How to create a simple Multi-Currency Expert Advisor using MQL5 (Part 3): Added symbols prefixes and/or suffixes and Trading Time Session
MetaTrader 5
—
Trading
| 9 November 2023, 12:49
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Introduction
Several fellow traders sent emails or commented about how to use this Multi-Currency EA on brokers with symbol names that have prefixes and/or suffixes, and also
how to implement trading time zones or trading time sessions on this Multi-Currency EA.
Therefore, on this occasion I will explain and create a function to be implemented in the EA in the previous article FXSAR_MTF_MCEA by adding an automatic detection function for broker symbols with prefixes and/or suffixes and Trading Time Zones.
Plans and Features
1. Trading Currency Pairs.This Multi-Currency Expert Advisor is planned to trade on a Symbol or Pair as follows:
For Forex:
EURUSD,GBPUSD,AUDUSD,NZDUSD,USDCAD,USDCHF,USDJPY,EURGBP,
EURAUD, EURNZD, EURCAD, EURCHF, EURJPY, GBPAUD, GBPNZD, GBPCAD,
GBPCHF,GBPJPY,AUDNZD,AUDCAD,AUDCHF,AUDJPY,NZDCAD,NZDCHF,
NZDJPY, CADCHF, CADJPY, CHFJPY = 28 pairs
Plus 2 Metal pairs: XAUUSD (Gold) and XAGUSD (Silver)
Total is 30 pairs.
In the previous article I said that, this Multi-Currency Expert Advisor will not work with brokers with symbol or pair names that have prefixes or suffixes.
In Expert Advisors (EAs) that only work on single currencies (one pair, one EA), there will be no problems regarding brokers with symbol names that have prefixes and/or suffixes.
But in the multi-currency EA that I created, it became a problem because we first registered 30 pairs that would be traded with standard symbol names commonly used by many brokers. This method is the fastest and simplest compared to having to input the pair names one by one in the expert input properties, there is also the possibility of errors due to typos.
Actually, traders or coders who will use EA principles like the ones we created can manually edit all 30 pairs that listed and it won't cause any problems.
But all of us, including me, would actually prefer it if a function was created to automatically handle symbol names that have prefixes and/or suffixes, so that if an EA is used on MetaTrader5 from a broker with special symbol names like that, everything will run smoothly.
The weakness of the function for detecting symbol names that have prefixes and suffixes is that this function only works on pairs or symbol names for forex and metal in MT5, but will not work on custom symbols and indexes.
In this version, because we add a trading session (trading time zone), we will also add 10 option pairs to be traded which may correspond to the time for the trading session.
One of the 10 option pairs that will be traded is "Trader Wishes Pairs", where the pairs that will be traded must be input manually by the trader on the expert input property.
Note: always remember that the name of the pair entered must already be in the list of 30 pairs.
2. Trading Session (Time Zone).
As we know, Metatrader platform has two versions: MT4 and MT5, which were created by MetaQuotes Software Corporation in 2005 (Metatrader4) and 2010 (Metatrader5). This company is of Russian origin and is a leader in the financial software market.
The MetaTrader5 time offset setting is different for each broker depending on the time zone of the broker referring to GMT/UTC Time. You can also see the broker time offset setting for the trade server on the top left of the Metatrader5 platform. But in general the broker's time of trade server refers to the New York Exchange Market (NYEM) Closing time, as when the MetaTrader5 shows 00:00, NYEM is closing.
The forex market is open 24 hours a day, 5 days a week, across the world. The market first opens on Monday in New Zealand at 8:00 AM local time or 20:00 GMT/UTC, followed by the start of one of the major market sessions in Sydney at 9:00 AM Monday local time, which is 21:00 GMT/UTC Sunday. (Standard time offset)
To get the trading time zone, we must first know the latest time from the current time of the trade server. Then we also have to know the time difference (in hours) from the time of trader server compared to GMT/UTC time. In term of changing the time forward by 1 hour during daylight saving time has no effect on the time of trade server, because the time trade server of Metatrader5 will also advance by 1 hour.
There are 5 forex time zones that are most widely used by traders in the world:
- New Zealand open at 20:00 and closes at 05:00 AM GMT/UTC, which is 8:00 AM and 5:00 PM local time.
- Sydney opens at 21:00 and closes at 7:00 AM GMT/UTC, which is 9:00 AM and 5:00 PM local time.
- Tokyo opens at 00:00 and closes at 9:00 AM GMT/UTC, which is 8:00 AM and 6:00 PM local time.
- London opens at 9:00 AM and closes at 19:00 GMT/UTC, which is 9:00 AM and 7:00 PM local time.
- New York opens at 13:00 and closes at 22:00 GMT/UTC, which is 9:00 AM and 7:00 PM local time.
Implementation of planning in the MQL5 program
1. Program header and properties input.
Include Header file MQL5
//+------------------------------------------------------------------+ //| Include | //+------------------------------------------------------------------+ #include <Trade\Trade.mqh> #include <Trade\PositionInfo.mqh> #include <Trade\SymbolInfo.mqh> #include <Trade\AccountInfo.mqh> //-- CTrade mc_trade; CSymbolInfo mc_symbol; CPositionInfo mc_position; CAccountInfo mc_account; //---
Enumeration to use Time Zone
//-- enum tm_zone { Cus_Session, // Trading on Custom Session New_Zealand, // Trading on New Zealand Session Australia, // Trading on Autralia Sydney Session Asia_Tokyo, // Trading on Asia Tokyo Session Europe_London, // Trading on Europe London Session US_New_York // Trading on US New York Session }; //--
Enumeration to select time hour
//-- enum swhour { hr_00=0, // 00:00 hr_01=1, // 01:00 hr_02=2, // 02:00 hr_03=3, // 03:00 hr_04=4, // 04:00 hr_05=5, // 05:00 hr_06=6, // 06:00 hr_07=7, // 07:00 hr_08=8, // 08:00 hr_09=9, // 09:00 hr_10=10, // 10:00 hr_11=11, // 11:00 hr_12=12, // 12:00 hr_13=13, // 13:00 hr_14=14, // 14:00 hr_15=15, // 15:00 hr_16=16, // 16:00 hr_17=17, // 17:00 hr_18=18, // 18:00 hr_19=19, // 19:00 hr_20=20, // 20:00 hr_21=21, // 21:00 hr_22=22, // 22:00 hr_23=23 // 23:00 }; //--
Enumeration to select time minutes
//-- enum inmnt { mn_00=0, // Minute 0 mn_05=5, // Minute 5 mn_10=10, // Minute 10 mn_15=15, // Minute 15 mn_20=20, // Minute 20 mn_25=25, // Minute 25 mn_30=30, // Minute 30 mn_35=35, // Minute 35 mn_40=40, // Minute 40 mn_45=45, // Minute 45 mn_50=50, // Minute 50 mn_55=55 // Minute 55 }; //--
Enumeration to select 10 option pairs to be traded
//-- enum PairsTrade { All30, // All Forex 30 Pairs TrdWi, // Trader Wishes Pairs Usds, // Forex USD Pairs Eurs, // Forex EUR Pairs Gbps, // Forex GBP Pairs Auds, // Forex AUD Pairs Nzds, // Forex NZD Pairs Cads, // Forex CDD Pairs Chfs, // Forex CHF Pairs Jpys // Forex JPY Pairs }; //--
Enumeration YN is used for options (Yes) or (No) in expert input properties.
