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8 Commits

Author SHA1 Message Date
unknown bd957ab1af updated Smoothalgorithms.mqh 2020-01-15 22:30:38 +01:00
unknown 0ba2c53a35 Merge branch 'master' of https://github.com/9nix6/Range-Bars-Charting 2019-09-30 13:03:01 +02:00
unknown dde1849bb0 added OBV indicator 2019-09-30 13:02:46 +02:00
9nix6 e4e0bb483a Fixed RageBar indicator path 2019-08-28 20:59:48 +02:00
unknown b784e9556d Merge branch 'master' of https://github.com/9nix6/Range-Bars-Charting 2019-08-25 22:22:29 +02:00
unknown 695a66b812 update for version 2.13 2019-08-25 22:20:16 +02:00
9nix6 bd3a18958e Fixed error on line 99 2019-07-12 22:43:13 +02:00
9nix6 dd2f769c89 Update for version 2.11 2019-05-14 17:22:40 +02:00
9 changed files with 220 additions and 57 deletions
+1 -1
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@@ -96,7 +96,7 @@ void OnTick()
double MA1[]; // array to be filled by values of the first moving average double MA1[]; // array to be filled by values of the first moving average
double MA2[]; // array to be filled by values of the second moving average double MA2[]; // array to be filled by values of the second moving average
if(rangeBars.GetMA1(MA1,startAtBar,numberOfBars) && rangeBars.GetMA1(MA2,startAtBar,numberOfBars)) if(rangeBars.GetMA1(MA1,startAtBar,numberOfBars) && rangeBars.GetMA2(MA2,startAtBar,numberOfBars))
{ {
// //
// Values are stored in the MA1 and MA2 arrays and are now ready for use // Values are stored in the MA1 and MA2 arrays and are now ready for use
Binary file not shown.
+6 -6
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@@ -30,14 +30,14 @@ double VtcNormalizeLots(string symbol, double lotsToNormalize)
return lotsMin; return lotsMin;
int a = (int)(lotsToNormalize / lotsStep); int a = (int)(lotsToNormalize / lotsStep);
double Lots = a * lotsStep; double normalizedLots = a * lotsStep;
if(Lots < lotsMin) if(normalizedLots < lotsMin)
Lots = lotsMin; normalizedLots = lotsMin;
if(Lots > lotsMax) if(normalizedLots > lotsMax)
Lots = lotsMax; normalizedLots = lotsMax;
return Lots; return normalizedLots;
} }
double NormalizePrice(string symbol, double price, double tick = 0) double NormalizePrice(string symbol, double price, double tick = 0)
+1 -1
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@@ -7,7 +7,7 @@
#ifdef SHOW_INDICATOR_INPUTS #ifdef SHOW_INDICATOR_INPUTS
#ifdef MQL5_MARKET_DEMO #ifdef MQL5_MARKET_DEMO
int barSizeInTicks = 210; // Range bar size (in points) int barSizeInTicks = 180; // Range bar size (in points)
ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation ENUM_BOOL atrEnabled = false; // Enable ATR based bar size calculation
ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period ENUM_TIMEFRAMES atrTimeFrame = PERIOD_D1; // Use ATR period
int atrPeriod = 14; // ATR period int atrPeriod = 14; // ATR period
+1 -1
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@@ -6,7 +6,7 @@
#property copyright "Copyright 2017, AZ-iNVEST" #property copyright "Copyright 2017, AZ-iNVEST"
#property link "http://www.az-invest.eu" #property link "http://www.az-invest.eu"
//#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay204" //#define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay213"
#define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting" #define RANGEBAR_INDICATOR_NAME "Market\\Range Bars Charting"
#define RANGEBAR_OPEN 00 #define RANGEBAR_OPEN 00
+4 -4
View File
@@ -485,7 +485,7 @@ bool CMarketOrder::Modify(ulong ticket, bool stopsInPips = true, int stoploss =
//do checks //do checks
if(!tradingChecks.OkToModifyPosition(symbol,ticket,priceSL,priceTP)) if(!tradingChecks.OkToModifyPosition(symbol,ticket,priceSL,priceTP))
{ {
Alert("Unable to modify: "+tradingChecks.GetCheckErrorToString()); Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
return false; return false;
} }
@@ -532,7 +532,7 @@ bool CMarketOrder::Modify(ulong ticket, double priceSL=0,double priceTP=0)
//do checks //do checks
if(!tradingChecks.OkToModifyPosition(symbol,ticket,priceSL,priceTP)) if(!tradingChecks.OkToModifyPosition(symbol,ticket,priceSL,priceTP))
{ {
Alert("Unable to modify: "+tradingChecks.GetCheckErrorToString()); Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
return false; return false;
} }
@@ -623,7 +623,7 @@ bool CMarketOrder::ModifyPending(ulong ticket, double entry, bool stopsInPips =
//do checks //do checks
if(!tradingChecks.OkToModifyOrder(symbol,ticket,entry,priceSL,priceTP)) if(!tradingChecks.OkToModifyOrder(symbol,ticket,entry,priceSL,priceTP))
