Open Positions on MACD Lines Cross

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Martin
97
Martin  

Hi,

I have been working on this EA for quite a while and I cannot find a way to make it open positions when the MACD line and the Signal line cross.

In this code, it opens positions when the MACD crosses the value 0.

Can anyone help me find a way to open positions when the MACD line and Signal line cross?

I highly appreciate any input!

Martin

//+------------------------------------------------------------------+
//| Working on Signal and MACD lines cross
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, Martin E"
#property version   "1.00"

// ****************************************************************************************************

#include <Trade\Trade.mqh> // Get code from other places

//--- Input Variables (Accessible from MetaTrader 5)

input double   lot = 1;
input int      shortemaPeriods = 21;
input int      longemaPeriods = 48;
input int      medemaPeriods = 3;
input bool     useStopLoss = false;
input double   stopLossPips = 50;
input bool     useTakeProfit = false;
input double   takeProfitPips = 0;
input bool IsUseTrailingStop  = false;
input int TrailingStopDistance = 0;

//--- Service Variables (Only accessible from the MetaEditor)

CTrade myTradingControlPanel;
double shortemaData[], longemaData[], medemaData[]; // You can declare multiple variables of the same data type in the same line.
int numberOfShortemaData, numberOfLongemaData, numberofMedemaData; 
int shortemaControlPanel, longemaControlPanel, medemaControlPanel;
int P;
double currentBid, currentAsk;
double stopLossPipsFinal, takeProfitPipsFinal, stopLevelPips;
double stopLossLevel, takeProfitLevel;
double shortema1, shortema2, longema1, longema2, medema1, medema2;

double trailing_stop_value;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   ArraySetAsSeries(medemaData,true);
   
   shortemaControlPanel = iMACD(_Symbol, _Period, shortemaPeriods, longemaPeriods, medemaPeriods, PRICE_CLOSE);    
//   shortemaControlPanel = iMA(_Symbol, _Period, shortemaPeriods, 0, MODE_EMA, PRICE_CLOSE); // Getting the Control Panel/Handle for short SMA
//   longemaControlPanel = iMA(_Symbol, _Period, longemaPeriods, 0, MODE_SMA, PRICE_CLOSE); // Getting the Control Panel/Handle for long SMA
   
   if(_Digits == 5 || _Digits == 3 || _Digits == 1) P = 10;else P = 1; // To account for 5 digit brokers
   
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   // -------------------- Collect most current data --------------------
   
   currentBid = SymbolInfoDouble(_Symbol,SYMBOL_BID); // Get latest Bid Price
   currentAsk = SymbolInfoDouble(_Symbol,SYMBOL_ASK); // Get latest Ask Price

   numberOfShortemaData = CopyBuffer(shortemaControlPanel,0,0,3,shortemaData);
//   numberOfShortemaData = CopyBuffer(shortemaControlPanel, 0, 0, 3, shortemaData); // Collect most current SMA(10) Data and store it in the datatable/array shortSmaData[]
//   numberOfLongemaData = CopyBuffer(longemaControlPanel, 0, 0, 3, longemaData); // Collect most current SMA(40) Data and store it in the datatable/array longSmaData[]

   shortema1 = shortemaData[1];
   shortema2 = shortemaData[2];
//   medema1 = longemaData[1] - shortemaData[1];
//   medema2 = longemaData[2] - shortemaData[2];
      
   stopLevelPips = (double) (SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL) + SymbolInfoInteger(_Symbol, SYMBOL_SPREAD)) / P; // Defining minimum StopLevel

   if (stopLossPips < stopLevelPips) 
      {
      stopLossPipsFinal = stopLevelPips;
      } 
   else
      {
      stopLossPipsFinal = stopLossPips;
      } 
      
   if (takeProfitPips < stopLevelPips) 
      {
      takeProfitPipsFinal = stopLevelPips;
      }
   else
      {
      takeProfitPipsFinal = takeProfitPips;
      }

   ModifyOrders(); //move trailing stop orders if it is necessary      
      
  // -------------------- EXITS --------------------
   
   if(PositionSelect(_Symbol) == true) // We have an open position
      { 
      
      // TDL 3: Enter exit rule for long trades
      
      // --------------------------------------------------------- //
      
      if(shortema1 > 0 && shortema2 < 0) // Rule to exit long trades
         
      // --------------------------------------------------------- //
         
         {
         if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) // If it is Buy position
            { 
            
            myTradingControlPanel.PositionClose(_Symbol); // Closes position related to this symbol
            
            if(myTradingControlPanel.ResultRetcode()==10008 || myTradingControlPanel.ResultRetcode()==10009) //Request is completed or order placed
               {
               Print("Exit rules: A close order has been successfully placed with Ticket#: ",myTradingControlPanel.ResultOrder());
               }
            else
               {
               Print("Exit rules: The close order request could not be completed.Error: ",GetLastError());
               ResetLastError();
               return;
               }
               