//-- enum YN { No, Yes }; //--
Enumeration to use Money Management Lot size
//-- enum mmt { FixedLot, // Fixed Lot Size DynamLot // Dynamic Lot Size }; //--
Expert input properties:
//--- input group "=== Select Pairs to Trade ==="; // Selected Pairs to trading input PairsTrade usepairs = All30; // Select Pairs to Use input string traderwishes = "eg. eurusd,usdchf,gbpusd,gbpchf"; // If Use Trader Wishes Pairs, input pair name here, separate by comma //-- input group "=== Money Management Lot Size Parameter ==="; // Money Management Lot Size Parameter input mmt mmlot = DynamLot; // Money Management Type input double Risk = 10.0; // Percent Equity Risk per Trade (Min=1.0% / Max=10.0%) input double Lots = 0.01; // Input Manual Lot Size FixedLot //--Trade on Specific Time input group "=== Trade on Specific Time ==="; // Trade on Specific Time input YN trd_time_zone = Yes; // Select If You Like to Trade on Specific Time Zone input tm_zone session = Cus_Session; // Select Trading Time Zone input swhour stsescuh = hr_00; // Time Hour to Start Trading Custom Session (0-23) input inmnt stsescum = mn_15; // Time Minute to Start Trading Custom Session (0-55) input swhour clsescuh = hr_23; // Time Hour to Stop Trading Custom Session (0-23) input inmnt clsescum = mn_55; // Time Minute to Stop Trading Custom Session (0-55) //--Day Trading On/Off input group "=== Day Trading On/Off ==="; // Day Trading On/Off input YN ttd0 = No; // Select Trading on Sunday (Yes) or (No) input YN ttd1 = Yes; // Select Trading on Monday (Yes) or (No) input YN ttd2 = Yes; // Select Trading on Tuesday (Yes) or (No) input YN ttd3 = Yes; // Select Trading on Wednesday (Yes) or (No) input YN ttd4 = Yes; // Select Trading on Thursday (Yes) or (No) input YN ttd5 = Yes; // Select Trading on Friday (Yes) or (No) input YN ttd6 = No; // Select Trading on Saturday (Yes) or (No) //--Trade & Order management Parameter input group "=== Trade & Order management Parameter ==="; // Trade & Order management Parameter input YN use_sl = No; // Use Order Stop Loss (Yes) or (No) input YN autosl = Yes; // Use Automatic Calculation Stop Loss (Yes) or (No) input double SLval = 30; // If Not Use Automatic SL - Input SL value in Pips input YN use_tp = Yes; // Use Order Take Profit (Yes) or (No) input YN autotp = Yes; // Use Automatic Calculation Take Profit (Yes) or (No) input double TPval = 10; // If Not Use Automatic TP - Input TP value in Pips input YN TrailingSLTP = Yes; // Use Trailing SL/TP (Yes) or (No) input YN autotrl = Yes; // Use Automatic Trailing (Yes) or (No) input double TSval = 5; // If Not Use Automatic Trailing Input Trailing value in Pips input double TSmin = 5; // Minimum Pips to start Trailing Stop input double TPmin = 25; // Input Trailing Profit Value in Pips input YN Close_by_Opps = Yes; // Close Trade By Opposite Signal (Yes) or (No) input YN SaveOnRev = Yes; // Close Trade and Save profit due to weak signal (Yes) or (No) //--Others Expert Advisor Parameter input group "=== Others Expert Advisor Parameter ==="; // Others EA Parameter input YN alerts = Yes; // Display Alerts / Messages (Yes) or (No) input YN UseEmailAlert = No; // Email Alert (Yes) or (No) input YN UseSendnotify = No; // Send Notification (Yes) or (No) input YN trade_info_display = Yes; // Select Display Trading Info on Chart (Yes) or (No) input ulong magicEA = 2023102; // Expert ID (Magic Number) //---
In the expert input property group Trade on Specific Time, here the trader will choose:
to Trade on Specific Time Zone (Yes) or (No).
If Yes, select the enumeration options:
- Trading on Custom Session
- Trading on New Zealand Session
- Trading on Australia Sydney Session
- Trading on Asia Tokyo Session
- Trading on Europe London Session
- Trading on America New York Session
Trading on Custom Session:
In this session, traders must set the time or hours and minutes to start trading and the hours and minutes to close trading. So the EA will only carry out activities during the specified time from start time to close time.
In Trading on New Zealand Session to Trading on US New York Session, the time from start of trading to close of trading is calculated by the EA.
2. Class for working Expert Advisor.
To declare all variables, objects and functions needed in this Multi-Currency Expert Advisor, we will create a Class to specify the construction and configuration in the expert advisor workflow.
In particular, the variables used in the function for detecting prefix symbol names and/or suffix symbol names as well as time zone calculations we made it in the MCEA Class.
//+------------------------------------------------------------------+ //| Class for working Expert Advisor | //+------------------------------------------------------------------+ class MCEA { //--- private: //---- int x_year; // Year int x_mon; // Month int x_day; // Day of the month int x_hour; // Hour in a day int x_min; // Minutes int x_sec; // Seconds //-- int oBm, oSm, ldig; //--- Variables used in prefix and suffix symbols int posCur1, posCur2; int inpre, insuf; string pre,suf; //--- Variables are used in Trading Time Zone int ishour, onhour; datetime rem, znop, zncl, zntm; datetime SesCuOp, SesCuCl, Ses01Op, Ses01Cl, Ses02Op, Ses02Cl, Ses03Op, Ses03Cl, Ses04Op, Ses04Cl, Ses05Op, Ses05Cl, SesNoOp, SesNoCl; //-- string tz_ses, tz_opn, tz_cls; //-- string tmopcu, tmclcu, tmop01, tmcl01, tmop02, tmcl02, tmop03, tmcl03, tmop04, tmcl04, tmop05, tmcl05, tmopno, tmclno; //---------------------- //-- double LotPS; double slv, tpv, pip, xpip; double differ; double floatprofit, fixclprofit; //-- string pairs, hariini, daytrade, trade_mode; //-- double OPEN[], HIGH[], LOW[], CLOSE[]; datetime TIME[]; datetime closetime; //-- //------------ //------------ void SetSymbolNamePS(void); void HandlingSymbolArrays(void); void Set_Time_Zone(void); void Time_Zone(void); bool Trade_session(void); string PosTimeZone(void); int ThisTime(const int reqmode); int ReqTime(datetime reqtime,const int reqmode); //-- int DirectionMove(const string symbol); int GetPSARSignalMTF(string symbol); int PARSAR05(const string symbol); int PARSARMTF(const string symbol,ENUM_TIMEFRAMES mtf); int LotDig(const string symbol); //-- double MLots(const string symbx); double NonZeroDiv(double val1,double val2); double OrderSLSet(const string xsymb,ENUM_ORDER_TYPE type,double atprice); double OrderTPSet(const string xsymb,ENUM_ORDER_TYPE type,double atprice); double SetOrderSL(const string xsymb,ENUM_POSITION_TYPE type,double atprice); double SetOrderTP(const string xsymb,ENUM_POSITION_TYPE type,double atprice); double TSPrice(const string xsymb,ENUM_POSITION_TYPE ptype,int TS_type); //-- string ReqDate(int d,int h,int m); string TF2Str(ENUM_TIMEFRAMES period); string timehr(int hr,int mn); string TradingDay(void); string AccountMode(); string GetCommentForOrder(void) { return(expname); } //------------ public: //--- //-- FXSAR_MTF_MCEA_sptz Config -- string DIRI[], AS30[], VSym[]; string SPC[]; string USD[]; string EUR[]; string GBP[]; string AUD[]; string NZD[]; string CAD[]; string CHF[]; string JPY[]; //-- string expname; //-- int hPar05[]; int hPSAR[][5]; int ALO, dgts, arrsar, arrsymbx; int sall, arusd, aretc, arspc, arper; ulong slip; //-- double SARstep, SARmaxi; double profitb[], profits[]; //-- int Buy, Sell; int ccur, psec, xtto, TFArrays, checktml; int OpOr[],xob[],xos[]; //-- int year, // Year mon, // Month day, // Day hour, // Hour min, // Minutes sec, // Seconds dow, // Day of week (0-Sunday, 1-Monday, ... ,6-Saturday) doy; // Day number of the year (January 1st is assigned the number value of zero) //-- ENUM_TIMEFRAMES TFt, TFT05, TFSAR[]; //-- bool PanelExtra; //------------ MCEA(void); ~MCEA(void); //------------ //-- virtual void FXSAR_MTF_MCEA_sptz_Config(void); virtual void ExpertActionTrade(void); //-- void ArraySymbolResize(void); void CurrentSymbolSet(const string symbol); void Pips(const string symbol); void TradeInfo(void); void Do_Alerts(const string symbx,string msgText); void CheckOpenPMx(const string symbx); void SetSLTPOrders(void); void CloseBuyPositions(const string symbol); void CloseSellPositions(const string symbol); void CloseAllOrders(void); void CheckClose(const string symbx); void TodayOrders(void); void UpdatePrice(const string symbol,ENUM_TIMEFRAMES xtf); void RefreshPrice(const string symbx,ENUM_TIMEFRAMES xtf,int bars); //-- bool RefreshTick(const string symbx); bool TradingToday(void); bool OpenBuy(const string symbol); bool OpenSell(const string symbol); bool ModifyOrderSLTP(double mStop,double ordtp); bool ModifySLTP(const string symbx,int TS_type); bool CloseAllProfit(void); bool ManualCloseAllProfit(void); //-- int PairsIdxArray(const string symbol); int ValidatePairs(const string symbol); int TFIndexArray(ENUM_TIMEFRAMES TF); int GetOpenPosition(const string symbol); int GetCloseInWeakSignal(const string symbol,int exis); //-- string getUninitReasonText(int reasonCode); //-- //------------ //--- }; //-end class MCEA //---------//
The very first and foremost function in the Multi-Currency Expert Advisor work process that is called from OnInit() is FXSAR_MTF_MCEA_sptz_Config().
