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Updated for ver.3.16

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Artur
2021-05-10 18:11:10 +02:00
parent 380071b195
commit 419ea51fca
71 changed files with 510 additions and 121 deletions
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Experts/2MA_Cross.ex5
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Experts/2MA_Cross.mq5
+91 -32
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@@ -1,17 +1,20 @@
#property copyright "Copyright 2017-2021, Artur Zas"
// GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
#property link "https://www.az-invest.eu"
#property version "1.17"
#define VERSION "1.20"
#property version VERSION
#property description "Example EA: Trading based on 2 moving average crossover."
#property description "MA1 & MA2 need to be enabled on the inicator creating the chart."
#property description "MA1 && MA2 need to be enabled on the inicator creating the chart."
#property description "MA1 - Fast moving average"
#property description "MA2 - Slow moving average"
#property description " "
#property description "GNU General Public License v3.0"
//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
//#define ULTIMATE_RENKO_LICENSE // uncomment when used on Ultimate Renko chart from https://www.az-invest.eu/ultimate-renko-indicator-generator-for-metatrader-5
//#define VOLUMECHART_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/Tick-chart-and-volume-chart-for-mt5
//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
//#define SECONDSCHART_LICENSE // uncomment when used on a Seconds TF bar chart from https://www.az-invest.eu/seconds-timeframe-chart-for-metatrader-5
//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu
//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu/linebreak-chart-for-metatrader-5
//
// Uncomment only ONE of the 5 directives listed below and recompile
// -----------------------------------------------------------------
@@ -21,14 +24,14 @@
//#define EA_ON_XTICK_CHART // Use EA on XTick Chart (obsolete)
//#define EA_ON_TICK_VOLUME_CHART // Use EA on Tick & Volume Bar Chart
//#define EA_ON_SECONDS_CHART // Use EA on Seconds Interval chart
//#define EA_ON_LINEBREAK_CHART // Use EA on LineBreak charts
//#define EA_ON_LINEBREAK_CHART // Use EA on LineBreak charts
//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
// Uncomment the directive below and recompile if EA is used with P-Renko BR Ultimate
// ----------------------------------------------------------------------------------
//
// #define P_RENKO_BR_PRO // Use in P-Renko BR Ultimate version
//#define P_RENKO_BR_PRO // Use in P-Renko BR Ultimate version
//
// Uncomment the directive below and recompile for use in a backtest only
@@ -65,6 +68,7 @@
#include <AZ-INVEST/SDK/TimeControl.mqh>
#include <AZ-INVEST/SDK/TradeFunctions.mqh>
#include <AZ-INVEST/SDK/TradeManager.mqh>
enum ENUM_TRADE_DIRECTION
{
@@ -74,22 +78,30 @@ enum ENUM_TRADE_DIRECTION
};
#ifdef SHOW_INDICATOR_INPUTS
input group "EA parameters"
input group "### EA parameters"
#endif
input double Lots = 0.1; // Traded lots
input uint StopLoss = 100; // Stop Loss (in points)
input uint TakeProfit = 250; // Take profit (in points)
input uint TakeProfit = 300; // Take profit (in points)
input ENUM_TRADE_DIRECTION ValidTradeDirection = TRADE_DIRECTION_ALL; // Valid trading type
input bool ForceSR = false; // Force Stop & Reverse
input bool ReverseOnMACrossInsideGap = true; // Reverse trade if MA cross inside a gap
