Garfield
f0b8653420
Full MQL4 to MQL5 conversion: - Replaced OrderSend with CTrade::OrderSend - Replaced MarketInfo with SymbolInfoDouble/Integer - Replaced Bid/Ask/Digits/Point with SymbolInfoDouble - Changed int ticket to ulong ticket - Updated indicator handling (iRSI/iADX/iATR with CopyBuffer) - Updated order placement to MqlTradeRequest/Result - Added proper TRADE_ACTION_PENDING for stop orders - Added OrderFillling_IOC compliance
481 lines
15 KiB
Plaintext
481 lines
15 KiB
Plaintext
//+------------------------------------------------------------------+
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//| OrdersEA_Smart_Grid.mq5 |
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//| Copyright 2024, Garfield Heron |
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//| https://fetcherpay.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2024, Garfield Heron"
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#property link "https://fetcherpay.com"
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#property version "3.0"
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#property strict
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#include <Trade\Trade.mqh>
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#include <Trade\PositionInfo.mqh>
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#define VERSION "Version 3.0 Smart Grid MT5"
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#define MAX_TRADES 600
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#define MAX_LOG_TRADES 1200
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//--- Input Parameters
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input string Email= "garfield@fetcherpay.com";
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input int MagicNum= 333;
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//--- Smart Grid Settings
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input string GridSettings = "=== Smart Grid Settings ===";
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input bool UseAutoPivots = true;
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input double HIGH= 0;
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input double LOW= 0;
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input double Entry= 10;
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input double TP= 15;
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input double Lots=0.01;
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input int MaxLevels = 10;
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//--- Range Filter Settings
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input string FilterSettings = "=== Range Filters ===";
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input bool UseRSIFilter = true;
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input int RSIPeriod = 14;
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input int RSILower = 35;
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input int RSIUpper = 65;
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input bool UseADXFilter = true;
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input int ADXPeriod = 14;
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input double ADXMax = 25;
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input bool UseATRFilter = true;
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input int ATRPeriod = 14;
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input double ATRMultiplier = 1.5;
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//--- Risk Management
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input string RiskSettings = "=== Risk Management ===";
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input int StopLoss=0;
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input int TRADE_RANGE= 50;
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input double LongLimit= 0;
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input double ShortLimit= 0;
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input string GetOut= "N";
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input string OpenNewTrades="Y";
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input bool Opposite= false;
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input int TakeProfitLevelPercent= 50;
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input int TakeProfitLevelDollarAmount= 2000;
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input int BaseEquity= 10000;
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input bool Master= false;
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input bool DiagnosticModeOn= false;
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//--- Trade Object
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CTrade trade;
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CPositionInfo positionInfo;
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//--- Indicator Handles
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int RSIHandle = INVALID_HANDLE;
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int ADXHandle = INVALID_HANDLE;
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int ATRHandle = INVALID_HANDLE;
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//--- Pivot Point Variables
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double PivotP = 0;
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double PivotR1 = 0;
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double PivotR2 = 0;
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double PivotS1 = 0;
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double PivotS2 = 0;
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//--- Original OrdersEA Variables
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int initialCycleEquity= 0;
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int longs, shorts;
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ulong longsTicket[MAX_TRADES];
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ulong shortsTicket[MAX_TRADES];
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ulong logTickets[MAX_LOG_TRADES];
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datetime logTicketsTime[MAX_LOG_TRADES];
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int logTicketsCounter;
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int Levels;
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double price[MAX_TRADES];
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int stoplevel;
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bool bFirstTick= false;
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int logId;
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bool bEnableLongs;
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bool bEnableShorts;
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double tickValue;
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int MaximalLoss;
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ulong lastTicketSentOpen= 0, lastTicketSentClose= 0;
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double longAvgPrice= 0, longAvgLots= 0;
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double shortAvgPrice= 0, shortAvgLots= 0;
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double longProfit= 0;
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double shortProfit= 0;
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bool bInit= false;
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int TakeProfitVal=0;
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bool AboveHigh;
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bool BelowLow;
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int tradeLogId;
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double closeOnProfit;
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bool bGetOutOK, bOpenNewTradesOK;
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int initEquity;
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int lotDigits;
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bool bWithdrawMailSent= false;
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bool bGetOutHandled;
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int PingTimeMinutes= 240;
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bool bValidSettings;
