Updated for ver.3.16
This commit is contained in:
Artur
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@@ -12,38 +12,32 @@
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#ifdef SHOW_INDICATOR_INPUTS
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#ifdef MQL5_MARKET_DEMO // hardcoded values
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int barSizeInTicks = 180; // Range bar size (in ticks)
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ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
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ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
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int atrPeriod = 14; // ATR period
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int atrPercentage = 10; // Use percentage of ATR
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int showNumberOfDays = 7; // Show history for number of days
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ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
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double InpBarSize = 180; // Range bar size
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ENUM_BAR_SIZE_CALC_MODE InpBarSizeCalcMode = BAR_SIZE_ABSOLUTE_TICKS; // Bar size calculation
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int InpShowNumberOfDays = 7; // Show history for number of days
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ENUM_TIMEFRAMES InpAtrTimeFrame = PERIOD_D1; // ATR timeframe setting
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int InpAtrPeriod = 14; // ATR period setting
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ENUM_BOOL InpResetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
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#else // user defined settings
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input int barSizeInTicks = 100; // Range bar size (in ticks)
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input int showNumberOfDays = 5; // Show history for number of days
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input group "### ATR based bar size calculation"
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input ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
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input ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
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input int atrPeriod = 14; // ATR period
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input int atrPercentage = 10; // Use percentage of ATR
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input group "### Chart synchronization"
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input ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
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input double InpBarSize = 100; // Range bar size
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input ENUM_BAR_SIZE_CALC_MODE InpBarSizeCalcMode = BAR_SIZE_ABSOLUTE_TICKS;// Bar size calculation
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input int InpShowNumberOfDays = 5; // Show history for number of days
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input group "### ATR bar size calculation settings"
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input ENUM_TIMEFRAMES InpAtrTimeFrame = PERIOD_D1; // ATR timeframe setting
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input int InpAtrPeriod = 14; // ATR period setting
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input group "### Chart synchronization"
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input ENUM_BOOL InpResetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
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#endif
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#else // don't SHOW_INDICATOR_INPUTS
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int barSizeInTicks = 180; // Range bar size (in ticks)
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ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
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ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
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int atrPeriod = 14; // ATR period
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int atrPercentage = 10; // Use percentage of ATR
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int showNumberOfDays = 7; // Show history for number of days
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ENUM_BOOL resetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
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double InpBarSize = 180; // Range bar size
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ENUM_BAR_SIZE_CALC_MODE InpBarSizeCalcMode = BAR_SIZE_ABSOLUTE_TICKS;// Bar size calculation
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int InpShowNumberOfDays = 7; // Show history for number of days
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ENUM_TIMEFRAMES InpAtrTimeFrame = PERIOD_D1; // ATR timeframe setting
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int InpAtrPeriod = 14; // ATR period setting
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ENUM_BOOL InpResetOpenOnNewTradingDay = true; // Synchronize first bar's open on new day
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#endif
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//
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@@ -52,15 +46,18 @@
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//
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#include <az-invest/sdk/CustomChartSettingsBase.mqh>
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#define SETNAME_BAR_SIZE_CALC_MODE "barSizeCalcMode"
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#define SETNAME_ATR_TIMEFRAME "atrTimeFrame"
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#define SETNAME_ATR_PERIOD "atrPeriod"
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struct RANGEBAR_SETTINGS
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{
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int barSizeInTicks;
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ENUM_BOOL atrEnabled;
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ENUM_TIMEFRAMES atrTimeFrame;
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int atrPeriod;
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int atrPercentage;
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int showNumberOfDays;
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ENUM_BOOL resetOpenOnNewTradingDay;
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double barSize;
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ENUM_BAR_SIZE_CALC_MODE barSizeCalcMode;
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ENUM_TIMEFRAMES atrTimeFrame;
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int atrPeriod;
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int showNumberOfDays;
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ENUM_BOOL resetOpenOnNewTradingDay;
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};
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@@ -109,12 +106,10 @@ uint CRangeBarCustomChartSettigns::CustomChartSettingsFromFile(int file_handle)
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void CRangeBarCustomChartSettigns::SetCustomChartSettings()
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{
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settings.barSizeInTicks = barSizeInTicks;
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settings.atrEnabled = atrEnabled;
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settings.atrTimeFrame = atrTimeFrame;
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settings.atrPeriod = atrPeriod;
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settings.atrPercentage = atrPercentage;
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settings.showNumberOfDays = showNumberOfDays;
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settings.resetOpenOnNewTradingDay = resetOpenOnNewTradingDay;
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settings.barSize = InpBarSize;
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settings.barSizeCalcMode = InpBarSizeCalcMode;
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settings.showNumberOfDays = InpShowNumberOfDays;
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settings.atrTimeFrame = InpAtrTimeFrame;
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settings.atrPeriod = InpAtrPeriod;
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settings.resetOpenOnNewTradingDay = InpResetOpenOnNewTradingDay;
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}
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@@ -1,8 +1,8 @@
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#property copyright "Copyright 2018-2020, Level Up Software"
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#property copyright "Copyright 2018-2021, Level Up Software"
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#property link "http://www.az-invest.eu"
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#ifdef DEVELOPER_VERSION
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#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay300"
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#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay316"
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#else
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#ifdef RANGEBAR_LICENSE
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#ifdef MQL5_MARKET_VERSION
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@@ -193,23 +193,23 @@ int RangeBars::Init()
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RANGEBAR_SETTINGS s = rangeBarSettings.GetCustomChartSettings();
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CHART_INDICATOR_SETTINGS cis = rangeBarSettings.GetChartIndicatorSettings();
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ALERT_INFO_SETTINGS als = rangeBarSettings.GetAlertInfoSettings();
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rangeBarsHandle = iCustom(this.rangeBarsSymbol, _Period, RANGEBAR_INDICATOR_NAME,
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s.barSizeInTicks,
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s.barSize,
