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| #property copyright "Copyright 2017-2021, Artur Zas" | ||
| #property link "https://www.az-invest.eu" | ||
| #property version "1.13" | ||
| //#define ULTIMATE_RENKO_LICENSE // uncomment when used on Ultimate Renko chart from https://www.az-invest.eu/ultimate-renko-indicator-generator-for-metatrader-5 | ||
| //#define TICKCHART_LICENSE // uncomment when used on a Tick chart from https://www.az-invest.eu/Tick-chart-and-volume-chart-for-mt5 | ||
|
|
||
| // | ||
| // Uncomment only ONE of the 3 directives listed below and recompile | ||
| // ----------------------------------------------------------------- | ||
| // | ||
| // | ||
| //#define EA_ON_RANGE_BARS // Use EA on RangeBar chart | ||
| //#define EA_ON_RENKO // Use EA on Renko charts | ||
| #define EA_ON_XTICK_CHART // Use EA on XTick Chart | ||
|
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||
| // Uncomment the directive below and recompile if EA is used with P-Renko BR Ultimate | ||
| // ---------------------------------------------------------------------------------- | ||
| // | ||
| // #define P_RENKO_BR_PRO // Use in P-Renko BR Ultimate version | ||
|
|
||
| // | ||
| // Uncomment the directive below and recompile for use in a backtest only | ||
| // ---------------------------------------------------------------------- | ||
| // | ||
| // #define SHOW_INDICATOR_INPUTS | ||
|
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||
| // Include all needed files | ||
|
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||
| #ifdef EA_ON_RANGE_BARS | ||
| #include <AZ-INVEST/SDK/RangeBars.mqh> | ||
| RangeBars *customBars = NULL; | ||
| #endif | ||
| #ifdef EA_ON_RENKO | ||
| #include <AZ-INVEST/SDK/MedianRenko.mqh> | ||
| MedianRenko *customBars = NULL; | ||
| #endif | ||
| #ifdef EA_ON_XTICK_CHART | ||
| #include <AZ-INVEST/SDK/TickChart.mqh> | ||
| TickChart *customBars = NULL; | ||
| #endif | ||
|
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||
| #include <AZ-INVEST/SDK/TimeControl.mqh> | ||
| #include <AZ-INVEST/SDK/TradeFunctions.mqh> | ||
|
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||
| enum ENUM_TRADE_DIRECTION | ||
| { | ||
| TRADE_DIRECTION_BUY = POSITION_TYPE_BUY, // Buy | ||
| TRADE_DIRECTION_SELL = POSITION_TYPE_SELL, // Sell | ||
| TRADE_DIRECTION_ALL = 1000, // Buy & Sell | ||
| }; | ||
|
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||
| // EA input parameters | ||
|
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||
| input double Lots = 0.1; // Traded lots | ||
| input uint StopLoss = 100; // Stop Loss (in points) | ||
| input uint TakeProfit = 250; // Take profit (in points) | ||
| input ENUM_TRADE_DIRECTION ValidTradeDirection = TRADE_DIRECTION_ALL; // Valid trading type | ||
| input bool ForceSR = false; // Force Stop & Reverse | ||
| input bool ReverseOnMACrossInsideGap = true; // Reverse trade if MA cross inside a gap | ||
| input bool CloseTradeAfterTradingHours = true; // Close trade after trading hours | ||
| input ulong DeviationPoints = 0; // Maximum defiation (in points) | ||
| input double ManualTickSize = 0.000; // Tick Size (0 = auto detect) | ||
| input string Start="9:00"; // Start trading at | ||
| input string End="17:55"; // End trading at | ||
| input ulong MagicNumber=5150; // Assign trade ID | ||
| input int NumberOfRetries = 50; // Maximum number of retries | ||
| input int BusyTimeout_ms = 1000; // Wait [ms] before retry on bussy errors | ||
| input int RequoteTimeout_ms = 250; // Wait [ms] before retry on requotes | ||
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| // Global data buffers | ||
|
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| double MA1[]; // Buffer for moving average 1 | ||
| double MA2[]; // Buffer for moving average 2 | ||
|
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||
| // Read 3 rates & 3 MA values starting from current (uncompleted) bar | ||
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| int startAtBar = 0; | ||
| int numberOfBars = 3; | ||
|
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| // EA variables | ||
|
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| CMarketOrder *marketOrder = NULL; | ||
| CTimeControl *timeControl = NULL; | ||
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| ulong currentTicket; | ||
| ENUM_POSITION_TYPE currentPositionType; | ||
| ENUM_POSITION_TYPE signal; | ||
| ENUM_POSITION_TYPE validation; | ||
|
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||
| #ifdef EA_ON_RANGE_BARS | ||
| static int _MA1 = RANGEBAR_MA1; | ||
| static int _MA2 = RANGEBAR_MA2; | ||
| #endif | ||
| #ifdef EA_ON_RENKO | ||
| static int _MA1 = RENKO_MA1; | ||
| static int _MA2 = RENKO_MA2; | ||
| #endif | ||
| #ifdef EA_ON_XTICK_CHART | ||
| static int _MA1 = TICKCHART_MA1; | ||
