MetaTrader 5
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스크립트
라이브러리
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- 2025.02.21 22:09
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Definition of variables
First, you need to change the first lines in the file to match the name of your variables and arrays. Below you can see I have used g_rates for the MqlRates variable that has the candle open, close, high, and low. You should replace g_rates with the name of your variable. The "i" is a dummy variable name that will not interfere with any other variable in your code. The variable "i" is the number of the candle being used. Example: to use the close of candle 3, use CANDLECLOSE(3). // Candle (define g_rates as: MqlRates g_rates[];) #define CANDLELOW(i) g_rates[i].low #define CANDLEHIGH(i) g_rates[i].high #define CANDLEOPEN(i) g_rates[i].open #define CANDLECLOSE(i) g_rates[i].close #define CANDLETIME(i) g_rates[i].time
Also, you can get the ASK and BID values using MqlTick as I did below, or you can call SymbolInfoDouble(_Symbol,SYMBOL_ASK) if you prefer. It does not make any difference in the value returned.
// Prices (define g_tick as: MqlTick g_tick;)) #define ASK g_tick.ask #define BID g_tick.bid
Finally, arrays are also defined for moving averages, atr, or any additional array you need. Example: to use the Average True Range of candle 1, use ATR(1).
IMPORTANT: it is assumed that arrays are AsSeries ( e.g., ArraySetAsSeries(g_MA20_arr, true); ). This is critical in the #define statements shown later.
// define these arrays as: double g_MA20_arr[]; // Moving averages and ATR #define MOVAVG20(i) g_MA20_arr[i] #define MOVAVG40(i) g_MA40_arr[i] #define MOVAVG50(i) g_MA50_arr[i] #define MOVAVG200(i) g_MA200_arr[i] #define ATR(i) g_atr_arr[i]
Once you have defined the statements above, you should not need to change anything else. Additional #define statements that fit your EA could also be added if you need to.
Candle Features
Candles have features that are useful when developing an EA, especially if the EA is price-action based. The names of the following definitions tell what they represent. WICK refers to the top candle's shadow and TAIL the bottom candle's shadow. Example: to get the price at the middle of the last candle's body, use CANDLEBODYMIDDLE(1).
// candle features #define CANDLEBODYTOP(i) fmax(CANDLEOPEN(i),CANDLECLOSE(i)) #define CANDLEBODYBOT(i) fmin(CANDLEOPEN(i),CANDLECLOSE(i)) #define CANDLEMEDIAN(i) (0.5*(CANDLEHIGH(i)+CANDLELOW(i))) #define CANDLEWEIGHTED(i) (0.25*(CANDLEHIGH(i)+CANDLELOW(i)+2*CANDLECLOSE(i))) #define CANDLETYPICAL(i) (1./3.*(CANDLEHIGH(i)+CANDLELOW(i)+CANDLECLOSE(i))) #define CANDLEBODYMIDDLE(i) (0.5*(CANDLEBODYTOP(i)+CANDLEBODYBOT(i))) #define CANDLESIZE(i) (CANDLEHIGH(i)-CANDLELOW(i)) #define CANDLEBODYSIZE(i) fabs(CANDLECLOSE(i)-CANDLEOPEN(i)) #define CANDLEWICKSIZE(i) (CANDLEHIGH(i)-CANDLEBODYTOP(i)) #define CANDLETAILSIZE(i) (CANDLEBODYBOT(i)-CANDLELOW(i))
In addition, we define two sizes using the ATR as reference. Example: you want to know how big the candle 4 is with respect to the Atr, use ATRCANDLESIZE(4).
#define ATRCANDLESIZE(i) (CANDLESIZE(i)/ATR(i)) #define ATRCANDLEBODYSIZE(i) (CANDLEBODYSIZE(i)/ATR(i))
Also, candles that are going up (close>open) are said to have a +1 direction, while candle going down are -1. If close==open, direction = 0. Example: if(CANDLEDIRECTION(10)==1) Print("Candle 10 is an up candle");
#define CANDLEDIRECTION(i) (CANDLECLOSE(i)>CANDLEOPEN(i)?1:(CANDLECLOSE(i)<CANDLEOPEN(i)?-1:0))
Two types of "runs" are defined: UP and DOWN. The runUP is define in a going-up candle as Close-Low, otherwise 0. The runDOWN is defined in a going-down candle as High-Close, otherwise 0; "Runs" are used useful to capture strong movement in the price in one direction. Example, to get the run-up of candle 3, use CANDLERUNUP(3).
