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Update to version 2.02

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9nix6
2017-12-05 13:16:14 +01:00
parent ec6cab350b
commit 32af8d84a2
32 changed files with 5341 additions and 874 deletions
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Experts/RangeBarsExample.mq5 → Experts/RangeBars_ExampleEA.mq5
+62 -18
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@@ -1,6 +1,6 @@
#property copyright "Copyright 2017, AZ-iNVEST"
#property link "http://www.az-invest.eu"
#property version "2.03"
#property version "2.05"
#property description "Example EA showing the way to use the RangeBars class defined in RangeBars.mqh"
//
@@ -11,14 +11,13 @@
// the RangeBars indicator attached.
//
#define SHOW_INDICATOR_INPUTS
//#define SHOW_INDICATOR_INPUTS
//
// You need to include the rangeBars.mqh header file
// You need to include the RangeBars.mqh header file
//
#include <RangeBars.mqh>
#include <AZ-INVEST/SDK/RangeBars.mqh>
//
// To use the RangeBars indicator in your EA you need do instantiate the indicator class (RangeBars)
// and call the Init() method in your EA's OnInit() function.
@@ -64,7 +63,7 @@ void OnDeinit(const int reason)
}
//
// At this point you may use the rangebars data fetching methods in your EA.
// At this point you may use the range bars data fetching methods in your EA.
// Brief demonstration presented below in the OnTick() function:
//
@@ -107,7 +106,8 @@ void OnTick()
// MA1[2] contains the 1st moving average value for the 2nd bar to the left from the latest (uncompleted) bar
// MA1[3]..MA1[n] do not exist since we retrieved the values for 3 bars (defined by "numnberOfBars")
//
// The values for the 2nd moving average are stored in MA2[] and are accessed identically to values of MA1[] (shown above)
// The values for the 2nd and 3rd moving average are stored in MA2[] & MA3[]
// and are accessed identically to values of MA1[] (shown above)
}
//
@@ -117,25 +117,68 @@ void OnTick()
//
MqlRates RangeBarRatesInfoArray[]; // This array will store the MqlRates data for range bars
startAtBar = 1; // get values starting from the last completed bar.
numberOfBars = 2; // gat a total of 2 MqlRates values (for 2 bars starting from bar 1 (last completed))
startAtBar = 0; // get values starting from the last completed bar.
numberOfBars = 3; // gat a total of 3 MqlRates values (for 3 bars starting from bar 0 (current uncompleted))
if(rangeBars.GetMqlRates(RangeBarRatesInfoArray,startAtBar,numberOfBars))
{
{
//
// Check if a range bars reversal bar has formed
// Check if a range bar reversal bar has formed
//
string infoString;
if((RangeBarRatesInfoArray[0].open < RangeBarRatesInfoArray[0].close) &&
(RangeBarRatesInfoArray[1].open > RangeBarRatesInfoArray[1].close))
if((RangeBarRatesInfoArray[1].open < RangeBarRatesInfoArray[1].close) &&
(RangeBarRatesInfoArray[2].open > RangeBarRatesInfoArray[2].close))
{
// bullish reversal
infoString = "Previous bar formed bullish reversal";
}
else if((RangeBarRatesInfoArray[0].open > RangeBarRatesInfoArray[0].close) &&
(RangeBarRatesInfoArray[1].open < RangeBarRatesInfoArray[1].close))
else if((RangeBarRatesInfoArray[1].open > RangeBarRatesInfoArray[1].close) &&
(RangeBarRatesInfoArray[2].open < RangeBarRatesInfoArray[2].close))
{
// bearish reversal
infoString = "Previous bar formed bearish reversal";
}
else
{
infoString = "";
}
//
// Output some data to chart
//
Comment("\nNew bar opened on "+(string)RangeBarRatesInfoArray[0].time+
"\nPrevious bar OPEN price:"+DoubleToString(RangeBarRatesInfoArray[1].open,_Digits)+", bar opened on "+(string)RangeBarRatesInfoArray[1].time+
"\n"+infoString+
"\n");
}
//
// All charts that contain real volume information (i.e. stocks, futures, ...)
// also contain the brekdown of volume into BUY, SELL and BUY/SELL volume.
