RangeBreakout EA

Alexander Martin Nichols 2023.02.02 11:25

Hi All,

I have this code which trades breakouts. Id like to reverse it so it buys on the low and sells on the high.

Thanks in advance

#define VERSION "1.0"
#property version VERSION

#define PROJECT_NAME MQLInfoString(MQL_PROGRAM_NAME)

#include <Trade/Trade.mqh>

input double Lots = 0.1;
input double RiskPercent = 2.0; //RiskPercent (0 = Fix)

input int OrderDistPoints = 200;
input int TpPoints = 200;
input int SlPoints = 200;
input int TslPoints = 5;
input int TslTriggerPoints = 5;

input ENUM_TIMEFRAMES Timeframe = PERIOD_H1;
input int BarsN = 5;
input int ExpirationHours = 50;

input int Magic = 111;

CTrade trade;

ulong buyPos, sellPos;
int totalBars;

int OnInit(){
   trade.SetExpertMagicNumber(Magic);
   if(!trade.SetTypeFillingBySymbol(_Symbol)){
      trade.SetTypeFilling(ORDER_FILLING_RETURN);
   }

   static bool isInit = false;
   if(!isInit){
      isInit = true;
      Print(__FUNCTION__," > EA (re)start...");
      Print(__FUNCTION__," > EA version ",VERSION,"...");
       
      for(int i = PositionsTotal()-1; i >= 0; i--){
         CPositionInfo pos;
         if(pos.SelectByIndex(i)){
            if(pos.Magic() != Magic) continue;
            if(pos.Symbol() != _Symbol) continue;

            Print(__FUNCTION__," > Found open position with ticket #",pos.Ticket(),"...");
            if(pos.PositionType() == POSITION_TYPE_BUY) buyPos = pos.Ticket();
            if(pos.PositionType() == POSITION_TYPE_SELL) sellPos = pos.Ticket();
         }
      }

      for(int i = OrdersTotal()-1; i >= 0; i--){
         COrderInfo order;
         if(order.SelectByIndex(i)){
            if(order.Magic() != Magic) continue;
            if(order.Symbol() != _Symbol) continue;

            Print(__FUNCTION__," > Found pending order with ticket #",order.Ticket(),"...");
            if(order.OrderType() == ORDER_TYPE_BUY_STOP) buyPos = order.Ticket();
            if(order.OrderType() == ORDER_TYPE_SELL_STOP) sellPos = order.Ticket();
         }
      }
   }

   return(INIT_SUCCEEDED);
}

void OnDeinit(const int reason){

}

void OnTick(){
   processPos(buyPos);
   processPos(sellPos);

   int bars = iBars(_Symbol,Timeframe);
   if(totalBars != bars){
      totalBars = bars;
      
      if(buyPos <= 0){
         double high = findHigh();
         if(high > 0){
            executeBuy(high);
         }
      }
      
      if(sellPos <= 0){
         double low = findLow();
         if(low > 0){
            executeSell(low);
         }
      }
   }
}

void  OnTradeTransaction(
   const MqlTradeTransaction&    trans,
   const MqlTradeRequest&        request,
   const MqlTradeResult&         result
   ){
   
   if(trans.type == TRADE_TRANSACTION_ORDER_ADD){
      COrderInfo order;
      if(order.Select(trans.order)){
         if(order.Magic() == Magic){
            if(order.OrderType() == ORDER_TYPE_BUY_STOP){
               buyPos = order.Ticket();
            }else if(order.OrderType() == ORDER_TYPE_SELL_STOP){
               sellPos = order.Ticket();
            }
         }
      }
   }
}

void processPos(ulong &posTicket){
   if(posTicket <= 0) return;
   if(OrderSelect(posTicket)) return;
   
   CPositionInfo pos;
   if(!pos.SelectByTicket(posTicket)){
      posTicket = 0;
      return;
   }else{
      if(pos.PositionType() == POSITION_TYPE_BUY){
         double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
         
         if(bid > pos.PriceOpen() + TslTriggerPoints * _Point){
            double sl = bid - TslPoints * _Point;
            sl = NormalizeDouble(sl,_Digits);
            
            if(sl > pos.StopLoss()){
               trade.PositionModify(pos.Ticket(),sl,pos.TakeProfit());
            }
         }
      }else if(pos.PositionType() == POSITION_TYPE_SELL){
         double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
         
         if(ask < pos.PriceOpen() - TslTriggerPoints * _Point){
            double sl = ask + TslPoints * _Point;
            sl = NormalizeDouble(sl,_Digits);
            