            }
         }
      
      // TDL 4: Enter exit rule for short trades
      
      // --------------------------------------------------------- //
      
      if(shortema1 < 0 && shortema2 > 0) // Rule to exit short trades
         
      // --------------------------------------------------------- //  
       
         {
         if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL) // If it is Sell position
            { 
            
            myTradingControlPanel.PositionClose(_Symbol); // Closes position related to this symbol
            
            if(myTradingControlPanel.ResultRetcode()==10008 || myTradingControlPanel.ResultRetcode()==10009) //Request is completed or order placed
               {
               Print("Exit rules: A close order has been successfully placed with Ticket#: ", myTradingControlPanel.ResultOrder());
               }
            else
               {
               Print("Exit rules: The close order request could not be completed. Error: ", GetLastError());
               ResetLastError();
               return;
               }
            }
         }
      
      }
   
   // -------------------- ENTRIES --------------------  
         
   if(PositionSelect(_Symbol) == false) // We have no open position
      { 
            
      // TDL 1: Enter entry rule for long trades
      
      // --------------------------------------------------------- //
      
      if(shortema1 < 0  && shortema2 > 0) // Rule to enter long trades
      
      // --------------------------------------------------------- //
     
         {   
         
         if (useStopLoss) stopLossLevel = currentAsk - stopLossPipsFinal * _Point * P; else stopLossLevel = 0.0;
         if (useTakeProfit) takeProfitLevel = currentAsk + takeProfitPipsFinal * _Point * P; else takeProfitLevel = 0.0;
        
         myTradingControlPanel.PositionOpen(_Symbol, ORDER_TYPE_BUY, lot, currentAsk, stopLossLevel, takeProfitLevel, "Buy Trade. Magic Number #" + (string) myTradingControlPanel.RequestMagic()); // Open a Buy position
         
         if(myTradingControlPanel.ResultRetcode()==10008 || myTradingControlPanel.ResultRetcode()==10009) //Request is completed or order placed
            {
            Print("Entry rules: A Buy order has been successfully placed with Ticket#: ", myTradingControlPanel.ResultOrder());
            }
         else
            {
            Print("Entry rules: The Buy order request could not be completed. Error: ", GetLastError());
            ResetLastError();
            return;
            }
           
         }
         
      // --- Entry Rules (Short Trades) ---
            
      // TDL 2: Enter entry rule for short trades
      
      // --------------------------------------------------------- //
      
      else if(shortema1 > 0 && shortema2 < 0) // Rule to enter short trades
      
      // --------------------------------------------------------- //

         {   
         
         if (useStopLoss) stopLossLevel = currentBid + stopLossPipsFinal * _Point * P; else stopLossLevel = 0.0;
         if (useTakeProfit) takeProfitLevel = currentBid - takeProfitPipsFinal * _Point * P; else takeProfitLevel = 0.0;

         myTradingControlPanel.PositionOpen(_Symbol, ORDER_TYPE_SELL, lot, currentBid, stopLossLevel, takeProfitLevel, "Sell Trade. Magic Number #" + (string) myTradingControlPanel.RequestMagic()); // Open a Sell position
         
         if(myTradingControlPanel.ResultRetcode()==10008 || myTradingControlPanel.ResultRetcode()==10009) //Request is completed or order placed
            {
            Print("Entry rules: A Sell order has been successfully placed with Ticket#: ", myTradingControlPanel.ResultOrder());
            }
         else
            {
            Print("Entry rules: The Sell order request could not be completed.Error: ", GetLastError());
            ResetLastError();
            return;
            }
         
         } 
      
      }
   
   } 
//+------------------------------------------------------------------+
//| Move trailing stop if it is necessary for all orders from array                                                |
//+------------------------------------------------------------------+
void ModifyOrders(/*ulong& arr_ticket[]*/)
{

   if(!IsUseTrailingStop || TrailingStopDistance==0)
      return;

          ENUM_POSITION_TYPE position_type=PositionGetInteger(POSITION_TYPE);
          double open_price=PositionGetDouble(POSITION_PRICE_OPEN);
//          double current_stop_loss=PositionGetDouble(POSITION_SL);
          double local_stop_loss;
          if(position_type==POSITION_TYPE_BUY)
          {
             if(currentBid-open_price>trailing_stop_value)
             {
               
                local_stop_loss=NormalizeDouble(currentBid-trailing_stop_value,Digits());
                if(stopLevelPips<local_stop_loss)
                {
                   bool is_modified=myTradingControlPanel.PositionModify(/*ticket*/0,local_stop_loss,0);
                   if(!is_modified)
                   {
                       uint result_ret_code=myTradingControlPanel.ResultRetcode();
                       Print("Terminal could not modify the position for",_Symbol," the error Code=",result_ret_code);
                   }
                   else
                   {
                       Print("Terminal modify the position for",_Symbol," successfully");
                   }
                }
             }
             else
             {
                 
             }
          }
          else if(position_type==POSITION_TYPE_SELL)
          {
             if(open_price-currentAsk>trailing_stop_value)
             {
                
                 local_stop_loss=NormalizeDouble(currentAsk+trailing_stop_value,Digits());
                 if(stopLevelPips>local_stop_loss)
                 {
                    bool is_modified=myTradingControlPanel.PositionModify(/*ticket*/0,local_stop_loss,0);
                    if(!is_modified)
                    {
                       uint result_ret_code=myTradingControlPanel.ResultRetcode();
                       Print("Terminal could not modify the position for",_Symbol," the error Code=",result_ret_code);
                    }
                    else
                    {
                        Print("Terminal modify the position for",_Symbol," successfully");
                    }
                 }
             
             }
             else
             {
                
             }
          }
          
   /*    }    */
/*   }    */
      
}

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