{ {
Alert("Unable to modify: "+tradingChecks.GetCheckErrorToString()); Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
return false; return false;
} }
@@ -671,7 +671,7 @@ bool CMarketOrder::ModifyPending(ulong ticket, double entry, double priceSL=0, d
//do checks //do checks
if(!tradingChecks.OkToModifyOrder(symbol,ticket,entry,priceSL,priceTP)) if(!tradingChecks.OkToModifyOrder(symbol,ticket,entry,priceSL,priceTP))
{ {
Alert("Unable to modify: "+tradingChecks.GetCheckErrorToString()); Print("Unable to modify: "+tradingChecks.GetCheckErrorToString());
return false; return false;
} }
+86 -44
View File
@@ -19,6 +19,10 @@
#define Ask SymbolInfoDouble(_symbol,SYMBOL_ASK) #define Ask SymbolInfoDouble(_symbol,SYMBOL_ASK)
#define Bid SymbolInfoDouble(_symbol,SYMBOL_BID) #define Bid SymbolInfoDouble(_symbol,SYMBOL_BID)
bool suppressLogOutput = false;
void SuppressGlobalLogOutput() { suppressLogOutput = true; };
#endif #endif
#define _point SymbolInfoDouble(_symbol,SYMBOL_POINT) #define _point SymbolInfoDouble(_symbol,SYMBOL_POINT)
@@ -49,6 +53,7 @@ class CTradingChecks
private: private:
ENUM_TC_ERROR _err; ENUM_TC_ERROR _err;
bool _suppressLogOutput;
public: public:
@@ -56,6 +61,7 @@ class CTradingChecks
~CTradingChecks(); ~CTradingChecks();
string GetCheckErrorToString(); string GetCheckErrorToString();
void SuppressLogOutput() { _suppressLogOutput = true; };
bool OkToOpenOrder(string _symbol,ENUM_ORDER_TYPE type, double lots, double entryPrice, double sl, double tp); bool OkToOpenOrder(string _symbol,ENUM_ORDER_TYPE type, double lots, double entryPrice, double sl, double tp);
bool OkToModifyOrder(string _symbol,ulong ticket,double price, double sl, double tp); bool OkToModifyOrder(string _symbol,ulong ticket,double price, double sl, double tp);
@@ -67,6 +73,7 @@ class CTradingChecks
CTradingChecks::CTradingChecks(void) CTradingChecks::CTradingChecks(void)
{ {
suppressLogOutput = false;
} }
CTradingChecks::~CTradingChecks(void) CTradingChecks::~CTradingChecks(void)
@@ -226,15 +233,22 @@ bool CheckMoneyForTrade(string symb,double lots,ENUM_ORDER_TYPE type)
if(!OrderCalcMargin(type,symb,lots,price,margin)) if(!OrderCalcMargin(type,symb,lots,price,margin))
{ {
//--- something went wrong, report and return false //--- something went wrong, report and return false
Print("Error in ",__FUNCTION__," code=",GetLastError()); if(suppressLogOutput == false)
{
Print("Error in ",__FUNCTION__," code=",GetLastError());
}
return(false); return(false);
} }
//--- if there are insufficient funds to perform the operation //--- if there are insufficient funds to perform the operation
if(margin>free_margin) if(margin>free_margin)
{ {
//--- report the error and return false //--- report the error and return false
Print("Not enough money for ",EnumToString(type)," ",lots," ",symb," Error code=",GetLastError()); if(suppressLogOutput == false)
Print("Required margin:"+DoubleToString(margin,2)+"; free margin:"+DoubleToString(free_margin,2)); {
Print("Not enough money for ",EnumToString(type)," ",lots," ",symb," Error code=",GetLastError());
Print("Required margin:"+DoubleToString(margin,2)+"; free margin:"+DoubleToString(free_margin,2));
}
return(false); return(false);
} }
//--- checking successful //--- checking successful
@@ -248,7 +262,11 @@ bool CheckMoneyForTrade(string symb, double lots,int type)
if(free_margin<0) if(free_margin<0)
{ {
string oper=(type==OP_BUY)? "Buy":"Sell"; string oper=(type==OP_BUY)? "Buy":"Sell";
Print("Not enough money for ", oper," ",lots, " ", symb, " Error code=",GetLastError()); if(suppressLogOutput == false)
{
Print("Not enough money for ", oper," ",lots, " ", symb, " Error code=",GetLastError());
}
return(false); return(false);
} }
//--- checking successful //--- checking successful
@@ -290,8 +308,11 @@ double PositionVolume(string symbol)
else else
{ {
//--- report a failure to select position //--- report a failure to select position
Print(__FUNCTION__," Failed to perform PositionSelect() for symbol ", if(suppressLogOutput == false)
{
Print(__FUNCTION__," Failed to perform PositionSelect() for symbol ",
symbol," Error ",GetLastError()); symbol," Error ",GetLastError());
}
return(-1); return(-1);
} }
} }
@@ -359,8 +380,11 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
int stops_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL); int stops_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_STOPS_LEVEL);