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s.barSizeCalcMode,
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s.showNumberOfDays,
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"=",
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s.atrEnabled,
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s.atrTimeFrame,
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s.atrPeriod,
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s.atrPercentage,
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"=",
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s.resetOpenOnNewTradingDay,
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"=",
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showPivots,
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pivotPointCalculationType,
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als.showPivots,
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als.pivotPointCalculationType,
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"=",
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AlertMeWhen,
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AlertNotificationType,
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InpAlertMeWhen,
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InpAlertNotificationType,
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"=",
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cis.MA1lineType,
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cis.MA1period,
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@@ -1,5 +1,5 @@
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//
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// Copyright 2017-2018, Artur Zas
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// Copyright 2017-2021, Artur Zas
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// https://www.az-invest.eu
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// https://www.mql5.com/en/users/arturz
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//
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@@ -732,8 +732,26 @@ bool CMarketOrder::ClosePartial(ulong ticket, double lots)
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while(!IsStopped() && !result)
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{
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result = ctrade.PositionClosePartial(ticket, NormalizeLots(symbol,lots));
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if(_IsNettingAccount()) // Netting account type
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{
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// open opposite position with volume = "lots" to do a parial close
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ENUM_POSITION_TYPE type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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if(type == POSITION_TYPE_BUY)
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{
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result = this.Short(symbol,lots,0,0);
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}
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else if(type == POSITION_TYPE_SELL)
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{
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result = this.Long(symbol,lots,0,0);
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}
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}
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else // Hedging account type
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{
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result = ctrade.PositionClosePartial(ticket, lots);
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}
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if(result)
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{
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Sleep(500);
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@@ -1072,5 +1090,3 @@ void CMarketOrder::SetTradeId(ulong tradeId)
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ctrade.SetExpertMagicNumber(tradeId);
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}
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@@ -0,0 +1,266 @@
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//
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// Copyright 2018-2021, Artur Zas
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// https://www.az-invest.eu
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// https://www.mql5.com/en/users/arturz
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//
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#include <AZ-INVEST/SDK/TradeFunctions.mqh>
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class CTradeManagerState
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{
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public:
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void Clear() { DoneBreakEven = false; TrailStarted = false; DonePartialClose = false; };
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// Break Even
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bool DoneBreakEven;
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// Trailing Stop
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bool TrailStarted;
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// Partial Close
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bool DonePartialClose;
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};
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struct CTradeManagerParameters
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{
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// Break Even
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int BEPoints;
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// Trailing Stop
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int TrailByPoints;
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int TrailStartPoints;
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// Partial Close
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int PartialCloseAtProfitPoints;
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int PartialClosePercentage;
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};
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class CTradeManager
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{
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private:
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bool initialized;
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CMarketOrder *orderHandler;
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CTradeManagerParameters inputs;
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ENUM_ORDER_TYPE __type;
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double __open;
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double __lots;
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string __symbol;
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double __tp;
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double __sl;
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double __bid;
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double __ask;
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public:
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CTradeManager();
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CTradeManager(CTradeManagerParameters ¶ms, CMarketOrder *orderHalder);
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~CTradeManager();
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bool IsInitialized() { return this.initialized; };
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bool Initialize(CTradeManagerParameters ¶ms, CMarketOrder *orderHalder);
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bool Manage(ulong ticket, CTradeManagerState &_state);
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string ToString();
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private:
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bool GetTradeInfo(ulong ticket);
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bool BreakEven(ulong ticket);
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bool OkToTrailTheStop(ulong ticket);
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bool TrailTheStop(ulong ticket);
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bool PartialClose(ulong ticket, double lots);
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double GetPartialCloseLotSize();
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bool IsDistanceFromOpenReached(double distancePriceDiff);
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ENUM_ORDER_TYPE GetType(ulong ticket);
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};
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CTradeManager::CTradeManager(void)
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{
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this.orderHandler = NULL;
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this.initialized = false;
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}
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CTradeManager::CTradeManager(CTradeManagerParameters ¶ms,CMarketOrder *_orderHandler)
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{
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this.orderHandler = NULL;
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this.initialized = false;
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Initialize(params, _orderHandler);
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}
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CTradeManager::~CTradeManager(void)
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{
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}
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bool CTradeManager::GetTradeInfo(ulong ticket)
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{
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__type = GetType(ticket);
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__open = PositionGetDouble(POSITION_PRICE_OPEN);
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if(__open == 0)
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return false;
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__lots = PositionGetDouble(POSITION_VOLUME);