input bool CloseTradeAfterTradingHours = true; // Close trade after trading hours
input ulong DeviationPoints = 0; // Maximum defiation (in points)
input double ManualTickSize = 0.000; // Tick Size (0 = auto detect)
input group "### Trading schedule (Non stop if start = 0 & end = 0)"
input string Start="9:00"; // Start trading at
input string End="17:55"; // End trading at
input bool CloseTradeAfterTradingHours = false; // Close trade after trading hours
input group "### Trade management";
input int InpBEPoints = 0; // BreakEven (Points) [ 0 = OFF ]
input int InpTrailByPoints = 0; // Trail by (Points) [ 0 = OFF ]
input int InpTrailStartPoints = 150; // Start trailing after (Points)
input int InpPartialCloseAtProfitPoints = 0; // Partial close at (Points) [ 0 = OFF ]
input int InpPartialClosePercentage = 50; // Partial close %
input group "### Misc";
input ulong MagicNumber=5150; // Assign trade ID
input ulong DeviationPoints = 0; // Maximum deviation (in points)
input double ManualTickSize = 0.000; // Tick Size (0 = auto detect)
input int NumberOfRetries = 50; // Maximum number of retries
input int BusyTimeout_ms = 1000; // Wait [ms] before retry on bussy errors
input int BusyTimeout_ms = 1000; // Wait [ms] before retry on busy errors
input int RequoteTimeout_ms = 250; // Wait [ms] before retry on requotes
// Global data buffers
@@ -106,8 +118,10 @@ int numberOfBars = 3;
CMarketOrder *marketOrder = NULL;
CTimeControl *timeControl = NULL;
CTradeManager *tradeManager = NULL;
ulong currentTicket;
CTradeManagerState tradeManagerState;
ENUM_POSITION_TYPE currentPositionType;
ENUM_POSITION_TYPE signal;
ENUM_POSITION_TYPE validation;
@@ -191,7 +205,25 @@ int OnInit()
timeControl.SetValidTraingHours(Start,End);
return(INIT_SUCCEEDED);
//
// Init TradeManager
//
CTradeManagerParameters params2;
{
params2.BEPoints = InpBEPoints;
params2.TrailByPoints = InpTrailByPoints;
params2.TrailStartPoints = InpTrailStartPoints;
params2.PartialCloseAtProfitPoints = InpPartialCloseAtProfitPoints;
params2.PartialClosePercentage = InpPartialClosePercentage;
}
if(tradeManager == NULL)
{
tradeManager = new CTradeManager(params2, marketOrder);
}
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
@@ -223,7 +255,13 @@ void OnDeinit(const int reason)
delete customBars;
customBars = NULL;
}
if(tradeManager != NULL)
{
delete tradeManager;
tradeManager = NULL;
}
Comment("");
}
//+------------------------------------------------------------------+
@@ -231,20 +269,15 @@ void OnDeinit(const int reason)
//+------------------------------------------------------------------+
void OnTick()
{
if(marketOrder == NULL || customBars == NULL || timeControl == NULL)
if(marketOrder == NULL || customBars == NULL || timeControl == NULL || tradeManager == NULL)
return;
if(customBars.IsNewBar())
// trade management
if(marketOrder.IsOpen(currentTicket, _Symbol, MagicNumber))
{
if(timeControl.IsScheduleEnabled())
{
Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
}
else
{
Comment("EA trading schedule OFF");
}
// checks done on every tick
if(!timeControl.IsTradingTimeValid())
{
if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber))
@@ -258,6 +291,22 @@ void OnTick()
return;
}
tradeManager.Manage(currentTicket, tradeManagerState);
}
// Signal handler
if(customBars.IsNewBar())
{
if(timeControl.IsScheduleEnabled())
{
Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
}
else
{
Comment("EA trading schedule OFF");
}
//
// Get moving average values for current, last completed bar and the bar before that...
