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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>

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


Updated: 2016.06.02