402 lines
14 KiB
MQL5
402 lines
14 KiB
MQL5
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//+------------------------------------------------------------------+
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//| ent-testing-indicator-class.mq5 |
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//| Entr04y |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Entr04y"
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#property link "https://www.mql5.com"
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#property version "1.00"
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//Include Functions
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#include <Trade\Trade.mqh>
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#include <Trade\AccountInfo.mqh>
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#include <StdLibErr.mqh>
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CTrade Trade;
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CAccountInfo AcctInfo;
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// Input Variables
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input int InpMagicNumber = 42000001;
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input string InpTradeComment = __FILE__;
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE;
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input bool Debug = true;
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input string TradeSymbols = "ALL";
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// Global Vars
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int TicksReceivedCount = 0;
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int TicksProcessedCount = 0;
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static datetime TimeLastTickProcessed[];
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string indicatorMetrics = ""; // reset metrics variable for each onTick
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string SymbolsProcessedThisIteration;
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int chalks = 0;
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double StartingCapital = AccountInfoDouble(ACCOUNT_BALANCE);
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string AllSymbolsString = "AUDCAD|AUDCHF|AUDJPY|AUDNZD|AUDUSD|CADJPY|CHFJPY|EURAUD|EURCAD|EURCHF|EURGBP|EURJPY|EURNZD|EURUSD|GBPAUD|GBPCAD|GBPCHF|GBPJPY|GBPNZD|GBPUSD|NZDCAD|NZDCHF|NZDJPY|NZDUSD|USDCAD|USDCHF|USDJPY";
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int NumberOfTradeableSymbols;
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string SymbolArray[];
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ulong OpenTradeOrderTicket[];
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//+------------------------------------------------------------------+
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//| Set up Indicators |
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//+------------------------------------------------------------------+
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// Indicator Includes. Indicator includes should implment the following methods:
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// Init(ENUM_APPLIED_PRICE), <-- which price value to use
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// IndicatorHandler(string), <-- current symbol name
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// GetOpenSignal(int,string), <-- handler for the symbol, current symbol name
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// to maintain compatibility with the rest of the EA
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// Configuration of indicator parameters should be done in the header file, this is for
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// ease of switching out indicators as they will all have different requirements for parameters.
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// C1 (Confirmation One)
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// Change the include file and the Class on the next line to switch indicators
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#include "indicator_includes/MacdSignal-Class.mqh"
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CMacdSignal C1Indicator;
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int HandleC1[];
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//+------------------------------------------------------------------+
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//| Money Management - Stop Loss and Position Size |
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//+------------------------------------------------------------------+
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// Get ATR
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input bool InpFixedEquity = false;
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input double InpFixedATR = 0;
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input double InpRiskPerTrade = 2.0;
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input double InpStopLossFactor = 1.5;
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input double InpTakeProfitFactor = 1.0;
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input int ATRPeriod = 14;
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input double AtrTakeProfitMultiplier = 1;
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input double AtrStopLossMultiplier = 1.5;
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int ATRHandle[];
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// ATR
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double GetAtr(int Handler)
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{
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const int StartCandle = 0;
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const int RequiredCandles = 3;
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const int IndexAtr = 0;
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double BufferATR[];
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bool fillATR = CopyBuffer(Handler, IndexAtr, StartCandle, RequiredCandles, BufferATR);
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double currentATR = NormalizeDouble(BufferATR[1], 10);
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return currentATR;
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}
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//+------------------------------------------------------------------+
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//| Calculate position size |
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//+------------------------------------------------------------------+
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double CalculatePositionSize(string CurrentSymbol, double CurrentATR)
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{
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double ATRPoints;
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double WorkingCapital = 0.0;
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double RawLotSize;
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double LotSize;
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if(InpFixedEquity)
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WorkingCapital = StartingCapital;
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else
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WorkingCapital = AccountInfoDouble(ACCOUNT_EQUITY);
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double ExchangeRate = 1;
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string AccountCurrency = AccountInfoString(ACCOUNT_CURRENCY);
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string CounterCurrency = StringSubstr(CurrentSymbol,3,3);
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string ExchangeCurrency = AccountCurrency + CounterCurrency;
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if(AccountCurrency != CounterCurrency)
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ExchangeRate = SymbolInfoDouble(ExchangeCurrency, SYMBOL_ASK);
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if(ExchangeRate == 0)
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ExchangeRate = 1;