#define CANDLERUNUP(i) ((CANDLECLOSE(i)>CANDLEOPEN(i))?(CANDLECLOSE(i)-CANDLELOW(i)):0) #define CANDLERUNDOWN(i) ((CANDLECLOSE(i)<CANDLEOPEN(i))?(CANDLEHIGH(i)-CANDLECLOSE(i)):0)
Candle Feature Inquiries
These definitions are Boolean variables that tell us the behavior of one or a group of candles. They use previous #define statements to make it short in length.
isCANDLERIGHTDIR(i,dir) will be true if the candle(i) direction is equal to dir, otherwise false;
There are two types of fractals: one using five candles, and another (the weak fractal) using three candles. In the fractal #definitions below the candle(i) is the middle candle having the highest high (TOP) or lowest low (BOT). Make sure there is data for candles i-2,i-1,i,i+1,i+2 for the five-candle fractals. There are also other variations using strict inequality ">" or "<", and using "<=" or ">=". Finally, there are #definitions to identify top (TOP) or bottom (BOT) fractals. Looking at the definitions you can figure out which definition to use.
is3CANDLEGAPUP(i,gap,size) is used to find an UP gap (where the high of a candle is below the low of two candles later). Candle(i) will be the newest of the three candles in question. Again, it is assumed that candles are "AsSeries". "gap" is the minimum price-delta of the gap, and "size" is the minimum price-delta of the middle candle body size.
is3CANDLEGAPDOWN(i,gap,size) is used to find an DOWN gap using the same logic.
is3CANDLEGAPUPTREND(i,gap,size) is the same as is3CANDLEGAPUP(i,gap,size) but add an additional condition to be true: that the oldest of the three candles must be positive direction.
There are two ways to inquiry of a candle is a doji: isCANDLEDOJIPOINTS(i,n) and isCANDLEDOJIFRACTION(i,f). The first version uses n*_Point and the second uses f*CANDLESIZE(i) to determine whether or not (true or false) the candle is a Doji.
Example: if you want to know if candle 20 is a non-strict (using equalities) fractal top use isCANDLEFRACTALEQTOP(20), and the output will be true or false.
As you can see, the definitions are a compressed form of the inquiries, making your EA code shorter and easier to read.
// candle feature inquiries (boolean) #define isCANDLEUP(i) (CANDLEDIRECTION(i)==1) #define isCANDLEDOWN(i) (CANDLEDIRECTION(i)==-1) #define isCANDLEFLAT(i) (CANDLEDIRECTION(i)==0) #define isCANDLEWICKLESS(i) (CANDLEWICKSIZE(i)==0) #define isCANDLETAILLESS(i) (CANDLETAILSIZE(i)==0) #define isCANDLESOLID(i) (CANDLEWICKSIZE(i)==0 && CANDLETAILSIZE(i)==0) #define isCANDLERIGHTDIR(i,dir) (dir*(CANDLECLOSE(i) - CANDLEOPEN(i))>0) #define isCANDLEFRACTALTOP(i) (CANDLEHIGH(i) > CANDLEHIGH(i-1) && CANDLEHIGH(i-1) > CANDLEHIGH(i-2) && CANDLEHIGH(i) > CANDLEHIGH(i+1) && CANDLEHIGH(i+1) > CANDLEHIGH(i+2)) #define isCANDLEFRACTALBOT(i) (CANDLELOW(i) < CANDLELOW(i-1) && CANDLELOW(i-1) < CANDLELOW(i-2) && CANDLELOW(i) < CANDLELOW(i+1) && CANDLELOW(i+1) < CANDLELOW(i+2)) #define isCANDLEFRACTALEQTOP(i) (CANDLEHIGH(i) >= CANDLEHIGH(i-1) && CANDLEHIGH(i-1) >= CANDLEHIGH(i-2) && CANDLEHIGH(i) >= CANDLEHIGH(i+1) && CANDLEHIGH(i+1) >= CANDLEHIGH(i+2)) #define