My Trailing stop does not work (MQL5)

Ahmed Abd El Aziz 2022.08.11 07:12

//--- indicator settings
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots 2

#property indicator_type1 DRAW_ARROW
#property indicator_width1 3
#property indicator_color1 0xFF901E
#property indicator_label1 "Buy"

#property indicator_type2 DRAW_ARROW
#property indicator_width2 3
#property indicator_color2 0xFF00FF
#property indicator_label2 "Sell"

//--- indicator buffers
double Buffer1[];
double Buffer2[];

datetime time_alert; //used when sending alert
input bool Send_Email = true;
input bool Audible_Alerts = true;
input bool Push_Notifications = true;
double myPoint; //initialized in OnInit
double Close[];
double Open[];
int MA_handle;
double MA[];
int WPR_handle;
double WPR[];
int MA_handle2;
double MA2[];
int ADX_handle;
double ADX_PlusDI[];
int MA_handle3;
double MA3[];
double Low[];
double ADX_MinusDI[];
double High[];

void myAlert(string type, string message)
  {
   int handle;
   if(type == "print")
      Print(message);
   else if(type == "error")
     {
      Print(type+" | Test @ "+Symbol()+","+IntegerToString(Period())+" | "+message);
     }
   else if(type == "order")
     {
     }
   else if(type == "modify")
     {
     }
   else if(type == "indicator")
     {
      Print(type+" | Test @ "+Symbol()+","+IntegerToString(Period())+" | "+message);
      if(Audible_Alerts) Alert(type+" | Test @ "+Symbol()+","+IntegerToString(Period())+" | "+message);
      if(Send_Email) SendMail("Test", type+" | Test @ "+Symbol()+","+IntegerToString(Period())+" | "+message);
      handle = FileOpen("Test.txt", FILE_TXT|FILE_READ|FILE_WRITE|FILE_SHARE_READ|FILE_SHARE_WRITE, ';');
      if(handle != INVALID_HANDLE)
        {
         FileSeek(handle, 0, SEEK_END);
         FileWrite(handle, type+" | Test @ "+Symbol()+","+IntegerToString(Period())+" | "+message);
         FileClose(handle);
        }
      if(Push_Notifications) SendNotification(type+" | Test @ "+Symbol()+","+IntegerToString(Period())+" | "+message);
     }
  }

double CandlestickBodyLength(ENUM_TIMEFRAMES timeframe, int shift)
  {
   double cOpen[];
   CopyOpen(Symbol(), timeframe, shift, 1, cOpen);
   ArraySetAsSeries(cOpen, true);
   double cClose[];
   CopyClose(Symbol(), timeframe, shift, 1, cClose);
   ArraySetAsSeries(cClose, true);
   return(MathAbs(cOpen[0] - cClose[0]));
  }

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {   
   SetIndexBuffer(0, Buffer1);
   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   PlotIndexSetInteger(0, PLOT_ARROW, 233);
   SetIndexBuffer(1, Buffer2);
   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   PlotIndexSetInteger(1, PLOT_ARROW, 234);
   //initialize myPoint
   myPoint = Point();
   if(Digits() == 5 || Digits() == 2)
     {
      myPoint *= 10;
     }
   MA_handle = iMA(NULL, PERIOD_CURRENT, 200, 0, MODE_EMA, PRICE_CLOSE);
   if(MA_handle < 0)
     {
      Print("The creation of iMA has failed: MA_handle=", INVALID_HANDLE);
      Print("Runtime error = ", GetLastError());
      return(INIT_FAILED);
     }
   
   MA_handle2 = iMA(NULL, PERIOD_CURRENT, 40, 0, MODE_EMA, PRICE_CLOSE);
   if(MA_handle2 < 0)
     {
      Print("The creation of iMA has failed: MA_handle2=", INVALID_HANDLE);
      Print("Runtime error = ", GetLastError());
      return(INIT_FAILED);
     }
   
