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Organize project in different folders
This commit is contained in:
Nkondog A. Venceslas
@@ -0,0 +1,851 @@
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/*
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ExpertBase.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 "CommonBase.mqh"
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#include "Trade/Trade.mqh"
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#include "../Extensions/AllGridExtensions.mqh"
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CExpertBase : public CCommonBase
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{
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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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int GridNumber;
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int mGridGap;
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int mSlippage;
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double mDefaultLotSize;
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double mMaxLotSize;
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double mMinLotSize;
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double mMaxRiskPerTrade;
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double mProfitPercent;
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double mTargetProfit;
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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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double pendingOrderPrice;
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ENUM_TRADING_SESSION mUseTradingSession;
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ENUM_RISK_DEFAULT_SIZE mRiskDefaultSize;
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ENUM_RISK_BASE mRiskBase;
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enum ENUM_OFX_SIGNAL_TYPE
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{
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OFX_ENTRY_SIGNAL,
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OFX_EXIT_SIGNAL
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};
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ENUM_OFX_SIGNAL_TYPE signalType;
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enum ENUM_OFX_SIGNAL_DIRECTION
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{
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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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OFX_SIGNAL_ALL = 4
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};
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ENUM_OFX_SIGNAL_DIRECTION entrySignal;
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ENUM_OFX_SIGNAL_DIRECTION exitSignal;
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datetime mLastBarTime;
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datetime mBarTime;
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bool mResetGrid;
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////Changed
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// Arrays to hold the signal objects
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CSignalGrid *mEntrySignals[];
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CSignalGrid *mExitSignals[];
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////CSignalBase *mEntrySignal;
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////CSignalBase *mExitSignal;
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double mTakeProfitValue;
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double mStopLossValue;
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GridTPSL *mTakeProfitObj;
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GridTPSL *mStopLossObj;
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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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virtual void GetPendingOrderPrice(ENUM_OFX_SIGNAL_DIRECTION tradeType);
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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 SetTakeProfitValue(int takeProfitPoints)
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{ mTakeProfitValue = PointsToDouble(takeProfitPoints); }
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virtual void SetTakeProfitObj(CTPSLBase *takeProfitObj)
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{ mTakeProfitObj = takeProfitObj; }
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virtual void SetStopLossValue(int stopLossPoints)
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{ mStopLossValue = PointsToDouble(stopLossPoints); }
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virtual void SetStopLossObj(CTPSLBase *stopLossObj)
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{ mStopLossObj = stopLossObj; }
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virtual void SetTradeComment(string comment) { mTradeComment = comment; }
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virtual void SetMagic(int magicNumber)
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{
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mMagicNumber = magicNumber;
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Trade.SetExpertMagicNumber(magicNumber);
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}
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virtual void SetGridNumber(int gNumber) {GridNumber = gNumber;}
