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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
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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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