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Experts: Long/Short only EA based on CExpert

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Automated-Trading
Admin
99876
Automated-Trading 2014.07.31 11:40 

Long/Short only EA based on CExpert:

Current Expert Advisor allows to choose opening only long/short (or both) positions based on an extension of the CExpert class.

Two different files are provided:

  • LongShortExpertModified.mqh: This class extends default CExpert modifying the CheckOpen() and CheckReverse() methods in order to allow only the desired orders to be opened;
  • LongShortExpertMACD.mq5: This EA is a simple modification over the embedded ExpertMACD.mq5 class, including the developed modified expert in order to only allow the desired order type according to an input parameter, and is supplied to clarify the expert use.

Author: Jose

Luca8888
191
Luca8888 2014.09.20 19:32  
Thank you.
Very clear.
Oksana Berenko
2599
Oksana Berenko 2015.12.18 17:01  

Pardon me author. EA without reverse and with selectable lot.

EA with selectable lot -> changes in LongShortExpertMACD.mq5:

//+------------------------------------------------------------------+
//|                                          LongShortExpertMACD.mq5 |
//| Copyright 2009-2013, MetaQuotes Software Corp. - 2013, jlwarrior |
//|                        https://login.mql5.com/en/users/jlwarrior |
//+------------------------------------------------------------------+
#property copyright "2009-2013, MetaQuotes Software Corp - 2013, jlwarrior"
#property link      "https://login.mql5.com/en/users/jlwarrior"
#property version   "1.00"
//+------------------------------------------------------------------+
//| Include                                                          |
//+------------------------------------------------------------------+
#include <Expert\LongShortExpertModified.mqh>
#include <Expert\Signal\SignalMACD.mqh>
#include <Expert\Trailing\TrailingNone.mqh>
#include <Expert\Money\MoneyFixedLot.mqh>
//+------------------------------------------------------------------+
//| Inputs                                                           |
//+------------------------------------------------------------------+
//--- inputs for expert
input string Inp_Expert_Title            ="Long/Short ExpertMACD";
int          Expert_MagicNumber          =10981;
bool         Expert_EveryTick            =false;
input ENUM_AVAILABLE_POSITIONS Inp_Allowed_Positions=BOTH_POSITION; //short / long / both positions allowed

//--- default MACDExpert inputs
input int    Inp_Signal_MACD_PeriodFast  =12;                       // Fast MACD Period
input int    Inp_Signal_MACD_PeriodSlow  =24;                       // Slow MACD Period
input int    Inp_Signal_MACD_PeriodSignal=9;                        // Signal MACD Period
input double Inp_Money_Lot               =0.5;                      // Lot Value
input int    Inp_Signal_MACD_TakeProfit  =50;                       // Take Profit Value
input int    Inp_Signal_MACD_StopLoss    =20;                       // Stop Loss Value
//+------------------------------------------------------------------+
//| Global expert object                                             |
//+------------------------------------------------------------------+
CLongShortExpertModified ExtExpert;  //specific designed CExpert Subclass
//+------------------------------------------------------------------+
//| Initialization function of the expert                            |
//+------------------------------------------------------------------+
int OnInit(void)
  {
//--- Initializing expert
   if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing expert");
      ExtExpert.Deinit();
      return(-1);
     }   
   // Specific parameter controlling which positions are allowed
   ExtExpert.SetAvailablePositions(Inp_Allowed_Positions);  