isCANDLEFRACTALEQBOT(i) (CANDLELOW(i) <= CANDLELOW(i-1) && CANDLELOW(i-1) <= CANDLELOW(i-2) && CANDLELOW(i) <= CANDLELOW(i+1) && CANDLELOW(i+1) <= CANDLELOW(i+2)) #define isCANDLEWEAKFRACTALTOP(i) (CANDLEHIGH(i) > CANDLEHIGH(i-1) && CANDLEHIGH(i) > CANDLEHIGH(i+1)) #define isCANDLEWEAKFRACTALBOT(i) (CANDLELOW(i) < CANDLELOW(i-1) && CANDLELOW(i) < CANDLELOW(i+1)) #define isCANDLEWEAKFRACTALEQBOT(i) (CANDLELOW(i) <= CANDLELOW(i-1) && CANDLELOW(i) <= CANDLELOW(i+1)) #define isCANDLEWEAKFRACTALEQTOP(i) (CANDLEHIGH(i) >= CANDLEHIGH(i-1) && CANDLEHIGH(i) >= CANDLEHIGH(i+1)) #define is3CANDLEGAPUP(i,gap,size) (CANDLELOW(i)-CANDLEHIGH(i+2)>gap && CANDLEBODYSIZE(i+1)>=size) #define is3CANDLEGAPDOWN(i,gap,size) (CANDLELOW(i+2)-CANDLEHIGH(i)>gap && CANDLEBODYSIZE(i+1)>=size) #define is3CANDLEGAPUPTREND(i,gap,size) (CANDLELOW(i)-CANDLEHIGH(i+2)>gap && CANDLEBODYSIZE(i+1)>=size && isCANDLEUP(i+2)) #define is3CANDLEGAPDOWNTREND(i,gap,size) (CANDLELOW(i+2)-CANDLEHIGH(i)>gap && CANDLEBODYSIZE(i+1)>=size && isCANDLEDOWN(i+2)) #define isCANDLEDOJIPOINTS(i,n) (CANDLEBODYSIZE(i) <= n*_Point) #define isCANDLEDOJIFRACTION(i,f) (CANDLEBODYSIZE(i) <= f*CANDLESIZE(i))
Math Functions and Operations
We now define some mathematical functions and operations that are useful in the EA. Some of them are specific for EAs I have developed, but you may change them or delete them if you so desire.
BRACKET(x,minV,maxV) will return a value of x inside the interval [minV,maxV]. This is useful to box-constrain input variables in the EA.
CONVEXCOMB(a,x1,x2) is a convex combinations of x1 and x2 as a*x1+x2. This function is useful when computing a intermediate value between x1 and x2, but you want more than just the average (a=0.5).
EVALLINE(x,x1,y1,x2,y2,ymin,ymax) is the evaluation of a straight line define by two points [x1,y1] and [x2,y2]. Once evaluated at x, it returns a bracketed value inside [ymin, ymax].
MAPAB11(x,A,B) maps the value x from a bracket [A,B] to a bracket [-1,1]. MAP11AB(x,A,B) maps the value x from a bracket [-1,1] to a bracket [A,B]. These two functions are useful to work with normalized variables in the range of [-1,1].
The last four functions are used in my EAs and may not necessarily be generically useful for everybody, but I left them there, just in case.
#define BRACKET(x,minV,maxV) (x<minV?minV:(x>maxV?maxV:x)) #define CONVEXCOMB(a,x1,x2) (a*x1+(1.0-a)*x2) #define EVALLINE(x,x1,y1,x2,y2,ymin,ymax) BRACKET((y2-y1)/(x2-x1)*(x-x1)+y1,ymin,ymax) #define MAPAB11(x,A,B) (2./(B-A)*(BRACKET(x,A,B)-A)-1.) #define MAP11AB(x,A,B) ((B-A)/2.*(BRACKET(x,-1,1)-1)+B) #define SIGMOID(x,a) (1.0/(1.0 + exp(-a*x))) #define NN1(x,w,b) (w*x+b) #define EVALPOLY(X,X0,X1,Y0,Y1,EX,ymin,ymax) BRACKET(Y1*pow((X-X0)/(X1-X0),EX)+Y0,ymin,ymax) #define EVALPOLY2P(X,X0,X1,Y0,Y1,EX,ymn,ymx) BRACKET((Y1-Y0)*pow((X-X0)/(X1-X0),EX)+Y0,ymn,ymx)
Also, as function and operations, there are calculations of differences (as a proxy for slopes).