            if(sl < pos.StopLoss() || pos.StopLoss() == 0){
               trade.PositionModify(pos.Ticket(),sl,pos.TakeProfit());
            }
         }
      }
   }
}

void executeBuy(double entry){
   entry = NormalizeDouble(entry,_Digits);
   
   double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
   if(ask > entry - OrderDistPoints * _Point) return;
   
   double tp = entry + TpPoints * _Point;
   tp = NormalizeDouble(tp,_Digits);
   
   double sl = entry - SlPoints * _Point;
   sl = NormalizeDouble(sl,_Digits);

   double lots = Lots;
   if(RiskPercent > 0) lots = calcLots(entry-sl);
   
   datetime expiration = iTime(_Symbol,Timeframe,0) + ExpirationHours * PeriodSeconds(PERIOD_H1);

   trade.BuyStop(lots,entry,_Symbol,sl,tp,ORDER_TIME_SPECIFIED,expiration);
   
   buyPos = trade.ResultOrder();
}

void executeSell(double entry){
   entry = NormalizeDouble(entry,_Digits);  

   double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
   if(bid < entry + OrderDistPoints * _Point) return;

   double tp = entry - TpPoints * _Point;
   tp = NormalizeDouble(tp,_Digits);
   
   double sl = entry + SlPoints * _Point;
   sl = NormalizeDouble(sl,_Digits);
   
   double lots = Lots;
   if(RiskPercent > 0) lots = calcLots(sl-entry);
  
   datetime expiration = iTime(_Symbol,Timeframe,0) + ExpirationHours * PeriodSeconds(PERIOD_H1);

   trade.SellStop(lots,entry,_Symbol,sl,tp,ORDER_TIME_SPECIFIED,expiration);
   
   sellPos = trade.ResultOrder();
}

double calcLots(double slPoints){
   double risk = AccountInfoDouble(ACCOUNT_BALANCE) * RiskPercent / 100;
   
   double ticksize = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);
   double tickvalue = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE);
   double lotstep = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
   
   double moneyPerLotstep = slPoints / ticksize * tickvalue * lotstep;   
   double lots = MathFloor(risk / moneyPerLotstep) * lotstep;
   
   lots = MathMin(lots,SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX));
   lots = MathMax(lots,SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN));
   
   return lots;
}

double findHigh(){
   double highestHigh = 0;
   for(int i = 0; i < 200; i++){
      double high = iHigh(_Symbol,Timeframe,i);
      if(i > BarsN && iHighest(_Symbol,Timeframe,MODE_HIGH,BarsN*2+1,i-BarsN) == i){
         if(high > highestHigh){
            return high;
         }
      }
      highestHigh = MathMax(high,highestHigh);
   }
   return -1;
}

double findLow(){
   double lowestLow = DBL_MAX;
   for(int i = 0; i < 200; i++){
      double low = iLow(_Symbol,Timeframe,i);
      if(i > BarsN && iLowest(_Symbol,Timeframe,MODE_LOW,BarsN*2+1,i-BarsN) == i){
         if(low < lowestLow){
            return low;
         }
      }   
      lowestLow = MathMin(low,lowestLow);
   }
   return -1;
}

Yashar Seyyedin 2023.02.03 07:19 #1

Zerocool2021:

Hi All,

I have this code which trades breakouts. Id like to reverse it so it buys on the low and sells on the high.

Thanks in advance

1. change buystop to selllimit

2. change sellstop to buylimit

3. change (tp to sl) and (sl to tp)

Alexander Martin Nichols 2023.02.03 12:36 #2

Yashar Seyyedin #:

1. change buystop to selllimit

2. change sellstop to buylimit

3. change (tp to sl) and (sl to tp)

I tired that but doesnt open any trades :(

Would you mind replacing everything for me at all ?

Would be much appreciated !

Alexander Martin Nichols 2023.02.03 12:46 #3

Yashar Seyyedin #:

1. change buystop to selllimit

2. change sellstop to buylimit

3. change (tp to sl) and (sl to tp)

#define VERSION "1.0"

#property version VERSION

#define PROJECT_NAME MQLInfoString(MQL_PROGRAM_NAME)

#include <Trade/Trade.mqh>

input double Lots = 0.1;

input double RiskPercent = 2.0; //RiskPercent (0 = Fix)

input int OrderDistPoints = 200;

input int TpPoints = 200;

input int SlPoints = 200;

input int TslPoints = 5;

input int TslTriggerPoints = 5;

input ENUM_TIMEFRAMES Timeframe = PERIOD_H1;

input int BarsN = 5;

input int ExpirationHours = 50;

input int Magic = 111;

