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This commit is contained in:
Matt Corcoran
2024-12-21 12:27:38 +01:00
parent 18b488e07b
commit 517d22cd5f
3 changed files with 136 additions and 12 deletions
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MyEnums.mqh
+6
View File
@@ -22,6 +22,12 @@ enum TP_MODE{
NO_TAKE_PROFIT, // No Take-Profit NO_TAKE_PROFIT, // No Take-Profit
}; };
enum TSL_MODE{
TSL_ATR_MULTIPLE, // ATR Multiple
TSL_FIXED_PIPS, // Fixed Pips
TSL_FIXED_PERCENT, // Fixed Percent
};
enum TIME_ZONES{ enum TIME_ZONES{
NY, // New York NY, // New York
Lon, // London Lon, // London
MyFunctions.mqh
+1 -1
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@@ -138,7 +138,7 @@ bool MyFunctions::in_test_period(MODE_SPLIT_DATA data_split_method){
return false; return false;
} }
void MyFunctions::draw_line(double value, string name,color clr){ void MyFunctions::draw_line(double value, string name,color clr=clrBlack){
// EG: // EG:
// ArrayResize(bar,1000); // ArrayResize(bar,1000);
// ArraySetAsSeries(bar, true); // ArraySetAsSeries(bar, true);
OrderManagement.mqh
+129 -11
View File
@@ -1,10 +1,12 @@
#property library #property library
#include <Trade/Trade.mqh> #include <Trade/Trade.mqh>
#include <MyLibs/TimeZones.mqh> #include <MyLibs/TimeZones.mqh>
#include <MyLibs/MyEnums.mqh>
#include <MyLibs/CalculatePositionData.mqh> #include <MyLibs/CalculatePositionData.mqh>
#include <Trade/PositionInfo.mqh> #include <Trade/PositionInfo.mqh>
#include <Trade/OrderInfo.mqh> #include <Trade/OrderInfo.mqh>
#include <MyLibs/Myfunctions.mqh>
class OrderManagment : public CObject{ class OrderManagment : public CObject{
protected: protected:
@@ -14,6 +16,7 @@ class OrderManagment : public CObject{
CPositionInfo m_position; CPositionInfo m_position;
COrderInfo m_order; COrderInfo m_order;
double stop_loss; double stop_loss;
double take_profit; double take_profit;
ulong posTicket; ulong posTicket;
@@ -29,6 +32,9 @@ class OrderManagment : public CObject{
public: public:
bool open_buy_orders(string symbol, bool condition, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number); bool open_buy_orders(string symbol, bool condition, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number);
bool open_sell_orders(string symbol, bool condition, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number); bool open_sell_orders(string symbol, bool condition, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number);
bool open_nnfx_buy_orders(string symbol, bool condition, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number);
bool open_nnfx_sell_orders(string symbol, bool condition, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number);
bool open_buy_stop_order(string symbol, bool condition, double entry_price, datetime experation, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number); bool open_buy_stop_order(string symbol, bool condition, double entry_price, datetime experation, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number);
bool open_sell_stop_order(string symbol, bool condition, double entry_price, datetime experation, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number); bool open_sell_stop_order(string symbol, bool condition, double entry_price, datetime experation, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number);
bool close_buy_orders(string symbol, bool buy_out, int close_bars, ENUM_TIMEFRAMES close_bar_period, long magic_number); bool close_buy_orders(string symbol, bool buy_out, int close_bars, ENUM_TIMEFRAMES close_bar_period, long magic_number);
@@ -42,6 +48,7 @@ class OrderManagment : public CObject{
double tp_specified_value_switch(string _tp_mode, double _inp_tp_var, double value); double tp_specified_value_switch(string _tp_mode, double _inp_tp_var, double value);
int count_open_positions(string symbol,int order_side, long magic_number); int count_open_positions(string symbol,int order_side, long magic_number);
void break_even_stop(string symbol, ulong magic_number, int be_trigger_points, int be_puffer); void break_even_stop(string symbol, ulong magic_number, int be_trigger_points, int be_puffer);
void nnfx_trailing_stop(string symbol, double sl_var, double tp_var, double atr_value, ulong magic_number);
}; };
bool OrderManagment::open_buy_orders(string symbol, bool condition, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var, long magic_number){ bool OrderManagment::open_buy_orders(string symbol, bool condition, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var, long magic_number){
@@ -91,6 +98,54 @@ bool OrderManagment::open_sell_orders(string symbol, bool condition, ENUM_TIMEFR
return true; return true;
} }
bool OrderManagment::open_nnfx_buy_orders(string symbol, bool condition, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var, long magic_number){
if(condition == true){
current_price = SymbolInfoDouble(symbol, SYMBOL_ASK); // ask for buy side
total_open_buy_orders = count_open_positions(symbol, 1, magic_number);
if(total_open_buy_orders == 0){
stop_loss = cpd.calculate_stoploss(symbol, current_price, 1, _sl_mode, sl_var, atr_period);
take_profit = cpd.calculate_take_profit(symbol, current_price, stop_loss, 1, _tp_mode, tp_var, atr_period);
double sl_distance = current_price-stop_loss;
double lots = cpd.calculate_lots(symbol, sl_distance, current_price, _lot_mode, lot_var/2);
