrySignals[0]!=NULL)
|
||||
mEntrySignals[0].UpdateSignal();
|
||||
if(mEntrySignals[0]!=mExitSignals[0])
|
||||
{
|
||||
if(mEntrySignals[0]!=NULL)
|
||||
mEntrySignals[0].UpdateSignal();
|
||||
}*/
|
||||
|
||||
//
|
||||
// Should any trades be closed
|
||||
//
|
||||
////Changed
|
||||
/*
|
||||
if(exitSignal==OFX_SIGNAL_BOTH)
|
||||
{
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
|
||||
}
|
||||
else
|
||||
if(exitSignal==OFX_SIGNAL_BUY)
|
||||
{
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
|
||||
}
|
||||
else
|
||||
if(exitSignal==OFX_SIGNAL_SELL)
|
||||
{
|
||||
Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
|
||||
}
|
||||
if(exitSignal==OFX_SIGNAL_ALL)
|
||||
{
|
||||
Trade.PositionCloseAll();
|
||||
|
||||
Trade.OrderCloseAll();
|
||||
}
|
||||
*/
|
||||
////if (mExitSignal!=NULL) {
|
||||
//// if (mExitSignal.ExitSignal()==OFX_SIGNAL_BOTH) {
|
||||
//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
|
||||
//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
|
||||
//// } else
|
||||
//// if (mExitSignal.ExitSignal()==OFX_SIGNAL_BUY) {
|
||||
//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
|
||||
//// } else
|
||||
//// if (mExitSignal.ExitSignal()==OFX_SIGNAL_SELL) {
|
||||
//// Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
|
||||
//// }
|
||||
////}
|
||||
|
||||
//
|
||||
// Should a trade be opened
|
||||
//
|
||||
MqlTradeRequest request = {}; // Just initialising
|
||||
|
||||
double buyPrice, sellPrice, SLPoints=0;
|
||||
int GripPips = mGridGap;
|
||||
double TakeProfitPoint = GripPips*_Point;
|
||||
LotSize(GripPips);
|
||||
////Changed
|
||||
|
||||
Print("Entry signal for Both ", NAV_SIGNAL_BOTH, " Entry for OFX_SIGNAL_BUY ", NAV_SIGNAL_BUY, " Actual ", signalDirection);
|
||||
Print("signalDirection ", signalDirection);
|
||||
if(signalDirection==NAV_SIGNAL_BOTH)
|
||||
{
|
||||
double AskPrice = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
|
||||
double BidPrice = SymbolInfoDouble(Symbol(),SYMBOL_BID);
|
||||
|
||||
Print("m Grid pip ", GripPips, " Point ", _Point, " TP point ", TakeProfitPoint);
|
||||
buyPrice = AskPrice + TakeProfitPoint;
|
||||
sellPrice = BidPrice - TakeProfitPoint;
|
||||
|
||||
Print("m Grid pip ", GripPips, " Point ", _Point);
|
||||
|
||||
Print(" Buy price ", buyPrice, " TP normalized ", NormalizeDouble(buyPrice + TakeProfitPoint, mDigits));
|
||||
//SLPoints=MathCeil(buyPrice-GripPips);
|
||||
|
||||
//GetMarketPrices(ORDER_TYPE_SELL, request);
|
||||
//Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
GetMarketPrices(ORDER_TYPE_BUY, request);
|
||||
request.tp = NormalizeDouble(request.price + TakeProfitPoint, mDigits);
|
||||
Trade.Buy(mVolume, mSymbol, request.price, request.sl);
|
||||
|
||||
GetMarketPrices(ORDER_TYPE_SELL_STOP, request);
|
||||
request.price = sellPrice;
|
||||
request.tp = NormalizeDouble(sellPrice - TakeProfitPoint, mDigits);
|
||||
Trade.SellStop(mVolume, request.price, mSymbol, request.sl);
|
||||
|
||||
}
|
||||
else
|
||||
if(signalDirection==NAV_SIGNAL_BUY)
|
||||
{
|
||||
//If there's a pending order, get the last order's price else get the position price
|
||||
Print("Trying to open a buy");
|
||||
buyPrice = getLastBuyOrderPrice()?getLastBuyOrderPrice():getOpenedBuyPositionPrice();
