MAGrid initial commit. First position and orders

Experts/Equilibrium.mq5

@@ -120,7 +120,7 @@ void InitializeVariables()
 void CheckSpread()
   {
 //Get the current spread in points, the (int) transforms the double coming from MarketInfo into an integer to avoid a warning when compiling
-   double SpreadCurr=Spread;
+   long SpreadCurr=Spread;
    Print("Spread ", SpreadCurr);
    if(SpreadCurr<=MaxSpread)
      {

Experts/MAGrid.mq5

@@ -0,0 +1,99 @@
+//+------------------------------------------------------------------+
+//|                                                       MAGrid.mq5 |
+//|                        Copyright 2021, Nkondog Anselme Venceslas |
+//|                                             https://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
+#property link      "https://www.mql5.com"
+#property version   "1.00"
+
+// Moving Average grid strategy
+/*
+Set pending orders x poinst above and below price.
+If price above SMA, buy and set buy orders x time the ATR above and below price.
+If price below SMA, sell and set sell orders x time the ATR above and below price.
+Close all position at the close of the first candle crossing the moving average.
+
+Open positions and set orders if there's nothing. At take profit, close all pending orders and reopen others
+*/
+#include <Indicators/Trend.mqh>
+#include <Indicators/Oscilators.mqh>
+CiMA* ma;
+CiATR* atr;
+
+#include <Nkanven\MAGrid\Parameters.mqh>   // Description of variables 
+//#include <DL_ErrorHandling.mqh> // Error library
+//#include <Nkanven\MAGrid\PreChecks.mqh> // Prechecks
+//#include <Nkanven\MAGrid\TradingHour.mqh> //
+//#include <Trade\Trade.mqh>
+#include <Nkanven\MAGrid\ScanPositions.mqh>    // Scan for opened positions
+//#include <Nkanven\MAGrid\CheckHistory.mqh> //Check transaction history
+//#include <Nkanven\MAGrid\TradeManager.mqh> //Manage trade dynamic open and close conditions
+#include <Nkanven\MAGrid\EntriesManager.mqh> // Check buy and sell entries signals and execute them
+#include <Nkanven\MAGrid\LotSizeCal.mqh>   // Lot size calculate
+//#include <Nkanven\MAGrid\ClosePositions.mqh>   // Close opened positions
+
+
+//+------------------------------------------------------------------+
+//| Expert initialization function                                   |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+//---
+   ma = new CiMA();
+   ma.Create(gSymbol, PERIOD_CURRENT, InpFastPeriods, InpFastAppliedPrice, InpFastMethod, PRICE_CLOSE);
+
+   atr = new CiATR();
+   atr.Create(gSymbol, PERIOD_CURRENT, InpAtrPeriod);
+//---
+   return(INIT_SUCCEEDED);
+  }
+//+------------------------------------------------------------------+
+//| Expert deinitialization function                                 |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+//---
+
+  }
+//+------------------------------------------------------------------+
+//| Expert tick function                                             |
+//+------------------------------------------------------------------+
+void OnTick()
+  {
+//---
+   SymbolInfoTick(_Symbol,last_tick);
+   ma.Refresh(-1);
+   gMa = ma.Main(1);
+
+   atr.Refresh(-1);
+   gAtr = atr.Main(1);
+   ScanPositions();
+   
+   Print("Total transaction ", gTotalTransactions);
+   if(gTotalTransactions>0)
+      return;
+
+   CheckSpread();
+   EvaluateEntry();
+   ExecuteEntry();
+  }
+//+------------------------------------------------------------------+
+
+//Check and return if the spread is not too high
+void CheckSpread()
+  {
+//Get the current spread in points, the (int) transforms the double coming from MarketInfo into an integer to avoid a warning when compiling
+   long SpreadCurr=SymbolInfoInteger(gSymbol, SYMBOL_SPREAD);
+   Print("Spread ", SpreadCurr);
+   if(SpreadCurr<=InpMaxSpread)
+     {
+      gIsSpreadOK=true;
+     }
+   else
+     {
+      gIsSpreadOK=false;
+     }
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+

