532 lines
16 KiB
MQL5
532 lines
16 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| StrategyFrameworkEA.mq5 |
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//| Reusable MT5 Expert Advisor framework |
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//| Strategy logic is intentionally separated from trade management |
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//+------------------------------------------------------------------+
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#property strict
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#property version "1.00"
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#property description "Reusable EA framework. Add your strategy in CheckBuySetup/CheckSellSetup."
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#include <Trade/Trade.mqh>
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CTrade trade;
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//=========================== INPUTS =================================
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//--- General
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input ulong InpMagicNumber = 26081001;
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input bool InpAllowBuy = true;
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input bool InpAllowSell = true;
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input bool InpOneTradePerBar = true;
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input int InpMaxOpenTrades = 1;
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//--- Risk
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input double InpRiskPercent = 1.0; // % of equity risked per trade
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input double InpMaxDailyLossPercent = 3.0; // EA stops opening new trades
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input double InpMaxSpreadPoints = 30.0;
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//--- Stop/Target
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input double InpStopLossPoints = 300.0;
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input double InpTakeProfitPoints = 600.0;
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//--- Trading session (server time)
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input bool InpUseSessionFilter = true;
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input int InpSessionStartHour = 8;
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input int InpSessionStartMinute = 0;
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input int InpSessionEndHour = 18;
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input int InpSessionEndMinute = 0;
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//--- Break-even
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input bool InpUseBreakEven = false;
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input double InpBreakEvenTriggerPts = 300.0;
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input double InpBreakEvenLockPts = 20.0;
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//--- Trailing stop
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input bool InpUseTrailingStop = false;
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input double InpTrailingStartPts = 400.0;
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input double InpTrailingDistancePts = 250.0;
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//=========================== GLOBALS ================================
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datetime g_lastBarTime = 0;
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string g_dayGVName = "";
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//+------------------------------------------------------------------+
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//| Expert initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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trade.SetExpertMagicNumber(InpMagicNumber);
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trade.SetTypeFillingBySymbol(_Symbol);
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g_dayGVName = "EA_DailyStart_" +
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IntegerToString((long)AccountInfoInteger(ACCOUNT_LOGIN)) +
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"_" + IntegerToString((long)InpMagicNumber);
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ResetDailyStartIfNeeded();
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Print("StrategyFrameworkEA initialized on ", _Symbol);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert tick |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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ResetDailyStartIfNeeded();
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// Existing trades are managed even when new entries are blocked.
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ManageOpenPositions();
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if(!CanOpenNewTrade())
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return;
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if(InpOneTradePerBar && !IsNewBar())
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return;
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// ==============================================================
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// STRATEGY MODULE
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// Put your strategy rules inside these two functions.
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// ==============================================================
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bool buySignal = InpAllowBuy && CheckBuySetup();
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bool sellSignal = InpAllowSell && CheckSellSetup();
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// Prevent both directions from firing on the same tick.
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if(buySignal && !sellSignal)
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OpenBuy();
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if(sellSignal && !buySignal)
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OpenSell();
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}
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//+------------------------------------------------------------------+
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//| BUY strategy placeholder |
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//| Return TRUE only when ALL your BUY conditions are satisfied. |
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//+------------------------------------------------------------------+
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bool CheckBuySetup()
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{
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// EXAMPLE:
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// if(condition1 && condition2 && condition3)
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// return true;
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return(false);
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}
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//+------------------------------------------------------------------+
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//| SELL strategy placeholder |
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//| Return TRUE only when ALL your SELL conditions are satisfied. |
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//+------------------------------------------------------------------+
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bool CheckSellSetup()
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{
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// EXAMPLE:
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// if(condition1 && condition2 && condition3)
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// return true;
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return(false);
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}
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//+------------------------------------------------------------------+
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//| Can a new trade be opened? |
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//+------------------------------------------------------------------+
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bool CanOpenNewTrade()
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{
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if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED))
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return(false);
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if(!MQLInfoInteger(MQL_TRADE_ALLOWED))
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return(false);
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if(!IsWithinTradingSession())
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return(false);
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if(CurrentSpreadPoints() > InpMaxSpreadPoints)
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return(false);
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if(DailyLossLimitReached())
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return(false);
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if(CountOurOpenPositions() >= InpMaxOpenTrades)
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return(false);
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Open BUY |
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//+------------------------------------------------------------------+
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void OpenBuy()
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{
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double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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if(ask <= 0.0)
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return;
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double sl = 0.0;
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double tp = 0.0;
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if(InpStopLossPoints > 0)
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sl = NormalizePrice(ask - InpStopLossPoints * _Point);
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if(InpTakeProfitPoints > 0)
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tp = NormalizePrice(ask + InpTakeProfitPoints * _Point);
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double volume = CalculateRiskVolume(InpStopLossPoints);
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if(volume <= 0.0)
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return;
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if(!trade.Buy(volume, _Symbol, 0.0, sl, tp, "Strategy BUY"))
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Print("BUY failed. Retcode=", trade.ResultRetcode(),
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" ", trade.ResultRetcodeDescription());
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}
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//+------------------------------------------------------------------+
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//| Open SELL |
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//+------------------------------------------------------------------+
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void OpenSell()
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{
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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if(bid <= 0.0)
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return;
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double sl = 0.0;
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double tp = 0.0;
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if(InpStopLossPoints > 0)
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sl = NormalizePrice(bid + InpStopLossPoints * _Point);
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if(InpTakeProfitPoints > 0)
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tp = NormalizePrice(bid - InpTakeProfitPoints * _Point);
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double volume = CalculateRiskVolume(InpStopLossPoints);
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if(volume <= 0.0)
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return;
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if(!trade.Sell(volume, _Symbol, 0.0, sl, tp, "Strategy SELL"))
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Print("SELL failed. Retcode=", trade.ResultRetcode(),
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" ", trade.ResultRetcodeDescription());
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}
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//+------------------------------------------------------------------+
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//| Risk-based position sizing |
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//+------------------------------------------------------------------+
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double CalculateRiskVolume(double stopPoints)
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{
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if(stopPoints <= 0.0)
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{
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// If no SL is configured, use minimum volume rather than
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// pretending a risk-based calculation is possible.
