157 lines
6.4 KiB
MQL5
157 lines
6.4 KiB
MQL5
//+------------------------------------------------------------------+
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//| TrailingMA.mqh |
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//| Copyright 2000-2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#include <Expert\ExpertTrailing.mqh>
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// wizard description start
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//+------------------------------------------------------------------+
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//| Description of the class |
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//| Title=Trailing Stop based on MA |
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//| Type=Trailing |
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//| Name=MA |
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//| Class=CTrailingMA |
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//| Page= |
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//| Parameter=Period,int,12,Period of MA |
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//| Parameter=Shift,int,0,Shift of MA |
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//| Parameter=Method,ENUM_MA_METHOD,MODE_SMA,Method of averaging |
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//| Parameter=Applied,ENUM_APPLIED_PRICE,PRICE_CLOSE,Prices series |
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//+------------------------------------------------------------------+
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// wizard description end
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//+------------------------------------------------------------------+
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//| Class CTrailingMA. |
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//| Purpose: Class of trailing stops based on MA. |
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//| Derives from class CExpertTrailing. |
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//+------------------------------------------------------------------+
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class CTrailingMA : public CExpertTrailing
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{
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protected:
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CiMA *m_MA;
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//--- input parameters
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int m_ma_period;
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int m_ma_shift;
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ENUM_MA_METHOD m_ma_method;
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ENUM_APPLIED_PRICE m_ma_applied;
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public:
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CTrailingMA(void);
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~CTrailingMA(void);
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//--- methods of initialization of protected data
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void Period(int period) { m_ma_period=period; }
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void Shift(int shift) { m_ma_shift=shift; }
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void Method(ENUM_MA_METHOD method) { m_ma_method=method; }
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void Applied(ENUM_APPLIED_PRICE applied) { m_ma_applied=applied; }
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virtual bool InitIndicators(CIndicators *indicators);
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virtual bool ValidationSettings(void);
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//---
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virtual bool CheckTrailingStopLong(CPositionInfo *position,double &sl,double &tp);
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virtual bool CheckTrailingStopShort(CPositionInfo *position,double &sl,double &tp);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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void CTrailingMA::CTrailingMA(void) : m_MA(NULL),
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m_ma_period(12),
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m_ma_shift(0),
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m_ma_method(MODE_SMA),
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m_ma_applied(PRICE_CLOSE)
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{
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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void CTrailingMA::~CTrailingMA(void)
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{
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}
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//+------------------------------------------------------------------+
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//| Validation settings protected data. |
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//+------------------------------------------------------------------+
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bool CTrailingMA::ValidationSettings(void)
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{
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if(!CExpertTrailing::ValidationSettings())
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return(false);
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//--- initial data checks
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if(m_ma_period<=0)
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{
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printf(__FUNCTION__+": period MA must be greater than 0");
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return(false);
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}
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//--- ok
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Checking for input parameters and setting protected data. |
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//+------------------------------------------------------------------+
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bool CTrailingMA::InitIndicators(CIndicators *indicators)
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{
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//--- check
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if(indicators==NULL)
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return(false);
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//--- create MA indicator
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if(m_MA==NULL)
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if((m_MA=new CiMA)==NULL)
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{
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printf(__FUNCTION__+": error creating object");
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return(false);
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}
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//--- add MA indicator to collection
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if(!indicators.Add(m_MA))
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{
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printf(__FUNCTION__+": error adding object");
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delete m_MA;
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return(false);
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}
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//--- initialize MA indicator
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if(!m_MA.Create(m_symbol.Name(),m_period,m_ma_period,m_ma_shift,m_ma_method,m_ma_applied))
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{
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printf(__FUNCTION__+": error initializing object");
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return(false);
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}
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m_MA.BufferResize(3+m_ma_shift);
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//--- ok
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Checking trailing stop and/or profit for long position. |
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//+------------------------------------------------------------------+
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bool CTrailingMA::CheckTrailingStopLong(CPositionInfo *position,double &sl,double &tp)
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{
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//--- check
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if(position==NULL)
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return(false);
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//---
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double level =NormalizeDouble(m_symbol.Bid()-m_symbol.StopsLevel()*m_symbol.Point(),m_symbol.Digits());
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double new_sl=NormalizeDouble(m_MA.Main(1),m_symbol.Digits());
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double pos_sl=position.StopLoss();
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double base =(pos_sl==0.0) ? position.PriceOpen() : pos_sl;
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//---
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sl=EMPTY_VALUE;
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tp=EMPTY_VALUE;
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if(new_sl>base && new_sl<level)
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sl=new_sl;
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//---
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return(sl!=EMPTY_VALUE);
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}
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//+------------------------------------------------------------------+
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//| Checking trailing stop and/or profit for short position. |
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//+------------------------------------------------------------------+
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bool CTrailingMA::CheckTrailingStopShort(CPositionInfo *position,double &sl,double &tp)
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{
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//--- check
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if(position==NULL)
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return(false);
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//---
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double level =NormalizeDouble(m_symbol.Ask()+m_symbol.StopsLevel()*m_symbol.Point(),m_symbol.Digits());
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double new_sl=NormalizeDouble(m_MA.Main(1)+m_symbol.Spread()*m_symbol.Point(),m_symbol.Digits());
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double pos_sl=position.StopLoss();
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double base =(pos_sl==0.0) ? position.PriceOpen() : pos_sl;
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//---
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sl=EMPTY_VALUE;
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tp=EMPTY_VALUE;
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if(new_sl<base && new_sl>level)
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sl=new_sl;
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//---
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return(sl!=EMPTY_VALUE);
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}
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//+------------------------------------------------------------------+
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