Experts/Nkanven/GDeaLite.mq5

@@ -57,6 +57,23 @@ void OnDeinit(const int reason)
 void OnTick()
   {
 //---
+   fsma.Refresh(-1);
+   ssma.Refresh(-1);
+
+   gSsma = ssma.Main(1);
+//isQualifiedCandle(0);
+   OrderClose();
+   if(!ScanPositions())
+      return;
+   if(OrdersTotal()>0)
+      return;
+   CheckSpread();
+   entryConditions();
+   EvaluateEntry();
+   ExecuteEntry();
+
+   Comment(
+      "Expert Advisor by Anselme Nkondog (c) 2021\n");
 
   }
 //+------------------------------------------------------------------+

Include/Nkanven/GDea/ClosePositions.mqh

@@ -5,23 +5,34 @@
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2021, Nkondog Anselme Venceslas"
 #property link      "https://www.mql5.com"
+
+CTrade trade;
+
 //+------------------------------------------------------------------+
-//| defines                                                          |
+//|                                                                  |
 //+------------------------------------------------------------------+
-// #define MacrosHello   "Hello, world!"
+bool OrderClose()
-// #define MacrosYear    2010
+  {
-//+------------------------------------------------------------------+
+   bool  result   =  true;
-//| DLL imports                                                      |
+   int   cnt      =  OrdersTotal();
-//+------------------------------------------------------------------+
+   if(cnt == 1)
-// #import "user32.dll"
+     {
-//   int      SendMessageA(int hWnd,int Msg,int wParam,int lParam);
+
-// #import "my_expert.dll"
+
-//   int      ExpertRecalculate(int wParam,int lParam);
+      for(int i = cnt-1; i>=0; i--)
-// #import
+        {
-//+------------------------------------------------------------------+
+         ulong ticket = OrderGetTicket(i);
-//| EX5 imports                                                      |
+         if(OrderSelect(ticket))
-//+------------------------------------------------------------------+
+           {
-// #import "stdlib.ex5"
+
-//   string ErrorDescription(int error_code);
+            result   &= trade.OrderDelete(ticket);
-// #import
+           }
+         else
+           {
+            result   =  false;
+           }
+        }
+     }
+   return(result);
+  }
 //+------------------------------------------------------------------+

Include/Nkanven/GDea/LotSizeCal.mqh

@@ -5,23 +5,53 @@
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2021, Nkondog Anselme Venceslas"
 #property link      "https://www.mql5.com"
-//+------------------------------------------------------------------+
+
-//| defines                                                          |
+
-//+------------------------------------------------------------------+
+//Lot Size Calculator
-// #define MacrosHello   "Hello, world!"
+void LotSizeCalculate(double SL=0)
-// #define MacrosYear    2010
+  {
-//+------------------------------------------------------------------+
+//If the position size is dynamic
-//| DLL imports                                                      |
+   if(InpRiskDefaultSize==RISK_DEFAULT_AUTO)
-//+------------------------------------------------------------------+
+     {
-// #import "user32.dll"
+      //If the stop loss is not zero then calculate the lot size
-//   int      SendMessageA(int hWnd,int Msg,int wParam,int lParam);
+      if(SL!=0)
-// #import "my_expert.dll"
+        {
-//   int      ExpertRecalculate(int wParam,int lParam);
+         double RiskBaseAmount=0;
-// #import
+         double RiskBase=0;
-//+------------------------------------------------------------------+
+         
-//| EX5 imports                                                      |
+         //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);
-// #import "stdlib.ex5"
+         //Define the base for the risk calculation depending on the parameter chosen
-//   string ErrorDescription(int error_code);
+         if(RiskBase==RISK_BASE_BALANCE)
-// #import
+            RiskBaseAmount=AccountInfoDouble(ACCOUNT_BALANCE);
-//+------------------------------------------------------------------+
+         if(RiskBase==RISK_BASE_EQUITY)
+            RiskBaseAmount=AccountInfoDouble(ACCOUNT_EQUITY);
+         if(RiskBase==RISK_BASE_FREEMARGIN)
+            RiskBaseAmount=AccountInfoDouble(ACCOUNT_FREEMARGIN);
+
+         //Calculate the Position Size
+         LotSize=((RiskBaseAmount*InpMaxRiskPerTrade/100)/(SL*TickValue));
+        }
+      //If the stop loss is zero then the lot size is the default one
+      if(SL==0)
+        {
+         LotSize=InpDefaultLotSize;
+        }
+     }
+//Normalize the Lot Size to satisfy the allowed lot increment and minimum and maximum position size
+   LotSize=MathFloor(LotSize/SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_STEP))*SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_STEP);
+
+//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);
+   }
+  }