In the FXSAR_MTF_MCEA_sptz_Config() function, all symbols to be used are configured, all handle indicators used and some important functions of the include file header for the expert advisor workflow.
//+------------------------------------------------------------------+ //| Expert Configuration | //+------------------------------------------------------------------+ void MCEA::FXSAR_MTF_MCEA_sptz_Config(void) { //--- //-- HandlingSymbolArrays(); // With this function we will handle all pairs that will be traded //-- TFT05=PERIOD_M5; ENUM_TIMEFRAMES TFA[]={PERIOD_M15,PERIOD_M30,PERIOD_H1,PERIOD_H4,PERIOD_D1}; TFArrays=ArraySize(TFA); ArrayResize(TFSAR,TFArrays,TFArrays); ArrayCopy(TFSAR,TFA,0,0,WHOLE_ARRAY); //-- TFt=TFSAR[2]; //-- //-- iSAR Indicators handle for all symbol for(int x=0; x<arrsymbx; x++) { hPar05[x]=iSAR(DIRI[x],TFT05,SARstep,SARmaxi); //-- for(int i=0; i<TFArrays; i++) { hPSAR[x][i]=iSAR(DIRI[x],TFSAR[i],SARstep,SARmaxi); } } //-- ALO=(int)mc_account.LimitOrders()>arrsymbx ? arrsymbx : (int)mc_account.LimitOrders(); //-- LotPS=(double)ALO; //-- mc_trade.SetExpertMagicNumber(magicEA); mc_trade.SetDeviationInPoints(slip); mc_trade.SetMarginMode(); Set_Time_Zone(); //-- return; //--- } //-end FXSAR_MTF_MCEA_sptz_Config() //---------//
To configure the pair to be traded, we will call the HandlingSymbolArrays() function.
With HandlingSymbolArrays() function we will handle all pairs that will be traded.
void MCEA::HandlingSymbolArrays(void)
{
//---
string All30[]={"EURUSD","GBPUSD","AUDUSD","NZDUSD","USDCAD","USDCHF","USDJPY","EURGBP",
"EURAUD","EURNZD","EURCAD","EURCHF","EURJPY","GBPAUD","GBPNZD","GBPCAD",
"GBPCHF","GBPJPY","AUDNZD","AUDCAD","AUDCHF","AUDJPY","NZDCAD","NZDCHF",
"NZDJPY","CADCHF","CADJPY","CHFJPY","XAUUSD","XAGUSD"}; // 30 pairs
string USDs[]={"USDCAD","USDCHF","USDJPY","AUDUSD","EURUSD","GBPUSD","NZDUSD","XAUUSD","XAGUSD"}; // USD pairs
string EURs[]={"EURAUD","EURCAD","EURCHF","EURGBP","EURJPY","EURNZD","EURUSD"}; // EUR pairs
string GBPs[]={"GBPAUD","GBPCAD","GBPCHF","EURGBP","GBPJPY","GBPNZD","GBPUSD"}; // GBP pairs
string AUDs[]={"AUDCAD","AUDCHF","EURAUD","GBPAUD","AUDJPY","AUDNZD","AUDUSD"}; // AUD pairs
string NZDs[]={"AUDNZD","NZDCAD","NZDCHF","EURNZD","GBPNZD","NZDJPY","NZDUSD"}; // NZD pairs
string CADs[]={"AUDCAD","CADCHF","EURCAD","GBPCAD","CADJPY","NZDCAD","USDCAD"}; // CAD pairs
string CHFs[]={"AUDCHF","CADCHF","EURCHF","GBPCHF","NZDCHF","CHFJPY","USDCHF"}; // CHF pairs
string JPYs[]={"AUDJPY","CADJPY","CHFJPY","EURJPY","GBPJPY","NZDJPY","USDJPY"}; // JPY pairs
//--
sall=ArraySize(All30);
arusd=ArraySize(USDs);
aretc=ArraySize(EURs);
ArrayResize(VSym,sall,sall);
ArrayCopy(VSym,All30,0,0,WHOLE_ARRAY);
//--
if(usepairs==TrdWi && StringFind(traderwishes,"eg.",0)<0)
{
string to_split=traderwishes; // A string to split into substrings pairs name
string sep=","; // A separator as a character
ushort u_sep; // The code of the separator character
//--- Get the separator code
u_sep=StringGetCharacter(sep,0);
//--- Split the string to substrings
int p=StringSplit(to_split,u_sep,SPC);
if(p>0)
{
for(int i=0; i<p; i++) StringToUpper(SPC[i]);
//--
for(int i=0; i<p; i++)
{
if(ValidatePairs(SPC[i])<0) ArrayRemove(SPC,i,1);
}
}
arspc=ArraySize(SPC);
}
//--
SetSymbolNamePS(); // With this function we will detect whether the Symbol Name has a prefix and/or suffix
//--
if(inpre>0 || insuf>0)
{
if(usepairs==TrdWi && arspc>0)
{
for(int t=0; t<arspc; t++)
{
SPC[t]=pre+SPC[t]+suf;
}
}
//--
for(int t=0; t<sall; t++)
{
All30[t]=pre+All30[t]+suf;
}
for(int t=0; t<arusd; t++)
{
USDs[t]=pre+USDs[t]+suf;
}
for(int t=0; t<aretc; t++)
{
EURs[t]=pre+EURs[t]+suf;
}
for(int t=0; t<aretc; t++)
{
GBPs[t]=pre+GBPs[t]+suf;
}
for(int t=0; t<aretc; t++)
{
AUDs[t]=pre+AUDs[t]+suf;
}
for(int t=0; t<aretc; t++)
{
NZDs[t]=pre+NZDs[t]+suf;
}
for(int t=0; t<aretc; t++)
{
CADs[t]=pre+CADs[t]+suf;
}
for(int t=0; t<aretc; t++)
{
CHFs[t]=pre+CHFs[t]+suf;
}
for(int t=0; t<aretc; t++)
{
JPYs[t]=pre+JPYs[t]+suf;
}
}
//--
ArrayCopy(VSym,All30,0,0,WHOLE_ARRAY);
ArrayResize(AS30,sall,sall);
ArrayCopy(AS30,All30,0,0,WHOLE_ARRAY);
for(int x=0; x<sall; x++) {SymbolSelect(AS30[x],true);}
//--
switch(usepairs)
{
case 0: // All Forex 30 Pairs
{
ArrayResize(DIRI,sall,sall);
arrsymbx=sall;
ArraySymbolResize();
ArrayCopy(DIRI,All30,0,0,WHOLE_ARRAY);
pairs="Multi Currency 30 Pairs";
//--
break;
}
case 1: // Trader wishes pairs
{
ArrayResize(DIRI,arspc,arspc);
arrsymbx=arspc;
ArraySymbolResize();
ArrayCopy(DIRI,SPC,0,0,WHOLE_ARRAY);
pairs="("+string(arspc)+") Trader Wishes Pairs";
//--
break;
}
case 2: // USD pairs
{
ArrayResize(DIRI,arusd,arusd);
arrsymbx=arusd;
ArraySymbolResize();
ArrayCopy(DIRI,USDs,0,0,WHOLE_ARRAY);
pairs="("+string(arusd)+") Multi Currency USD Pairs";
//--
break;
}
case 3: // EUR pairs
{
ArrayResize(DIRI,aretc,aretc);
arrsymbx=aretc;
ArraySymbolResize();
ArrayCopy(DIRI,EURs,0,0,WHOLE_ARRAY);
pairs="("+string(aretc)+") Forex EUR Pairs";
//--
break;
}
case 4: // GBP pairs
{
ArrayResize(DIRI,aretc,aretc);
arrsymbx=aretc;
ArraySymbolResize();
ArrayCopy(DIRI,GBPs,0,0,WHOLE_ARRAY);
pairs="("+string(aretc)+") Forex GBP Pairs";
//--
break;
}
case 5: // AUD pairs
{
ArrayResize(DIRI,aretc,aretc);
arrsymbx=aretc;
ArraySymbolResize();
ArrayCopy(DIRI,AUDs,0,0,WHOLE_ARRAY);
pairs="("+string(aretc)+") Forex AUD Pairs";
//--
break;
}
case 6: // NZD pairs
{
ArrayResize(DIRI,aretc,aretc);
arrsymbx=aretc;
ArraySymbolResize();
ArrayCopy(DIRI,NZDs,0,0,WHOLE_ARRAY);
pairs="("+string(aretc)+") Forex NZD Pairs";
//--
break;
}
case 7: // CAD pairs
{
ArrayResize(DIRI,aretc,aretc);
arrsymbx=aretc;
ArraySymbolResize();
ArrayCopy(DIRI,CADs,0,0,WHOLE_ARRAY);
pairs="("+string(aretc)+") Forex CAD Pairs";
//--
break;
}
case 8: // CHF pairs
{
ArrayResize(DIRI,aretc,aretc);
arrsymbx=aretc;
ArraySymbolResize();
ArrayCopy(DIRI,CHFs,0,0,WHOLE_ARRAY);
pairs="("+string(aretc)+") Forex CHF Pairs";
//--
break;
}
case 9: // JPY pairs
{
ArrayResize(DIRI,aretc,aretc);
arrsymbx=aretc;
ArraySymbolResize();
ArrayCopy(DIRI,JPYs,0,0,WHOLE_ARRAY);
pairs="("+string(aretc)+") Forex JPY Pairs";
//--
break;
}
}
//--
return;
//---
} //-end HandlingSymbolArrays()
//---------// Inside the HandlingSymbolArrays() function we will call the SetSymbolNamePS() function.
