Working on position opening after reading history

This commit is contained in:
Nkondog Anselme
2022-03-01 21:10:32 +01:00
parent 2d5c24855d
commit 70d475a1ea
12 changed files with 495 additions and 0 deletions
Binary file not shown.
Binary file not shown.
Binary file not shown.
@@ -0,0 +1,27 @@
//+------------------------------------------------------------------+
//| CheckHistory.mqh |
//| Copyright 2021, Nkondog Anselme Venceslas |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
#property link "https://www.mql5.com"
//+------------------------------------------------------------------+
//| defines |
//+------------------------------------------------------------------+
// #define MacrosHello "Hello, world!"
// #define MacrosYear 2010
//+------------------------------------------------------------------+
//| DLL imports |
//+------------------------------------------------------------------+
// #import "user32.dll"
// int SendMessageA(int hWnd,int Msg,int wParam,int lParam);
// #import "my_expert.dll"
// int ExpertRecalculate(int wParam,int lParam);
// #import
//+------------------------------------------------------------------+
//| EX5 imports |
//+------------------------------------------------------------------+
// #import "stdlib.ex5"
// string ErrorDescription(int error_code);
// #import
//+------------------------------------------------------------------+
@@ -0,0 +1,94 @@
//+------------------------------------------------------------------+
//| CloseTransactions.mqh |
//| Copyright 2021, Nkondog Anselme Venceslas |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
#property link "https://www.mql5.com"
CTrade trade;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CloseTransactions(ENUM_SIGNAL_EXIT tType)
{
bool result = true;
int cnt = OrdersTotal();
int cts = PositionsTotal();
if(cnt > 0)
{
for(int i = cnt-1; i>=0; i--)
{
ulong ticket = OrderGetTicket(i);
if(OrderSelect(ticket))
{
if(tType==SIGNAL_EXIT_BUY && (OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_BUY_LIMIT || OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_BUY_STOP) && OrderGetInteger(ORDER_MAGIC)==InpMagicNumber)
{
if(!trade.OrderDelete(ticket))
Print("Error (", GetLastError(), ") while deleting all buy orders");
}
else
{
if(tType==SIGNAL_EXIT_SELL && (OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_SELL_LIMIT || OrderGetInteger(ORDER_TYPE) == ORDER_TYPE_SELL_STOP) && OrderGetInteger(ORDER_MAGIC)==InpMagicNumber)
{
if(!trade.OrderDelete(ticket))
Print("Error (", GetLastError(), ") while deleting all sell orders");
}
else
{
if(tType==SIGNAL_EXIT_ALL)
{
if(!trade.OrderDelete(ticket))
Print("Error (", GetLastError(), ") while deleting all orders");
}
}
}
}
else
{
Print("Error (", GetLastError(), ") while selecting order's ticket");
}
}
}
if(cts > 0)
{
for(int i = cts-1; i>=0; i--)
{
ulong ticket = PositionGetTicket(i);
if(PositionSelectByTicket(ticket))
{
if(tType==SIGNAL_EXIT_BUY && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY && PositionGetInteger(POSITION_MAGIC)==InpMagicNumber)
{
if(!trade.PositionClose(ticket))
Print("Error (", GetLastError(), ") while deleting all buy positions");
}
else
{
if(tType==SIGNAL_EXIT_SELL && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL && PositionGetInteger(POSITION_MAGIC)==InpMagicNumber)
{
if(!trade.PositionClose(ticket))
Print("Error (", GetLastError(), ") while deleting all sell positions");
}
else
{
if(tType==SIGNAL_EXIT_ALL)
{
if(!trade.PositionClose(ticket))
Print("Error (", GetLastError(), ") while deleting all positions");
}
}
}
}
else
{
Print("Error (", GetLastError(), ") while selecting position by ticket");
}
}
}
}
//+------------------------------------------------------------------+
Binary file not shown.
