ICTLibraryExamples/ETN/Main.mqh

//+------------------------------------------------------------------+
//|                                                         Main.mqh |
//|                                  Copyright 2025, Niquel Mendoza. |
//|                     https://www.mql5.com/es/users/nique_372/news |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Niquel Mendoza."
#property link      "https://www.mql5.com/es/users/nique_372/news"
#property strict

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
#include "Defines.mqh"

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class CEstrategia : public TSN::CStrategyBase
 {
private:
  double             asia_mitad;
  double             diff_mitad;
  double             entry_price;
  double             rr_tp_sl;
  int                hora_inicio_ny,  min_inicio_ny;
  ENUM_TYPE_TP_SL    type_tp_sl;
  bool               is_trade;
  datetime           fin_ny;
  ENUM_POSITION_TYPE last_open;
  bool               is_open;

  //---
  void               OpenOrder(ENUM_POSITION_TYPE type);

public:
                     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);


  void               SetNy(int hora_init_ny, int min_init_ny);
  void               SetGen(double rr_, ENUM_TYPE_TP_SL type_tp_sl_) { this.rr_tp_sl  = rr_;  this.type_tp_sl = type_tp_sl_; }
  void               OnNewBar(const datetime curr_time) override final;
  void               OnTick(const datetime curr_time) override final {}
 };

//+------------------------------------------------------------------+
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)
  : CStrategyBase(magic_number_, symbol_, timeframe_, chart_id_, subiwn_, max_deviation_, "ETN2")
 {
  is_open = false;
 }

//+------------------------------------------------------------------+
void CEstrategia::SetNy(int hora_init_ny, int min_init_ny)
 {
  this.hora_inicio_ny = hora_init_ny;
  this.min_inicio_ny = min_init_ny;
 }

//+------------------------------------------------------------------+
void CEstrategia::OpenOrder(ENUM_POSITION_TYPE type)
 {
  ResetLastError();
  SymbolInfoTick(this.m_symbol, m_tick);

  if(type == POSITION_TYPE_SELL)
   {
    double tp = 0, sl = 0;
    this.last_open = POSITION_TYPE_SELL;

    if(type_tp_sl == TP_SL_BY_STRATEGY_RR)
     {
      //--- primer paso tp
      tp = sesion_asia.GetMinSession() - diff_mitad;
      double diff_tp = entry_price - tp;
      //--- segundo paso sl
      sl = entry_price + (diff_tp / 2.0); //Relacion riesgo 1 : 2 para empezar con el sl
      double sl_diff = MathAbs(sl - entry_price);
      //--- recalculamos el tp para que quede 1:3
      tp = entry_price - (sl_diff * rr_tp_sl);
     }
    else
     {
      tp = GetTP(entry_price, POSITION_TYPE_SELL, m_tick.time);
      sl = GetSL(entry_price, POSITION_TYPE_SELL, m_tick.time);
     }

    risk.SetStopLoss(m_symbol, sl - entry_price);
    double l = m_LOT_SIZE > 0.00 ? m_LOT_SIZE : risk.GetLote(ORDER_TYPE_SELL_LIMIT, entry_price, m_max_deviation, 0);
    datetime expiration = HoraYMinutoADatetime(hora_inicio_ny, min_inicio_ny, m_tick.time); //Pones la expiracion en el inicio de ni
    fin_ny = expiration;

    if(!m_trade.SellLimit(l, entry_price, this.m_symbol, sl, tp, ORDER_TIME_SPECIFIED, expiration, "Ea sell limit") )
      LogError(StringFormat("Error al abrir sell limit, ultimo error = %d", GetLastError()), FUNCION_ACTUAL);
   }
  else
    if(type == POSITION_TYPE_BUY)
     {
      this.last_open = POSITION_TYPE_BUY;
      double tp = 0, sl = 0;

      if(type_tp_sl == TP_SL_BY_STRATEGY_RR)
       {
        //--- primer paso tp
        tp = sesion_asia.GetMaxSession() + diff_mitad;
        double diff_tp = MathAbs(tp - entry_price);
        //--- segundo paso sl
        sl = entry_price - (diff_tp / 2.0); //Relacion riesgo 1 : 2 para empezar con el sl
        double sl_diff = MathAbs(entry_price - sl);
        //--- recalculamos el tp para que quede 1:3
        tp = entry_price + (sl_diff * rr_tp_sl);
       }
      else
       {
        tp = GetTP(entry_price, POSITION_TYPE_BUY, m_tick.time);
        sl = GetSL(entry_price, POSITION_TYPE_BUY, m_tick.time);
       }