Include/Nkanven/GDea/Parameters.mqh

@@ -10,8 +10,7 @@
 enum ENUM_SIGNAL_ENTRY
   {
    SIGNAL_ENTRY_NEUTRAL=0,    //SIGNAL ENTRY NEUTRAL
-   SIGNAL_ENTRY_BUY=1,        //SIGNAL ENTRY BUY
+   SIGNAL_ENTRY_ENTER=1,        //SIGNAL PENDING BUY/SELL
-   SIGNAL_ENTRY_SELL=-1,      //SIGNAL ENTRY SELL
   };
 
 //Enumerative for the exit signal value
@@ -115,7 +114,7 @@ input ENUM_RISK_BASE InpRiskBase=RISK_BASE_BALANCE;                     //Risk B
 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 double InpMaxSpread=10.0;                                         //Maximum Spread Allowed
+input int InpMaxSpread=20;                                         //Maximum Spread Allowed
 input int InpSlippage=5;                                                //Maximum Slippage Allowed in points
 input ENUM_MODE_SL InpStopLossMode=SL_AUTO;                            //Stop Loss Mode
 input int InpDefaultStopLoss=0;                                         //Default Stop Loss In Points (0=No Stop Loss)
@@ -150,7 +149,6 @@ input string InpTradingHourEnd="23";                      //Trading End Hour (Br
 input string InpTradingStartMin="30";                     //Trading Start minute (Broker Server Hour)
 input string InpTradingEndMin="00";                       //Trading End minute
 
-bool IsOperatingHours=false;
 bool gIsNewCandle=false;
 bool gIsTradedThisBar=false;
 bool gIsOperatingHours=false;
@@ -163,10 +161,19 @@ int gTickValue=0;
 int gTotalOpenBuy=0;
 int gTotalOpenSell=0;
 int gTotalOpenOrders=0;
+int gOrderOpRetry=5;
+double gBuyStopLossPrice;
+double gSellStopLossPrice;
+double gBuyEntryPrice;
+double gSellEntryPrice;
+
 string gSymbol = Symbol();
 
 datetime gLastBarTraded=NULL;
 
+double gFsma, gSsma;
+double LotSize=0;
+
 MqlTick last_tick;
 MqlDateTime dt;
 

Include/Nkanven/MAGrid/CheckHistory.mqh

@@ -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
+//+------------------------------------------------------------------+

Include/Nkanven/MAGrid/ClosePositions.mqh

@@ -0,0 +1,38 @@
+//+------------------------------------------------------------------+
+//|                                               ClosePositions.mqh |
+//|                        Copyright 2021, Nkondog Anselme Venceslas |
+//|                                             https://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
+#property link      "https://www.mql5.com"
+
+CTrade trade;
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool OrderClose()
+  {
+   bool  result   =  true;
+   int   cnt      =  OrdersTotal();
+   if(cnt == 1)
+     {
+
+
+      for(int i = cnt-1; i>=0; i--)
+        {
+         ulong ticket = OrderGetTicket(i);
+         if(OrderSelect(ticket))
+           {
+
+            result   &= trade.OrderDelete(ticket);
+           }
+         else
+           {
+            result   =  false;
+           }
+        }
+     }
+   return(result);
+  }
+//+------------------------------------------------------------------+