@@ -0,0 +1,56 @@
//+------------------------------------------------------------------+
//| LotSizeCal.mqh |
//| Copyright 2021, Nkondog Anselme Venceslas |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
#property link "https://www.mql5.com"
//Lot Size Calculator
void LotSizeCalculate(double SL=0)
{
//If the position size is dynamic
if(InpRiskDefaultSize==RISK_DEFAULT_AUTO)
{
//If the stop loss is not zero then calculate the lot size
if(SL!=0)
{
double RiskBaseAmount=0;
//TickValue is the value of the individual price increment for 1 lot of the instrument, expressed in the account currenty
double TickValue=SymbolInfoDouble(gSymbol,SYMBOL_TRADE_TICK_VALUE);
//Define the base for the risk calculation depending on the parameter chosen
if(InpRiskBase==RISK_BASE_BALANCE)
RiskBaseAmount=AccountInfoDouble(ACCOUNT_BALANCE);
if(InpRiskBase==RISK_BASE_EQUITY)
RiskBaseAmount=AccountInfoDouble(ACCOUNT_EQUITY);
if(InpRiskBase==RISK_BASE_FREEMARGIN)
RiskBaseAmount=AccountInfoDouble(ACCOUNT_FREEMARGIN);
//Calculate the Position Size
LotSize=((RiskBaseAmount*InpMaxRiskPerTrade/100)/(SL*TickValue));
}
//If the stop loss is zero then the lot size is the default one
if(SL==0)
{
LotSize=InpDefaultLotSize;
}
}
//Normalize the Lot Size to satisfy the allowed lot increment and minimum and maximum position size
LotSize=MathFloor(LotSize/SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_STEP))*SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_STEP);
//Limit the lot size in case it is greater than the maximum allowed by the user
if(LotSize>InpMaxLotSize)
LotSize=InpMaxLotSize;
//Limit the lot size in case it is greater than the maximum allowed by the broker
if(LotSize>SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_MAX))
LotSize=SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_MAX);
Print("Lot ", LotSize, " Max lot ", SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_MAX));
//If the lot size is too small then set it to 0 and don't trade
if(LotSize<InpMinLotSize || LotSize < SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_MIN))
{
LotSize=0;
Print("Lot size too small : ", LotSize);
}
}
@@ -0,0 +1,132 @@
//+------------------------------------------------------------------+
//| Parameters.mqh |
//| Copyright 2021, Nkondog Anselme Venceslas |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
#property link "https://www.mql5.com"
//Enumerative for the base used for risk calculation
enum ENUM_RISK_BASE
{
RISK_BASE_EQUITY=1, //EQUITY
RISK_BASE_BALANCE=2, //BALANCE
RISK_BASE_FREEMARGIN=3, //FREE MARGIN
};
//Enumerative for the default risk size
enum ENUM_RISK_DEFAULT_SIZE
{
RISK_DEFAULT_FIXED=1, //FIXED SIZE
RISK_DEFAULT_AUTO=2, //AUTOMATIC SIZE BASED ON RISK
};
//Enumerative for the Stop Loss mode
enum ENUM_MODE_SL
{
SL_FIXED=0, //FIXED STOP LOSS
SL_AUTO=1, //AUTOMATIC STOP LOSS
};
//Enumerative for the Take Profit Mode
enum ENUM_MODE_TP
{
TP_FIXED=0, //FIXED TAKE PROFIT
TP_AUTO=1, //AUTOMATIC TAKE PROFIT
};
//Enumerative for the stop loss calculation
enum ENUM_MODE_SL_BY
{
SL_BY_POINTS=0, //STOP LOSS PASSED IN POINTS
SL_BY_PRICE=1, //STOP LOSS PASSED BY PRICE
};
struct LastTransaction
{
string time;
int type;
double profit;
} lt;
//
// Input Section
//
input string Comment_0="=========="; //Risk Management Settings
input ENUM_RISK_DEFAULT_SIZE InpRiskDefaultSize=RISK_DEFAULT_AUTO; //Position Size Mode
input double InpDefaultLotSize=1; //Position Size (if fixed or if no stop loss defined)
input ENUM_RISK_BASE InpRiskBase=RISK_BASE_BALANCE; //Risk Base
input double InpMaxRiskPerTrade=0.5; //Percentage To Risk Each Trade
input double InpMinLotSize=0.01; //Minimum Position Size Allowed
input double InpMaxLotSize=100; //Maximum Position Size Allowed
input int InpMaxSpread=10; //Maximum Spread Allowed
input int InpSlippage=5; //Maximum Slippage Allowed in points
input double InpDefaultSize=1.0;
input double InpOneSlSize=3.26;
input double InpTwoSlSize=6.53;
input ENUM_MODE_SL InpStopLossMode=SL_AUTO; //Stop Loss Mode
input int InpDefaultStopLoss=0; //Default Stop Loss In Points (0=No Stop Loss)
input int InpMinStopLoss=0; //Minimum Allowed Stop Loss In Points
input int InpMaxStopLoss=5000; //Maximum Allowed Stop Loss In Points
input bool InpAtrStopLoss=false; //Set Stop loss based on ATR