@@ -280,19 +329,21 @@ void OnTick()
if(timeControl.IsScheduleEnabled())
{
Comment("EA trading schedule ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()+
"\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
"\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
// "\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
// "\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
"\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+
"\n MA validation = "+marketOrder.PositionTypeToString(validation)+
"\n Trade manager: "+tradeManager.ToString()+
"\n");
}
else
{
Comment("EA trading schedule not used. Trading is enabled."+
"\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
"\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
// "\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
// "\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
"\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+
"\n MA validation = "+marketOrder.PositionTypeToString(validation)+
"\n Trade manager: "+tradeManager.ToString()+
"\n");
}
@@ -306,6 +357,7 @@ void OnTick()
{
PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
tradeManagerState.Clear();
}
}
return;
@@ -313,8 +365,10 @@ void OnTick()
else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_BUY,MagicNumber))
{
if(IsTradeDirectionValid(POSITION_TYPE_BUY))
{
marketOrder.Long(_Symbol,Lots,StopLoss,TakeProfit);
tradeManagerState.Clear();
}
return;
}
}
@@ -328,6 +382,7 @@ void OnTick()
{
PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
tradeManagerState.Clear();
}
}
return;
@@ -335,8 +390,10 @@ void OnTick()
else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_SELL,MagicNumber))
{
if(IsTradeDirectionValid(POSITION_TYPE_SELL))
{
tradeManagerState.Clear();
marketOrder.Short(_Symbol,Lots,StopLoss,TakeProfit);
}
return;
}
}
@@ -357,18 +414,20 @@ void OnTick()
// reverse position on signal change inside gap.
PrintFormat("Reversing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket);
marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
tradeManagerState.Clear();
}
else
{
// close position on signal change inside gap.
PrintFormat("Closing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket);
marketOrder.Close(currentTicket);
tradeManagerState.Clear();
}
}
}
}
}
}
}
}
//
Experts/PriceMA_Cross.ex5
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Experts/PriceMA_Cross.mq5
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@@ -1,15 +1,18 @@
#property copyright "Copyright 2017-2021, Artur Zas"
// GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
#property link "https://www.az-invest.eu"
#property version "1.09"
#property description "Example EA: Trading based on moving average & price crossover."
#define VERSION "1.10"
#property version VERSION
#property description "Example EA: Trading based on moving average && price crossover."
#property description "MA1 needs to be enabled on the inicator creating the chart."
#property description " "
#property description "GNU General Public License v3.0"
//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
//#define ULTIMATE_RENKO_LICENSE // uncomment when used on Ultimate Renko chart from https://www.az-invest.eu/ultimate-renko-indicator-generator-for-metatrader-5
//#define VOLUMECHART_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/Tick-chart-and-volume-chart-for-mt5
//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
//#define SECONDSCHART_LICENSE // uncomment when used on a Seconds TF bar chart from https://www.az-invest.eu/seconds-timeframe-chart-for-metatrader-5
//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu
//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu/linebreak-chart-for-metatrader-5
//
// Uncomment only ONE of the 5 directives listed below and recompile
@@ -20,14 +23,14 @@
//#define EA_ON_XTICK_CHART // Use EA on XTick Chart (obsolete)
//#define EA_ON_TICK_VOLUME_CHART // Use EA on Tick & Volume Bar Chart
//#define EA_ON_SECONDS_CHART // Use EA on Seconds Interval chart
//#define EA_ON_LINEBREAK_CHART // Use EA on LineBreak charts
//#define EA_ON_LINEBREAK_CHART // Use EA on LineBreak charts
//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
// Uncomment the directive below and recompile if EA is used with P-Renko BR Ultimate
// ----------------------------------------------------------------------------------
//
// #define P_RENKO_BR_PRO // Use in P-Renko BR Ultimate version
//#define P_RENKO_BR_PRO // Use in P-Renko BR Ultimate version
//