|
||||
request.price = buyPrice+TakeProfitPoint;
|
||||
request.sl = 0.0;
|
||||
request.tp = NormalizeDouble(buyPrice + TakeProfitPoint, mDigits);
|
||||
GetMarketPrices(ORDER_TYPE_BUY_STOP, request);
|
||||
Trade.BuyStop(mVolume, request.price, mSymbol, request.sl);
|
||||
|
||||
}
|
||||
else
|
||||
if(signalDirection==NAV_SIGNAL_SELL)
|
||||
{
|
||||
Print("Trying to open a sell");
|
||||
sellPrice = getLastSellOrderPrice()?getLastSellOrderPrice():getOpenedSellPositionPrice();
|
||||
request.price = sellPrice-TakeProfitPoint;
|
||||
request.sl = 0.0;
|
||||
request.tp = NormalizeDouble(sellPrice - TakeProfitPoint, mDigits);
|
||||
GetMarketPrices(ORDER_TYPE_SELL_STOP, request);
|
||||
Trade.SellStop(mVolume, request.price, mSymbol, request.sl);
|
||||
|
||||
}
|
||||
if(signalDirection==NAV_SIGNAL_ALL)
|
||||
{
|
||||
Trade.OrderCloseAll();
|
||||
Trade.PositionCloseAll();
|
||||
}
|
||||
//// if (mEntrySignal!=NULL) {
|
||||
//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BOTH) {
|
||||
////
|
||||
//// GetMarketPrices(ORDER_TYPE_BUY, request);
|
||||
//// Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
////
|
||||
//// GetMarketPrices(ORDER_TYPE_SELL, request);
|
||||
//// Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
////
|
||||
//// } else
|
||||
//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BUY) {
|
||||
////
|
||||
//// GetMarketPrices(ORDER_TYPE_BUY, request);
|
||||
//// Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
////
|
||||
//// } else
|
||||
//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_SELL) {
|
||||
////
|
||||
//// GetMarketPrices(ORDER_TYPE_SELL, request);
|
||||
//// Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
|
||||
////
|
||||
//// }
|
||||
//// }
|
||||
|
||||
//mEntrySignals[0].SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_NONE);
|
||||
//mEntrySignals[0].SetSignal(OFX_EXIT_SIGNAL, OFX_SIGNAL_NONE);
|
||||
|
||||
return(true);
|
||||
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CExpertBase::GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &request)
|
||||
{
|
||||
|
||||
double sl = (mStopLossObj==NULL) ? mStopLossValue : mStopLossObj.GetStopLoss();
|
||||
double tp = (mTakeProfitObj==NULL) ? mTakeProfitValue : mTakeProfitObj.GetTakeProfit();
|
||||
Trade.SetExpertMagicNumber(mMagicNumber);
|
||||
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(CSignalGrid *signal, CSignalGrid* &signals[])
|
||||
{
|
||||
|
||||
int index = ArraySize(signals);
|
||||
ArrayResize(signals, index+1);
|
||||
signals[index] = signal;
|
||||
|
||||
}
|
||||
|
||||
////New
|
||||
ENUM_OFX_SIGNAL_DIRECTION CExpertBase::GetCurrentSignal(CSignalGrid* &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);
|
||||
|
||||
}
|
||||
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CExpertBase::CheckTradingSession()
|
||||
{
|
||||
string candles_times;
|
||||
int time_to_string;
|
||||
ushort a;
|
||||
string result[];
|
||||
//--- Get the separator code
|
||||
a = StringGetCharacter(":",0);
|
||||
candles_times = TimeToString(iTime(Symbol(),_Period,0), TIME_MINUTES);
|
||||
time_to_string = StringSplit(candles_times, a, result);
|
||||
|
||||
//Implement this later
|
||||
/*
|
||||
if(InpUseTradingSession)