// This data is accessed using the
// GetBuySellVolumeBreakdown(long &buy[], long &sell[], long &buySell[], int start, int count)
// method. Example below:
double buyVolume[]; // This array will store the values of the BUY volume
double sellVolume[]; // This array will store the values of the SELL volume
double buySellVolume[]; // This array will store the values of the BUY/SELL volume
// When you add BUY, SELL and BUY/SELL volume numbers for a bar they will be equal
// to the Real Volume number that can be accessed using the
// GetMqlRates(MqlRates &ratesInfoArray[], int start, int count)
// metod described above.
startAtBar = 1; // get values starting from the last completed bar.
numberOfBars = 2; // gat a total of 2 values (for 2 bars starting from bar 1 (last completed))
if(rangeBars.GetBuySellVolumeBreakdown(buyVolume,sellVolume,buySellVolume,startAtBar,numberOfBars))
{
//
// Apply your real volume analysis logic here...
//
}
//
@@ -147,7 +190,8 @@ void OnTick()
double HighArray[]; // This array will store the values of the high band
double MidArray[]; // This array will store the values of the middle band
double LowArray[]; // This array will store the values of the low band
startAtBar = 1; // get values starting from the last completed bar.
startAtBar = 1; // get values starting from the last completed bar.
numberOfBars = 20; // gat a total of 20 values (for 20 bars starting from bar 1 (last completed))
if(rangeBars.GetDonchian(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
@@ -167,7 +211,7 @@ void OnTick()
// MidArray[] array will store the values of the middle band
// LowArray[] array will store the values of the low band
startAtBar = 1; // get values starting from the last completed bar.
startAtBar = 1; // get values starting from the last completed bar.
numberOfBars = 10; // gat a total of 10 values (for 10 bars starting from bar 1 (last completed))
if(rangeBars.GetBollingerBands(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
@@ -187,7 +231,7 @@ void OnTick()
// MidArray[] array will store the values of the SuperTrend value
// LowArray[] array will store the values of the low SuperTrend line
startAtBar = 1; // get values starting from the last completed bar.
startAtBar = 1; // get values starting from the last completed bar.
numberOfBars = 3; // gat a total of 3 values (for 3 bars starting from bar 1 (last completed))
if(rangeBars.GetSuperTrend(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
Experts/RangeBars_ExampleEA2.mq5
+233
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@@ -0,0 +1,233 @@
#property copyright "Copyright 2017, AZ-iNVEST"
#property link "http://www.az-invest.eu"
#property version "1.00"
#property description "Example EA: Trading based on RangeBars SuperTrend signals."
#property description "One trade at a time. Each trade has TP & SL"
//
// Helper functions for placing market orders.
//
#include <AZ-INVEST/SDK/TradeFunctions.mqh>
//
// Inputs
//
input double InpLotSize = 0.1;
input int InpSLPoints = 200;
input int InpTPPoints = 600;
input ulong InpMagicNumber=5150;
input ulong InpDeviationPoints = 0;
input int InpNumberOfRetries = 50;
input int InpBusyTimeout_ms = 1000;
input int InpRequoteTimeout_ms = 250;
//
// Globa variables
//
ENUM_POSITION_TYPE Signal;
ulong currentTicket;
//
// SHOW_INDICATOR_INPUTS *NEEDS* to be defined, if the EA needs to be *tested in MT5's backtester*
// -------------------------------------------------------------------------------------------------
// Using '#define SHOW_INDICATOR_INPUTS' will show the RangeBars indicator's inputs
// NOT using the '#define SHOW_INDICATOR_INPUTS' statement will read the settigns a chart with
// the RangeBars indicator attached.
//
//#define SHOW_INDICATOR_INPUTS
//
// You need to include the RangeBars.mqh header file
//
#include <AZ-INVEST/SDK/RangeBars.mqh>
//
// To use the RangeBars indicator in your EA you need do instantiate the indicator class (RangeBars)
// and call the Init() method in your EA's OnInit() function.
// Don't forget to release the indicator when you're done by calling the Deinit() method.
