144 lines
5 KiB
MQL5
144 lines
5 KiB
MQL5
//+------------------------------------------------------------------+
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//| ExpertState.mqh |
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//| Copyright 2019, Mike Antekov |
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//| antekov.yandex.ru |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2019, Mike Antekov"
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#property link "antekov.yandex.ru"
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#property version "1.00"
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enum ENUM_TRAILING_STAGE {
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TS_INACTIVE,
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TS_WAIT_LEVEL,
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TS_TRAIL_LEVEL,
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TS_REACHED_LEVEL
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};
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class CTrailing {
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private:
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ENUM_TRAILING_STAGE m_stage;
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string m_name;
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double m_valueOpen;
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double m_trailOpen;
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double m_trailStep;
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double m_trailOpenLevel;
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bool m_isOpen;
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int m_sign;
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int waitLevel(double value);
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int trailLevel(double value);
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public:
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CTrailing() : m_stage(TS_INACTIVE) {}
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~CTrailing() {}
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void Init(double p_valueOpen,
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double p_trailOpen,
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int p_sign, string p_name = "",
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double p_trailStep = 1);
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void Deinit() {
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m_stage = TS_INACTIVE;
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}
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int Process(double value);
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double Level() {
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return m_trailOpenLevel;
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}
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bool IsInactive() {
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return m_stage == TS_INACTIVE;
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}
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ENUM_TRAILING_STAGE Stage() {
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return m_stage;
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}
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CTrailing::Init(double p_valueOpen, double p_trailOpen, int p_sign = 1, string p_name = "", double p_trailStep = 1) {
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m_name = p_name;
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m_valueOpen = p_valueOpen;
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m_trailOpen = p_trailOpen;
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m_sign = p_sign;
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m_trailStep = p_trailStep;
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m_stage = TS_WAIT_LEVEL;
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PrintFormat(__FUNCTION__ + ": INIT TRAIL %s (value %s %.0f) | %.0f",
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m_name, (m_sign > 0 ? ">" : "<"), m_valueOpen, m_trailOpen);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int CTrailing::Process(double value) {
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if(m_stage == TS_WAIT_LEVEL) {
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return waitLevel(value);
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}
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if(m_stage == TS_TRAIL_LEVEL) {
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return trailLevel(value);
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}
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return 1;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int CTrailing::waitLevel(double value) {
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if (m_sign > 0) {
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if (value > m_valueOpen) {
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m_stage = TS_TRAIL_LEVEL;
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m_trailOpenLevel = value - m_trailOpen;
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PrintFormat(__FUNCTION__ + ": SET TRAIL %s: %.0f | %.0f > %.0f",
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m_name, m_trailOpenLevel, value, m_valueOpen);
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}
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} else {
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if (value < m_valueOpen) {
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m_stage = TS_TRAIL_LEVEL;
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m_trailOpenLevel = value + m_trailOpen;
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PrintFormat(__FUNCTION__ + ": SET TRAIL %s: %.0f | %.0f < %.0f",
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m_name, m_trailOpenLevel, value, m_valueOpen);
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}
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}
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return 0;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int CTrailing::trailLevel(double value) {
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if(m_sign > 0) {
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if(value < m_trailOpenLevel) {
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m_stage = TS_REACHED_LEVEL;
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m_trailOpenLevel = value;
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PrintFormat(__FUNCTION__ + ": FIRED TRAIL %s: %.0f | %.0f < %.0f",
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m_name, m_trailOpenLevel, value, m_trailOpenLevel);
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return 1;
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}
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if (value > m_trailOpenLevel + m_trailOpen + m_trailStep) {
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PrintFormat(__FUNCTION__ + ": MOVE TRAIL %s: %.0f -> %.0f | %.0f > %.0f",
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m_name, m_trailOpenLevel, value - m_trailOpen,
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value, m_trailOpenLevel + m_trailOpen + m_trailStep);
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m_trailOpenLevel = value - m_trailOpen;
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}
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} else {
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if(value > m_trailOpenLevel) {
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m_stage = TS_REACHED_LEVEL;
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m_trailOpenLevel = value;
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PrintFormat(__FUNCTION__ + ": FIRED TRAIL %s: %.0f | %.0f > %.0f",
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m_name, m_trailOpenLevel, value, m_trailOpenLevel);
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return 1;
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}
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if (value < m_trailOpenLevel - m_trailOpen - m_trailStep) {
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PrintFormat(__FUNCTION__ + ": MOVE TRAIL %s: %.0f -> %.0f | %.0f < %.0f",
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m_name, m_trailOpenLevel, value + m_trailOpen,
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value, m_trailOpenLevel - m_trailOpen - m_trailStep);
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m_trailOpenLevel = value + m_trailOpen;
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}
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}
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return 0;
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}
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//+------------------------------------------------------------------+
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