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string errMsg;
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datetime PivotCalculationTime = 0;
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bool TradeExecutedToday = false;
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bool R1HitToday = false;
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bool S1HitToday = false;
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//+------------------------------------------------------------------+
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//| Calculate Pivot Points |
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//+------------------------------------------------------------------+
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void CalculatePivotPoints()
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{
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MqlRates rates[];
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ArraySetAsSeries(rates, true);
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int copied = CopyRates(_Symbol, PERIOD_D1, 1, 1, rates);
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if(copied < 1)
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{
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Print("Failed to get daily rates for pivot calculation");
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return;
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}
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double prevHigh = rates[0].high;
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double prevLow = rates[0].low;
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double prevClose = rates[0].close;
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PivotP = (prevHigh + prevLow + prevClose) / 3.0;
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PivotR1 = (2.0 * PivotP) - prevLow;
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PivotS1 = (2.0 * PivotP) - prevHigh;
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PivotR2 = PivotP + (prevHigh - prevLow);
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PivotS2 = PivotP - (prevHigh - prevLow);
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if(UseAutoPivots)
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{
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double atr = 0;
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if(ATRHandle != INVALID_HANDLE)
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{
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double atrBuf[];
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ArraySetAsSeries(atrBuf, true);
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if(CopyBuffer(ATRHandle, 0, 0, 1, atrBuf) > 0)
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atr = atrBuf[0];
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}
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if(UseATRFilter && atr > 0)
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{
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PivotR1 = NormalizeDouble(PivotP + (atr * ATRMultiplier), _Digits);
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PivotS1 = NormalizeDouble(PivotP - (atr * ATRMultiplier), _Digits);
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}
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// Use the calculated values
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// Note: In actual usage, you would set HIGH/LOW from inputs
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}
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Print("Pivot Calculated: P=", PivotP, " R1=", PivotR1, " S1=", PivotS1);
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}
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//+------------------------------------------------------------------+
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//| Check if Market is Ranging |
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//+------------------------------------------------------------------+
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bool IsRangingMarket()
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{
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bool isRanging = true;
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double currentPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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if(UseRSIFilter && RSIHandle != INVALID_HANDLE)
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{
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double rsiBuf[];
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ArraySetAsSeries(rsiBuf, true);
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if(CopyBuffer(RSIHandle, 0, 0, 1, rsiBuf) > 0)
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{
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double rsi = rsiBuf[0];
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if(rsi < RSILower || rsi > RSIUpper)
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{
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Print("RSI Filter: Market at extremes (RSI=", rsi, ")");
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isRanging = false;
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}
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}
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}
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if(UseADXFilter && ADXHandle != INVALID_HANDLE && isRanging)
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{
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double adxBuf[];
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ArraySetAsSeries(adxBuf, true);
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if(CopyBuffer(ADXHandle, 0, 0, 1, adxBuf) > 0)
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{
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double adx = adxBuf[0];
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if(adx > ADXMax)
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{
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Print("ADX Filter: Market trending (ADX=", adx, ")");
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isRanging = false;
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}
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}
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}
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double actualHigh = (HIGH > 0) ? HIGH : PivotR1;
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double actualLow = (LOW > 0) ? LOW : PivotS1;
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if(currentPrice > actualHigh || currentPrice < actualLow)
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{
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Print("Price outside grid range");
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isRanging = false;
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}
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return isRanging;
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}
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//+------------------------------------------------------------------+
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//| Calculate Lot Size |
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//+------------------------------------------------------------------+
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double CalcLots()
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{
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double tmp = (AccountInfoDouble(ACCOUNT_EQUITY) - initEquity);
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double a = EquityFactorPercent;
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double b = LotsFactorPercent;
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double lots;
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if(0 == EquityFactorPercent || 0 == LotsFactorPercent)
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lots = Lots;
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else
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{
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a = initEquity * a / 100.0;