   ADX_handle = iADX(NULL, PERIOD_CURRENT, 5);
   if(ADX_handle < 0)
     {
      Print("The creation of iADX has failed: ADX_handle=", INVALID_HANDLE);
      Print("Runtime error = ", GetLastError());
      return(INIT_FAILED);
     }
   
   MA_handle3 = iMA(NULL, PERIOD_CURRENT, 100, 0, MODE_EMA, PRICE_CLOSE);
   if(MA_handle3 < 0)
     {
      Print("The creation of iMA has failed: MA_handle3=", INVALID_HANDLE);
      Print("Runtime error = ", GetLastError());
      return(INIT_FAILED);
     }
   
   WPR_handle = iWPR(NULL, PERIOD_CURRENT, 14);
   if(WPR_handle < 0)
     {
      Print("The creation of iWPR has failed: WPR_handle=", INVALID_HANDLE);
      Print("Runtime error = ", GetLastError());
      return(INIT_FAILED);
     }
   
   return(INIT_SUCCEEDED);
  }

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime& time[],
                const double& open[],
                const double& high[],
                const double& low[],
                const double& close[],
                const long& tick_volume[],
                const long& volume[],
                const int& spread[])
  {
   int limit = rates_total - prev_calculated;
   //--- counting from 0 to rates_total
   ArraySetAsSeries(Buffer1, true);
   ArraySetAsSeries(Buffer2, true);
   //--- initial zero
   if(prev_calculated < 1)
     {
      ArrayInitialize(Buffer1, EMPTY_VALUE);
      ArrayInitialize(Buffer2, EMPTY_VALUE);
     }
   else
      limit++;
   datetime Time[];
   
   if(CopyClose(Symbol(), PERIOD_CURRENT, 0, rates_total, Close) <= 0) return(rates_total);
   ArraySetAsSeries(Close, true);
   if(CopyOpen(Symbol(), PERIOD_CURRENT, 0, rates_total, Open) <= 0) return(rates_total);
   ArraySetAsSeries(Open, true);
   if(BarsCalculated(MA_handle) <= 0) 
      return(0);
   if(CopyBuffer(MA_handle, 0, 0, rates_total, MA) <= 0) return(rates_total);
   ArraySetAsSeries(MA, true);
   if(BarsCalculated(MA_handle2) <= 0) 
      return(0);
   if(CopyBuffer(MA_handle2, 0, 0, rates_total, MA2) <= 0) return(rates_total);
   ArraySetAsSeries(MA2, true);
   if(BarsCalculated(ADX_handle) <= 0) 
      return(0);
   if(CopyBuffer(ADX_handle, PLUSDI_LINE, 0, rates_total, ADX_PlusDI) <= 0) return(rates_total);
   ArraySetAsSeries(ADX_PlusDI, true);
   if(BarsCalculated(MA_handle3) <= 0) 
      return(0);
   if(CopyBuffer(MA_handle3, 0, 0, rates_total, MA3) <= 0) return(rates_total);
   ArraySetAsSeries(MA3, true);
   if(CopyLow(Symbol(), PERIOD_CURRENT, 0, rates_total, Low) <= 0) return(rates_total);
   ArraySetAsSeries(Low, true);
   if(BarsCalculated(ADX_handle) <= 0) 
      return(0);
   if(CopyBuffer(ADX_handle, MINUSDI_LINE, 0, rates_total, ADX_MinusDI) <= 0) return(rates_total);
   ArraySetAsSeries(ADX_MinusDI, true);
   if(BarsCalculated(WPR_handle) <= 0) 
      return(0);
   if(CopyBuffer(WPR_handle, 0, 0, rates_total, WPR) <= 0) return(rates_total);
   ArraySetAsSeries(WPR, true);
   if(CopyHigh(Symbol(), PERIOD_CURRENT, 0, rates_total, High) <= 0) return(rates_total);
   ArraySetAsSeries(High, true);
   if(CopyTime(Symbol(), Period(), 0, rates_total, Time) <= 0) return(rates_total);
   ArraySetAsSeries(Time, true);
   //--- main loop
   for(int i = limit-1; i >= 0; i--)
     {
      if (i >= MathMin(464444-1, rates_total-1-50)) continue; //omit some old rates to prevent "Array out of range" or slow calculation   
      
