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Range-Bars-Charting/Experts/PriceMA_Cross.mq5
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Artur 419ea51fca Updated for ver.3.16
2021-05-10 18:11:10 +02:00

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#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"
#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 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/linebreak-chart-for-metatrader-5
//
// Uncomment only ONE of the 5 directives listed below and recompile
// -----------------------------------------------------------------
//
#define EA_ON_RANGE_BARS // Use EA on RangeBar chart
//#define EA_ON_RENKO // Use EA on Renko charts
//#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 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
//
// Uncomment the directive below and recompile for use in a backtest only
// ----------------------------------------------------------------------
//
// #define SHOW_INDICATOR_INPUTS
// Include all needed files
#ifdef EA_ON_RANGE_BARS
#include <AZ-INVEST/SDK/RangeBars.mqh>
RangeBars *customBars = NULL;
#endif
#ifdef EA_ON_RENKO
#include <AZ-INVEST/SDK/MedianRenko.mqh>
MedianRenko *customBars = NULL;
#endif
#ifdef EA_ON_XTICK_CHART
#include <AZ-INVEST/SDK/TickChart.mqh>
TickChart *customBars = NULL;
#endif
#ifdef EA_ON_TICK_VOLUME_CHART
#include <AZ-INVEST/SDK/VolumeBarChart.mqh>
TickChart *customBars = NULL;
#endif
#ifdef EA_ON_SECONDS_CHART
#include <AZ-INVEST/SDK/SecondsChart.mqh>
SecondsChart *customBars = NULL;
#endif
#ifdef EA_ON_LINEBREAK_CHART
#include <AZ-INVEST/SDK/LineBreakChart.mqh>
LineBreakChart *customBars = NULL;
#endif
#include <AZ-INVEST/SDK/TimeControl.mqh>
#include <AZ-INVEST/SDK/TradeFunctions.mqh>
#include <AZ-INVEST/SDK/TradeManager.mqh>
enum ENUM_TRADE_DIRECTION
{
TRADE_DIRECTION_BUY = POSITION_TYPE_BUY, // Buy
TRADE_DIRECTION_SELL = POSITION_TYPE_SELL, // Sell
TRADE_DIRECTION_ALL = 1000, // Buy & Sell
};
#ifdef SHOW_INDICATOR_INPUTS
input group "EA parameters"
#endif
input double Lots = 0.1; // Traded lots
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 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 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 busy errors
input int RequoteTimeout_ms = 250; // Wait [ms] before retry on requotes
// Global data buffers
MqlRates RateInfo[]; // Buffer for custom price bars
double MA1[]; // Buffer for moving average 1
// Read 4 rates MA1 values starting from current (uncompleted) bar
int startAtBar = 0;
int numberOfBars;
int _confirmationBars;
int _prevSignalBars;
// EA variables
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;
#ifdef EA_ON_RANGE_BARS
static int _MA1 = RANGEBAR_MA1;
static int _MA2 = RANGEBAR_MA2;
#endif
#ifdef EA_ON_RENKO
static int _MA1 = RENKO_MA1;
static int _MA2 = RENKO_MA2;
#endif
#ifdef EA_ON_XTICK_CHART
static int _MA1 = TICKCHART_MA1;
static int _MA2 = TICKCHART_MA2;
#endif
#ifdef EA_ON_TICK_VOLUME_CHART
static int _MA1 = VOLUMECHART_MA1;
static int _MA2 = VOLUMECHART_MA2;
#endif
#ifdef EA_ON_SECONDS_CHART
static int _MA1 = SECONDS_MA1;
static int _MA2 = SECONDS_MA2;
#endif
#ifdef EA_ON_LINEBREAK_CHART
static int _MA1 = LINEBREAK_MA1;
static int _MA2 = LINEBREAK_MA2;
#endif
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
if(customBars == NULL)
{
#ifdef EA_ON_RANGE_BARS
customBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
#endif
#ifdef EA_ON_RENKO
customBars = new MedianRenko(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
#endif
#ifdef EA_ON_XTICK_CHART
customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
#endif
#ifdef EA_ON_TICK_VOLUME_CHART
customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
#endif
#ifdef EA_ON_SECONDS_CHART
customBars = new SecondsChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
#endif
#ifdef EA_ON_LINEBREAK_CHART
customBars = new LineBreakChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
#endif
}
customBars.Init();
if(customBars.GetHandle() == INVALID_HANDLE)
return(INIT_FAILED);
signal = POSITION_TYPE_NONE;
_confirmationBars = (ConfirmationBars < 1) ? 1 : ConfirmationBars;
_prevSignalBars = (PrevSignalBars < 1) ? 1 : PrevSignalBars;
numberOfBars = _confirmationBars + _prevSignalBars + 1;
CMarketOrderParameters params;
{
params.m_async_mode = false;
params.m_magic = MagicNumber;
params.m_deviation = DeviationPoints;
params.m_type_filling = ORDER_FILLING_FOK;
params.numberOfRetries = NumberOfRetries;
params.busyTimeout_ms = BusyTimeout_ms;
params.requoteTimeout_ms = RequoteTimeout_ms;
}
marketOrder = new CMarketOrder(params);
if(timeControl == NULL)
{
timeControl = new CTimeControl();
}
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);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
customBars.Deinit();
// delete TimeControl class
if(timeControl != NULL)
{
delete timeControl;
timeControl = NULL;
}
// delete MarketOrder class
if(marketOrder != NULL)
{
delete marketOrder;
marketOrder = NULL;
}
// delete MedianRenko class
if(customBars != NULL)
{
delete customBars;
customBars = NULL;
}
if(tradeManager != NULL)
{
delete tradeManager;
tradeManager = NULL;
}
Comment("");
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
if(marketOrder == NULL || customBars == NULL || timeControl == NULL || tradeManager == NULL)
return;
// trade management
if(marketOrder.IsOpen(currentTicket, _Symbol, MagicNumber))
{
// checks done on every tick
if(!timeControl.IsTradingTimeValid())
{
if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber))
{
if(currentTicket > 0 && CloseTradeAfterTradingHours)
{
// close position outside of trading hours
marketOrder.Close(currentTicket);
}
}
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...
