389 lines
32 KiB
MQL5
389 lines
32 KiB
MQL5
//+------------------------------------------------------------------+
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//| TimeRangeBreakOut.mq5 |
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//| Copyright 2024, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2024, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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//+------------------------------------------------------------------+
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//| Include |
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//+------------------------------------------------------------------+
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#include <Trade\Trade.mqh>
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//+------------------------------------------------------------------+
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//| Inputs |
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//+------------------------------------------------------------------+
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input group "===== General Inputs ======"
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input int InpMagicNumber = 1234; //
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input double InpLots = 0.01; // lot size
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input int InpStopLoss = 150; // stop loss in % of the range (0 = off)
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input int InpTakeProfit = 200; // take profit in % of the range (0 = off)
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input group "===== Range Inputs ======"
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input int InpRangeStart = 600; // range start time in minutes
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input int InpRangeDuration = 120; // range duration in minutes
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input int InpRangeClose = 1200; // range close time in minutes (-1 = off)
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enum BREAKOUT_MODE_ENUM {
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ONE_SIGNAL, // one breakout per range
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TWO_SIGNALS, // high and low breakout
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};
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input BREAKOUT_MODE_ENUM InpBreakoutMode = ONE_SIGNAL; // breakout mode
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input group "===== Day of week filter ======"
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input bool InpMonday = true; // range on monday
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input bool InpTuesday = true; // range on Tuesday
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input bool InpWednesday = true; // range on Wednesday
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input bool InpThursday = true; // range on Thurday
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input bool InpFriday = true; // range on Friday
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input bool InpSaturday = true; // range on Saturday
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input bool InpSunday = true; // range on Sunday
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//+------------------------------------------------------------------+
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//| Global Variables |
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//+------------------------------------------------------------------+
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struct RANGE_STRUCT{
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datetime start_time; //start of the range
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datetime end_time; // end of the range
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datetime close_time; // close time
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double high; // high of the range
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double low; // low of the range
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bool f_entry; // flag if we are inside the range
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bool f_high_breakout; // flag if a high breakout occurred
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bool f_low_breakout; // flag if a low breakout occurred
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// MQL5 is a OOP language !! now is going to define it
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RANGE_STRUCT() : start_time(0), end_time(0),close_time(0),high(0),low(DBL_MAX),f_entry(false),f_high_breakout(false),f_low_breakout(false) {};
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};
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// make a object for Range_struct, then we can use range.xxxxx to use the function
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RANGE_STRUCT range;
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MqlTick prevTick, lastTick;
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CTrade trade;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit(){
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// make sure all the input are correct!! if incorrect it will break the function!!
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if(!CheckInputs()){return INIT_PARAMETERS_INCORRECT;}
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// set magic number for all the trade
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trade.SetExpertMagicNumber(InpMagicNumber);
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//calculated new range if inputs changed
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if(_UninitReason==REASON_PARAMETERS && countOpenPosition() == 0){
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CalculateRange();
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}
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//draw objects if the timeframe changed it will draw a new object !!
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DrawObjects();
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason){
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// delete objects
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ObjectsDeleteAll(NULL,"range"); // it will delete all object which start with "range"
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick() {
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// Get current tick
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prevTick = lastTick;
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SymbolInfoTick(_Symbol,lastTick);
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// range calculation
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if(lastTick.time >= range.start_time && lastTick.time < range.end_time){
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// set flag
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range.f_entry = true;
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// new high
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if(lastTick.ask > range.high){
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range.high = lastTick.ask;
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DrawObjects();
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}
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// new low
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if(lastTick.bid < range.low){
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range.low = lastTick.bid;
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DrawObjects();
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}
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}
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// close positions
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if(InpRangeClose>=0 && lastTick.time>=range.close_time){
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if(!ClosePostions()) {return;}
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}
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// calculate new range if ...
