mirror of
https://github.com/rithsila/MT5-EA-Sniper-Strategy.git
synced 2026-08-20 22:28:19 +00:00
Organize project in different folders
This commit is contained in:
Nkondog A. Venceslas
@@ -0,0 +1,71 @@
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/*
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CommonBase.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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class CCommonBase {
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private:
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protected: // Members
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int mDigits;
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string mSymbol;
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ENUM_TIMEFRAMES mTimeframe;
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string mInitMessage;
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int mInitResult;
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protected: // Constructors
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//
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// Constructors
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//
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CCommonBase() { Init(_Symbol, (ENUM_TIMEFRAMES)_Period); }
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CCommonBase(string symbol) { Init(symbol, (ENUM_TIMEFRAMES)_Period); }
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CCommonBase(int timeframe) { Init(_Symbol, (ENUM_TIMEFRAMES)timeframe); }
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CCommonBase(ENUM_TIMEFRAMES timeframe) { Init(_Symbol, timeframe); }
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CCommonBase(string symbol, int timeframe) { Init(symbol, (ENUM_TIMEFRAMES)timeframe); }
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CCommonBase(string symbol, ENUM_TIMEFRAMES timeframe) { Init(symbol, timeframe); }
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//
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// Destructors
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//
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~CCommonBase() {};
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int Init(string symbol, ENUM_TIMEFRAMES timeframe);
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protected: // Functions
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int InitError(string initMessage, int initResult)
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{ mInitMessage = initMessage;
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mInitResult = initResult;
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return(initResult); }
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public: // Properties
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int InitResult() { return(mInitResult); }
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string InitMessage() { return(mInitMessage); }
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public: // Functions
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bool TradeAllowed() { return(SymbolInfoInteger(mSymbol, SYMBOL_TRADE_MODE)!=SYMBOL_TRADE_MODE_DISABLED); }
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};
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int CCommonBase::Init(string symbol, ENUM_TIMEFRAMES timeframe) {
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InitError("", INIT_SUCCEEDED);
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mSymbol = symbol;
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mTimeframe = timeframe;
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mDigits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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return(INIT_SUCCEEDED);
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}
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@@ -0,0 +1,193 @@
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/*
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ExpertBase.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 "CommonBase.mqh"
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#include "Signals/SignalBase.mqh"
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#include "Trade/Trade.mqh"
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class CExpertBase : public CCommonBase {
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protected:
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int mMagicNumber;
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string mTradeComment;
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double mVolume;
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datetime mLastBarTime;
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datetime mBarTime;
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CSignalBase *mEntrySignal;
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CSignalBase *mExitSignal;
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CTradeCustom Trade;
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private:
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protected:
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virtual bool LoopMain(bool newBar, bool firstTime);
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protected:
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int Init(int magicNumber, string tradeComment);
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public:
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//
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// Constructors
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//
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CExpertBase() : CCommonBase()
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{ Init(0, ""); }
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CExpertBase(string symbol, int timeframe, int magicNumber, string tradeComment)