|
||||
{
|
||||
if(InpTradingSession == LONDON_SESSION && londonSession[0] <= result[0] && londonSession[1] >= result[0])
|
||||
{
|
||||
londonSession
|
||||
}
|
||||
return;
|
||||
}*/
|
||||
return true;
|
||||
}
|
||||
|
||||
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CExpertBase::IsTradingTime(void)
|
||||
{
|
||||
bool result = false;
|
||||
|
||||
if(mUseTradingSession)
|
||||
result = true;
|
||||
|
||||
return result;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CExpertBase::LotSize(double SL=0)
|
||||
{
|
||||
|
||||
//Lot Size Calculator
|
||||
|
||||
//If the position size is dynamic
|
||||
if(mRiskDefaultSize==RISK_DEFAULT_AUTO)
|
||||
{
|
||||
//If the stop loss is not zero then calculate the lot size
|
||||
Print("Stop loss ", SL);
|
||||
if(SL!=0)
|
||||
{
|
||||
double RiskBaseAmount=0;
|
||||
//TickValue is the value of the individual price increment for 1 lot of the instrument, expressed in the account currenty
|
||||
double TickValue=SymbolInfoDouble(mSymbol,SYMBOL_TRADE_TICK_VALUE);
|
||||
Print("Tick value ", TickValue);
|
||||
//Define the base for the risk calculation depending on the parameter chosen
|
||||
if(mRiskBase==RISK_BASE_BALANCE)
|
||||
RiskBaseAmount=AccountInfoDouble(ACCOUNT_BALANCE);
|
||||
if(mRiskBase==RISK_BASE_EQUITY)
|
||||
RiskBaseAmount=AccountInfoDouble(ACCOUNT_EQUITY);
|
||||
if(mRiskBase==RISK_BASE_FREEMARGIN)
|
||||
RiskBaseAmount=AccountInfoDouble(ACCOUNT_FREEMARGIN);
|
||||
|
||||
//Calculate the Position Size
|
||||
mVolume=((RiskBaseAmount*mMaxRiskPerTrade/100)/(SL*TickValue));
|
||||
Print("Volume ", mVolume);
|
||||
}
|
||||
//If the stop loss is zero then the lot size is the default one
|
||||
if(SL==0)
|
||||
{
|
||||
mVolume=mDefaultLotSize;
|
||||
}
|
||||
}
|
||||
//Normalize the Lot Size to satisfy the allowed lot increment and minimum and maximum position size
|
||||
mVolume=MathFloor(mVolume/SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_STEP))*SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_STEP);
|
||||
|
||||
//Limit the lot size in case it is greater than the maximum allowed by the user
|
||||
if(mVolume>mMaxLotSize)
|
||||
mVolume=mMaxLotSize;
|
||||
//Limit the lot size in case it is greater than the maximum allowed by the broker
|
||||
if(mVolume>SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_MAX))
|
||||
mVolume=SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_MAX);
|
||||
Print("Lot ", mVolume, " Max lot ", SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_MAX));
|
||||
//If the lot size is too small then set it to 0 and don't trade
|
||||
if(mVolume<mMinLotSize || mVolume < SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_MIN))
|
||||
{
|
||||
mVolume=0;
|
||||
Print("Lot size too small : ", mVolume);
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CExpertBase::TradeWatcher(void)
|
||||
{
|
||||
|
||||
|
||||
// Check the account balance equity for profit
|
||||
int pCountBuy = 0, pCountSell = 0, oCountBuy = 0, oCountSell = 0, totalBuy = 0, totalSell = 0, realTotalBuy = 0, realTotalSell = 0;
|
||||
int realOCountBuy, realOCountSell;
|
||||
ulong ticket;
|
||||
signalDirection = NAV_SIGNAL_NONE;
|
||||
|
||||
//If there're many positions and account balance is negative
|