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virtual void SetGridGap(int gGap) {mGridGap = gGap;}
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virtual void SetResetGrid() {mResetGrid = true;}
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virtual void SetSlippage(int slippage) {mSlippage = slippage;}
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virtual void SetDefaultLotSize(double defaultLotSize) {mDefaultLotSize = defaultLotSize;}
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virtual void SetMaxLotSize(double maxLotSize) {mMaxLotSize = maxLotSize;}
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virtual void SetMinLotSize(double minLotSize) {mMinLotSize = minLotSize;}
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virtual void SetMaxRiskPerTrade(double maxRiskPerTrade) {mMaxRiskPerTrade = maxRiskPerTrade;}
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virtual void SetProfitPercent(double profitPercent) {mProfitPercent = profitPercent;}
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virtual void SetUseTradingSession(ENUM_TRADING_SESSION useTradingSession) {mUseTradingSession = useTradingSession;}
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virtual void SetRiskDefaultSize(ENUM_RISK_DEFAULT_SIZE riskDefaultSize) { mRiskDefaultSize = riskDefaultSize;}
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virtual void SetRiskBase(ENUM_RISK_BASE riskBase) {mRiskBase=riskBase;}
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public: // Setup
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////Changed
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virtual void AddEntrySignal(CSignalGrid *signal) { AddSignal(signal, mEntrySignals); }
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virtual void AddExitSignal(CSignalGrid *signal) { AddSignal(signal, mExitSignals); }
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virtual void AddSignal(CSignalGrid *signal, CSignalGrid* &signals[]);
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virtual void LotSize(double SL);
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virtual void TradeWatcher();
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virtual bool IsTradingTime();
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virtual bool CheckTradingSession();
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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();
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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 int OnTesterInit() { return(INIT_SUCCEEDED); }
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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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public: // Functions
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virtual void GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &request);
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////New
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virtual ENUM_OFX_SIGNAL_DIRECTION GetCurrentSignal(CSignalGrid* &signals[],
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ENUM_OFX_SIGNAL_TYPE signalType);
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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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CExpertBase::~CExpertBase()
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{
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int CExpertBase::OnInit()
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{
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int i = 0;
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for(i=ArraySize(mEntrySignals)-1; i>=0; i--)
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{
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if(mEntrySignals[i].InitResult()!=INIT_SUCCEEDED)
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return(mEntrySignals[i].InitResult());
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}
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for(i=ArraySize(mExitSignals)-1; i>=0; i--)
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{
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if(mExitSignals[i].InitResult()!=INIT_SUCCEEDED)
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return(mExitSignals[i].InitResult());
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}
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if(mTakeProfitObj!=NULL)
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{
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if(mTakeProfitObj.InitResult()!=INIT_SUCCEEDED)
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return(mTakeProfitObj.InitResult());
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}
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if(mStopLossObj!=NULL)
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{
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if(mStopLossObj.InitResult()!=INIT_SUCCEEDED)
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return(mStopLossObj.InitResult());
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}
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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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int CExpertBase::Init(int magicNumber, string tradeComment)
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{
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if(mInitResult!=INIT_SUCCEEDED)
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return(mInitResult);
