ironsan2kk-pixel
486 lines
14 KiB
Plaintext
486 lines
14 KiB
Plaintext
//+------------------------------------------------------------------+
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//| StrategyOne.mq4 |
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//| Copyright 2020, MetaQuotes Software Corp. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2020, MetaQuotes Software Corp."
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#property link "https://www.mql5.com"
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#property version "3.00"
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#property strict
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#include <Mql4Book\Timer.mqh>
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#include <NNFX\Indicators\Baseline\NiKijun.mqh>
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#include <NNFX\Indicators\Baseline\NiMA.mqh>
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#include <NNFX\Indicators\NiSSLActivator.mqh>
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#include <NNFX\Indicators\Confirmation\NiASH.mqh>
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#include <NNFX\Indicators\Volumen\NiWAE.mqh>
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#include <NNFX\Indicators\Exit\NiRex.mqh>
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#include <NNFX\Indicators\NiNone.mqh>
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#include <NNFX\Money\NiMoney.mqh>
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#include <NNFX\Money\NiMoneyScaleOut.mqh>
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#include <NNFX\functions.mqh>
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//--- inputs
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input int InpMagic = 1024;
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input int Deviation = 50;
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input string x7 = "------Special Rules-----";
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input bool ApplySevenCandleRule = false;
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input bool ApplyOneCandleRule = true;
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input bool ApplyPullbackRule = true;
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input bool ApplyContinuationRule = true;
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input string x = "----Baseline-----";
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input int InpKijun_b = 26; //InpKijun
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input string x2 = "------C1-----------";
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input int InpPeriods_C1 = 14; // InpPeriods
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input ENUM_MA_METHOD InpMethod_C1 = MODE_SMA; //InpMethod
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input string x3 = "------C2-----------";
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input string InpModeStr_C2="Mode: 0 - RSI, 1 - Stoch";
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input int InpMode_C2=0; // InpMode
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input int InpLength_C2=9; //InpLength
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input int InpSmooth_Length_C2=2; // InpSmooth_Length
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input int InpPrice_C2=0; // InpPrice
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// Applied price
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// 0 - Close
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// 1 - Open
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// 2 - High
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// 3 - Low
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// 4 - Median
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// 5 - Typical
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// 6 - Weighted
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input int InpMethod_C2=0;
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// 0 - SMA
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// 1 - EMA
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// 2 - SMMA
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// 3 - LWMA
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input string x4 = "---------Volumen------";
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input int InpSensetive_v = 150; //InpSensitive
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input int InpDeadZonePip_v = 30; // InpDeadZonePip
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input int InpExplosionPower_v = 15; // InpExplosionPower
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input int InpTrendPower_v = 15; // InpTrendPower
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input string x5 = "---------Exit---------";
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input int InpSmoothing_Length_x=14; // InpSmoothing_Length
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input int InpSmoothing_Method_x=0; // InpSmoothing_Method
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// 0 - SMA
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// 1 - EMA
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// 2 - SMMA
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// 3 - LWMA
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input int InpSignal_Length_x=14; // InpSignal_Length
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input int InpSignal_Method_x=0; // InpSignal_Method
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// 0 - SMA
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// 1 - EMA
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// 2 - SMMA
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// 3 - LWMA
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input string x6 = "---------Monet management------";
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input int InpTakeProfit = 100;
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input int InpStopLoss = 100;
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input double InpLotSize = 0.05;
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//--- global variables
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CNewBar NewBar;
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string symbol;
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int period;
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bool longPosition;
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bool shortPosition;
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bool isPositionOpened;
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bool OneCandleForLong;
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bool OneCandleForShort;
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OrderState orderState;
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EnterTime forLong;
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EnterTime forShort;
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TrendStatus trendStatus;
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//NiKijun *baseline;
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NiMA *baseline;
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/*
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NiSSLActivator *c1;
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NiASH *c2;
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NiWAE *volumeIndicator;
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NiRex *exitIndicator;
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*/
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NiNone *c1;
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NiNone *c2;
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NiNone *volumeIndicator;
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NiNone *exitIndicator;
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IMoney *money;
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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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//---
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orderState.LongPosition = false;
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orderState.ShortPosition = false;
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orderState.OrderStatus = false;
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symbol = _Symbol;
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period = _Period;
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//baseline = new NiKijun(InpKijun_b);
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baseline = new NiMA(30,0,MODE_SMA,PRICE_CLOSE);
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/*
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c1 = new NiSSLActivator(InpPeriods_C1,InpMethod_C1);
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c2 = new NiASH(InpModeStr_C2,InpMode_C2,InpLength_C2,InpSmooth_Length_C2,InpPrice_C2,InpMethod_C2);
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volumeIndicator = new NiWAE(InpSensetive_v,InpDeadZonePip_v,InpExplosionPower_v,InpTrendPower_v);
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exitIndicator = new NiRex(InpSmoothing_Length_x,InpSmoothing_Method_x,InpSignal_Length_x,InpSignal_Method_x);
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*/
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c1 = new NiNone();
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c2 = new NiNone();
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volumeIndicator = new NiNone();
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exitIndicator = new NiNone();
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baseline.InitIndicator(symbol,period);
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c1.InitIndicator(symbol,period);
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c2.InitIndicator(symbol,period);
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volumeIndicator.InitIndicator(symbol,period);
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exitIndicator.InitIndicator(symbol,period);
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//money = new NiMoney(InpLotSize,InpTakeProfit,InpStopLoss,InpMagic,Deviation);
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money = new NiMoneyScaleOut(InpLotSize,InpMagic,Deviation);
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//---
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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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//---
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delete baseline;