//--- Creation of signal object
   CSignalMACD *signal=new CSignalMACD;
   if(signal==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating signal");
      ExtExpert.Deinit();
      return(-2);
     }
//--- Add signal to expert (will be deleted automatically))
   if(!ExtExpert.InitSignal(signal))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing signal");
      ExtExpert.Deinit();
      return(-3);
     }
//--- Set signal parameters
   signal.PeriodFast(Inp_Signal_MACD_PeriodFast);
   signal.PeriodSlow(Inp_Signal_MACD_PeriodSlow);
   signal.PeriodSignal(Inp_Signal_MACD_PeriodSignal);
   signal.TakeLevel(Inp_Signal_MACD_TakeProfit);
   signal.StopLevel(Inp_Signal_MACD_StopLoss);   
//--- Check signal parameters
   if(!signal.ValidationSettings())
     {
      //--- failed
      printf(__FUNCTION__+": error signal parameters");
      ExtExpert.Deinit();
      return(-4);
     }
//--- Creation of trailing object
   CTrailingNone *trailing=new CTrailingNone;
   if(trailing==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating trailing");
      ExtExpert.Deinit();
      return(-5);
     }
//--- Add trailing to expert (will be deleted automatically))
   if(!ExtExpert.InitTrailing(trailing))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing trailing");
      ExtExpert.Deinit();
      return(-6);
     }
//--- Set trailing parameters
//--- Check trailing parameters
   if(!trailing.ValidationSettings())
     {
      //--- failed
      printf(__FUNCTION__+": error trailing parameters");
      ExtExpert.Deinit();
      return(-7);
     }
//--- Creation of money object
   CMoneyFixedLot *money=new CMoneyFixedLot;
   if(money==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating money");
      ExtExpert.Deinit();
      return(-8);
     }
//--- Add money to expert (will be deleted automatically))
   if(!ExtExpert.InitMoney(money))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing money");
      ExtExpert.Deinit();
      return(-9);
     }
//--- Set money parameters     
   money.Lots(Inp_Money_Lot);
//--- Check money parameters
   if(!money.ValidationSettings())
     {
      //--- failed
      printf(__FUNCTION__+": error money parameters");
      ExtExpert.Deinit();
      return(-10);
     }
//--- Tuning of all necessary indicators
   if(!ExtExpert.InitIndicators())
     {
      //--- failed
      printf(__FUNCTION__+": error initializing indicators");
      ExtExpert.Deinit();
      return(-11);
     }
//--- succeed
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Deinitialization function of the expert                          |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   ExtExpert.Deinit();
  }
//+------------------------------------------------------------------+
//| Function-event handler "tick"                                    |
//+------------------------------------------------------------------+
void OnTick(void)
  {
   ExtExpert.OnTick();
  }
//+------------------------------------------------------------------+
//| Function-event handler "trade"                                   |
//+------------------------------------------------------------------+
void OnTrade(void)
  {
   ExtExpert.OnTrade();
  }
//+------------------------------------------------------------------+
//| Function-event handler "timer"                                   |
//+------------------------------------------------------------------+
void OnTimer(void)
  {
   ExtExpert.OnTimer();
  }
//+------------------------------------------------------------------+

EA without reverse -> changes in LongShortExpertModified.mqh:

//+------------------------------------------------------------------+
//|                                      LongShortExpertModified.mqh |
//|                                        Copyright 2013, jlwarrior |
//|                        https://login.mql5.com/en/users/jlwarrior |
//+------------------------------------------------------------------+
#include <Expert\Expert.mqh>
//+------------------------------------------------------------------+
//| enumeration to control whether long / short or both positions are|
//| allowed to be opened                                             |
//+------------------------------------------------------------------+
//--- 
enum ENUM_AVAILABLE_POSITIONS
  {
   LONG_POSITION,
   SHORT_POSITION,
   BOTH_POSITION
  };
//+------------------------------------------------------------------+
//| Class CLongShortExpertModified.                                  |
//| Purpose: Allows only long / short / both positions to be opened  |
//| Derives from class CExpert (modifies only Open / Reverse methods)|
//+------------------------------------------------------------------+
class CLongShortExpertModified : public CExpert
  {
protected:
   ENUM_AVAILABLE_POSITIONS m_positions;
public:
                     CLongShortExpertModified(void);
                    ~CLongShortExpertModified(void);
   virtual bool      CheckOpen(void);
   void SetAvailablePositions(ENUM_AVAILABLE_POSITIONS newValue){m_positions=newValue;};
  };
//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CLongShortExpertModified ::CLongShortExpertModified(void) : m_positions(BOTH_POSITION)
  {
  }
//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CLongShortExpertModified ::~CLongShortExpertModified(void)
  {
  }
//+------------------------------------------------------------------+
//| Check open for allowed positions                                 |
//+------------------------------------------------------------------+
bool CLongShortExpertModified :: CheckOpen()
  {
   switch(m_positions)
     {
      case LONG_POSITION:
         return CheckOpenLong();         //check only new long positions
      case SHORT_POSITION:
         return CheckOpenShort();        //check only new short positions
      default:
         return CExpert::CheckOpen();    //default behaviour
     }
  }
//+------------------------------------------------------------------+
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