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mTradeComment = tradeComment;
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SetMagic(magicNumber);
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mTakeProfitValue = 0.0;
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mStopLossValue = 0.0;
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mLastBarTime = 0;
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////New
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ArrayResize(mEntrySignals, 0); // Just make sure these are initialised
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ArrayResize(mExitSignals, 0);
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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 CExpertBase::OnTick(void)
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{
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if(!TradeAllowed())
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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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TradeWatcher();
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if(LoopMain(newBar, firstTime))
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{
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mLastBarTime = mBarTime;
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}
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return;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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bool CExpertBase::LoopMain(bool newBar,bool firstTime)
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{
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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)
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return(true);
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if(firstTime)
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return(true);*/
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//
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// Update the signals
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//
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////Changed
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/* ENUM_OFX_SIGNAL_DIRECTION entrySignal = GetCurrentSignal(mEntrySignals, OFX_ENTRY_SIGNAL);
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ENUM_OFX_SIGNAL_DIRECTION exitSignal = GetCurrentSignal(mExitSignals, OFX_EXIT_SIGNAL);****/
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Print("entrySignal ", entrySignal, ", exitSignal ", exitSignal);
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//
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// Should a trade be opened
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//
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MqlTradeRequest request = {}; // Just initialising
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double sellPrice, buyPrice, SLPoints=0;
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int GripPips = mGridGap;
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double TakeProfitPoint = GripPips*_Point;
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long offset = SymbolInfoInteger(mSymbol, SYMBOL_TRADE_STOPS_LEVEL);
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Print("Take profit point ", TakeProfitPoint);
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Print("Offset levelt ", offset, " Spread ", SymbolInfoInteger(mSymbol, SYMBOL_SPREAD));
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LotSize(GripPips);
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double AskPrice = SymbolInfoDouble(mSymbol,SYMBOL_ASK);
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double BidPrice = SymbolInfoDouble(mSymbol,SYMBOL_BID);
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bool retry = true;
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//GetMarketPrices(ORDER_TYPE_BUY, request);
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//GetMarketPrices(ORDER_TYPE_SELL_STOP, request);
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sellPrice = BidPrice - TakeProfitPoint;
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buyPrice = AskPrice + TakeProfitPoint;
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if(entrySignal==OFX_SIGNAL_BOTH)
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{
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request.price = NormalizeDouble(sellPrice, mDigits);
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if(Trade.SellStop(mVolume, request.price, mSymbol))
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{
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request.price = NormalizeDouble(AskPrice, mDigits);
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Trade.Buy(mVolume, mSymbol,request.price);
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return(true);
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}
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else
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{
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Print("Get last error code ", GetLastError());
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return(true);
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}
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}
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else
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if(entrySignal==OFX_SIGNAL_BUY)
