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Code Fix - Line In Sand

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kubera2024
131
kubera2024  

[link deleted by moderator]


Take a look at the code, and what it should do. If you can fix it, would appreciate it.


Regards,

Chris

Sergey Golubev
Moderator
96871
Sergey Golubev  

You can post the code here without sending all of us to forex-factory forum.

If not so I will delete this thread sorry.

kubera2024
131
kubera2024  
//+------------------------------------------------------------------+
//|                                                 line in sand.mq5 |
//|                        Copyright 2017, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#include <Trade/Trade.mqh>
CTrade Trade;
#define MAGIC 1234501
enum strategy_mode
{
mode1,//high low mode
mode2//ATR SDT
};
input string Sample_StartTime = "4:30";
input string Sample_EndTime   = "6:45";
input int Initial_Numshares   =1;
input int NumShares_Step      =1;
input int Max_Shares          =5;
input double Day_Profit_Target= 10;
input strategy_mode mode_s= mode1; //Strategy mode
input color colorA = clrRed;
input color colorB = clrGreen;
input color colorC = clrViolet;
input ENUM_ORDER_TYPE_FILLING OrderFillingType=ORDER_FILLING_RETURN;
input string comatr="===[ATR Settings]===";//~
input double atr_hit   =0.001;//ATR value to hit
input int atr_ma_period=14;      // averaging period ATR
input string comstd="===[StdDev Settings]===";//~
input double std_hit   =0.001;//STD value to hit
input   int                 std_ma_period=20;         // averaging period 
input   int                 std_ma_shift=0;          // horizontal shift 
input   ENUM_MA_METHOD      std_ma_method=MODE_SMA;         // smoothing type 
input   ENUM_APPLIED_PRICE  std_applied_price=PRICE_CLOSE;      // type of price or handle 
double last_bid,tmp_lot,addition_lot;
double         iATRBuffer[1],iStdDevBuffer[1]; 
int    ATRhandle,STDhandle; 
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   last_bid= SymbolInfoDouble(Symbol(),SYMBOL_BID);
   tmp_lot = Initial_Numshares;
   addition_lot =0;
   Trade.SetTypeFilling(OrderFillingType);
   Trade.SetExpertMagicNumber(MAGIC);
   if (mode_s==mode2)
   {
   ATRhandle=iATR(_Symbol,0,atr_ma_period);
   if(ATRhandle==INVALID_HANDLE) 
     { 
      //--- tell about the failure and output the error code 
      PrintFormat("Failed to create handle of the iATR indicator for the symbol %s/%s, error code %d", 
                  GetLastError()); 
      //--- the indicator is stopped early 
      return(INIT_FAILED); 
     } 
   STDhandle=iStdDev(_Symbol,0,std_ma_period,std_ma_shift,std_ma_method,std_applied_price); 
     if(STDhandle==INVALID_HANDLE) 
     { 
      //--- tell about the failure and output the error code 
      PrintFormat("Failed to create handle of the iStdDev indicator for the symbol %s/%s, error code %d",
                  GetLastError()); 
      //--- the indicator is stopped early 
      return(INIT_FAILED); 
     }
     }
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   ObjectsDeleteAll(0,"hline_",0,OBJ_HLINE);
   ObjectsDeleteAll(0,"text_",0,OBJ_LABEL);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   double PriceLS=0;
   if (mode_s==mode1)
   {
   if(TimeTradeServer()<cur_time(Sample_EndTime)) 
   {
   tmp_lot = Initial_Numshares;
   addition_lot =0;
   return;
   }
   int _start= iBarShift(Symbol(),Period(),cur_time(Sample_StartTime));
   int _stop = iBarShift(Symbol(),Period(),cur_time(Sample_EndTime));
   double _low=iLow(iLowest(_start-_stop+1,_stop));
   double _high=iHigh(iHighest(_start-_stop+1,_stop));
   PriceLS=(_high+_low)/2;
   draw_hline("high",_high,colorA);
   draw_hline("low",_low,colorB);
   draw_hline("mid",PriceLS,colorC);
   }
   if (mode_s==mode2)
   {
   CopyBuffer(ATRhandle,0,0,1,iATRBuffer);
   double _atr = iATRBuffer[0];
   CopyBuffer(STDhandle,0,0,1,iStdDevBuffer);
   double _std = iStdDevBuffer[0];
   if (_atr>atr_hit&&_std>std_hit)