      risk.SetStopLoss(m_symbol, entry_price - sl);
      double l = m_LOT_SIZE > 0.00 ? m_LOT_SIZE : risk.GetLote(ORDER_TYPE_BUY_LIMIT, entry_price, m_max_deviation, 0);
      datetime expiration = HoraYMinutoADatetime(hora_inicio_ny, min_inicio_ny, m_tick.time); //Pones la expiracion en el inicio de ni
      fin_ny = expiration;

      if(!m_trade.BuyLimit(l, entry_price, this.m_symbol, sl, tp, ORDER_TIME_SPECIFIED, expiration, "Ea buy limit"))
        LogError(StringFormat("Error al abrir buy limit, ultimo error = %d", GetLastError()), FUNCION_ACTUAL);
     }
  is_open = true;
 }

//+------------------------------------------------------------------+
void CEstrategia::OnNewBar(const datetime curr_time)
 {
  if(trading_session.IsInitSession()) //Paso 1 abrir operaciones
   {
    LogInfo("Inicio la sesion, poniendo las ordenes..", FUNCION_ACTUAL);
    LogInfo(StringFormat("Maximo %.*f | Minimo %.*f", m_digits, sesion_asia.GetMaxSession(), m_digits, sesion_asia.GetMinSession()), FUNCION_ACTUAL);

    this.asia_mitad = sesion_asia.GetMinSession() + (sesion_asia.GetRangeSession() / 2.0);
    double close_prev = iClose(this.m_symbol, this.m_timeframe, 1);
    LogInfo(StringFormat("La mitad de asia %.*f | El cierre anterior %.*f", m_digits, this.asia_mitad, m_digits, close_prev), FUNCION_ACTUAL);

    this.diff_mitad = (sesion_asia.GetRangeSession() / 2.0);

    if(close_prev > asia_mitad)
     {
      this.entry_price = sesion_asia.GetMaxSession();
      OpenOrder(POSITION_TYPE_SELL);
     }
    else
      if(close_prev < asia_mitad)
       {
        this.entry_price = sesion_asia.GetMinSession();
        OpenOrder(POSITION_TYPE_BUY);
       }
   }
  else
    if(trading_session.IsEndSession()) //Paso 2 modificar la orden si ha cambiado de posicion
     {
      LogInfo("Fin de la sesion, revisando si se cambio de direccion", FUNCION_ACTUAL);
      double close_prev = iClose(this.m_symbol, this.m_timeframe, 1);

      if(close_prev > asia_mitad && last_open == POSITION_TYPE_BUY) //Si la posicion inicial era buy limit y se detecta venta cambiamos
       {
        this.entry_price = sesion_asia.GetMaxSession();
        LogInfo("La direccion del mercado a cambiado de compra - venta ", FUNCION_ACTUAL);
        TSN::CRmFunctions::CloseAllOrders(TSN::ALL_FLAGS_LIMITS, m_trade, m_magic_number);
        OpenOrder(POSITION_TYPE_SELL);

       }
      else
        if(close_prev < asia_mitad && last_open == POSITION_TYPE_SELL)
         {
          this.entry_price = sesion_asia.GetMinSession();
          LogInfo("La direccion del mercado a cambiado de venta - compra", FUNCION_ACTUAL);
          TSN::CRmFunctions::CloseAllOrders(TSN::ALL_FLAGS_LIMITS, m_trade, m_magic_number);
          OpenOrder(POSITION_TYPE_BUY);
         }
     }

  if(!is_open) //Si no hay posiciones abiertas no ejecutamos el codigo que esta delante de esta condicion
    return;

  if(curr_time >= fin_ny) //Verificamos si la sesion de ny finaliza para cerrar todas las ordenes abiertas
   {
    risk.CloseAllPositions();
    is_open = false;
   }
 }
//+------------------------------------------------------------------+