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{
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//If there's a pending order, get the last order's price else get the position price
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Print("Trying to open a buy");
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//GetMarketPrices(ORDER_TYPE_BUY_STOP, request);
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Print("openedBuyPositionPrice ", openedBuyPositionPrice, " lastBuyOrderPrice ", lastBuyOrderPrice);
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buyPrice = (lastBuyOrderPrice == 0.0) ? openedBuyPositionPrice : lastBuyOrderPrice;
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request.price = NormalizeDouble(buyPrice+TakeProfitPoint, mDigits);
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if(!Trade.BuyStop(mVolume, request.price, mSymbol))
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{
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while(retry)
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{
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if(Trade.Buy(mVolume, mSymbol, NormalizeDouble(AskPrice, mDigits)))
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{
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retry = false;
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}
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}
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}
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return(true);
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}
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else
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if(entrySignal==OFX_SIGNAL_SELL)
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{
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Print("Trying to open a sell");
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//GetMarketPrices(ORDER_TYPE_SELL_STOP, request);
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Print("openedSellPositionPrice ", openedSellPositionPrice, " lastSellOrderPrice ", lastSellOrderPrice);
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sellPrice = (lastSellOrderPrice == 0.0) ? openedSellPositionPrice : lastSellOrderPrice;
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Print("sellPrice ", sellPrice);
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request.price = NormalizeDouble(sellPrice-TakeProfitPoint, mDigits);
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Print("request.price ", request.price);
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if(!Trade.SellStop(mVolume, NormalizeDouble(request.price,mDigits), mSymbol))
|
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{
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while(retry)
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{
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if(Trade.Sell(mVolume, mSymbol, NormalizeDouble(BidPrice, mDigits)))
|
||||
{
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retry = false;
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}
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}
|
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}
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return(true);
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|
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}
|
||||
|
||||
if(exitSignal==OFX_SIGNAL_ALL)
|
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{
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Trade.OrderCloseAll();
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Trade.PositionCloseAll();
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}
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||||
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||||
return(true);
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||||
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||||
}
|
||||
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||||
//+------------------------------------------------------------------+
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||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CExpertBase::GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &request)
|
||||
{
|
||||
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||||
double sl = (mStopLossObj==NULL) ? mStopLossValue : mStopLossObj.GetStopLoss();
|
||||
double tp = (mTakeProfitObj==NULL) ? mTakeProfitValue : mTakeProfitObj.GetTakeProfit();
|
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double sellPrice, buyPrice;
|
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|
||||
Trade.SetExpertMagicNumber(mMagicNumber);
|
||||
if(orderType==ORDER_TYPE_BUY)
|
||||
{
|
||||
request.price = SymbolInfoDouble(mSymbol, SYMBOL_ASK);
|
||||
request.tp = (tp==0.0) ? 0.0 : NormalizeDouble(request.price+tp, mDigits);
|
||||
request.sl = (sl==0.0) ? 0.0 : NormalizeDouble(request.price-sl, mDigits);
|
||||
}
|
||||
|
||||
if(orderType==ORDER_TYPE_SELL)
|
||||
{
|
||||
request.price = SymbolInfoDouble(mSymbol, SYMBOL_BID);
|
||||
request.tp = (tp==0.0) ? 0.0 : NormalizeDouble(request.price-tp, mDigits);
|
||||
request.sl = (sl==0.0) ? 0.0 : NormalizeDouble(request.price+sl, mDigits);
|
||||
}
|
||||
|
||||
if(orderType==ORDER_TYPE_SELL_STOP)
|
||||
{
|
||||
sellPrice = getLastSellOrderPrice()?getLastSellOrderPrice():getOpenedSellPositionPrice();
|
||||
sellPrice = (sellPrice==0.0)?SymbolInfoDouble(mSymbol, SYMBOL_BID):sellPrice;
|
||||
|
||||