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if((( InpRangeClose>=0 && lastTick.time>=range.close_time) // close time reached
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|| ( range.f_high_breakout && range.f_low_breakout) // both breakout flags are true
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|| range.end_time == 0 // range not calculate yet
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|| (range.end_time != 0 && lastTick.time>range.end_time && !range.f_entry)) // there was a range calculated, but no tick inside
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&& countOpenPosition()== 0) {
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CalculateRange();
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}
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// check for breakouts
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CheckBreakouts();
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}
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//+------------------------------------------------------------------+
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//| customer function below |
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//+------------------------------------------------------------------+
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// check user inputs
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bool CheckInputs(){
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if(InpMagicNumber <= 0){
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Alert("Magicnumber <= 0");
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return false;
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}
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if(InpLots <= 0 || InpLots > 1){
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Alert("Lotsize error , Lotsize = " , InpLots);
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return false;
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}
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if(InpStopLoss<0 || InpStopLoss>1000){
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Alert("stoploss error , stoploss = " , InpStopLoss);
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return false;
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}
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if(InpTakeProfit<0 || InpTakeProfit>1000){
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Alert("InpTakeProfit error , TakeProfit = " , InpTakeProfit);
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return false;
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}
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if(InpRangeClose<0 && InpStopLoss==0 ){
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Alert("Please be alert due to the stoploss or closing time is off!! the orders will never close!!");
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return false;
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}
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if(InpRangeStart < 0 || InpRangeStart >= 1440){
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Alert("RangeStart Error " , InpRangeStart);
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return false;
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}
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if(InpRangeDuration <= 0 || InpRangeDuration >= 1440){
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Alert("InpRangeDuration Error " , InpRangeDuration);
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return false;
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}
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if( InpRangeClose >= 1440 || InpRangeStart + InpRangeDuration == InpRangeClose){
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Alert("InpRangeClose Error " , InpRangeClose);
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return false;
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}
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if(InpMonday+InpTuesday+InpWednesday+InpThursday+InpFriday==0){
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Alert("Range is prohibited on all days of the week!!");
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return false;
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}
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// Calculated new range if inputs changed
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if(_UninitReason==REASON_PARAMETERS){
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CalculateRange();
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}
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return true;
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}
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// calculate a new range
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void CalculateRange(){
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// reset range variable
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range.start_time = 0;
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range.end_time = 0;
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range.close_time = 0;
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range.high = 0.0;
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range.low = 99999;
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range.f_entry = false;
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range.f_high_breakout = false;
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range.f_low_breakout = false;
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// calculate range start time
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int time_cycle = 86400; //second for 1day
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range.start_time = (lastTick.time - (lastTick.time % time_cycle)) + InpRangeStart*60; //to make sure the start time is the first second of the day
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for( int i=0; i<8; i++){
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MqlDateTime tmp;
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TimeToStruct(range.start_time,tmp);
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int dow = tmp.day_of_week; //day of the week
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//to calculate the start time depend on week of the day which turn on
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if(lastTick.time>=range.start_time ||
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(dow==1 && !InpMonday) || (dow==2 && !InpTuesday) || (dow==3 && !InpWednesday)||
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(dow==4 && !InpThursday) || (dow==5 && !InpFriday) || (dow==6 && !InpSaturday)||
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(dow==0 && !InpSunday))
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{
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range.start_time += time_cycle;
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}
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}
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// calculate range end time