input int InpAtrMultiplier=3; //Multiplicator for ATR
input ENUM_MODE_TP InpTakeProfitMode=TP_AUTO; //Take Profit Mode
input int InpDefaultTakeProfit=0; //Default Take Profit In Points (0=No Take Profit)
input int InpMinTakeProfit=0; //Minimum Allowed Take Profit In Points
input int InpMaxTakeProfit=5000; //Maximum Allowed Take Profit In Points
input double InpTakeProfitPercent=1.0; //Take Profit percent on risk base
input int InpChallengePhase=1;
// Some standard inputs,
// remember to change the default magic for each EA
//
input double InpVolume = 0.01; // Default order size
input string InpComment = __FILE__; // Default trade comment
input int InpMagicNumber = 198901; // Magic Number
input string Comment_1="=========="; //Trading Hours Settings
input bool InpUseTradingHours=false; //Limit Trading Hours
input string InpTradingHourStart="01"; //Trading Start Hour (Broker Server Hour)
input string InpTradingHourEnd="23"; //Trading End Hour (Broker Server Hour)
input string InpTradingStartMin="30"; //Trading Start minute (Broker Server Hour)
input string InpTradingEndMin="00"; //Trading End minute
bool gIsNewCandle=false;
bool gIsTradedThisBar=false;
bool gIsOperatingHours=false;
bool gIsPreChecksOk=false; //Indicates if the pre checks are satisfied
bool gIsSpreadOK=false; //Indicates if the spread is low enough to trade
bool IsSpreadOK=false;
bool IsLosing=false;
double gLotSize=InpDefaultLotSize;
double gLotMultiplier=InpDefaultSize;
string Symb=Symbol();
string subfolder=AccountInfoInteger(ACCOUNT_LOGIN);
string filename = subfolder+"\\balanceStored.txt";
int gTickValue=0;
long Spread = SymbolInfoInteger(Symb,SYMBOL_SPREAD) / 100; //Check the impact. It's originally a double
int gTotalBuyPositions=0;
int gTotalSellPositions=0;
int gTotalPositions=0;
int gTotalOpenOrders=0;
int gOrderOpRetry=5;
int gTotalTransactions=0;
double gBuyStopLossPrice;
double gSellStopLossPrice;
double gBuyEntryPrice;
double gSellEntryPrice;
double gAtr;
string gSymbol = Symbol();
double LotSize=0;
MqlTick last_tick;
MqlDateTime dt;
@@ -0,0 +1,62 @@
//+------------------------------------------------------------------+
//| Prechecks.mqh |
//| Copyright 2021, Nkondog Anselme Venceslas |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
#property link "https://www.mql5.com"
//Perform integrity checks when the EA is loaded
void CheckPreChecks()
{
gIsPreChecksOk=true;
//Check if Live Trading is enabled in MT4
if(!MQLInfoInteger(MQL_TRADE_ALLOWED))
{
gIsPreChecksOk=false;
Print("Live Trading is not enabled, please enable it in MT4 and chart settings");
return;
}
//Check if the default stop loss you are setting in above the minimum and below the maximum
if(InpDefaultStopLoss<InpMinStopLoss || InpDefaultStopLoss>InpMaxStopLoss)
{
gIsPreChecksOk=false;
Print("Default Stop Loss must be between Minimum and Maximum Stop Loss Allowed");
return;
}
//Check if the default take profit you are setting in above the minimum and below the maximum
if(InpDefaultTakeProfit<InpMinTakeProfit || InpDefaultTakeProfit>InpMaxTakeProfit)
{
gIsPreChecksOk=false;
Print("Default Take Profit must be between Minimum and Maximum Take Profit Allowed");
return;
}
//Check if the Lot Size is between the minimum and maximum
if(InpDefaultLotSize<InpMinLotSize || InpDefaultLotSize>InpMaxLotSize)
{
gIsPreChecksOk=false;
Print("Default Lot Size must be between Minimum and Maximum Lot Size Allowed");
return;
}
//Slippage must be >= 0
if(InpSlippage<0)
{
gIsPreChecksOk=false;
Print("Slippage must be a positive value");
return;
}
//MaxSpread must be >= 0
if(InpMaxSpread<0)
{
gIsPreChecksOk=false;
Print("Maximum Spread must be a positive value");
return;
}
//MaxRiskPerTrade is a % between 0 and 100
if(InpMaxRiskPerTrade<0 || InpMaxRiskPerTrade>100)
{
gIsPreChecksOk=false;
Print("Maximum Risk Per Trade must be a percentage between 0 and 100");
return;
}
}
@@ -0,0 +1,52 @@
//+------------------------------------------------------------------+
//| ScanPositions.mqh |
//| Copyright 2021, Nkondog Anselme Venceslas |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
#property link "https://www.mql5.com"
//Scan all positions to find the ones submitted by the EA