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: CCommonBase(symbol, timeframe)
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{ Init(magicNumber, tradeComment); }
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CExpertBase(string symbol, ENUM_TIMEFRAMES timeframe, int magicNumber, string tradeComment)
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: CCommonBase(symbol, timeframe)
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{ Init(magicNumber, tradeComment); }
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CExpertBase(int magicNumber, string tradeComment)
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: CCommonBase()
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{ Init(magicNumber, tradeComment); }
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//
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// Destructors
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//
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~CExpertBase();
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public: // Default properties
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//
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// Assign the default values to the expert
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//
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virtual void SetVolume(double volume) { mVolume = volume; }
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virtual void SetTradeComment(string comment) { mTradeComment = comment; }
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virtual void SetMagic(int magicNumber) { mMagicNumber = magicNumber;
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Trade.SetExpertMagicNumber(magicNumber); }
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public: // Setup
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virtual void AddEntrySignal(CSignalBase *signal) { mEntrySignal=signal; }
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virtual void AddExitSignal(CSignalBase *signal) { mExitSignal=signal; }
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public: // Event handlers
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virtual int OnInit() { return(InitResult()); }
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virtual void OnTick();
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virtual void OnTimer() { return; }
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virtual double OnTester() { return(0.0); }
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virtual void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) {};
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#ifdef __MQL5__
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virtual void OnTrade() { return; }
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virtual void OnTradeTransaction(const MqlTradeTransaction& trans,
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const MqlTradeRequest& request,
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const MqlTradeResult& result)
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{ return; }
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virtual void OnTesterInit() { return; }
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virtual void OnTesterPass() { return; }
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virtual void OnTesterDeinit() { return; }
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virtual void OnBookEvent() { return; }
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#endif
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};
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CExpertBase::~CExpertBase() {
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}
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int CExpertBase::Init(int magicNumber, string tradeComment) {
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if (mInitResult!=INIT_SUCCEEDED) return(mInitResult);
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mTradeComment = tradeComment;
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SetMagic(magicNumber);
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mLastBarTime = 0;
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return(INIT_SUCCEEDED);
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}
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void CExpertBase::OnTick(void) {
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if (!TradeAllowed()) return;
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mBarTime = iTime(mSymbol, mTimeframe, 0);
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bool firstTime = (mLastBarTime==0);
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bool newBar = (mBarTime!=mLastBarTime);
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if (LoopMain(newBar, firstTime)) {
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mLastBarTime = mBarTime;
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}
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return;
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}
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bool CExpertBase::LoopMain(bool newBar,bool firstTime) {
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//
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// To start I will only trade on a new bar
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// and not on the first bar after start
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//
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if (!newBar) return(true);
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if (firstTime) return(true);
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//
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// Update the signals
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//
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if (mEntrySignal!=NULL) mEntrySignal.UpdateSignal();
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if (mEntrySignal!=mExitSignal) {