With the SetSymbolNamePS() function, we will be able to detect and handle symbol names that have prefixes and/or suffixes.
void MCEA::SetSymbolNamePS(void) { //--- int sym_Lenpre=0; int sym_Lensuf=0; string sym_pre=""; string sym_suf=""; string insymbol=Symbol(); int inlen=StringLen(insymbol); int toseek=-1; string dep=""; string bel=""; string sym_use =""; int pairx=-1; string xcur[]={"EUR","GBP","AUD","NZD","USD","CAD","CHF"}; // 7 major currency int xcar=ArraySize(xcur); //-- for(int x=0; x<xcar; x++) { toseek=StringFind(insymbol,xcur[x],0); if(toseek>=0) { pairx=x; break; } } if(pairx>=0) { int awl=toseek-3 <0 ? 0 : toseek-3; int sd=StringFind(insymbol,"SD",0); if(toseek==0 && sd<4) { dep=StringSubstr(insymbol,toseek,3); bel=StringSubstr(insymbol,toseek+3,3); sym_use=dep+bel; } else if(toseek>0) { dep=StringSubstr(insymbol,toseek,3); bel=StringSubstr(insymbol,toseek+3,3); sym_use=dep+bel; } else { dep=StringSubstr(insymbol,awl,3); bel=StringSubstr(insymbol,awl+3,3); sym_use=dep+bel; } } //-- string sym_nmx=sym_use; int lensx=StringLen(sym_nmx); //-- if(inlen>lensx && lensx==6) { sym_Lenpre=StringFind(insymbol,sym_nmx,0); sym_Lensuf=inlen-lensx-sym_Lenpre; //-- if(sym_Lenpre>0) { sym_pre=StringSubstr(insymbol,0,sym_Lenpre); for(int i=0; i<xcar; i++) if(StringFind(sym_pre,xcur[i],0)>=0) sym_pre=""; } if(sym_Lensuf>0) { sym_suf=StringSubstr(insymbol,sym_Lenpre+lensx,sym_Lensuf); for(int i=0; i<xcar; i++) if(StringFind(sym_suf,xcur[i],0)>=0) sym_suf=""; } } //-- pre=sym_pre; suf=sym_suf; inpre=StringLen(pre); insuf=StringLen(suf); posCur1=inpre; posCur2=posCur1+3; //-- return; //--- } //-end SetSymbolNamePS() //---------//
3. Expert tick function.
Inside the Expert tick function (OnTick() function) we will call one of the main functions in a multi-currency expert advisor namely function ExpertActionTrade().
//+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick(void) { //--- mc.ExpertActionTrade(); //-- return; //--- } //-end OnTick() //---------//
The sequence of the EA work process inside this function.
The ExpertActionTrade() function will carry out all activities and manage automatic trading, starting from Open Orders, Close Orders, Trailing Stop or Trading Profits and other additional activities.
void MCEA::ExpertActionTrade(void) { //--- //Check Trading Terminal ResetLastError(); //-- if(!MQLInfoInteger(MQL_TRADE_ALLOWED) && mc.checktml==0) //-- Check whether MT5 Algorithmic trading is Allow or Prohibit { mc.Do_Alerts(Symbol(),"Trading Expert at "+Symbol()+" are NOT Allowed by Setting."); mc.checktml=1; //-- Variable checktml is given a value of 1, so that the alert is only done once. return; } //-- if(!DisplayManualButton("M","C","R")) DisplayManualButton(); //-- Show the expert manual button panel //-- if(trade_info_display==Yes) mc.TradeInfo(); //-- Displayed Trading Info on Chart //--- //-- int mcsec=mc.ThisTime(mc.sec); //-- if(fmod((double)mcsec,5.0)==0) mc.ccur=mcsec; //-- if(mc.ccur!=mc.psec) { string symbol; //-- Here we start with the rotation of the name of all symbol or pairs to be traded for(int x=0; x<mc.arrsymbx && !IsStopped(); x++) { //-- if(mc.DIRI[x]==Symbol()) symbol=Symbol(); else symbol=mc.DIRI[x]; //-- mc.CurrentSymbolSet(symbol); //-- if(mc.TradingToday() && mc.Trade_session()) { //-- mc.OpOr[x]=mc.GetOpenPosition(symbol); //-- Get trading signals to open positions //-- //-- and store in the variable OpOr[x] if(mc.OpOr[x]==mc.Buy) //-- If variable OpOr[x] get result of GetOpenPosition(symbol) as "Buy" (value=1) { //-- mc.CheckOpenPMx(symbol); //-- if(Close_by_Opps==Yes && mc.xos[x]>0) mc.CloseSellPositions(symbol); //-- if(mc.xob[x]==0 && mc.xtto<mc.ALO) mc.OpenBuy(symbol); else if(mc.xtto>=mc.ALO) { //-- mc.Do_Alerts(symbol,"Maximum amount of open positions and active pending orders has reached"+ "\n the limit = "+string(mc.ALO)+" Orders "); //-- mc.CheckOpenPMx(symbol); //-- if(mc.xos[x]>0 && mc.profits[x]<-1.02 && mc.xob[x]==0) {mc.CloseSellPositions(symbol); mc.OpenBuy(symbol);} else if(SaveOnRev==Yes) mc.CloseAllProfit(); } } if(mc.OpOr[x]==mc.Sell) //-- If variable OpOr[x] get result of GetOpenPosition(symbol) as "Sell" (value=-1) { //-- mc.CheckOpenPMx(symbol); //-- if(Close_by_Opps==Yes && mc.xob[x]>0) mc.CloseBuyPositions(symbol); //-- if(mc.xos[x]==0 && mc.xtto<mc.ALO) mc.OpenSell(symbol); else if(mc.xtto>=mc.ALO) { //-- mc.Do_Alerts(symbol,"Maximum amount of open positions and active pending orders has reached"+ "\n the limit = "+string(mc.ALO)+" Orders "); //-- mc.CheckOpenPMx(symbol); //-- if(mc.xob[x]>0 && mc.profitb[x]<-1.02 && mc.xos[x]==0) {mc.CloseBuyPositions(symbol); mc.OpenSell(symbol);} else if(SaveOnRev==Yes) mc.CloseAllProfit(); } } } //-- mc.CheckOpenPMx(symbol); //-- if(mc.xtto>0) { //-- if(SaveOnRev==Yes) //-- Close Trade and Save profit due to weak signal (Yes) { mc.CheckOpenPMx(symbol); if(mc.profitb[x]>0.02 && mc.xob[x]>0 && mc.GetCloseInWeakSignal(symbol,mc.Buy)==mc.Sell) { mc.CloseBuyPositions(symbol); mc.Do_Alerts(symbol,"Close BUY order "+symbol+" to save profit due to weak signal."); } if(mc.profits[x]>0.02 && mc.xos[x]>0 && mc.GetCloseInWeakSignal(symbol,mc.Sell)==mc.Buy) { mc.CloseSellPositions(symbol); mc.Do_Alerts(symbol,"Close SELL order "+symbol+" to save profit due to weak signal."); } } //-- if(TrailingSLTP==Yes) //-- Use Trailing SL/TP (Yes) { if(autotrl==Yes) mc.ModifySLTP(symbol,1); //-- If Use Automatic Trailing (Yes) if(autotrl==No) mc.ModifySLTP(symbol,0); //-- Use Automatic Trailing (No) } } //-- mc.CheckClose(symbol); } //-- mc.psec=mc.ccur; } //-- return; //--- } //-end ExpertActionTrade() //---------//
Specifically for Trading Time Zones, in the ExpertActionTrade() function, a call to the Trade Session() boolean function is added.
