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Bug fixes and compatibility with version 2.01
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| #property copyright "Copyright 2017, AZ-iNVEST" | ||
| #property link "http://www.az-invest.eu" | ||
| #property version "1.00" | ||
| #property description "Example EA: Trading based on Renko SuperTrend signals." | ||
| #property description "One trade at a time. Each trade has TP & SL" | ||
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| // | ||
| // Helper functions for placing market orders. | ||
| // | ||
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| #include <AZ-INVEST/SDK/TradeFunctions.mqh> | ||
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| // | ||
| // Inputs | ||
| // | ||
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| input double InpLotSize = 0.1; | ||
| input int InpSLPoints = 200; | ||
| input int InpTPPoints = 600; | ||
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| input ulong InpMagicNumber=5150; | ||
| input ulong InpDeviationPoints = 0; | ||
| input int InpNumberOfRetries = 50; | ||
| input int InpBusyTimeout_ms = 1000; | ||
| input int InpRequoteTimeout_ms = 250; | ||
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| // | ||
| // Globa variables | ||
| // | ||
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| ENUM_POSITION_TYPE Signal; | ||
| ulong currentTicket; | ||
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| // | ||
| // SHOW_INDICATOR_INPUTS *NEEDS* to be defined, if the EA needs to be *tested in MT5's backtester* | ||
| // ------------------------------------------------------------------------------------------------- | ||
| // Using '#define SHOW_INDICATOR_INPUTS' will show the MedianRenko indicator's inputs | ||
| // NOT using the '#define SHOW_INDICATOR_INPUTS' statement will read the settigns a chart with | ||
| // the MedianRenko indicator attached. | ||
| // | ||
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| #define SHOW_INDICATOR_INPUTS | ||
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| // | ||
| // You need to include the MedianRenko.mqh header file | ||
| // | ||
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| #include <AZ-INVEST/SDK/MedianRenko.mqh> | ||
| // | ||
| // To use the MedainRenko indicator in your EA you need do instantiate the indicator class (MedianRenko) | ||
| // and call the Init() method in your EA's OnInit() function. | ||
| // Don't forget to release the indicator when you're done by calling the Deinit() method. | ||
| // Example shown in OnInit & OnDeinit functions below: | ||
| // | ||
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| MedianRenko * medianRenko; | ||
| CMarketOrder * marketOrder; | ||
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| //+------------------------------------------------------------------+ | ||
| //| Expert initialization function | | ||
| //+------------------------------------------------------------------+ | ||
| int OnInit() | ||
| { | ||
| medianRenko = new MedianRenko(); | ||
| if(medianRenko == NULL) | ||
| return(INIT_FAILED); | ||
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| medianRenko.Init(); | ||
| if(medianRenko.GetHandle() == INVALID_HANDLE) | ||
| return(INIT_FAILED); | ||
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| // | ||
| // Init MarketOrder class - used for placing market ortders. | ||
| // | ||
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| CMarketOrderParameters params; | ||
| { | ||
| params.m_async_mode = false; | ||
| params.m_magic = InpMagicNumber; | ||
| params.m_deviation = InpDeviationPoints; | ||
| params.m_type_filling = ORDER_FILLING_FOK; | ||
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| params.numberOfRetries = InpNumberOfRetries; | ||
| params.busyTimeout_ms = InpBusyTimeout_ms; | ||
| params.requoteTimeout_ms = InpRequoteTimeout_ms; | ||
| } | ||
| marketOrder = new CMarketOrder(params); | ||
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| return(INIT_SUCCEEDED); | ||
| } | ||
| //+------------------------------------------------------------------+ | ||
| //| Expert deinitialization function | | ||
| //+------------------------------------------------------------------+ | ||
| void OnDeinit(const int reason) | ||
| { | ||
| if(medianRenko != NULL) | ||
| { | ||
| medianRenko.Deinit(); | ||
| delete medianRenko; | ||
| } | ||
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| // | ||
| // delete MarketOrder class | ||
| // | ||
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| if(marketOrder != NULL) | ||
| { | ||
| delete marketOrder; | ||
| } | ||
| } | ||
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| // | ||
| // At this point you may use the renko data fetching methods in your EA. | ||
| // Brief demonstration presented below in the OnTick() function: | ||
| // | ||