      //Indicator Buffer 1
      if(Close[i] > Open[i]
      && Close[i] > MA[i]
      && Close[i] > MA2[i]
      && ADX_PlusDI[i] > 25
      && ADX_PlusDI[i] < 50
      && ADX_MinusDI[i] < 25
      && Low[i] < MA2[i]
      && (Close[i]-Open[i]) < +1200 * myPoint
      && (Close[i]-Open[i]) > +350 * myPoint
      && MA2[i]>MA[i]
      && (MA2[i]-MA[i])>+200 * myPoint
      && (Close[i]-MA2[i])<=+900 * myPoint
      )
        {
         Buffer1[i] = Low[i]; //Set indicator value at Candlestick Low
         if(i == 1 && Time[1] != time_alert) myAlert("indicator", "Buy"); //Alert on next bar open
         time_alert = Time[1];
        }
      else
        {
         Buffer1[i] = EMPTY_VALUE;
        }
      //Indicator Buffer 2
      if(Close[i] < Open[i]
      && Close[i] < MA[i]
      && Close[i] < MA2[i]
      && ADX_MinusDI[i] > 25
      && ADX_MinusDI[i] < 50
      && ADX_PlusDI[i] < 25
      && High[i] > MA2[i]
      && (Open[i]-Close[i]) < +1200 * myPoint
      && (Open[i]-Close[i]) > +350 * myPoint
      && MA2[i]<MA[i]
      && (MA[i]-MA2[i])>+200 * myPoint
      && (MA2[i]-Close[i])<=+900 * myPoint
      )
        {
         Buffer2[i] = High[i]; //Set indicator value at Candlestick High
         if(i == 1 && Time[1] != time_alert) myAlert("indicator", "Sell"); //Alert on next bar open
         time_alert = Time[1];
        }
      else
        {
         Buffer2[i] = EMPTY_VALUE;
        }
     }
   return(rates_total);
  }

And this is my expert code:

input   int             InpTakeProfitPts                =       0;
input   int             InpStopLossPts                  =       0;
input int      TrailingStop         =  50;
//
//      Standard inputs
//
input   double  InpOrderSize                    =       0.10;                   //      Order size
input   string  InpTradeComment         =       __FILE__;       //      Trade comment
input   int             InpMagicNumber                  =       2000001;                //      Magic number
input int RangeS=121;
input int RangeT=121;
input double Goal=3.5;
input double Spread = 35;

double                  TakeProfit;
double                  StopLoss;
bool                            CloseOpposite;
const string IndicatorName="Test []";
const int Handle_Buy = 0;
const int Handle_Sell = 1;
int Handle;
double BufferBuy[3];
double BufferSell[3];
datetime lastTime = 0;
//
//      Use CTrade, easier than doing our own coding
//
#include <Trade\Trade.mqh>
CTrade  *Trade;

int OnInit() {

        //
        //      Create a pointer to a ctrade object
        //
        Trade   =       new CTrade();
        Trade.SetExpertMagicNumber(InpMagicNumber);
        Handle=iCustom(Symbol(),Period(),IndicatorName);

if(Handle==INVALID_HANDLE)
     {
      PrintFormat("Failed",GetLastError());
      return(INIT_FAILED);
     }
   return(INIT_SUCCEEDED);
  }
  
void OnDeinit(const int reason) {
IndicatorRelease(Handle);

