last commit

Experts/MAGrid.mq5

@@ -9,7 +9,7 @@
 
 // Moving Average grid strategy
 /*
-Set pending orders x poinst above and below price.
+Set pending orders x point above and below price.
 If price above SMA, buy and set buy orders x time the ATR above and below price.
 If price below SMA, sell and set sell orders x time the ATR above and below price.
 Close all position at the close of the first candle crossing the moving average.
@@ -25,13 +25,13 @@ CiATR* atr;
 //#include <DL_ErrorHandling.mqh> // Error library
 //#include <Nkanven\MAGrid\PreChecks.mqh> // Prechecks
 //#include <Nkanven\MAGrid\TradingHour.mqh> //
-//#include <Trade\Trade.mqh>
+#include <Trade\Trade.mqh>
 #include <Nkanven\MAGrid\ScanPositions.mqh>    // Scan for opened positions
 //#include <Nkanven\MAGrid\CheckHistory.mqh> //Check transaction history
 //#include <Nkanven\MAGrid\TradeManager.mqh> //Manage trade dynamic open and close conditions
 #include <Nkanven\MAGrid\EntriesManager.mqh> // Check buy and sell entries signals and execute them
 #include <Nkanven\MAGrid\LotSizeCal.mqh>   // Lot size calculate
-//#include <Nkanven\MAGrid\ClosePositions.mqh>   // Close opened positions
+#include <Nkanven\MAGrid\CloseTransactions.mqh>   // Close opened positions
 
 
 //+------------------------------------------------------------------+
@@ -63,37 +63,86 @@ void OnTick()
   {
 //---
    SymbolInfoTick(_Symbol,last_tick);
+
+//Get technical indicators values
    ma.Refresh(-1);
    gMa = ma.Main(1);
 
    atr.Refresh(-1);
    gAtr = atr.Main(1);
+
+//Initial position scanning
    ScanPositions();
 
-   Print("Total transaction ", gTotalTransactions);
+   Print("Price is below SMA. Price = ", iClose(gSymbol, PERIOD_CURRENT, 1), " SMA = ", gMa, " Total buy ", gTotalBuyPositions);
-   if(gTotalTransactions>0)
-      return;
 
-   CheckSpread();
+//Check closing signal
-   EvaluateEntry();
-   ExecuteEntry();
-  }
-//+------------------------------------------------------------------+
 
-//Check and return if the spread is not too high
+//Close all buy position and orders if price is below MA
-void CheckSpread()
+   if(iClose(gSymbol, PERIOD_CURRENT, 1) < gMa && gTotalTransactions > 0)
-  {
-//Get the current spread in points, the (int) transforms the double coming from MarketInfo into an integer to avoid a warning when compiling
-   long SpreadCurr=SymbolInfoInteger(gSymbol, SYMBOL_SPREAD);
-   Print("Spread ", SpreadCurr);
-   if(SpreadCurr<=InpMaxSpread)
      {
-      gIsSpreadOK=true;
+      Print("Price is below SMA. Price = ", iClose(gSymbol, PERIOD_CURRENT, 1), " SMA = ", gMa);
+      CloseTransactions(SIGNAL_EXIT_BUY);
      }
    else
      {
-      gIsSpreadOK=false;
+      //Close all sell positions and orders if price is above MA
+      if(iClose(gSymbol, PERIOD_CURRENT, 1) > gMa && gTotalTransactions > 0)
+        {
+         Print("Price is above SMA. Price = ", iClose(gSymbol, PERIOD_CURRENT, 1), " SMA = ", gMa);
+         CloseTransactions(SIGNAL_EXIT_SELL);
+        }
+     }
+
+//Rescan positions
+   ScanPositions();
+
+   Print("Total transaction ", gTotalTransactions, " gTotalBuyPositions ", gTotalBuyPositions);
+//Do not open positions if there are positions or orders pending
+   if(gTotalTransactions>0)
+     {
+      //If there's no position, close all pending orders
+      if(gTotalBuyPositions == 0 && gTotalTransactions > 0)
+        {
+         Print("Delete all");
+         CloseTransactions(SIGNAL_EXIT_ALL);
+        }
+      else
+        {
+         if(gTotalSellPositions==0 && gTotalTransactions >0)
+           {
+            CloseTransactions(SIGNAL_EXIT_ALL);
+           }
+         else
+           {
+            return;
+           }
+        }
+     }
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+   CheckSpread();
+   EvaluateEntry();
+   ExecuteEntry();
+}
+//+------------------------------------------------------------------+
+
+//Check and return if the spread is not too high
+   void CheckSpread()
+     {
+      //Get the current spread in points, the (int) transforms the double coming from MarketInfo into an integer to avoid a warning when compiling
+      long SpreadCurr=SymbolInfoInteger(gSymbol, SYMBOL_SPREAD);
+      Print("Spread ", SpreadCurr);
+      if(SpreadCurr<=InpMaxSpread)
+        {
+         gIsSpreadOK=true;
+        }
+      else
+        {
+         gIsSpreadOK=false;
+        }
      }
-  }
 //+------------------------------------------------------------------+
 //+------------------------------------------------------------------+
+   