// Uncomment the directive below and recompile for use in a backtest only
@@ -64,6 +67,7 @@
#include <AZ-INVEST/SDK/TimeControl.mqh>
#include <AZ-INVEST/SDK/TradeFunctions.mqh>
#include <AZ-INVEST/SDK/TradeManager.mqh>
enum ENUM_TRADE_DIRECTION
{
@@ -79,18 +83,26 @@ input double Lots = 0.1; // Trade
input uint StopLoss = 0; // Stop Loss
input uint TakeProfit = 0; // Take profit
input int ConfirmationBars = 1; // Signal confirmation bars
input int PrevSignalBars = 1; // Prev signal confirmation bars
input int PrevSignalBars = 1; // Prev. signal confirmation bars
input ENUM_TRADE_DIRECTION ValidTradeDirection = TRADE_DIRECTION_ALL; // Valid trading type
input bool CloseTradeOnSignalChange = true; // Close trade on signal change
input bool ForceSR = false; // Force Stop & Reverse
input bool CloseTradeAfterTradingHours = true; // Close trade after trading hours
input ulong DeviationPoints = 0; // Maximum defiation (in points)
input double ManualTickSize = 0.000; // Tick Size (0 = auto detect)
input group "### Trading schedule (Non stop if start = 0 & end = 0)"
input string Start="9:00"; // Start trading at
input string End="17:55"; // End trading at
input bool CloseTradeAfterTradingHours = true; // Close trade after trading hours
input group "### Trade management";
input int InpBEPoints = 0; // BreakEven (Points) [ 0 = OFF ]
input int InpTrailByPoints = 0; // Trail by (Points) [ 0 = OFF ]
input int InpTrailStartPoints = 150; // Start trailing after (Points)
input int InpPartialCloseAtProfitPoints = 0; // Partial close at (Points) [ 0 = OFF ]
input int InpPartialClosePercentage = 50; // Partial close %
input group "### Misc";
input ulong MagicNumber=8888; // Assign trade ID
input ulong DeviationPoints = 0; // Maximum defiation (in points)
input double ManualTickSize = 0.000; // Tick Size (0 = auto detect)
input int NumberOfRetries = 50; // Maximum number of retries
input int BusyTimeout_ms = 1000; // Wait [ms] before retry on bussy errors
input int BusyTimeout_ms = 1000; // Wait [ms] before retry on busy errors
input int RequoteTimeout_ms = 250; // Wait [ms] before retry on requotes
// Global data buffers
@@ -107,10 +119,12 @@ int _prevSignalBars;
// EA variables
CMarketOrder *marketOrder;
CTimeControl *timeControl;
CMarketOrder *marketOrder = NULL;
CTimeControl *timeControl = NULL;
CTradeManager *tradeManager = NULL;
ulong currentTicket;
CTradeManagerState tradeManagerState;
ENUM_POSITION_TYPE currentPositionType;
ENUM_POSITION_TYPE signal;
ENUM_POSITION_TYPE validation;
@@ -168,6 +182,8 @@ int OnInit()
}
customBars.Init();
if(customBars.GetHandle() == INVALID_HANDLE)
return(INIT_FAILED);
signal = POSITION_TYPE_NONE;
_confirmationBars = (ConfirmationBars < 1) ? 1 : ConfirmationBars;
@@ -195,6 +211,24 @@ int OnInit()
timeControl.SetValidTraingHours(Start,End);
//
// Init TradeManager
//
CTradeManagerParameters params2;
{
params2.BEPoints = InpBEPoints;
params2.TrailByPoints = InpTrailByPoints;
params2.TrailStartPoints = InpTrailStartPoints;
params2.PartialCloseAtProfitPoints = InpPartialCloseAtProfitPoints;
params2.PartialClosePercentage = InpPartialClosePercentage;
}
if(tradeManager == NULL)
{
tradeManager = new CTradeManager(params2, marketOrder);
}
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
@@ -228,6 +262,12 @@ void OnDeinit(const int reason)
customBars = NULL;
}
if(tradeManager != NULL)
{
delete tradeManager;
tradeManager = NULL;
}
Comment("");
}
//+------------------------------------------------------------------+
@@ -235,20 +275,15 @@ void OnDeinit(const int reason)
//+------------------------------------------------------------------+
void OnTick()
{
if(marketOrder == NULL)
if(marketOrder == NULL || customBars == NULL || timeControl == NULL || tradeManager == NULL)
return;
if(customBars.IsNewBar())
// trade management
if(marketOrder.IsOpen(currentTicket, _Symbol, MagicNumber))
{
if(timeControl.IsScheduleEnabled())
{
Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
}
else
{
Comment("EA trading schedule OFF");
}
// checks done on every tick
if(!timeControl.IsTradingTimeValid())
{
if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber))
@@ -262,7 +297,23 @@ void OnTick()
return;
}
tradeManager.Manage(currentTicket, tradeManagerState);
}
// Signal handler
if(customBars.IsNewBar())
{
if(timeControl.IsScheduleEnabled())
{
Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
}
else
{
Comment("EA trading schedule OFF");
}
//
// Get MqlRateInfo & moving average values for current, last completed bar and the bar before that...
