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Correct invalid stop error on second trade row

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This commit is contained in:
Nkondog Anselme
2021-11-15 21:32:23 +01:00
parent 674ea18ee4
commit c5f9fe21e4
5 changed files with 140 additions and 65 deletions
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Experts/Nkanven/Framework EA/Grid/GridEA.ex5
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Experts/Nkanven/Framework EA/Grid/GridEA.mq5
+8 -8
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@@ -99,21 +99,21 @@ int OnInit()
//
// Set up the signals
//
EntrySignal = new CSignalGrid();
EntrySignal.SetMaxRiskPerTrade(InpMaxRiskPerTrade);
EntrySignal.setMmagic(InpMagicNumber);
//EntrySignal = new CSignalGrid();
//EntrySignal.SetMaxRiskPerTrade(InpMaxRiskPerTrade);
//EntrySignal.setMmagic(InpMagicNumber);
//EntrySignal.AddIndicator(Indicator1, 0);
ExitSignal = new CSignalGrid();
ExitSignal.SetMaxRiskPerTrade(InpMaxRiskPerTrade);
ExitSignal.setMmagic(InpMagicNumber);
//ExitSignal = new CSignalGrid();
//ExitSignal.SetMaxRiskPerTrade(InpMaxRiskPerTrade);
//ExitSignal.setMmagic(InpMagicNumber);
//ExitSignal.AddIndicator(Indicator1, 0);
//
// Add the signals to the expert
//
Expert.AddEntrySignal(EntrySignal);
Expert.AddExitSignal(ExitSignal);
//Expert.AddEntrySignal(EntrySignal);
//Expert.AddExitSignal(ExitSignal);
//
// If using fixed tp and sl set them here in points
Experts/Nkanven/GridEA.ex5
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Include/Nkanven/Frameworks/Extensions/Signals/SignalGrid.mqh
+3
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@@ -125,6 +125,7 @@ void CSignalGrid::UpdateSignal()
for(int i = cntO-1; i>=0; i--)
{
ticket = OrderGetTicket(i);
if(OrderSelect(ticket))
{
@@ -160,6 +161,8 @@ void CSignalGrid::UpdateSignal()
realTotalBuy = pCountSell+1;
realTotalSell = pCountBuy+1;
Print("Signal conditions ........................................................................");
if(OrdersTotal() == 0 && PositionsTotal() == 0)
{
SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_BOTH);
Include/Nkanven/Frameworks/GridEA/ExpertBase.mqh
+129 -57
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@@ -32,28 +32,35 @@ 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_OFX_SIGNAL_TYPE
{
NAV_ENTRY_SIGNAL,
NAV_EXIT_SIGNAL
OFX_ENTRY_SIGNAL,
OFX_EXIT_SIGNAL
};
ENUM_NAV_SIGNAL_TYPE signalType;
ENUM_OFX_SIGNAL_TYPE signalType;
enum ENUM_NAV_SIGNAL_DIRECTION
enum ENUM_OFX_SIGNAL_DIRECTION
{
NAV_SIGNAL_NONE = 0,
NAV_SIGNAL_BUY = 1,
NAV_SIGNAL_SELL = 2,
NAV_SIGNAL_BOTH = 3,
NAV_SIGNAL_ALL = 4
};*/
OFX_SIGNAL_NONE = 0,
OFX_SIGNAL_BUY = 1,
OFX_SIGNAL_SELL = 2,
OFX_SIGNAL_BOTH = 3,
OFX_SIGNAL_ALL = 4
};
//ENUM_NAV_SIGNAL_DIRECTION signalDirection;
ENUM_OFX_SIGNAL_DIRECTION entrySignal;
ENUM_OFX_SIGNAL_DIRECTION exitSignal;
datetime mLastBarTime;
datetime mBarTime;
@@ -185,6 +192,11 @@ public: // Functions
virtual ENUM_OFX_SIGNAL_DIRECTION GetCurrentSignal(CSignalGrid* &signals[],
ENUM_OFX_SIGNAL_TYPE signalType);
virtual double getLastBuyOrderPrice() {return lastBuyOrderPrice;}
virtual double getLastSellOrderPrice() {return lastSellOrderPrice;}
virtual double getOpenedBuyPositionPrice() {return openedBuyPositionPrice;}
virtual double getOpenedSellPositionPrice() {return openedSellPositionPrice;}
};
//+------------------------------------------------------------------+
@@ -266,7 +278,7 @@ void CExpertBase::OnTick(void)
bool firstTime = (mLastBarTime==0);
bool newBar = (mBarTime!=mLastBarTime);
//TradeWatcher();
TradeWatcher();
if(LoopMain(newBar, firstTime))
{
mLastBarTime = mBarTime;
@@ -295,8 +307,8 @@ bool CExpertBase::LoopMain(bool newBar,bool firstTime)
// Update the signals
//
////Changed
ENUM_OFX_SIGNAL_DIRECTION entrySignal = GetCurrentSignal(mEntrySignals, OFX_ENTRY_SIGNAL);
ENUM_OFX_SIGNAL_DIRECTION exitSignal = GetCurrentSignal(mExitSignals, OFX_EXIT_SIGNAL);