//
if(!customBars.GetMqlRates(RateInfo,startAtBar,numberOfBars))
{
Print("Error getting MqlRates for custom chart");
}
else if(!customBars.GetMA(_MA1, MA1, startAtBar, numberOfBars))
{
Print("Error getting values from MA1 - please enable MA1 on chart");
}
else
{
signal = PriceAndMovingAverageCross(_confirmationBars, _prevSignalBars);
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 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 Price & MA cross signal = "+marketOrder.PositionTypeToString(signal)+
"\n Trade manager: "+tradeManager.ToString()+
"\n");
}
if(signal == POSITION_TYPE_BUY)
{
if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_SELL,MagicNumber))
{
if(currentTicket > 0 && ForceSR)
{
if(IsTradeDirectionValid(POSITION_TYPE_SELL))
{
PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
}
}
else if(currentTicket > 0)
{
// close trade on signal change
if(CloseTradeOnSignalChange)
{
PrintFormat("Closing %s position on signal change (ticket:%d)", _Symbol, currentTicket);
marketOrder.Close(currentTicket);
}
}
return;
}
if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_BUY,MagicNumber))
{
if(IsTradeDirectionValid(POSITION_TYPE_BUY))
marketOrder.Long(_Symbol,Lots,StopLoss,TakeProfit);
return;
}
}
else if(signal == POSITION_TYPE_SELL)
{
if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_BUY,MagicNumber))
{
if(currentTicket > 0 && ForceSR)
{
if(IsTradeDirectionValid(POSITION_TYPE_BUY))
{
PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
}
}
else if(currentTicket > 0)
{
// close trade on signal change
if(CloseTradeOnSignalChange)
{
PrintFormat("Closing %s position on signal change (ticket:%d)", _Symbol, currentTicket);
marketOrder.Close(currentTicket);
}
}
return;
}
if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_SELL,MagicNumber))
{
if(IsTradeDirectionValid(POSITION_TYPE_SELL))
marketOrder.Short(_Symbol,Lots,StopLoss,TakeProfit);
return;
}
}
}
}
}
//
// Trade direction validation (Is it OK to trade in the given direction?)
//
bool IsTradeDirectionValid(ENUM_POSITION_TYPE signalDirection)
{
if(ValidTradeDirection == TRADE_DIRECTION_ALL)
return true;
if(signalDirection == POSITION_TYPE_BUY && ValidTradeDirection == TRADE_DIRECTION_BUY)
return true;
else if(signalDirection == POSITION_TYPE_SELL && ValidTradeDirection == TRADE_DIRECTION_SELL)
return true;
else
return false;
}
//
// Price & MA cross logic
//
ENUM_POSITION_TYPE PriceAndMovingAverageCross(int confirmationBars, int prevSignalBars)
{
if(numberOfBars < confirmationBars+1)
{
Alert("Invalid number of MqlRates and MA readings defined! Crossover cannot be determined.");
return POSITION_TYPE_NONE;
}
bool confirmedSell = true;
bool confirmedBuy = true;
// check trailing bar for confirmation of previous signal
for(int i=(confirmationBars+1); i<=(confirmationBars+prevSignalBars); i++)
{
if(RateInfo[i].close > MA1[i])
{
confirmedBuy = false;
}
else if(RateInfo[i].close < MA1[i])
{
confirmedSell = false;
}
}
// check confirmation bars for current signal
for(int i=1; i<=confirmationBars; i++)
{
if(RateInfo[i].close == MA1[i])
{
confirmedSell = false;
confirmedBuy = false;
}
else if(RateInfo[i].close < MA1[i])
{
confirmedBuy = false;
}
else if(RateInfo[i].close > MA1[i])
{
confirmedSell = false;
}
}
// signal aggregate
if(confirmedSell)
return POSITION_TYPE_SELL;
else if(confirmedBuy)
return POSITION_TYPE_BUY;
else
return POSITION_TYPE_NONE;
}
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