How to start with MQL5 - page 5

 

Open position every new candle.

First we define a new bar.

If this is a new bar - open a BUY position with a minimum volume.


//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//--- we work only at the time of the birth of new bar
   datetime time_0=iTime(m_symbol.Name(),Period(),0);
   if(time_0==m_prev_bars)
      return;
   m_prev_bars=time_0;
//---
   m_trade.Buy(m_symbol.LotsMin());
  }


Full code:

//+------------------------------------------------------------------+
//|                               Open position every new candle.mq5 |
//|                              Copyright © 2020, Vladimir Karputov |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2020, Vladimir Karputov"
#property version   "1.000"
/*
   barabashkakvn Trading engine 3.116
*/
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
//---
CTrade         m_trade;                      // object of CTrade class
CSymbolInfo    m_symbol;                     // object of CSymbolInfo class
//--- input parameters
input ulong    InpDeviation         = 10;          // Deviation, in points (1.00045-1.00055=10 points)
input ulong    InpMagic             = 201;         // Magic number
//---
datetime m_prev_bars                = 0;        // "0" -> D'1970.01.01 00:00';
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   if(!m_symbol.Name(Symbol())) // sets symbol name
     {
      Print(__FILE__," ",__FUNCTION__,", ERROR: CSymbolInfo.Name");
      return(INIT_FAILED);
     }
//---
   m_trade.SetExpertMagicNumber(InpMagic);
   m_trade.SetMarginMode();
   m_trade.SetTypeFillingBySymbol(m_symbol.Name());
   m_trade.SetDeviationInPoints(InpDeviation);
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---

  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//--- we work only at the time of the birth of new bar
   datetime time_0=iTime(m_symbol.Name(),Period(),0);
   if(time_0==m_prev_bars)
      return;
   m_prev_bars=time_0;
//---
   m_trade.Buy(m_symbol.LotsMin());
  }
//+------------------------------------------------------------------+
 

Bars after the last iMA crossing

Task: there are two iMA indicators. Need to find: how many bars have passed since the last crossing.

Algorithm: if this is the first run - use the first form of the CopyBuffer function

Call by the first position and the number of required elements

int  CopyBuffer(
   int       indicator_handle,     // indicator handle
   int       buffer_num,           // indicator buffer number
   int       start_pos,            // start position
   int       count,                // amount to copy
   double    buffer[]              // target array to copy
   );

copy 100 elements and search for the intersection. We print the number of the bar and the opening time of the bar with the intersection

      for(int i=1; i<count-1; i++)
        {
         if((fast[i+1]<slow[i+1] && fast[i]>slow[i]) || (fast[i+1]>slow[i+1] && fast[i]<slow[i]))
           {
            Comment("Bars after the last iMA crossing: ",IntegerToString(i+1)," (",TimeToString(rates[i].time,TIME_DATE|TIME_MINUTES),")");
            m_last_crossing=rates[i+2].time;
            return;
           }
        }


Next time we use the third form

Call by the start and end dates of a required time interval

int  CopyBuffer(
   int       indicator_handle,     // indicator handle
   int       buffer_num,           // indicator buffer number
   datetime  start_time,           // start date and time
   datetime  stop_time,            // end date and time
   double    buffer[]              // target array to copy
   );


Bars after the last iMA crossing

Documentation on MQL5: Timeseries and Indicators Access / CopyBuffer
Documentation on MQL5: Timeseries and Indicators Access / CopyBuffer
  • www.mql5.com
Counting of elements of copied data (indicator buffer with the index buffer_num) from the starting position is performed from the present to the past, i.e., starting position of 0 means the current bar (indicator value for the current bar). When copying the yet unknown amount of data, it is recommended to use a dynamic array as a buffer[]...
 

iMACD value on chart

An example of how to create a handle to the MACD indicator. An example of how to get the MACD indicator values on the last three bars. Remember the main rule: you need to create an indicator handle once (the best option is to create a handle in OnInit).

Full code:

//+------------------------------------------------------------------+
//|                                         iMACD value on chart.mq5 |
//|                              Copyright © 2020, Vladimir Karputov |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2020, Vladimir Karputov"
#property version   "1.000"
//--- input parameters
input int                  Inp_MACD_fast_ema_period= 8;           // MACD: period for Fast average calculation
input int                  Inp_MACD_slow_ema_period= 17;          // MACD: period for Slow average calculation
input int                  Inp_MACD_signal_period  = 9;           // MACD: period for their difference averaging
input ENUM_APPLIED_PRICE   Inp_MACD_applied_price  = PRICE_CLOSE; // MACD: type of price
//---
int      handle_iMACD;                          // variable for storing the handle of the iMACD indicator
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- create handle of the indicator iMACD
   handle_iMACD=iMACD(Symbol(),Period(),Inp_MACD_fast_ema_period,Inp_MACD_slow_ema_period,
                      Inp_MACD_signal_period,Inp_MACD_applied_price);
//--- if the handle is not created
   if(handle_iMACD==INVALID_HANDLE)
     {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iMACD indicator for the symbol %s/%s, error code %d",
                  Symbol(),
                  EnumToString(Period()),
                  GetLastError());
      //--- the indicator is stopped early
      return(INIT_FAILED);
     }
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---