/* ENUM_OFX_SIGNAL_DIRECTION entrySignal = GetCurrentSignal(mEntrySignals, OFX_ENTRY_SIGNAL);
ENUM_OFX_SIGNAL_DIRECTION exitSignal = GetCurrentSignal(mExitSignals, OFX_EXIT_SIGNAL);****/
Print("entrySignal ", entrySignal);
@@ -306,52 +318,81 @@ bool CExpertBase::LoopMain(bool newBar,bool firstTime)
//
MqlTradeRequest request = {}; // Just initialising
double sellPrice, SLPoints=0;
double sellPrice, buyPrice, SLPoints=0;
int GripPips = mGridGap;
double TakeProfitPoint = GripPips*_Point;
LotSize(GripPips);
double TakeProfitPoint = GripPips*_Point;
long offset = SymbolInfoInteger(mSymbol, SYMBOL_TRADE_STOPS_LEVEL);
Print("Offset levelt ", offset, " Spread ", SymbolInfoInteger(mSymbol, SYMBOL_SPREAD));
LotSize(GripPips);
double AskPrice = SymbolInfoDouble(mSymbol,SYMBOL_ASK);
double BidPrice = SymbolInfoDouble(mSymbol,SYMBOL_BID);
//GetMarketPrices(ORDER_TYPE_BUY, request);
//GetMarketPrices(ORDER_TYPE_SELL_STOP, request);
sellPrice = BidPrice - TakeProfitPoint;
buyPrice = AskPrice + TakeProfitPoint;
if(entrySignal==OFX_SIGNAL_BOTH)
{
double AskPrice = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
double BidPrice = SymbolInfoDouble(Symbol(),SYMBOL_BID);
request.price = NormalizeDouble(sellPrice, mDigits);
request.sl = NormalizeDouble(sellPrice+TakeProfitPoint, mDigits);
request.tp = NormalizeDouble(sellPrice-TakeProfitPoint, mDigits);
Print("Price ", request.price, " SL ", request.tp, " TP ", request.tp);
GetMarketPrices(ORDER_TYPE_BUY, request);
if(Trade.Buy(mVolume, mSymbol))
if(Trade.SellStop(mVolume, request.price, mSymbol))
{
GetMarketPrices(ORDER_TYPE_SELL_STOP, request);
sellPrice = BidPrice - TakeProfitPoint;
request.price = NormalizeDouble(sellPrice, mDigits);
Trade.SellStop(mVolume, request.price, mSymbol, request.sl, request.tp);
request.tp = NormalizeDouble(AskPrice+TakeProfitPoint, mDigits);
request.price = NormalizeDouble(AskPrice, mDigits);
request.sl = NormalizeDouble(AskPrice-TakeProfitPoint, mDigits);
Print("Buy take profit ", request.tp);
Trade.Buy(mVolume, mSymbol,request.price);
return(true);
}
else
{
Print("Get last error code ", GetLastError());
return(true);
}
}
else
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");
GetMarketPrices(ORDER_TYPE_BUY_STOP, request);
Trade.BuyStop(mVolume, request.price, mSymbol, request.sl, request.tp);
//GetMarketPrices(ORDER_TYPE_BUY_STOP, request);
Print("openedBuyPositionPrice ", openedBuyPositionPrice, " lastBuyOrderPrice ", lastBuyOrderPrice);
buyPrice = (lastBuyOrderPrice != 0.0) ? openedBuyPositionPrice : lastBuyOrderPrice;
request.price = NormalizeDouble(buyPrice, mDigits);
request.sl = NormalizeDouble(buyPrice - TakeProfitPoint, mDigits);
request.tp = NormalizeDouble(buyPrice + TakeProfitPoint, mDigits);
Trade.BuyStop(mVolume, request.price, mSymbol);
return(true);
}
else
if(entrySignal==OFX_SIGNAL_SELL)
{
Print("Trying to open a sell");
GetMarketPrices(ORDER_TYPE_SELL_STOP, request);
Trade.SellStop(mVolume, request.price, mSymbol, request.sl, request.tp);
//GetMarketPrices(ORDER_TYPE_SELL_STOP, request);
Print("openedSellPositionPrice ", openedSellPositionPrice, " lastSellOrderPrice ", lastSellOrderPrice);
sellPrice = (lastSellOrderPrice != 0.0) ? openedSellPositionPrice : lastSellOrderPrice;
request.tp = NormalizeDouble(sellPrice - TakeProfitPoint, mDigits);
request.price = NormalizeDouble(sellPrice, mDigits);
request.sl = NormalizeDouble(sellPrice + TakeProfitPoint, mDigits);
Trade.SellStop(mVolume, request.price, mSymbol);
return(true);
}
if(exitSignal==OFX_SIGNAL_ALL)
{
Trade.OrderCloseAll();
@@ -389,7 +430,7 @@ void CExpertBase::GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &r
if(orderType==ORDER_TYPE_SELL_STOP)
{
sellPrice = mEntrySignals[0].getLastSellOrderPrice()?mEntrySignals[0].getLastSellOrderPrice():mEntrySignals[0].getOpenedSellPositionPrice();
sellPrice = getLastSellOrderPrice()?getLastSellOrderPrice():getOpenedSellPositionPrice();