||||
|
||||
Print("There is ", PositionsTotal(), " opened positions");
|
||||
if(PositionsTotal() > 0)
|
||||
{
|
||||
//Count the opened positions by type
|
||||
int cntP = PositionsTotal();
|
||||
for(int i = cntP-1; i>=0; i--)
|
||||
{
|
||||
ticket = PositionGetTicket(i);
|
||||
if(PositionSelectByTicket(ticket))
|
||||
{
|
||||
if(PositionGetString(POSITION_SYMBOL)==mSymbol && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY
|
||||
&& PositionGetInteger(POSITION_MAGIC)==mMagicNumber)
|
||||
{
|
||||
openedBuyPositionPrice = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
pCountBuy += 1;
|
||||
}
|
||||
|
||||
Print("POSITION_SYMBOL ", PositionGetString(POSITION_SYMBOL), " = ", mSymbol, " POSITION_TYPE ",PositionGetInteger(POSITION_TYPE), " = ", POSITION_TYPE_SELL, " Magic ", PositionGetInteger(POSITION_MAGIC), " = ",mMagicNumber);
|
||||
if(PositionGetString(POSITION_SYMBOL)==mSymbol && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL
|
||||
&& PositionGetInteger(POSITION_MAGIC)==mMagicNumber)
|
||||
{
|
||||
openedSellPositionPrice = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
pCountSell += 1;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
Print(GetLastError());
|
||||
}
|
||||
}
|
||||
}
|
||||
//Count the orders by type
|
||||
|
||||
int cntO = OrdersTotal();
|
||||
Print("Total pending orders ", cntO);
|
||||
for(int i = cntO-1; i>=0; i--)
|
||||
{
|
||||
ticket = OrderGetTicket(i);
|
||||
if(OrderSelect(ticket))
|
||||
{
|
||||
if(OrderGetString(ORDER_SYMBOL)==mSymbol && OrderGetInteger(ORDER_TYPE)==ORDER_TYPE_BUY_STOP
|
||||
&& OrderGetInteger(ORDER_MAGIC)==mMagicNumber)
|
||||
{
|
||||
oCountBuy += 1;
|
||||
lastBuyOrderPrice = OrderGetDouble(ORDER_PRICE_OPEN);
|
||||
}
|
||||
|
||||
Print("ORDER_SYMBOL ", OrderGetString(ORDER_SYMBOL), " Real symbol ", mSymbol, " ORDER_TYPE ", OrderGetInteger(ORDER_TYPE), " Real type ", ORDER_TYPE_SELL_STOP, " Magic ", OrderGetInteger(ORDER_MAGIC), " Real magic ", mMagicNumber);
|
||||
if(OrderGetString(ORDER_SYMBOL)==mSymbol && OrderGetInteger(ORDER_TYPE)==ORDER_TYPE_SELL_STOP
|
||||
&& OrderGetInteger(ORDER_MAGIC)==mMagicNumber)
|
||||
{
|
||||
oCountSell += 1;
|
||||
lastSellOrderPrice = OrderGetDouble(ORDER_PRICE_OPEN);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
Print(GetLastError());
|
||||
}
|
||||
}
|
||||
Print("openedBuyPositionPrice ", openedBuyPositionPrice, " openedSellPositionPrice ", openedSellPositionPrice);
|
||||
|
||||
Print("lastBuyOrderPrice ", lastBuyOrderPrice, " lastSellOrderPrice ", lastSellOrderPrice);
|
||||
|
||||
double floatingProfitPercent = ((AccountInfoDouble(ACCOUNT_EQUITY) - AccountInfoDouble(ACCOUNT_BALANCE))*100)/AccountInfoDouble(ACCOUNT_BALANCE);
|
||||
// Check if profit is at least the mMaxRiskPerTrade
|
||||
|
||||
Print(" MaxRiskPerTrade ",mMaxRiskPerTrade, " Floating profit percent ", floatingProfitPercent, " Account equity ", AccountInfoDouble(ACCOUNT_EQUITY), " Account balance ", AccountInfoDouble(ACCOUNT_BALANCE));
|
||||
|
||||
//The number of buy pending order should be twice the opened sell positions; and vice versa
|
||||
realOCountBuy = pCountSell+1;
|
||||
realOCountSell = pCountBuy*2;
|
||||
totalBuy = pCountBuy+oCountBuy;
|
||||
totalSell = pCountSell+oCountSell;
|
