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https://github.com/rithsila/MT5-EA-Sniper-Strategy.git
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Organize project in different folders
This commit is contained in:
Nkondog A. Venceslas
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/*
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SignalCombination.mqh
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For framework version 1.0
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Copyright 2013-2020, Orchard Forex
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https://www.orchardforex.com
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*/
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#include "../../Framework.mqh"
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class CSignalCombination : public CSignalBase {
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private:
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protected: // member variables
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CSignalBase *mSignals[];
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public: // constructors
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CSignalCombination(string symbol, ENUM_TIMEFRAMES timeframe)
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: CSignalBase(symbol, timeframe)
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{ Init(); }
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CSignalCombination()
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: CSignalBase()
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{ Init(); }
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~CSignalCombination() { }
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int Init();
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public:
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virtual void AddSignal(CSignalBase *signal);
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virtual void UpdateSignal();
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};
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int CSignalCombination::Init() {
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if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
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ArrayResize(mSignals, 0);
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return(INIT_SUCCEEDED);
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}
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void CSignalCombination::UpdateSignal() {
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int index = ArraySize(mSignals);
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if (index<=0) {
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mEntrySignal = OFX_SIGNAL_NONE;
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mExitSignal = OFX_SIGNAL_NONE;
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} else {
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mSignals[0].UpdateSignal();
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mEntrySignal = mSignals[0].EntrySignal();
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mExitSignal = mSignals[0].ExitSignal();
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for (int i = 1; i<index; i++) {
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mSignals[i].UpdateSignal();
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if (mSignals[i].EntrySignal()!=mEntrySignal) mEntrySignal = OFX_SIGNAL_NONE;
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if (mSignals[i].ExitSignal()!=mExitSignal) mExitSignal = OFX_SIGNAL_NONE;
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}
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}
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return;
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}
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void CSignalCombination::AddSignal(CSignalBase *signal) {
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int index = ArraySize(mSignals);
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ArrayResize(mSignals, index+1);
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mSignals[index] = signal;
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}
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@@ -0,0 +1,78 @@
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/*
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SignalCrossover.mqh
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For framework version 1.0
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Copyright 2013-2020, Orchard Forex
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https://www.orchardforex.com
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*/
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#include "../../Framework.mqh"
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class CSignalCrossover : public CSignalBase {
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private:
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protected: // member variables
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int mIndex1;
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int mIndex2;
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public: // constructors
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CSignalCrossover(string symbol, ENUM_TIMEFRAMES timeframe,
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int index1=1, int index2=2)
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: CSignalBase(symbol, timeframe)
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{ Init(index1, index2); }
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CSignalCrossover(int index1=1, int index2=2)
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: CSignalBase()
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{ Init(index1, index2); }
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~CSignalCrossover() { }
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int Init(int index1, int index2);
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public:
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virtual void UpdateSignal();
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};
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int CSignalCrossover::Init(int index1, int index2) {
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if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
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mIndex1 = index1;
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mIndex2 = index2;
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return(INIT_SUCCEEDED);
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}
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void CSignalCrossover::UpdateSignal() {
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double fast1 = GetIndicatorData(0, mIndex1);
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double fast2 = GetIndicatorData(0, mIndex2);
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double slow1 = GetIndicatorData(1, mIndex1);
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double slow2 = GetIndicatorData(1, mIndex2);
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// There is a less common condition where the fast
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// indicator touches the slow indicator and then
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// reverses. With the conditions below this would
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// appear like a cross.
