262 lines
11 KiB
MQL5
262 lines
11 KiB
MQL5
|
//+------------------------------------------------------------------+
|
||
|
|
//| Sample.mq5 |
|
||
|
|
//| Thorsten Fischer Copyright 2020 |
|
||
|
|
//| https://mql5.tfsystem.de |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
#property copyright "Thorsten Fischer Copyright 2020"
|
||
|
|
#property link "https://mql5.tfsystem.de"
|
||
|
|
#property version "1.00"
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Include |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
#include <Expert\Expert.mqh>
|
||
|
|
//--- available signals
|
||
|
|
#include <Expert\Signal\SignalMA.mqh>
|
||
|
|
#include <Expert\Signal\SignalStoch.mqh>
|
||
|
|
#include <Expert\Signal\SignalITF.mqh>
|
||
|
|
//--- available trailing
|
||
|
|
#include <Expert\Trailing\TrailingNone.mqh>
|
||
|
|
//--- available money management
|
||
|
|
#include <Expert\Money\MoneyFixedLot.mqh>
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Inputs |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//--- inputs for expert
|
||
|
|
input string Expert_Title ="Sample"; // Document name
|
||
|
|
ulong Expert_MagicNumber =17414; //
|
||
|
|
bool Expert_EveryTick =false; //
|
||
|
|
//--- inputs for main signal
|
||
|
|
input int Signal_ThresholdOpen =10; // Signal threshold value to open [0...100]
|
||
|
|
input int Signal_ThresholdClose =10; // Signal threshold value to close [0...100]
|
||
|
|
input double Signal_PriceLevel =0.0; // Price level to execute a deal
|
||
|
|
input double Signal_StopLevel =50.0; // Stop Loss level (in points)
|
||
|
|
input double Signal_TakeLevel =50.0; // Take Profit level (in points)
|
||
|
|
input int Signal_Expiration =4; // Expiration of pending orders (in bars)
|
||
|
|
input int Signal_0_MA_PeriodMA =31; // Moving Average(31,0,...) Period of averaging
|
||
|
|
input int Signal_0_MA_Shift =0; // Moving Average(31,0,...) Time shift
|
||
|
|
input ENUM_MA_METHOD Signal_0_MA_Method =MODE_EMA; // Moving Average(31,0,...) Method of averaging
|
||
|
|
input ENUM_APPLIED_PRICE Signal_0_MA_Applied =PRICE_CLOSE; // Moving Average(31,0,...) Prices series
|
||
|
|
input double Signal_0_MA_Weight =1.0; // Moving Average(31,0,...) Weight [0...1.0]
|
||
|
|
input int Signal_0_Stoch_PeriodK =8; // Stochastic(8,3,3,...) K-period
|
||
|
|
input int Signal_0_Stoch_PeriodD =3; // Stochastic(8,3,3,...) D-period
|
||
|
|
input int Signal_0_Stoch_PeriodSlow=3; // Stochastic(8,3,3,...) Period of slowing
|
||
|
|
input ENUM_STO_PRICE Signal_0_Stoch_Applied =STO_LOWHIGH; // Stochastic(8,3,3,...) Prices to apply to
|
||
|
|
input double Signal_0_Stoch_Weight =1.0; // Stochastic(8,3,3,...) Weight [0...1.0]
|
||
|
|
input int Signal_1_MA_PeriodMA =24; // Moving Average(24,0,...) H1 Period of averaging
|
||
|
|
input int Signal_1_MA_Shift =0; // Moving Average(24,0,...) H1 Time shift
|
||
|
|
input ENUM_MA_METHOD Signal_1_MA_Method =MODE_SMA; // Moving Average(24,0,...) H1 Method of averaging
|
||
|
|
input ENUM_APPLIED_PRICE Signal_1_MA_Applied =PRICE_CLOSE; // Moving Average(24,0,...) H1 Prices series
|
||
|
|
input double Signal_1_MA_Weight =1.0; // Moving Average(24,0,...) H1 Weight [0...1.0]
|
||
|
|
input int Signal_1_Stoch_PeriodK =8; // Stochastic(8,3,3,...) H4 K-period
|
||
|
|
input int Signal_1_Stoch_PeriodD =3; // Stochastic(8,3,3,...) H4 D-period
|
||
|
|
input int Signal_1_Stoch_PeriodSlow=3; // Stochastic(8,3,3,...) H4 Period of slowing
|
||
|
|
input ENUM_STO_PRICE Signal_1_Stoch_Applied =STO_LOWHIGH; // Stochastic(8,3,3,...) H4 Prices to apply to
|