||||
realTotalBuy = pCountSell+1;
|
||||
realTotalSell = pCountBuy+1;
|
||||
|
||||
Print("Sell order (", oCountSell, ") Real (", realOCountSell, ")");
|
||||
Print("Buy order (", oCountBuy, ") Real (", realOCountBuy, ")", " Opened sell ", pCountSell);
|
||||
|
||||
|
||||
Print("oCountSell ", oCountSell, " < ", " realOCountSell ", realOCountSell, " && ", " pCountBuy ", pCountBuy," > 0");
|
||||
|
||||
if(OrdersTotal() == 0 && PositionsTotal() == 0)
|
||||
{
|
||||
signalDirection = NAV_SIGNAL_BOTH;
|
||||
}
|
||||
else
|
||||
{
|
||||
//If there's only one pending order left, close it.
|
||||
if(OrdersTotal() >= 1 && PositionsTotal() == 0)
|
||||
{
|
||||
signalDirection = NAV_SIGNAL_ALL;
|
||||
Print("Exit if no opened position");
|
||||
}
|
||||
else
|
||||
{
|
||||
//When there are multiple positions, check is the account is making enough profit
|
||||
if(floatingProfitPercent > mMaxRiskPerTrade)
|
||||
{
|
||||
signalDirection = NAV_SIGNAL_ALL;
|
||||
Print("Exit on profit target");
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("realTotalSell ", realTotalSell, " <= ", " totalSell ", totalSell ," && ", " pCountBuy ",pCountBuy ," > 0");
|
||||
if(realTotalSell > totalSell && pCountBuy > 0)
|
||||
{
|
||||
signalType = NAV_ENTRY_SIGNAL;
|
||||
signalDirection = NAV_SIGNAL_SELL;
|
||||
Print("Sell order (", oCountSell, ") is less than it should be (", realOCountSell, ")");
|
||||
}
|
||||
else
|
||||
{
|
||||
if(realTotalBuy > totalBuy && pCountSell > 0)
|
||||
{
|
||||
signalType = NAV_ENTRY_SIGNAL;
|
||||
signalDirection = NAV_SIGNAL_BUY;
|
||||
//mEntrySignals[0].SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_BUY);
|
||||
Print("Buy order (", oCountBuy, ") is less than it should be (", realOCountBuy, ")");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,35 @@
|
||||
/*
|
||||
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_ "2.03"
|
||||
|
||||
#include "CommonBase.mqh"
|
||||
|
||||
#include "Trade/Trade.mqh"
|
||||
|
||||
#include "SignalBase.mqh"
|
||||
#include "TPSLBase.mqh"
|
||||
|
||||
#include "ExpertBase.mqh"
|
||||
|
||||
#include "../Extensions/AllGridExtensions.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 +1,95 @@
|
||||
/*
|
||||
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
|
||||
|
||||
|
||||
//// 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,
|
||||
OFX_SIGNAL_ALL = 4
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
class CSignalBase : public CCommonBase
|
||||
{
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
//// Replaced
|
||||
ENUM_OFX_SIGNAL_DIRECTION mSignalValues[2];
|
||||
double mMaxRiskPerTrade;
|
||||
////ENUM_OFX_SIGNAL_DIRECTION mEntrySignal;
|
||||
////ENUM_OFX_SIGNAL_DIRECTION mExitSignal;
|
||||
|
||||
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 void SetMaxRiskPerTrade(double maxRiskPerTrade) { mMaxRiskPerTrade = maxRiskPerTrade;}
|
||||
|
||||
virtual ENUM_OFX_SIGNAL_DIRECTION GetSignal(ENUM_OFX_SIGNAL_TYPE type)
|
||||
{ return(mSignalValues[type]); }
|
||||
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
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);
|
||||
|
||||
}
|
||||
@@ -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 +1,152 @@
|
||||
/*
|
||||
