123 lines
5.3 KiB
MQL5
123 lines
5.3 KiB
MQL5
//+------------------------------------------------------------------+
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//| TrailingParabolicSAR.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 Parabolic SAR |
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//| Type=Trailing |
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//| Name=ParabolicSAR |
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//| Class=CTrailingPSAR |
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//| Page= |
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//| Parameter=Step,double,0.02,Speed increment |
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//| Parameter=Maximum,double,0.2,Maximum rate |
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//+------------------------------------------------------------------+
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// wizard description end
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//+------------------------------------------------------------------+
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//| Class CTrailingPSAR. |
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//| Appointment: Class traling stops with Parabolic SAR. |
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//| Derives from class CExpertTrailing. |
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//+------------------------------------------------------------------+
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class CTrailingPSAR : public CExpertTrailing
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{
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protected:
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CiSAR m_sar; // object-indicator
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//--- adjusted parameters
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double m_step; // the "speed increment" parameter of the indicator
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double m_maximum; // the "maximum rate" parameter of the indicator
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public:
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CTrailingPSAR(void);
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~CTrailingPSAR(void);
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//--- methods of setting adjustable parameters
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void Step(double step) { m_step=step; }
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void Maximum(double maximum) { m_maximum=maximum; }
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//--- method of creating the indicator and timeseries
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virtual bool InitIndicators(CIndicators *indicators);
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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 CTrailingPSAR::CTrailingPSAR(void) : m_step(0.02),
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m_maximum(0.2)
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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 CTrailingPSAR::~CTrailingPSAR(void)
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{
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}
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//+------------------------------------------------------------------+
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//| Create indicators. |
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//+------------------------------------------------------------------+
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bool CTrailingPSAR::InitIndicators(CIndicators *indicators)
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{
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//--- check pointer
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if(indicators==NULL)
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return(false);
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//--- add object to collection
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if(!indicators.Add(GetPointer(m_sar)))
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{
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printf(__FUNCTION__+": error adding object");
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return(false);
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}
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//--- initialize object
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if(!m_sar.Create(m_symbol.Name(),m_period,m_step,m_maximum))
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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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//--- 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 CTrailingPSAR::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_sar.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 CTrailingPSAR::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_sar.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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