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if ( (fast1>slow1) && !(fast2>slow2) ) { // Crossed up
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mEntrySignal = OFX_SIGNAL_BUY;
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mExitSignal = OFX_SIGNAL_SELL;
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} else
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if ( (fast1<slow1) && !(fast2<slow2) ) { // Crossed down
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mEntrySignal = OFX_SIGNAL_SELL;
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mExitSignal = OFX_SIGNAL_BUY;
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} else {
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mEntrySignal = OFX_SIGNAL_NONE;
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mExitSignal = OFX_SIGNAL_NONE;
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}
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return;
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}
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@@ -0,0 +1,209 @@
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//+------------------------------------------------------------------+
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//| SignalGrid.mqh |
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//| Copyright 2021, Nkondog Anselme Venceslas |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
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#property link "https://www.mql5.com"
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// Next line assumes this file is located in .../Frameworks/Extensions/someFolder
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#include "../../GridFramework.mqh"
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CSignalGrid : public CSignalBase
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{
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private:
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protected: // member variables
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// Place any required member variables here
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int m_magic;
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double lastBuyOrderPrice;
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double lastSellOrderPrice;
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double openedBuyPositionPrice;
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double openedSellPositionPrice;
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public: // constructors
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// Add any required constructor arguments
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// e.g. CSignalXYZ(int periods, double multiplier)
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CSignalGrid()
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: CSignalBase()
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{ Init(); }
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// Same constructor with symbol and timeframe added
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CSignalGrid(string symbol, ENUM_TIMEFRAMES timeframe)
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: CSignalBase(symbol, timeframe)
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{ Init(); }
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~CSignalGrid() { }
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// Include all arguments to match the constructor
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int Init();
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public:
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// Add this line to override the same function from the parent class
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virtual void UpdateSignal();
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virtual void setMmagic(int magic) {m_magic = magic;}
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virtual double getLastBuyOrderPrice() {return lastBuyOrderPrice;}
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virtual double getLastSellOrderPrice() {return lastSellOrderPrice;}
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virtual double getOpenedBuyPositionPrice() {return openedBuyPositionPrice;}
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virtual double getOpenedSellPositionPrice() {return openedSellPositionPrice;}
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int CSignalGrid::Init()
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{
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// Checks if init has been set to fail by any parent class already
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if(InitResult()!=INIT_SUCCEEDED)
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return(InitResult());
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// Assign variables and do any other initialisation here
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CSignalGrid::UpdateSignal()
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{
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// Just gather data from the indicators and
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// decide on a trade direction
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// This is the trade decision logic
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//CSignalBase signal = new CSignalBase();
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// Check the account balance equity for profit
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int pCountBuy = 0, pCountSell = 0, oCountBuy = 0, oCountSell = 0, totalBuy = 0, totalSell = 0, realTotalBuy = 0, realTotalSell = 0;
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int realOCountBuy = 0, realOCountSell = 0;
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ulong ticket;
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SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_NONE);
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//If there're many positions and account balance is negative
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if(PositionsTotal() > 0)
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{
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//Count the opened positions by type
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int cntP = PositionsTotal();
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for(int i = cntP-1; i>=0; i--)
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{
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ticket = PositionGetTicket(i);
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if(PositionSelectByTicket(ticket))
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{
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if(PositionGetString(POSITION_SYMBOL)==mSymbol && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY
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&& PositionGetInteger(POSITION_MAGIC)==m_magic)
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{
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openedBuyPositionPrice = PositionGetDouble(POSITION_PRICE_OPEN);
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pCountBuy += 1;
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}
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if(PositionGetString(POSITION_SYMBOL)==mSymbol && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL
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&& PositionGetInteger(POSITION_MAGIC)==m_magic)
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{
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openedSellPositionPrice = PositionGetDouble(POSITION_PRICE_OPEN);
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pCountSell += 1;
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}
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}
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else
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{
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Print(GetLastError());
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}
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}
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}
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//Count the orders by type
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int cntO = OrdersTotal();
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for(int i = cntO-1; i>=0; i--)
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{
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ticket = OrderGetTicket(i);
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if(OrderSelect(ticket))
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{
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if(OrderGetString(ORDER_SYMBOL)==mSymbol && OrderGetInteger(ORDER_TYPE)==ORDER_TYPE_BUY_STOP
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&& OrderGetInteger(ORDER_MAGIC)==m_magic)
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{
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oCountBuy += 1;
