forked from nique_372/MQLArticles
332 lines
11 KiB
Markdown
332 lines
11 KiB
Markdown
<p align="center">
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<img src="./Images/MQLArticles.png" alt="MQLArticles Logo" width="1150" height="175"/>
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</p>
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<p align="center">
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A comprehensive collection of MQL5 implementations for risk management and position management in algorithmic trading.
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This repository contains the source code from articles published on MQL5.com by nique_372..
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</p>
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<p align="center">
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<img src="https://img.shields.io/badge/Language-MQL5-1B6CA8?style=flat-square"/>
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<img src="https://img.shields.io/badge/Platform-MetaTrader%205-0D1B2A?style=flat-square"/>
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<img src="https://img.shields.io/badge/Author-nique__372-C9D6DF?style=flat-square&logoColor=white"/>
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<img src="https://img.shields.io/badge/Articles-mql5.com-1B6CA8?style=flat-square"/>
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</p>
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---
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## Main features
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### RM
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#### Oco order
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```cpp
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COcoOrder oco;
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void Function()
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{
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.
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.
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unsigned long ticket1 = trade.ResultOrder();
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.
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.
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unsigned long ticket2 = trade.ResultOrder();
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oco.AddOrders(ticket1,ticket2);
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}
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```
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#### Risk management
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```cpp
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CRiskManagement rm;
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// Note: "rm" requires that the lot, type, maximum profit and loss be reset, etc., before calling functions like CalculateSL, GetLote, etc.
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// Check superated
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if(g_loss_profit_manager.MaxLossIsSuperated())
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{
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risk.CloseAllPositions();
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CanTrade = false;
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}
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// Calcule lot size
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double entry_price = 1000.0;
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double l = risk.GetLote(ORDER_TYPE_BUY, entry_price, 100, 0);
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// Calcule SL
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long sl = risk.GetSL(ORDER_TYPE_BUY, entry_price, 100, 0)
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// And more (GetPositionsTotal, SetStopLoss, CloseAllOrders, GetPositions, etc..)
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```
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### Strategy
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#### Basic configuration
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```cpp
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CAtrUltraOptimized* atr_ultra = new CAtrUltraOptimized();
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atr_ultra.SetVariables(PERIOD_CURRENT, _Symbol, 0, 14);
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atr_ultra.SetInternalPointer();
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strategy.AddLogFlags(InpStrategyLogLevel); // Log Flags
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strategy.SetAtrTP_SL(atr_ultra, INP_STRATEGY_ATR_MULTIPLIER_TP, INP_STRATEGY_ATR_MULTIPLIER_SL); // TP sl by atr
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strategy.SetOperateMode(TR_BUY_SELL, INP_STRATEGY_TYPE_TPSL); // Operate mode
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strategy.SetTP_SL(INP_STRATEGY_SL_POINT, INP_STRATEGY_TP_POINT); // TP SL by point
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if(InpRmLoteType == Fijo)
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strategy.FixedLotSize(InpRmLote); // Fixed lot size
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```
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#### Filters
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```cpp
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// Filter RSI
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if(INP_FILTER_RSI_ENABLE)
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{
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CSFilterRsi* f = new CSFilterRsi();
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strategy.AddFilter(f);
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}
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// Filter Stochastic
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if(INP_FILTER_STOCH_ENABLE)
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{
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CSFilterStochastic* f = new CSFilterStochastic();
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strategy.AddFilter(f);
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}
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// Filter Bollinger Bands
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if(INP_FILTER_BANDS_ENABLE)
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{
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CSFilterBands* f = new CSFilterBands();
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strategy.AddFilter(f);
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}
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// Codigo
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g_strategy_filter_general_parser.AddLogFlags(InpFIlterLogLevel);
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strategy.CodeCompra<CStrategyFilterEmptyFuncFac>(StringFormat("#group oAnd (%s,%s,%s,%s,%s,%s,%s) == 0 oAnd ([%s] == 0 oOr [%s] == 2)",
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CSFIlterAD_NAME, CSFilterSuperTrend_NAME, CSFilterFvg_NAME, CSFilterBands_NAME, CSFilterRsi_NAME, CSFilterStochastic_NAME, CSFilterLiqEstimed_NAME, CMediationsByZoneFilterName, CMediationsByZoneFilterName), 5);
