201 lines
9.1 KiB
MQL5
201 lines
9.1 KiB
MQL5
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//+------------------------------------------------------------------+
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//| MultiSymbolExpert.mq5 |
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//| Copyright 2013, https://login.mql5.com/ru/users/tol64 |
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//| Site, http://tol64.blogspot.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2013, http://tol64.blogspot.com"
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#property link "https://www.mql5.com/de/articles/648"
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#property description "email: hello.tol64@gmail.com"
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#property version "1.0"
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//--- Number of traded symbols
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#define NUMBER_OF_SYMBOLS 2
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//--- Name of the Expert Advisor
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#define EXPERT_NAME MQL5InfoString(MQL5_PROGRAM_NAME)
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//--- Include a class of the Standard Library
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#include <Trade/Trade.mqh>
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//--- Load the class
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CTrade trade;
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//--- Include custom libraries
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#include "../../Include/MultiSymbolExpert/Enums.mqh"
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#include "../../Include/MultiSymbolExpert/InitializeArrays.mqh"
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#include "../../Include/MultiSymbolExpert/Errors.mqh"
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#include "../../Include/MultiSymbolExpert/TradeSignals.mqh"
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#include "../../Include/MultiSymbolExpert/TradeFunctions.mqh"
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#include "../../Include/MultiSymbolExpert/ToString.mqh"
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#include "../../Include/MultiSymbolExpert/Auxiliary.mqh"
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//--- External parameters of the Expert Advisor
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sinput long MagicNumber = 777; // Magic number
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sinput int Deviation = 10; // Slippage
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//---
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sinput string delimeter_00=""; // --------------------------------
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sinput string Symbol_01 = "EURUSD"; // Symbol 1
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input int IndicatorPeriod_01 = 5; // | Indicator period
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input double TakeProfit_01 = 100; // | Take Profit
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input double StopLoss_01 = 50; // | Stop Loss
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input double TrailingStop_01 = 10; // | Trailing Stop
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input bool Reverse_01 = true; // | Position reversal
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input double Lot_01 = 0.1; // | Lot
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input double VolumeIncrease_01 = 0.1; // | Position volume increase
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input double VolumeIncreaseStep_01 = 10; // | Volume increase step
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//---
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sinput string delimeter_01=""; // --------------------------------
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sinput string Symbol_02 = "NZDUSD"; // Symbol 2
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input int IndicatorPeriod_02 = 5; // | Indicator period
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input double TakeProfit_02 = 100; // | Take Profit
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input double StopLoss_02 = 50; // | Stop Loss
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input double TrailingStop_02 = 10; // | Trailing Stop
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input bool Reverse_02 = true; // | Position reversal
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input double Lot_02 = 0.1; // | Lot
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input double VolumeIncrease_02 = 0.1; // | Position volume increase
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input double VolumeIncreaseStep_02 = 10; // | Volume increase step
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//--- Arrays for storing external parameters
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string Symbols[NUMBER_OF_SYMBOLS]; // Symbol
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int IndicatorPeriod[NUMBER_OF_SYMBOLS]; // Indicator period
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double TakeProfit[NUMBER_OF_SYMBOLS]; // Take Profit
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double StopLoss[NUMBER_OF_SYMBOLS]; // Stop Loss
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double TrailingStop[NUMBER_OF_SYMBOLS]; // Trailing Stop
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bool Reverse[NUMBER_OF_SYMBOLS]; // Position reversal
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double Lot[NUMBER_OF_SYMBOLS]; // Lot
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double VolumeIncrease[NUMBER_OF_SYMBOLS]; // Position volume increase
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double VolumeIncreaseStep[NUMBER_OF_SYMBOLS]; // Volume increase step
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//--- Array of indicator agent handles
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int spy_indicator_handles[NUMBER_OF_SYMBOLS];
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//--- Array of signal indicator handles
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int signal_indicator_handles[NUMBER_OF_SYMBOLS];
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//--- Data arrays for checking trading conditions
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struct PriceData
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{
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double value[];
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};
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PriceData open[NUMBER_OF_SYMBOLS]; // Opening price of the bar
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PriceData high[NUMBER_OF_SYMBOLS]; // High price of the bar
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PriceData low[NUMBER_OF_SYMBOLS]; // Low price of the bar
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PriceData close[NUMBER_OF_SYMBOLS]; // Closing price of the bar
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PriceData indicator[NUMBER_OF_SYMBOLS]; // Array of indicator values
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//--- Arrays for getting the opening time of the current bar
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struct Datetime
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{
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datetime time[];
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};
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Datetime lastbar_time[NUMBER_OF_SYMBOLS];
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//--- Array for checking the new bar for each symbol
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datetime new_bar[NUMBER_OF_SYMBOLS];
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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void OnInit()