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range.end_time = range.start_time + InpRangeDuration*60;
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for(int i=0; i<2; i++){
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MqlDateTime tmp;
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TimeToStruct(range.end_time,tmp);
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int dow = tmp.day_of_week;
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if(dow==6 || dow==0){
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range.end_time += time_cycle;
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}
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}
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// calculate range close
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if(InpRangeClose>=0){
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range.close_time = (range.end_time - (range.end_time % time_cycle)) + InpRangeClose*60; //to make sure the start time is the first second of the day
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for( int i=0; i<3; i++){
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MqlDateTime tmp;
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TimeToStruct(range.close_time,tmp);
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int dow = tmp.day_of_week; //day of the week
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if(range.close_time<=range.end_time || dow==6 || dow==0){ // dow==6(Sat) ==7(Sun)
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range.close_time += time_cycle;
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}
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}
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}
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// draw objects
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DrawObjects();
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}
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int countOpenPosition(){
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int counter = 0;
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int total = PositionsTotal();
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for(int i =total-1 ; i >=0 ; i--){
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ulong ticket = PositionGetTicket(i);
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if(ticket<=0){Print("Failed to get position ticket");return -1;}
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if(!PositionSelectByTicket(ticket)){Print("Failed to select position by ticket"); return-1;}
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ulong magicnumber;
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if(!PositionGetInteger(POSITION_MAGIC,magicnumber)){Print("Failed to get position magicnumber"); return-1;}
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if(InpMagicNumber==magicnumber){counter++;}
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}
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return counter;
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}
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void CheckBreakouts(){
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// check if we are after the range end
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if(lastTick.time >= range.end_time && range.end_time>0 && range.f_entry){
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// check for high breakout
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if(!range.f_high_breakout && lastTick.ask >= range.high){
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range.f_high_breakout = true;
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if(InpBreakoutMode==ONE_SIGNAL){range.f_low_breakout = true;}
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// calculate stop loss and take profit for buy order
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double sl = (InpStopLoss == 0)?0 :NormalizeDouble((lastTick.bid - ((range.high - range.low) * InpStopLoss * 0.01)),_Digits);
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double tp = (InpTakeProfit == 0)?0 :NormalizeDouble((lastTick.ask + ((range.high - range.low) * InpTakeProfit * 0.01)),_Digits);
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// open buy position
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trade.PositionOpen(_Symbol,ORDER_TYPE_BUY,InpLots,lastTick.ask,sl,tp,"Time range EA");
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}
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// check for low breakout
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if(!range.f_low_breakout && lastTick.bid <= range.low){
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range.f_low_breakout = true;
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if(InpBreakoutMode==ONE_SIGNAL){range.f_high_breakout = true;}
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// calculate stop loss and take profit for sell order
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double sl = (InpStopLoss == 0)? 0 :NormalizeDouble((lastTick.bid + ((range.high - range.low) * InpStopLoss * 0.01)),_Digits);
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double tp = (InpTakeProfit == 0)? 0 :NormalizeDouble((lastTick.ask - ((range.high - range.low) * InpTakeProfit * 0.01)),_Digits);
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// open sell position
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trade.PositionOpen(_Symbol,ORDER_TYPE_SELL,InpLots,lastTick.bid,sl,tp,"Time range EA");
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}
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}
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}
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bool ClosePostions(){
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Print("Closing all the position");
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int total = PositionsTotal();
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for (int i = total-1; i >=0 ; i--){
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if(total != PositionsTotal()){total=PositionsTotal(); i=total; continue;}
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ulong ticket = PositionGetTicket(i); //Select position
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if(ticket<=0){Print("Failed to get position ticket"); return false;}
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if(!PositionSelectByTicket(ticket)){Print("Failed to select position by ticket"); return false;}
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long magicnumber;
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if(!PositionGetInteger(POSITION_MAGIC,magicnumber)){Print("Failed to get position magicnumber"); return false;}
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if(magicnumber == InpMagicNumber){
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trade.PositionClose(ticket);
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if(trade.ResultRetcode()!=TRADE_RETCODE_DONE){
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Print("Failed to close position. Result: " + (string)trade.ResultRetcode() + ":" + trade.ResultRetcodeDescription() );
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return false;