if(stops_level!=0) if(stops_level!=0)
{ {
PrintFormat("SYMBOL_TRADE_STOPS_LEVEL=%d: StopLoss and TakeProfit must"+ if(suppressLogOutput == false)
{
PrintFormat("SYMBOL_TRADE_STOPS_LEVEL=%d: StopLoss and TakeProfit must"+
" not be nearer than %d points from the closing price",stops_level,stops_level); " not be nearer than %d points from the closing price",stops_level,stops_level);
}
} }
//--- //---
bool SL_check=false,TP_check=false; bool SL_check=false,TP_check=false;
@@ -372,13 +396,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
{ {
//--- check the StopLoss //--- check the StopLoss
SL_check= (SL==0) ? true : (Bid-SL>stops_level*_point); SL_check= (SL==0) ? true : (Bid-SL>stops_level*_point);
if(!SL_check) if(!SL_check && suppressLogOutput == false)
PrintFormat("For order %s StopLoss=%.5f must be less than %.5f"+ PrintFormat("For order %s StopLoss=%.5f must be less than %.5f"+
" (Bid=%.5f - SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (Bid=%.5f - SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),SL,Bid-stops_level*_point,Bid,stops_level); EnumToString(type),SL,Bid-stops_level*_point,Bid,stops_level);
//--- check the TakeProfit //--- check the TakeProfit
TP_check= (TP==0) ? true : (TP-Bid>stops_level*_point); TP_check= (TP==0) ? true : (TP-Bid>stops_level*_point);
if(!TP_check) if(!TP_check && suppressLogOutput == false)
PrintFormat("For order %s TakeProfit=%.5f must be greater than %.5f"+ PrintFormat("For order %s TakeProfit=%.5f must be greater than %.5f"+
" (Bid=%.5f + SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (Bid=%.5f + SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),TP,Bid+stops_level*_point,Bid,stops_level); EnumToString(type),TP,Bid+stops_level*_point,Bid,stops_level);
@@ -390,13 +414,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
{ {
//--- check the StopLoss //--- check the StopLoss
SL_check= (SL==0) ? true : (SL-Ask>stops_level*_point); SL_check= (SL==0) ? true : (SL-Ask>stops_level*_point);
if(!SL_check) if(!SL_check && suppressLogOutput == false)
PrintFormat("For order %s StopLoss=%.5f must be greater than %.5f"+ PrintFormat("For order %s StopLoss=%.5f must be greater than %.5f"+
" (Ask=%.5f + SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (Ask=%.5f + SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),SL,Ask+stops_level*_point,Ask,stops_level); EnumToString(type),SL,Ask+stops_level*_point,Ask,stops_level);
//--- check the TakeProfit //--- check the TakeProfit
TP_check= (TP==0) ? true : (Ask-TP>stops_level*_point); TP_check= (TP==0) ? true : (Ask-TP>stops_level*_point);
if(!TP_check) if(!TP_check && suppressLogOutput == false)
PrintFormat("For order %s TakeProfit=%.5f must be less than %.5f"+ PrintFormat("For order %s TakeProfit=%.5f must be less than %.5f"+
" (Ask=%.5f - SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (Ask=%.5f - SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),TP,Ask-stops_level*_point,Ask,stops_level); EnumToString(type),TP,Ask-stops_level*_point,Ask,stops_level);
@@ -409,13 +433,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
{ {
//--- check the StopLoss //--- check the StopLoss
SL_check= (SL==0) ? true : ((price-SL)>stops_level*_point); SL_check= (SL==0) ? true : ((price-SL)>stops_level*_point);
if(!SL_check) if(!SL_check && suppressLogOutput == false)
PrintFormat("For order %s StopLoss=%.5f must be less than %.5f"+ PrintFormat("For order %s StopLoss=%.5f must be less than %.5f"+
" (Open-StopLoss=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (Open-StopLoss=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),SL,price-stops_level*_point,(int)((price-SL)/_point),stops_level); EnumToString(type),SL,price-stops_level*_point,(int)((price-SL)/_point),stops_level);
//--- check the TakeProfit //--- check the TakeProfit
TP_check= (TP==0) ? true : ((TP-price)>stops_level*_point); TP_check= (TP==0) ? true : ((TP-price)>stops_level*_point);
if(!TP_check) if(!TP_check && suppressLogOutput == false)
PrintFormat("For order %s TakeProfit=%.5f must be greater than %.5f"+ PrintFormat("For order %s TakeProfit=%.5f must be greater than %.5f"+
" (TakeProfit-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (TakeProfit-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),TP,price+stops_level*_point,(int)((TP-price)/_point),stops_level); EnumToString(type),TP,price+stops_level*_point,(int)((TP-price)/_point),stops_level);
@@ -427,13 +451,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