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if (mExitSignal!=NULL) mExitSignal.UpdateSignal();
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}
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//
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// Should any trades be closed
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//
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if (mExitSignal!=NULL) {
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if (mExitSignal.ExitSignal()==OFX_SIGNAL_BOTH) {
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Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
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Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
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} else
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if (mExitSignal.ExitSignal()==OFX_SIGNAL_BUY) {
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Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
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} else
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if (mExitSignal.ExitSignal()==OFX_SIGNAL_SELL) {
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Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
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}
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}
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//
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// Should a trade be opened
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//
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if (mEntrySignal!=NULL) {
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if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BOTH) {
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Trade.Buy(mVolume, mSymbol);
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Trade.Sell(mVolume, mSymbol);
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} else
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if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BUY) {
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Trade.Buy(mVolume, mSymbol);
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} else
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if (mEntrySignal.EntrySignal()==OFX_SIGNAL_SELL) {
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Trade.Sell(mVolume, mSymbol);
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}
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}
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return(true);
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}
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@@ -0,0 +1,19 @@
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/*
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Framework_1.00.mqh
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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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#ifndef _FRAMEWORK_VERSION_
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#define _FRAMEWORK_VERSION_ "1.00"
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#include "CommonBase.mqh"
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#include "Indicators/AllIndicators.mqh"
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#include "Signals/AllSignals.mqh"
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#include "ExpertBase.mqh"
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#endif
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@@ -0,0 +1,15 @@
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/*
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AllSignals.mqh
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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 "SignalBase.mqh"
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//
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// Other signals go here
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//
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#include "Crossover/SignalCrossover.mqh"
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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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|
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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 "../SignalBase.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 +1,85 @@
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/*
|
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SignalBase.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
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|
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#include "../CommonBase.mqh"
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#include "../Indicators/IndicatorBase.mqh"
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struct SIndicatorItem {
|
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CIndicatorBase *indicator;
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int bufferNum;
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};
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enum ENUM_OFX_SIGNAL_DIRECTION {
|
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OFX_SIGNAL_NONE = 0,
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OFX_SIGNAL_BUY = 1,
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OFX_SIGNAL_SELL = 2,
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OFX_SIGNAL_BOTH = 3
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};
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class CSignalBase : public CCommonBase {
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private:
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|
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protected: // member variables
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||||
|
||||
ENUM_OFX_SIGNAL_DIRECTION mEntrySignal;
