200 lines
8.7 KiB
MQL5
200 lines
8.7 KiB
MQL5
//+------------------------------------------------------------------+
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//| t3.mq5 |
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//| Thorsten Fischer Copyright 2019-2020 |
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//| https://mql5.tfsystem.de |
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//+------------------------------------------------------------------+
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#property copyright "Thorsten Fischer Copyright 2019-2020"
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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\SignalMACD.mqh>
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//--- available trailing
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#include <Expert\Trailing\TrailingFixedPips.mqh>
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//--- available money management
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#include <Expert\Money\MoneyFixedMargin.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 ="t3"; // Document name
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ulong Expert_MagicNumber =10199; //
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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_MA_PeriodMA =12; // Moving Average(12,0,...) Period of averaging
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input int Signal_MA_Shift =0; // Moving Average(12,0,...) Time shift
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input ENUM_MA_METHOD Signal_MA_Method =MODE_SMA; // Moving Average(12,0,...) Method of averaging
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input ENUM_APPLIED_PRICE Signal_MA_Applied =PRICE_CLOSE; // Moving Average(12,0,...) Prices series
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input double Signal_MA_Weight =1.0; // Moving Average(12,0,...) Weight [0...1.0]
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input int Signal_MACD_PeriodFast =12; // MACD(12,24,9,PRICE_CLOSE) Period of fast EMA
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input int Signal_MACD_PeriodSlow =24; // MACD(12,24,9,PRICE_CLOSE) Period of slow EMA
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input int Signal_MACD_PeriodSignal =9; // MACD(12,24,9,PRICE_CLOSE) Period of averaging of difference
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input ENUM_APPLIED_PRICE Signal_MACD_Applied =PRICE_CLOSE; // MACD(12,24,9,PRICE_CLOSE) Prices series
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input double Signal_MACD_Weight =1.0; // MACD(12,24,9,PRICE_CLOSE) Weight [0...1.0]
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//--- inputs for trailing
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input int Trailing_FixedPips_StopLevel =30; // Stop Loss trailing level (in points)
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input int Trailing_FixedPips_ProfitLevel=50; // Take Profit trailing level (in points)
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//--- inputs for money
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input double Money_FixMargin_Percent =10.0; // Percentage of margin
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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(Symbol(),Period(),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_MA_PeriodMA);
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filter0.Shift(Signal_MA_Shift);
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filter0.Method(Signal_MA_Method);
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filter0.Applied(Signal_MA_Applied);
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filter0.Weight(Signal_MA_Weight);
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//--- Creating filter CSignalMACD
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CSignalMACD *filter1=new CSignalMACD;
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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.PeriodFast(Signal_MACD_PeriodFast);
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filter1.PeriodSlow(Signal_MACD_PeriodSlow);
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filter1.PeriodSignal(Signal_MACD_PeriodSignal);
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filter1.Applied(Signal_MACD_Applied);
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filter1.Weight(Signal_MACD_Weight);
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//--- Creation of trailing object
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CTrailingFixedPips *trailing=new CTrailingFixedPips;
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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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trailing.StopLevel(Trailing_FixedPips_StopLevel);
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trailing.ProfitLevel(Trailing_FixedPips_ProfitLevel);
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//--- Creation of money object
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CMoneyFixedMargin *money=new CMoneyFixedMargin;
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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.Percent(Money_FixMargin_Percent);
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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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