188 lines
7.6 KiB
MQL5
188 lines
7.6 KiB
MQL5
//+------------------------------------------------------------------+
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//| Main.mqh |
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//| Copyright 2025, Niquel Mendoza. |
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//| https://www.mql5.com/es/users/nique_372/news |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, Niquel Mendoza."
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#property link "https://www.mql5.com/es/users/nique_372/news"
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#property strict
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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#include "Defines.mqh"
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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class CEstrategia : public CStrategyBase
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{
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private:
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double asia_mitad;
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double diff_mitad;
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double entry_price;
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double rr_tp_sl;
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int hora_inicio_ny, min_inicio_ny;
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ENUM_TYPE_TP_SL type_tp_sl;
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bool is_trade;
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datetime fin_ny;
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ENUM_POSITION_TYPE last_open;
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bool is_open;
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//---
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void OpenOrder(ENUM_POSITION_TYPE type);
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public:
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CEstrategia(ulong magic_number_, string symbol_, ENUM_TIMEFRAMES timeframe_ = PERIOD_CURRENT, long chart_id_ = 0, int subiwn_ = 0, ulong max_deviation_ = NO_MAX_DEVIATION_DEFINED);
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void SetNy(int hora_init_ny, int min_init_ny);
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void SetGen(double rr_, ENUM_TYPE_TP_SL type_tp_sl_) { this.rr_tp_sl = rr_; this.type_tp_sl = type_tp_sl_; }
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void OnNewBar(const datetime &curr_time) override final;
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void OnTick(const datetime &curr_time) override final {}
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};
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//+------------------------------------------------------------------+
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CEstrategia::CEstrategia(ulong magic_number_, string symbol_, ENUM_TIMEFRAMES timeframe_ = PERIOD_CURRENT, long chart_id_ = 0, int subiwn_ = 0, ulong max_deviation_ = NO_MAX_DEVIATION_DEFINED)
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: CStrategyBase(magic_number_, symbol_, timeframe_, chart_id_, subiwn_, max_deviation_)
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{
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is_open = false;
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}
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//+------------------------------------------------------------------+
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void CEstrategia::SetNy(int hora_init_ny, int min_init_ny)
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{
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this.hora_inicio_ny = hora_init_ny;
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this.min_inicio_ny = min_init_ny;
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}
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//+------------------------------------------------------------------+
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void CEstrategia::OpenOrder(ENUM_POSITION_TYPE type)
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{
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ResetLastError();
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SymbolInfoTick(this.m_symbol, m_tick);
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if(type == POSITION_TYPE_SELL)
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{
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double tp = 0, sl = 0;
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this.last_open = POSITION_TYPE_SELL;
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if(type_tp_sl == TP_SL_BY_STRATEGY_RR)
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{
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//--- primer paso tp
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tp = sesion_asia.GetMinSession() - diff_mitad;
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double diff_tp = entry_price - tp;
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//--- segundo paso sl
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sl = entry_price + (diff_tp / 2.0); //Relacion riesgo 1 : 2 para empezar con el sl
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double sl_diff = MathAbs(sl - entry_price);
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//--- recalculamos el tp para que quede 1:3
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tp = entry_price - (sl_diff * rr_tp_sl);
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}
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else
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{
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tp = GetTP(entry_price, POSITION_TYPE_SELL, m_tick.time);
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sl = GetSL(entry_price, POSITION_TYPE_SELL, m_tick.time);
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}
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risk.SetStopLoss(sl - entry_price);
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double l = m_LOT_SIZE > 0.00 ? m_LOT_SIZE : risk.GetLote(ORDER_TYPE_SELL_LIMIT, entry_price, m_max_deviation, 0);
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datetime expiration = HoraYMinutoADatetime(hora_inicio_ny, min_inicio_ny, m_tick.time); //Pones la expiracion en el inicio de ni
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fin_ny = expiration;
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if(!m_trade.SellLimit(l, entry_price, this.m_symbol, sl, tp, ORDER_TIME_SPECIFIED, expiration, "Ea sell limit") )
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LogError(StringFormat("Error al abrir sell limit, ultimo error = %d", GetLastError()), FUNCION_ACTUAL);
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}
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else
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if(type == POSITION_TYPE_BUY)
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{
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this.last_open = POSITION_TYPE_BUY;
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double tp = 0, sl = 0;
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if(type_tp_sl == TP_SL_BY_STRATEGY_RR)