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strategy.CodeVenta<CStrategyFilterEmptyFuncFac>(StringFormat("#group oAnd (%s,%s,%s,%s,%s,%s,%s) == 1 oAnd ([%s] == 1 oOr [%s] == 2)",
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CSFIlterAD_NAME, CSFilterSuperTrend_NAME, CSFilterFvg_NAME, CSFilterBands_NAME, CSFilterRsi_NAME, CSFilterStochastic_NAME, CSFilterLiqEstimed_NAME, CMediationsByZoneFilterName, CMediationsByZoneFilterName), 5);
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// Summary
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strategy.PrintFilters();
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```
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### Position management
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#### Breakeven
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```cpp
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//--- Atr
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atr_ultra_optimized.SetVariables(_Period, _Symbol, 0, 14);
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atr_ultra_optimized.SetInternalPointer();
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//--- We set the breakeven values so its use is allowed
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break_even.SetBeByAtr(InpBeAtrMultiplier, InpBeAtrMultiplierExtra, GetPointer(atr_ultra_optimized));
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break_even.SetBeByFixedPoints(InpBeFixedPointsToPutBe, InpBeFixedPointsExtra);
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break_even.SetBeByRR(InpBeRrDbl, InpBeTypeExtraRr, InpBeExtraPointsRrOrAtrMultiplier, GetPointer(atr_ultra_optimized));
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break_even.SetInternalPointer(InpTypeBreakEven);
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break_even.obj.AddLogFlags(InpLogLevelBe);
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```
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#### Partial closures
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```cpp
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g_partials.AddLogFlags(InpLogLevelPartials);
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g_partials.Init(InpMagic, _Symbol, InpVolumenQueSeQuitaraDeLaPosicionEnPorcentaje, InpPartesDelTpDondeSeTomaraParciales);
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```
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#### Conditional partial closures
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```cpp
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if(InpPartialsIsEnable)
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{
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// Atr creation
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g_atr = new CAtr();
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g_atr.Create(_Period, _Symbol, 14, true, true);
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g_atr.SetAsSeries(true);
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CAutoCleaner::AddPtr(g_atr); // Añadimos para que se auto elimine
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// We assign to g_partilas the dynamic instance returned by CConditionalPartialsFactory::Create(...)
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g_partials = CConditionalPartialsFactory::Create(InpPartialsClassManagerType); // Sera elimnado globalmente
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// Initial log flags
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g_partials.AddLogFlags(InpPartialsLogLevel);
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// Create condition
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CConditionalPartialsIndRsi* rsi_condition = new CConditionalPartialsIndRsi(); // True dado que sera eliminado por partials
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// Rsi condition config
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if(!rsi_condition.Init(InpPartialsRsiTimeframe, _Symbol, InpPartialsRsiPeriod, InpPartialsRsiOverBoughtLevel, InpPartialsRsiOverSoldLevel))
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return INIT_PARAMETERS_INCORRECT;
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// Condition config
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ConditionalPartialConfig config;
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config.condition = rsi_condition;
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config.min_distance_to_close_pos = CreateDiffptr(MODE_DIFF_BY_ATR, _Symbol, g_atr, 0, InpPartialsMinDistanceInAtrMul);
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config.str_percentage_volume_to_close = InpPartialsVolumeToClosePercentage;
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config.magic_number = InpMagic;
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// Init partials
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if(!g_partials.Init(config))
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return INIT_PARAMETERS_INCORRECT;
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else
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CAutoCleaner::AddPtr(g_partials); // Añadimos al cleaner
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if(InpPartialsClassManagerType == CONDITIONAL_PARTIAL_CLASS_TYPE_CONSTANT)
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{
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CConditionalPartialsConst* partial = (CConditionalPartialsConst*)g_partials;
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partial.ForzeToClose(true);
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}
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}
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```
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### Utils
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#### Fibbonaci
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```cpp
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CFibbo fibbo;
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fibbo.Create(ChartID(), "Fibbo", 0, clrGreen, STYLE_SOLID, 1, "Fibbonaci");
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fibbo.SetLevels("0.0,0.2,1.0,2.0", "clrRed,clrRed,clrRed,clrRed", STYLE_SOLID, 1, ',');
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fibbo.Move(D'2025.01.01 10:00:00', D'2026.01.01 10:00:00', 1000.0, 1050.0);
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double tp = fibbo.GetLevelPrice(2.0);
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double sl = fibbo.GetLevelPrice(0.2);
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```
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#### GraphicObjects
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```cpp
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RectangleCreate(...);
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EventCreate(...);
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ArrowRightPriceCreate(..);
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.
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.
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.