   {
   PriceLS = iClose(1);
    draw_hline("mid",PriceLS,colorC); 
    } 
   }
   if (tmp_lot>Max_Shares||PriceLS==0)
   {
    return;
    } 
  // Print(last_bid,"|",PriceLS);
   if(last_bid<PriceLS && SymbolInfoDouble(Symbol(),SYMBOL_BID)>PriceLS)
     {
      double quantity = NormalizeDouble(tmp_lot,2);
      double Tickdistance = Day_Profit_Target*quantity*SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_SIZE);
      double line_value = Tickdistance + SymbolInfoDouble(Symbol(),SYMBOL_ASK);
      Trade.Buy(quantity,NULL,0,0,line_value,"");
      Print("buy");
      tmp_lot +=NumShares_Step;
      draw_hline("Profit",line_value,clrYellow,STYLE_SOLID,2);
      LabelCreate(0,0,20,20,0,"Current Position : "+DoubleToString(SymbolInfoDouble(Symbol(),SYMBOL_ASK),int (SymbolInfoInteger(Symbol(),SYMBOL_DIGITS)))+" Profit Target Price : "+DoubleToString(line_value,int (SymbolInfoInteger(Symbol(),SYMBOL_DIGITS))));
      Print(Trade.ResultRetcodeDescription());
     }
   if(last_bid>PriceLS && SymbolInfoDouble(Symbol(),SYMBOL_BID)<PriceLS)
     {
      double quantity = NormalizeDouble(tmp_lot,2);
      double Tickdistance = Day_Profit_Target*quantity*SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_SIZE);
      double line_value = SymbolInfoDouble(Symbol(),SYMBOL_BID) -Tickdistance ;
      Trade.Sell(quantity,NULL,0,0,line_value,"");
      Print("sell");
      tmp_lot +=NumShares_Step;
      draw_hline("Profit",line_value,clrYellow,STYLE_SOLID,2);
      LabelCreate(0,0,20,20,0,"Current Position : "+DoubleToString(SymbolInfoDouble(Symbol(),SYMBOL_BID),int (SymbolInfoInteger(Symbol(),SYMBOL_DIGITS)))+" Profit Target Price : "+DoubleToString(line_value,int (SymbolInfoInteger(Symbol(),SYMBOL_DIGITS))));
      Print(Trade.ResultRetcodeDescription());
     }
   last_bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
  }
//+------------------------------------------------------------------+
void draw_hline(string _name,double _price,color clr=clrRed,ENUM_LINE_STYLE style=STYLE_SOLID,int width=1)
  {
   long chart_ID=ChartID();
   string name="hline_"+_name;
//--- create a horizontal line 
   ObjectCreate(chart_ID,name,OBJ_HLINE,0,0,_price);
//--- set line color 
   ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
//--- set line display style 
   ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);
//--- set line width 
   ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);
  }
//+------------------------------------------------------------------+
double iHigh(int index)
  {
   if(index < 0) return(-1);
   double Arr[];
   if(CopyHigh(_Symbol,_Period,index,1,Arr)>0)
      return(Arr[0]);
   else return(-1);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int iHighest(int count=WHOLE_ARRAY,
             int start=0)
  {
   if(start<0) return(-1);
   if(count<=0) count=Bars(_Symbol,_Period);
   double High[];
   ArraySetAsSeries(High,true);
   CopyHigh(_Symbol,_Period,start,count,High);
   return(ArrayMaximum(High,0,count)+start);
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
double iLow(int index)
  {
   if(index < 0) return(-1);
   double Arr[];
   if(CopyLow(Symbol(),Period(),index,1,Arr)>0)
      return(Arr[0]);
   else return(-1);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int iLowest(int count=WHOLE_ARRAY,
            int start=0)
  {
   if(start<0) return(-1);
   if(count<=0) count=Bars(_Symbol,_Period);
   double Low[];
   ArraySetAsSeries(Low,true);
   CopyLow(_Symbol,_Period,start,count,Low);
   return(ArrayMinimum(Low,0,count)+start);
//---
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int iBarShift(string symbol,ENUM_TIMEFRAMES timeframe,datetime time,bool exact=false)
  {
   datetime LastBar;
   if(!SeriesInfoInteger(symbol,timeframe,SERIES_LASTBAR_DATE,LastBar))
     {
      //-- Sometimes SeriesInfoInteger with SERIES_LASTBAR_DATE return an error,
      //-- so we try an other method
      datetime opentimelastbar[1];
      if(CopyTime(symbol,timeframe,0,1,opentimelastbar)==1)