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}
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}
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}
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return true;
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}
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void DrawObjects(){
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// start
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ObjectDelete(NULL,"range start"); // delete the old vline then make a new vline
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if(range.start_time>0){
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ObjectCreate(NULL,"range start",OBJ_VLINE,0,range.start_time,0);
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ObjectSetString(NULL,"range start",OBJPROP_TOOLTIP,"start of the range \n"+TimeToString(range.start_time,TIME_DATE|TIME_MINUTES));
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ObjectSetInteger(NULL,"range start",OBJPROP_COLOR,clrBlue);
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ObjectSetInteger(NULL,"range start",OBJPROP_WIDTH,2);
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ObjectSetInteger(NULL,"range start",OBJPROP_BACK,true);
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}
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//end time
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ObjectDelete(NULL,"range end"); // delete the old vline then make a new vline
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if(range.end_time>0){
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ObjectCreate(NULL,"range end",OBJ_VLINE,0,range.end_time,0);
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ObjectSetString(NULL,"range end",OBJPROP_TOOLTIP,"end of the range \n"+TimeToString(range.end_time,TIME_DATE|TIME_MINUTES));
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ObjectSetInteger(NULL,"range end",OBJPROP_COLOR,clrBlue);
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ObjectSetInteger(NULL,"range end",OBJPROP_WIDTH,2);
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ObjectSetInteger(NULL,"range end",OBJPROP_BACK,true);
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}
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//close time
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ObjectDelete(NULL,"range close"); // delete the old vline then make a new vline
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if(range.close_time>0){
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ObjectCreate(NULL,"range close",OBJ_VLINE,0,range.close_time,0);
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ObjectSetString(NULL,"range close",OBJPROP_TOOLTIP,"close of the range \n"+TimeToString(range.close_time,TIME_DATE|TIME_MINUTES));
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ObjectSetInteger(NULL,"range close",OBJPROP_COLOR,clrRed);
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ObjectSetInteger(NULL,"range close",OBJPROP_WIDTH,2);
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ObjectSetInteger(NULL,"range close",OBJPROP_BACK,true);
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}
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//high
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ObjectsDeleteAll(NULL,"range high");
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if(range.high>0){
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// Trend line is a line from 1 time to another 1 time ** not a line in the whole window
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ObjectCreate(NULL,"range high",OBJ_TREND,0,range.start_time,range.high,range.end_time,range.high);
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ObjectSetString(NULL,"range high",OBJPROP_TOOLTIP,"high of the range \n"+DoubleToString(range.high,_Digits));
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ObjectSetInteger(NULL,"range high",OBJPROP_COLOR,clrRed);
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ObjectSetInteger(NULL,"range high",OBJPROP_WIDTH,2);
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ObjectSetInteger(NULL,"range high",OBJPROP_BACK,true);
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// another line from the end time to close time if rangeclose is off then draw the line all the way
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ObjectCreate(NULL,"range high ",OBJ_TREND,0,range.end_time,range.high,InpRangeClose>=0 ? range.close_time : INT_MAX ,range.high);
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ObjectSetString(NULL,"range high ",OBJPROP_TOOLTIP,"high of the range \n"+DoubleToString(range.high,_Digits));
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ObjectSetInteger(NULL,"range high ",OBJPROP_COLOR,clrRed);
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ObjectSetInteger(NULL,"range high ",OBJPROP_BACK,true);
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ObjectSetInteger(NULL,"range high ",OBJPROP_STYLE,STYLE_DOT);
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}
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//low
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ObjectsDeleteAll(NULL,"range low");
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if(range.low<999999){
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// Trend line is a line from 1 time to another 1 time ** not a line in the whole window
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ObjectCreate(NULL,"range low",OBJ_TREND,0,range.start_time,range.low,range.end_time,range.low);
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ObjectSetString(NULL,"range low",OBJPROP_TOOLTIP,"low of the range \n"+DoubleToString(range.low,_Digits));
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ObjectSetInteger(NULL,"range low",OBJPROP_COLOR,clrBlue);
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ObjectSetInteger(NULL,"range low",OBJPROP_WIDTH,2);
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ObjectSetInteger(NULL,"range low",OBJPROP_BACK,true);
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// another line from the end time to close time if rangeclose is off then draw the line all the way
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ObjectCreate(NULL,"range low ",OBJ_TREND,0,range.end_time,range.low,InpRangeClose>=0 ? range.close_time : INT_MAX ,range.low);
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ObjectSetString(NULL,"range low ",OBJPROP_TOOLTIP,"low of the range \n"+DoubleToString(range.low,_Digits));
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ObjectSetInteger(NULL,"range low ",OBJPROP_COLOR,clrBlue);
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ObjectSetInteger(NULL,"range low ",OBJPROP_BACK,true);
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ObjectSetInteger(NULL,"range low ",OBJPROP_STYLE,STYLE_DOT);
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}
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//refresh chart
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ChartRedraw();
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}
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//+------------------------------------------------------------------+
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