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{
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//--- primer paso tp
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tp = sesion_asia.GetMaxSession() + diff_mitad;
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double diff_tp = MathAbs(tp - entry_price);
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//--- segundo paso sl
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sl = entry_price - (diff_tp / 2.0); //Relacion riesgo 1 : 2 para empezar con el sl
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double sl_diff = MathAbs(entry_price - sl);
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//--- recalculamos el tp para que quede 1:3
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tp = entry_price + (sl_diff * rr_tp_sl);
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}
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else
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{
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tp = GetTP(entry_price, POSITION_TYPE_BUY, m_tick.time);
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sl = GetSL(entry_price, POSITION_TYPE_BUY, m_tick.time);
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}
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risk.SetStopLoss(entry_price - sl);
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double l = m_LOT_SIZE > 0.00 ? m_LOT_SIZE : risk.GetLote(ORDER_TYPE_BUY_LIMIT, entry_price, m_max_deviation, 0);
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datetime expiration = HoraYMinutoADatetime(hora_inicio_ny, min_inicio_ny, m_tick.time); //Pones la expiracion en el inicio de ni
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fin_ny = expiration;
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if(!m_trade.BuyLimit(l, entry_price, this.m_symbol, sl, tp, ORDER_TIME_SPECIFIED, expiration, "Ea buy limit"))
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LogError(StringFormat("Error al abrir buy limit, ultimo error = %d", GetLastError()), FUNCION_ACTUAL);
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}
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is_open = true;
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}
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//+------------------------------------------------------------------+
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void CEstrategia::OnNewBar(const datetime &curr_time)
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{
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if(trading_session.IsInitSession()) //Paso 1 abrir operaciones
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{
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LogInfo("Inicio la sesion, poniendo las ordenes..", FUNCION_ACTUAL);
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LogInfo(StringFormat("Maximo %.*f | Minimo %.*f", m_digits, sesion_asia.GetMaxSession(), m_digits, sesion_asia.GetMinSession()), FUNCION_ACTUAL);
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this.asia_mitad = sesion_asia.GetMinSession() + (sesion_asia.GetRangeSession() / 2.0);
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double close_prev = iClose(this.m_symbol, this.m_timeframe, 1);
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LogInfo(StringFormat("La mitad de asia %.*f | El cierre anterior %.*f", m_digits, this.asia_mitad, m_digits, close_prev), FUNCION_ACTUAL);
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this.diff_mitad = (sesion_asia.GetRangeSession() / 2.0);
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if(close_prev > asia_mitad)
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{
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this.entry_price = sesion_asia.GetMaxSession();
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OpenOrder(POSITION_TYPE_SELL);
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}
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else
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if(close_prev < asia_mitad)
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{
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this.entry_price = sesion_asia.GetMinSession();
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OpenOrder(POSITION_TYPE_BUY);
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}
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}
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else
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if(trading_session.IsEndSession()) //Paso 2 modificar la orden si ha cambiado de posicion
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{
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LogInfo("Fin de la sesion, revisando si se cambio de direccion", FUNCION_ACTUAL);
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double close_prev = iClose(this.m_symbol, this.m_timeframe, 1);
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if(close_prev > asia_mitad && last_open == POSITION_TYPE_BUY) //Si la posicion inicial era buy limit y se detecta venta cambiamos
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{
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this.entry_price = sesion_asia.GetMaxSession();
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LogInfo("La direccion del mercado a cambiado de compra - venta ", FUNCION_ACTUAL);
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CloseAllOrders(ALL_FLAGS_LIMITS, m_trade, m_magic_number);
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OpenOrder(POSITION_TYPE_SELL);
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}
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else
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if(close_prev < asia_mitad && last_open == POSITION_TYPE_SELL)
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{
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this.entry_price = sesion_asia.GetMinSession();
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LogInfo("La direccion del mercado a cambiado de venta - compra", FUNCION_ACTUAL);
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CloseAllOrders(ALL_FLAGS_LIMITS, m_trade, m_magic_number);
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OpenOrder(POSITION_TYPE_BUY);
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}
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}
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if(!is_open) //Si no hay posiciones abiertas no ejecutamos el codigo que esta delante de esta condicion
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return;
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if(curr_time >= fin_ny) //Verificamos si la sesion de ny finaliza para cerrar todas las ordenes abiertas
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{
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risk.CloseAllPositions();
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is_open = false;
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}
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}
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//+------------------------------------------------------------------+
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