request.price = sellPrice-(mGridGap*_Point);
|
||||
|
||||
request.tp = (tp==0.0) ? 0.0 : NormalizeDouble(request.price-tp, mDigits);
|
||||
request.sl = (sl==0.0) ? 0.0 : NormalizeDouble(request.price+sl, mDigits);
|
||||
}
|
||||
|
||||
if(orderType==ORDER_TYPE_BUY_STOP)
|
||||
{
|
||||
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);
|
||||
request.sl = (sl==0.0) ? 0.0 : NormalizeDouble(request.price+sl, mDigits);
|
||||
}
|
||||
|
||||
return;
|
||||
|
||||
}
|
||||
|
||||
////New
|
||||
void CExpertBase::AddSignal(CSignalGrid *signal, CSignalGrid* &signals[])
|
||||
{
|
||||
|
||||
int index = ArraySize(signals);
|
||||
ArrayResize(signals, index+1);
|
||||
signals[index] = signal;
|
||||
|
||||
}
|
||||
|
||||
////New
|
||||
/*ENUM_OFX_SIGNAL_DIRECTION CExpertBase::GetCurrentSignal(CSignalGrid* &signals[],
|
||||
ENUM_OFX_SIGNAL_TYPE signalType)
|
||||
{
|
||||
|
||||
ENUM_OFX_SIGNAL_DIRECTION result = OFX_SIGNAL_NONE;
|
||||
ENUM_OFX_SIGNAL_DIRECTION r2 = OFX_SIGNAL_NONE; // Just working value
|
||||
int index = ArraySize(signals);
|
||||
|
||||
if(index<=0)
|
||||
{
|
||||
|
||||
return(result);
|
||||
|
||||
}
|
||||
else
|
||||
{
|
||||
|
||||
signals[0].UpdateSignal();
|
||||
result = signals[0].GetSignal(signalType);
|
||||
|
||||
// I have chosen to update all signals in case there is some
|
||||
// behavour that needs it. The penalty is some performance
|
||||
// If performance is an issue just add an exit inside the loop
|
||||
// as the commented line
|
||||
for(int i = 1; i<index; i++)
|
||||
{
|
||||
|
||||
if(result==OFX_SIGNAL_NONE)
|
||||
return(result);
|
||||
|
||||
signals[i].UpdateSignal();
|
||||
r2 = signals[i].GetSignal(signalType);
|
||||
|
||||
// The logic here
|
||||
// If the current result is both then just update to the r2
|
||||
// because this allows for any value
|
||||
// If r2 is both then this just leave the current result as is
|
||||
// Last test, meaning result is already none or buy or sell
|
||||
// If r2 is different then we cannot combine them
|
||||
// so the result must be none
|
||||
//
|
||||
// or like this
|
||||
//
|
||||
// result r2 gives
|
||||
// Both + Any = Any
|
||||
// Any + Both = Any
|
||||
// !Both + !Same = None
|
||||
if(result==OFX_SIGNAL_BOTH)
|
||||
{
|
||||
result = r2;
|
||||
}
|
||||
else
|
||||
if(r2==OFX_SIGNAL_BOTH) { }
|
||||
else
|
||||
if(result!=r2)
|
||||
{
|
||||
result = OFX_SIGNAL_NONE;
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
return(result);
|
||||
|
||||
}*/
|
||||
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CExpertBase::CheckTradingSession()
|
||||
{
|
||||
string candles_times;
|
||||
int time_to_string;
|
||||
ushort a;
|
||||
string result[];
|
||||
//--- Get the separator code
|
||||
a = StringGetCharacter(":",0);
|
||||
candles_times = TimeToString(iTime(Symbol(),_Period,0), TIME_MINUTES);
|
||||
time_to_string = StringSplit(candles_times, a, result);
|
||||
|
||||
//Implement this later
|
||||
/*
|
||||
if(InpUseTradingSession)
|
||||
{
|
||||
if(InpTradingSession == LONDON_SESSION && londonSession[0] <= result[0] && londonSession[1] >= result[0])
|
||||
{
|
||||
londonSession
|
||||
}
|
||||
return;
|
||||
}*/
|
||||
return true;
|
||||
}
|
||||
|
||||
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CExpertBase::IsTradingTime(void)
|
||||
{
|
||||
bool result = false;
|
||||
|
||||
if(mUseTradingSession)
|
||||
result = true;
|
||||
|
||||
return result;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
void CExpertBase::LotSize(double SL=0)
|
||||
{
|
||||
|
||||
//Lot Size Calculator
|
||||
|
||||
//If the position size is dynamic
|
||||
if(mRiskDefaultSize==RISK_DEFAULT_AUTO)
|
||||
{
|
||||
//If the stop loss is not zero then calculate the lot size
|
||||
Print("Stop loss ", SL);
|
||||
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(mSymbol,SYMBOL_TRADE_TICK_VALUE);
|
||||
Print("Tick value ", TickValue);
|
||||
//Define the base for the risk calculation depending on the parameter chosen
|
||||
if(mRiskBase==RISK_BASE_BALANCE)
|
||||
RiskBaseAmount=AccountInfoDouble(ACCOUNT_BALANCE);
|
||||
if(mRiskBase==RISK_BASE_EQUITY)
|
||||
RiskBaseAmount=AccountInfoDouble(ACCOUNT_EQUITY);
|
||||
if(mRiskBase==RISK_BASE_FREEMARGIN)
|
||||
RiskBaseAmount=AccountInfoDouble(ACCOUNT_FREEMARGIN);
|
||||
|
||||
//Calculate the Position Size
|
||||
mVolume=((RiskBaseAmount*mMaxRiskPerTrade/100)/(SL*TickValue));
|
||||
Print("Volume ", mVolume);
|
||||
}
|
||||
//If the stop loss is zero then the lot size is the default one
|
||||
if(SL==0)
|
||||
{
|
||||
mVolume=mDefaultLotSize;
|
||||
}
|
||||
}
|
||||
//Normalize the Lot Size to satisfy the allowed lot increment and minimum and maximum position size
|
||||
mVolume=MathFloor(mVolume/SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_STEP))*SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_STEP);
|
||||
|
||||
//Limit the lot size in case it is greater than the maximum allowed by the user
|
||||
if(mVolume>mMaxLotSize)
|
||||
mVolume=mMaxLotSize;
|
||||
//Limit the lot size in case it is greater than the maximum allowed by the broker
|
||||
if(mVolume>SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_MAX))
|
||||
mVolume=SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_MAX);
|
||||
Print("Lot ", mVolume, " Max lot ", SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_MAX));
|
||||
//If the lot size is too small then set it to 0 and don't trade
|
||||
if(mVolume<mMinLotSize || mVolume < SymbolInfoDouble(mSymbol,SYMBOL_VOLUME_MIN))
|
||||
{
|
||||
mVolume=0;
|
||||
Print("Lot size too small : ", mVolume);