         LastBar=opentimelastbar[0];
      else
         return(-1);
     }
//--- if time > LastBar we always return 0
   if(time>LastBar)
      return(0);
//---
   int shift=Bars(symbol,timeframe,time,LastBar);
   datetime checkcandle[1];
//-- If time requested doesn't match opening time of a candle, 
//-- we need a correction of shift value
   if(CopyTime(symbol,timeframe,time,1,checkcandle)==1)
     {
      if(checkcandle[0]==time)
         return(shift-1);
      else if(exact && time>checkcandle[0]+PeriodSeconds(timeframe))
         return(-1);
      else
         return(shift);
/*
         Can be replaced by the following statement for more concision 
         return(checkcandle[0]==time ? shift-1 : (exact && time>checkcandle[0]+PeriodSeconds(timeframe) ? -1 : shift));
       */
     }
   return(-1);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
datetime cur_time(string _time)
  {
   return(StringToTime(TimeToString(TimeTradeServer(),TIME_DATE)+" "+_time+":00"));
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double iHighD()
  {
   double Arr[];
   if(CopyHigh(_Symbol,PERIOD_D1,1,1,Arr)>0)
      return(Arr[0]);
   else return(-1);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double iLowD()
  {
   double Arr[];
   if(CopyLow(Symbol(),PERIOD_D1,1,1,Arr)>0)
      return(Arr[0]);
   else return(-1);
  }
//+------------------------------------------------------------------+  
void LabelCreate(const long              chart_ID=0,               // chart's ID 
                 const int               sub_window=0,             // subwindow index 
                 const int               x=0,                      // X coordinate 
                 const int               y=0,                      // Y coordinate 
                 const ENUM_BASE_CORNER  corner=CORNER_LEFT_UPPER, // chart corner for anchoring 
                 const string            text="Label",             // text 
                 const string            font="Arial",             // font 
                 const int               font_size=20,             // font size 
                 const color             clr=clrWhite)                // priority for mouse click 
  { 
//--- reset the error value 
string name = "text_profit";
ObjectCreate(chart_ID,name,OBJ_LABEL,0,0,0) ;
//--- set label coordinates 
   ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x); 
   ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y); 
//--- set the chart's corner, relative to which point coordinates are defined 
   ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner); 
//--- set the text 
   ObjectSetString(chart_ID,name,OBJPROP_TEXT,text); 
//--- set text font 
   ObjectSetString(chart_ID,name,OBJPROP_FONT,font); 
//--- set font size 
   ObjectSetInteger(chart_ID,name,OBJPROP_FONTSIZE,font_size);
//--- set color 
   ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);
  }
  
 double iClose(int nShift)
{
   double timeseries[1];
   if(CopyClose(_Symbol,0,nShift,1,timeseries)==1) return(timeseries[0]);
   else return(-1.0);
}



Automated Trading and Strategy Testing
Automated Trading and Strategy Testing
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MQL5: language of trade strategies built-in the MetaTrader 5 Trading Platform, allows writing your own trading robots, technical indicators, scripts and libraries of functions
kubera2024
131
kubera2024  

sorry, thankyou....


It misses some crosses of the line, and ends up being on the wrong side position wise. When long it still remains short, and when short still remains long.

kubera2024
131
kubera2024  
kubera2024
131
kubera2024  

the concept of the code is the above chart, a line is generated, and whenever price crosses the line coming from below, it goes long, and price going down crossing line, goes short. But the above code, misses some of the crosses. It uses martingale position sizing. Increasing increment at every cross.

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