Include/Nkanven/MAGrid/LotSizeCal.mqh

@@ -0,0 +1,57 @@
+//+------------------------------------------------------------------+
+//|                                                   LotSizeCal.mqh |
+//|                        Copyright 2021, Nkondog Anselme Venceslas |
+//|                                             https://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
+#property link      "https://www.mql5.com"
+
+
+//Lot Size Calculator
+void LotSizeCalculate(double SL=0)
+  {
+//If the position size is dynamic
+   if(InpRiskDefaultSize==RISK_DEFAULT_AUTO)
+     {
+      //If the stop loss is not zero then calculate the lot size
+      if(SL!=0)
+        {
+         double RiskBaseAmount=0;
+         double RiskBase=0;
+         
+         //TickValue is the value of the individual price increment for 1 lot of the instrument, expressed in the account currenty
+         double TickValue=SymbolInfoDouble(gSymbol,SYMBOL_TRADE_TICK_VALUE);
+         //Define the base for the risk calculation depending on the parameter chosen
+         if(RiskBase==RISK_BASE_BALANCE)
+            RiskBaseAmount=AccountInfoDouble(ACCOUNT_BALANCE);
+         if(RiskBase==RISK_BASE_EQUITY)
+            RiskBaseAmount=AccountInfoDouble(ACCOUNT_EQUITY);
+         if(RiskBase==RISK_BASE_FREEMARGIN)
+            RiskBaseAmount=AccountInfoDouble(ACCOUNT_FREEMARGIN);
+
+         //Calculate the Position Size
+         LotSize=((RiskBaseAmount*InpMaxRiskPerTrade/100)/(SL*TickValue));
+        }
+      //If the stop loss is zero then the lot size is the default one
+      if(SL==0)
+        {
+         LotSize=InpDefaultLotSize;
+        }
+     }
+//Normalize the Lot Size to satisfy the allowed lot increment and minimum and maximum position size
+   LotSize=MathFloor(LotSize/SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_STEP))*SymbolInfoDouble(gSymbol,SYMBOL_VOLUME_STEP);
+
+//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);
+   }
+  }