  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   double main[],signal[];
   ArraySetAsSeries(main,true);
   ArraySetAsSeries(signal,true);
   int start_pos=0,count=3;
   if(!iGetArray(handle_iMACD,MAIN_LINE,start_pos,count,main) ||
      !iGetArray(handle_iMACD,SIGNAL_LINE,start_pos,count,signal))
     {
      return;
     }
//---
   string text_main="Main |",text_signal="Signal |";
   for(int i=count-1; i>=0; i--)
     {
      text_main=text_main+" #"+IntegerToString(i)+" "+DoubleToString(main[i],Digits()+1)+" | ";
      text_signal=text_signal+" #"+IntegerToString(i)+" "+DoubleToString(signal[i],Digits()+1)+" | ";
     }
   Comment(text_main,"\n",text_signal);
  }
//+------------------------------------------------------------------+
//| Get value of buffers                                             |
//+------------------------------------------------------------------+
bool iGetArray(const int handle,const int buffer,const int start_pos,
               const int count,double &arr_buffer[])
  {
   bool result=true;
   if(!ArrayIsDynamic(arr_buffer))
     {
      PrintFormat("ERROR! EA: %s, FUNCTION: %s, this a no dynamic array!",__FILE__,__FUNCTION__);
      return(false);
     }
   ArrayFree(arr_buffer);
//--- reset error code
   ResetLastError();
//--- fill a part of the iBands array with values from the indicator buffer
   int copied=CopyBuffer(handle,buffer,start_pos,count,arr_buffer);
   if(copied!=count)
     {
      //--- if the copying fails, tell the error code
      PrintFormat("ERROR! EA: %s, FUNCTION: %s, amount to copy: %d, copied: %d, error code %d",
                  __FILE__,__FUNCTION__,count,copied,GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated
      return(false);
     }
   return(result);
  }
//+------------------------------------------------------------------+

Result:

iMACD value on chart

Files:
 

An example of get values from the iStochastic indicator

Code: iStochastic get value.mq5

Do not forget the rules: create the indicator handle ONCE in OnInit, use CopyBuffer to get the data.

//+------------------------------------------------------------------+
//|                                        iStochastic get value.mq5 |
//|                                           http://wmua.ru/slesar/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2019, Vladimir Karputov"
#property version   "1.001"
//--- input parameters
input group "Stochastic"
input ENUM_TIMEFRAMES   Inp_STO_period       = PERIOD_CURRENT; // Stochastic: timeframe
input int               Inp_STO_Kperiod      = 5;              // Stochastic: K-period (number of bars for calculations)
input int               Inp_STO_Dperiod      = 3;              // Stochastic: D-period (period of first smoothing)
input int               Inp_STO_slowing      = 3;              // Stochastic: final smoothing
input ENUM_MA_METHOD    Inp_STO_ma_method    = MODE_SMA;       // Stochastic: type of smoothing
input ENUM_STO_PRICE    Inp_STO_price_field  = STO_LOWHIGH;    // Stochastic: stochastic calculation method
input group "Service parameters"
input bool              InpPrintLog          = false;          // Print log
//---
int    handle_iStochastic;                   // variable for storing the handle of the iStochastic indicator
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- create handle of the indicator iStochastic
   handle_iStochastic=iStochastic(Symbol(),Inp_STO_period,
                                  Inp_STO_Kperiod,Inp_STO_Dperiod,Inp_STO_slowing,
                                  Inp_STO_ma_method,Inp_STO_price_field);
//--- if the handle is not created
   if(handle_iStochastic==INVALID_HANDLE)
     {
      //--- tell about the failure and output the error code
      PrintFormat("Failed to create handle of the iStochastic indicator for the symbol %s/%s, error code %d",
                  Symbol(),
                  EnumToString(Inp_STO_period),
                  GetLastError());
      //--- the indicator is stopped early
      return(INIT_FAILED);
     }
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---

  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   double main[],signal[];
   ArraySetAsSeries(main,true);
   ArraySetAsSeries(signal,true);
   int start_pos=0,count=2;
   if(!iGetArray(handle_iStochastic,MAIN_LINE,start_pos,count,main) ||
      !iGetArray(handle_iStochastic,SIGNAL_LINE,start_pos,count,signal))
     {
      return;
     }
//---
   string text="";
   int limit=(count>2)?2:count;
   for(int i=0; i<limit; i++)
     {
      text=text+
           " bar #"+IntegerToString(i)+": "+
           " main "+DoubleToString(main[i],2)+
           " signal "+DoubleToString(signal[i],2)+"\n";
     }
   Comment(text);
  }
//+------------------------------------------------------------------+
//| Get value of buffers                                             |
//+------------------------------------------------------------------+
bool iGetArray(const int handle,const int buffer,const int start_pos,
               const int count,double &arr_buffer[])
  {
   bool result=true;
   if(!ArrayIsDynamic(arr_buffer))
     {
      if(InpPrintLog)
         PrintFormat("ERROR! EA: %s, FUNCTION: %s, this a no dynamic array!",__FILE__,__FUNCTION__);
      return(false);
     }
   ArrayFree(arr_buffer);
//--- reset error code
   ResetLastError();
//--- fill a part of the iBands array with values from the indicator buffer
   int copied=CopyBuffer(handle,buffer,start_pos,count,arr_buffer);
   if(copied!=count)
     {
      //--- if the copying fails, tell the error code
      if(InpPrintLog)
         PrintFormat("ERROR! EA: %s, FUNCTION: %s, amount to copy: %d, copied: %d, error code %d",
                     __FILE__,__FUNCTION__,count,copied,GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated
      return(false);
     }
   return(result);
  }
//+------------------------------------------------------------------+


