Artur
420 lines
15 KiB
Plaintext
420 lines
15 KiB
Plaintext
#property copyright "Copyright 2017-2021, Artur Zas"
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// GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
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#property link "https://www.az-invest.eu"
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#property version "1.17"
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#property description "Example EA: Trading based on 2 moving average crossover."
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#property description "MA1 & MA2 need to be enabled on the inicator creating the chart."
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#property description "MA1 - Fast moving average"
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#property description "MA2 - Slow moving average"
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//#define ULTIMATE_RENKO_LICENSE // uncomment when used on Ultimate Renko chart from https://www.az-invest.eu/ultimate-renko-indicator-generator-for-metatrader-5
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//#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
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//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
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//#define SECONDSCHART_LICENSE // uncomment when used on a Seconds TF bar chart from https://www.az-invest.eu/seconds-timeframe-chart-for-metatrader-5
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//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu
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//
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// Uncomment only ONE of the 5 directives listed below and recompile
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// -----------------------------------------------------------------
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//
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#define EA_ON_RANGE_BARS // Use EA on RangeBar chart
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//#define EA_ON_RENKO // Use EA on Renko charts
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//#define EA_ON_XTICK_CHART // Use EA on XTick Chart (obsolete)
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//#define EA_ON_TICK_VOLUME_CHART // Use EA on Tick & Volume Bar Chart
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//#define EA_ON_SECONDS_CHART // Use EA on Seconds Interval chart
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//#define EA_ON_LINEBREAK_CHART // Use EA on LineBreak charts
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//#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
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// Uncomment the directive below and recompile if EA is used with P-Renko BR Ultimate
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// ----------------------------------------------------------------------------------
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//
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// #define P_RENKO_BR_PRO // Use in P-Renko BR Ultimate version
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//
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// Uncomment the directive below and recompile for use in a backtest only
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// ----------------------------------------------------------------------
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//
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// #define SHOW_INDICATOR_INPUTS
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// Include all needed files
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#ifdef EA_ON_RANGE_BARS
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#include <AZ-INVEST/SDK/RangeBars.mqh>
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RangeBars *customBars = NULL;
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#endif
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#ifdef EA_ON_RENKO
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#include <AZ-INVEST/SDK/MedianRenko.mqh>
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MedianRenko *customBars = NULL;
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#endif
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#ifdef EA_ON_XTICK_CHART
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#include <AZ-INVEST/SDK/TickChart.mqh>
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TickChart *customBars = NULL;
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#endif
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#ifdef EA_ON_TICK_VOLUME_CHART
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#include <AZ-INVEST/SDK/VolumeBarChart.mqh>
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TickChart *customBars = NULL;
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#endif
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#ifdef EA_ON_SECONDS_CHART
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#include <AZ-INVEST/SDK/SecondsChart.mqh>
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SecondsChart *customBars = NULL;
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#endif
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#ifdef EA_ON_LINEBREAK_CHART
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#include <AZ-INVEST/SDK/LineBreakChart.mqh>
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LineBreakChart *customBars = NULL;
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#endif
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#include <AZ-INVEST/SDK/TimeControl.mqh>
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#include <AZ-INVEST/SDK/TradeFunctions.mqh>
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enum ENUM_TRADE_DIRECTION
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{
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TRADE_DIRECTION_BUY = POSITION_TYPE_BUY, // Buy
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TRADE_DIRECTION_SELL = POSITION_TYPE_SELL, // Sell
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TRADE_DIRECTION_ALL = 1000, // Buy & Sell
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};
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#ifdef SHOW_INDICATOR_INPUTS
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input group "EA parameters"
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#endif
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input double Lots = 0.1; // Traded lots
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input uint StopLoss = 100; // Stop Loss (in points)
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input uint TakeProfit = 250; // Take profit (in points)
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input ENUM_TRADE_DIRECTION ValidTradeDirection = TRADE_DIRECTION_ALL; // Valid trading type
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input bool ForceSR = false; // Force Stop & Reverse
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input bool ReverseOnMACrossInsideGap = true; // Reverse trade if MA cross inside a gap
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input bool CloseTradeAfterTradingHours = true; // Close trade after trading hours
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input ulong DeviationPoints = 0; // Maximum defiation (in points)
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input double ManualTickSize = 0.000; // Tick Size (0 = auto detect)
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input string Start="9:00"; // Start trading at
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input string End="17:55"; // End trading at
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input ulong MagicNumber=5150; // Assign trade ID
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input int NumberOfRetries = 50; // Maximum number of retries
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input int BusyTimeout_ms = 1000; // Wait [ms] before retry on bussy errors
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input int RequoteTimeout_ms = 250; // Wait [ms] before retry on requotes
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// Global data buffers
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double MA1[]; // Buffer for moving average 1
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double MA2[]; // Buffer for moving average 2
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// Read 3 rates & 3 MA values starting from current (uncompleted) bar
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int startAtBar = 0;
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int numberOfBars = 3;
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// EA variables
