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model_macd.mqh
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model_macd.mqh
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//+------------------------------------------------------------------+
//| ProjectName |
//| Copyright 2010, CompanyName |
//| http://www.companyname.net |
//+------------------------------------------------------------------+
#include <Models\Model.mqh>
#include <mm.mqh>
//+----------------------------------------------------------------------+
//| This model uses MACD indicator. |
//| Buy when the indicator crosses zero line upward |
//| Sell when the indicator crosses zero line downward |
//+----------------------------------------------------------------------+
struct cmodel_macd_param
{
string symbol;
ENUM_TIMEFRAMES timeframe;
int fast_ema;
int slow_ema;
int signal_ema;
double delta;
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class cmodel_macd : public CModel
{
private:
int m_slow_ema;
int m_fast_ema;
int m_signal_ema;
int m_handle_macd;
double m_macd_buff_main[];
double m_macd_current;
double m_macd_previous;
public:
cmodel_macd();
bool Init();
bool Init(cmodel_macd_param &m_param);
bool Init(ulong magic,string name,string symbol,ENUM_TIMEFRAMES TimeFrame,double delta,uint FastEMA,uint SlowEMA,uint SignalEMA);
bool Init(string symbol,ENUM_TIMEFRAMES timeframes,int slow_ma,int fast_ma,int smothed_ma);
bool Processing();
protected:
bool InitIndicators();
bool CheckParam(cmodel_macd_param &m_param);
bool LongOpened();
bool ShortOpened();
bool LongClosed();
bool ShortClosed();
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
cmodel_macd::cmodel_macd()
{
m_handle_macd=INVALID_HANDLE;
ArraySetAsSeries(m_macd_buff_main,true);
m_macd_current=0.0;
m_macd_previous=0.0;
}
//this default loader
bool cmodel_macd::Init()
{
m_magic = 148394;
m_model_name = "MACD MODEL";
m_symbol = _Symbol;
m_timeframe = _Period;
m_slow_ema = 8;
m_fast_ema = 32;
m_signal_ema = 3;
m_delta = 0;
if(!InitIndicators())return(false);
return(true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool cmodel_macd::Init(cmodel_macd_param &m_param)
{
m_magic = 148394;
m_model_name = "MACD MODEL";
m_symbol = m_param.symbol;
m_timeframe = (ENUM_TIMEFRAMES)m_param.timeframe;
m_fast_ema = m_param.fast_ema;
m_slow_ema = m_param.slow_ema;
m_signal_ema = m_param.signal_ema;
m_delta = m_param.delta;
if(!CheckParam(m_param))return(false);
if(!InitIndicators())return(false);
return(true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool cmodel_macd::Init(ulong magic,string name,string symbol,ENUM_TIMEFRAMES TimeFrame,double delta,uint FastEMA,uint SlowEMA,uint SignalEMA)
{
if(FastEMA==0)FastEMA=8;
if(SlowEMA==0)SlowEMA=32;
if(SignalEMA==0)SignalEMA=3;
m_magic=magic;
m_model_name=name;
m_symbol=symbol;
m_timeframe=TimeFrame;
m_fast_ema=FastEMA;
m_slow_ema=SlowEMA;
m_signal_ema=SignalEMA;
m_delta=delta;
if(!InitIndicators())return(false);
return(true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool cmodel_macd::CheckParam(cmodel_macd_param &m_param)
{
if(!SymbolInfoInteger(m_symbol,SYMBOL_SELECT))
{
Print("Symbol ",m_symbol," select failed. Check valid name symbol");
return(false);
}
if(m_fast_ema==0)
{
Print("Fast EMA must be > 0");
return(false);
}
if(m_slow_ema==0)
{
Print("Slow EMA must be > 0");
return(false);
}
if(m_signal_ema==0)
{
Print("Signal EMA must be > 0");
return(false);
}
return(true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool cmodel_macd::InitIndicators()
{
if(m_handle_macd==INVALID_HANDLE)
{
Print("Load indicators...");
if((m_handle_macd=iMACD(m_symbol,m_timeframe,m_fast_ema,m_slow_ema,m_signal_ema,PRICE_CLOSE))==INVALID_HANDLE)
{
printf("Error creating MACD indicator");
return(false);
}
}
return(true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool cmodel_macd::Processing()
{
//if(m_symbol_info.TradeMode()==SYMBOL_TRADE_MODE_DISABLED)return(false);
//if(m_account_info.TradeAllowed()==false)return(false);
//if(m_account_info.TradeExpert()==false)return(false);
m_symbol_info.Name(m_symbol);
m_symbol_info.RefreshRates();
CopyBuffer(this.m_handle_macd,0,1,2,m_macd_buff_main);
m_macd_current=m_macd_buff_main[0];
m_macd_previous=m_macd_buff_main[1];