CTrade trade;

ulong buyPos, sellPos;

int totalBars;

int OnInit(){

trade.SetExpertMagicNumber(Magic);

if(!trade.SetTypeFillingBySymbol(_Symbol)){

trade.SetTypeFilling(ORDER_FILLING_RETURN);

}

static bool isInit = false;

if(!isInit){

isInit = true;

Print(__FUNCTION__," > EA (re)start...");

Print(__FUNCTION__," > EA version ",VERSION,"...");

for(int i = PositionsTotal()-1; i >= 0; i--){

CPositionInfo pos;

if(pos.SelectByIndex(i)){

if(pos.Magic() != Magic) continue;

if(pos.Symbol() != _Symbol) continue;

Print(__FUNCTION__," > Found open position with ticket #",pos.Ticket(),"...");

if(pos.PositionType() == POSITION_TYPE_BUY) buyPos = pos.Ticket();

if(pos.PositionType() == POSITION_TYPE_SELL) sellPos = pos.Ticket();

}

for(int i = OrdersTotal()-1; i >= 0; i--){

COrderInfo order;

if(order.SelectByIndex(i)){

if(order.Magic() != Magic) continue;

if(order.Symbol() != _Symbol) continue;

Print(__FUNCTION__," > Found pending order with ticket #",order.Ticket(),"...");

if(order.OrderType() == ORDER_TYPE_SELL_LIMIT) buyPos = order.Ticket();

if(order.OrderType() == ORDER_TYPE_BUY_LIMIT) sellPos = order.Ticket();

}

return(INIT_SUCCEEDED);

}

void OnDeinit(const int reason){

}

void OnTick(){

processPos(buyPos);

processPos(sellPos);

int bars = iBars(_Symbol,Timeframe);

if(totalBars != bars){

totalBars = bars;

if(sellPos <= 0){

double high = findHigh();

if(high > 0){

executeSell(high);

}

if(buyPos <= 0){

double low = findLow();

if(low > 0){

executeBuy(low);

}

void OnTradeTransaction(

const MqlTradeTransaction& trans,

const MqlTradeRequest& request,

const MqlTradeResult& result

){

if(trans.type == TRADE_TRANSACTION_ORDER_ADD){

COrderInfo order;

if(order.Select(trans.order)){

if(order.Magic() == Magic){

if(order.OrderType() == ORDER_TYPE_BUY_STOP){

buyPos = order.Ticket();

}else if(order.OrderType() == ORDER_TYPE_SELL_STOP){

sellPos = order.Ticket();

}

void processPos(ulong &posTicket){

if(posTicket <= 0) return;

if(OrderSelect(posTicket)) return;

CPositionInfo pos;

if(!pos.SelectByTicket(posTicket)){

posTicket = 0;

return;

}else{

if(pos.PositionType() == POSITION_TYPE_BUY){

double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);

if(bid > pos.PriceOpen() + TslTriggerPoints * _Point){

double sl = bid - TslPoints * _Point;

sl = NormalizeDouble(sl,_Digits);

if(sl > pos.TakeProfit()){

trade.PositionModify(pos.Ticket(),sl,pos.StopLoss());

}

}else if(pos.PositionType() == POSITION_TYPE_SELL){

double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);

if(ask < pos.PriceOpen() - TslTriggerPoints * _Point){

double sl = ask + TslPoints * _Point;

sl = NormalizeDouble(sl,_Digits);

if(sl < pos.StopLoss() || pos.TakeProfit() == 0){

trade.PositionModify(pos.Ticket(),sl,pos.StopLoss());

}

void executeBuy(double entry){

entry = NormalizeDouble(entry,_Digits);

double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);

if(ask > entry - OrderDistPoints * _Point) return;

double sl = entry + SlPoints * _Point;

sl = NormalizeDouble(sl,_Digits);

double tp = entry - TpPoints * _Point;

tp = NormalizeDouble(tp,_Digits);

double lots = Lots;

if(RiskPercent > 0) lots = calcLots(entry-sl);

datetime expiration = iTime(_Symbol,Timeframe,0) + ExpirationHours * PeriodSeconds(PERIOD_H1);

trade.BuyLimit(lots,entry,_Symbol,sl,tp,ORDER_TIME_SPECIFIED,expiration);

buyPos = trade.ResultOrder();

}

void executeSell(double entry){

entry = NormalizeDouble(entry,_Digits);

double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);

if(bid < entry + OrderDistPoints * _Point) return;

double sl = entry - SlPoints * _Point;

sl = NormalizeDouble(sl,_Digits);

double tp = entry + TpPoints * _Point;

tp = NormalizeDouble(tp,_Digits);

double lots = Lots;

if(RiskPercent > 0) lots = calcLots(sl-entry);

datetime expiration = iTime(_Symbol,Timeframe,0) + ExpirationHours * PeriodSeconds(PERIOD_H1);

trade.SellLimit(lots,entry,_Symbol,sl,tp,ORDER_TIME_SPECIFIED,expiration);

sellPos = trade.ResultOrder();

