209 lines
8.9 KiB
MQL5
209 lines
8.9 KiB
MQL5
//+------------------------------------------------------------------+
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//| JPBP.mqh |
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//| Copyright 2018, MetaQuotes Software Corp. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2018, MetaQuotes Software Corp."
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#property link "https://www.mql5.com"
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#include <Trade\Trade.mqh>
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CTrade trade;
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//+------------------------------------------------------------------+
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//| global variables |
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//+------------------------------------------------------------------+
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//--- main input parameters
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input ulong MagicNumber = 1234;
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input ENUM_TIMEFRAMES TimeFrame = PERIOD_D1;
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input int AddPoint = 50;
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input double TpSlRatio = 2; //take profit/stop loss ratio
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input double SlPercent = 2;
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input bool SafeMode = false;//safe mode on
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input double SafeActivationRatio = 4;
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input double SafeSlRatio = 2;
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input bool TrailingMode =false;//trailing mode on
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input double TrailingActivationRatio = 6;
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input double TrailingDistance = 20; //trailing distance
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input bool CancelOrderOnTP = true; //cancel orders on TP
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input bool CancelOrderOnSL = true; //cancel orders on profitable SL
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input bool CancelOrderOnLoss = false; //cancel orders on non-profitable SL
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input bool OrderOnce = false; //place orders only once
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input bool DrawLines = true; //Draw safe and trailing activation lines
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input int TimeOffset = 0;
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//--- market variables
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double volumeStep;
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double tickSize;
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double tickPrice;
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double bid;
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double ask;
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long tickVolume[];
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MqlRates bar[];
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double lastOpen;
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//--- time variables
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MqlDateTime firstBar;
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MqlDateTime today;
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MqlDateTime startTime[];
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MqlDateTime endTime[];
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datetime lastRefreshDay;
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datetime prevDay;
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//--- account variables
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double accountBalance;
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double accountEquity;
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//--- trade variables
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//--- orders and positions handling system variables
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bool orderConditions;
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bool resetOrderPlaced;
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bool orderPlaced[2];
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int arrayIndex;
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int arraySize;
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double cancellingSL[2];
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int prevPositionTotal;
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int positionTotal;
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ulong positionTicket[];
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double safeActivationPrice[];
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double safeSL[];
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double trailingActivationPrice[];
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double trailingDistance[];
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double trailingSL;
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long positionType;
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double positionOpenPrice;
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double positionCurrentPrice;
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double positionTP;
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double positionSL;
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ulong lastPositionTicket;
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ulong posTicket;
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ulong histOrderTicket;
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ulong histDealTicket;
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double histOrderPrice;
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double initialPositionSL;
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bool profitableSL;
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bool timeSet;
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//+------------------------------------------------------------------+
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//| functions |
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//+------------------------------------------------------------------+
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double NormalisePrice(double p){
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return (MathRound(p/tickSize)*tickSize);
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}
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double LotsCalculator(double openPrice, double closePrice, double balance){
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double lots = NormalizeDouble(((balance*(SlPercent/100))/(MathAbs(openPrice-closePrice)*(tickPrice/tickSize)))/volumeStep,0)*volumeStep;
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if(lots < SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN)){
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lots = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);
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}
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else if(lots > SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX)){
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lots = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX);
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}
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return lots;
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}
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void setVariables(){
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lastOpen = 0;
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volumeStep = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
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tickSize = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);
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tickPrice = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE);
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}
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void refreshVariables(){
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bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
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ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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accountBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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accountEquity = AccountInfoDouble(ACCOUNT_EQUITY);
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ArraySetAsSeries(bar,true);