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{
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//--- Initializing external parameter arrays (with input parameters)
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InitializeInputParameters();
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//--- Initializing arrays of indicator handles (with value INVALID_HANDLE)
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InitializeArrayHandles();
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//--- Get agent handles (loading spies as custom indicators which do not indicate anything
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// but create chart events reporting foreign ticks)
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GetSpyHandles();
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//--- Get indicator handles (iMA foreach symbol providing data for MX cross strategy)
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GetIndicatorHandles();
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//--- Initialize the new bar
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InitializeArrayNewBar();
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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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{
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//--- Print the deinitialization reason to the journal
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Print(GetDeinitReasonText(reason));
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//--- When deleting from the chart
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if(reason==REASON_REMOVE)
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{
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//--- Delete the indicator handles
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for(int s=NUMBER_OF_SYMBOLS-1; s>=0; s--)
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{
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IndicatorRelease(spy_indicator_handles[s]);
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IndicatorRelease(signal_indicator_handles[s]);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Chart events handler |
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//+------------------------------------------------------------------+
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void OnChartEvent(const int id, // Event identifier
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const long &lparam, // Long type event parameter
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const double &dparam, // Double type event parameter
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const string &sparam) // String type event parameter
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{
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//--- If this is a custom event
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if(id>=CHARTEVENT_CUSTOM)
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{
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//--- Exit if trading is not allowed
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if(CheckTradingPermission()>0)
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return;
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//--- If there was a tick event
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if(lparam==CHARTEVENT_TICK)
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{
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//--- Check signals and trade on them
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CheckSignalsAndTrade();
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return;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Checking signals and trading based on the new bar event |
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//+------------------------------------------------------------------+
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void CheckSignalsAndTrade()
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{
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//--- Iterate over all specified symbols
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for(int s=0; s<NUMBER_OF_SYMBOLS; s++)
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{
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//--- If trading for this symbol is allowed
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if(Symbols[s]!="")
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{
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//--- If the bar is not new, proceed to the next symbol
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if(!CheckNewBar(s))
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continue;
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//--- If there is a new bar
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else
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{
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//--- Get indicator data. If there is no data, proceed to the next symbol
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if(!GetIndicatorsData(s))
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continue;
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//--- Get bar data (for the last 3 bars, n=3):
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GetBarsData(s); // Signals.mqh: Copy..(Symbols[s],p,0,n,..[]); ...
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//--- Check the conditions and trade
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// Functions.mqh:
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// TradingBlock(s):
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// Signals.mqh:
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// GetTradingSignal(s):
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// GetSignal(s):
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// if(indicator[s].v[1]<indicator[s].v[2]):
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// return(SELL);
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// if(indicator[s].v[1]>indicator[s].v[2]):
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// return(BUY);
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// if(!pos) return(GetSignal(s))
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// else
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// if(pos.type==? && GetSignal(s)==?)
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// return(?);
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// // CalculateLot() DOES NOT CALCULATE ANYTHING,
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// // IT IS JUST NORMALIZING TO LotStep()!
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// // THE TRADE SIZE IS FIXED BY INPUT PARAMETER BY SYMBOL
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// // THE TRADE SIZE IS NOT CALCULATED, AT ALL!
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// Calculate{StopLoss,TakeProfit,Lot}(s,Lot[s]);
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// OpenPosition();
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//
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TradingBlock(s);
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//--- Trailing Stop
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// Functions.mqh:
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// CalculateTrailingStop(s,pos.type);
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// if(pos.sl>0)
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// if(calculated stop is better):
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// trade.PositionModify()
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// if(pos.sl==0):
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// trade.PositionModify()
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ModifyTrailingStop(s);
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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