If Trade_session() is true, then the EA work process will continue until it is finished, but if it is false, then the EA will only carry out the tasks "Close Trade and Save profit due to weak signal (Yes)" and "Trailing Stop (Yes)".
bool MCEA::Trade_session(void) { //--- bool trd_ses=false; ishour=ThisTime(hour); if(ishour!=onhour) Set_Time_Zone(); datetime tcurr=TimeCurrent(); // Server Time //-- switch(session) { case Cus_Session: { if(tcurr>=SesCuOp && tcurr<=SesCuCl) trd_ses=true; break; } case New_Zealand: { if(tcurr>=Ses01Op && tcurr<=Ses01Cl) trd_ses=true; break; } case Australia: { if(tcurr>=Ses02Op && tcurr<=Ses02Cl) trd_ses=true; break; } case Asia_Tokyo: { if(tcurr>=Ses03Op && tcurr<=Ses03Cl) trd_ses=true; break; } case Europe_London: { if(tcurr>=Ses04Op && tcurr<=Ses04Cl) trd_ses=true; break; } case US_New_York: { if(tcurr>=Ses05Op && tcurr<=Ses05Cl) trd_ses=true; break; } } //-- if(trd_time_zone==No) { if(tcurr>=SesNoOp && tcurr<=SesNoCl) trd_ses=true; } //-- onhour=ishour; //-- return(trd_ses); //--- } //-end Trade_session() //---------//
void MCEA::Set_Time_Zone(void) { //--- //-- Server Time==TimeCurrent() datetime TTS=TimeTradeServer(); datetime GMT=TimeGMT(); //-- MqlDateTime svrtm,gmttm; TimeToStruct(TTS,svrtm); TimeToStruct(GMT,gmttm); int svrhr=svrtm.hour; // Server time hour int gmthr=gmttm.hour; // GMT time hour int difhr=svrhr-gmthr; // Time difference Server time to GMT time //-- int NZSGMT=12; // New Zealand Session GMT/UTC+12 int AUSGMT=10; // Australia Sydney Session GMT/UTC+10 int TOKGMT=9; // Asia Tokyo Session GMT/UTC+9 int EURGMT=0; // Europe London Session GMT/UTC 0 int USNGMT=-5; // US New York Session GMT/UTC-5 //-- int NZSStm=8; // New Zealand Session time start: 08:00 Local Time int NZSCtm=17; // New Zealand Session time close: 17:00 Local Time int AUSStm=7; // Australia Sydney Session time start: 07:00 Local Time int AUSCtm=17; // Australia Sydney Session time close: 17:00 Local Time int TOKStm=9; // Asia Tokyo Session time start: 09:00 Local Time int TOKCtm=18; // Asia Tokyo Session time close: 18:00 Local Time int EURStm=9; // Europe London Session time start: 09:00 Local Time int EURCtm=19; // Europe London Session time close: 19:00 Local Time int USNStm=8; // US New York Session time start: 08:00 Local Time int USNCtm=17; // US New York Session time close: 17:00 Local Time //-- int nzo = (NZSStm+difhr-NZSGMT)<0 ? 24+(NZSStm+difhr-NZSGMT) : (NZSStm+difhr-NZSGMT); int nzc = (NZSCtm+difhr-NZSGMT)<0 ? 24+(NZSCtm+difhr-NZSGMT) : (NZSCtm+difhr-NZSGMT); //-- int auo = (AUSStm+difhr-AUSGMT)<0 ? 24+(AUSStm+difhr-AUSGMT) : (AUSStm+difhr-AUSGMT); int auc = (AUSCtm+difhr-AUSGMT)<0 ? 24+(AUSCtm+difhr-AUSGMT) : (AUSCtm+difhr-AUSGMT); //-- int tko = (TOKStm+difhr-TOKGMT)<0 ? 24+(TOKStm+difhr-TOKGMT) : (TOKStm+difhr-TOKGMT); int tkc = (TOKCtm+difhr-TOKGMT)<0 ? 24+(TOKCtm+difhr-TOKGMT) : (TOKCtm+difhr-TOKGMT); //-- int euo = (EURStm+difhr-EURGMT)<0 ? 24+(EURStm+difhr-EURGMT) : (EURStm+difhr-EURGMT); int euc = (EURCtm+difhr-EURGMT)<0 ? 24+(EURCtm+difhr-EURGMT) : (EURCtm+difhr-EURGMT); //-- int uso = (USNStm+difhr-USNGMT)<0 ? 24+(USNStm+difhr-USNGMT) : (USNStm+difhr-USNGMT); int usc = (USNCtm+difhr-USNGMT)<0 ? 24+(USNCtm+difhr-USNGMT) : (USNCtm+difhr-USNGMT); if(usc==0||usc==24) usc=23; //-- //---Trading on Custom Session int _days00=ThisTime(day); int _days10=ThisTime(day); if(stsescuh>clsescuh) _days10=ThisTime(day)+1; tmopcu=ReqDate(_days00,stsescuh,stsescum); tmclcu=ReqDate(_days10,clsescuh,clsescum); //-- //--Trading on New Zealand Session GMT/UTC+12 int _days01=ThisTime(hour)<nzc ? ThisTime(day)-1 : ThisTime(day); int _days11=ThisTime(hour)<nzc ? ThisTime(day) : ThisTime(day)+1; tmop01=ReqDate(_days01,nzo,0); // start: 08:00 Local Time == 20:00 GMT/UTC tmcl01=ReqDate(_days11,nzc-1,59); // close: 17:00 Local Time == 05:00 GMT/UTC //-- //--Trading on Australia Sydney Session GMT/UTC+10 int _days02=ThisTime(hour)<auc ? ThisTime(day)-1 : ThisTime(day); int _days12=ThisTime(hour)<auc ? ThisTime(day) : ThisTime(day)+1; tmop02=ReqDate(_days02,auo,0); // start: 07:00 Local Time == 21:00 GMT/UTC tmcl02=ReqDate(_days12,auc-1,59); // close: 17:00 Local Time == 07:00 GMT/UTC //-- //--Trading on Asia Tokyo Session GMT/UTC+9 int _days03=ThisTime(hour)<tkc ? ThisTime(day) : ThisTime(day)+1; int _days13=ThisTime(hour)<tkc ? ThisTime(day) : ThisTime(day)+1; tmop03=ReqDate(_days03,tko,0); // start: 09:00 Local Time == 00:00 GMT/UTC tmcl03=ReqDate(_days13,tkc-1,59); // close: 18:00 Local Time == 09:00 GMT/UTC //-- //--Trading on Europe London Session GMT/UTC 00:00 int _days04=ThisTime(hour)<euc ? ThisTime(day) : ThisTime(day)+1; int _days14=ThisTime(hour)<euc ? ThisTime(day) : ThisTime(day)+1; tmop04=ReqDate(_days04,euo,0); // start: 09:00 Local Time == 09:00 GMT/UTC tmcl04=ReqDate(_days14,euc-1,59); // close: 19:00 Local Time == 19:00 GMT/UTC //-- //--Trading on US New York Session GMT/UTC-5 int _days05=ThisTime(hour)<usc ? ThisTime(day) : ThisTime(day)+1; int _days15=ThisTime(hour)<=usc ? ThisTime(day) : ThisTime(day)+1; tmop05=ReqDate(_days05,uso,0); // start: 08:00 Local Time == 13:00 GMT/UTC tmcl05=ReqDate(_days15,usc,59); // close: 17:00 Local Time == 22:00 GMT/UTC //-- //--Not Use Trading Time Zone if(trd_time_zone==No) { tmopno=ReqDate(ThisTime(day),0,15); tmclno=ReqDate(ThisTime(day),23,59); } //-- Time_Zone(); //-- return; //--- } //-end Set_Time_Zone() //---------//