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if(InpFixedATR != 0)
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ATRPoints = InpFixedATR;
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else
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ATRPoints = CurrentATR / SymbolInfoDouble(CurrentSymbol, SYMBOL_POINT);
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double CapitalRiskPerTrade = WorkingCapital * (InpRiskPerTrade / 100);
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double RiskValue = (ExchangeRate / 1) * CapitalRiskPerTrade;
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double StopLossPoints = ATRPoints * InpStopLossFactor;
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double RiskPerPoint = RiskValue / StopLossPoints;
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if(CounterCurrency == "JPY")
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RawLotSize = NormalizeDouble((RiskPerPoint / 100),2);
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else
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RawLotSize = NormalizeDouble(RiskPerPoint, 2);
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double MinVolume = SymbolInfoDouble(CurrentSymbol,SYMBOL_VOLUME_MIN);
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double MaxVolume = SymbolInfoDouble(CurrentSymbol,SYMBOL_VOLUME_MAX);
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double StepVolume = SymbolInfoDouble(CurrentSymbol,SYMBOL_VOLUME_STEP);
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if(RawLotSize > MaxVolume)
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{
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LotSize = MaxVolume;
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if(Debug)
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Print("Lot Size: ",RawLotSize, " is Larger than MaxVolume: ", MaxVolume, " Changing lot size to: ", LotSize);
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}
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else
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if(RawLotSize < MinVolume)
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{
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LotSize = 0;
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if(Debug)
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Print("Lot Size: ",RawLotSize, " is smaller than MinVolume: ", MinVolume, " Changing lot size to: ", LotSize);
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}
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else
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{
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int NumberOfSteps = (int)(RawLotSize / StepVolume);
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LotSize = (NumberOfSteps * StepVolume);
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if(Debug)
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Print("Adjusting raw lot size: ",RawLotSize, " to be compliant with step volume: ", StepVolume, " Modified lot size is: ", LotSize);
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}
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return LotSize;
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}
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//+------------------------------------------------------------------+
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//| Execute Trade Entries |
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//+------------------------------------------------------------------+
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bool ExecuteTradeEntry(ENUM_ORDER_TYPE orderType, string CurrentSymbol, int ATRHandler)
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{
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double price = 0;
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double stopLossPrice = 0;
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double takeProfitPrice = 0;
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double CurrentATR = GetAtr(ATRHandler);
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if(orderType == ORDER_TYPE_BUY)
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{
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price = NormalizeDouble(SymbolInfoDouble(CurrentSymbol, SYMBOL_ASK), Digits());
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stopLossPrice = NormalizeDouble(price - (CurrentATR * AtrStopLossMultiplier), Digits());
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takeProfitPrice = NormalizeDouble(price + (CurrentATR * AtrTakeProfitMultiplier), Digits());
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}
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else
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if(orderType == ORDER_TYPE_SELL)
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{
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price = NormalizeDouble(SymbolInfoDouble(CurrentSymbol, SYMBOL_BID), Digits());
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stopLossPrice = NormalizeDouble(price + (CurrentATR * AtrStopLossMultiplier), Digits());
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takeProfitPrice = NormalizeDouble(price - (CurrentATR * AtrTakeProfitMultiplier), Digits());
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}
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// Get Lot Size
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double lotSize = CalculatePositionSize(CurrentSymbol,CurrentATR);
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if(AcctInfo.FreeMarginCheck(CurrentSymbol,orderType,lotSize,price) <= 0)
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{
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lotSize = 0;
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Print("Not enough free margin for the trade");
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}
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if(lotSize >= .01)
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{
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//Execute Trades
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if(PositionSelect(CurrentSymbol))
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{
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chalks += 1;
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Trade.PositionClose(CurrentSymbol);
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}
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Trade.PositionOpen(CurrentSymbol, orderType, lotSize, price, stopLossPrice, takeProfitPrice, InpTradeComment);
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}
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else
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Print("LotSize is: ", lotSize, " Which is too small");
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// Error handling
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Execute Trade Exits |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Helper functions |
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//+------------------------------------------------------------------+
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void ResizeCoreArrays()
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{
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ArrayResize(OpenTradeOrderTicket, NumberOfTradeableSymbols);
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ArrayResize(TimeLastTickProcessed, NumberOfTradeableSymbols);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void ResizeIndicatorHandleArrays()
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{
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ArrayResize(ATRHandle, NumberOfTradeableSymbols);
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ArrayResize(HandleC1, NumberOfTradeableSymbols);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void OutputStatusToScreen()
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{
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double OffsetInHours = (double)(TimeCurrent() - TimeGMT()) / 3600;
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string OutputText = "\n\r";