}
void OnTick() 
{
   int cnt_B = CopyBuffer(Handle,Handle_Buy,0,3,BufferBuy);
   int cnt_S = CopyBuffer(Handle,Handle_Sell,0,3,BufferSell);
       
   double Previous_Candle_Buy = BufferBuy[1];
   double Current_Candle_Buy = BufferBuy[0];
   
   double Previous_Candle_Sell = BufferSell[1];
   double Current_Candle_Sell = BufferSell[0];
   
   
   bool buyCondition = false;
   bool sellCondition = false;
   
   if(lastTime != iTime(Symbol(), 0, 1)) 
  {
      lastTime = iTime(Symbol(), 0, 1);
  }
  else
  {
      return;
  }
   if( Previous_Candle_Buy ==iLow(_Symbol, PERIOD_CURRENT,1)) { buyCondition = true;}
   if( Previous_Candle_Sell ==iHigh(_Symbol, PERIOD_CURRENT,1)) { sellCondition = true;}

        double  point   =       SymbolInfoDouble(Symbol(), SYMBOL_POINT);
        TakeProfit              =       InpTakeProfitPts * point;
        StopLoss                        =       InpStopLossPts * point;

        CloseOpposite   =       false;


        if (buyCondition) {
                if (CloseOpposite) CloseAll(POSITION_TYPE_SELL);
                OrderOpen(ORDER_TYPE_BUY, StopLoss, TakeProfit);
        } else
        if (sellCondition) {
                if (CloseOpposite) CloseAll(POSITION_TYPE_BUY);
                OrderOpen(ORDER_TYPE_SELL, StopLoss, TakeProfit);
        }
        
        //
        //      Save any information for next time
        //

        return;
        
}

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double Highest(string symbol,ENUM_TIMEFRAMES timeframe,int count=WHOLE_ARRAY,int start=0)
{
   double highest=0;
   double High[];
   ArraySetAsSeries(High,true);
   int copied=CopyHigh(symbol,timeframe,start,count,High) ;
   int index=ArrayMaximum(High,0,count)+start;
   if(copied>0 && index<copied) highest=High[index];
   return(highest);
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double Lowest(string symbol,ENUM_TIMEFRAMES timeframe,int count=WHOLE_ARRAY,int start=0)
{
   double lowest=0;
   double Low[];
   ArraySetAsSeries(Low,true);
   int copied=CopyLow(symbol,timeframe,start,count,Low);
   int index=ArrayMinimum(Low,0,count)+start;
   if(copied>0 && index<copied) lowest=Low[index];
   return(lowest);
}


//
//      true/false has the bar changed
//
bool    NewBar() {

        static datetime priorTime       =       0;
        datetime                                currentTime     =       iTime(Symbol(), Period(), 0);
        bool                                    result          =       (currentTime!=priorTime);
        priorTime                                                       =       currentTime;
        return(result);
        
}

//
//      Close all trades of the specified type - for strategies that call for closing the opposite side
//
void    CloseAll(ENUM_POSITION_TYPE positionType) {

        int     cnt     =       PositionsTotal();
        for (int i = cnt-1; i>=0; i--) {
                ulong   ticket  =       PositionGetTicket(i);
                if (ticket>0) {
                        if (PositionGetString(POSITION_SYMBOL)==Symbol() && PositionGetInteger(POSITION_MAGIC)==InpMagicNumber && PositionGetInteger(POSITION_TYPE)==positionType) {
                                Trade.PositionClose(ticket);
                        }
                }
        }
        
}

//
//      Simple function to open a new order
//
int     OrderOpen(ENUM_ORDER_TYPE orderType, double stopLoss, double takeProfit) {

        double  openPrice;
        double  stopLossPrice;
        double  takeProfitPrice;
        