||
|
|
input double Signal_1_Stoch_Weight =1.0; // Stochastic(8,3,3,...) H4 Weight [0...1.0]
|
||
|
|
input int Signal_ITF_GoodHourOfDay =-1; // IntradayTimeFilter(-1,0,-1,...) Good hour
|
||
|
|
input int Signal_ITF_BadHoursOfDay =0; // IntradayTimeFilter(-1,0,-1,...) Bad hours (bit-map)
|
||
|
|
input int Signal_ITF_GoodDayOfWeek =-1; // IntradayTimeFilter(-1,0,-1,...) Good day of week
|
||
|
|
input int Signal_ITF_BadDaysOfWeek =0; // IntradayTimeFilter(-1,0,-1,...) Bad days of week (bit-map)
|
||
|
|
input double Signal_ITF_Weight =1.0; // IntradayTimeFilter(-1,0,-1,...) Weight [0...1.0]
|
||
|
|
//--- inputs for money
|
||
|
|
input double Money_FixLot_Lots =0.1; // Fixed volume
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Global expert object |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
CExpert ExtExpert;
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Initialization function of the expert |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
int OnInit()
|
||
|
|
{
|
||
|
|
//--- Initializing expert
|
||
|
|
if(!ExtExpert.Init("EURUSDc", PERIOD_M10, Expert_EveryTick, Expert_MagicNumber))
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error initializing expert");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
//--- Creating signal
|
||
|
|
CExpertSignal *signal=new CExpertSignal;
|
||
|
|
if(signal==NULL)
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error creating signal");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
//---
|
||
|
|
ExtExpert.InitSignal(signal);
|
||
|
|
signal.ThresholdOpen(Signal_ThresholdOpen);
|
||
|
|
signal.ThresholdClose(Signal_ThresholdClose);
|
||
|
|
signal.PriceLevel(Signal_PriceLevel);
|
||
|
|
signal.StopLevel(Signal_StopLevel);
|
||
|
|
signal.TakeLevel(Signal_TakeLevel);
|
||
|
|
signal.Expiration(Signal_Expiration);
|
||
|
|
//--- Creating filter CSignalMA
|
||
|
|
CSignalMA *filter0=new CSignalMA;
|
||
|
|
if(filter0==NULL)
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error creating filter0");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
signal.AddFilter(filter0);
|
||
|
|
//--- Set filter parameters
|
||
|
|
filter0.PeriodMA(Signal_0_MA_PeriodMA);
|
||
|
|
filter0.Shift(Signal_0_MA_Shift);
|
||
|
|
filter0.Method(Signal_0_MA_Method);
|
||
|
|
filter0.Applied(Signal_0_MA_Applied);
|
||
|
|
filter0.Weight(Signal_0_MA_Weight);
|
||
|
|
//--- Creating filter CSignalStoch
|
||
|
|
CSignalStoch *filter1=new CSignalStoch;
|
||
|
|
if(filter1==NULL)
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error creating filter1");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
signal.AddFilter(filter1);
|
||
|
|
//--- Set filter parameters
|
||
|
|
filter1.PeriodK(Signal_0_Stoch_PeriodK);
|
||
|
|
filter1.PeriodD(Signal_0_Stoch_PeriodD);
|
||
|
|
filter1.PeriodSlow(Signal_0_Stoch_PeriodSlow);
|
||
|
|
filter1.Applied(Signal_0_Stoch_Applied);
|
||
|
|
filter1.Weight(Signal_0_Stoch_Weight);
|
||
|
|
//--- Creating filter CSignalMA
|
||
|
|
CSignalMA *filter2=new CSignalMA;
|
||
|
|
if(filter2==NULL)
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error creating filter2");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
signal.AddFilter(filter2);
|
||
|
|
//--- Set filter parameters
|
||
|
|
filter2.Period(PERIOD_H1);
|
||
|
|
filter2.PeriodMA(Signal_1_MA_PeriodMA);
|
||
|
|
filter2.Shift(Signal_1_MA_Shift);
|
||
|
|
filter2.Method(Signal_1_MA_Method);
|
||
|
|
filter2.Applied(Signal_1_MA_Applied);
|
||
|
|
filter2.Weight(Signal_1_MA_Weight);
|
||
|
|
//--- Creating filter CSignalStoch