{ {
//--- check the StopLoss //--- check the StopLoss
SL_check= (SL==0) ? true : ((SL-price)>stops_level*_point); SL_check= (SL==0) ? true : ((SL-price)>stops_level*_point);
if(!SL_check) if(!SL_check && suppressLogOutput == false)
PrintFormat("For order %s StopLoss=%.5f must be greater than %.5f"+ PrintFormat("For order %s StopLoss=%.5f must be greater than %.5f"+
" (StopLoss-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (StopLoss-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),SL,price+stops_level*_point,(int)((SL-price)/_point),stops_level); EnumToString(type),SL,price+stops_level*_point,(int)((SL-price)/_point),stops_level);
//--- check the TakeProfit //--- check the TakeProfit
TP_check= (TP==0) ? true : ((price-TP)>stops_level*_point); TP_check= (TP==0) ? true : ((price-TP)>stops_level*_point);
if(!TP_check) if(!TP_check && suppressLogOutput == false)
PrintFormat("For order %s TakeProfit=%.5f must be less than %.5f"+ PrintFormat("For order %s TakeProfit=%.5f must be less than %.5f"+
" (Open-TakeProfit=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (Open-TakeProfit=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),TP,price-stops_level*_point,(int)((price-TP)/_point),stops_level); EnumToString(type),TP,price-stops_level*_point,(int)((price-TP)/_point),stops_level);
@@ -446,13 +470,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
{ {
//--- check the StopLoss //--- check the StopLoss
SL_check= (SL==0) ? true : ((price-SL)>stops_level*_point); SL_check= (SL==0) ? true : ((price-SL)>stops_level*_point);
if(!SL_check) if(!SL_check && suppressLogOutput == false)
PrintFormat("For order %s StopLoss=%.5f must be less than %.5f"+ PrintFormat("For order %s StopLoss=%.5f must be less than %.5f"+
" (Open-StopLoss=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (Open-StopLoss=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),SL,price-stops_level*_point,(int)((price-SL)/_point),stops_level); EnumToString(type),SL,price-stops_level*_point,(int)((price-SL)/_point),stops_level);
//--- check the TakeProfit //--- check the TakeProfit
TP_check= (TP==0) ? true : ((TP-price)>stops_level*_point); TP_check= (TP==0) ? true : ((TP-price)>stops_level*_point);
if(!TP_check) if(!TP_check && suppressLogOutput == false)
PrintFormat("For order %s TakeProfit=%.5f must be greater than %.5f"+ PrintFormat("For order %s TakeProfit=%.5f must be greater than %.5f"+
" (TakeProfit-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (TakeProfit-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),TP,price-stops_level*_point,(int)((TP-price)/_point),stops_level); EnumToString(type),TP,price-stops_level*_point,(int)((TP-price)/_point),stops_level);
@@ -464,13 +488,13 @@ bool CheckStopLoss_Takeprofit(string _symbol, ENUM_ORDER_TYPE type,double price,
{ {
//--- check the StopLoss //--- check the StopLoss
SL_check= (SL==0) ? true : ((SL-price)>stops_level*_point); SL_check= (SL==0) ? true : ((SL-price)>stops_level*_point);
if(!SL_check) if(!SL_check && suppressLogOutput == false)
PrintFormat("For order %s StopLoss=%.5f must be greater than %.5f"+ PrintFormat("For order %s StopLoss=%.5f must be greater than %.5f"+
" (StopLoss-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (StopLoss-Open=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),SL,price+stops_level*_point,(int)((SL-price)/_point),stops_level); EnumToString(type),SL,price+stops_level*_point,(int)((SL-price)/_point),stops_level);
//--- check the TakeProfit //--- check the TakeProfit
TP_check= (TP==0) ? true : ((price-TP)>stops_level*_point); TP_check= (TP==0) ? true : ((price-TP)>stops_level*_point);
if(!TP_check) if(!TP_check && suppressLogOutput == false)
PrintFormat("For order %s TakeProfit=%.5f must be less than %.5f"+ PrintFormat("For order %s TakeProfit=%.5f must be less than %.5f"+
" (Open-TakeProfit=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)", " (Open-TakeProfit=%d points ==> SYMBOL_TRADE_STOPS_LEVEL=%d points)",
EnumToString(type),TP,price-stops_level*_point,(int)((price-TP)/_point),stops_level); EnumToString(type),TP,price-stops_level*_point,(int)((price-TP)/_point),stops_level);
@@ -508,9 +532,14 @@ bool OrderModifyCheck(ulong ticket,double price,double sl,double tp)
return(true); // order can be modified return(true); // order can be modified
//--- there are no changes in the Open, StopLoss and Takeprofit levels //--- there are no changes in the Open, StopLoss and Takeprofit levels
else else
{
