192 lines
7.8 KiB
MQL5
192 lines
7.8 KiB
MQL5
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//+------------------------------------------------------------------+
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//| boli_auto.mq5 |
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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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#property version "1.00"
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//+------------------------------------------------------------------+
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//| Include |
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//+------------------------------------------------------------------+
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#include <Expert\Expert.mqh>
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//--- available signals
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#include <Expert\Signal\SignalRSI.mqh>
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#include <Expert\Signal\SignalStoch.mqh>
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//--- available trailing
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#include <Expert\Trailing\TrailingNone.mqh>
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//--- available money management
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#include <Expert\Money\MoneyFixedRisk.mqh>
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//+------------------------------------------------------------------+
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//| Inputs |
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//+------------------------------------------------------------------+
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//--- inputs for expert
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input string Expert_Title ="boli_auto"; // Document name
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ulong Expert_MagicNumber =20669; //
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bool Expert_EveryTick =false; //
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//--- inputs for main signal
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input int Signal_ThresholdOpen =10; // Signal threshold value to open [0...100]
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input int Signal_ThresholdClose =10; // Signal threshold value to close [0...100]
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input double Signal_PriceLevel =0.0; // Price level to execute a deal
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input double Signal_StopLevel =50.0; // Stop Loss level (in points)
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input double Signal_TakeLevel =50.0; // Take Profit level (in points)
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input int Signal_Expiration =4; // Expiration of pending orders (in bars)
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input int Signal_RSI_PeriodRSI =7; // Relative Strength Index(7,...) Period of calculation
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input ENUM_APPLIED_PRICE Signal_RSI_Applied =PRICE_CLOSE; // Relative Strength Index(7,...) Prices series
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input double Signal_RSI_Weight =1.0; // Relative Strength Index(7,...) Weight [0...1.0]
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input int Signal_Stoch_PeriodK =8; // Stochastic(8,3,3,...) K-period
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input int Signal_Stoch_PeriodD =3; // Stochastic(8,3,3,...) D-period
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input int Signal_Stoch_PeriodSlow=3; // Stochastic(8,3,3,...) Period of slowing
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input ENUM_STO_PRICE Signal_Stoch_Applied =STO_LOWHIGH; // Stochastic(8,3,3,...) Prices to apply to
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input double Signal_Stoch_Weight =1.0; // Stochastic(8,3,3,...) Weight [0...1.0]
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//--- inputs for money
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input double Money_FixRisk_Percent=10.0; // Risk percentage
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//+------------------------------------------------------------------+
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//| Global expert object |
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//+------------------------------------------------------------------+
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CExpert ExtExpert;
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//+------------------------------------------------------------------+
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//| Initialization function of the expert |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Initializing expert
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if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber))
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{
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//--- failed
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printf(__FUNCTION__+": error initializing expert");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Creating signal
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CExpertSignal *signal=new CExpertSignal;
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if(signal==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating signal");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//---
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ExtExpert.InitSignal(signal);
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signal.ThresholdOpen(Signal_ThresholdOpen);
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signal.ThresholdClose(Signal_ThresholdClose);
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signal.PriceLevel(Signal_PriceLevel);
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signal.StopLevel(Signal_StopLevel);
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signal.TakeLevel(Signal_TakeLevel);
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signal.Expiration(Signal_Expiration);
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//--- Creating filter CSignalRSI
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CSignalRSI *filter0=new CSignalRSI;
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if(filter0==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating filter0");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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signal.AddFilter(filter0);
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//--- Set filter parameters
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filter0.PeriodRSI(Signal_RSI_PeriodRSI);
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filter0.Applied(Signal_RSI_Applied);
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filter0.Weight(Signal_RSI_Weight);
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//--- Creating filter CSignalStoch
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CSignalStoch *filter1=new CSignalStoch;
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if(filter1==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating filter1");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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signal.AddFilter(filter1);
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//--- Set filter parameters
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filter1.PeriodK(Signal_Stoch_PeriodK);
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filter1.PeriodD(Signal_Stoch_PeriodD);
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filter1.PeriodSlow(Signal_Stoch_PeriodSlow);
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filter1.Applied(Signal_Stoch_Applied);
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filter1.Weight(Signal_Stoch_Weight);
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//--- Creation of trailing object
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CTrailingNone *trailing=new CTrailingNone;
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if(trailing==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating trailing");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Add trailing to expert (will be deleted automatically))
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if(!ExtExpert.InitTrailing(trailing))
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{
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//--- failed
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printf(__FUNCTION__+": error initializing trailing");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Set trailing parameters
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//--- Creation of money object
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CMoneyFixedRisk *money=new CMoneyFixedRisk;
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if(money==NULL)
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{
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//--- failed
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printf(__FUNCTION__+": error creating money");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Add money to expert (will be deleted automatically))
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if(!ExtExpert.InitMoney(money))
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{
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//--- failed
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printf(__FUNCTION__+": error initializing money");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Set money parameters
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money.Percent(Money_FixRisk_Percent);
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//--- Check all trading objects parameters
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if(!ExtExpert.ValidationSettings())
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{
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//--- failed
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Tuning of all necessary indicators
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if(!ExtExpert.InitIndicators())
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{
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//--- failed
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printf(__FUNCTION__+": error initializing indicators");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- ok
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Deinitialization function of the expert |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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ExtExpert.Deinit();
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}
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//+------------------------------------------------------------------+
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//| "Tick" event handler function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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ExtExpert.OnTick();
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}
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//+------------------------------------------------------------------+
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//| "Trade" event handler function |
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//+------------------------------------------------------------------+
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void OnTrade()
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{
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ExtExpert.OnTrade();
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}
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//+------------------------------------------------------------------+
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//| "Timer" event handler function |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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ExtExpert.OnTimer();
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}
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//+------------------------------------------------------------------+
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