//NOTE This function is defined as bool because we want to return true if it is successful and false if it fails
bool ScanPositions()
{
//Scan all the orders, retrieving some of the details
gTotalOpenOrders = OrdersTotal();
gTotalPositions = PositionsTotal();
gTotalBuyPositions = 0;
gTotalSellPositions = 0;
gTotalTransactions = gTotalOpenOrders+gTotalPositions;
for(int i=0; i<gTotalPositions; i++)
{
//If there is a problem reading the order print the error, exit the function and return false
if(PositionGetTicket(i) == 0)
{
int Error=GetLastError();
//string ErrorText=GetLastErrorText(Error);
//Print("ERROR - Unable to select the order - ",Error," - ",ErrorText);
Print("ERROR - Unable to select the order - ",Error," - ",Error);
return false;
}
//If the order is not for the instrument on chart we can ignore it
if(PositionGetSymbol(i)!=gSymbol)
continue;
//If the order has Magic Number different from the Magic Number of the EA then we can ignore it
if(PositionGetInteger(POSITION_MAGIC)!=InpMagicNumber)
continue;
//If it is a buy order then increment the total count of buy orders
if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
gTotalBuyPositions++;
//If it is a sell order then increment the total count of sell orders
if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
gTotalSellPositions++;
Print("POSITION_TYPE_BUY ", POSITION_TYPE_BUY, " POSITION_TYPE_SELL ", POSITION_TYPE_SELL, " PositionGetInteger(POSITION_TYPE) ", PositionGetInteger(POSITION_TYPE));
//Find what is the open time of the most recent trade and assign it to LastBarTraded
//this is necessary to check if we already traded in the current candle
if((datetime)PositionGetInteger(POSITION_TIME)>gLastBarTraded || gLastBarTraded==NULL)
gLastBarTraded=(datetime)PositionGetInteger(POSITION_TIME);
}
Print("Total positions ", gTotalPositions, " - Total buys ", gTotalBuyPositions, " - Total sells ", gTotalSellPositions);
return true;
}
@@ -0,0 +1,27 @@
//+------------------------------------------------------------------+
//| TradeManager.mqh |
//| Copyright 2021, Nkondog Anselme Venceslas |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
#property link "https://www.mql5.com"
//+------------------------------------------------------------------+
//| defines |
//+------------------------------------------------------------------+
// #define MacrosHello "Hello, world!"
// #define MacrosYear 2010
//+------------------------------------------------------------------+
//| DLL imports |
//+------------------------------------------------------------------+
// #import "user32.dll"
// int SendMessageA(int hWnd,int Msg,int wParam,int lParam);
// #import "my_expert.dll"
// int ExpertRecalculate(int wParam,int lParam);
// #import
//+------------------------------------------------------------------+
//| EX5 imports |
//+------------------------------------------------------------------+
// #import "stdlib.ex5"
// string ErrorDescription(int error_code);
// #import
//+------------------------------------------------------------------+
@@ -0,0 +1,45 @@
//+------------------------------------------------------------------+
//| TradingHour.mqh |
//| Copyright 2021, Nkondog Anselme Venceslas |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
#property link "https://www.mql5.com"
//Check and return if it is operation hours or not
void CheckOperationHours()
{
//If we are not using operating hours then IsOperatingHours is true and I skip the other checks
if(!InpUseTradingHours)
{
gIsOperatingHours=true;
return;
}
//Check if the current hour is between the allowed hours of operations, if so IsOperatingHours is set true
Print("1 this is ", (InpTradingHourStart==InpTradingHourEnd && dt.hour==InpTradingHourStart));
if(InpTradingHourStart==InpTradingHourEnd && dt.hour==InpTradingHourStart)
{
gIsOperatingHours=true;
return;
}
if(InpTradingHourStart<InpTradingHourEnd)
{
if(InpTradingHourStart == dt.hour && dt.min >= InpTradingStartMin)
{
gIsOperatingHours=true;
return;
}
if(dt.hour > InpTradingHourStart)
{
gIsOperatingHours=true;
}
}
if(InpTradingHourStart>InpTradingHourEnd && ((dt.hour>=InpTradingHourStart && dt.hour<=23) || (dt.hour<=InpTradingHourEnd && dt.hour>=0)))
{
gIsOperatingHours=true;
}
}
//+------------------------------------------------------------------+