forked from rosh/MQL5Book
205 lines
7.4 KiB
MQL5
205 lines
7.4 KiB
MQL5
//+------------------------------------------------------------------+
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//| TradeClose.mq5 |
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//| Copyright 2022, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2022, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property description "Open and then close positions with current symbol and minimal lot according to a simple trending strategy working on per bar basis."
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#define SHOW_WARNINGS // output extended info into the log, with changes in data state
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#define WARNING Print // use simple Print for warnings (instead of a built-in format with line numbers etc.)
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#include "..\..\Include\MqlTradeSync.mqh"
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input ulong Deviation;
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input ulong Magic = 1234567890;
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ulong LastErrorCode = 0;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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if(AccountInfoInteger(ACCOUNT_TRADE_MODE) != ACCOUNT_TRADE_MODE_DEMO)
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{
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Alert("This is a test EA! Run it on a DEMO account only!");
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return INIT_FAILED;
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}
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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//| Helper function to find compatible position |
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//+------------------------------------------------------------------+
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bool GetMyPosition(const string s, const ulong m)
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{
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for(int i = 0; i < PositionsTotal(); ++i)
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{
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if(PositionGetSymbol(i) == s && PositionGetInteger(POSITION_MAGIC) == m)
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{
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return true; // one is enough
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}
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}
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return false;
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}
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//+------------------------------------------------------------------+
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//| Prepare MqlTradeRequestSync struct and send it to close position |
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//+------------------------------------------------------------------+
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ulong ClosePosition(const ulong ticket)
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{
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// define the struct
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MqlTradeRequestSync request;
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// fill optional fields of the struct
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request.magic = Magic;
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request.deviation = Deviation;
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ResetLastError();
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// send request and wait for its completion
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if(request.close(ticket) && request.completed())
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{
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Print("OK Close Order/Deal/Position");
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}
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else
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{
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Print(TU::StringOf(request));
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Print(TU::StringOf(request.result));
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LastErrorCode = request.result.retcode;
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return 0; // error
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}
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return request.position; // success
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}
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//+------------------------------------------------------------------+
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//| Prepare MqlTradeRequestSync struct and send it to create position|
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//+------------------------------------------------------------------+
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ulong OpenPosition(const ENUM_ORDER_TYPE type)
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{
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// define the struct
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MqlTradeRequestSync request;
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// default values
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const bool wantToBuy = type == ORDER_TYPE_BUY;
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const double volume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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// fill optional fields
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request.magic = Magic;
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request.deviation = Deviation;
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ResetLastError();
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// format parameters appropriately and send request
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if((bool)(wantToBuy ? request.buy(volume) : request.sell(volume))
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&& request.completed())
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{
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Print("OK New Order/Deal/Position");
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}
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else
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{
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Print(TU::StringOf(request));
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Print(TU::StringOf(request.result));
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LastErrorCode = request.result.retcode;
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}
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return request.position; // nonzero on success
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}
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//+------------------------------------------------------------------+
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//| Detect trading strategy signals to buy or sell |
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//+------------------------------------------------------------------+
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ENUM_ORDER_TYPE GetTradeDirection()
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{
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if(iClose(_Symbol, _Period, 1) > iClose(_Symbol, _Period, 2)
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&& iClose(_Symbol, _Period, 2) > iClose(_Symbol, _Period, 3))
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{
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return ORDER_TYPE_BUY; // open buy
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}
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if(iClose(_Symbol, _Period, 1) < iClose(_Symbol, _Period, 2)
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&& iClose(_Symbol, _Period, 2) < iClose(_Symbol, _Period, 3))
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{
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return ORDER_TYPE_SELL; // open sell
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}
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return (ENUM_ORDER_TYPE)-1; // close all
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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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static int errors = 0;
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static const int maxtrials = 10; // no more than this number of attempts per bar
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// wait for a new bar
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static datetime lastBar = 0;
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if(iTime(_Symbol, _Period, 0) == lastBar && errors == 0) return;
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lastBar = iTime(_Symbol, _Period, 0);
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// get trade signal
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const ENUM_ORDER_TYPE type = GetTradeDirection();
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if(GetMyPosition(_Symbol, Magic))
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{
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if(type != ORDER_TYPE_BUY && type != ORDER_TYPE_SELL)
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{
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if(!ClosePosition(PositionGetInteger(POSITION_TICKET)))
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{
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++errors;
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}
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else
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{
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errors = 0;
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}
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}
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}
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else if(type == ORDER_TYPE_BUY || type == ORDER_TYPE_SELL)
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{
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if(!OpenPosition(type))
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{
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++errors;
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}
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else
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{
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errors = 0;
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}
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}
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// too many errors per bar
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if(errors >= maxtrials) errors = 0;
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// error require a pause at least
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if(IS_TANGIBLE(LastErrorCode)) errors = 0;
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}
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//+------------------------------------------------------------------+
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/*
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tester log example
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2022.01.03 01:05:00 instant buy 0.01 XAUUSD at 1831.36 (1830.63 / 1831.36)
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2022.01.03 01:05:00 deal #2 buy 0.01 XAUUSD at 1831.36 done (based on order #2)
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2022.01.03 01:05:00 deal performed [#2 buy 0.01 XAUUSD at 1831.36]
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2022.01.03 01:05:00 order performed buy 0.01 at 1831.36 [#2 buy 0.01 XAUUSD at 1831.36]
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2022.01.03 01:05:00 Waiting for position for deal D=2
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2022.01.03 01:05:00 OK New Order/Deal/Position
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2022.01.03 04:00:00 instant sell 0.01 XAUUSD at 1828.86, close #2 (1828.86 / 1829.13)
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2022.01.03 04:00:00 deal #3 sell 0.01 XAUUSD at 1828.86 done (based on order #3)
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2022.01.03 04:00:00 deal performed [#3 sell 0.01 XAUUSD at 1828.86]
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2022.01.03 04:00:00 order performed sell 0.01 at 1828.86 [#3 sell 0.01 XAUUSD at 1828.86]
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2022.01.03 04:00:00 OK Close Order/Deal/Position
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2022.01.03 05:00:01 instant sell 0.01 XAUUSD at 1826.22 (1826.22 / 1826.47)
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2022.01.03 05:00:01 deal #4 sell 0.01 XAUUSD at 1826.22 done (based on order #4)
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2022.01.03 05:00:01 deal performed [#4 sell 0.01 XAUUSD at 1826.22]
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2022.01.03 05:00:01 order performed sell 0.01 at 1826.22 [#4 sell 0.01 XAUUSD at 1826.22]
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2022.01.03 05:00:01 Waiting for position for deal D=4
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2022.01.03 05:00:01 OK New Order/Deal/Position
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2022.01.03 08:00:00 instant buy 0.01 XAUUSD at 1825.66, close #4 (1825.44 / 1825.66)
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2022.01.03 08:00:00 deal #5 buy 0.01 XAUUSD at 1825.66 done (based on order #5)
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2022.01.03 08:00:00 deal performed [#5 buy 0.01 XAUUSD at 1825.66]
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2022.01.03 08:00:00 order performed buy 0.01 at 1825.66 [#5 buy 0.01 XAUUSD at 1825.66]
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2022.01.03 08:00:00 OK Close Order/Deal/Position
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*/
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//+------------------------------------------------------------------+
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