//
@@ -283,17 +334,19 @@ void OnTick()
if(timeControl.IsScheduleEnabled())
{
Comment("EA trading schedule ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()+
"\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
"\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
//"\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
//"\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
"\n Price & MA cross signal = "+marketOrder.PositionTypeToString(signal)+
"\n Trade manager: "+tradeManager.ToString()+
"\n");
}
else
{
Comment("EA trading schedule not used. Trading is enabled."+
"\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
"\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
//"\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
//"\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
"\n Price & MA cross signal = "+marketOrder.PositionTypeToString(signal)+
"\n Trade manager: "+tradeManager.ToString()+
"\n");
}
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Include/AZ-INVEST/SDK/CommonSettings.mqh
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Include/AZ-INVEST/SDK/RangeBarCustomChartSettings.mqh
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@@ -12,38 +12,32 @@
#ifdef SHOW_INDICATOR_INPUTS
#ifdef MQL5_MARKET_DEMO // hardcoded values
int barSizeInTicks = 180; // Range bar size (in ticks)
ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
int atrPeriod = 14; // ATR period
int atrPercentage = 10; // Use percentage of ATR
int showNumberOfDays = 7; // Show history for number of days
ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
double InpBarSize = 180; // Range bar size
ENUM_BAR_SIZE_CALC_MODE InpBarSizeCalcMode = BAR_SIZE_ABSOLUTE_TICKS; // Bar size calculation
int InpShowNumberOfDays = 7; // Show history for number of days
ENUM_TIMEFRAMES InpAtrTimeFrame = PERIOD_D1; // ATR timeframe setting
int InpAtrPeriod = 14; // ATR period setting
ENUM_BOOL InpResetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
#else // user defined settings
input int barSizeInTicks = 100; // Range bar size (in ticks)
input int showNumberOfDays = 5; // Show history for number of days
input group "### ATR based bar size calculation"
input ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
input ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
input int atrPeriod = 14; // ATR period
input int atrPercentage = 10; // Use percentage of ATR
input group "### Chart synchronization"
input ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
input double InpBarSize = 100; // Range bar size
input ENUM_BAR_SIZE_CALC_MODE InpBarSizeCalcMode = BAR_SIZE_ABSOLUTE_TICKS;// Bar size calculation
input int InpShowNumberOfDays = 5; // Show history for number of days
input group "### ATR bar size calculation settings"
input ENUM_TIMEFRAMES InpAtrTimeFrame = PERIOD_D1; // ATR timeframe setting
input int InpAtrPeriod = 14; // ATR period setting
input group "### Chart synchronization"
input ENUM_BOOL InpResetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
#endif
#else // don't SHOW_INDICATOR_INPUTS
int barSizeInTicks = 180; // Range bar size (in ticks)
ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
int atrPeriod = 14; // ATR period
int atrPercentage = 10; // Use percentage of ATR
int showNumberOfDays = 7; // Show history for number of days
ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
double InpBarSize = 180; // Range bar size
