323 lines
14 KiB
MQL5
323 lines
14 KiB
MQL5
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//****** project (module expert): tf-test-g1_module_exp.mq5
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//+------------------------------------------------------------------+
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//| The program code is generated Modular project generator |
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//| Copyright 2010-2017, Sergey Pavlov (DC2008) |
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//| http://www.mql5.com/ru/users/dc2008 |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2010-2017, Sergey Pavlov (DC2008)"
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#property link "http://www.mql5.com/ru/users/dc2008"
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#property link "1.00"
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#property link "Example of a multimodule expert: project TF-TEST-G1 Main module."
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#property link "The project uses 7 external modules."
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//---
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#include <Trade\Trade.mqh>
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//---
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MqlTick last_tick;
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CTrade trade;
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//---
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input string e_ordner="Shared Projects\\Indicatoren\\3133\\";
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input int e_bands_period=80; // Moving average period
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int e_bands_shift=0; // shift
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input double e_deviation=3.0; // Number of standard deviations
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input ENUM_APPLIED_PRICE e_applied_price=PRICE_CLOSE; // Price type
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input bool on_module=true; // whether or not to use plug-ins
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//---
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double lot=0.01; // Fixed lot
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double min_lot=0.01; // Minimum allowable lot
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bool on_trade=false; // Trade function flag
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//--- Variable for storing the indicator iBands handle
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int handle_Bands;
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//--- module 1
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bool on_lot=false;
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int handle_m1;
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//--- module 2
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bool on_SL=false;
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int handle_m2;
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//--- module 3
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bool on_TP=false;
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int handle_m3;
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//--- module 4
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bool on_Trail=false;
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int handle_m4;
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//--- module 5
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bool on_signals=false;
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int handle_m5;
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//--- module 6
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bool on_Filter=false;
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int handle_m6;
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//--- module 7
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bool on_Breakeven=false;
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int handle_m7;
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//+------------------------------------------------------------------+
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//| Structure of trading signals |
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//+------------------------------------------------------------------+
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struct sSignal
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{
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bool Buy; // Buy signal
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bool Sell; // Sell signal
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};
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//+------------------------------------------------------------------+
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//| Trading signals generator |
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//+------------------------------------------------------------------+
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sSignal Buy_or_Sell()
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{
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sSignal res= {false,false};
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//--- MODULE 5
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if(on_signals)
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{
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// If there is an additional module
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double buffer_m5[];
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ArraySetAsSeries(buffer_m5,true);
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if(CopyBuffer(handle_m5,0,0,1,buffer_m5)<0) return(res);
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Print(__FUNCTION__+" buffer_m5 : "+(string)buffer_m5[0]);
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if(buffer_m5[0]<-1) res.Sell=true;
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if(buffer_m5[0]>1) res.Buy=true;
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}
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//--- MODULE 6
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if(on_Filter)
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{
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// If there is an additional module
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double buffer_m6[];
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ArraySetAsSeries(buffer_m6,true);
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if(CopyBuffer(handle_m6,0,0,1,buffer_m6)<0) return(res);
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lot=buffer_m6[0];
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if(buffer_m6[0]<1) res.Buy=false;
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if(buffer_m6[0]>-1) res.Sell=false;
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}
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//---
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//--- Indicator buffers
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double UpperBuffer[];
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double LowerBuffer[];
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double MiddleBuffer[];
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ArraySetAsSeries(MiddleBuffer,true);
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CopyBuffer(handle_Bands,0,0,1,MiddleBuffer);
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ArraySetAsSeries(UpperBuffer,true);
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CopyBuffer(handle_Bands,1,0,1,UpperBuffer);
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ArraySetAsSeries(LowerBuffer,true);
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CopyBuffer(handle_Bands,2,0,1,LowerBuffer);
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//--- Timeseries
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double L[];
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double H[];
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ArraySetAsSeries(L,true);
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CopyLow(_Symbol,_Period,0,1,L);
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ArraySetAsSeries(H,true);
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CopyHigh(_Symbol,_Period,0,1,H);
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if(H[0]>UpperBuffer[0]&& L[0]>MiddleBuffer[0]) res.Sell=true;
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if(L[0]<LowerBuffer[0] && H[0]<MiddleBuffer[0]) res.Buy=true;
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//---
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return(res);
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}
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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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{
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//--- Create the indicator handle
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handle_Bands=iBands(_Symbol,_Period,e_bands_period,e_bands_shift,e_deviation,e_applied_price);
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if(handle_Bands==INVALID_HANDLE)
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return(INIT_FAILED);
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else
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on_trade=true;
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if(on_module)
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{
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//--- MODULE 1
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//--- check: whether there is an external module?