        //
        //      Calculate the open price, take profit and stop loss prices based on the order type
        //      
        double  point   =       SymbolInfoDouble(Symbol(), SYMBOL_POINT);
        if (orderType==ORDER_TYPE_BUY) {
                openPrice                       =       NormalizeDouble(SymbolInfoDouble(Symbol(), SYMBOL_ASK), Digits());
                stopLossPrice           = (((Lowest(Symbol() , _Period, RangeS, 0)))-(Spread*point));
                takeProfitPrice =(((((iClose(Symbol() ,PERIOD_CURRENT,1))-(Lowest(Symbol() , _Period, RangeT, 0)))*Goal)+(Lowest(Symbol() , _Period, RangeT, 0)))-(Spread*point));
                int     cnt     =       PositionsTotal();
                for (int i = cnt-1; i>=0; i--) {
                ulong   ticket  =       PositionGetTicket(i);
                if(TrailingStop>0)  
              {                 
               if(SymbolInfoDouble(_Symbol,SYMBOL_BID)-PositionGetDouble(POSITION_PRICE_OPEN)>point*TrailingStop)
                 {
                  if(PositionGetDouble(POSITION_SL)<SymbolInfoDouble(_Symbol,SYMBOL_BID)-point*TrailingStop)
                    {
                    Trade.PositionModify(ticket,SymbolInfoDouble(_Symbol,SYMBOL_BID)-point*TrailingStop,PositionGetDouble(POSITION_TP));
                     return (0);
                    }
                 }
              }
              }
        } else if (orderType==ORDER_TYPE_SELL) {
                openPrice                       =       NormalizeDouble(SymbolInfoDouble(Symbol(), SYMBOL_BID), Digits());
                stopLossPrice           = (((Highest(Symbol() , _Period, RangeS, 0)))+(Spread*point));
                takeProfitPrice =(((Highest(Symbol() , _Period, RangeT, 0))-(((Highest(Symbol() , _Period, RangeT, 0))-(iClose(Symbol() ,PERIOD_CURRENT,1)))*Goal))+(Spread*point));
                int     cnt     =       PositionsTotal();
                for (int i = cnt-1; i>=0; i--) {
                ulong   ticket  =       PositionGetTicket(i);
                if(TrailingStop>0)  
              {                 
               if(PositionGetDouble(POSITION_PRICE_OPEN)-SymbolInfoDouble(_Symbol,SYMBOL_ASK)>point*TrailingStop)
                 {
                  if(PositionGetDouble(POSITION_SL)>SymbolInfoDouble(_Symbol,SYMBOL_ASK)+point*TrailingStop)
                    {
                    Trade.PositionModify(ticket,SymbolInfoDouble(_Symbol,SYMBOL_ASK)+point*TrailingStop,PositionGetDouble(POSITION_TP));
                     return (0);
                    }
                 }
              }
              }
        } else {
                //      This function only works with type buy or sell
                return(-1);
        }

        Trade.PositionOpen(Symbol(), orderType, InpOrderSize, openPrice, stopLossPrice, takeProfitPrice, InpTradeComment);

        return((int)Trade.ResultOrder());
        
}

Ahmed Abd El Aziz 2022.08.11 07:19 #1

What is wrong in my trailing stop code at my expert?

R4tna C 2022.08.11 07:34 #2

Ahmed Abd El Aziz #:
What is wrong in my trailing stop code at my expert?

Can't say from what you have posted - put breakpoints just after the Trade.Position.Modify() calls and see what is written in the journal when it fails.

That should provide a clue

Failed to create empty Coding help [Archive!] FOREX - Trends,

William Roeder 2022.08.11 15:04 #3

   int cnt_B = CopyBuffer(Handle,Handle_Buy,0,3,BufferBuy);
   int cnt_S = CopyBuffer(Handle,Handle_Sell,0,3,BufferSell);

You haven't set the arrays as-series before populating them.

Why is the new bar code in the middle of OnTick, instead of being the first thing?
Use the debugger or print out your variables, including _LastError and prices and find out why. Do you really expect us to debug your code for you?
          Code debugging - Developing programs - MetaEditor Help
          Error Handling and Logging in MQL5 - MQL5 Articles (2015)
          Tracing, Debugging and Structural Analysis of Source Code - MQL5 Articles (2011)
          Introduction to MQL5: How to write simple Expert Advisor and Custom Indicator - MQL5 Articles (2010)

I want to Open Bar shift issue, why Indicator does not enter

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