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Transfer trade signals to CSignalGrid class

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This commit is contained in:
Nkondog Anselme
2021-11-14 08:12:46 +01:00
parent cce74fbe56
commit 4f6e9ef117
277 changed files with 172 additions and 214658 deletions
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Include/Nkanven/Frameworks/Extensions/Signals/SignalGrid.mqh
+139
View File
@@ -20,6 +20,10 @@ protected: // member variables
// Place any required member variables here
int m_magic;
double lastBuyOrderPrice;
double lastSellOrderPrice;
double openedBuyPositionPrice;
double openedSellPositionPrice;
public: // constructors
@@ -44,6 +48,10 @@ public:
virtual void setMmagic(int magic) {m_magic = magic;}
virtual double getLastBuyOrderPrice() {return lastBuyOrderPrice;}
virtual double getLastSellOrderPrice() {return lastSellOrderPrice;}
virtual double getOpenedBuyPositionPrice() {return openedBuyPositionPrice;}
virtual double getOpenedSellPositionPrice() {return openedSellPositionPrice;}
};
//+------------------------------------------------------------------+
@@ -73,7 +81,138 @@ void CSignalGrid::UpdateSignal()
// This is the trade decision logic
//CSignalBase signal = new CSignalBase();
// 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;
SetSignal(OFX_ENTRY_SIGNAL, OFX_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)==m_magic)
{
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), " = ",m_magic);
if(PositionGetString(POSITION_SYMBOL)==mSymbol && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL
&& PositionGetInteger(POSITION_MAGIC)==m_magic)
{
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)==m_magic)
{
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 ", m_magic);
if(OrderGetString(ORDER_SYMBOL)==mSymbol && OrderGetInteger(ORDER_TYPE)==ORDER_TYPE_SELL_STOP
&& OrderGetInteger(ORDER_MAGIC)==m_magic)
{
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)
{
SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_BOTH);
}
else
{
//If there's only one pending order left, close it.
if(OrdersTotal() >= 1 && PositionsTotal() == 0)
{
SetSignal(OFX_EXIT_SIGNAL, OFX_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)
{
SetSignal(OFX_EXIT_SIGNAL, OFX_SIGNAL_ALL);
Print("Exit on profit target");
}
else
{
Print("realTotalSell ", realTotalSell, " <= ", " totalSell ", totalSell ," && ", " pCountBuy ",pCountBuy ," > 0");
if(realTotalSell > totalSell && pCountBuy > 0)
{
SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_SELL);
Print("Sell order (", oCountSell, ") is less than it should be (", realOCountSell, ")");
}
else
{
if(realTotalBuy > totalBuy && pCountSell > 0)
{
SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_BUY);
//mEntrySignals[0].SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_BUY);
Print("Buy order (", oCountBuy, ") is less than it should be (", realOCountBuy, ")");
}
}
}
}
}
}
//+------------------------------------------------------------------+
Include/Nkanven/Frameworks/GridEA/ExpertBase.mqh
+27 -36
View File
@@ -32,19 +32,11 @@ protected:
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
/*enum ENUM_NAV_SIGNAL_TYPE
{
NAV_ENTRY_SIGNAL,
NAV_EXIT_SIGNAL
@@ -59,9 +51,9 @@ protected:
NAV_SIGNAL_SELL = 2,
NAV_SIGNAL_BOTH = 3,
NAV_SIGNAL_ALL = 4
};
};*/
ENUM_NAV_SIGNAL_DIRECTION signalDirection;
//ENUM_NAV_SIGNAL_DIRECTION signalDirection;
datetime mLastBarTime;
datetime mBarTime;
@@ -163,11 +155,6 @@ public: // Setup
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; }
@@ -279,8 +266,7 @@ void CExpertBase::OnTick(void)
bool firstTime = (mLastBarTime==0);
bool newBar = (mBarTime!=mLastBarTime);
TradeWatcher();
Print("signalDirection after TradeWatcher ", signalDirection);
//TradeWatcher();
if(LoopMain(newBar, firstTime))
{
mLastBarTime = mBarTime;
@@ -311,6 +297,9 @@ bool CExpertBase::LoopMain(bool newBar,bool firstTime)
////Changed