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| |
|
||||
//+------------------------------------------------------------------+
|
||||
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 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
|
||||
|
||||
Print("There is ", PositionsTotal(), " opened positions");
|
||||
if(PositionsTotal() > 0)
|
||||
{
|
||||
//Count the opened positions by type
|
||||
int cntP = PositionsTotal();
|
||||
Print("cntP ", cntP-1);
|
||||
for(int i = cntP-1; i>=0; i--)
|
||||
{
|
||||
Print(" i ", i);
|
||||
ticket = PositionGetTicket(i);
|
||||
if(PositionSelectByTicket(ticket))
|
||||
{
|
||||
if(PositionGetString(POSITION_SYMBOL)==mSymbol && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY
|
||||
&& PositionGetInteger(POSITION_MAGIC)==mMagicNumber)
|
||||
{
|
||||
if(pCountBuy == 0)
|
||||
{
|
||||
openedBuyPositionPrice = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
}
|
||||
|
||||
pCountBuy += 1;
|
||||
}
|
||||
|
||||
Print("POSITION_SYMBOL ", PositionGetString(POSITION_SYMBOL), " = ", mSymbol, " POSITION_TYPE ",PositionGetInteger(POSITION_TYPE), " = ", POSITION_TYPE_SELL, " Magic ", PositionGetInteger(POSITION_MAGIC), " = ",mMagicNumber);
|
||||
if(PositionGetString(POSITION_SYMBOL)==mSymbol && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL
|
||||
&& PositionGetInteger(POSITION_MAGIC)==mMagicNumber)
|
||||
{
|
||||
if(pCountSell == 0)
|
||||
{
|
||||
openedSellPositionPrice = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
}
|
||||
|
||||
pCountSell += 1;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
Print(GetLastError());
|
||||
}
|
||||
}
|
||||
}
|
||||
//Count the orders by type
|
||||
|
||||
int cntO = OrdersTotal();
|
||||
|
||||
Print("Total pending orders ", cntO);
|
||||
for(int i = cntO-1; i>=0; i--)
|
||||
{
|
||||
ticket = OrderGetTicket(i);
|
||||
if(OrderSelect(ticket))
|
||||
{
|
||||
if(OrderGetString(ORDER_SYMBOL)==mSymbol && OrderGetInteger(ORDER_TYPE)==ORDER_TYPE_BUY_STOP
|
||||
&& OrderGetInteger(ORDER_MAGIC)==mMagicNumber)
|
||||
{
|
||||
oCountBuy += 1;
|
||||
lastBuyOrderPrice = OrderGetDouble(ORDER_PRICE_OPEN);
|
||||
}
|
||||
|
||||
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 ", mMagicNumber);
|
||||
if(OrderGetString(ORDER_SYMBOL)==mSymbol && OrderGetInteger(ORDER_TYPE)==ORDER_TYPE_SELL_STOP
|
||||
&& OrderGetInteger(ORDER_MAGIC)==mMagicNumber)
|
||||
{
|
||||
oCountSell += 1;
|
||||
lastSellOrderPrice = OrderGetDouble(ORDER_PRICE_OPEN);
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
Print(GetLastError());
|
||||
}
|
||||
}
|
||||
|
||||
double floatingProfitPercent = ((AccountInfoDouble(ACCOUNT_EQUITY) - AccountInfoDouble(ACCOUNT_BALANCE))*100)/AccountInfoDouble(ACCOUNT_BALANCE);
|
||||
//mTargetProfit = AccountInfoDouble(ACCOUNT_BALANCE)*mProfitPercent/100;
|
||||
// Check if profit is at least the mMaxRiskPerTrade
|
||||
|
||||
Print(" Profit Percent ",mProfitPercent, " Floating profit percent ", floatingProfitPercent, " Account equity ", AccountInfoDouble(ACCOUNT_EQUITY), " Account balance ", AccountInfoDouble(ACCOUNT_BALANCE));
|
||||
|
||||
//The number of buy pending order should be twice the opened sell positions; and vice versa
|
||||
realOCountBuy = pCountSell+1;
|
||||
realOCountSell = pCountBuy*2;
|
||||
totalBuy = pCountBuy+oCountBuy;
|
||||
totalSell = pCountSell+oCountSell;
|
||||
realTotalBuy = pCountSell+1;
|
||||
realTotalSell = pCountBuy+1;
|
||||
|
||||
Print("Sell order (", oCountSell, ") Real (", realOCountSell, ")");
|
||||
Print("Buy order (", oCountBuy, ") Real (", realOCountBuy, ")", " Opened sell ", pCountSell);
|
||||
|
||||
|
||||
Print("oCountSell ", oCountSell, " < ", " realOCountSell ", realOCountSell, " && ", " pCountBuy ", pCountBuy," > 0");
|
||||
|
||||
if(OrdersTotal() == 0 && PositionsTotal() == 0)
|
||||
{
|
||||
entrySignal = OFX_SIGNAL_BOTH;
|
||||
}
|
||||
|
||||
else
|
||||
{
|
||||
//If there's only one pending order left, close it.
|
||||
if(OrdersTotal() >= 1 && PositionsTotal() == 0)
|
||||
{
|
||||
exitSignal = OFX_SIGNAL_ALL;
|
||||
Print("Exit if no opened position");
|
||||
}
|
||||
|
||||
|
||||
else
|
||||
{
|
||||
//If there's only one pending order left, close it.
|
||||
if(OrdersTotal() >= 1 && PositionsTotal() == 0)
|
||||
{
|
||||
exitSignal = OFX_SIGNAL_ALL;
|
||||
Print("Exit if no opened position");
|
||||
}
|
||||
else
|
||||
{
|
||||
//When there are multiple positions, check is the account is making enough profit
|
||||
Print("floatingProfitPercent ", floatingProfitPercent, " mMaxRiskPerTrade ", mMaxRiskPerTrade);
|
||||
if(floatingProfitPercent > mProfitPercent)
|
||||
{
|
||||
exitSignal = OFX_SIGNAL_ALL;
|
||||
Print("Exit on profit target");
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("realTotalSell ", realTotalSell, " <= ", " totalSell ", totalSell," && ", " pCountBuy ",pCountBuy," > 0");
|
||||
if(realTotalSell > totalSell && pCountBuy > 0)
|
||||
{
|
||||
signalType = OFX_ENTRY_SIGNAL;
|
||||
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, ")");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
/*void CExpertBase::GetPendingOrderPrice(ENUM_OFX_SIGNAL_DIRECTION tradeType){
|
||||
if(tradeType == OFX_SIGNAL_BUY)
|
||||
{
|
||||
if(getLastBuyOrderPrice == 0.0)
|
||||
{
|
||||
pendingOrderPrice = openedBuyPositionPrice;
|
||||
} else
|
||||
{
|
||||
if(condition)
|
||||
{
|
||||
|
||||
}
|
||||
}
|
||||
//buyPrice = (lastBuyOrderPrice == 0.0) ? openedBuyPositionPrice : lastBuyOrderPrice;
|
||||
}
|
||||
}
|
||||
*/
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user