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OutputText += "MT5 Server Time: " + TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS) + " (OPerating at UTC/GMT" + StringFormat("%+.1f", OffsetInHours) + "\n\r\n\r";
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OutputText += Symbol() + " Ticks Received: " + IntegerToString(TicksReceivedCount) + "\n\r";
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OutputText += "Ticks Processed Across all " + IntegerToString(NumberOfTradeableSymbols) + " symbols: " + IntegerToString(TicksProcessedCount) + "\n\r\n\r";
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OutputText += "Symbols: ";
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for(int SymbolLoop=0; SymbolLoop < NumberOfTradeableSymbols; SymbolLoop++)
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{
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OutputText += " " + SymbolArray[SymbolLoop];
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}
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OutputText += "\n\rTrading Timeframe: " + EnumToString(Period()) + "\n\r";
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if(SymbolsProcessedThisIteration != "")
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SymbolsProcessedThisIteration = "\n\r" + SymbolsProcessedThisIteration;
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OutputText += "\n\rSymbols Processed This Tick: " + SymbolsProcessedThisIteration;
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Comment(OutputText);
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return;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//---
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//Initialize indicators
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C1Indicator.Init();
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// Set up trading symbols
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if(TradeSymbols == "CURRENT")
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{
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NumberOfTradeableSymbols = 1;
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ArrayResize(SymbolArray, 1);
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SymbolArray[0] = Symbol();
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}
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else
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{
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string TradeSymbolsToUse = "";
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if(TradeSymbols == "ALL")
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TradeSymbolsToUse = AllSymbolsString;
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else
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TradeSymbolsToUse = TradeSymbols;
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NumberOfTradeableSymbols = StringSplit(TradeSymbolsToUse, '|', SymbolArray);
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}
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ResizeCoreArrays();
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ResizeIndicatorHandleArrays();
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ArrayInitialize(TimeLastTickProcessed, D'1971.01.01 00:00');
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Trade.SetExpertMagicNumber(InpMagicNumber);
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// Ensure trading symbols are in the Market watch window
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// and create handles for each symbol
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for(int SymbolLoop = 0; SymbolLoop < NumberOfTradeableSymbols; SymbolLoop++)
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{
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bool addsuccess = SymbolSelect(SymbolArray[SymbolLoop], true);
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if(addsuccess)
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Print("Successfully added ", SymbolArray[SymbolLoop], " to MarketWatch, or it was already added");
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else
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Print("Error adding ", SymbolArray[SymbolLoop], " to MarketWatch");
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// Set up handles for ATR indicator
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ATRHandle[SymbolLoop] = iATR(SymbolArray[SymbolLoop],Period(),ATRPeriod);
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// Set up handles for confirmation indicators
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HandleC1[SymbolLoop] = C1Indicator.IndicatorHandler(SymbolArray[SymbolLoop]);
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}
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//---
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//---
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Print("Number of Chalks: ", chalks);
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for(int SymbolLoop = 0; SymbolLoop < NumberOfTradeableSymbols; SymbolLoop++)
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{
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IndicatorRelease(ATRHandle[SymbolLoop]);
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IndicatorRelease(HandleC1[SymbolLoop]);
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}
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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//---
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SymbolsProcessedThisIteration = "";
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TicksReceivedCount++;
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for(int SymbolLoop = 0; SymbolLoop < NumberOfTradeableSymbols; SymbolLoop++)
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{
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//if(Debug)
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//Print("Processing Symbol: ", SymbolArray[SymbolLoop]);
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//Get C1 status
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if(TimeLastTickProcessed[SymbolLoop] != iTime(SymbolArray[SymbolLoop], Period(), 0))
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{
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if(Debug)
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Print("New Candle for: ", SymbolArray[SymbolLoop]);
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string OpenSignalC1 = C1Indicator.GetOpenSignal(HandleC1[SymbolLoop], SymbolArray[SymbolLoop]);
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TimeLastTickProcessed[SymbolLoop] = iTime(SymbolArray[SymbolLoop], Period(),0);
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TicksProcessedCount++;
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SymbolsProcessedThisIteration += SymbolArray[SymbolLoop] + "\n\r";
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//---Enter Trades---//
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if(OpenSignalC1 == "LONG")
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{
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ExecuteTradeEntry(ORDER_TYPE_BUY, SymbolArray[SymbolLoop], ATRHandle[SymbolLoop]);
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if(Debug)
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Print("Got Long Signal for: ", SymbolArray[SymbolLoop]);
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}
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else
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if(OpenSignalC1 == "SHORT")
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|
{
|
||
|
|
ExecuteTradeEntry(ORDER_TYPE_SELL, SymbolArray[SymbolLoop], ATRHandle[SymbolLoop]);
|
||
|
|
|
||
|
|
if(Debug)
|
||
|
|
Print("Got Short Signal for: ", SymbolArray[SymbolLoop]);
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
if(Debug)
|
||
|
|
Print("Got No Trade Signal for: ",SymbolArray[SymbolLoop]);
|
||
|
|
}
|
||
|
|
|
||
|
|
}
|
||
|
|
|
||
|
|
}
|
||
|
|
|
||
|
|
if(!MQLInfoInteger(MQL_TESTER))
|
||
|
|
OutputStatusToScreen();
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
//+------------------------------------------------------------------+
|