//+------------------------------------------------------------------+ //| CandleSimple.mq5 | //| Copyright 2022, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2022, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.00" #include #include #include //#include //#include //#include //#include #include CAccountInfo myAccount; CSymbolInfo mySymbol; // symbol info object COrderInfo myOrder; // pending orders object CHistoryOrderInfo myHistOrder; CPositionInfo myPosition; // trade position object CDealInfo myDeal; CTrade myTrade; // trading object #define IsVisualMode (bool)MQLInfoInteger(MQL_VISUAL_MODE) #define IsTesting (bool)MQLInfoInteger(MQL_TESTER) #define IsConnected (bool)TerminalInfoInteger(TERMINAL_CONNECTED) #define IsTradeAllowed (bool)MQLInfoInteger(MQL_TRADE_ALLOWED) #define NL "\n" #define _Balance AccountInfoDouble(ACCOUNT_BALANCE) #define _Margin AccountInfoDouble(ACCOUNT_MARGIN) #define _FreeMargin AccountInfoDouble(ACCOUNT_MARGIN_FREE) #define _LotStep SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP) #define _LotMin SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN) #define _LotMax SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX) #define _TickValue SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE) #define _TickSize SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE) #define _Ask SymbolInfoDouble(_Symbol, SYMBOL_ASK) #define _Bid SymbolInfoDouble(_Symbol, SYMBOL_BID) #define _PointValue _TickValue*_Point / _TickSize #define _Pip (double)((_Digits==3 || _Digits==5) ? _Point*10 : _Point) #define _PipValue _TickValue*_Pip / _TickSize #define _BrokerSpread (SymbolInfoDouble(_Symbol, SYMBOL_ASK)-SymbolInfoDouble(_Symbol, SYMBOL_BID)) #define _DigitsPip (int)log10(1/_Pip) #define _Digitslot (int)log10(1/_LotStep) enum ENUM_SIGNALS { NoSignal = 0, signalBuy = 1, signalSell = 2 }; // input variables input group "Money Management" //**** Input for MM ***** input double LotSize = 0.1; input double TradeRisk = 2.0; input group "Trade" input bool UseATRSL = true; input int StopLossPips = 20; input int TakeProfitPips = 40; input int MagicNumber = 12345; input int Slippage = 10; input double MaxSpread = 6.0; // Max Spread we allowed input int MaxPosition = 10; input bool CloseOnOpposite = false; input group "ATR" input int ATRPeriods = 20; input int ATRtimeframe = 0; input double ATRMultiplier = 2; input int CandleCount = 1; input bool UseDistanceFiltering = false; input int MinDistancePips = 10; int handle_iATR; // variable for storing the handle of the iMA indicator //global variables int count_buy, count_sell; double buy_op, sell_op; double buy_sl, sell_sl; double buy_tp, sell_tp; double buy_lot, sell_lot; double buy_profit, sell_profit; int buy_ticket=-1, sell_ticket=-1; bool opThisBar = false; double ExtStopLoss, ExtTakeProfit, ExtDistance; string Gap, ScreenMessage; double CurrentATR, ActualSL; datetime m_prev_bars = 0; // "0" -> D'1970.01.01 00:00'; double positionOpenPrice=0; //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- if(!mySymbol.Name(Symbol())) // sets symbol name return(INIT_FAILED); //--- myTrade.SetExpertMagicNumber(MagicNumber); myTrade.SetMarginMode(); //myTrade.SetTypeFillingBySymbol(mySymbol.Name()); myTrade.SetDeviationInPoints(Slippage); if(IsFillingTypeAllowed(_Symbol, ORDER_FILLING_FOK)) myTrade.SetTypeFilling(ORDER_FILLING_FOK); else return(INIT_PARAMETERS_INCORRECT); ExtDistance = MinDistancePips * _Pip; ExtStopLoss = StopLossPips * _Pip; ExtTakeProfit = TakeProfitPips * _Pip; handle_iATR=iATR(_Symbol, _Period, ATRPeriods); //--- if the handle is not created if(handle_iATR==INVALID_HANDLE) { //--- tell about the failure and output the error code PrintFormat("Failed to create handle of the iATR indicator for the symbol %s/%s, error code %d", Symbol(), EnumToString(Period()), GetLastError()); //--- the