}

double calcLots(double slPoints){

double risk = AccountInfoDouble(ACCOUNT_BALANCE) * RiskPercent / 100;

double ticksize = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);

double tickvalue = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE);

double lotstep = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);

double moneyPerLotstep = slPoints / ticksize * tickvalue * lotstep;

double lots = MathFloor(risk / moneyPerLotstep) * lotstep;

lots = MathMin(lots,SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX));

lots = MathMax(lots,SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN));

return lots;

}

double findHigh(){

double highestHigh = 0;

for(int i = 0; i < 200; i++){

double high = iHigh(_Symbol,Timeframe,i);

if(i > BarsN && iHighest(_Symbol,Timeframe,MODE_HIGH,BarsN*2+1,i-BarsN) == i){

if(high > highestHigh){

return high;

}

highestHigh = MathMax(high,highestHigh);

}

return -1;

}

double findLow(){

double lowestLow = DBL_MAX;

for(int i = 0; i < 200; i++){

double low = iLow(_Symbol,Timeframe,i);

if(i > BarsN && iLowest(_Symbol,Timeframe,MODE_LOW,BarsN*2+1,i-BarsN) == i){

if(low < lowestLow){

return low;

}

lowestLow = MathMin(low,lowestLow);

}

return -1;

}

Errors, bugs, questions MQL4 to MQL5 Error type cannot convert

Yashar Seyyedin 2023.02.03 13:50 #4

Zerocool2021 #:

#define VERSION "1.0"

#property version VERSION

#define PROJECT_NAME MQLInfoString(MQL_PROGRAM_NAME)

#include <Trade/Trade.mqh>

input double Lots = 0.1;

input double RiskPercent = 2.0; //RiskPercent (0 = Fix)

input int OrderDistPoints = 200;

input int TpPoints = 200;

input int SlPoints = 200;

input int TslPoints = 5;

input int TslTriggerPoints = 5;

input ENUM_TIMEFRAMES Timeframe = PERIOD_H1;

input int BarsN = 5;

input int ExpirationHours = 50;

input int Magic = 111;

CTrade trade;

ulong buyPos, sellPos;

int totalBars;

int OnInit(){

trade.SetExpertMagicNumber(Magic);

if(!trade.SetTypeFillingBySymbol(_Symbol)){

trade.SetTypeFilling(ORDER_FILLING_RETURN);

}

static bool isInit = false;

if(!isInit){

isInit = true;

Print(__FUNCTION__," > EA (re)start...");

Print(__FUNCTION__," > EA version ",VERSION,"...");

for(int i = PositionsTotal()-1; i >= 0; i--){

CPositionInfo pos;

if(pos.SelectByIndex(i)){

if(pos.Magic() != Magic) continue;

if(pos.Symbol() != _Symbol) continue;

Print(__FUNCTION__," > Found open position with ticket #",pos.Ticket(),"...");

if(pos.PositionType() == POSITION_TYPE_BUY) buyPos = pos.Ticket();

if(pos.PositionType() == POSITION_TYPE_SELL) sellPos = pos.Ticket();

}

for(int i = OrdersTotal()-1; i >= 0; i--){

COrderInfo order;

if(order.SelectByIndex(i)){

if(order.Magic() != Magic) continue;

if(order.Symbol() != _Symbol) continue;

Print(__FUNCTION__," > Found pending order with ticket #",order.Ticket(),"...");

if(order.OrderType() == ORDER_TYPE_SELL_LIMIT) buyPos = order.Ticket();

if(order.OrderType() == ORDER_TYPE_BUY_LIMIT) sellPos = order.Ticket();

}

return(INIT_SUCCEEDED);

}

void OnDeinit(const int reason){

}

void OnTick(){

processPos(buyPos);

processPos(sellPos);

int bars = iBars(_Symbol,Timeframe);

if(totalBars != bars){

totalBars = bars;

if(sellPos <= 0){

double high = findHigh();

if(high > 0){

executeSell(high);

}

if(buyPos <= 0){

double low = findLow();

if(low > 0){

executeBuy(low);

}

void OnTradeTransaction(

const MqlTradeTransaction& trans,

const MqlTradeRequest& request,

const MqlTradeResult& result

){

if(trans.type == TRADE_TRANSACTION_ORDER_ADD){

COrderInfo order;

if(order.Select(trans.order)){

if(order.Magic() == Magic){

if(order.OrderType() == ORDER_TYPE_BUY_STOP){

buyPos = order.Ticket();