trade.SetExpertMagicNumber(magic_number);
string comment = "Magic Number: " + IntegerToString(magic_number);
trade.PositionOpen(symbol,ORDER_TYPE_BUY,lots,current_price,stop_loss,take_profit,comment);
trade.PositionOpen(symbol,ORDER_TYPE_BUY,lots,current_price,stop_loss,0,comment);
}
}
return true;
}
bool OrderManagment::open_nnfx_sell_orders(string symbol, bool condition, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var, string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number){
if(condition == true){
// if(!SymbolInfoTick(symbol,currentTick)){Print("FAILED TO GET TICK:", symbol);return false;}
current_price = SymbolInfoDouble(symbol, SYMBOL_BID); // bid for sell side
total_open_sell_orders = count_open_positions(symbol, 2, magic_number);
if(total_open_sell_orders == 0){
stop_loss = cpd.calculate_stoploss(symbol, current_price, 2, _sl_mode, sl_var, atr_period);
take_profit = cpd.calculate_take_profit(symbol, current_price, stop_loss, 2, _tp_mode, tp_var, atr_period);
double sl_distance = stop_loss-current_price;
double lots = cpd.calculate_lots(symbol, sl_distance, current_price, _lot_mode, lot_var);
trade.SetExpertMagicNumber(magic_number);
string comment = "Magic Number: " + IntegerToString(magic_number);
trade.PositionOpen(symbol,ORDER_TYPE_SELL,lots,current_price,stop_loss,take_profit,comment);
trade.PositionOpen(symbol,ORDER_TYPE_SELL,lots,current_price,stop_loss,0,comment);
}
}
return true;
}
// some usfull comment here // some usfull comment here
bool OrderManagment::open_buy_stop_order(string symbol, bool condition, double entry_price, datetime experation, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var,string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number){ bool OrderManagment::open_buy_stop_order(string symbol, bool condition, double entry_price, datetime experation, ENUM_TIMEFRAMES atr_period, string _sl_mode, double sl_var,string _tp_mode, double tp_var, string _lot_mode, double lot_var,long magic_number){
@@ -368,19 +423,20 @@ int OrderManagment::count_pending_orders(string symbol, ENUM_ORDER_TYPE order_ty
void OrderManagment::break_even_stop(string symbol, ulong magic_number, int be_trigger_points, int be_puffer){ void OrderManagment::break_even_stop(string symbol, ulong magic_number, int be_trigger_points, int be_puffer){
if(PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number){ for(int i = PositionsTotal()-1; i >=0; i--){
if(PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number){
int symbol_digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS); int symbol_digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
double symbol_point = SymbolInfoDouble(symbol, SYMBOL_POINT); double symbol_point = SymbolInfoDouble(symbol, SYMBOL_POINT);
double ask = SymbolInfoDouble(symbol, SYMBOL_ASK); double ask = SymbolInfoDouble(symbol, SYMBOL_ASK);
ask = NormalizeDouble(ask, symbol_digits); ask = NormalizeDouble(ask, symbol_digits);
double bid = SymbolInfoDouble(symbol, SYMBOL_BID); double bid = SymbolInfoDouble(symbol, SYMBOL_BID);
bid = NormalizeDouble(bid, symbol_digits); bid = NormalizeDouble(bid, symbol_digits);
if(be_trigger_points !=0){
if(be_trigger_points !=0){
for(int i = PositionsTotal()-1; i >=0; i--){
ulong ticket = PositionGetTicket(i); ulong ticket = PositionGetTicket(i);
if(PositionSelectByTicket(ticket)){ if(PositionSelectByTicket(ticket)){
@@ -425,6 +481,68 @@ void OrderManagment::break_even_stop(string symbol, ulong magic_number, int be_t
} }
} }
void OrderManagment::nnfx_trailing_stop(string symbol, double sl_var, double tp_var, double atr_value, ulong magic_number){
MyFunctions mf3;
for(int i = PositionsTotal()-1; i >=0; i--){
ulong ticket = PositionGetTicket(i);
if(PositionSelectByTicket(ticket)){
if(PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number){
int symbol_digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
double symbol_point = SymbolInfoDouble(symbol, SYMBOL_POINT);
double ask = SymbolInfoDouble(symbol, SYMBOL_ASK);
ask = NormalizeDouble(ask, symbol_digits);
double bid = SymbolInfoDouble(symbol, SYMBOL_BID);
bid = NormalizeDouble(bid, symbol_digits);
double position_open_price = PositionGetDouble(POSITION_PRICE_OPEN);
double position_sl = PositionGetDouble(POSITION_SL);
double position_tp = PositionGetDouble(POSITION_TP);
ENUM_POSITION_TYPE position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
if(position_type == POSITION_TYPE_BUY){
if(bid > position_open_price + (atr_value * tp_var)){
double sl = bid - (atr_value * sl_var);
sl = NormalizeDouble(sl, symbol_digits);
if(sl > (position_sl + (atr_value * 0.5))){
if(trade.PositionModify(ticket, sl, position_tp)){
}
}
}
}
else if(position_type == POSITION_TYPE_SELL){
if(ask < position_open_price - (atr_value * tp_var)){
double sl = ask + (atr_value * sl_var);
sl = NormalizeDouble(sl, symbol_digits);
if(sl < (position_sl + (atr_value * 0.5))){
if(trade.PositionModify(ticket, sl, position_tp)){
}
}
}
}
}
}
}
}
double OrderManagment::sl_specified_value_switch(string _sl_mode, double _inp_sl_var, double value){ double OrderManagment::sl_specified_value_switch(string _sl_mode, double _inp_sl_var, double value){
double sl = 0; double sl = 0;
if(_sl_mode=="SL_SPECIFIED_VALUE"){sl = value;} if(_sl_mode=="SL_SPECIFIED_VALUE"){sl = value;}