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||||
ENUM_OFX_SIGNAL_DIRECTION mExitSignal;
|
||||
SIndicatorItem mIndicatorList[];
|
||||
|
||||
public: // constructors
|
||||
|
||||
CSignalBase() : CCommonBase()
|
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{ Init(); }
|
||||
CSignalBase(string symbol, ENUM_TIMEFRAMES timeframe) : CCommonBase(symbol, timeframe)
|
||||
{ Init(); }
|
||||
~CSignalBase() { }
|
||||
|
||||
int Init();
|
||||
|
||||
public:
|
||||
|
||||
virtual void UpdateSignal() { return; }
|
||||
virtual ENUM_OFX_SIGNAL_DIRECTION EntrySignal() { return(mEntrySignal); }
|
||||
virtual ENUM_OFX_SIGNAL_DIRECTION ExitSignal() { return(mExitSignal); }
|
||||
|
||||
virtual void AddIndicator(CIndicatorBase *indicator, int bufferNum);
|
||||
virtual double GetIndicatorData(int indicatorNum, int index);
|
||||
|
||||
};
|
||||
|
||||
int CSignalBase::Init() {
|
||||
|
||||
if (InitResult()!=INIT_SUCCEEDED) return(InitResult());
|
||||
|
||||
mEntrySignal = OFX_SIGNAL_NONE;
|
||||
mExitSignal = OFX_SIGNAL_NONE;
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
|
||||
}
|
||||
|
||||
void CSignalBase::AddIndicator(CIndicatorBase *indicator, int bufferNum) {
|
||||
|
||||
SIndicatorItem indicatorItem = {NULL, 0};
|
||||
indicatorItem.indicator = indicator;
|
||||
indicatorItem.bufferNum = bufferNum;
|
||||
int cnt = ArraySize(mIndicatorList);
|
||||
ArrayResize(mIndicatorList, cnt+1);
|
||||
mIndicatorList[cnt] = indicatorItem;
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
double CSignalBase::GetIndicatorData(int indicatorNum,int index) {
|
||||
|
||||
return(mIndicatorList[indicatorNum].indicator.GetData(mIndicatorList[indicatorNum].bufferNum, index));
|
||||
|
||||
}
|
||||
|
||||
|
||||
@@ -0,0 +1,14 @@
|
||||
/*
|
||||
Trade.mqh
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#ifdef __MQL4__
|
||||
#include "Trade_mql4.mqh"
|
||||
#endif
|
||||
#ifdef __MQL5__
|
||||
#include "Trade_mql5.mqh"
|
||||
#endif
|
||||
@@ -0,0 +1,83 @@
|
||||
/*
|
||||
Trade.mqh
|
||||
(For MQL4)
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include "../CommonBase.mqh"
|
||||
|
||||
enum ENUM_POSITION_TYPE {
|
||||
POSITION_TYPE_BUY = ORDER_TYPE_BUY,
|
||||
POSITION_TYPE_SELL = ORDER_TYPE_SELL
|
||||
};
|
||||
|
||||
class CTradeCustom : public CCommonBase {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
int mMagic; // expert magic number
|
||||
|
||||
public: // constructors
|
||||
|
||||
CTradeCustom();
|
||||
~CTradeCustom();
|
||||
|
||||
public:
|
||||
|
||||
ulong RequestMagic() { return(mMagic); }
|
||||
void SetExpertMagicNumber(const int magic) { mMagic=magic; }
|
||||
|
||||
double BuyPrice(string symbol) { return(SymbolInfoDouble(symbol, SYMBOL_ASK)); }
|
||||
double SellPrice(string symbol) { return(SymbolInfoDouble(symbol, SYMBOL_BID)); }
|
||||
|
||||
bool Buy(const double volume,const string symbol=NULL,double price=0.0,const double sl=0.0,const double tp=0.0,const string comment="");
|
||||
bool Sell(const double volume,const string symbol=NULL,double price=0.0,const double sl=0.0,const double tp=0.0,const string comment="");
|
||||
|
||||
bool PositionCloseByType(const string symbol, ENUM_POSITION_TYPE positionType,const int deviation=ULONG_MAX);
|
||||
|
||||
};
|
||||
|
||||
CTradeCustom::CTradeCustom() {
|
||||
|
||||
mMagic = 0;
|
||||
|
||||
}
|
||||
|
||||
CTradeCustom::~CTradeCustom() {
|
||||
|
||||
}
|
||||
|
||||
bool CTradeCustom::Buy(const double volume,const string symbol=NULL,double price=0.0,const double sl=0.0,const double tp=0.0,const string comment="") {
|
||||
if (price==0.0) price = BuyPrice(symbol);
|
||||
int ticket = OrderSend(symbol, ORDER_TYPE_BUY, volume, price, 0, sl, tp, comment, mMagic);
|
||||
return(ticket>0);
|
||||
}
|
||||
|
||||
bool CTradeCustom::Sell(const double volume,const string symbol=NULL,double price=0.0,const double sl=0.0,const double tp=0.0,const string comment="") {
|
||||
if (price==0.0) price = SellPrice(symbol);
|
||||
int ticket = OrderSend(symbol, ORDER_TYPE_SELL, volume, price, 0, sl, tp, comment, mMagic);
|
||||
return(ticket>0);
|
||||
}
|
||||
|
||||
bool CTradeCustom::PositionCloseByType(const string symbol, ENUM_POSITION_TYPE positionType, const int deviation=ULONG_MAX) {
|
||||
|
||||
int slippage = (deviation==ULONG_MAX) ? 0 : deviation;
|
||||
|
||||
bool result = true;
|
||||
int cnt = OrdersTotal();
|
||||
for (int i = cnt-1; i>=0; i--) {
|
||||
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
||||
if (OrderSymbol()==symbol && OrderMagicNumber()==mMagic && OrderType()==positionType) {
|
||||
result &= OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), slippage);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return(result);
|
||||
|
||||
}
|
||||
@@ -0,0 +1,44 @@
|
||||
/*
|
||||
Trade.mqh
|
||||
(For MQL5)
|
||||
|
||||
Copyright 2013-2020, Orchard Forex
|
||||
https://www.orchardforex.com
|
||||
|
||||
*/
|
||||
|
||||
#include <Trade/Trade.mqh>
|
||||
|
||||
class CTradeCustom : public CTrade {
|
||||
|
||||
private:
|
||||
|
||||
protected: // member variables
|
||||
|
||||
public: // constructors
|
||||
|
||||
public:
|
||||
|
||||
bool PositionCloseByType(const string symbol, ENUM_POSITION_TYPE positionType,const ulong deviation=ULONG_MAX);
|
||||
|
||||
};
|
||||
|
||||
bool CTradeCustom::PositionCloseByType(const string symbol, ENUM_POSITION_TYPE positionType, const ulong deviation=ULONG_MAX) {
|
||||
|
||||
bool result = true;
|
||||
int cnt = PositionsTotal();
|
||||
for (int i = cnt-1; i>=0; i--) {
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if (PositionSelectByTicket(ticket)) {
|
||||
if (PositionGetString(POSITION_SYMBOL)==symbol && PositionGetInteger(POSITION_TYPE)==positionType && PositionGetInteger(POSITION_MAGIC)==m_magic) {
|
||||
result &= PositionClose(ticket, deviation);
|
||||
}
|
||||
} else {
|
||||
m_result.retcode=TRADE_RETCODE_REJECT;
|
||||
result = false;
|
||||
}
|
||||
}
|
||||
|
||||
return(result);
|
||||
|
||||
}
|
||||
Reference in New Issue
Block a user