sellPrice = (sellPrice==0.0)?SymbolInfoDouble(mSymbol, SYMBOL_BID):sellPrice;
request.price = sellPrice-(mGridGap*_Point);
@@ -400,7 +441,7 @@ void CExpertBase::GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &r
if(orderType==ORDER_TYPE_BUY_STOP)
{
buyPrice = mEntrySignals[0].getLastBuyOrderPrice()?mEntrySignals[0].getLastBuyOrderPrice():mEntrySignals[0].getOpenedBuyPositionPrice();
buyPrice = getLastBuyOrderPrice()?getLastBuyOrderPrice():getOpenedBuyPositionPrice();
buyPrice = (buyPrice==0.0)?SymbolInfoDouble(mSymbol, SYMBOL_ASK):buyPrice;
request.price = buyPrice+(mGridGap*_Point);
request.tp = (tp==0.0) ? 0.0 : NormalizeDouble(request.price-tp, mDigits);
@@ -422,7 +463,7 @@ void CExpertBase::AddSignal(CSignalGrid *signal, CSignalGrid* &signals[])
}
////New
ENUM_OFX_SIGNAL_DIRECTION CExpertBase::GetCurrentSignal(CSignalGrid* &signals[],
/*ENUM_OFX_SIGNAL_DIRECTION CExpertBase::GetCurrentSignal(CSignalGrid* &signals[],
ENUM_OFX_SIGNAL_TYPE signalType)
{
@@ -487,7 +528,7 @@ ENUM_OFX_SIGNAL_DIRECTION CExpertBase::GetCurrentSignal(CSignalGrid* &signals[]
return(result);
}
}*/
//+------------------------------------------------------------------+
@@ -594,16 +635,33 @@ void CExpertBase::LotSize(double SL=0)
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
/*
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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 pCountBuy = 0,
pCountSell = 0,
oCountBuy = 0,
oCountSell = 0,
totalBuy = 0,
totalSell = 0,
realTotalBuy = 0,
realTotalSell = 0;
int realOCountBuy, realOCountSell;
lastBuyOrderPrice = 0.0;
lastSellOrderPrice = 0.0;
openedBuyPositionPrice = 0.0;
openedSellPositionPrice = 0.0;
ulong ticket;
entrySignal = OFX_SIGNAL_NONE;
exitSignal = OFX_SIGNAL_NONE;
//If there're many positions and account balance is negative
@@ -639,8 +697,9 @@ 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--)
{
@@ -692,45 +751,58 @@ void CExpertBase::TradeWatcher(void)
if(OrdersTotal() == 0 && PositionsTotal() == 0)
{
signalDirection = OFX_SIGNAL_BOTH;
entrySignal = OFX_SIGNAL_BOTH;
}
else
{
//If there's only one pending order left, close it.
if(OrdersTotal() >= 1 && PositionsTotal() == 0)
{
signalDirection = OFX_SIGNAL_ALL;
exitSignal = 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)
//If there's only one pending order left, close it.
if(OrdersTotal() >= 1 && PositionsTotal() == 0)
{
signalDirection = OFX_SIGNAL_ALL;
Print("Exit on profit target");
exitSignal = OFX_SIGNAL_ALL;
Print("Exit if no opened position");
}
else
{
Print("realTotalSell ", realTotalSell, " <= ", " totalSell ", totalSell ," && ", " pCountBuy ",pCountBuy ," > 0");
if(realTotalSell > totalSell && pCountBuy > 0)
//When there are multiple positions, check is the account is making enough profit
Print("floatingProfitPercent ", floatingProfitPercent, " mMaxRiskPerTrade ", mMaxRiskPerTrade);
if(floatingProfitPercent > mMaxRiskPerTrade)
{
signalType = OFX_ENTRY_SIGNAL;
signalDirection = OFX_SIGNAL_SELL;
Print("Sell order (", oCountSell, ") is less than it should be (", realOCountSell, ")");
exitSignal = OFX_SIGNAL_ALL;
Print("Exit on profit target");
}
else
{
if(realTotalBuy > totalBuy && pCountSell > 0)
Print("realTotalSell ", realTotalSell, " <= ", " totalSell ", totalSell," && ", " pCountBuy ",pCountBuy," > 0");
if(realTotalSell > totalSell && pCountBuy > 0)
{
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, ")");
entrySignal = OFX_SIGNAL_SELL;
Print("Sell order (", oCountSell, ") is less than it should be (", realOCountSell, ")");
}
else
{
if(realTotalBuy > totalBuy && pCountSell > 0)
{
signalType = OFX_ENTRY_SIGNAL;
entrySignal = OFX_SIGNAL_BUY;
//mEntrySignals[0].SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_BUY);
Print("Buy order (", oCountBuy, ") is less than it should be (", realOCountBuy, ")");
}
}
}
}
}
}
}*/
}
//+------------------------------------------------------------------+