//--- notify about the error //--- notify about the error
PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f", if(suppressLogOutput == false)
{
PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
ticket,orderinfo.PriceOpen(),orderinfo.StopLoss(),orderinfo.TakeProfit()); ticket,orderinfo.PriceOpen(),orderinfo.StopLoss(),orderinfo.TakeProfit());
}
}
} }
//--- came to the end, no changes for the order //--- came to the end, no changes for the order
return(false); // no point in modifying return(false); // no point in modifying
@@ -535,9 +564,14 @@ bool PositionModifyCheck(ulong ticket,double sl,double tp)
return(true); // position can be modified return(true); // position can be modified
//--- there are no changes in the StopLoss and Takeprofit levels //--- there are no changes in the StopLoss and Takeprofit levels
else else
{
//--- notify about the error //--- notify about the error
PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f", if(suppressLogOutput == false)
{
PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
ticket,orderinfo.PriceOpen(),orderinfo.StopLoss(),orderinfo.TakeProfit()); ticket,orderinfo.PriceOpen(),orderinfo.StopLoss(),orderinfo.TakeProfit());
}
}
} }
//--- came to the end, no changes for the order //--- came to the end, no changes for the order
return(false); // no point in modifying return(false); // no point in modifying
@@ -570,9 +604,14 @@ bool OrderModifyCheck(int ticket,double price,double sl,double tp)
return(true); // order can be modified return(true); // order can be modified
//--- there are no changes in the Open, StopLoss and Takeprofit levels //--- there are no changes in the Open, StopLoss and Takeprofit levels
else else
{
//--- notify about the error //--- notify about the error
PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f", if(suppressLogOutput == false)
{
PrintFormat("Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f",
ticket,OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); ticket,OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
}
}
} }
//--- came to the end, no changes for the order //--- came to the end, no changes for the order
return(false); // no point in modifying return(false); // no point in modifying
@@ -590,8 +629,11 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL); int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL);
if(freeze_level!=0) if(freeze_level!=0)
{ {
PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+ if(suppressLogOutput == false)
{
PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+
" nearer than %d points from the activation price",freeze_level,freeze_level); " nearer than %d points from the activation price",freeze_level,freeze_level);
}
} }
//--- select order for working //--- select order for working
if(!OrderSelect(ticket)) if(!OrderSelect(ticket))
@@ -614,7 +656,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=((Ask-price)>freeze_level*_point); check=((Ask-price)>freeze_level*_point);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order %s #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order %s #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
EnumToString(type),ticket,(int)((Ask-price)/_point),freeze_level); EnumToString(type),ticket,(int)((Ask-price)/_point),freeze_level);
return(check); return(check);
@@ -624,7 +666,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=((price-Bid)>freeze_level*_point); check=((price-Bid)>freeze_level*_point);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order %s #%d cannot be modified: Open-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order %s #%d cannot be modified: Open-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
EnumToString(type),ticket,(int)((price-Bid)/_point),freeze_level); EnumToString(type),ticket,(int)((price-Bid)/_point),freeze_level);
return(check); return(check);
@@ -635,7 +677,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=((price-Ask)>freeze_level*_point); check=((price-Ask)>freeze_level*_point);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order %s #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order %s #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
EnumToString(type),ticket,(int)((price-Ask)/_point),freeze_level); EnumToString(type),ticket,(int)((price-Ask)/_point),freeze_level);
return(check); return(check);
@@ -645,7 +687,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol, ulong ticket)