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handle_m1=iCustom(NULL,0,e_ordner+"tf-test-g1_module_MM_ind");
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if(handle_m1!=INVALID_HANDLE)
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on_lot=true;
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//--- MODULE 2
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//--- check: whether there is an external module?
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handle_m2=iCustom(NULL,0,e_ordner+"tf-test-g1_module_SL_ind");
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if(handle_m2!=INVALID_HANDLE)
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on_SL=true;
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//--- MODULE 3
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//--- check: whether there is an external module??
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handle_m3=iCustom(NULL,0,e_ordner+"tf-test-g1_module_TP_ind");
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if(handle_m3!=INVALID_HANDLE)
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on_TP=true;
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//--- MODULE 4
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//--- check: whether there is an external module?
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handle_m4=iCustom(NULL,0,e_ordner+"tf-test-g1_module_Trail_ind");
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if(handle_m4!=INVALID_HANDLE)
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on_Trail=true;
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//--- MODULE 5
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//--- check: whether there is an external module?
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handle_m5=iCustom(NULL,0,e_ordner+"tf-test-g1_module_signals_ind");
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if(handle_m5!=INVALID_HANDLE)
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on_signals=true;
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//--- MODULE 6
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//--- check: whether there is an external module?
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handle_m6=iCustom(NULL,0,e_ordner+"tf-test-g1_module_Filter_ind");
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if(handle_m6!=INVALID_HANDLE)
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on_Filter=true;
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//--- MODULE 7
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//--- check: whether there is an external module?
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handle_m7=iCustom(NULL,0,e_ordner+"tf-test-g1_module_Breakeven_ind");
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if(handle_m7!=INVALID_HANDLE)
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on_Breakeven=true;
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}
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//--- Minimum allowable volume for trading operationsn
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min_lot=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN);
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return(INIT_SUCCEEDED);
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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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{
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double Equity=AccountInfoDouble(ACCOUNT_EQUITY);
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//--- MODULE 1
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if(on_lot)
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{
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// If there is an additional module
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double buffer_m1[];
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ArraySetAsSeries(buffer_m1,true);
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if(CopyBuffer(handle_m1,0,0,1,buffer_m1)<0) return;
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lot=buffer_m1[0];
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}
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//--- MODULE 4
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if(on_Trail)
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if(PositionSelect(_Symbol))
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if(PositionGetDouble(POSITION_PROFIT)>0)
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{
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// If there is an additional module
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double buffer_m4[];
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ArraySetAsSeries(buffer_m4,true);
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if(CopyBuffer(handle_m4,0,0,1,buffer_m4)<0) return;
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double TR=buffer_m4[0];
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if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
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if(PositionGetDouble(POSITION_PRICE_CURRENT)-TR*_Point>PositionGetDouble(POSITION_PRICE_OPEN))
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{
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double price_SL=PositionGetDouble(POSITION_PRICE_CURRENT)-TR*_Point;
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if(price_SL>PositionGetDouble(POSITION_SL))
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trade.PositionModify(_Symbol,NormalizeDouble(price_SL,Digits()),0);
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}
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if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
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if(PositionGetDouble(POSITION_PRICE_CURRENT)+TR*_Point<PositionGetDouble(POSITION_PRICE_OPEN))
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{
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double price_SL=PositionGetDouble(POSITION_PRICE_CURRENT)+TR*_Point;
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if(price_SL<PositionGetDouble(POSITION_SL) || PositionGetDouble(POSITION_SL)==NULL)
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trade.PositionModify(_Symbol,NormalizeDouble(price_SL,Digits()),0);
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}
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}
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//--- MODULE 7
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if(on_Breakeven)
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if(PositionSelect(_Symbol))
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if(PositionGetDouble(POSITION_PROFIT)>0)
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{
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// If there is an additional module
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double buffer_m7[];
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ArraySetAsSeries(buffer_m7,true);
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if(CopyBuffer(handle_m7,0,0,1,buffer_m7)<0) return;
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double TRB=buffer_m7[0];
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if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
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if(PositionGetDouble(POSITION_PRICE_CURRENT)-TRB*_Point>PositionGetDouble(POSITION_PRICE_OPEN))
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{
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double price_SL=PositionGetDouble(POSITION_PRICE_CURRENT)-5*_Point;
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if(price_SL>PositionGetDouble(POSITION_SL))
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trade.PositionModify(_Symbol,NormalizeDouble(price_SL,Digits()),PositionGetDouble(POSITION_TP));
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}
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if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