MA20DIFF(i,n) gives the difference between the two values of the 20-period moving average separated by n candles. The rest of functions follow the same logic. Example: to compute the difference between the 200-period moving average at candle 3 and at candle 13, use MA200DIFF(3,10).
#define MA20DIFF(i,n) (MOVAVG20(i)-MOVAVG20(i+n)) #define MA40DIFF(i,n) (MOVAVG40(i)-MOVAVG40(i+n)) #define MA50DIFF(i,n) (MOVAVG50(i)-MOVAVG50(i+n)) #define MA200DIFF(i,n) (MOVAVG200(i)-MOVAVG200(i+n)) #define CANDLECLOSEDIFF(i,n) (CANDLECLOSE(i)-CANDLECLOSE(i+n)) #define CANDLEOPENDIFF(i,n) (CANDLEOPEN(i)-CANDLEOPEN(i+n)) #define CANDLEHIGHDIFF(i,n) (CANDLEHIGH(i)-CANDLEHIGH(i+n)) #define CANDLELOWDIFF(i,n) (CANDLELOW(i)-CANDLELOW(i+n)) #define CANDLEMEDIANDIFF(i,n) (CANDLEMEDIAN(i)-CANDLEMEDIAN(i+n)) #define CANDLEWEIGHTEDDIFF(i,n) (CANDLEWEIGHTED(i)-CANDLEWEIGHTED(i+n)) #define CANDLETYPICALDIFF(i,n) (CANDLETYPICAL(i)-CANDLETYPICAL(i+n)) #define CANDLEBODYMIDDLEDIFF(i,n) (CANDLEBODYMIDDLE(i)-CANDLEBODYMIDDLE(i+n))
Inquiries are also included as mathemtical functions. Bracketing and convexity is checked below.
#define isINBRACKET(x,minV,maxV) (x<=maxV && x>=minV) #define isINBRACKETSTRICT(x,minV,maxV) (x<maxV && x>minV) #define isOUTBRACKET(x,minV,maxV) (x>=maxV || x<=minV) #define isOUTBRACKETSTRICT(x,minV,maxV) (x> maxV || x< minV) #define isCONVEX(yl,yc,yr) (yl>=yc && yc<=yr) #define isCONCAVE(yl,yc,yr) (yl<=yc && yc>=yr) #define isCONVEXTSTRICT(yl,yc,yr) (yl>yc && yc<yr) #define isCONCAVESTRICT(yl,yc,yr) (yl<yc && yc>yr)
Constants
I define some constants that I use. It is your choice to use them.
// Constants #define PIVALUE (M_PI) #define MINSTOPPOINTS (30) #define MINFREEZEPOINTS (30) #define STOPLEVEL (fmax(MINSTOPPOINTS,(double)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_STOPS_LEVEL))*_Point) #define FREEZELEVEL (fmax(MINFREEZEPOINTS,(double)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_FREEZE_LEVEL))*_Point)
Debugging
Any seasoned programmer knows that the best tool for debugging your code is the Print statement. The following definitions allows to set up Print statements all over your program, and turn them ON/OFF depending on the value of the level of debugging you are interested in.
First, you need to define the level of debugging using #define DEBUG_LEVEL0, #define DEBUG_LEVEL1, or #define DEBUG_LEVEL2. When using DEBUG_LEVEL0, there will be no printing on the Journal tab of the Metatrader 5 terminal. With DEBUG_LEVEL1, only the PRINTVARn statements will be active and will print on the Journal tab. With DEBUG_LEVEL2, both, the PRINTVARn and the VPRINTVARn statements will print on the journal tab. The DEBUG_LEVEL2 is the "V"erbose case using VPRINTVARn.
PRINTVARn will print n variables. For instance, if you want to print i, x and z, use PRINTVAR3(i,x,z); In order to print a string, use PRINTTEXT("any string"); The print out will include the function name and the line number of the file where the PRINTVARn statement is inserted.