indicator is stopped early return(INIT_FAILED); } manageupperstatus("Candle Color Trader - CR 2013"); OnInitTestVisual(); //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- Comment(""); } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { OrdersInformation(); //--- we work only at the time of the birth of new bar datetime time_0=iTime(_Symbol,_Period,0); if(time_0==m_prev_bars) return; m_prev_bars=time_0; if(!CheckPermission())return; if(count_buy+count_sell>=MaxPosition) return; //if(GetSignal()==1) { if(GetSignal()==1) { if(count_sell>0 && CloseOnOpposite) { ClosePositions(POSITION_TYPE_SELL); return; } OpenPosition(POSITION_TYPE_BUY, CalculateLot(), correctStopLoss(), correctTakeProfit()); return; } //if(GetSignal()==2) { if(GetSignal()==2) { if(count_buy>0 && CloseOnOpposite) { ClosePositions(POSITION_TYPE_BUY); return; } OpenPosition(POSITION_TYPE_SELL, CalculateLot(), correctStopLoss(), correctTakeProfit()); return; } DisplayUserFeedback(); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int GetSignal() { if(iClose(_Symbol,PERIOD_CURRENT,1) > iOpen(_Symbol,PERIOD_CURRENT,1)) return signalBuy; if(iClose(_Symbol,PERIOD_CURRENT,1) < iOpen(_Symbol,PERIOD_CURRENT,1)) return signalSell; return NoSignal; } //+------------------------------------------------------------------+ void OrdersInformation() { count_buy=0; count_sell=0; buy_lot=0.0; sell_lot=0.0; buy_op=0.0; sell_op=0.0; buy_sl=0.0; sell_sl=0.0; buy_tp=0.0; sell_tp=0.0; buy_profit=0.0; sell_profit=0.0; buy_ticket=ULONG_MAX; sell_ticket=ULONG_MAX; for(int i=PositionsTotal()-1; i>=0; i--) { if(myPosition.SelectByIndex(i)) { // selects the position by index for further access to its properties if(myPosition.Symbol()==mySymbol.Name() && myPosition.Magic()==MagicNumber) { positionOpenPrice = myPosition.PriceOpen(); if(myPosition.PositionType()==POSITION_TYPE_BUY) { count_buy++; buy_ticket = myPosition.Ticket(); buy_op = myPosition.PriceOpen(); buy_sl = myPosition.StopLoss(); buy_tp = myPosition.TakeProfit(); buy_lot = myPosition.Volume(); buy_profit = myPosition.Profit(); } if(myPosition.PositionType()==POSITION_TYPE_SELL) { count_sell++; sell_ticket = myPosition.Ticket(); sell_op = myPosition.PriceOpen(); sell_sl = myPosition.StopLoss(); sell_tp = myPosition.TakeProfit(); sell_lot = myPosition.Volume(); sell_profit = myPosition.Profit(); } } } } } //+------------------------------------------------------------------+ //| Open Buy position | //+------------------------------------------------------------------+ bool OpenPosition(ENUM_POSITION_TYPE pos_type, double volume, double sl, double tp) { string EA_COMMENT = MQLInfoString(MQL_PROGRAM_NAME); sl=mySymbol.NormalizePrice(sl); tp=mySymbol.NormalizePrice(tp); if(pos_type==POSITION_TYPE_BUY) { if(!myTrade.Buy(volume, mySymbol.Name(), mySymbol.Ask(), sl, tp, EA_COMMENT)) { return(false); } } if(pos_type==POSITION_TYPE_SELL) { if(!myTrade.Sell(volume, mySymbol.Name(), mySymbol.Bid(), sl, tp, EA_COMMENT)) { return(false); } } myTrade.PrintResult(); return(true); } //+------------------------------------------------------------------+ //| Close positions | //+------------------------------------------------------------------+ bool ClosePositions(const ENUM_POSITION_TYPE pos_type) { for(int i=PositionsTotal()-1; i>=0; i--) { if(myPosition.SelectByIndex(i)) { if(myPosition.Symbol()!=mySymbol.Name())continue; if(myPosition.Magic()!