ENUM_BAR_SIZE_CALC_MODE InpBarSizeCalcMode = BAR_SIZE_ABSOLUTE_TICKS;// Bar size calculation
int InpShowNumberOfDays = 7; // Show history for number of days
ENUM_TIMEFRAMES InpAtrTimeFrame = PERIOD_D1; // ATR timeframe setting
int InpAtrPeriod = 14; // ATR period setting
ENUM_BOOL InpResetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
#endif
//
@@ -52,15 +46,18 @@
//
#include <az-invest/sdk/CustomChartSettingsBase.mqh>
#define SETNAME_BAR_SIZE_CALC_MODE "barSizeCalcMode"
#define SETNAME_ATR_TIMEFRAME "atrTimeFrame"
#define SETNAME_ATR_PERIOD "atrPeriod"
struct RANGEBAR_SETTINGS
{
int barSizeInTicks;
ENUM_BOOL atrEnabled;
ENUM_TIMEFRAMES atrTimeFrame;
int atrPeriod;
int atrPercentage;
int showNumberOfDays;
ENUM_BOOL resetOpenOnNewTradingDay;
double barSize;
ENUM_BAR_SIZE_CALC_MODE barSizeCalcMode;
ENUM_TIMEFRAMES atrTimeFrame;
int atrPeriod;
int showNumberOfDays;
ENUM_BOOL resetOpenOnNewTradingDay;
};
@@ -109,12 +106,10 @@ uint CRangeBarCustomChartSettigns::CustomChartSettingsFromFile(int file_handle)
void CRangeBarCustomChartSettigns::SetCustomChartSettings()
{
settings.barSizeInTicks = barSizeInTicks;
settings.atrEnabled = atrEnabled;
settings.atrTimeFrame = atrTimeFrame;
settings.atrPeriod = atrPeriod;
settings.atrPercentage = atrPercentage;
settings.showNumberOfDays = showNumberOfDays;
settings.resetOpenOnNewTradingDay = resetOpenOnNewTradingDay;
settings.barSize = InpBarSize;
settings.barSizeCalcMode = InpBarSizeCalcMode;
settings.showNumberOfDays = InpShowNumberOfDays;
settings.atrTimeFrame = InpAtrTimeFrame;
settings.atrPeriod = InpAtrPeriod;
settings.resetOpenOnNewTradingDay = InpResetOpenOnNewTradingDay;
}
Include/AZ-INVEST/SDK/RangeBars.mqh
+9 -9
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@@ -1,8 +1,8 @@
#property copyright "Copyright 2018-2020, Level Up Software"
#property copyright "Copyright 2018-2021, Level Up Software"
#property link "http://www.az-invest.eu"
#ifdef DEVELOPER_VERSION
#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay300"
#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay316"
#else
#ifdef RANGEBAR_LICENSE
#ifdef MQL5_MARKET_VERSION
@@ -193,23 +193,23 @@ int RangeBars::Init()
RANGEBAR_SETTINGS s = rangeBarSettings.GetCustomChartSettings();
CHART_INDICATOR_SETTINGS cis = rangeBarSettings.GetChartIndicatorSettings();
ALERT_INFO_SETTINGS als = rangeBarSettings.GetAlertInfoSettings();
rangeBarsHandle = iCustom(this.rangeBarsSymbol, _Period, RANGEBAR_INDICATOR_NAME,
s.barSizeInTicks,
s.barSize,
s.barSizeCalcMode,
s.showNumberOfDays,
"=",
s.atrEnabled,
s.atrTimeFrame,
s.atrPeriod,
s.atrPercentage,
"=",
s.resetOpenOnNewTradingDay,
"=",
showPivots,
pivotPointCalculationType,
als.showPivots,
als.pivotPointCalculationType,
"=",
AlertMeWhen,
AlertNotificationType,
InpAlertMeWhen,
InpAlertNotificationType,
"=",
cis.MA1lineType,
cis.MA1period,
Include/AZ-INVEST/SDK/TradeFunctions.mqh
+20 -4
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//
// Copyright 2017-2018, Artur Zas
// Copyright 2017-2021, Artur Zas
// https://www.az-invest.eu
// https://www.mql5.com/en/users/arturz
//
@@ -732,8 +732,26 @@ bool CMarketOrder::ClosePartial(ulong ticket, double lots)
while(!IsStopped() && !result)
{
result = ctrade.PositionClosePartial(ticket, NormalizeLots(symbol,lots));
if(_IsNettingAccount()) // Netting account type
{
// open opposite position with volume = "lots" to do a parial close
ENUM_POSITION_TYPE type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