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=((Bid-price)>freeze_level*_point); check=((Bid-price)>freeze_level*_point);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order %s #%d cannot be modified: Bid-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order %s #%d cannot be modified: Bid-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
EnumToString(type),ticket,(int)((Bid-price)/_point),freeze_level); EnumToString(type),ticket,(int)((Bid-price)/_point),freeze_level);
return(check); return(check);
@@ -663,7 +705,7 @@ bool CheckPositionForFREEZE_LEVEL(string _symbol, ulong ticket)
//--- get the SYMBOL_TRADE_FREEZE_LEVEL level //--- get the SYMBOL_TRADE_FREEZE_LEVEL level
int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL); int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL);
if(freeze_level!=0) if(freeze_level!=0 && suppressLogOutput == false)
{ {
PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+ PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+
" nearer than %d points from the activation price",freeze_level,freeze_level); " nearer than %d points from the activation price",freeze_level,freeze_level);
@@ -687,12 +729,12 @@ bool CheckPositionForFREEZE_LEVEL(string _symbol, ulong ticket)
case POSITION_TYPE_BUY: case POSITION_TYPE_BUY:
{ {
SL_check=(sl == 0) ? true: (Bid-sl>freeze_level*_point); SL_check=(sl == 0) ? true: (Bid-sl>freeze_level*_point);
if(!SL_check) if(!SL_check && suppressLogOutput == false)
PrintFormat("Position %s #%d cannot be modified: Bid-StopLoss=%d points"+ PrintFormat("Position %s #%d cannot be modified: Bid-StopLoss=%d points"+
" < SYMBOL_TRADE_FREEZE_LEVEL=%d points)", " < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
EnumToString(pos_type),ticket,(int)((Bid-sl)/_point),freeze_level); EnumToString(pos_type),ticket,(int)((Bid-sl)/_point),freeze_level);
TP_check=(tp == 0) ? true: (tp-Bid>freeze_level*_point); TP_check=(tp == 0) ? true: (tp-Bid>freeze_level*_point);
if(!TP_check) if(!TP_check && suppressLogOutput == false)
PrintFormat("Position %s #%d cannot be modified: TakeProfit-Bid=%d points"+ PrintFormat("Position %s #%d cannot be modified: TakeProfit-Bid=%d points"+
" < SYMBOL_TRADE_FREEZE_LEVEL=%d points)", " < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
EnumToString(pos_type),ticket,(int)((tp-Bid)/_point),freeze_level); EnumToString(pos_type),ticket,(int)((tp-Bid)/_point),freeze_level);
@@ -704,12 +746,12 @@ bool CheckPositionForFREEZE_LEVEL(string _symbol, ulong ticket)
case POSITION_TYPE_SELL: case POSITION_TYPE_SELL:
{ {
SL_check=(sl == 0) ? true: (sl-Ask>freeze_level*_point); SL_check=(sl == 0) ? true: (sl-Ask>freeze_level*_point);
if(!SL_check) if(!SL_check && suppressLogOutput == false)
PrintFormat("Position %s cannot be modified: StopLoss-Ask=%d points"+ PrintFormat("Position %s cannot be modified: StopLoss-Ask=%d points"+
" < SYMBOL_TRADE_FREEZE_LEVEL=%d points)", " < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
EnumToString(pos_type),(int)((sl-Ask)/_point),freeze_level); EnumToString(pos_type),(int)((sl-Ask)/_point),freeze_level);
TP_check=(tp == 0) ? true: (Ask-tp>freeze_level*_point); TP_check=(tp == 0) ? true: (Ask-tp>freeze_level*_point);
if(!TP_check) if(!TP_check && suppressLogOutput == false)
PrintFormat("Position %s cannot be modified: Ask-TakeProfit=%d points"+ PrintFormat("Position %s cannot be modified: Ask-TakeProfit=%d points"+
" < SYMBOL_TRADE_FREEZE_LEVEL=%d points)", " < SYMBOL_TRADE_FREEZE_LEVEL=%d points)",
EnumToString(pos_type),(int)((Ask-tp)/_point),freeze_level); EnumToString(pos_type),(int)((Ask-tp)/_point),freeze_level);
@@ -726,7 +768,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
{ {
//--- get the SYMBOL_TRADE_FREEZE_LEVEL level //--- get the SYMBOL_TRADE_FREEZE_LEVEL level
int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL); int freeze_level=(int)SymbolInfoInteger(_symbol,SYMBOL_TRADE_FREEZE_LEVEL);
if(freeze_level!=0) if(freeze_level!=0 && suppressLogOutput == false)
{ {
PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+ PrintFormat("SYMBOL_TRADE_FREEZE_LEVEL=%d: Cannot modify order"+
" nearer than %d points from the activation price",freeze_level,freeze_level); " nearer than %d points from the activation price",freeze_level,freeze_level);
@@ -752,7 +794,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=((Ask-price)>freeze_level*_point); check=((Ask-price)>freeze_level*_point);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order OP_BUYLIMIT #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order OP_BUYLIMIT #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