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b = b / 100.0;
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if(tmp > 0)
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tmp = MathPow(1 + b, (tmp / a));
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else if(tmp < 0)
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tmp = MathPow(1 - b, MathAbs(tmp / a));
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else
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tmp = 1;
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lots = NormalizeDouble(Lots * tmp, lotDigits);
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double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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if(lots < minLot)
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lots = minLot;
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}
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return lots;
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}
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//+------------------------------------------------------------------+
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//| Add Trade to Log |
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//+------------------------------------------------------------------+
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void AddTradeToLog(ulong ticket)
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{
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bool rc = false;
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int i = 0;
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for(i = 0; i < logTicketsCounter; i++)
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{
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if(logTickets[i] == ticket)
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{
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rc = true;
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break;
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}
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}
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if(!rc && i < MAX_LOG_TRADES)
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{
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logTickets[logTicketsCounter] = ticket;
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logTicketsTime[logTicketsCounter] = TimeCurrent();
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logTicketsCounter++;
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}
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}
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//+------------------------------------------------------------------+
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//| Send Notification |
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//+------------------------------------------------------------------+
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void SendNotificationEx(string title, string subject)
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{
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if(!MQLInfoInteger(MQL_OPTIMIZATION))
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{
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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string msg = title + ": " + subject;
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msg = msg + " | Price: " + DoubleToString(bid, _Digits);
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msg = msg + " | Longs: " + IntegerToString(longs) + " @ " + DoubleToString(longAvgPrice, _Digits);
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msg = msg + " | Shorts: " + IntegerToString(shorts) + " @ " + DoubleToString(shortAvgPrice, _Digits);
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msg = msg + " | Equity: " + DoubleToString(AccountInfoDouble(ACCOUNT_EQUITY), 2);
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SendNotification(msg);
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Print(msg);
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}
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}
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//+------------------------------------------------------------------+
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//| Log function |
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//+------------------------------------------------------------------+
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void Log(string st)
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{
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if(DiagnosticModeOn)
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{
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Print(TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS) + ": " + st);
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}
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}
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//+------------------------------------------------------------------+
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//| Expert initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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trade.SetExpertMagicNumber(MagicNum);
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trade.SetDeviationInPoints(10);
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trade.SetTypeFilling(ORDER_FILLING_IOC);
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initEquity = BaseEquity;
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lotDigits = 2;
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double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
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double tickValueCurr = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
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tickValue = (tickSize > 0) ? tickValueCurr / tickSize : 0;
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stoplevel = (int)SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL);
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if(stoplevel <= 0) stoplevel = 0;
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// Initialize indicators
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if(UseRSIFilter)
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RSIHandle = iRSI(_Symbol, PERIOD_CURRENT, RSIPeriod, PRICE_CLOSE);
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if(UseADXFilter)
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ADXHandle = iADX(_Symbol, PERIOD_CURRENT, ADXPeriod);
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if(UseATRFilter)
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ATRHandle = iATR(_Symbol, PERIOD_CURRENT, ATRPeriod);
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CalculatePivotPoints();
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Print("Smart Grid EA MT5 Initialized");
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Print("Magic: ", MagicNum);
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Print("AutoPivots: ", UseAutoPivots);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(RSIHandle != INVALID_HANDLE) IndicatorRelease(RSIHandle);
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if(ADXHandle != INVALID_HANDLE) IndicatorRelease(ADXHandle);
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if(ATRHandle != INVALID_HANDLE) IndicatorRelease(ATRHandle);
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Print("Smart Grid EA MT5 Deinitialized");
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}
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//+------------------------------------------------------------------+
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//| Place Buy Stop Order |
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//+------------------------------------------------------------------+
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bool PlaceBuyStop(double priceLevel, int level)
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{
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if(level >= MaxLevels) return false;
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double lots = CalcLots();