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// +10 Functions
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```
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#### SetFile
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```cpp
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void OnStart()
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{
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//---
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CSetFile sf;
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sf.Init("BotSimple");
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sf.AddParamLineNumber("InpMagic", 100, 100, 1, 999);
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sf.AddParamLineReal("InpRisk", 1.0, 2, 0.1, 0.1, 10.0);
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sf.AddParamLineBool("InpUseFilter", false);
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sf.AddParamLineDatetime("InpStartDate", D'2024.01.01', D'2020.01.01', 86400, D'2025.12.31');
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sf.AddParamLineColor("InpLineColor", clrRed);
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sf.ModifyParamValueNumber("InpMagic", 999);
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sf.ModifyParamValueRealNumber("InpRisk", 5.5, 2);
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sf.ModifyParamValueBoolean("InpUseFilter", true);
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sf.ModifyParamValueDatetime("InpStartDate", D'2025.06.01');
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sf.ModifyParamValueColor("InpLineColor", clrBlue);
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sf.ModifyParamOptDatetimeStart("InpStartDate", D'2023.01.01');
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sf.ModifyParamOptDatetimeStep("InpStartDate", 3600);
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sf.ModifyParamOptDatetimeStop("InpStartDate", D'2026.01.01');
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sf.Imprimir();
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}
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```
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> These are only 5-10% of the classes available in MQLArticles; only the most important classes in the library were represented.
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---
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## Requirements
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See the dependencies.json file.
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---
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## Installation Methods
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- Clone the git repository into shared projects via cmd.
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- Contact me privately on MQL5 chats (user: nique_372) to be added as a collaborator with your MQL5 nickname (read-only access), which will make the repository automatically appear in your Shared Projects folder.
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- Fork the repository.
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---
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## Repository Structure
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| Folder | Description |
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|---------|-------------|
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| **Defines** | Markdown files containing optional defines to activate or increase logging verbosity for specific classes in the repository. |
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| **Examples** | Basic examples that implement various libraries from the MQLArticles repository, such as risk management, position management, etc. |
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| **Images** | Screenshots and visual assets from repository examples (breakeven manager, lot size calculator, order blocks indicator). |
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| **IndicatorsCts** | Wrapper library for implementing technical indicators. |
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| **Ob** | Order Blocks indicator implementation and example Expert Advisors from published articles (author: nique_372). |
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| **PosMgmt** | Position management libraries including:<br>- Breakeven management<br>- Partial position closure<br>- Conditional partial closure with indicator-based conditions |
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| **RM** | Complete Risk Management (RM) library modules. |
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| **Utils** | Core utility library for EAs, indicators, and libraries.
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| **Sets** | Preset configuration files (.set) used in articles published by nique_372. |
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| **Strategy** | Strategy implementation framework for the MQLArticles ecosystem. |
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---
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## Examples
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- Examples\\GUI\\BE\\Ea.mq5
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- Examples\\GUI\\Risk_Management_Panel.mq5
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- Ob\\Indicator\\OrderBlockIndPart2.mq5
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---
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## Implemented Article Series
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### Risk Management
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| Part | Main Topic | Article Link |
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|-------|----------------|-------------------|
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| **Part 1** | Risk management fundamentals | [[EN]](https://www.mql5.com/en/articles/16820) |
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| **Part 2** | Lot size calculation | [[ES]](https://www.mql5.com/es/articles/16985) |
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| **Part 3** | Base class construction | [[ES]](https://www.mql5.com/es/articles/17249) |
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| **Part 4** | Completing key functions of the CRiskManagement class | [[ES]](https://www.mql5.com/es/articles/17508) |
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| **Part 5** | Integrating risk management into an EA (Order Block) | [[ES]](https://www.mql5.com/es/articles/17640) |
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> **Important Update**: The RiskManagement library has been completely renovated since the last publication (part 5).
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### Position Management - Breakeven
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| Part | Focus | Article Link |
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|-------|---------|-------------------|
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| **Part 1** | Base class and breakeven by fixed points | [[ES]](https://www.mql5.com/es/articles/17957) |
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| **Part 2** | Breakeven by ATR and RRR | [[ES]](https://www.mql5.com/es/articles/18111) |
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### Position Management - Partial Closes
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| Focus | Article Link |
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|-------|--------------------|
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| Implementation of partial closes in MQL5 | [[ES]](https://www.mql5.com/es/articles/19682) |
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### Position Management - Conditional partial closure
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| Focus | Article Link |
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|-------|--------------------|
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| Implementation of the base class in MQL5 | [[ES]](https://www.mql5.com/es/articles/20048) |
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### Order Block Indicator
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| Part | Focus | Article Link |
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|-------|---------|-------------------|
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| **Part 1** | Initial implementation of Order Blocks in an indicator | [[EN]](https://www.mql5.com/en/articles/15899) |
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| **Part 2** | Signal implementation in the Order Block indicator | [[EN]](https://www.mql5.com/en/articles/16268) |
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