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delete c1;
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delete c2;
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delete volumeIndicator;
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delete exitIndicator;
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delete money;
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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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//---Detect New Bar
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bool isNewBar = NewBar.checkNewBar(_Symbol,_Period);
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//datetime t = iTime(_Symbol,_Period,0);
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//Print("now: " + t);
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if(!isNewBar){
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return;
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}
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//Print("On new Bar");
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OnBar();
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}
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//+------------------------------------------------------------------+
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//|OnBar function |
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//+------------------------------------------------------------------+
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void OnBar()
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{
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//---Update Buffers
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Refresh();
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//---Exit rules
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if(money.isOpenedPosition()){
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manageClose();
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}
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//---Entry Rules
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if(!money.isOpenedPosition()){
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manageOpen();
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}
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}
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//+------------------------------------------------------------------+
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//|Open Positions: Entry rules |
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//+------------------------------------------------------------------+
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void manageOpen()
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{
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manageLong();
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manageShort();
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if(money.isOpenedPosition()) {
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//Print("Position openend...");
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//Print("position status: "+orderState.OrderStatus);
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}
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}
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/*
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* Checks conditions if is possible open long positions
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*/
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bool manageLong()
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{
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bool LongSignal = false;
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bool InSevenCandles = false;
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//--- Triggers an entry signal event, then checks all rules
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if(c1.entryLong() || c2.entryLong()|| baseline.entryLong() || (OneCandleForLong && ApplyOneCandleRule)){
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//--- Apply Seven Candle rule
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if(ApplySevenCandleRule)
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{ InSevenCandles = SevenCandleRuleForLong(); }
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else{ InSevenCandles = false;}
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//-- Checks all Indicators for a long trade
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if((InSevenCandles && ApplySevenCandleRule) || !ApplySevenCandleRule ){
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LongSignal = checkLongConditions();
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if(OneCandleForLong && LongSignal) Print("Trade ok by one candle rule");
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}
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//--- Apply One candle Rule
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if(!LongSignal && !OneCandleForLong && ApplyOneCandleRule)
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{ OneCandleForLong = true;}
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else if(OneCandleForLong == true)
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{ OneCandleForLong = false;}
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//---Apply Continuation Trade Rule
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if(!LongSignal && ApplyContinuationRule && ((InSevenCandles && ApplySevenCandleRule) || !ApplySevenCandleRule))
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{
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if(baseline.entryLong()) {
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trendStatus.EnteredInLong = Time[1];
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}
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if(trendStatus.EnteredInLong > trendStatus.EnteredInShort && trendStatus.EnteredInLong > Time[7])
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{
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LongSignal = checkContinuationLongConditions();
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if(LongSignal) Print("Continuation Trade ok");
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}
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}
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}
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if(LongSignal){
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money.OpenLong();
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Print("Open Signal Long");
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}
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return LongSignal;
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}
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/*
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* Use Special conditions in a continuation trade
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*/
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bool checkContinuationLongConditions()
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{
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bool LongSignal = baseline.baselineDirection() > 0.0 && c1.confirmationLong() && c2.confirmationLong();
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return LongSignal;
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}
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/*
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* Checks if c1,c2 gives the signal with in seven candles
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*/
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bool SevenCandleRuleForLong()
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{
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bool entrySignal = false;
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if(c1.entryLong()) forLong.c1EnteredTime = Time[1];
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if(c2.entryLong()) forLong.c2EnteredTime = Time[1];
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//Print("7 candle rule: c1:" + forLong.c1EnteredTime + ", c2:" + forLong.c2EnteredTime);
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//Print("7 candle rule: time: " + Time[7]);
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if(forLong.c1EnteredTime > Time[7] && forLong.c2EnteredTime > Time[7])
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{
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//Print("7 candle rule: entry");
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entrySignal = true;
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}
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return entrySignal;
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}
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//+------------------------------------------------------------------+
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//|Check conditions for entry long position |
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//+------------------------------------------------------------------+
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bool checkLongConditions(){
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bool openSignal = false;
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double atr_value = iATR(symbol,period,14,1);
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if(volumeIndicator.confirmationLong()){ // Enough volumen to open a position
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if(baseline.baselineDirection() > 0.0 && (!ApplyPullbackRule || (ApplyPullbackRule && baseline.baselineDirection() < atr_value))){ // In long tendency
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if(c1.confirmationLong() && c2.confirmationLong()){
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openSignal = true;
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}
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}
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}
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Print("In long: " +volumeIndicator.confirmationLong() +" " + baseline.baselineDirection() + " "+ c1.confirmationLong() + c2.confirmationLong());
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//openSignal = volumeIndicator.isAbleOpenPosition() && (baseline.baselineDirection(0) > 0.0) && c1.signalLong() && c2.signalLong();
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return openSignal;
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}
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bool manageShort()