ENUM_OFX_SIGNAL_DIRECTION entrySignal = GetCurrentSignal(mEntrySignals, OFX_ENTRY_SIGNAL);
ENUM_OFX_SIGNAL_DIRECTION exitSignal = GetCurrentSignal(mExitSignals, OFX_EXIT_SIGNAL);
Print("entrySignal ", entrySignal);
/*if(mEntrySignals[0]!=NULL)
mEntrySignals[0].UpdateSignal();
if(mEntrySignals[0]!=mExitSignals[0])
@@ -370,9 +359,9 @@ bool CExpertBase::LoopMain(bool newBar,bool firstTime)
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)
Print("Entry signal for Both ", OFX_SIGNAL_BOTH, " Entry for OFX_SIGNAL_BUY ", OFX_SIGNAL_BUY, " Actual ", entrySignal);
if(entrySignal==OFX_SIGNAL_BOTH)
{
double AskPrice = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
double BidPrice = SymbolInfoDouble(Symbol(),SYMBOL_BID);
@@ -399,11 +388,11 @@ bool CExpertBase::LoopMain(bool newBar,bool firstTime)
}
else
if(signalDirection==NAV_SIGNAL_BUY)
if(entrySignal==OFX_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();
buyPrice = mEntrySignals[0].getLastBuyOrderPrice()?mEntrySignals[0].getLastBuyOrderPrice():mEntrySignals[0].getOpenedBuyPositionPrice();
request.price = buyPrice+TakeProfitPoint;
request.sl = 0.0;
request.tp = NormalizeDouble(buyPrice + TakeProfitPoint, mDigits);
@@ -412,10 +401,11 @@ bool CExpertBase::LoopMain(bool newBar,bool firstTime)
}
else
if(signalDirection==NAV_SIGNAL_SELL)
if(entrySignal==OFX_SIGNAL_SELL)
{
Print("Trying to open a sell");
sellPrice = getLastSellOrderPrice()?getLastSellOrderPrice():getOpenedSellPositionPrice();
sellPrice = mEntrySignals[0].getLastSellOrderPrice()?mEntrySignals[0].getLastSellOrderPrice():mEntrySignals[0].getOpenedSellPositionPrice();
request.price = sellPrice-TakeProfitPoint;
request.sl = 0.0;
request.tp = NormalizeDouble(sellPrice - TakeProfitPoint, mDigits);
@@ -423,7 +413,7 @@ bool CExpertBase::LoopMain(bool newBar,bool firstTime)
Trade.SellStop(mVolume, request.price, mSymbol, request.sl);
}
if(signalDirection==NAV_SIGNAL_ALL)
if(exitSignal==OFX_SIGNAL_ALL)
{
Trade.OrderCloseAll();
Trade.PositionCloseAll();
@@ -671,6 +661,7 @@ void CExpertBase::LotSize(double SL=0)
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
/*
void CExpertBase::TradeWatcher(void)
{
@@ -679,7 +670,7 @@ void CExpertBase::TradeWatcher(void)
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;
entrySignal = OFX_SIGNAL_NONE;
//If there're many positions and account balance is negative
@@ -715,7 +706,7 @@ void CExpertBase::TradeWatcher(void)
}
}
//Count the orders by type
/*
int cntO = OrdersTotal();
Print("Total pending orders ", cntO);
for(int i = cntO-1; i>=0; i--)
@@ -768,14 +759,14 @@ void CExpertBase::TradeWatcher(void)
if(OrdersTotal() == 0 && PositionsTotal() == 0)
{
signalDirection = NAV_SIGNAL_BOTH;
signalDirection = OFX_SIGNAL_BOTH;
}
else
{
//If there's only one pending order left, close it.
if(OrdersTotal() >= 1 && PositionsTotal() == 0)
{
signalDirection = NAV_SIGNAL_ALL;
signalDirection = OFX_SIGNAL_ALL;
Print("Exit if no opened position");
}
else
@@ -783,7 +774,7 @@ void CExpertBase::TradeWatcher(void)
//When there are multiple positions, check is the account is making enough profit
if(floatingProfitPercent > mMaxRiskPerTrade)
{
signalDirection = NAV_SIGNAL_ALL;
signalDirection = OFX_SIGNAL_ALL;
Print("Exit on profit target");
}
else
@@ -791,16 +782,16 @@ void CExpertBase::TradeWatcher(void)
Print("realTotalSell ", realTotalSell, " <= ", " totalSell ", totalSell ," && ", " pCountBuy ",pCountBuy ," > 0");
if(realTotalSell > totalSell && pCountBuy > 0)
{
signalType = NAV_ENTRY_SIGNAL;
signalDirection = NAV_SIGNAL_SELL;
signalType = OFX_ENTRY_SIGNAL;
signalDirection = OFX_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;
signalType = OFX_ENTRY_SIGNAL;
signalDirection = OFX_SIGNAL_BUY;
//mEntrySignals[0].SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_BUY);
Print("Buy order (", oCountBuy, ") is less than it should be (", realOCountBuy, ")");
}
@@ -808,5 +799,5 @@ void CExpertBase::TradeWatcher(void)
}
}
}
}
}*/
//+------------------------------------------------------------------+