|
||
|
|
CSignalStoch *filter3=new CSignalStoch;
|
||
|
|
if(filter3==NULL)
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error creating filter3");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
signal.AddFilter(filter3);
|
||
|
|
//--- Set filter parameters
|
||
|
|
filter3.Period(PERIOD_H4);
|
||
|
|
filter3.PeriodK(Signal_1_Stoch_PeriodK);
|
||
|
|
filter3.PeriodD(Signal_1_Stoch_PeriodD);
|
||
|
|
filter3.PeriodSlow(Signal_1_Stoch_PeriodSlow);
|
||
|
|
filter3.Applied(Signal_1_Stoch_Applied);
|
||
|
|
filter3.Weight(Signal_1_Stoch_Weight);
|
||
|
|
//--- Creating filter CSignalITF
|
||
|
|
CSignalITF *filter4=new CSignalITF;
|
||
|
|
if(filter4==NULL)
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error creating filter4");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
signal.AddFilter(filter4);
|
||
|
|
//--- Set filter parameters
|
||
|
|
filter4.GoodHourOfDay(Signal_ITF_GoodHourOfDay);
|
||
|
|
filter4.BadHoursOfDay(Signal_ITF_BadHoursOfDay);
|
||
|
|
filter4.GoodDayOfWeek(Signal_ITF_GoodDayOfWeek);
|
||
|
|
filter4.BadDaysOfWeek(Signal_ITF_BadDaysOfWeek);
|
||
|
|
filter4.Weight(Signal_ITF_Weight);
|
||
|
|
//--- Creation of trailing object
|
||
|
|
CTrailingNone *trailing=new CTrailingNone;
|
||
|
|
if(trailing==NULL)
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error creating trailing");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
//--- Add trailing to expert (will be deleted automatically))
|
||
|
|
if(!ExtExpert.InitTrailing(trailing))
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error initializing trailing");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
//--- Set trailing parameters
|
||
|
|
//--- Creation of money object
|
||
|
|
CMoneyFixedLot *money=new CMoneyFixedLot;
|
||
|
|
if(money==NULL)
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error creating money");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
//--- Add money to expert (will be deleted automatically))
|
||
|
|
if(!ExtExpert.InitMoney(money))
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error initializing money");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
//--- Set money parameters
|
||
|
|
money.Lots(Money_FixLot_Lots);
|
||
|
|
//--- Check all trading objects parameters
|
||
|
|
if(!ExtExpert.ValidationSettings())
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
//--- Tuning of all necessary indicators
|
||
|
|
if(!ExtExpert.InitIndicators())
|
||
|
|
{
|
||
|
|
//--- failed
|
||
|
|
printf(__FUNCTION__+": error initializing indicators");
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
return(INIT_FAILED);
|
||
|
|
}
|
||
|
|
//--- ok
|
||
|
|
return(INIT_SUCCEEDED);
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| Deinitialization function of the expert |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void OnDeinit(const int reason)
|
||
|
|
{
|
||
|
|
ExtExpert.Deinit();
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| "Tick" event handler function |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void OnTick()
|
||
|
|
{
|
||
|
|
ExtExpert.OnTick();
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| "Trade" event handler function |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void OnTrade()
|
||
|
|
{
|
||
|
|
ExtExpert.OnTrade();
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//| "Timer" event handler function |
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
void OnTimer()
|
||
|
|
{
|
||
|
|
ExtExpert.OnTimer();
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|