if(type == POSITION_TYPE_BUY)
{
result = this.Short(symbol,lots,0,0);
}
else if(type == POSITION_TYPE_SELL)
{
result = this.Long(symbol,lots,0,0);
}
}
else // Hedging account type
{
result = ctrade.PositionClosePartial(ticket, lots);
}
if(result)
{
Sleep(500);
@@ -1072,5 +1090,3 @@ void CMarketOrder::SetTradeId(ulong tradeId)
ctrade.SetExpertMagicNumber(tradeId);
}
Include/AZ-INVEST/SDK/TradeManager.mqh
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//
// Copyright 2018-2021, Artur Zas
// https://www.az-invest.eu
// https://www.mql5.com/en/users/arturz
//
#include <AZ-INVEST/SDK/TradeFunctions.mqh>
class CTradeManagerState
{
public:
void Clear() { DoneBreakEven = false; TrailStarted = false; DonePartialClose = false; };
// Break Even
bool DoneBreakEven;
// Trailing Stop
bool TrailStarted;
// Partial Close
bool DonePartialClose;
};
struct CTradeManagerParameters
{
// Break Even
int BEPoints;
// Trailing Stop
int TrailByPoints;
int TrailStartPoints;
// Partial Close
int PartialCloseAtProfitPoints;
int PartialClosePercentage;
};
class CTradeManager
{
private:
bool initialized;
CMarketOrder *orderHandler;
CTradeManagerParameters inputs;
ENUM_ORDER_TYPE __type;
double __open;
double __lots;
string __symbol;
double __tp;
double __sl;
double __bid;
double __ask;
public:
CTradeManager();
CTradeManager(CTradeManagerParameters &params, CMarketOrder *orderHalder);
~CTradeManager();
bool IsInitialized() { return this.initialized; };
bool Initialize(CTradeManagerParameters &params, CMarketOrder *orderHalder);
bool Manage(ulong ticket, CTradeManagerState &_state);
string ToString();
private:
bool GetTradeInfo(ulong ticket);
bool BreakEven(ulong ticket);
bool OkToTrailTheStop(ulong ticket);
bool TrailTheStop(ulong ticket);
bool PartialClose(ulong ticket, double lots);
double GetPartialCloseLotSize();
bool IsDistanceFromOpenReached(double distancePriceDiff);
ENUM_ORDER_TYPE GetType(ulong ticket);
};
CTradeManager::CTradeManager(void)
{
this.orderHandler = NULL;
this.initialized = false;
}
CTradeManager::CTradeManager(CTradeManagerParameters &params,CMarketOrder *_orderHandler)
{
this.orderHandler = NULL;
this.initialized = false;
Initialize(params, _orderHandler);
}
CTradeManager::~CTradeManager(void)
{
}
bool CTradeManager::GetTradeInfo(ulong ticket)
{
__type = GetType(ticket);
__open = PositionGetDouble(POSITION_PRICE_OPEN);
if(__open == 0)
return false;
__lots = PositionGetDouble(POSITION_VOLUME);
__symbol = PositionGetString(POSITION_SYMBOL);
__tp = PositionGetDouble(POSITION_TP);
__sl = PositionGetDouble(POSITION_SL);
__bid = SymbolInfoDouble(__symbol,SYMBOL_BID);
__ask = SymbolInfoDouble(__symbol,SYMBOL_ASK);
return true;
}
bool CTradeManager::Initialize(CTradeManagerParameters &params, CMarketOrder *_orderHandler)
{
// Dependency injection
this.orderHandler = _orderHandler;
if(this.orderHandler == NULL)
{
Print(__FUNCTION__," failed on orderHandler == NULL");
return false;
}
//
this.inputs = params;
// normalize inputs
this.inputs.PartialClosePercentage = MathMin(MathAbs(this.inputs.PartialClosePercentage), 100);
//
this.initialized = true;
return initialized;
}
bool CTradeManager::Manage(ulong ticket, CTradeManagerState &_state)
{
if(!GetTradeInfo(ticket))
return false; // trade info not available
if(!_state.DonePartialClose)
{
_state.DonePartialClose = PartialClose(ticket, GetPartialCloseLotSize());
}
if(!_state.DoneBreakEven)
{
if(BreakEven(ticket))
_state.DoneBreakEven = true;
}
