125 lines
4.3 KiB
MQL5
125 lines
4.3 KiB
MQL5
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//+------------------------------------------------------------------+
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//| MTBalancer.mqh |
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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 version "1.3.2"
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#include "MTUtils.mqh"
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enum BalancerTrigger
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{
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mtb_position = 0,
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mtb_volume = 1
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class MTBalancer
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{
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public:
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BalancerTrigger balancer_type;
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int positions_trigger;
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double volume_difference;
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bool enable_trade_on_limit;
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protected:
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double base_volume;
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double balancing_volume;
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public:
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void setBaseVolume(double ibase_volume=0.1) {base_volume = ibase_volume;}
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void setBalancingVolume(double balance) {balancing_volume = balance;};
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void doBalancing(double ask,double bid,int take_profit);
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void doBalancingByPositions(double ask,double bid,int take_profit);
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void doBalancingByVolume(double ask,double bid,double take_profit);
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};
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void MTBalancer::doBalancing(double ask, double bid, int take_profit)
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{
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//uint count_pos = PositionsTotal();
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//if(count_pos == 0)
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// {
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// /*This is a safeguard for not "early stage" trading sessions */
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// return;
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// }
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switch(balancer_type)
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{
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case mtb_volume:
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if(GetVolumeDifference() >= volume_difference)
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{
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doBalancingByVolume(ask,bid,take_profit);
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}
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break;
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case mtb_position:
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if(PositionDifferenceByType() > positions_trigger)
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{
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doBalancingByPositions(ask,bid,take_profit);
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}
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break;
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default:
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break;
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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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void MTBalancer::doBalancingByVolume(double ask,double bid,double take_profit)
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{
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double top_edge = GetHigestPositionOpenPrice(); /*This needs to be check for error (-1)*/
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double bottom_edge = GetLowestPositionOpenPrice(); /*This needs to be check for error (-1)*/
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if(((ask >= top_edge) || (!enable_trade_on_limit)) && (GetVolumeDifference(true) < 0))
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{
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int current_difference = fabs(GetVolumeDifference()/base_volume);
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int unbalancer_value = fabs(balancing_volume/base_volume);
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place_a_long(ask, take_profit, current_difference + unbalancer_value);
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}
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if(((bid <= bottom_edge) || (!enable_trade_on_limit)) && (GetVolumeDifference(true) > 0))
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{
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int current_difference = fabs(GetVolumeDifference()/base_volume);
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int unbalancer_value = fabs(balancing_volume/base_volume);
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place_a_short(bid,take_profit, current_difference + unbalancer_value);
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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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void MTBalancer::doBalancingByPositions(double ask,double bid,int take_profit)
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{
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double top_edge = GetHigestPositionOpenPrice();
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double bottom_edge = GetLowestPositionOpenPrice();
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int position_difference = PositionDifferenceByType(true);
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if((ask >= top_edge) && (position_difference>0))
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{
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place_a_long(ASK, take_profit);
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}
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else
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if((bid <= bottom_edge) && (position_difference < 0))
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{
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place_a_short(BID, take_profit);
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}
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}
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//+------------------------------------------------------------------+
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