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CMarketOrder *marketOrder = NULL;
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CTimeControl *timeControl = NULL;
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ulong currentTicket;
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ENUM_POSITION_TYPE currentPositionType;
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ENUM_POSITION_TYPE signal;
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ENUM_POSITION_TYPE validation;
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#ifdef EA_ON_RANGE_BARS
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static int _MA1 = RANGEBAR_MA1;
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static int _MA2 = RANGEBAR_MA2;
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#endif
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#ifdef EA_ON_RENKO
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static int _MA1 = RENKO_MA1;
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static int _MA2 = RENKO_MA2;
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#endif
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#ifdef EA_ON_XTICK_CHART
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static int _MA1 = TICKCHART_MA1;
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static int _MA2 = TICKCHART_MA2;
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#endif
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#ifdef EA_ON_TICK_VOLUME_CHART
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static int _MA1 = VOLUMECHART_MA1;
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static int _MA2 = VOLUMECHART_MA2;
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#endif
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#ifdef EA_ON_SECONDS_CHART
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static int _MA1 = SECONDS_MA1;
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static int _MA2 = SECONDS_MA2;
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#endif
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#ifdef EA_ON_LINEBREAK_CHART
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static int _MA1 = LINEBREAK_MA1;
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static int _MA2 = LINEBREAK_MA2;
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#endif
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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if(customBars == NULL)
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{
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#ifdef EA_ON_RANGE_BARS
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customBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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#ifdef EA_ON_RENKO
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customBars = new MedianRenko(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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#ifdef EA_ON_XTICK_CHART
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customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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#ifdef EA_ON_TICK_VOLUME_CHART
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customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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#ifdef EA_ON_SECONDS_CHART
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customBars = new SecondsChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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#ifdef EA_ON_LINEBREAK_CHART
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customBars = new LineBreakChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
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#endif
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}
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customBars.Init();
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if(customBars.GetHandle() == INVALID_HANDLE)
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return(INIT_FAILED);
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signal = POSITION_TYPE_NONE;
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CMarketOrderParameters params;
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{
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params.m_async_mode = false;
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params.m_magic = MagicNumber;
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params.m_deviation = DeviationPoints;
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params.m_type_filling = ORDER_FILLING_FOK;
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params.numberOfRetries = NumberOfRetries;
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params.busyTimeout_ms = BusyTimeout_ms;
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params.requoteTimeout_ms = RequoteTimeout_ms;
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}
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marketOrder = new CMarketOrder(params);
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if(timeControl == NULL)
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{
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timeControl = new CTimeControl();
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}
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timeControl.SetValidTraingHours(Start,End);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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customBars.Deinit();
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// delete TimeControl class
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if(timeControl != NULL)
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{
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delete timeControl;
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timeControl = NULL;
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}
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// delete MarketOrder class
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if(marketOrder != NULL)
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{
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delete marketOrder;
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marketOrder = NULL;
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}
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// delete MedianRenko class
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if(customBars != NULL)
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{
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delete customBars;
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customBars = NULL;
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}
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Comment("");
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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if(marketOrder == NULL || customBars == NULL || timeControl == NULL)
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return;
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if(customBars.IsNewBar())
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{
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if(timeControl.IsScheduleEnabled())
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{
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Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
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}
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else
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{
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Comment("EA trading schedule OFF");
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}
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if(!timeControl.IsTradingTimeValid())
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{
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if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber))
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{
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if(currentTicket > 0 && CloseTradeAfterTradingHours)
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{
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// close position outside of trading hours
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marketOrder.Close(currentTicket);
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}
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}
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return;
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}
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//
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// Get moving average values for current, last completed bar and the bar before that...