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);
|
||||
bool PositionCloseByTicket(const ulong ticket,const ulong deviation=ULONG_MAX);
|
||||
bool PositionCloseAll(const ulong deviation=ULONG_MAX);
|
||||
bool OrderCloseAll();
|
||||
|
||||
////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);
|
||||
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CTradeCustom::PositionCloseByTicket(const ulong ticket,const ulong deviation=-1)
|
||||
{
|
||||
bool result = true;
|
||||
if(PositionSelectByTicket(ticket))
|
||||
{
|
||||
if(PositionGetInteger(POSITION_MAGIC)==m_magic)
|
||||
{
|
||||
result &= PositionClose(ticket, deviation);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
m_result.retcode=TRADE_RETCODE_REJECT;
|
||||
result = false;
|
||||
}
|
||||
return(result);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CTradeCustom::PositionCloseAll(const ulong deviation=-1)
|
||||
{
|
||||
bool result = true;
|
||||
int cnt = PositionsTotal();
|
||||
for(int i = cnt-1; i>=0; i--)
|
||||
{
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if(PositionSelectByTicket(ticket))
|
||||
{
|
||||
|
||||
result &= PositionClose(ticket, deviation);
|
||||
}
|
||||
else
|
||||
{
|
||||
m_result.retcode=TRADE_RETCODE_REJECT;
|
||||
result = false;
|
||||
}
|
||||
}
|
||||
|
||||
return(result);
|
||||
}
|
||||
|
||||
bool CTradeCustom::OrderCloseAll(){
|
||||
bool result = true;
|
||||
int cnt = OrdersTotal();
|
||||
for(int i = cnt-1; i>=0; i--)
|
||||
{
|
||||
ulong ticket = OrderGetTicket(i);
|
||||
if(OrderSelect(ticket))
|
||||
{
|
||||
|
||||
result &= OrderDelete(ticket);
|
||||
}
|
||||
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 +1,20 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| GridFramework.mqh |
|
||||
//| Copyright 2021, Nkondog Anselme Venceslas |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
|
||||
#property link "https://www.mql5.com"
|
||||
|
||||
//
|
||||
// The only purpose of this mqh file is to provide a single
|
||||
// point to change the current framework version
|
||||
//
|
||||
// If you place an include to this file in your code you
|
||||
// will get the version framework defined in this file
|
||||
// unless your code has already included another
|
||||
// framework file
|
||||
|
||||
#ifndef _FRAMEWORK_VERSION_
|
||||
#include "GridEA/Framework.mqh"
|
||||
#endif
|
||||
@@ -0,0 +1,114 @@
|
||||
@echo off
|
||||
|
||||
:
|
||||
: Get the current date and time in a format to show in the files
|
||||
:
|
||||
for /F "usebackq tokens=1,2 delims==" %%i in (`wmic os get LocalDateTime /VALUE 2^>NUL`) do if '.%%i.'=='.LocalDateTime.' set ldt=%%j
|
||||
set ldt=%ldt:~0,4%-%ldt:~4,2%-%ldt:~6,2% %ldt:~8,2%:%ldt:~10,2%:%ldt:~12,2%
|
||||
|
||||
:
|
||||
: Make sure there is an Extensions folder here
|
||||
:
|
||||
if not exist Extensions\ goto :quit
|
||||
|
||||
:
|
||||
: Move into the extensions folder to start
|
||||
:
|
||||
cd Extensions
|
||||
|
||||
:
|
||||
: Remove any existing mqh files
|
||||
:
|
||||
del *.mqh
|
||||
|
||||
:
|
||||
: Step through the directories here and build up mqh files for each
|
||||
:
|
||||
for /D %%f in (*) do (
|
||||
call :makemqh %%f
|
||||
)
|
||||
|
||||
:
|
||||
: Build the AllExtensions file
|
||||
:
|
||||
call :makemqh .
