MQL5 ReferenceStandard LibraryStrategy ModulesBase classes for Expert AdvisorsCExpert

CExpert

CExpert is a base class for trading strategies.

It already has some elementary trading "skills". It has built-in algorithms for working with time series and indicators and a set of virtual methods for trading strategy.

How to use it:

1. Prepare an algorithm of the strategy;
2. Create your own class, inherited from CExpert class;
3. Override the virtual methods in your class with your own algorithms.

Description

The CExpert class is a set of virtual methods for implementation of trading strategies.

Note

A position is recognized as belonging to an Expert Advisor and managed by it based on the pair of properties m_symbol and m_magic. In the "hedging" mode, multiple positions can be opened for the same symbol, therefore the m_magic value is important.

Declaration

class CExpert : public CExpertBase

Title

#include <Expert\Expert.mqh>

Inheritance hierarchy

CObject

CExpertBase

CExpert

Class Methods by Groups

Initialization
Init	Class instance initialization method
virtual InitSignal	Initializes Trading Signal object
virtual InitTrailing	Initializes Trailing Stop object
virtual InitMoney	Initializes Money Management object
virtual InitTrade	Initializes Trade object
virtual ValidationSettings	Checks the settings
virtual InitIndicators	Initializes indicators and timeseries
virtual InitParameters	Expert Advisor parameters initialization method
virtual Deinit	Class instance deinitialization method
virtual DeinitSignal	Deinitializes Trading Signal object
virtual DeinitTrailing	Deinitializes Trailing Stop object
virtual DeinitMoney	Deinitializes Money Management object
virtual DeinitTrade	Deinitializes Trade object
virtual DeinitIndicators	Deinitializes indicators and timeseries
Parameters
Magic	Sets the Expert Advisor ID
MaxOrders	Gets/sets the maximum amount of allowed orders
OnTickProcess	Sets a flag to proceed the "OnTick" event
OnTradeProcess	Sets a flag to proceed the "OnTrade" event
OnTimerProcess	Sets a flag to proceed the "OnTimer" event
OnChartEventProcess	Sets a flag to proceed the "OnChartEvent" event
OnBookEventProcess	Sets a flag to proceed the "OnBookEvent" event
Event Processing Methods
OnTick	OnTick event handler
OnTrade	OnTrade event handler
OnTimer	OnTimer event handler
OnChartEvent	OnChartEvent event handler
OnBookEvent	OnBookEvent event handler
Update Methods
Refresh	Updates all data
Processing
Processing	Main processing algorithm
Market Entry Methods
CheckOpen	Checks position opening conditions
CheckOpenLong	Checks conditions to open long position
CheckOpenShort	Checks conditions to open short position
OpenLong	Opens a long position
OpenShort	Opens a short position
Market Exit Methods
CheckClose	Checks conditions to close current position
CheckCloseLong	Checks conditions to close long position
CheckCloseShort	Checks conditions to close short position
CloseAll	Closes the opened position and deletes all orders
Close	Closes the opened position
CloseLong	Closes the long position
CloseShort	Closes the short position
Position Reverse Methods
CheckReverse	Checks conditions to reverse opened position
CheckReverseLong	Checks conditions to reverse long position
CheckReverseShort	Checks conditions to reverse short position
ReverseLong	Performs reverse operation of long position
ReverseShort	Performs reverse operation of short position
Position/Order Trailing Methods
CheckTrailingStop	Checks conditions to modify position parameters
CheckTrailingStopLong	Checks Trailing Stop conditions of long position
CheckTrailingStopShort	Checks Trailing Stop conditions of short position
TrailingStopLong	Performs Trailing Stop for long position
TrailingStopShort	Performs Trailing Stop for short position
CheckTrailingOrderLong	Checks Trailing Stop conditions of Buy Limit/Stop order
CheckTrailingOrderShort	Checks Trailing Stop conditions of Sell Limit/Stop order
TrailingOrderLong	Performs Trailing Stop for Buy Limit/Stop order
TrailingOrderShort	Performs Trailing Stop for Sell Limit/Stop order
Order Delete Methods
CheckDeleteOrderLong	Checks conditions to delete Buy order
CheckDeleteOrderShort	Checks conditions to delete Sell order
DeleteOrders	Deletes all orders
DeleteOrder	Deletes Stop/Limit order
DeleteOrderLong	Deletes Buy Limit/Stop order
DeleteOrderShort	Deletes Sell Limit/Stop order
Trade Volume Methods
LotOpenLong	Gets trade volume for buy operation
LotOpenShort	Gets trade volume for sell operation
LotReverse	Gets trade volume for position reverse operation
Trade History Methods
PrepareHistoryDate	Sets starting date for trade history tracking
HistoryPoint	Creates a checkpoint of trade history (saves number of positions, orders, deals and historical orders)
CheckTradeState	Compares the current state with the saved one and calls the corresponding event handler
Event flags
WaitEvent	Sets the trading event waiting flag
NoWaitEvent	Resets the trading event waiting flag
Trade Event Processing Methods
TradeEventPositionStopTake	Event handler of the "Position Stop Loss/Take Profit triggered" event
TradeEventOrderTriggered	Event handler of the "Pending Order Triggered" event
TradeEventPositionOpened	Event handler of the "Position Opened" event
TradeEventPositionVolumeChanged	Event handler of the "Position Volume Changed" event
TradeEventPositionModified	Event handler of the "Position Modified" event
TradeEventPositionClosed	Event handler of the "Position Closed" event
TradeEventOrderPlaced	Event handler of the "Pending Order Placed" event
TradeEventOrderModified	Event handler of the "Pending Order Modified" event
TradeEventOrderDeleted	Event handler of the "Pending Order Deleted" event
TradeEventNotIdentified	Event handler of the non-identified event
Service methods
TimeframeAdd	Adds a timeframe to track
TimeframesFlags	Forms timeframe flags
SelectPosition	Selects a position to work with

Methods inherited from class CObject Prev, Prev, Next, Next, Save, Load, Type, Compare
Methods inherited from class CExpertBase InitPhase, TrendType, UsedSeries, EveryTick, Open, High, Low, Close, Spread, Time, TickVolume, RealVolume, Symbol, Period, Magic, SetMarginMode, SetPriceSeries, SetOtherSeries

Methods inherited from class CObject

Prev, Prev, Next, Next, Save, Load, Type, Compare

Methods inherited from class CExpertBase

InitPhase, TrendType, UsedSeries, EveryTick, Open, High, Low, Close, Spread, Time, TickVolume, RealVolume, Symbol, Period, Magic, SetMarginMode, SetPriceSeries, SetOtherSeries

CompareMagic

Init