ticket,(int)((Ask-price)/_point),freeze_level); ticket,(int)((Ask-price)/_point),freeze_level);
return(check); return(check);
@@ -762,7 +804,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=((price-Bid)>freeze_level*_point); check=((price-Bid)>freeze_level*_point);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order OP_SELLLIMIT #%d cannot be modified: Open-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order OP_SELLLIMIT #%d cannot be modified: Open-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
ticket,(int)((price-Bid)/_point),freeze_level); ticket,(int)((price-Bid)/_point),freeze_level);
return(check); return(check);
@@ -773,7 +815,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=((price-Ask)>freeze_level*_point); check=((price-Ask)>freeze_level*_point);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order OP_BUYSTOP #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order OP_BUYSTOP #%d cannot be modified: Ask-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
ticket,(int)((price-Ask)/_point),freeze_level); ticket,(int)((price-Ask)/_point),freeze_level);
return(check); return(check);
@@ -783,7 +825,7 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=((Bid-price)>freeze_level*_point); check=((Bid-price)>freeze_level*_point);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order OP_SELLSTOP #%d cannot be modified: Bid-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order OP_SELLSTOP #%d cannot be modified: Bid-Open=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
ticket,(int)((Bid-price)/_point),freeze_level); ticket,(int)((Bid-price)/_point),freeze_level);
return(check); return(check);
@@ -794,12 +836,12 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
{ {
//--- check TakeProfit distance to the activation price //--- check TakeProfit distance to the activation price
bool TP_check=(tp == 0) ? true: (tp-Bid>freeze_level*_point); bool TP_check=(tp == 0) ? true: (tp-Bid>freeze_level*_point);
if(!TP_check) if(!TP_check && suppressLogOutput == false)
PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
ticket,(int)((tp-Bid)/_point),freeze_level); ticket,(int)((tp-Bid)/_point),freeze_level);
//--- check TakeProfit distance to the activation price //--- check TakeProfit distance to the activation price
bool SL_check=(sl == 0) ? true: (Bid-sl>freeze_level*_point); bool SL_check=(sl == 0) ? true: (Bid-sl>freeze_level*_point);
if(!SL_check) if(!SL_check && suppressLogOutput == false)
PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
ticket,(int)((Bid-sl)/_point),freeze_level); ticket,(int)((Bid-sl)/_point),freeze_level);
return(SL_check&&TP_check); return(SL_check&&TP_check);
@@ -810,12 +852,12 @@ bool CheckOrderForFREEZE_LEVEL(string _symbol,int ticket)
{ {
//--- check TakeProfit distance to the activation price //--- check TakeProfit distance to the activation price
bool TP_check=(tp == 0) ? true: (Ask-tp>freeze_level*_point); bool TP_check=(tp == 0) ? true: (Ask-tp>freeze_level*_point);
if(!TP_check) if(!TP_check && suppressLogOutput == false)
PrintFormat("Order OP_SELL %d cannot be modified: Ask-TakeProfit=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order OP_SELL %d cannot be modified: Ask-TakeProfit=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
ticket,(int)((Ask-tp)/_point),freeze_level); ticket,(int)((Ask-tp)/_point),freeze_level);
//--- check TakeProfit distance to the activation price //--- check TakeProfit distance to the activation price
bool SL_check=(sl == 0) ? true: (sl-Ask>freeze_level*_point); bool SL_check=(sl == 0) ? true: (sl-Ask>freeze_level*_point);
if(!SL_check) if(!SL_check && suppressLogOutput == false)
PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points", PrintFormat("Order OP_BUY %d cannot be modified: TakeProfit-Bid=%d points < SYMBOL_TRADE_FREEZE_LEVEL=%d points",
ticket,(int)((sl-Ask)/_point),freeze_level); ticket,(int)((sl-Ask)/_point),freeze_level);
return(SL_check&&TP_check); return(SL_check&&TP_check);
@@ -847,7 +889,7 @@ bool CheckPendingOrderEntryChange(string _symbol, ulong ticket, double newEntryP
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check= (newEntryPrice < Ask); check= (newEntryPrice < Ask);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order %s #%d cannot be modified", PrintFormat("Order %s #%d cannot be modified",
