forked from rosh/MQL5Book
232 lines
9.2 KiB
MQL5
232 lines
9.2 KiB
MQL5
//+------------------------------------------------------------------+
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//| TradeCloseBy.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 positions on new bars according to current trend continuation. Keep up to predefined number of positions, then close excessive ones by 'close by' operation."
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#define PUSH(A,V) (A[ArrayResize(A, ArraySize(A) + 1, ArraySize(A) * 2) - 1] = V)
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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 uint PositionLimit = 5;
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input ulong Deviation;
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input ulong Magic = 1234567890;
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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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if(AccountInfoInteger(ACCOUNT_MARGIN_MODE) != ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)
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{
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Alert("An account with hedging is required for this EA!");
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return INIT_FAILED;
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}
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if((SymbolInfoInteger(_Symbol, SYMBOL_ORDER_MODE) & SYMBOL_ORDER_CLOSEBY) == 0)
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{
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Alert("'Close By' mode is not supported for ", _Symbol);
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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 positions |
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//+------------------------------------------------------------------+
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int GetMyPositions(const string s, const ulong m, ulong &ticketsLong[], ulong &ticketsShort[])
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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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if((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
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PUSH(ticketsLong, PositionGetInteger(POSITION_TICKET));
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else
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PUSH(ticketsShort, PositionGetInteger(POSITION_TICKET));
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}
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}
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const int min = fmin(ArraySize(ticketsLong), ArraySize(ticketsShort));
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if(min == 0) return -fmax(ArraySize(ticketsLong), ArraySize(ticketsShort));
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return min;
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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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bool CloseByPosition(const ulong ticket1, const ulong ticket2)
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{
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// define the struct
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MqlTradeRequestSync request;
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// fill optional fields
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request.magic = Magic;
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ResetLastError();
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// send request and wait for its completion
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if(request.closeby(ticket1, ticket2))
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{
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Print("Positions collapse initiated");
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if(request.completed())
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{
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Print("OK CloseBy Order/Deal/Position");
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return true; // success
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}
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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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return false; // error
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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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}
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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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/* // uncomment this for more strict strategy: only bullish candles here
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&& iClose(_Symbol, _Period, 2) >= iOpen(_Symbol, _Period, 2)
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&& iClose(_Symbol, _Period, 1) >= iOpen(_Symbol, _Period, 1)*/)
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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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/* // uncomment this for more strict strategy: only bearish candles here
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&& iClose(_Symbol, _Period, 2) <= iOpen(_Symbol, _Period, 2)
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&& iClose(_Symbol, _Period, 1) <= iOpen(_Symbol, _Period, 1)*/)
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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 bool error = false;
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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 && !error) 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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ulong ticketsLong[], ticketsShort[];
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const int n = GetMyPositions(_Symbol, Magic, ticketsLong, ticketsShort);
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if(n > 0)
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{
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for(int i = 0; i < n; ++i)
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{
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error = !CloseByPosition(ticketsShort[i], ticketsLong[i]) && error;
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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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error = !OpenPosition(type);
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}
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else if(n < 0)
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{
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if(-n >= (int)PositionLimit) // open opposite position to close by at next bar
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{
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if(ArraySize(ticketsLong) > 0)
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{
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error = !OpenPosition(ORDER_TYPE_SELL);
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}
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else // (ArraySize(ticketsShort) > 0)
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{
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error = !OpenPosition(ORDER_TYPE_BUY);
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}
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}
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}
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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 1831.13 (1830.63 / 1831.13 / 1830.63)
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2022.01.03 01:05:00 deal #2 buy 0.01 XAUUSD at 1831.13 done (based on order #2)
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2022.01.03 01:05:00 deal performed [#2 buy 0.01 XAUUSD at 1831.13]
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2022.01.03 01:05:00 order performed buy 0.01 at 1831.13 [#2 buy 0.01 XAUUSD at 1831.13]
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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 02:00:00 instant buy 0.01 XAUUSD at 1828.77 (1828.47 / 1828.77 / 1828.47)
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2022.01.03 02:00:00 deal #3 buy 0.01 XAUUSD at 1828.77 done (based on order #3)
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2022.01.03 02:00:00 deal performed [#3 buy 0.01 XAUUSD at 1828.77]
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2022.01.03 02:00:00 order performed buy 0.01 at 1828.77 [#3 buy 0.01 XAUUSD at 1828.77]
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2022.01.03 02:00:00 Waiting for position for deal D=3
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2022.01.03 02:00:00 OK New Order/Deal/Position
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2022.01.03 03:00:00 instant buy 0.01 XAUUSD at 1830.40 (1830.16 / 1830.40 / 1830.16)
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2022.01.03 03:00:00 deal #4 buy 0.01 XAUUSD at 1830.40 done (based on order #4)
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2022.01.03 03:00:00 deal performed [#4 buy 0.01 XAUUSD at 1830.40]
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2022.01.03 03:00:00 order performed buy 0.01 at 1830.40 [#4 buy 0.01 XAUUSD at 1830.40]
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2022.01.03 03:00:00 Waiting for position for deal D=4
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2022.01.03 03:00:00 OK New Order/Deal/Position
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2022.01.03 05:00:00 instant sell 0.01 XAUUSD at 1826.22 (1826.22 / 1826.45 / 1826.22)
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2022.01.03 05:00:00 deal #5 sell 0.01 XAUUSD at 1826.22 done (based on order #5)
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2022.01.03 05:00:00 deal performed [#5 sell 0.01 XAUUSD at 1826.22]
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2022.01.03 05:00:00 order performed sell 0.01 at 1826.22 [#5 sell 0.01 XAUUSD at 1826.22]
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2022.01.03 05:00:00 Waiting for position for deal D=5
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2022.01.03 05:00:00 OK New Order/Deal/Position
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2022.01.03 06:00:00 close position #5 sell 0.01 XAUUSD by position #2 buy 0.01 XAUUSD (1825.64 / 1825.86 / 1825.64)
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2022.01.03 06:00:00 deal #6 buy 0.01 XAUUSD at 1831.13 done (based on order #6)
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2022.01.03 06:00:00 deal #7 sell 0.01 XAUUSD at 1826.22 done (based on order #6)
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2022.01.03 06:00:00 Positions collapse initiated
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2022.01.03 06:00:00 OK CloseBy Order/Deal/Position
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*/
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//+------------------------------------------------------------------+
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