GetNumberOrders(m_orders);
/*if(m_orders.buy_orders>0) */ LongClosed();
/*else*/ LongOpened();
/*if(m_orders.sell_orders!=0)*/ ShortClosed();
/*else*/ ShortOpened();
return(true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool cmodel_macd::LongOpened(void)
{
if(m_symbol_info.TradeMode()==SYMBOL_TRADE_MODE_DISABLED)return(false);
if(m_symbol_info.TradeMode()==SYMBOL_TRADE_MODE_SHORTONLY)return(false);
if(m_symbol_info.TradeMode()==SYMBOL_TRADE_MODE_CLOSEONLY)return(false);
bool rezult;
double lot=0.01;
mm open_mm;
m_symbol_info.Name(m_symbol);
m_symbol_info.RefreshRates();
CopyBuffer(this.m_handle_macd,0,1,2,m_macd_buff_main);
m_macd_current=m_macd_buff_main[0];
m_macd_previous=m_macd_buff_main[1];
GetNumberOrders(m_orders);
//Print("LongOpened");
if(m_macd_current>0 && m_macd_previous<=0 &&(m_orders.buy_orders!=10))
{
//lot=open_mm.jons_fp(m_symbol,ORDER_TYPE_BUY,m_symbol_info.Ask(),0.01,10000,m_delta);
double sl=m_symbol_info.Bid()-30*_Point;
double tp=m_symbol_info.Ask()+65*_Point;
rezult=SendOrder(m_symbol,ORDER_TYPE_BUY,ORDER_ADD,0,lot,m_symbol_info.Ask(),sl,tp,"MACD Buy");
return(rezult);
}
return(false);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool cmodel_macd::ShortOpened(void)
{
if(m_symbol_info.TradeMode()==SYMBOL_TRADE_MODE_DISABLED)return(false);
if(m_symbol_info.TradeMode()==SYMBOL_TRADE_MODE_LONGONLY)return(false);
if(m_symbol_info.TradeMode()==SYMBOL_TRADE_MODE_CLOSEONLY)return(false);
bool rezult;
double lot=0.01;
mm open_mm;
m_symbol_info.Name(m_symbol);
m_symbol_info.RefreshRates();
CopyBuffer(this.m_handle_macd,0,1,2,m_macd_buff_main);
m_macd_current=m_macd_buff_main[0];
m_macd_previous=m_macd_buff_main[1];
GetNumberOrders(m_orders);
if(m_macd_current<=0 && m_macd_previous>=0 && (m_orders.sell_orders!=10))
{
//lot=open_mm.jons_fp(m_symbol,ORDER_TYPE_SELL,m_symbol_info.Bid(),0.01,10000,m_delta);
rezult=SendOrder(m_symbol,ORDER_TYPE_SELL,ORDER_ADD,0,lot,m_symbol_info.Bid(),m_symbol_info.Ask()+30*_Point,m_symbol_info.Bid()-65*_Point,"MACD Sell");
return(rezult);
}
return(false);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool cmodel_macd::LongClosed(void)
{
if(m_symbol_info.TradeMode()==SYMBOL_TRADE_MODE_DISABLED)return(false);
CTableOrders *t;
int total_elements;
int rez=false;
total_elements=ListTableOrders.Total();
if(total_elements==0)return(false);
for(int i=total_elements-1;i>=0;i--)
{
if(CheckPointer(ListTableOrders)==POINTER_INVALID)continue;
t=ListTableOrders.GetNodeAtIndex(i);
if(CheckPointer(t)==POINTER_INVALID)continue;
if(t.Type()!=ORDER_TYPE_BUY)continue;
m_symbol_info.Refresh();
m_symbol_info.RefreshRates();
CopyBuffer(this.m_handle_macd,0,1,2,m_macd_buff_main);
if(m_symbol_info.Bid()<=t.StopLoss() && t.StopLoss()!=0.0)
{
rez=SendOrder(m_symbol,ORDER_TYPE_SELL,ORDER_DELETE,t.Ticket(),t.VolumeInitial(),m_symbol_info.Bid(),0.0,0.0,"MACD: buy closed buy stop-loss");
}
if(m_macd_current<0 && m_macd_previous>=0)
{
//Print("Long Closed by Order Send");
rez=SendOrder(m_symbol,ORDER_TYPE_SELL,ORDER_DELETE,t.Ticket(),t.VolumeInitial(),m_symbol_info.Bid(),0.0,0.0,"MACD: buy closed by signal");
}
}
return(rez);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool cmodel_macd::ShortClosed(void)
{
if(m_symbol_info.TradeMode()==SYMBOL_TRADE_MODE_DISABLED)return(false);
CTableOrders *t;
int total_elements;
int rez=false;
total_elements=ListTableOrders.Total();
if(total_elements==0)return(false);
for(int i=total_elements-1;i>=0;i--)
{
if(CheckPointer(ListTableOrders)==POINTER_INVALID)continue;
t=ListTableOrders.GetNodeAtIndex(i);
if(CheckPointer(t)==POINTER_INVALID)continue;
if(t.Type()!=ORDER_TYPE_SELL)continue;
m_symbol_info.Refresh();
m_symbol_info.RefreshRates();
CopyBuffer(this.m_handle_macd,0,1,2,m_macd_buff_main);
if(m_symbol_info.Ask()>=t.StopLoss() && t.StopLoss()!=0.0)
{
rez=SendOrder(m_symbol,ORDER_TYPE_BUY,ORDER_DELETE,t.Ticket(),t.VolumeInitial(),m_symbol_info.Ask(),0.0,0.0,"MACD: sell closed buy stop-loss");
}
if(m_macd_current>0 && m_macd_previous<=0)
{
rez=SendOrder(m_symbol,ORDER_TYPE_BUY,ORDER_DELETE,t.Ticket(),t.VolumeInitial(),m_symbol_info.Ask(),0.0,0.0,"MACD: sell closed by signal");
}
}
return(rez);
}
//+------------------------------------------------------------------+