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CopyRates(_Symbol,TimeFrame,0,2,bar);
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TimeToStruct(bar[1].time,firstBar);
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TimeToStruct(TimeCurrent(),today);
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//refresh once a day
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if(today.day != lastRefreshDay){
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volumeStep = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
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tickSize = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);
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tickPrice = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE);
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lastRefreshDay = today.day;
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}
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}
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void AddPosition(){ //add a position into the safe and trailing system. The position has to be previously selected and checked
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arrayIndex = arraySize;
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arraySize = arraySize + 1;
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ArrayResize(positionTicket,arraySize,10);
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positionTicket[arrayIndex] = PositionGetInteger(POSITION_TICKET);
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positionType = PositionGetInteger(POSITION_TYPE);
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positionOpenPrice = PositionGetDouble(POSITION_PRICE_OPEN);
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positionSL = PositionGetDouble(POSITION_SL);
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//check if the SL is already in a safe/profitable place
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if((positionType == POSITION_TYPE_BUY && positionSL < positionOpenPrice) || (positionType==POSITION_TYPE_SELL && positionSL > positionOpenPrice)){
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initialPositionSL = positionSL; //if not profitable SL then the current SL is the initial SL of the position
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profitableSL = false;
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}
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else{
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profitableSL = true;
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if(TrailingMode){
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HistorySelect(0,TimeCurrent());
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for(int j=HistoryOrdersTotal()-1; j>=0; j--){
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histOrderTicket = HistoryOrderGetTicket(j);
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if(HistoryOrderGetInteger(histOrderTicket,ORDER_POSITION_ID) == PositionGetInteger(POSITION_IDENTIFIER)){
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initialPositionSL = HistoryOrderGetDouble(histOrderTicket,ORDER_SL);
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}
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}
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}
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}
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if(SafeMode && !profitableSL){
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ArrayResize(safeActivationPrice,arraySize,10);
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ArrayResize(safeSL,arraySize,10);
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if(positionType == POSITION_TYPE_BUY){
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safeActivationPrice[arrayIndex] = positionOpenPrice + (positionOpenPrice-positionSL)*SafeActivationRatio;
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safeSL[arrayIndex] = NormalisePrice(positionOpenPrice + (positionOpenPrice-positionSL)*SafeSlRatio);
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if(safeSL[arrayIndex]<0)safeSL[arrayIndex] = 0;
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}
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else if(positionType==POSITION_TYPE_SELL){
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safeActivationPrice[arrayIndex] = positionOpenPrice - (positionSL-positionOpenPrice)*SafeActivationRatio;
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safeSL[arrayIndex] = NormalisePrice(positionOpenPrice - (positionSL-positionOpenPrice)*SafeSlRatio);
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if(safeSL[arrayIndex]<0)safeSL[arrayIndex] = 0;
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}
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if(DrawLines){
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ObjectCreate(0,"Safe Activation #"+IntegerToString(positionTicket[arrayIndex]),OBJ_HLINE,0,0,safeActivationPrice[arrayIndex]);
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ObjectSetInteger(0,"Safe Activation #"+IntegerToString(positionTicket[arrayIndex]),OBJPROP_COLOR,clrDodgerBlue);
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ObjectSetInteger(0,"Safe Activation #"+IntegerToString(positionTicket[arrayIndex]),OBJPROP_STYLE,STYLE_DASH);
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}
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}
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if(TrailingMode){
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ArrayResize(trailingActivationPrice,arraySize,10);
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ArrayResize(trailingDistance,arraySize,10);
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if(positionType == POSITION_TYPE_BUY){
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trailingActivationPrice[arrayIndex] = positionOpenPrice + (positionOpenPrice-initialPositionSL)*TrailingActivationRatio;
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trailingDistance[arrayIndex] = (trailingActivationPrice[arrayIndex]-positionOpenPrice)*(TrailingDistance/100);
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}
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else if(positionType==POSITION_TYPE_SELL){
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trailingActivationPrice[arrayIndex] = positionOpenPrice - (initialPositionSL-positionOpenPrice)*TrailingActivationRatio;
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trailingDistance[arrayIndex] = (positionOpenPrice - trailingActivationPrice[arrayIndex])*(TrailingDistance/100);
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}
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if(DrawLines){
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ObjectCreate(0,"Trailing Activation #"+IntegerToString(positionTicket[arrayIndex]),OBJ_HLINE,0,0,trailingActivationPrice[arrayIndex]);
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ObjectSetInteger(0,"Trailing Activation #"+IntegerToString(positionTicket[arrayIndex]),OBJPROP_COLOR,clrMediumOrchid);
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ObjectSetInteger(0,"Trailing Activation #"+IntegerToString(positionTicket[arrayIndex]),OBJPROP_STYLE,STYLE_DASH);
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}
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}
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}
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void CloseAllLongPositions(){
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for(int i=0; i< PositionsTotal(); i++){
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if(PositionGetInteger(POSITION_MAGIC) == MagicNumber && PositionGetSymbol(i) == _Symbol && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY) trade.PositionClose(PositionGetTicket(i));
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}
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}
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void CloseAllShortPositions(){
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for(int i=0; i< PositionsTotal(); i++){
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if(PositionGetInteger(POSITION_MAGIC) == MagicNumber && PositionGetSymbol(i) == _Symbol && PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL) trade.PositionClose(PositionGetTicket(i));
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}
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}
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void CloseAllPositions(){
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for(int i=0; i< PositionsTotal(); i++){
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if(PositionGetInteger(POSITION_MAGIC) == MagicNumber && PositionGetSymbol(i) == _Symbol) trade.PositionClose(PositionGetTicket(i));
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}
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}
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