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Nkondog Anselme
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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 "SignalBase.mqh"
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#include "TPSLBase.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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////Changed
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// Arrays to hold the signal objects
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CSignalBase *mEntrySignals[];
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CSignalBase *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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CTPSLBase *mTakeProfitObj;
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CTPSLBase *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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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) { mMagicNumber = magicNumber;
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Trade.SetExpertMagicNumber(magicNumber); }
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public: // Setup
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////Changed
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virtual void AddEntrySignal(CSignalBase *signal) { AddSignal(signal, mEntrySignals); }
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virtual void AddExitSignal(CSignalBase *signal) { AddSignal(signal, mExitSignals); }
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virtual void AddSignal(CSignalBase *signal, CSignalBase* &signals[]);
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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(CSignalBase* &signals[],
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ENUM_OFX_SIGNAL_TYPE signalType);
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};
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CExpertBase::~CExpertBase() {
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}
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int CExpertBase::OnInit() {
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int i = 0;
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for (i=ArraySize(mEntrySignals)-1; i>=0; i--) {
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if (mEntrySignals[i].InitResult()!=INIT_SUCCEEDED) return(mEntrySignals[i].InitResult());
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}
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for (i=ArraySize(mExitSignals)-1; i>=0; i--) {
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if (mExitSignals[i].InitResult()!=INIT_SUCCEEDED) return(mExitSignals[i].InitResult());
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}
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if (mTakeProfitObj!=NULL) {
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if (mTakeProfitObj.InitResult()!=INIT_SUCCEEDED) return(mTakeProfitObj.InitResult());
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}
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if (mStopLossObj!=NULL) {
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if (mStopLossObj.InitResult()!=INIT_SUCCEEDED) return(mStopLossObj.InitResult());
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}
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return(INIT_SUCCEEDED);
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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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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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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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////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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////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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////Changed
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if (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 (exitSignal==OFX_SIGNAL_BUY) {
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Trade.PositionCloseByType(mSymbol, POSITION_TYPE_BUY);
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} else
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if (exitSignal==OFX_SIGNAL_SELL) {
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Trade.PositionCloseByType(mSymbol, POSITION_TYPE_SELL);
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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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MqlTradeRequest request = {}; // Just initialising
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////Changed
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if (entrySignal==OFX_SIGNAL_BOTH) {
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GetMarketPrices(ORDER_TYPE_BUY, request);
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Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
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GetMarketPrices(ORDER_TYPE_SELL, request);
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Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
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} else
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if (entrySignal==OFX_SIGNAL_BUY) {
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GetMarketPrices(ORDER_TYPE_BUY, request);
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Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
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} else
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if (entrySignal==OFX_SIGNAL_SELL) {
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GetMarketPrices(ORDER_TYPE_SELL, request);
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Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
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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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////
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//// GetMarketPrices(ORDER_TYPE_BUY, request);
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//// Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
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////
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//// GetMarketPrices(ORDER_TYPE_SELL, request);
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//// Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
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////
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//// } else
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//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_BUY) {
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////
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//// GetMarketPrices(ORDER_TYPE_BUY, request);
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//// Trade.Buy(mVolume, mSymbol, request.price, request.sl, request.tp);
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////
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//// } else
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//// if (mEntrySignal.EntrySignal()==OFX_SIGNAL_SELL) {
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////
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//// GetMarketPrices(ORDER_TYPE_SELL, request);
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//// Trade.Sell(mVolume, mSymbol, request.price, request.sl, request.tp);
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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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void CExpertBase::GetMarketPrices(ENUM_ORDER_TYPE orderType, MqlTradeRequest &request) {
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double sl = (mStopLossObj==NULL) ? mStopLossValue : mStopLossObj.GetStopLoss();
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double tp = (mTakeProfitObj==NULL) ? mTakeProfitValue : mTakeProfitObj.GetTakeProfit();
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if (orderType==ORDER_TYPE_BUY) {
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if (request.price==0.0) request.price = SymbolInfoDouble(mSymbol, SYMBOL_ASK);
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request.tp = (tp==0.0) ? 0.0 : NormalizeDouble(request.price+tp, mDigits);
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request.sl = (sl==0.0) ? 0.0 : NormalizeDouble(request.price-sl, mDigits);
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}
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if (orderType==ORDER_TYPE_SELL) {
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if (request.price==0.0) request.price = SymbolInfoDouble(mSymbol, SYMBOL_BID);
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request.tp = (tp==0.0) ? 0.0 : NormalizeDouble(request.price-tp, mDigits);
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request.sl = (sl==0.0) ? 0.0 : NormalizeDouble(request.price+sl, mDigits);
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}
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return;
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}
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////New
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void CExpertBase::AddSignal(CSignalBase *signal, CSignalBase* &signals[]) {
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int index = ArraySize(signals);
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ArrayResize(signals, index+1);
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signals[index] = signal;
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}
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////New
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ENUM_OFX_SIGNAL_DIRECTION CExpertBase::GetCurrentSignal(CSignalBase* &signals[],
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ENUM_OFX_SIGNAL_TYPE signalType) {
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ENUM_OFX_SIGNAL_DIRECTION result = OFX_SIGNAL_NONE;
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ENUM_OFX_SIGNAL_DIRECTION r2 = OFX_SIGNAL_NONE; // Just working value
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int index = ArraySize(signals);
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if (index<=0) {
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return(result);
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} else {
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signals[0].UpdateSignal();
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result = signals[0].GetSignal(signalType);
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// I have chosen to update all signals in case there is some
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// behavour that needs it. The penalty is some performance
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// If performance is an issue just add an exit inside the loop
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// as the commented line
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for (int i = 1; i<index; i++) {
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//if (result==OFX_SIGNAL_NONE) return(result);
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signals[i].UpdateSignal();
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r2 = signals[i].GetSignal(signalType);
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// The logic here
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// If the current result is both then just update to the r2
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// because this allows for any value
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// If r2 is both then this just leave the current result as is
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// Last test, meaning result is already none or buy or sell
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// If r2 is different then we cannot combine them
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// so the result must be none
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//
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// or like this
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//
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// result r2 gives
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// Both + Any = Any
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// Any + Both = Any
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// !Both + !Same = None
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if (result==OFX_SIGNAL_BOTH) { result = r2; }
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else if (r2==OFX_SIGNAL_BOTH) { }
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else if (result!=r2) { result = OFX_SIGNAL_NONE; }
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}
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}
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return(result);
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}
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