// Example shown in OnInit & OnDeinit functions below:
//
RangeBars * rangeBars;
CMarketOrder * marketOrder;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
rangeBars = new RangeBars();
if(rangeBars == NULL)
return(INIT_FAILED);
rangeBars.Init();
if(rangeBars.GetHandle() == INVALID_HANDLE)
return(INIT_FAILED);
//
// Init MarketOrder class - used for placing market ortders.
//
CMarketOrderParameters params;
{
params.m_async_mode = false;
params.m_magic = InpMagicNumber;
params.m_deviation = InpDeviationPoints;
params.m_type_filling = ORDER_FILLING_FOK;
params.numberOfRetries = InpNumberOfRetries;
params.busyTimeout_ms = InpBusyTimeout_ms;
params.requoteTimeout_ms = InpRequoteTimeout_ms;
}
marketOrder = new CMarketOrder(params);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(rangeBars != NULL)
{
rangeBars.Deinit();
delete rangeBars;
}
//
// delete MarketOrder class
//
if(marketOrder != NULL)
{
delete marketOrder;
}
}
//
// At this point you may use the range bar data fetching methods in your EA.
// Brief demonstration presented below in the OnTick() function:
//
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//
// It is considered good trading & EA coding practice to perform calculations
// when a new bar is fully formed.
// The IsNewBar() method is used for checking if a new range bar has formed
//
if(rangeBars.IsNewBar())
{
//
// Getting SuperTrend values is done using the
// GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count)
// method. Example below:
//
double HighArray[]; // This array will store the values of the high SuperTrend line
double MidArray[]; // This array will store the values of the middle SuperTrend line
double LowArray[]; // This array will store the values of the low SuperTrend line
int startAtBar = 1; // get values starting from the last completed bar.
int numberOfBars = 2; // gat a total of 3 values (for 3 bars starting from bar 1 (last completed))
if(rangeBars.GetSuperTrend(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
{
//
// Read signal bar's time for optional debug log
//
string barTime = "";
MqlRates RangeBarRatesInfoArray[]; // This array will store the MqlRates data for range bars
if(rangeBars.GetMqlRates(RangeBarRatesInfoArray,startAtBar,numberOfBars))
barTime = (string)RangeBarRatesInfoArray[0].time;
//
//
//
if(SuperTrendSignal(HighArray,MidArray,LowArray,Signal,barTime))
{
if(Signal == POSITION_TYPE_NONE)
return;
//
// Trade signal on the SuperTrend indicator
// Open trade only if there are currntly no active trades
//
if(!marketOrder.IsOpen(currentTicket,_Symbol,InpMagicNumber))
{
if(Signal == POSITION_TYPE_BUY)
{
Print("BUY signal at "+barTime); // optional debug log
if(marketOrder.Long(_Symbol,InpLotSize,InpSLPoints,InpTPPoints))
Print("Long position opened.");
}
else if(Signal == POSITION_TYPE_SELL)
{
Print("SELL singal at "+barTime); // optional debug log
if(marketOrder.Short(_Symbol,InpLotSize,InpSLPoints,InpTPPoints))
Print("Short position opened.");
}
}
}
}
}
}
//
// Function determines the trade signal on the SuperTrend indicator
//
bool SuperTrendSignal(double &H[], double &M[], double &L[], ENUM_POSITION_TYPE &signal,string time)
{
if((H[1] == 0) && (L[1] == 0)) // no data to process
{
signal = POSITION_TYPE_NONE;
return false;
}
// Uncomment line below for optional debug output:
//Print(time+": H[1] = "+DoubleToString(H[1],_Digits)+" L[0] = "+DoubleToString(L[0],_Digits)+" | L[1] = "+DoubleToString(L[1],_Digits)+" H[0] = "+DoubleToString(H[0],_Digits));
if((H[1] == M[1]) && (L[0] == M[0]))
{
//
// Super trend shifted from Low to High band => Buy Signal
//
signal = POSITION_TYPE_BUY;
return true;
}
else if((L[1] == M[1]) && (H[0] == M[0]))
{
//
// Super trend shifted from High to Low band => Sell Signal
//
signal = POSITION_TYPE_SELL;
return true;
}
//
// No signal detected
//
signal = POSITION_TYPE_NONE;
return false;
}