void MCEA::Time_Zone(void) { //--- //-- tz_ses=""; //-- switch(session) { case Cus_Session: { SesCuOp=StringToTime(tmopcu); SesCuCl=StringToTime(tmclcu); zntm=SesCuOp; znop=SesCuOp; zncl=SesCuCl; tz_ses="Custom_Session"; tz_opn=timehr(stsescuh,stsescum); tz_cls=timehr(clsescuh,clsescum); break; } case New_Zealand: { Ses01Op=StringToTime(tmop01); Ses01Cl=StringToTime(tmcl01); zntm=Ses01Op; znop=Ses01Op; zncl=Ses01Cl; tz_ses="New_Zealand/Oceania"; tz_opn=timehr(ReqTime(Ses01Op,hour),ReqTime(Ses01Op,min)); tz_cls=timehr(ReqTime(Ses01Cl,hour),ReqTime(Ses01Cl,min)); break; } case Australia: { Ses02Op=StringToTime(tmop02); Ses02Cl=StringToTime(tmcl02); zntm=Ses02Op; znop=Ses02Op; zncl=Ses02Cl; tz_ses="Australia Sydney"; tz_opn=timehr(ReqTime(Ses02Op,hour),ReqTime(Ses02Op,min)); tz_cls=timehr(ReqTime(Ses02Cl,hour),ReqTime(Ses02Cl,min)); break; } case Asia_Tokyo: { Ses03Op=StringToTime(tmop03); Ses03Cl=StringToTime(tmcl03); zntm=Ses03Op; znop=Ses03Op; zncl=Ses03Cl; tz_ses="Asia/Tokyo"; tz_opn=timehr(ReqTime(Ses03Op,hour),ReqTime(Ses03Op,min)); tz_cls=timehr(ReqTime(Ses03Cl,hour),ReqTime(Ses03Cl,min)); break; } case Europe_London: { Ses04Op=StringToTime(tmop04); Ses04Cl=StringToTime(tmcl04); zntm=Ses04Op; znop=Ses04Op; zncl=Ses04Cl; tz_ses="Europe/London"; tz_opn=timehr(ReqTime(Ses04Op,hour),ReqTime(Ses04Op,min)); tz_cls=timehr(ReqTime(Ses04Cl,hour),ReqTime(Ses04Cl,min)); break; } case US_New_York: { Ses05Op=StringToTime(tmop05); Ses05Cl=StringToTime(tmcl05); zntm=Ses05Op; znop=Ses05Op; zncl=Ses05Cl; tz_ses="US/New_York"; tz_opn=timehr(ReqTime(Ses05Op,hour),ReqTime(Ses05Op,min)); tz_cls=timehr(ReqTime(Ses05Cl,hour),ReqTime(Ses05Cl,min)); break; } } //-- if(trd_time_zone==No) { SesNoOp=StringToTime(tmopno); SesNoCl=StringToTime(tmclno); zntm=SesNoOp; znop=SesNoOp; zncl=SesNoCl; tz_ses="Not Use Time Zone"; tz_opn=timehr(ReqTime(SesNoOp,hour),ReqTime(SesNoOp,min)); tz_cls=timehr(ReqTime(SesNoCl,hour),ReqTime(SesNoCl,min)); } //-- return; //--- } //-end Time_Zone() //---------//
Some supporting functions for time calculations are:
string MCEA::TradingDay(void) { //--- int trdday=ThisTime(dow); switch(trdday) { case 0: daytrade="Sunday"; break; case 1: daytrade="Monday"; break; case 2: daytrade="Tuesday"; break; case 3: daytrade="Wednesday"; break; case 4: daytrade="Thursday"; break; case 5: daytrade="Friday"; break; case 6: daytrade="Saturday"; break; } return(daytrade); //--- } //-end TradingDay() //---------// bool MCEA::TradingToday(void) { //--- bool tradetoday=false; int trdday=ThisTime(dow); hariini="No"; //-- int ttd[]; ArrayResize(ttd,7); ttd[0]=ttd0; ttd[1]=ttd1; ttd[2]=ttd2; ttd[3]=ttd3; ttd[4]=ttd4; ttd[5]=ttd5; ttd[6]=ttd6; //-- if(ttd[trdday]==Yes) {tradetoday=true; hariini="Yes";} //-- return(tradetoday); //--- } //-end TradingToday() //---------// string MCEA::timehr(int hr,int mn) { //--- string scon=""; string men=mn==0 ? "00" : string(mn); int shr=hr==24 ? 0 : hr; if(shr<10) scon="0"+string(shr)+":"+men; else scon=string(shr)+":"+men; //-- return(scon); //--- } //-end timehr() //---------// string MCEA::ReqDate(int d,int h,int m) { //--- MqlDateTime mdt; datetime t=TimeCurrent(mdt); x_year=mdt.year; x_mon=mdt.mon; x_day=d; x_hour=h; x_min=m; x_sec=mdt.sec; //-- string mdr=string(x_year)+"."+string(x_mon)+"."+string(x_day)+" "+timehr(x_hour,x_min); return(mdr); //--- } //-end ReqDate() //---------// int MCEA::ThisTime(const int reqmode) { //--- MqlDateTime tm; TimeCurrent(tm); int valtm=0; //-- switch(reqmode) { case 0: valtm=tm.year; break; // Return Year case 1: valtm=tm.mon; break; // Return Month case 2: valtm=tm.day; break; // Return Day case 3: valtm=tm.hour; break; // Return Hour case 4: valtm=tm.min; break; // Return Minutes case 5: valtm=tm.sec; break; // Return Seconds case 6: valtm=tm.day_of_week; break; // Return Day of week (0-Sunday, 1-Monday, ... ,6-Saturday) case 7: valtm=tm.day_of_year; break; // Return Day number of the year (January 1st is assigned the number value of zero) } //-- return(valtm); //--- } //-end ThisTime() //---------// int MCEA::ReqTime(datetime reqtime, const int reqmode) { MqlDateTime tm; TimeToStruct(reqtime,tm); int valtm=0; //-- switch(reqmode) { case 0: valtm=tm.year; break; // Return Year case 1: valtm=tm.mon; break; // Return Month case 2: valtm=tm.day; break; // Return Day case 3: valtm=tm.hour; break; // Return Hour case 4: valtm=tm.min; break; // Return Minutes case 5: valtm=tm.sec; break; // Return Seconds case 6: valtm=tm.day_of_week; break; // Return Day of week (0-Sunday, 1-Monday, ... ,6-Saturday) case 7: valtm=tm.day_of_year; break; // Return Day number of the year (January 1st is assigned the number value of zero) } //-- return(valtm); //--- } //-end ReqTime() //---------//
4. How to get trading signals for open or close position?
In the previous article, I took multi timeframe signals based on 5 timeframes
void MCEA::FXSAR_MTF_MCEA_Config(void) { //--- ENUM_TIMEFRAMES TFA[]={PERIOD_M15,PERIOD_M30,PERIOD_H1,PERIOD_H4,PERIOD_D1}; TFArrays=ArraySize(TFA); ArrayResize(TFSAR,TFArrays,TFArrays); ArrayCopy(TFSAR,TFA,0,0,WHOLE_ARRAY); //-- return; //--- } //-end FXSAR_MTF_MCEA_Config() //---------//
But in this article, I changed the multi timeframe signal base 4 timeframe, starting from M5, M30, H1 and finally H4.