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__symbol = PositionGetString(POSITION_SYMBOL);
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__tp = PositionGetDouble(POSITION_TP);
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__sl = PositionGetDouble(POSITION_SL);
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__bid = SymbolInfoDouble(__symbol,SYMBOL_BID);
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__ask = SymbolInfoDouble(__symbol,SYMBOL_ASK);
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return true;
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}
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bool CTradeManager::Initialize(CTradeManagerParameters ¶ms, CMarketOrder *_orderHandler)
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{
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// Dependency injection
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this.orderHandler = _orderHandler;
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if(this.orderHandler == NULL)
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{
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Print(__FUNCTION__," failed on orderHandler == NULL");
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return false;
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}
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//
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this.inputs = params;
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// normalize inputs
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this.inputs.PartialClosePercentage = MathMin(MathAbs(this.inputs.PartialClosePercentage), 100);
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//
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this.initialized = true;
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return initialized;
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}
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bool CTradeManager::Manage(ulong ticket, CTradeManagerState &_state)
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{
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if(!GetTradeInfo(ticket))
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return false; // trade info not available
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if(!_state.DonePartialClose)
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{
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_state.DonePartialClose = PartialClose(ticket, GetPartialCloseLotSize());
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}
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if(!_state.DoneBreakEven)
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{
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if(BreakEven(ticket))
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_state.DoneBreakEven = true;
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}
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if(!_state.TrailStarted)
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{
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_state.TrailStarted = OkToTrailTheStop(ticket);
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}
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if(_state.TrailStarted)
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{
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TrailTheStop(ticket);
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}
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return true;
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}
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bool CTradeManager::PartialClose(ulong ticket, double lots)
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{
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if(this.inputs.PartialCloseAtProfitPoints == 0 || lots == 0)
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return false; // nothing to do
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double _partialCloseDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.PartialCloseAtProfitPoints;
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if(!IsDistanceFromOpenReached(_partialCloseDistance))
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return false;
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return orderHandler.ClosePartial(ticket, lots);
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}
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bool CTradeManager::BreakEven(ulong ticket)
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{
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if(this.inputs.BEPoints == 0)
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return false; // nothing to do
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double _beDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.BEPoints;
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if(!IsDistanceFromOpenReached(_beDistance))
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return false;
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return orderHandler.Modify(ticket,__open,__tp);
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}
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bool CTradeManager::OkToTrailTheStop(ulong ticket)
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{
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if(this.inputs.TrailByPoints == 0)
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return false; // nothing to do
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double _startDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.TrailStartPoints;
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if(!IsDistanceFromOpenReached(_startDistance))
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return false;
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return true;
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}
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bool CTradeManager::TrailTheStop(ulong ticket)
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{
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if(this.inputs.TrailByPoints == 0)
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return false; // nothing to do
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double _trailDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.TrailByPoints;
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double _sl = __sl;
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bool okToModify = false;
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if(__type == ORDER_TYPE_BUY)
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{
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_sl = (__bid - _trailDistance);
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if(_sl > __sl)
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okToModify = true;
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}
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else if(__type == ORDER_TYPE_SELL)
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{
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_sl = (__ask + _trailDistance);
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if(_sl < __sl)
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okToModify = true;
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}
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if(okToModify)
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return orderHandler.Modify(ticket,_sl,__tp);
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return false;
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}
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ENUM_ORDER_TYPE CTradeManager::GetType(ulong ticket)
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{
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ENUM_POSITION_TYPE _pType;
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orderHandler.GetPositionType(ticket,_pType);
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return orderHandler.TradeBias((ENUM_ORDER_TYPE)_pType);
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}
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double CTradeManager::GetPartialCloseLotSize()
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{
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double lotsToClose = (__lots * inputs.PartialClosePercentage) / 100;
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return NormalizeLots(__symbol, lotsToClose);
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}
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bool CTradeManager::IsDistanceFromOpenReached(double distancePriceDiff)
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{
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if(__type == ORDER_TYPE_BUY)
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{
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if((__bid - distancePriceDiff) >= __open)
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return true;
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}
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else if(__type == ORDER_TYPE_SELL)
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{
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if((__ask + distancePriceDiff) <= __open)
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return true;
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}
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return false;
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}
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string CTradeManager::ToString()
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{
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string _be = (inputs.BEPoints > 0) ? "[BE ON] " : "[BE off] ";
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string _trail = (inputs.TrailByPoints > 0) ? "[Trail ON] ": "[Trail off] ";
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string _partial = (inputs.PartialCloseAtProfitPoints > 0) ? "[Partial "+(string)inputs.PartialClosePercentage+"%] ": "[Partial off] ";
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return _be+_trail+_partial;
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}
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