}else if(order.OrderType() == ORDER_TYPE_SELL_STOP){

sellPos = order.Ticket();

}

void processPos(ulong &posTicket){

if(posTicket <= 0) return;

if(OrderSelect(posTicket)) return;

CPositionInfo pos;

if(!pos.SelectByTicket(posTicket)){

posTicket = 0;

return;

}else{

if(pos.PositionType() == POSITION_TYPE_BUY){

double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);

if(bid > pos.PriceOpen() + TslTriggerPoints * _Point){

double sl = bid - TslPoints * _Point;

sl = NormalizeDouble(sl,_Digits);

if(sl > pos.TakeProfit()){

trade.PositionModify(pos.Ticket(),sl,pos.StopLoss());

}

}else if(pos.PositionType() == POSITION_TYPE_SELL){

double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);

if(ask < pos.PriceOpen() - TslTriggerPoints * _Point){

double sl = ask + TslPoints * _Point;

sl = NormalizeDouble(sl,_Digits);

if(sl < pos.StopLoss() || pos.TakeProfit() == 0){

trade.PositionModify(pos.Ticket(),sl,pos.StopLoss());

}

void executeBuy(double entry){

entry = NormalizeDouble(entry,_Digits);

double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);

if(ask > entry - OrderDistPoints * _Point) return;

double sl = entry + SlPoints * _Point;

sl = NormalizeDouble(sl,_Digits);

double tp = entry - TpPoints * _Point;

tp = NormalizeDouble(tp,_Digits);

double lots = Lots;

if(RiskPercent > 0) lots = calcLots(entry-sl);

datetime expiration = iTime(_Symbol,Timeframe,0) + ExpirationHours * PeriodSeconds(PERIOD_H1);

trade.BuyLimit(lots,entry,_Symbol,sl,tp,ORDER_TIME_SPECIFIED,expiration);

buyPos = trade.ResultOrder();

}

void executeSell(double entry){

entry = NormalizeDouble(entry,_Digits);

double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);

if(bid < entry + OrderDistPoints * _Point) return;

double sl = entry - SlPoints * _Point;

sl = NormalizeDouble(sl,_Digits);

double tp = entry + TpPoints * _Point;

tp = NormalizeDouble(tp,_Digits);

double lots = Lots;

if(RiskPercent > 0) lots = calcLots(sl-entry);

datetime expiration = iTime(_Symbol,Timeframe,0) + ExpirationHours * PeriodSeconds(PERIOD_H1);

trade.SellLimit(lots,entry,_Symbol,sl,tp,ORDER_TIME_SPECIFIED,expiration);

sellPos = trade.ResultOrder();

}

double calcLots(double slPoints){

double risk = AccountInfoDouble(ACCOUNT_BALANCE) * RiskPercent / 100;

double ticksize = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);

double tickvalue = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE);

double lotstep = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);

double moneyPerLotstep = slPoints / ticksize * tickvalue * lotstep;

double lots = MathFloor(risk / moneyPerLotstep) * lotstep;

lots = MathMin(lots,SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX));

lots = MathMax(lots,SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN));

return lots;

}

double findHigh(){

double highestHigh = 0;

for(int i = 0; i < 200; i++){

double high = iHigh(_Symbol,Timeframe,i);

if(i > BarsN && iHighest(_Symbol,Timeframe,MODE_HIGH,BarsN*2+1,i-BarsN) == i){

if(high > highestHigh){

return high;

}

highestHigh = MathMax(high,highestHigh);

}

return -1;

}

double findLow(){

double lowestLow = DBL_MAX;

for(int i = 0; i < 200; i++){

double low = iLow(_Symbol,Timeframe,i);

if(i > BarsN && iLowest(_Symbol,Timeframe,MODE_LOW,BarsN*2+1,i-BarsN) == i){

if(low < lowestLow){

return low;

}

lowestLow = MathMin(low,lowestLow);

}

return -1;

}

It is working here! check attached file.

Files:

test.mq5 7 kb

Alexander Martin Nichols 2023.02.03 17:33 #5

Yashar Seyyedin #:

It is working here! check attached file.

Thanks dude :)

Enrico Gottfried 2024.03.16 23:24 #6

man muss noch den Trend hinzufügen; steigt der Markt in H1 und wird ein Tief liquidiert, dann BuyLimit, hier ein Hoch zu verkaufen ist zu riskant und umgekehrt, fällt der Markt und wird ein Hoch liquidiert, dann SellLimit

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