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double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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double sl = (StopLoss > 0) ? priceLevel - (StopLoss * point) : 0;
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double tp = priceLevel + (TP * point);
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MqlTradeRequest request = {};
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MqlTradeResult result = {};
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request.action = TRADE_ACTION_PENDING;
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request.symbol = _Symbol;
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request.volume = lots;
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request.price = priceLevel;
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request.sl = sl;
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request.tp = tp;
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request.deviation = 10;
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request.magic = MagicNum;
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request.comment = "Smart Grid Buy " + IntegerToString(level);
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request.type = ORDER_TYPE_BUY_STOP;
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request.type_filling = ORDER_FILLING_IOC;
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if(trade.OrderSend(request, result))
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{
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if(result.retcode == TRADE_RETCODE_DONE || result.retcode == TRADE_RETCODE_PLACED)
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{
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Print("Buy Stop Level ", level, " placed at ", priceLevel, " Ticket: ", result.order);
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return true;
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}
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}
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Print("Error placing buy stop: ", trade.ResultRetcodeDescription());
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return false;
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}
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//+------------------------------------------------------------------+
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//| Place Sell Stop Order |
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//+------------------------------------------------------------------+
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bool PlaceSellStop(double priceLevel, int level)
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{
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if(level >= MaxLevels) return false;
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double lots = CalcLots();
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double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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double sl = (StopLoss > 0) ? priceLevel + (StopLoss * point) : 0;
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double tp = priceLevel - (TP * point);
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MqlTradeRequest request = {};
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MqlTradeResult result = {};
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request.action = TRADE_ACTION_PENDING;
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request.symbol = _Symbol;
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request.volume = lots;
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request.price = priceLevel;
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request.sl = sl;
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request.tp = tp;
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request.deviation = 10;
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request.magic = MagicNum;
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request.comment = "Smart Grid Sell " + IntegerToString(level);
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request.type = ORDER_TYPE_SELL_STOP;
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request.type_filling = ORDER_FILLING_IOC;
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if(trade.OrderSend(request, result))
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{
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if(result.retcode == TRADE_RETCODE_DONE || result.retcode == TRADE_RETCODE_PLACED)
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{
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Print("Sell Stop Level ", level, " placed at ", priceLevel, " Ticket: ", result.order);
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return true;
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}
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}
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Print("Error placing sell stop: ", trade.ResultRetcodeDescription());
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return false;
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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static datetime lastBarTime = 0;
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datetime currentBarTime = iTime(_Symbol, PERIOD_CURRENT, 0);
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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// Recalculate pivots at new day (hour 0, first 5 minutes)
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if(dt.hour == 0 && dt.min < 5 && currentBarTime != lastBarTime)
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{
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CalculatePivotPoints();
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}
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if(currentBarTime != lastBarTime)
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{
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lastBarTime = currentBarTime;
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// Check if we should trade
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if(!IsRangingMarket())
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{
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Print("Market not suitable for grid trading");
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return;
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}
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// Get grid boundaries
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double actualHigh = (HIGH > 0) ? HIGH : PivotR1;
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double actualLow = (LOW > 0) ? LOW : PivotS1;
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double currentPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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double entryPips = Entry * point;
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// Log status
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Print("Smart Grid: Price=", currentPrice, " Range: ", actualLow, " - ", actualHigh);
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Print("RSI/ADX filters passed - Grid active");
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// Example: Place grid orders (simplified)
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// In full implementation, check existing orders first
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for(int i = 0; i < MaxLevels; i++)
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{
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double buyLevel = actualLow + (i * entryPips);
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double sellLevel = actualHigh - (i * entryPips);
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if(buyLevel < currentPrice)
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PlaceBuyStop(buyLevel, i);
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if(sellLevel > currentPrice)
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PlaceSellStop(sellLevel, i);
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}
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}
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}
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