| static int _MA2 = TICKCHART_MA2; | ||
| #endif | ||
|
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||
| //+------------------------------------------------------------------+ | ||
| //| Expert initialization function | | ||
| //+------------------------------------------------------------------+ | ||
| int OnInit() | ||
| { | ||
| if(customBars == NULL) | ||
| { | ||
| #ifdef EA_ON_RANGE_BARS | ||
| customBars = new RangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true); | ||
| #endif | ||
| #ifdef EA_ON_RENKO | ||
| customBars = new MedianRenko(MQLInfoInteger((int)MQL5_TESTING) ? false : true); | ||
| #endif | ||
| #ifdef EA_ON_XTICK_CHART | ||
| customBars = new TickChart(MQLInfoInteger((int)MQL5_TESTING) ? false : true); | ||
| #endif | ||
| } | ||
|
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| customBars.Init(); | ||
| if(customBars.GetHandle() == INVALID_HANDLE) | ||
| return(INIT_FAILED); | ||
|
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| signal = POSITION_TYPE_NONE; | ||
|
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| CMarketOrderParameters params; | ||
| { | ||
| params.m_async_mode = false; | ||
| params.m_magic = MagicNumber; | ||
| params.m_deviation = DeviationPoints; | ||
| params.m_type_filling = ORDER_FILLING_FOK; | ||
|
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| params.numberOfRetries = NumberOfRetries; | ||
| params.busyTimeout_ms = BusyTimeout_ms; | ||
| params.requoteTimeout_ms = RequoteTimeout_ms; | ||
| } | ||
|
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| marketOrder = new CMarketOrder(params); | ||
|
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| if(timeControl == NULL) | ||
| { | ||
| timeControl = new CTimeControl(); | ||
| } | ||
|
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| timeControl.SetValidTraingHours(Start,End); | ||
|
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| return(INIT_SUCCEEDED); | ||
| } | ||
| //+------------------------------------------------------------------+ | ||
| //| Expert deinitialization function | | ||
| //+------------------------------------------------------------------+ | ||
| void OnDeinit(const int reason) | ||
| { | ||
| customBars.Deinit(); | ||
|
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| // delete TimeControl class | ||
|
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||
| if(timeControl != NULL) | ||
| { | ||
| delete timeControl; | ||
| timeControl = NULL; | ||
| } | ||
|
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| // delete MarketOrder class | ||
|
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||
| if(marketOrder != NULL) | ||
| { | ||
| delete marketOrder; | ||
| marketOrder = NULL; | ||
| } | ||
|
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| // delete MedianRenko class | ||
|
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| if(customBars != NULL) | ||
| { | ||
| delete customBars; | ||
| customBars = NULL; | ||
| } | ||
|
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| Comment(""); | ||
| } | ||
| //+------------------------------------------------------------------+ | ||
| //| Expert tick function | | ||
| //+------------------------------------------------------------------+ | ||
| void OnTick() | ||
| { | ||
| if(marketOrder == NULL || customBars == NULL || timeControl == NULL) | ||
| return; | ||
|
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||
| if(customBars.IsNewBar()) | ||
| { | ||
| if(timeControl.IsScheduleEnabled()) | ||
| { | ||
| Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()); | ||
| } | ||
| else | ||
| { | ||
| Comment("EA trading schedule OFF"); | ||
| } | ||
|
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| if(!timeControl.IsTradingTimeValid()) | ||
| { | ||
| if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber)) | ||
| { | ||
| if(currentTicket > 0 && CloseTradeAfterTradingHours) | ||
| { | ||
| // close position outside of trading hours | ||
| marketOrder.Close(currentTicket); | ||
| } | ||
| } | ||
|
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||
| return; | ||
| } | ||
|
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||
| // | ||
| // Get moving average values for current, last completed bar and the bar before that... | ||
| // | ||
|
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||
| if(!customBars.GetMA(_MA1,MA1,startAtBar,numberOfBars)) | ||
| { | ||
| Print("Error getting values from MA1 - please enable MA1 on chart"); | ||
| } | ||
| else if(!customBars.GetMA(_MA2,MA2,startAtBar,numberOfBars)) | ||
| { | ||
| Print("Error getting values from MA2 - please enable MA2 on chart"); | ||
| } | ||
| else | ||
| { | ||
|
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| signal = MovingAverageCross(); | ||
| validation = MovingAverageValidation(); | ||
|