Include/Nkanven/MAGrid/Parameters.mqh

@@ -0,0 +1,184 @@
+//+------------------------------------------------------------------+
+//|                                                   Parameters.mqh |
+//|                        Copyright 2021, Nkondog Anselme Venceslas |
+//|                                             https://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
+#property link      "https://www.mql5.com"
+
+//Enumerative for the entry signal value
+enum ENUM_SIGNAL_ENTRY
+  {
+   SIGNAL_ENTRY_NEUTRAL=0,    //SIGNAL ENTRY NEUTRAL
+   SIGNAL_ENTRY_ENTER=1,        //SIGNAL PENDING BUY/SELL
+  };
+
+//Enumerative for the exit signal value
+enum ENUM_SIGNAL_EXIT
+  {
+   SIGNAL_EXIT_NEUTRAL=0,     //SIGNAL EXIT NEUTRAL
+   SIGNAL_EXIT_BUY=1,         //SIGNAL EXIT BUY
+   SIGNAL_EXIT_SELL=-1,       //SIGNAL EXIT SELL
+   SIGNAL_EXIT_ALL=2,         //SIGNAL EXIT ALL
+  };
+
+//Enumerative for the allowed trading direction
+enum ENUM_TRADING_ALLOW_DIRECTION
+  {
+   TRADING_ALLOW_BOTH=0,      //ALLOW BOTH BUY AND SELL
+   TRADING_ALLOW_BUY=1,       //ALLOW BUY ONLY
+   TRADING_ALLOW_SELL=-1,     //ALLOW SELL ONLY
+  };
+
+//Enumerative for the base used for risk calculation
+enum ENUM_RISK_BASE
+  {
+   RISK_BASE_EQUITY=1,        //EQUITY
+   RISK_BASE_BALANCE=2,       //BALANCE
+   RISK_BASE_FREEMARGIN=3,    //FREE MARGIN
+  };
+
+//Enumerative for the default risk size
+enum ENUM_RISK_DEFAULT_SIZE
+  {
+   RISK_DEFAULT_FIXED=1,      //FIXED SIZE
+   RISK_DEFAULT_AUTO=2,       //AUTOMATIC SIZE BASED ON RISK
+  };
+
+//Enumerative for the Stop Loss mode
+enum ENUM_MODE_SL
+  {
+   SL_FIXED=0,                //FIXED STOP LOSS
+   SL_AUTO=1,                 //AUTOMATIC STOP LOSS
+  };
+
+//Enumerative for the Take Profit Mode
+enum ENUM_MODE_TP
+  {
+   TP_FIXED=0,                //FIXED TAKE PROFIT
+   TP_AUTO=1,                 //AUTOMATIC TAKE PROFIT
+  };
+
+//Enumerative for the stop loss calculation
+enum ENUM_MODE_SL_BY
+  {
+   SL_BY_POINTS=0,            //STOP LOSS PASSED IN POINTS
+   SL_BY_PRICE=1,             //STOP LOSS PASSED BY PRICE
+  };
+
+//Enumerative for candle type
+enum ENUM_CANDLE_TYPE
+  {
+   NEUTRAL_CANDLE=0,
+   BEARISH_CANDLE=1,
+   BULLISH_CANDLE=2,
+  };
+
+//Enumerative for price momentum
+enum  ENUM_PRICE_MOMENTUM
+  {
+   UP=2,
+   DOWN=1,
+   NEUTRAL=0,
+  };
+
+struct LastTransaction
+  {
+   string            time;
+   int               type;
+   double            profit;
+  } lt;
+
+//
+//	Input Section
+//
+//	Fast moving average
+input	int	InpFastPeriods								=	10;	//	Fast periods
+input	ENUM_MA_METHOD	InpFastMethod					=	MODE_SMA;	//	Fast method
+input	ENUM_APPLIED_PRICE	InpFastAppliedPrice	=	PRICE_CLOSE;	// Fast price
+
+//	Slow moving average
+input	int	InpSlowPeriods								=	20;	//	Slow periods
+input	ENUM_MA_METHOD	InpSlowMethod					=	MODE_SMA;	//	Slow method
+input	ENUM_APPLIED_PRICE	InpSlowAppliedPrice	=	PRICE_CLOSE;	// Slow price
+
+input int   InpAtrPeriod                        = 14;    // ATR period
+//	Bar numbers for comparison
+//input	int	InpBar2									=	2;	   //	Base bar number
+//input	int	InpBar1									=	1;	   //	Crossover bar number
+
+input string Comment_0="==========";                                 //Risk Management Settings
+input ENUM_RISK_DEFAULT_SIZE InpRiskDefaultSize=RISK_DEFAULT_AUTO;      //Position Size Mode
+input double InpDefaultLotSize=1;                                       //Position Size (if fixed or if no stop loss defined)
+input ENUM_RISK_BASE InpRiskBase=RISK_BASE_BALANCE;                     //Risk Base
+input double InpMaxRiskPerTrade=0.5;                                    //Percentage To Risk Each Trade
+input double InpMinLotSize=0.01;                                        //Minimum Position Size Allowed
+input double InpMaxLotSize=100;                                         //Maximum Position Size Allowed
+input int InpMaxSpread=20;                                         //Maximum Spread Allowed
+input int InpSlippage=5;                                                //Maximum Slippage Allowed in points
+input ENUM_MODE_SL InpStopLossMode=SL_AUTO;                            //Stop Loss Mode
+input int InpDefaultStopLoss=0;                                         //Default Stop Loss In Points (0=No Stop Loss)
+input int InpMinStopLoss=0;                                             //Minimum Allowed Stop Loss In Points
+input int InpMaxStopLoss=5000;                                          //Maximum Allowed Stop Loss In Points
+input bool InpAtrStopLoss=false;                                        //Set Stop loss based on ATR
+input int 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
+
+// Trading time
+input int  InStartHour                          =  12;    // Trading starting hour
+input int  InStartMin                           =  30;    // Trading starting minute
+input int  InEndHour                            =  12;    // Trading starting hour
+input int  InEndMin                             =  30;    // Trading starting minute
+
+//
+//	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
+
+double gLotSize=InpDefaultLotSize;
+int gTickValue=0;
+
+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();
+
+datetime gLastBarTraded=NULL;
+
+double gMa;
+double LotSize=0;
+
+MqlTick last_tick;
+MqlDateTime dt;
+
+ENUM_SIGNAL_ENTRY gSignalEntry=SIGNAL_ENTRY_NEUTRAL;      //Entry signal variable
+ENUM_SIGNAL_EXIT gSignalExit=SIGNAL_EXIT_NEUTRAL;

Include/Nkanven/MAGrid/Prechecks.mqh

@@ -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;
+     }
+  }

Include/Nkanven/MAGrid/ScanPositions.mqh

@@ -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++;
+
+      //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;
+  }

Include/Nkanven/MAGrid/TradeManager.mqh

@@ -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
+//+------------------------------------------------------------------+

Include/Nkanven/MAGrid/TradingHour.mqh

@@ -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;
+     }
+  }
+//+------------------------------------------------------------------+