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if(PositionGetDouble(POSITION_PRICE_CURRENT)+TRB*_Point<PositionGetDouble(POSITION_PRICE_OPEN))
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{
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double price_SL=PositionGetDouble(POSITION_PRICE_CURRENT)+5*_Point;
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if(price_SL<PositionGetDouble(POSITION_SL) || PositionGetDouble(POSITION_SL)==NULL)
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trade.PositionModify(_Symbol,NormalizeDouble(price_SL,Digits()),PositionGetDouble(POSITION_TP));
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}
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}
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//---
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if(lot<min_lot) lot=min_lot;
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//---
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if(on_trade)
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{
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sSignal signal=Buy_or_Sell();
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//--- The value of the required and free margin
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double margin,free_margin=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
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//--- BUY
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if(signal.Buy)
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{
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if(!PositionSelect(_Symbol))
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{
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SymbolInfoTick(_Symbol,last_tick);
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if(OrderCalcMargin(ORDER_TYPE_BUY,_Symbol,NormalizeDouble(lot,2),last_tick.ask,margin))
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if(margin<Equity)
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trade.PositionOpen(_Symbol,ORDER_TYPE_BUY,NormalizeDouble(lot,2),last_tick.ask,0,0,"BUY: new position");
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}
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else
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{
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if(PositionGetDouble(POSITION_PROFIT)<0) return;
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if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
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{
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trade.PositionClose(_Symbol);
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SymbolInfoTick(_Symbol,last_tick);
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if(OrderCalcMargin(ORDER_TYPE_BUY,_Symbol,NormalizeDouble(lot,2),last_tick.ask,margin))
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if(margin<Equity)
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trade.PositionOpen(_Symbol,ORDER_TYPE_BUY,NormalizeDouble(lot,2),last_tick.ask,0,0,"BUY: reversal");
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}
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}
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}
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//--- SELL
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if(signal.Sell)
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{
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if(!PositionSelect(_Symbol))
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{
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SymbolInfoTick(_Symbol,last_tick);
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if(OrderCalcMargin(ORDER_TYPE_SELL,_Symbol,NormalizeDouble(lot,2),last_tick.bid,margin))
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if(margin<Equity)
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trade.PositionOpen(_Symbol,ORDER_TYPE_SELL,NormalizeDouble(lot,2),last_tick.bid,0,0,"SELL: new position");
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}
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else
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{
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if(PositionGetDouble(POSITION_PROFIT)<0) return;
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if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
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{
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trade.PositionClose(_Symbol);
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SymbolInfoTick(_Symbol,last_tick);
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if(OrderCalcMargin(ORDER_TYPE_SELL,_Symbol,NormalizeDouble(lot,2),last_tick.bid,margin))
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if(margin<Equity)
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trade.PositionOpen(_Symbol,ORDER_TYPE_SELL,NormalizeDouble(lot,2),last_tick.bid,0,0,"SELL: reversal");
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}
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Trade function |
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//+------------------------------------------------------------------+
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void OnTrade()
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{
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if(on_SL && on_TP) // If there is an additional module
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{
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//--- MODULE 2
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double buffer_m2[];
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ArraySetAsSeries(buffer_m2,true);
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if(CopyBuffer(handle_m2,0,0,1,buffer_m2)<0) return;
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double SL=buffer_m2[0];
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//--- MODULE 3
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double buffer_m3[];
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ArraySetAsSeries(buffer_m3,true);
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if(CopyBuffer(handle_m3,0,0,1,buffer_m3)<0) return;
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double TP=buffer_m3[0];
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//--- Position modification
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if(PositionSelect(_Symbol))
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if(PositionGetDouble(POSITION_SL)==0)
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{
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//--- BUY
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if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
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{
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double priceTP=PositionGetDouble(POSITION_PRICE_OPEN)+TP*_Point;
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double priceSL=PositionGetDouble(POSITION_PRICE_OPEN)-SL*_Point;
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trade.PositionModify(_Symbol,NormalizeDouble(priceSL,Digits()),NormalizeDouble(priceTP,Digits()));
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}
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//--- SELL
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if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
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{
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double priceTP=PositionGetDouble(POSITION_PRICE_OPEN)-TP*_Point;
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double priceSL=PositionGetDouble(POSITION_PRICE_OPEN)+SL*_Point;
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trade.PositionModify(_Symbol,NormalizeDouble(priceSL,Digits()),NormalizeDouble(priceTP,Digits()));
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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