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| if(timeControl.IsScheduleEnabled()) | ||
| { | ||
| Comment("EA trading schedule ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()+ | ||
| "\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+ | ||
| "\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+ | ||
| "\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+ | ||
| "\n MA validation = "+marketOrder.PositionTypeToString(validation)+ | ||
| "\n"); | ||
| } | ||
| else | ||
| { | ||
| Comment("EA trading schedule not used. Trading is enabled."+ | ||
| "\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+ | ||
| "\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+ | ||
| "\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+ | ||
| "\n MA validation = "+marketOrder.PositionTypeToString(validation)+ | ||
| "\n"); | ||
| } | ||
|
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| if(signal == POSITION_TYPE_BUY) | ||
| { | ||
| if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_SELL,MagicNumber)) | ||
| { | ||
| if(currentTicket > 0 && ForceSR) | ||
| { | ||
| if(IsTradeDirectionValid(POSITION_TYPE_SELL)) | ||
| { | ||
| PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket); | ||
| marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit); | ||
| } | ||
| } | ||
| return; | ||
| } | ||
| else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_BUY,MagicNumber)) | ||
| { | ||
| if(IsTradeDirectionValid(POSITION_TYPE_BUY)) | ||
| marketOrder.Long(_Symbol,Lots,StopLoss,TakeProfit); | ||
|
|
||
| return; | ||
| } | ||
| } | ||
| else if(signal == POSITION_TYPE_SELL) | ||
| { | ||
| if(marketOrder.IsOpen(currentTicket,_Symbol,POSITION_TYPE_BUY,MagicNumber)) | ||
| { | ||
| if(currentTicket > 0 && ForceSR) | ||
| { | ||
| if(IsTradeDirectionValid(POSITION_TYPE_SELL)) | ||
| { | ||
| PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket); | ||
| marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit); | ||
| } | ||
| } | ||
| return; | ||
| } | ||
| else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_SELL,MagicNumber)) | ||
| { | ||
| if(IsTradeDirectionValid(POSITION_TYPE_SELL)) | ||
| marketOrder.Short(_Symbol,Lots,StopLoss,TakeProfit); | ||
|
|
||
| return; | ||
| } | ||
| } | ||
|
|
||
| // | ||
| // Handling of crosses inside price gap | ||
| // Condition: No valid cross signal, but MA validation changed | ||
| // | ||
|
|
||
| if(marketOrder.IsOpen(currentTicket,currentPositionType,_Symbol,MagicNumber)) | ||
| { | ||
| if(currentTicket > 0) | ||
| { | ||
| if((currentPositionType != validation) && (validation != POSITION_TYPE_NONE) && signal == POSITION_TYPE_NONE) | ||
| { | ||
| if(ReverseOnMACrossInsideGap) | ||
| { | ||
| // reverse position on signal change inside gap. | ||
| PrintFormat("Reversing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket); | ||
| marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit); | ||
| } | ||
| else | ||
| { | ||
| // close position on signal change inside gap. | ||
| PrintFormat("Closing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket); | ||
| marketOrder.Close(currentTicket); | ||
| } | ||
| } | ||
| } | ||
| } | ||
| } | ||
| } | ||
| } | ||
|
|
||
| // | ||
| // Trade direction validation (Is it OK to trade in the given direction?) | ||
| // | ||
|
|
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| bool IsTradeDirectionValid(ENUM_POSITION_TYPE signalDirection) | ||
| { | ||
| if(ValidTradeDirection == TRADE_DIRECTION_ALL) | ||
| return true; | ||
|
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| if(signalDirection == POSITION_TYPE_BUY && ValidTradeDirection == TRADE_DIRECTION_BUY) | ||
| return true; | ||
| else if(signalDirection == POSITION_TYPE_SELL && ValidTradeDirection == TRADE_DIRECTION_SELL) | ||
| return true; | ||
| else | ||
| return false; | ||
| } | ||
|
|
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| // | ||
| // MA cross logic | ||
| // | ||
|
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| ENUM_POSITION_TYPE MovingAverageCross() | ||
| { | ||
| if(2 < numberOfBars-1) | ||
| { | ||
| Alert("Invalid number of MA readings defined! MA Cross cannot be determined."); | ||
| return POSITION_TYPE_NONE; | ||
| } | ||
|
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| if((MA2[1] > MA1[1]) && (MA2[2] < MA1[2])) | ||
| return POSITION_TYPE_SELL; | ||
| else if((MA2[1] < MA1[1]) && (MA2[2] > MA1[2])) | ||
| return POSITION_TYPE_BUY; | ||
| else | ||
| return POSITION_TYPE_NONE; | ||
| } | ||
|
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| ENUM_POSITION_TYPE MovingAverageValidation() | ||
| { | ||
| if(MA2[1] > MA1[1]) | ||
| return POSITION_TYPE_SELL; | ||
| else if(MA2[1] < MA1[1]) | ||
| return POSITION_TYPE_BUY; | ||
|
|
||
| return POSITION_TYPE_NONE; | ||
| } |
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