if(!_state.TrailStarted)
{
_state.TrailStarted = OkToTrailTheStop(ticket);
}
if(_state.TrailStarted)
{
TrailTheStop(ticket);
}
return true;
}
bool CTradeManager::PartialClose(ulong ticket, double lots)
{
if(this.inputs.PartialCloseAtProfitPoints == 0 || lots == 0)
return false; // nothing to do
double _partialCloseDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.PartialCloseAtProfitPoints;
if(!IsDistanceFromOpenReached(_partialCloseDistance))
return false;
return orderHandler.ClosePartial(ticket, lots);
}
bool CTradeManager::BreakEven(ulong ticket)
{
if(this.inputs.BEPoints == 0)
return false; // nothing to do
double _beDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.BEPoints;
if(!IsDistanceFromOpenReached(_beDistance))
return false;
return orderHandler.Modify(ticket,__open,__tp);
}
bool CTradeManager::OkToTrailTheStop(ulong ticket)
{
if(this.inputs.TrailByPoints == 0)
return false; // nothing to do
double _startDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.TrailStartPoints;
if(!IsDistanceFromOpenReached(_startDistance))
return false;
return true;
}
bool CTradeManager::TrailTheStop(ulong ticket)
{
if(this.inputs.TrailByPoints == 0)
return false; // nothing to do
double _trailDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.TrailByPoints;
double _sl = __sl;
bool okToModify = false;
if(__type == ORDER_TYPE_BUY)
{
_sl = (__bid - _trailDistance);
if(_sl > __sl)
okToModify = true;
}
else if(__type == ORDER_TYPE_SELL)
{
_sl = (__ask + _trailDistance);
if(_sl < __sl)
okToModify = true;
}
if(okToModify)
return orderHandler.Modify(ticket,_sl,__tp);
return false;
}
ENUM_ORDER_TYPE CTradeManager::GetType(ulong ticket)
{
ENUM_POSITION_TYPE _pType;
orderHandler.GetPositionType(ticket,_pType);
return orderHandler.TradeBias((ENUM_ORDER_TYPE)_pType);
}
double CTradeManager::GetPartialCloseLotSize()
{
double lotsToClose = (__lots * inputs.PartialClosePercentage) / 100;
return NormalizeLots(__symbol, lotsToClose);
}
bool CTradeManager::IsDistanceFromOpenReached(double distancePriceDiff)
{
if(__type == ORDER_TYPE_BUY)
{
if((__bid - distancePriceDiff) >= __open)
return true;
}
else if(__type == ORDER_TYPE_SELL)
{
if((__ask + distancePriceDiff) <= __open)
return true;
}
return false;
}
string CTradeManager::ToString()
{
string _be = (inputs.BEPoints > 0) ? "[BE ON] " : "[BE off] ";
string _trail = (inputs.TrailByPoints > 0) ? "[Trail ON] ": "[Trail off] ";
string _partial = (inputs.PartialCloseAtProfitPoints > 0) ? "[Partial "+(string)inputs.PartialClosePercentage+"%] ": "[Partial off] ";
return _be+_trail+_partial;
}
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#property indicator_color1 DodgerBlue
#property indicator_label1 "ATR"
//--- input parameters
input int InpAtrPeriod=14; // ATR period
input int Inp_AtrPeriod=14; // ATR period
//--- indicator buffers
double ExtATRBuffer[];
double ExtTRBuffer[];
@@ -33,12 +33,12 @@ int ExtPeriodATR;
void OnInit()
{
//--- check for input value
if(InpAtrPeriod<=0)
if(Inp_AtrPeriod<=0)
{
ExtPeriodATR=14;
printf("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.",InpAtrPeriod,ExtPeriodATR);
printf("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.",Inp_AtrPeriod,ExtPeriodATR);
}
else ExtPeriodATR=InpAtrPeriod;
else ExtPeriodATR=Inp_AtrPeriod;
//--- indicator buffers mapping
SetIndexBuffer(0,ExtATRBuffer,INDICATOR_DATA);
SetIndexBuffer(1,ExtTRBuffer,INDICATOR_CALCULATIONS);
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