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return(SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN));
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}
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double equity = AccountInfoDouble(ACCOUNT_EQUITY);
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double riskMoney = equity * (InpRiskPercent / 100.0);
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double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
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double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
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if(tickSize <= 0.0 || tickValue <= 0.0)
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return(0.0);
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double priceDistance = stopPoints * _Point;
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double moneyPerLot = (priceDistance / tickSize) * tickValue;
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if(moneyPerLot <= 0.0)
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return(0.0);
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double volume = riskMoney / moneyPerLot;
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return(NormalizeVolume(volume));
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}
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//+------------------------------------------------------------------+
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//| Manage open positions |
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//+------------------------------------------------------------------+
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void ManageOpenPositions()
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{
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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ulong ticket = PositionGetTicket(i);
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if(ticket == 0)
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continue;
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if(!PositionSelectByTicket(ticket))
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continue;
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if(PositionGetString(POSITION_SYMBOL) != _Symbol)
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continue;
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if((ulong)PositionGetInteger(POSITION_MAGIC) != InpMagicNumber)
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continue;
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if(InpUseBreakEven)
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ApplyBreakEven(ticket);
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if(InpUseTrailingStop)
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ApplyTrailingStop(ticket);
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}
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}
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//+------------------------------------------------------------------+
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//| Break-even |
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//+------------------------------------------------------------------+
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void ApplyBreakEven(ulong ticket)
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{
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if(!PositionSelectByTicket(ticket))
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return;
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long type = PositionGetInteger(POSITION_TYPE);
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double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
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double sl = PositionGetDouble(POSITION_SL);
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double tp = PositionGetDouble(POSITION_TP);
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double currentPrice = (type == POSITION_TYPE_BUY)
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? SymbolInfoDouble(_Symbol, SYMBOL_BID)
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: SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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double profitPoints = (type == POSITION_TYPE_BUY)
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? (currentPrice - openPrice) / _Point
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: (openPrice - currentPrice) / _Point;
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if(profitPoints < InpBreakEvenTriggerPts)
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return;
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double newSL = (type == POSITION_TYPE_BUY)
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? openPrice + InpBreakEvenLockPts * _Point
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: openPrice - InpBreakEvenLockPts * _Point;
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newSL = NormalizePrice(newSL);
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bool improve = false;
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if(type == POSITION_TYPE_BUY)
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improve = (sl == 0.0 || newSL > sl);
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else
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improve = (sl == 0.0 || newSL < sl);
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if(improve)
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trade.PositionModify(ticket, newSL, tp);
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}
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//+------------------------------------------------------------------+
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//| Trailing stop |
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//+------------------------------------------------------------------+
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void ApplyTrailingStop(ulong ticket)
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{
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if(!PositionSelectByTicket(ticket))
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return;
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long type = PositionGetInteger(POSITION_TYPE);
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double currentSL = PositionGetDouble(POSITION_SL);
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double tp = PositionGetDouble(POSITION_TP);
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double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
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double currentPrice = (type == POSITION_TYPE_BUY)
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? SymbolInfoDouble(_Symbol, SYMBOL_BID)
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: SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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double profitPoints = (type == POSITION_TYPE_BUY)
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? (currentPrice - openPrice) / _Point
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: (openPrice - currentPrice) / _Point;
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if(profitPoints < InpTrailingStartPts)
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return;
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double newSL = (type == POSITION_TYPE_BUY)
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? currentPrice - InpTrailingDistancePts * _Point
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: currentPrice + InpTrailingDistancePts * _Point;
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newSL = NormalizePrice(newSL);
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bool improve = false;
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if(type == POSITION_TYPE_BUY)
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improve = (currentSL == 0.0 || newSL > currentSL);
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else
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improve = (currentSL == 0.0 || newSL < currentSL);
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if(improve)
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trade.PositionModify(ticket, newSL, tp);
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}
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//+------------------------------------------------------------------+
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//| Count this EA's open positions on this symbol |
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//+------------------------------------------------------------------+
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int CountOurOpenPositions()
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{
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int count = 0;
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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ulong ticket = PositionGetTicket(i);
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if(ticket == 0)
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continue;
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if(!PositionSelectByTicket(ticket))
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continue;
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if(PositionGetString(POSITION_SYMBOL) == _Symbol &&
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(ulong)PositionGetInteger(POSITION_MAGIC) == InpMagicNumber)
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{
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count++;
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}
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}
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return(count);
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}
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//+------------------------------------------------------------------+
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//| Current spread in points |
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//+------------------------------------------------------------------+
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double CurrentSpreadPoints()
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{
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double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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if(ask <= 0.0 || bid <= 0.0)
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return(999999.0);
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return((ask - bid) / _Point);
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}
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//+------------------------------------------------------------------+
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//| Trading session |
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//+------------------------------------------------------------------+
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bool IsWithinTradingSession()
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{
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if(!InpUseSessionFilter)
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return(true);
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MqlDateTime tm;
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TimeToStruct(TimeCurrent(), tm);
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int nowMinutes = tm.hour * 60 + tm.min;
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int startMinutes = InpSessionStartHour * 60 + InpSessionStartMinute;
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int endMinutes = InpSessionEndHour * 60 + InpSessionEndMinute;
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// Same start/end means session is treated as 24 hours.