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| //+------------------------------------------------------------------+ | ||
| //| Expert tick function | | ||
| //+------------------------------------------------------------------+ | ||
| void OnTick() | ||
| { | ||
| // | ||
| // It is considered good trading & EA coding practice to perform calculations | ||
| // when a new bar is fully formed. | ||
| // The IsNewBar() method is used for checking if a new renko bar has formed | ||
| // | ||
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| if(medianRenko.IsNewBar()) | ||
| { | ||
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| // | ||
| // Getting SuperTrend values is done using the | ||
| // GetSuperTrend(double &SuperTrendHighArray[], double &SuperTrendArray[], double &SuperTrendLowArray[], int start, int count) | ||
| // method. Example below: | ||
| // | ||
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| double HighArray[]; // This array will store the values of the high SuperTrend line | ||
| double MidArray[]; // This array will store the values of the middle SuperTrend line | ||
| double LowArray[]; // This array will store the values of the low SuperTrend line | ||
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| int startAtBar = 1; // get values starting from the last completed bar. | ||
| int numberOfBars = 2; // gat a total of 3 values (for 3 bars starting from bar 1 (last completed)) | ||
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| if(medianRenko.GetSuperTrend(HighArray,MidArray,LowArray,startAtBar,numberOfBars)) | ||
| { | ||
| // | ||
| // Read signal bar's time for optional debug log | ||
| // | ||
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| string barTime = ""; | ||
| MqlRates RenkoRatesInfoArray[]; // This array will store the MqlRates data for renkos | ||
| if(medianRenko.GetMqlRates(RenkoRatesInfoArray,startAtBar,numberOfBars)) | ||
| barTime = (string)RenkoRatesInfoArray[0].time; | ||
| // | ||
| // | ||
| // | ||
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| if(SuperTrendSignal(HighArray,MidArray,LowArray,Signal,barTime)) | ||
| { | ||
| if(Signal == POSITION_TYPE_NONE) | ||
| return; | ||
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| // | ||
| // Trade signal on the SuperTrend indicator | ||
| // Open trade only if there are currntly no active trades | ||
| // | ||
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| if(!marketOrder.IsOpen(currentTicket,_Symbol,InpMagicNumber)) | ||
| { | ||
| if(Signal == POSITION_TYPE_BUY) | ||
| { | ||
| Print("BUY signal at "+barTime); // optional debug log | ||
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| if(marketOrder.Long(_Symbol,InpLotSize,InpSLPoints,InpTPPoints)) | ||
| Print("Long position opened."); | ||
| } | ||
| else if(Signal == POSITION_TYPE_SELL) | ||
| { | ||
| Print("SELL singal at "+barTime); // optional debug log | ||
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| if(marketOrder.Short(_Symbol,InpLotSize,InpSLPoints,InpTPPoints)) | ||
| Print("Short position opened."); | ||
| } | ||
| } | ||
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| } | ||
| } | ||
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| } | ||
| } | ||
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| // | ||
| // Function determines the trade signal on the SuperTrend indicator | ||
| // | ||
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| bool SuperTrendSignal(double &H[], double &M[], double &L[], ENUM_POSITION_TYPE &signal,string time) | ||
| { | ||
| if((H[1] == 0) && (L[1] == 0)) // no data to process | ||
| { | ||
| signal = POSITION_TYPE_NONE; | ||
| return false; | ||
| } | ||
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| // Uncomment line below for optional debug output: | ||
| //Print(time+": H[1] = "+DoubleToString(H[1],_Digits)+" L[0] = "+DoubleToString(L[0],_Digits)+" | L[1] = "+DoubleToString(L[1],_Digits)+" H[0] = "+DoubleToString(H[0],_Digits)); | ||
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| if((H[1] == M[1]) && (L[0] == M[0])) | ||
| { | ||
| // | ||
| // Super trend shifted from Low to High band => Buy Signal | ||
| // | ||
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| signal = POSITION_TYPE_BUY; | ||
| return true; | ||
| } | ||
| else if((L[1] == M[1]) && (H[0] == M[0])) | ||
| { | ||
| // | ||
| // Super trend shifted from High to Low band => Sell Signal | ||
| // | ||
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| signal = POSITION_TYPE_SELL; | ||
| return true; | ||
| } | ||
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| // | ||
| // No signal detected | ||
| // | ||
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| signal = POSITION_TYPE_NONE; | ||
| return false; | ||
| } |
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Include/SDK/CommonSettings.mqh → Include/AZ-INVEST/SDK/CommonSettings.mqh
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