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lastBuyOrderPrice = OrderGetDouble(ORDER_PRICE_OPEN);
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}
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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);
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if(OrderGetString(ORDER_SYMBOL)==mSymbol && OrderGetInteger(ORDER_TYPE)==ORDER_TYPE_SELL_STOP
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&& OrderGetInteger(ORDER_MAGIC)==m_magic)
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{
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oCountSell += 1;
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lastSellOrderPrice = OrderGetDouble(ORDER_PRICE_OPEN);
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}
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}
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else
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{
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Print("Last error code ", GetLastError());
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}
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}
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double floatingProfitPercent = ((AccountInfoDouble(ACCOUNT_EQUITY) - AccountInfoDouble(ACCOUNT_BALANCE))*100)/AccountInfoDouble(ACCOUNT_BALANCE);
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// Check if profit is at least the mMaxRiskPerTrade
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//The number of buy pending order should be twice the opened sell positions; and vice versa
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realOCountBuy = pCountSell+1;
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realOCountSell = pCountBuy+1;
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totalBuy = pCountBuy+oCountBuy;
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totalSell = pCountSell+oCountSell;
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realTotalBuy = pCountSell+1;
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realTotalSell = pCountBuy+1;
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Print("Signal conditions ........................................................................");
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if(OrdersTotal() == 0 && PositionsTotal() == 0)
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{
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SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_BOTH);
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Print("1 - Open both position");
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}
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else
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{
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//If there's only one pending order left, close it.
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if(OrdersTotal() >= 1 && PositionsTotal() == 0)
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{
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SetSignal(OFX_EXIT_SIGNAL, OFX_SIGNAL_ALL);
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Print("2 - Exit if no opened position");
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}
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else
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{
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//When there are multiple positions, check is the account is making enough profit
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if(floatingProfitPercent > mMaxRiskPerTrade)
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{
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SetSignal(OFX_EXIT_SIGNAL, OFX_SIGNAL_ALL);
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Print("3 - Exit on profit target");
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}
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else
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{
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Print("realTotalSell ", realTotalSell, " > ", " totalSell ", totalSell," && ", " pCountBuy ",pCountBuy," > 0");
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if(realTotalSell > totalSell && pCountBuy > 0)
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{
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SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_SELL);
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Print("4 - Sell order (", oCountSell, ") is less than it should be (", realOCountSell, ")");
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}
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else
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{
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if(realTotalBuy > totalBuy && pCountSell > 0)
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{
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SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_BUY);
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//mEntrySignals[0].SetSignal(OFX_ENTRY_SIGNAL, OFX_SIGNAL_BUY);
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Print("5 - Buy order (", oCountBuy, ") is less than it should be (", realOCountBuy, ")");
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}
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}
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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@@ -0,0 +1,68 @@
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/*
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SignalTemplate.mqh
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Updated as of framework version 2.02
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Copyright 2013-2020, Orchard Forex
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https://www.orchardforex.com
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*/
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// Next line assumes this file is located in .../Frameworks/Extensions/someFolder
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#include "../../Framework.mqh"
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class CSignalTemplate : public CSignalBase {
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private:
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protected: // member variables
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// Place any required member variables here
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public: // constructors
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// Add any required constructor arguments
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// e.g. CSignalXYZ(int periods, double multiplier)
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CSignalTemplate()
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: CSignalBase()
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{ Init(); }
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// Same constructor with symbol and timeframe added
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CSignalTemplate(string symbol, ENUM_TIMEFRAMES timeframe)
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: CSignalBase(symbol, timeframe)
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{ Init(); }
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~CSignalTemplate() { }
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// Include all arguments to match the constructor
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int Init();
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public:
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// Add this line to override the same function from the parent class
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virtual void UpdateSignal();
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};
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int CSignalTemplate::Init() {
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// Checks if init has been set to fail by any parent class already
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if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
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// Assign variables and do any other initialisation here
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return(INIT_SUCCEEDED);
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}
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void CSignalTemplate::UpdateSignal() {
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// Just gather data from the indicators and
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// decide on a trade direction
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// This is the trade decision logic
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mExitSignal = OFX_SIGNAL_NONE; // This strategy has no exit signal
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// Just set the buy or sell signals now
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return;
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}
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