|
||||
|
||||
:
|
||||
: Move back up to the frameworks folder
|
||||
:
|
||||
cd ..
|
||||
|
||||
:
|
||||
: Step through the framework files and build up the new framework.mqh
|
||||
:
|
||||
set framework_version=
|
||||
for /f "tokens=*" %%f in ('dir /b /a:d /o:n "Framework_*"') do (
|
||||
set framework_version=%%f
|
||||
)
|
||||
call :makeframework1 %framework_version%
|
||||
|
||||
|
||||
goto :quit
|
||||
|
||||
:makeframework1
|
||||
|
||||
set file=Framework.mqh
|
||||
|
||||
echo /* > %file%
|
||||
echo Framework.mqh >> %file%
|
||||
echo. >> %file%
|
||||
echo Copyright 2013-2020, Orchard Forex >> %file%
|
||||
echo https://www.orchardforex.com >> %file%
|
||||
echo. >> %file%
|
||||
echo. >> %file%
|
||||
echo */ >> %file%
|
||||
echo. >> %file%
|
||||
echo // >> %file%
|
||||
echo // The only purpose of this mqh file is to provide a single >> %file%
|
||||
echo // point to change the current framework version >> %file%
|
||||
echo // >> %file%
|
||||
echo // If you place an include to this file in your code you >> %file%
|
||||
echo // will get the version framework defined in this file >> %file%
|
||||
echo // unless your code has already included another >> %file%
|
||||
echo // framework file >> %file%
|
||||
echo. >> %file%
|
||||
echo #ifndef _FRAMEWORK_VERSION_ >> %file%
|
||||
echo #include "%1/Framework.mqh" >> %file%
|
||||
echo #endif >> %file%
|
||||
|
||||
goto :eof
|
||||
|
||||
:makemqh
|
||||
|
||||
set mcurrent=%cd%
|
||||
set mpath1=%~f1
|
||||
for %%f in ("%mpath1%") do set mpath=%%~nxf
|
||||
set msub=%mpath%/
|
||||
if "%mcurrent%"=="%mpath1%" set msub=
|
||||
set mfile=All%mpath%.mqh
|
||||
|
||||
echo /* > %mfile%
|
||||
echo All%mn2%.mqh >> %mfile%
|
||||
echo. >> %mfile%
|
||||
echo Copyright 2013-2020, Orchard Forex >> %mfile%
|
||||
echo https://www.orchardforex.com >> %mfile%
|
||||
echo. >> %mfile%
|
||||
echo Auto Generated at %ldt% >> %mfile%
|
||||
echo. >> %mfile%
|
||||
echo */ >> %mfile%
|
||||
echo. >> %mfile%
|
||||
echo // >> %mfile%
|
||||
echo // Extension %mn2% go here >> %mfile%
|
||||
echo // >> %mfile%
|
||||
|
||||
for %%f in (%1\*.mqh) do (
|
||||
if not "%%~nxf"=="%mfile%" echo #include "%msub%%%~nxf" >> %mfile%
|
||||
)
|
||||
echo Built include file %mfile%
|
||||
|
||||
goto :eof
|
||||
|
||||
:quit
|
||||
echo Finished
|
||||
pause
|
||||
goto :eof
|
||||
Reference in New Issue
Block a user