void MCEA::FXSAR_MTF_MCEA_sptz_Config(void) { //--- //-- ENUM_TIMEFRAMES TFA[]={PERIOD_M5,PERIOD_M30,PERIOD_H1,PERIOD_H4}; TFArrays=ArraySize(TFA); ArrayResize(TFSAR,TFArrays,TFArrays); // TFArrays now the value of array size is 4 ArrayCopy(TFSAR,TFA,0,0,WHOLE_ARRAY); //-- return; //--- } //-end FXSAR_MTF_MCEA_sptz_Config() //---------//
So, to get a multi timeframe PSAR signal we will call the function GetPSARSignalMTF() to get the position of the ParabolicSAR indicator on the requested Timeframe,
int MCEA::GetPSARSignalMTF(string symbol) { //--- int mv=0; int rise=1, down=-1; //-- int sarup=0, sardw=0; //-- for(int x=0; x<TFArrays; x++) // The TFArrays variable has a value of 54which is taken from the number of time frames from TF_M5, M30, H1 and H4. { if(PARSARMTF(symbol,TFSAR[x])>0) sarup++; if(PARSARMTF(symbol,TFSAR[x])<0) sardw++; } //-- if(sarup==TFArrays) mv=rise; if(sardw==TFArrays) mv=down; //-- return(mv); //--- } //- end GetPSARSignalMTF() //---------//
Then the appropriate indicator handle is called to get the buffers value of the iSAR indicator from that requested Timeframe.
int MCEA::PARSARMTF(const string symbol,ENUM_TIMEFRAMES mtf) // formula Parabolic SAR in set timeframe { //--- int ret=0; int rise=1, down=-1; //-- int br=2; //-- double PSAR[]; ArrayResize(PSAR,br,br); ArraySetAsSeries(PSAR,true); int xx=PairsIdxArray(symbol); int tx=TFIndexArray(mtf); CopyBuffer(hPSAR[xx][tx],0,0,br,PSAR); //-- double OPN0=iOpen(symbol,TFSAR[tx],0); double HIG0=iHigh(symbol,TFSAR[tx],0); double LOW0=iLow(symbol,TFSAR[tx],0); double CLS0=iClose(symbol,TFSAR[tx],0); //-- if(PSAR[0]<LOW0 && CLS0>OPN0) ret=rise; if(PSAR[0]>HIG0 && CLS0<OPN0) ret=down; //-- return(ret); //--- } //-end PARSARMTF() //---------//
GetPSARSignalMTF function is called from GetOpenPosition() to get a trading signal for open position.
int MCEA::GetOpenPosition(const string symbol) // Signal Open Position { //--- int ret=0; int rise=1, down=-1; //-- int dirmov=DirectionMove(symbol); int parsOp=GetPSARSignalMTF(symbol); //-- if(parsOp==rise && dirmov==rise) ret=rise; if(parsOp==down && dirmov==down) ret=down; //-- return(ret); //--- } //-end GetOpenPosition() //---------//
The GetPSARSignalMTF() function will call a function PARSARMTF() that calculates the iSAR signal according to the requested timeframe.
As you can see, inside the PARSARMTF() function, we use and call 2 functions:
1. int xx= PairsIdxArray(symbol)
The PairsIdxArray() function is used to get the name of the requested symbol.
int MCEA::PairsIdxArray(const string symbol) { //--- int pidx=-1; //-- for(int x=0; x<arrsymbx; x++) { if(DIRI[x]==symbol) { pidx=x; break; } } //-- return(pidx); //--- } //-end PairsIdxArray() //---------//
2. int tx=TFIndexArray(mtf).
The TFIndexArray() function is used to get the timeframe array sequence of the requested timeframe.
int MCEA::TFIndexArray(ENUM_TIMEFRAMES TF) { //--- int res=-1; //-- for(int x=0; x<TFArrays; x++) { if(TF==TFSAR[x]) { res=x; break; } } //-- return(res); //--- } //-end TFIndexArray() //---------//
5. ChartEvent Function
To support effectiveness and efficiency in the use of Multi-Currency Expert Advisors, it is deemed necessary to create oneseveral manual buttons in managing orders and changing charts or symbols. Because this version uses 10 options for trading pairs, the OnChartEvent function has been changed slightly.
//+------------------------------------------------------------------+
//| ChartEvent function |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam)
{
//---
//--- handling CHARTEVENT_CLICK event ("Clicking the chart")
ResetLastError();
//--
ENUM_TIMEFRAMES CCS=mc.TFt;
//--
if(id==CHARTEVENT_OBJECT_CLICK)
{
int lensymbol=StringLen(Symbol());
int lensparam=StringLen(sparam);
//--
//--- if "Set SL All Orders" button is click
if(sparam=="Set SL/TP All Orders")
{
mc.SetSLTPOrders();
Alert("-- "+mc.expname+" -- ",Symbol()," -- Set SL/TP All Orders");
//--- unpress the button
ObjectSetInteger(0,"Set SL/TP All Orders",OBJPROP_STATE,false);
ObjectSetInteger(0,"Set SL/TP All Orders",OBJPROP_ZORDER,0);
CreateManualPanel();
}
//--- if "Close All Order" button is click
if(sparam=="Close All Order")
{
mc.CloseAllOrders();
Alert("-- "+mc.expname+" -- ",Symbol()," -- Close All Orders");
//--- unpress the button
ObjectSetInteger(0,"Close All Order",OBJPROP_STATE,false);
ObjectSetInteger(0,"Close All Order",OBJPROP_ZORDER,0);
CreateManualPanel();
}
//--- if "Close All Profit" button is click
if(sparam=="Close All Profit")
{
mc.ManualCloseAllProfit();
Alert("-- "+mc.expname+" -- ",Symbol()," -- Close All Profit");
//--- unpress the button
ObjectSetInteger(0,"Close All Profit",OBJPROP_STATE,false);
ObjectSetInteger(0,"Close All Profit",OBJPROP_ZORDER,0);
CreateManualPanel();
}
//--- if "X" button is click
if(sparam=="X")
{
ObjectsDeleteAll(0,0,OBJ_BUTTON);
ObjectsDeleteAll(0,0,OBJ_LABEL);
ObjectsDeleteAll(0,0,OBJ_RECTANGLE_LABEL);
//--- unpress the button
ObjectSetInteger(0,"X",OBJPROP_STATE,false);
ObjectSetInteger(0,"X",OBJPROP_ZORDER,0);
//--
DeleteButtonX();
mc.PanelExtra=false;
DisplayManualButton();
}
//--- if "M" button is click
if(sparam=="M")
{
//--- unpress the button
ObjectSetInteger(0,"M",OBJPROP_STATE,false);
ObjectSetInteger(0,"M",OBJPROP_ZORDER,0);
mc.PanelExtra=true;
CreateManualPanel();
}
//--- if "C" button is click
if(sparam=="C")
{
//--- unpress the button
ObjectSetInteger(0,"C",OBJPROP_STATE,false);
ObjectSetInteger(0,"C",OBJPROP_ZORDER,0);
mc.PanelExtra=true;
CreateSymbolPanel();
}
//--- if "R" button is click
if(sparam=="R")
{
Alert("-- "+mc.expname+" -- ",Symbol()," -- expert advisor will be Remove from the chart.");
ExpertRemove();
//--- unpress the button
ObjectSetInteger(0,"R",OBJPROP_STATE,false);
ObjectSetInteger(0,"R",OBJPROP_ZORDER,0);
if(!ChartSetSymbolPeriod(0,Symbol(),Period()))
ChartSetSymbolPeriod(0,Symbol(),Period());
DeletePanelButton();
ChartRedraw(0);
}
//--- if Symbol button is click
if(lensparam==lensymbol)
{
int sx=mc.ValidatePairs(sparam);
ChangeChartSymbol(mc.AS30[sx],CCS);
mc.PanelExtra=false;
}
//--
}
//--
return;
//---
} //-end OnChartEvent()
//---------// To change chart symbols with one click, when one of the symbol names is clicked, the OnChartEvent() will be called function ChangeChartSymbol().
void ChangeChartSymbol(string c_symbol,ENUM_TIMEFRAMES cstf) { //--- //--- unpress the button ObjectSetInteger(0,c_symbol,OBJPROP_STATE,false); ObjectSetInteger(0,c_symbol,OBJPROP_ZORDER,0); ObjectsDeleteAll(0,0,OBJ_BUTTON); ObjectsDeleteAll(0,0,OBJ_LABEL); ObjectsDeleteAll(0,0,OBJ_RECTANGLE_LABEL); //-- ChartSetSymbolPeriod(0,c_symbol,cstf); //-- ChartRedraw(0); //-- return; //--- } //-end ChangeChartSymbol() //---------//
Because we are adding a Trade Session or Trading Time Zone and options for the pairs that will be traded, we need additional information in the Displayed Trading Info on Chart.