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//
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if(!customBars.GetMA(_MA1,MA1,startAtBar,numberOfBars))
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{
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Print("Error getting values from MA1 - please enable MA1 on chart");
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}
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else if(!customBars.GetMA(_MA2,MA2,startAtBar,numberOfBars))
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{
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Print("Error getting values from MA2 - please enable MA2 on chart");
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}
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else
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{
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signal = MovingAverageCross();
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validation = MovingAverageValidation();
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if(timeControl.IsScheduleEnabled())
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{
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Comment("EA trading schedule ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()+
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"\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
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"\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
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"\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+
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"\n MA validation = "+marketOrder.PositionTypeToString(validation)+
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"\n");
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}
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else
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{
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Comment("EA trading schedule not used. Trading is enabled."+
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"\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
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"\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
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"\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+
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"\n MA validation = "+marketOrder.PositionTypeToString(validation)+
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"\n");
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}
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if(signal == POSITION_TYPE_BUY)
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{
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if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_SELL,MagicNumber))
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{
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if(currentTicket > 0 && ForceSR)
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{
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if(IsTradeDirectionValid(POSITION_TYPE_SELL))
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{
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PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
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marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
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}
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}
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return;
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}
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else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_BUY,MagicNumber))
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{
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if(IsTradeDirectionValid(POSITION_TYPE_BUY))
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marketOrder.Long(_Symbol,Lots,StopLoss,TakeProfit);
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return;
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}
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}
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else if(signal == POSITION_TYPE_SELL)
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{
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if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_BUY,MagicNumber))
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{
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if(currentTicket > 0 && ForceSR)
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{
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if(IsTradeDirectionValid(POSITION_TYPE_SELL))
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{
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PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
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marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
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}
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}
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return;
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}
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else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_SELL,MagicNumber))
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{
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if(IsTradeDirectionValid(POSITION_TYPE_SELL))
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marketOrder.Short(_Symbol,Lots,StopLoss,TakeProfit);
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return;
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}
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}
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//
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// Handling of crosses inside price gap
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// Condition: No valid cross signal, but MA validation changed
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//
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if(marketOrder.IsOpen(currentTicket,currentPositionType,_Symbol,MagicNumber))
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{
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if(currentTicket > 0)
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{
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if((currentPositionType != validation) && (validation != POSITION_TYPE_NONE) && signal == POSITION_TYPE_NONE)
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{
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if(ReverseOnMACrossInsideGap)
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{
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// reverse position on signal change inside gap.
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PrintFormat("Reversing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket);
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marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
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}
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else
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{
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// close position on signal change inside gap.
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PrintFormat("Closing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket);
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marketOrder.Close(currentTicket);
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}
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}
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}
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}
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}
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}
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}
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//
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// Trade direction validation (Is it OK to trade in the given direction?)
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//
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bool IsTradeDirectionValid(ENUM_POSITION_TYPE signalDirection)
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{
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if(ValidTradeDirection == TRADE_DIRECTION_ALL)
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return true;
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if(signalDirection == POSITION_TYPE_BUY && ValidTradeDirection == TRADE_DIRECTION_BUY)
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return true;
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else if(signalDirection == POSITION_TYPE_SELL && ValidTradeDirection == TRADE_DIRECTION_SELL)
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return true;
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else
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return false;
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}
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//
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// MA cross logic
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//
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ENUM_POSITION_TYPE MovingAverageCross()
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{
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if(2 < numberOfBars-1)
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{
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Alert("Invalid number of MA readings defined! MA Cross cannot be determined.");
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return POSITION_TYPE_NONE;
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}
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if((MA2[1] > MA1[1]) && (MA2[2] < MA1[2]))
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return POSITION_TYPE_SELL;
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else if((MA2[1] < MA1[1]) && (MA2[2] > MA1[2]))
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return POSITION_TYPE_BUY;
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else
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return POSITION_TYPE_NONE;
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}
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ENUM_POSITION_TYPE MovingAverageValidation()
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{
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if(MA2[1] > MA1[1])
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return POSITION_TYPE_SELL;
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else if(MA2[1] < MA1[1])
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return POSITION_TYPE_BUY;
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return POSITION_TYPE_NONE;
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}
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