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if(startMinutes == endMinutes)
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return(true);
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// Normal session.
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if(startMinutes < endMinutes)
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return(nowMinutes >= startMinutes && nowMinutes < endMinutes);
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// Overnight session, e.g. 22:00 -> 06:00.
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return(nowMinutes >= startMinutes || nowMinutes < endMinutes);
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}
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//+------------------------------------------------------------------+
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//| Daily loss protection |
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//+------------------------------------------------------------------+
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bool DailyLossLimitReached()
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{
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if(InpMaxDailyLossPercent <= 0.0)
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return(false);
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double startBalance = GetDailyStartBalance();
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if(startBalance <= 0.0)
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return(false);
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double equity = AccountInfoDouble(ACCOUNT_EQUITY);
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double lossPercent = ((startBalance - equity) / startBalance) * 100.0;
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return(lossPercent >= InpMaxDailyLossPercent);
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}
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//+------------------------------------------------------------------+
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//| Get/create today's starting balance |
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//+------------------------------------------------------------------+
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double GetDailyStartBalance()
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{
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if(g_dayGVName == "")
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return(0.0);
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if(!GlobalVariableCheck(g_dayGVName))
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GlobalVariableSet(g_dayGVName, AccountInfoDouble(ACCOUNT_BALANCE));
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return(GlobalVariableGet(g_dayGVName));
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}
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//+------------------------------------------------------------------+
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//| Reset daily balance when server date changes |
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//+------------------------------------------------------------------+
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void ResetDailyStartIfNeeded()
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{
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if(g_dayGVName == "")
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return;
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string dateName = g_dayGVName + "_DATE";
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string today = TimeToString(TimeCurrent(), TIME_DATE);
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if(!GlobalVariableCheck(g_dayGVName) ||
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!GlobalVariableCheck(dateName))
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{
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GlobalVariableSet(g_dayGVName, AccountInfoDouble(ACCOUNT_BALANCE));
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GlobalVariableSet(dateName, (double)StringToTime(today));
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return;
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}
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datetime storedDate = (datetime)GlobalVariableGet(dateName);
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datetime todayDate = StringToTime(today);
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if(storedDate != todayDate)
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{
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GlobalVariableSet(g_dayGVName, AccountInfoDouble(ACCOUNT_BALANCE));
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GlobalVariableSet(dateName, (double)todayDate);
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}
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}
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//+------------------------------------------------------------------+
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//| Detect a new bar |
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//+------------------------------------------------------------------+
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bool IsNewBar()
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{
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datetime currentBar = iTime(_Symbol, PERIOD_CURRENT, 0);
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if(currentBar == 0)
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return(false);
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if(currentBar != g_lastBarTime)
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{
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g_lastBarTime = currentBar;
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return(true);
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}
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return(false);
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}
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//+------------------------------------------------------------------+
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//| Normalize price |
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//+------------------------------------------------------------------+
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double NormalizePrice(double price)
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{
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int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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return(NormalizeDouble(price, digits));
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}
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//+------------------------------------------------------------------+
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//| Normalize volume to broker constraints |
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//+------------------------------------------------------------------+
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double NormalizeVolume(double volume)
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{
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double minVol = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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double maxVol = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
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double stepVol = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
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if(stepVol <= 0.0)
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return(0.0);
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volume = MathMax(minVol, MathMin(maxVol, volume));
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volume = MathFloor(volume / stepVol) * stepVol;
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if(volume < minVol)
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volume = minVol;
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int volumeDigits = 2;
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if(stepVol == 1.0) volumeDigits = 0;
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else if(stepVol == 0.1) volumeDigits = 1;
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else if(stepVol == 0.01) volumeDigits = 2;
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else if(stepVol == 0.001)volumeDigits = 3;
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return(NormalizeDouble(volume, volumeDigits));
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}
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//+------------------------------------------------------------------+
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