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