To add information to the Displayed Trading Info on Chart, we made changes to the TradeInfo() function.
void MCEA::TradeInfo(void) // function: write comments on the chart { //---- Pips(Symbol()); double spread=SymbolInfoInteger(Symbol(),SYMBOL_SPREAD)/xpip; rem=zntm-TimeCurrent(); string postime=PosTimeZone(); string eawait=" - Waiting for active time..!"; //-- string comm=""; TodayOrders(); //-- comm="\n :: Server Date Time : "+string(ThisTime(year))+"."+string(ThisTime(mon))+"."+string(ThisTime(day))+ " "+TimeToString(TimeCurrent(),TIME_SECONDS)+ "\n ------------------------------------------------------------"+ "\n :: Broker : "+ TerminalInfoString(TERMINAL_COMPANY)+ "\n :: Expert Name : "+ expname+ "\n :: Acc. Name : "+ mc_account.Name()+ "\n :: Acc. Number : "+ (string)mc_account.Login()+ "\n :: Acc. TradeMode : "+ AccountMode()+ "\n :: Acc. Leverage : 1 : "+ (string)mc_account.Leverage()+ "\n :: Acc. Equity : "+ DoubleToString(mc_account.Equity(),2)+ "\n :: Margin Mode : "+ (string)mc_account.MarginModeDescription()+ "\n :: Magic Number : "+ string(magicEA)+ "\n :: Trade on TF : "+ EnumToString(TFt)+ "\n :: Today Trading : "+ TradingDay()+" : "+hariini+ "\n :: Trading Session : "+ tz_ses+ "\n :: Trading Time : "+ postime; if(TimeCurrent()<zntm) { comm=comm+ "\n :: Time Remaining : "+(string)ReqTime(rem,hour)+":"+(string)ReqTime(rem,min)+":"+(string)ReqTime(rem,sec) + eawait; } comm=comm+ "\n ------------------------------------------------------------"+ "\n :: Trading Pairs : "+pairs+ "\n :: BUY Market : "+string(oBm)+ "\n :: SELL Market : "+string(oSm)+ "\n :: Total Order : "+string(oBm+oSm)+ "\n :: Order Profit : "+DoubleToString(floatprofit,2)+ "\n :: Fixed Profit : "+DoubleToString(fixclprofit,2)+ "\n :: Float Money : "+DoubleToString(floatprofit,2)+ "\n :: Nett Profit : "+DoubleToString(floatprofit+fixclprofit,2); //-- Comment(comm); ChartRedraw(0); return; //---- } //-end TradeInfo() //---------//
We add a function to explain the time according to trading time zone conditions
string MCEA::PosTimeZone(void) { //--- string tzpos=""; //-- if(ReqTime(zntm,day)>ThisTime(day)) { tzpos=tz_opn+ " Next day to " +tz_cls + " Next day"; } else if(TimeCurrent()<znop) { if(ThisTime(day)==ReqTime(znop,day) && ThisTime(day)==ReqTime(zncl,day)) tzpos=tz_opn+" to " +tz_cls+ " Today"; //else if(ThisTime(day)==ReqTime(znop,day) && ThisTime(day)<ReqTime(zncl,day)) tzpos=tz_opn+ " Today to " +tz_cls+ " Next day"; } else if(TimeCurrent()>=znop && TimeCurrent()<zncl) { if(ThisTime(day)<ReqTime(zncl,day)) tzpos=tz_opn+ " Today to " +tz_cls+ " Next day"; else if(ThisTime(day)==ReqTime(zncl,day)) tzpos=tz_opn+" to " +tz_cls+ " Today"; } else if(ThisTime(day)==ReqTime(znop,day) && ThisTime(day)<ReqTime(zncl,day)) { tzpos=tz_opn+" Today to " +tz_cls+ " Next day"; } //-- return(tzpos); //---- } //-end PosTimeZone() //---------//
And the TradeInfo() display will be like the image below.
Notes: For other functions and algorithms, it remains the same as the Multi-Currency Expert Advisor in the previous article.
Under the Expert Advisor name FXSAR_MTF_MCEA as you can see there are buttons "M", "C" and "R"
If the "M" or "C" button is clicked, a manual click button panel will be displayed as shown below
If the M button is clicked, a manual click button panel will be displayed, then the trader can manage orders:
- Set SL/TP All Orders
- Close All Orders
- Close All Profits
If the C button is clicked, a panel button of 30 symbol names or pairs will be displayed and traders can click on one of the pair names or symbol names. If one of the pair names or symbols is clicked, the chart symbol will immediately be replaced with the symbol whose name was clicked.
void CreateSymbolPanel() { //--- //-- ResetLastError(); DeletePanelButton(); int sydis=83; int tsatu=int(mc.sall/2); //-- CreateButtonTemplate(0,"Template",180,367,STYLE_SOLID,5,BORDER_RAISED,clrYellow,clrBurlyWood,clrWhite,CORNER_RIGHT_UPPER,187,45,true); CreateButtonTemplate(0,"TempCCS",167,25,STYLE_SOLID,5,BORDER_RAISED,clrYellow,clrBlue,clrWhite,CORNER_RIGHT_UPPER,181,50,true); CreateButtonClick(0,"X",14,14,"Arial Black",10,BORDER_FLAT,"X",clrWhite,clrWhite,clrRed,ANCHOR_CENTER,CORNER_RIGHT_UPPER,22,48,true,"Close Symbol Panel"); //-- string chsym="Change SYMBOL"; int cspos=int(181/2)+int(StringLen(chsym)/2); CreateButtontLable(0,"CCS","Bodoni MT Black",chsym,11,clrWhite,ANCHOR_CENTER,CORNER_RIGHT_UPPER,cspos,62,true,"Change Chart Symbol"); //-- for(int i=0; i<tsatu; i++) CreateButtonClick(0,mc.AS30[i],80,17,"Bodoni MT Black",8,BORDER_RAISED,mc.AS30[i],clrYellow,clrBlue,clrWhite,ANCHOR_CENTER,CORNER_RIGHT_UPPER,180,sydis+(i*22),true,"Change to "+mc.AS30[i]); //-- for(int i=tsatu; i<mc.sall; i++) CreateButtonClick(0,mc.AS30[i],80,17,"Bodoni MT Black",8,BORDER_RAISED,mc.AS30[i],clrYellow,clrBlue,clrWhite,ANCHOR_CENTER,CORNER_RIGHT_UPPER,94,sydis+((i-15)*22),true,"Change to "+mc.AS30[i]); //-- ChartRedraw(0); //-- return; //--- } //-end CreateSymbolPanel() //---------//
If the R button is clicked, the Multi-Currency Expert Advisor FXSAR_MTF_MCEA will be removed from the chart.
Strategy Tester
I did a back test by trying several time zones and pairs that would be traded.
The results in Strategy Tester can be seen in the image below.
In the back test below, the time zone setting is selected at US New York
In the back test below, the time zone setting is selected at Asia/Tokyo
In the back test below, the time zone setting is selected at Trader Custom time zone
Conclusion
- The problem of symbol names from brokers having prefix and/or suffix names in multi-currency EAs can be resolved easily and runs smoothly with MQL5 without having to create custom symbols.
- By adding a trading session or trading time zone and add 10 option pairs to be traded, it is hoped that traders will get a better strategy by only trading at certain pairs and in certain times or sessions.
- This multi-currency EA is just an example for learning and developing ideas, so if you have ideas for improvement, I invite you to modify this EA code according to your wishes.
Hopefully this article and the MQL5 Multi-Currency Expert Advisor program will be useful for traders in learning and developing ideas. Thanks for reading.
Attached files |
FXSAR_MTF_MCEA_sptz.mq5
(105.39 KB)
Warning: All rights to these materials are reserved by MetaQuotes Ltd. Copying or reprinting of these materials in whole or in part is prohibited.
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