EnumToString(type),ticket); EnumToString(type),ticket);
return(check); return(check);
@@ -857,7 +899,7 @@ bool CheckPendingOrderEntryChange(string _symbol, ulong ticket, double newEntryP
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=(newEntryPrice > Bid); check=(newEntryPrice > Bid);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order %s #%d cannot be modified", PrintFormat("Order %s #%d cannot be modified",
EnumToString(type),ticket); EnumToString(type),ticket);
return(check); return(check);
@@ -868,7 +910,7 @@ bool CheckPendingOrderEntryChange(string _symbol, ulong ticket, double newEntryP
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=(newEntryPrice > Ask); check=(newEntryPrice > Ask);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order %s #%d cannot be modified", PrintFormat("Order %s #%d cannot be modified",
EnumToString(type),ticket); EnumToString(type),ticket);
return(check); return(check);
@@ -878,7 +920,7 @@ bool CheckPendingOrderEntryChange(string _symbol, ulong ticket, double newEntryP
{ {
//--- check the distance from the opening price to the activation price //--- check the distance from the opening price to the activation price
check=(newEntryPrice < Bid); check=(newEntryPrice < Bid);
if(!check) if(!check && suppressLogOutput == false)
PrintFormat("Order %s #%d cannot be modified", PrintFormat("Order %s #%d cannot be modified",
EnumToString(type),ticket); EnumToString(type),ticket);
return(check); return(check);
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@@ -0,0 +1,121 @@
//+------------------------------------------------------------------+
//| OBV.mq5 |
//| Copyright 2009-2017, MetaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009-2017, MetaQuotes Software Corp."
#property link "http://www.mql5.com"
#property description "On Balance Volume"
//--- indicator settings
#property indicator_separate_window
#property indicator_buffers 1
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 DodgerBlue
#property indicator_label1 "OBV"
//--- input parametrs
input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
//---- indicator buffer
double ExtOBVBuffer[];
//
// Initialize RangeBar indicator for data processing
// according to settings of the RangeBar indicator already on chart
//
#include <AZ-INVEST/SDK/RangeBarIndicator.mqh>
RangeBarIndicator customIndicator;
//
//
//
//+------------------------------------------------------------------+
//| On Balance Volume initialization function |
//+------------------------------------------------------------------+
void OnInit()
{
//--- define indicator buffer
SetIndexBuffer(0,ExtOBVBuffer);
//--- set indicator digits
IndicatorSetInteger(INDICATOR_DIGITS,0);
//---- OnInit done
customIndicator.SetGetVolumesFlag();
}
//+------------------------------------------------------------------+
//| On Balance Volume |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
//
// Process data through RangeBar indicator
//
if(!customIndicator.OnCalculate(rates_total,prev_calculated,time))
return(0);
int _prev_calculated = customIndicator.GetPrevCalculated();
//
//
//
//--- variables
int pos;
//--- check for bars count
if(rates_total<2)
return(0);
//--- starting calculation
pos=_prev_calculated-1;
//--- correct position, when it's first iteration
if(pos<1)
{
pos=1;
if(InpVolumeType==VOLUME_TICK)
ExtOBVBuffer[0]=(double)customIndicator.Tick_volume[0];
else ExtOBVBuffer[0]=(double)customIndicator.Real_volume[0];
}
//--- main cycle
if(InpVolumeType==VOLUME_TICK)
CalculateOBV(pos,rates_total,customIndicator.Close,customIndicator.Tick_volume);
else
CalculateOBV(pos,rates_total,customIndicator.Close,customIndicator.Real_volume);
//---- OnCalculate done. Return new prev_calculated.
return(rates_total);
}
//+------------------------------------------------------------------+
//| Calculate OBV by volume argument |
//+------------------------------------------------------------------+
void CalculateOBV(int StartPosition,
int RatesCount,
const double &ClBuffer[],
const long &VolBuffer[])
{
for(int i=StartPosition;i<RatesCount && !IsStopped();i++)
{
//--- get some data
double Volume=(double)VolBuffer[i];
double PrevClose=ClBuffer[i-1];
double CurrClose=ClBuffer[i];
//--- fill ExtOBVBuffer
if(CurrClose<PrevClose) ExtOBVBuffer[i]=ExtOBVBuffer[i-1]-Volume;
else
{
if(CurrClose>PrevClose) ExtOBVBuffer[i]=ExtOBVBuffer[i-1]+Volume;
else ExtOBVBuffer[i]=ExtOBVBuffer[i-1];
}
}
}
//+------------------------------------------------------------------+