// Debugging with Print // At the beginning of your code define the debug level x={0,1,2} as: #define DEBUG_LEVELx #ifdef DEBUG_LEVEL0 #define PRINTTEXT(text) #define PRINTVAR(x1) #define PRINTVAR1(x1) #define PRINTVAR2(x1,x2) #define PRINTVAR3(x1,x2,x3) #define PRINTVAR4(x1,x2,x3,x4) #define PRINTVAR5(x1,x2,x3,x4,x5) #define PRINTVAR6(x1,x2,x3,x4,x5,x6) #define VPRINTTEXT(text) #define VPRINTVAR(x1) #define VPRINTVAR1(x1) #define VPRINTVAR2(x1,x2) #define VPRINTVAR3(x1,x2,x3) #define VPRINTVAR4(x1,x2,x3,x4) #define VPRINTVAR5(x1,x2,x3,x4,x5) #define VPRINTVAR6(x1,x2,x3,x4,x5,x6) #endif #ifdef DEBUG_LEVEL1 #define PRINTTEXT(text) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :",text) #define PRINTVAR(x1) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1)) #define PRINTVAR1(x1) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1)) #define PRINTVAR2(x1,x2) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2)) #define PRINTVAR3(x1,x2,x3) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3)) #define PRINTVAR4(x1,x2,x3,x4) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3),", " #x4 + "=", (x4)) #define PRINTVAR5(x1,x2,x3,x4,x5) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3),", " #x4 + "=", (x4),", " #x5 + "=", (x5)) #define PRINTVAR6(x1,x2,x3,x4,x5,x6) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3),", " #x4 + "=", (x4),", " #x5 + "=", (x5),", " #x6 + "=", (x6)) #define VPRINTTEXT(text) #define VPRINTVAR(x1) #define VPRINTVAR1(x1) #define VPRINTVAR2(x1,x2) #define VPRINTVAR3(x1,x2,x3) #define VPRINTVAR4(x1,x2,x3,x4) #define VPRINTVAR5(x1,x2,x3,x4,x5) #define VPRINTVAR6(x1,x2,x3,x4,x5,x6) #endif #ifdef DEBUG_LEVEL2 #define PRINTTEXT(text) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :",text) #define PRINTVAR(x1) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1)) #define PRINTVAR1(x1) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1)) #define PRINTVAR2(x1,x2) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2)) #define PRINTVAR3(x1,x2,x3) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3)) #define PRINTVAR4(x1,x2,x3,x4) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3),", " #x4 + "=", (x4)) #define PRINTVAR5(x1,x2,x3,x4,x5) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3),", " #x4 + "=", (x4),", " #x5 + "=", (x5)) #define PRINTVAR6(x1,x2,x3,x4,x5,x6) Print("*/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3),", " #x4 + "=", (x4),", " #x5 + "=", (x5),", " #x6 + "=", (x6)) #define VPRINTTEXT(text) Print("V/*/*/* ",__FUNCTION__,"(",__LINE__,") :",text) #define VPRINTVAR(x1) Print("V/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1)) #define VPRINTVAR1(x1) Print("V/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1)) #define VPRINTVAR2(x1,x2) Print("V/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2)) #define VPRINTVAR3(x1,x2,x3) Print("V/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3)) #define VPRINTVAR4(x1,x2,x3,x4) Print("V/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3),", " #x4 + "=", (x4)) #define VPRINTVAR5(x1,x2,x3,x4,x5) Print("V/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3),", " #x4 + "=", (x4),", " #x5 + "=", (x5)) #define VPRINTVAR6(x1,x2,x3,x4,x5,x6) Print("V/*/*/* ",__FUNCTION__,"(",__LINE__,") :", #x1 + "=", (x1),", " #x2 + "=", (x2),", " #x3 + "=", (x3),", " #x4 + "=", (x4),", " #x5 + "=", (x5),", " #x6 + "=", (x6)) #endif
Self Optimized SMA
The indicator plots two lines. The lower line is calculated based on the latest SMA period that caused a bounce up. The upper line is calculated based on the latest SMA period that caused a bounce down.
Collect Data (Date, Time and Close Price)
A simple starting-point script to collect data and send to a CSV in oldest-newest ordering. In this example only the close price data is collected.
Download all ticks of a symbol's history
Download all the ticks from your broker for all the symbols in the market watch. Download all history or until a specific date in the past if available.
Multiple EA Tracking with a Magic Number Based Profit and Loss Live Dashboard in MQL5
Whether you’re running multiple trading robots simultaneously or just one sophisticated strategy, keeping track of each Expert Advisor’s performance can be surprisingly time-consuming. MetaTrader 5 (MT5) conveniently displays orders and positions in its “Toolbox,” but when numerous robots share the same account, it becomes harder to know which EA is generating your profits—or losses. A single account might have dozens or hundreds of trades, each opened by different EAs, making it difficult to separate the results of one robot from another.