Initial commit on Challenger bot

This commit is contained in:
Nkondog Anselme
2022-03-10 20:06:09 +01:00
parent 67580bef2b
commit 8fef962788
11 changed files with 603 additions and 0 deletions
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//+------------------------------------------------------------------+
//| 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");
}
}
}
}
//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
//| 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 +1,137 @@
//+------------------------------------------------------------------+
//| 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
};
//Enumerative for trading time
enum ENUM_MODE_TRADING_TIME
{
DAY_TRADING=0, //Day trade
NIGHT_TRADING=1, //Night trade
DAY_NIGHT_TRADING=2, //Both day & night trade
ALL_DAY_TRADING=3, //Round the clock
};
//Enumerative for trading time
enum ENUM_MODE_TRADE_SIGNAL
{
BUY_SIGNAL=0, //Buy trade
SELL_SIGNAL=1, //Sell trade
NO_SIGNAL=2, //No trade
};
struct LastTransaction
{
string time;
int type;
double profit;
} lt;
//
// Input Section
//
input string Comment_0="=========="; //Risk Management Settings
input double InpVolume = 0.01; //Default order size
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=1; //Maximum Slippage Allowed in points
input ENUM_MODE_SL InpStopLossMode=SL_FIXED; //Stop Loss Mode
input int InpDefaultStopLoss=200; //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 ENUM_MODE_TP InpTakeProfitMode=TP_FIXED; //Take Profit Mode
input int InpDefaultTakeProfit=60; //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 string Comment_1="========="; //Indicators setting
// Moving average
input int InpPeriods = 21; //Fast periods
input ENUM_MA_METHOD InpMethod = MODE_SMA; //Fast method
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; //Fast price
// Average True Range
input int InpAtrPeriod = 14; //ATR period
input int InpAtrMultiplier = 3; //ATR multiplier
input string Comment_2="=========="; //Trading Hours Settings
input bool InpUseTradingHours=false; //Limit Trading Hours
input ENUM_MODE_TRADING_TIME InpTradingPeriods=ALL_DAY_TRADING; //Select trading periods
input int InpDayTradingHourStart=7; //Day Trading Start Hour (Broker Server Hour)
input int InpDayTradingHourEnd=21; //Day Trading End Hour (Broker Server Hour)
input int InpNightTradingHourStart=1; //Night Trading Start Hour (Broker Server Hour)
input int InpNightTradingHourEnd=5; //Night Trading End Hour (Broker Server Hour)
input string InpComment = __FILE__; //Default trade comment
input int InpMagicNumber = 198901; //Magic Number
string gSymbol = Symbol();
double gAtr, gMa;
int gTotalSellPositions, gTotalBuyPositions, gTotalPositions;
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;
int gTickValue=0;
long Spread = SymbolInfoInteger(gSymbol,SYMBOL_SPREAD) / 100; //Check the impact. It's originally a double
int gOrderOpRetry = 10;
double LotSize=0;
MqlTick last_tick;
MqlDateTime dt;
ENUM_MODE_TRADE_SIGNAL gSignalEntry = NO_SIGNAL;
@@ -0,0 +1,79 @@
//+------------------------------------------------------------------+
//| 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
if(!MQLInfoInteger(MQL_TRADE_ALLOWED))
{
gIsPreChecksOk=false;
Print("Live Trading is not enabled, please enable it in Metatrader and chart settings");
return;
}
//Trading period verification
if(!gIsOperatingHours)
{
gIsPreChecksOk=false;
Print("Out of trading hours");
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;
}
//Spread is acceptable
long SpreadCurr=(int)Spread;
Print("Spread ", Spread);
if(SpreadCurr>InpMaxSpread)
{
gIsPreChecksOk=false;
Print("Spread is higher than Max acceptable spread");
return;
}
}
//+------------------------------------------------------------------+
@@ -0,0 +1,45 @@
//+------------------------------------------------------------------+
//| 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
void ScanPositions()
{
//Scan all the orders, retrieving some of the details
gTotalPositions = PositionsTotal();
gTotalBuyPositions = 0;
gTotalSellPositions = 0;
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;
}
//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));
}
Print("Total positions ", gTotalPositions, " - Total buys ", gTotalBuyPositions, " - Total sells ", gTotalSellPositions);
}
@@ -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 +1,62 @@
//+------------------------------------------------------------------+
//| 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()
{
bool day_trading = false, night_trading = false;
gIsOperatingHours=false;
//If we are not using operating hours then IsOperatingHours is true and I skip the other checks
if(!InpUseTradingHours || InpTradingPeriods == ALL_DAY_TRADING)
{
gIsOperatingHours=true;
Print("Round clock trading");
return;
}
if(InpTradingPeriods == DAY_TRADING)
{
Print("dt.hour ", dt.hour," >= InpDayTradingHourStart ", InpDayTradingHourStart ," ", dt.hour >= InpDayTradingHourStart);
Print("dt.hour ", dt.hour," <= InpDayTradingHourEnd ", InpDayTradingHourEnd ," ", dt.hour <= InpDayTradingHourEnd);
//Check day trading hours
if(dt.hour >= InpDayTradingHourStart && dt.hour <= InpDayTradingHourEnd)
{
day_trading = true;
gIsOperatingHours=true;
Print("Day period trading");
return;
}
}
Print("InpTradingPeriods == NIGHT_TRADING ", InpTradingPeriods == NIGHT_TRADING);
if(InpTradingPeriods == NIGHT_TRADING)
{
//Check night trading hours
if(dt.hour >= InpNightTradingHourStart && dt.hour <= InpNightTradingHourEnd)
{
night_trading = true;
gIsOperatingHours=true;
Print("Night period trading");
return;
}
}
if(InpTradingPeriods == DAY_NIGHT_TRADING)
{
//Check night trading hours
if(day_trading || night_trading)
{
gIsOperatingHours=true;
Print("Day and night periods trading");
return;
}
}
}
//+------------------------------------------------------------------+