Result:

iStochastic get value

Files:
 

Example Type of candle (we use MqlRates)

//+------------------------------------------------------------------+
//|                                       Example Type of candle.mq5 |
//|                        Copyright 2020, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2020, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
//--- input parameters
input int      Input1=9;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---

//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   Comment("");
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   MqlRates rates[];
   ArraySetAsSeries(rates,true);
   int start_pos=0,count=3;
   if(CopyRates(Symbol(),Period(),start_pos,count,rates)!=count)
      return;

   if(rates[0].close>rates[0].open)
      Comment("Candle ",TimeToString(rates[0].time,TIME_DATE|TIME_MINUTES),": bullish");
   else
      Comment("Candle ",TimeToString(rates[0].time,TIME_DATE|TIME_MINUTES),": bearish ");
  }
//+------------------------------------------------------------------+
 

Hi Vladimir, thank you for your great effort,  I have learned a lot from you MQL5 and I want to help you with the (PositionClosePartial) function and this code please look at it .. as it sometimes succeeds in closing a part and sometimes it fails and closes all deals in its use in hedging :

void OnTradeTransaction(const MqlTradeTransaction &trans,
                        const MqlTradeRequest &request,
                        const MqlTradeResult &result)
  {
    //--- get transaction type as enumeration value 
   ENUM_TRADE_TRANSACTION_TYPE type=trans.type;
   ENUM_ACCOUNT_MARGIN_MODE AccountMargin = (ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE);
   if(AccountMargin==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)accofif=true;
//--- if transaction is result of addition of the transaction in history
   if(type==TRADE_TRANSACTION_DEAL_ADD)
     {
      long     deal_type         =-1;
      long     deal_entry        =-1;
      double   deal_volume       =0.0;
      string   deal_symbol       ="";
      if(HistoryDealSelect(trans.deal))
        {
         deal_type         =HistoryDealGetInteger(trans.deal,DEAL_TYPE);
         deal_entry        =HistoryDealGetInteger(trans.deal,DEAL_ENTRY);
         deal_volume       =HistoryDealGetDouble(trans.deal,DEAL_VOLUME);
         deal_symbol       =HistoryDealGetString(trans.deal,DEAL_SYMBOL);
        }
      else
         return;
      if(deal_entry==DEAL_ENTRY_OUT)
        {
         ulong PositionTicket=PositionGetInteger(POSITION_TICKET);
         ulong deviation=ULONG_MAX;
    
         switch((int)deal_type)
           {
            case  DEAL_TYPE_SELL:
            if(Total(POSITION_TYPE_SELL) >0&& accofif)
         
             m_trade.PositionClosePartial(PositionTicket,Lot,-1);
          
               break;
            case  DEAL_TYPE_BUY:
             if(Total(POSITION_TYPE_BUY) >0&& accofif)
       
     
             m_trade.PositionClosePartial(PositionTicket,Lot,-1);
            
               break;
            default:
               break;
           }
        }
     }
   
  }
Documentation on MQL5: Constants, Enumerations and Structures / Trade Constants / Trade Transaction Types
Documentation on MQL5: Constants, Enumerations and Structures / Trade Constants / Trade Transaction Types
  • www.mql5.com
Removing an order from the list of the open ones. An order can be deleted from the open ones as a result of setting an appropriate request or execution (filling) and moving to the history. Updating a deal in the history. There may be cases when a previously executed deal is changed on a server. For example, a deal has been changed in an...
 
Ahmadahmad654 :

Hi Vladimir, thank you for your great effort,  I have learned a lot from you MQL5 and I want to help you with the (PositionClosePartial) function and this code please look at it .. as it sometimes succeeds in closing a part and sometimes it fails and closes all deals in its use in hedging :

Error:

      if(deal_entry==DEAL_ENTRY_OUT)
        {
         ulong PositionTicket=PositionGetInteger(POSITION_TICKET);

if you caught a transaction of a type 'DEAL_ENTRY_OUT', then there is ALREADY no position.


It is necessary to change the logic.

 
thank you very much
Note: I searched a lot in the MQL5 library
 I have not found using PositionClosePartial and I hope you add this functionality to the library
... best wishes
 
Ahmadahmad654 :
thank you very much
Note: I searched a lot in the MQL5 library
 I have not found using PositionClosePartial and I hope you add this functionality to the library
... best wishes

When I need to close part of a position (on a hedge account) I use CTrade.PositionClosePartial

 
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