Include/Nkanven/MAGrid/ClosePositions.mqh

@@ -1,38 +0,0 @@
-//+------------------------------------------------------------------+
-//|                                               ClosePositions.mqh |
-//|                        Copyright 2021, Nkondog Anselme Venceslas |
-//|                                             https://www.mql5.com |
-//+------------------------------------------------------------------+
-#property copyright "Copyright 2021, Nkondog Anselme Venceslas"
-#property link      "https://www.mql5.com"
-
-CTrade trade;
-
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-bool OrderClose()
-  {
-   bool  result   =  true;
-   int   cnt      =  OrdersTotal();
-   if(cnt == 1)
-     {
-
-
-      for(int i = cnt-1; i>=0; i--)
-        {
-         ulong ticket = OrderGetTicket(i);
-         if(OrderSelect(ticket))
-           {
-
-            result   &= trade.OrderDelete(ticket);
-           }
-         else
-           {
-            result   =  false;
-           }
-        }
-     }
-   return(result);
-  }
-//+------------------------------------------------------------------+

Include/Nkanven/MAGrid/LotSizeCal.mqh

@@ -17,16 +17,15 @@ void LotSizeCalculate(double SL=0)
       if(SL!=0)
         {
          double RiskBaseAmount=0;
-         double RiskBase=0;
          
          //TickValue is the value of the individual price increment for 1 lot of the instrument, expressed in the account currenty
          double TickValue=SymbolInfoDouble(gSymbol,SYMBOL_TRADE_TICK_VALUE);
          //Define the base for the risk calculation depending on the parameter chosen
-         if(RiskBase==RISK_BASE_BALANCE)
+         if(InpRiskBase==RISK_BASE_BALANCE)
             RiskBaseAmount=AccountInfoDouble(ACCOUNT_BALANCE);
-         if(RiskBase==RISK_BASE_EQUITY)
+         if(InpRiskBase==RISK_BASE_EQUITY)
             RiskBaseAmount=AccountInfoDouble(ACCOUNT_EQUITY);
-         if(RiskBase==RISK_BASE_FREEMARGIN)
+         if(InpRiskBase==RISK_BASE_FREEMARGIN)
             RiskBaseAmount=AccountInfoDouble(ACCOUNT_FREEMARGIN);
 
          //Calculate the Position Size

Include/Nkanven/MAGrid/Parameters.mqh

@@ -93,15 +93,15 @@ struct LastTransaction
 //	Input Section
 //
 //	Fast moving average
-input	int	InpFastPeriods								=	10;	//	Fast periods
+input	int	InpFastPeriods								=	200;	//	Fast periods
 input	ENUM_MA_METHOD	InpFastMethod					=	MODE_SMA;	//	Fast method
 input	ENUM_APPLIED_PRICE	InpFastAppliedPrice	=	PRICE_CLOSE;	// Fast price
 
-//	Slow moving average
+/*	Slow moving average
 input	int	InpSlowPeriods								=	20;	//	Slow periods
 input	ENUM_MA_METHOD	InpSlowMethod					=	MODE_SMA;	//	Slow method
 input	ENUM_APPLIED_PRICE	InpSlowAppliedPrice	=	PRICE_CLOSE;	// Slow price
-
+*/
 input int   InpAtrPeriod                        = 14;    // ATR period
 //	Bar numbers for comparison
 //input	int	InpBar2									=	2;	   //	Base bar number

Include/Nkanven/MAGrid/ScanPositions.mqh

@@ -41,7 +41,7 @@ bool ScanPositions()
       //If it is a sell order then increment the total count of sell orders
       if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
          gTotalSellPositions++;
-
+Print("POSITION_TYPE_BUY ", POSITION_TYPE_BUY, " POSITION_TYPE_SELL ", POSITION_TYPE_SELL, " PositionGetInteger(POSITION_TYPE) ", PositionGetInteger(POSITION_TYPE));
       //Find what is the open time of the most recent trade and assign it to LastBarTraded
       //this is necessary to check if we already traded in the current candle
       if((datetime)PositionGetInteger(POSITION_TIME)>gLastBarTraded || gLastBarTraded==NULL)