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{
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bool ShortSignal = false;
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bool InSevenCandles = false;
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if(c1.entryShort() || c2.entryShort() || baseline.entryShort() || (OneCandleForShort && ApplyOneCandleRule) ){
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//--- Apply Seven Candle rule
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if(ApplySevenCandleRule)
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{ InSevenCandles = SevenCandleRuleForShort(); }
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else{ InSevenCandles = false;}
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//--------------------
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//-- Checks all Indicators for a short trade
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if((InSevenCandles && ApplySevenCandleRule) || !ApplySevenCandleRule ){
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ShortSignal = checkShortConditions();
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if(OneCandleForShort && ShortSignal) Print("Short trade ok by one candle rule");
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} //-----------
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//--- Apply One candle Rule
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if(!ShortSignal && !OneCandleForShort && ApplyOneCandleRule)
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{ OneCandleForShort = true;}
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else if(OneCandleForShort == true)
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{ OneCandleForShort = false;}
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//--------
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//---Apply Continuation Trade Rule
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if(!ShortSignal && ApplyContinuationRule && ((InSevenCandles && ApplySevenCandleRule) || !ApplySevenCandleRule))
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{
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if(baseline.entryShort()) {
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trendStatus.EnteredInShort = Time[1];
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}
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if(trendStatus.EnteredInShort > trendStatus.EnteredInLong && trendStatus.EnteredInShort > Time[7])
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{
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ShortSignal = checkContinuationShortConditions();
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if(ShortSignal) Print("Continuation short Trade ok");
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}
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}// end continuation trade rule
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}
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if(ShortSignal){
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money.OpenShort();
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Print("Open Signal Short");
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}
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return ShortSignal;
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}
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/*
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* Use Special conditions in a continuation trade
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*/
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bool checkContinuationShortConditions()
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{
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bool ShortSignal = baseline.baselineDirection() < 0.0 && c1.confirmationShort() && c2.confirmationShort();
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return ShortSignal;
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}
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/*
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* Checks if c1,c2 gives the signal with in seven candles
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*/
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bool SevenCandleRuleForShort()
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{
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bool entrySignal = false;
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if(c1.entryShort()) forShort.c1EnteredTime = Time[1];
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if(c2.entryShort()) forShort.c2EnteredTime = Time[1];
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if(forShort.c1EnteredTime > Time[7] && forShort.c2EnteredTime > Time[7])
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{
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entrySignal = true;
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}
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return entrySignal;
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}
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//+------------------------------------------------------------------+
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//|Check conditions for entry short position |
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//+------------------------------------------------------------------+
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bool checkShortConditions(){
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bool openSignal = false;
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double atr_value = iATR(symbol,period,14,1);
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if(volumeIndicator.confirmationShort()){
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if(baseline.baselineDirection() < 0.0 && (!ApplyPullbackRule || (ApplyPullbackRule && baseline.baselineDirection() < -1*atr_value)) ){
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if(c1.confirmationShort() && c2.confirmationShort()){
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openSignal = true;
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}
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}
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}
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Print("In short: " + volumeIndicator.confirmationShort() +" " + baseline.baselineDirection() + " "+ c1.confirmationShort() + c2.confirmationShort());
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//openSignal = volumeIndicator.isAbleOpenPosition() && (baseline.baselineDirection(0) < 0.0) && c1.signalShort() && c2.signalShort();
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return openSignal;
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}
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//+------------------------------------------------------------------+
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//|Close Positions: Exit rules |
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//+------------------------------------------------------------------+
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void manageClose()
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{
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bool closeSignal = false;
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if(money.isLongPosition()){
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closeSignal = exitIndicator.exitLong();
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}else if(money.isShortPosition()){
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closeSignal = exitIndicator.exitShort();
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}
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if(closeSignal)
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{
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if(money.isLongPosition()){
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money.CloseLongPosition();
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}else if(money.isShortPosition()){
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money.CloseShortPosition();
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}
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Print("Close Signal");
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//Print("Position closed...");
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//Print("position status: "+orderState.OrderStatus);
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}
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}
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//+------------------------------------------------------------------+
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//|Refresh indicators buffers data |
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//+------------------------------------------------------------------+
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void Refresh()
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{
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baseline.Refresh();
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c1.Refresh();
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c2.Refresh();
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volumeIndicator.Refresh();
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exitIndicator.Refresh();
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money.Refresh();
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/*Maybe In NiMomey class*/
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int i = 0;
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bool flag = false;
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while(i< OrdersTotal() && !flag)
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{
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OrderSelect(i,SELECT_BY_POS);
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if(OrderMagicNumber() == InpMagic)
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{
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flag = true;
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}
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i++;
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}
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if(!flag){ /*No orders made by this EA founded*/
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money.InitTSParams();
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}
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//Print("Orders total :" + OrdersTotal());
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} |