=MagicNumber) continue; if(!CheckSpreadForTrade())continue; if(myPosition.PositionType()==pos_type) { if(!myTrade.PositionClose(myPosition.Ticket())) return(false); } } } myTrade.PrintResult(); return(true); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool IsNewBar(const ENUM_TIMEFRAMES tf = PERIOD_CURRENT) { datetime bar_time=0; if (bar_time < iTime(Symbol(), tf, 0)) { bar_time = iTime(Symbol(), tf, 0); return (false); } return (true); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ double CalculateLot() { double sl=0; CurrentATR = iATRGet(1)*ATRMultiplier; //ActualSL = (UseATRSL) ? iATRGet(1)/_Pip : StopLossPips; sl = (UseATRSL) ? CurrentATR : ExtStopLoss; double RiskInMoney = _Balance*(TradeRisk/100); double slRangeInPoints = GetSignal()==1 ? (_Ask-ActualSL)/_Point : (ActualSL-_Bid)/_Point; double lot = RiskInMoney / (slRangeInPoints*_PointValue); if (LotSize>0) lot=LotSize; if (lot < _LotMin) lot = _LotMin; return(NormalizeLot(lot)); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ double correctStopLoss() { CurrentATR = iATRGet(1)*ATRMultiplier; double temp=0, sl=0; temp = UseATRSL ? CurrentATR : StopLossPips>0 ? ExtStopLoss : 0; if(temp==0) sl=0; else sl = GetSignal()==1 ? _Ask-temp : _Bid+temp+_BrokerSpread; return(NormalizePrice(sl)); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ double correctTakeProfit() { double tp=0; if(TakeProfitPips==0) tp=0; else tp = GetSignal()==1 ? _Ask+ExtTakeProfit : _Bid-ExtTakeProfit; return(NormalizePrice(tp)); } //+------------------------------------------------------------------+ //| Normalize price | //+------------------------------------------------------------------+ double NormalizePrice(double price) { if(_TickSize!=0) return(NormalizeDouble(MathRound(price/_TickSize)*_TickSize,_Digits)); //--- return(NormalizeDouble(price,_Digits)); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ double NormalizeLot(double thelot) { double lots = _LotStep * NormalizeDouble(thelot / _LotStep, 0); lots = MathMax(MathMin(_LotMax, lots), _LotMin); return (lots); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void DisplayUserFeedback() { CurrentATR = iATRGet(1)*ATRMultiplier; double swapLong = SymbolInfoDouble(_Symbol, SYMBOL_SWAP_LONG); double swapShort = SymbolInfoDouble(_Symbol, SYMBOL_SWAP_SHORT); string CommentString = ""; CommentString+="\n" + "Candle Color Trading EA" + "\n"; CommentString+="local time: "+TimeToString(TimeLocal() + TIME_DATE|TIME_MINUTES|TIME_SECONDS) + "\n"; CommentString+="server time: "+TimeToString(TimeCurrent() + TIME_DATE|TIME_MINUTES|TIME_SECONDS) + "\n"; CommentString+="+---------+ general information and settings:" + "\n"; CommentString+="Current ATR with multiplier: " + DoubleToString(CurrentATR/_Pip,0) + " (multiplier: " + DoubleToString(ATRMultiplier,2) + ")" + "\n"; CommentString+="Current stop loss: " + DoubleToString(ActualSL/_Pip,0) + "\n"; CommentString+="Current lot size: " + DoubleToString(CalculateLot(),_Digitslot) + "\n"; CommentString+="Magic number: " + (string)MagicNumber + "\n"; CommentString+=" " + "\n"; CommentString+="open trades: " + string(count_buy+count_sell) + " | types: "+string(count_buy ? "buy" : "sell") + "\n"; CommentString+=" " + "\n"; CommentString+="Spread = " + DoubleToString(_BrokerSpread, 1) + " | LongSwap " + DoubleToString(swapLong, 2) + ": ShortSwap " + DoubleToString(swapShort, 2) + "\n"; CommentString+="---------------------------------------------\n"; Comment(CommentString); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ void manageupperstatus(string addstatus) { ObjectDelete(0,"Upper_Status"); if(addstatus!="") { ObjectCreate(0, "Upper_Status", OBJ_LABEL, 0, 0, 0); ObjectSetInteger(0,"Upper_Status", OBJPROP_CORNER,1); ObjectSetInteger(0,"Upper_Status", OBJPROP_XDISTANCE, 2); ObjectSetInteger(0,"Upper_Status", OBJPROP_YDISTANCE, 13); ObjectSetString (0, "Upper_Status", OBJPROP_TEXT, addstatus); ObjectSetString (0, "Upper_Status", OBJPROP_FONT, "Verdana"); ObjectSetInteger(0, "Upper_Status", OBJPROP_FONTSIZE, 9); ObjectSetInteger(0, "Upper_Status", OBJPROP_COLOR, clrWhite); } } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ void OnInitTestVisual() { if (IsVisualMode || (!IsTesting)) { long hwnd=ChartID(); if(hwnd>0) { // If it succeeded, additionally customize //--- Set the indent of the right border of the chart ChartSetInteger(hwnd,CHART_SHIFT,true); //--- Display as candlesticks ChartSetInteger(hwnd,CHART_MODE,CHART_CANDLES); ChartSetInteger(hwnd,CHART_SHOW_PERIOD_SEP, false); ChartSetInteger(hwnd,CHART_SHOW_GRID, false); ChartSetInteger(hwnd,CHART_FOREGROUND, false); ChartSetInteger(hwnd,CHART_BRING_TO_TOP,true); ChartSetInteger(hwnd,CHART_SHOW_ASK_LINE,true); ChartSetInteger(hwnd,CHART_SHIFT,true); ChartSetInteger(hwnd,CHART_AUTOSCROLL,true); ChartSetDouble(hwnd,CHART_SHIFT_SIZE,20); //--- Set the tick volume display mode //ChartSetInteger(handle,CHART_SHOW_VOLUMES,CHART_VOLUME_TICK); } } } //+------------------------------------------------------------------+ bool CheckPermission() { if(IsTesting) { return (true); } if (!IsTradeAllowed || !IsConnected || IsStopped() || !CheckFilterForTrade() || !CheckSpreadForTrade() ) return (false); return(true); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ bool CheckFilterForTrade() { if(UseDistanceFiltering) if(MathAbs(positionOpenPrice-_Bid) < ExtDistance) return(false); return(true); } //+------------------------------------------------------------------+ //| CheckSpreadForTrade | //+------------------------------------------------------------------+ bool CheckSpreadForTrade() { //-- if Broker Spread > Max Spread we are allowed if(MaxSpread < _BrokerSpread/_Pip) { string msgTemp = "Broker spread "+(string)_BrokerSpread+" at "+(string)_Symbol+ " has larger than max spread = "+(string)MaxSpread+" we allowed" + "\n"; msgTemp += "We wait until broker spread reduced."; return(false); } //--- checking successful return(true); } //+------------------------------------------------------------------+ //| Get value of buffers for the iRSI | //+------------------------------------------------------------------+ double iATRGet(const int index) { double ATR[1]; //--- reset error code ResetLastError(); //--- fill a part of the iATR array with values from the indicator buffer that has 0 index if(CopyBuffer(handle_iATR,0,index,1,ATR)<0) { //--- if the copying fails, tell the error code PrintFormat("Failed to copy data from the iRSI indicator, error code %d",GetLastError()); //--- quit with zero result - it means that the indicator is considered as not calculated return(EMPTY_VALUE); } return(ATR[0]); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Checks if the specified filling mode is allowed | //+------------------------------------------------------------------+ bool IsFillingTypeAllowed(string symbol,int fill_type) { //--- Obtain the value of the property that describes allowed filling modes int filling=(int)SymbolInfoInteger(symbol,SYMBOL_FILLING_MODE); //--- Return true, if mode fill_type is allowed return((filling &fill_type)==fill_type); } //+------------------------------------------------------------------+ //| Get value of buffers | //+------------------------------------------------------------------+ double iGetArray(const int handle, const int buffer, const int start_pos, const int count, double &arr_buffer[]) { bool result=true; if(!ArrayIsDynamic(arr_buffer)) { Print("This a no dynamic array!"); return(false); } ArrayFree(arr_buffer); //--- reset error code ResetLastError(); //--- fill a part of the iBands array with values from the indicator buffer int copied=CopyBuffer(handle, buffer, start_pos, count, arr_buffer); if(copied!=count) { //--- if the copying fails, tell the error code PrintFormat("Failed to copy data from the indicator, error code %d", GetLastError()); //--- quit with zero result - it means that the indicator is considered as not calculated return(false); } return(result); } //+------------------------------------------------------------------+