Мне нужно вычислить массив скользящей средней на основе другого массива - MQL4 и MetaTrader 4

Tretyakov Rostyslav 2023.06.15 16:25 #22101

Александр #:
Задача такая, перебирая все акции из списка, смотреть значения скользящей. Как проще всего сделать?

Кого нибудь озадачить.

maxvoronin74 2023.06.16 03:16 #22102

Вот, вроде бы, простая логика. Но не открывает ордера советник. Есть мысли, как заставить? Спасибо.

/*#include <MT5API.mqh>*/
/*#include <MT5TimeSeries.mqh>*/

/*CMT5API mt5;*/
CMT5TimeSeries;
data;

bool is_trend(CMT5TimeSeries, data)
{
   MqlRates ma[];
   if(data.GetMa(data.Close, ma, 50, 0, data.Total()) != -1)
   {
       if(data.Close[data.Total()-1] > ma[data.Total()-1].close)
           return true;
       else
           return false;
   }
   return false;
}

double sl = 0.05;
double locksl = 0.02;

void open_order(string action, double volume, double sl_price)
{
   MqlTick tick;
   SymbolInfoTick(tick, "EURUSD");
   double price = action == "BUY" ? tick.ask : tick.bid;
   MqlTradeRequest request = {0};
   request.action = TRADE_ACTION_DEAL;
   request.symbol = "EURUSD";
   request.volume = volume;
   request.type = action == "BUY" ? ORDER_TYPE_BUY : ORDER_TYPE_SELL;
   request.price = price;
   request.sl = sl_price;
   request.tp = 0;
   request.type_time = ORDER_TIME_GTC;
   request.expiration = ORDER_TIME_GTC;
   request.magic = 5;
   request.comment = "TMSL order";
   request.position = 0;
   MqlTradeResult result;
   if(!OrderSend(request, result))
       Print("Failed to open ", action, " order: ", result.retcode);
   else
       Print("Opened position ", result.order);
}

void close_order(ulong position, double volume, double sl_price)
{
   MqlPosition positions[];
   int total = PositionsGetAll(positions);
   for(int i = 0; i < total; i++)
   {
       if(positions[i].ticket == position)
       {
           string symbol = positions[i].symbol;
           string action = "";
           double price = 0.0;
           if(positions[i].type == ORDER_TYPE_BUY)
           {
               action = "SELL";
               SymbolInfoTick(tick, symbol);
               price = tick.bid;
           }
           else
           {
               action = "BUY";
               SymbolInfoTick(tick, symbol);
               price = tick.ask;
           }
           MqlTradeRequest request = {0};
           request.action = TRADE_ACTION_DEAL;
           request.position = position;
           request.type = positions[i].type == ORDER_TYPE_BUY ? ORDER_TYPE_SELL : ORDER_TYPE_BUY;
           request.volume = volume;
           request.price = price;
           request.symbol = symbol;
           request.sl = sl_price;
           request.tp = 0;
           request.magic = 5;
           request.comment = "Close TMSL order";
           request.type_time = ORDER_TIME_GTC;
           request.type_filling = ORDER_FILLING_RETURN;
           MqlTradeResult result;
           if(!OrderSend(request, result))
               Print("Failed to close position ", position, ": ", result.retcode);
           else
               Print("Closed position ", position);
           break;
       }
   }
}

int OnInit()
{
   if(!mt5.Initialize())
       return INIT_FAILED;

   while(!IsStopped())
   {
       void OnTick()
       {
                   if(!data.CopyRates("EURUSD", PERIOD_M5, 0, 288))
                   {
                           Print("Failed to copy rates");
                           break;
                   }

                   bool trend = is_trend(data);
                   double sl = calc_sl(data);
                   ulong position = 0;
                   double sl_price = 0.0;
                   double volume = 0.0;

                   for(int i = 50; i < data.Total(); i++)
                   {
                           if(position != 0)
                           {
                                   close_order(position, volume, sl_price);
                                   position = 0;
                           }
                           if(trend && position == 0)
                           {
                                   volume = 1000 / data.Close[i];
                                   sl_price = data.Close[i] - sl;
                                   open_order("BUY", volume, sl_price);
                           }
                           else if(!trend && position == 0)
                           {
                                   volume = 1000 / data.Close[i];
                                   sl_price = data.Close[i] + sl;
                                   open_order("SELL", volume, sl_price);
                           }
                           if(position != 0 && (data.Close[i] - sl_price <= 0))
                           {
                                   close_order(position, volume, sl_price);
                                   volume = position.volume * 2;
                                   sl_price = data.Close[i] + locksl;
                                   open_order("SELL", volume, sl_price);
                           }
                           else if(position != 0 && (sl_price - data.Close[i] <= 0))
                           {
                                   close_order(position, volume, sl_price);
                                   volume = position.volume * 2;
                                   sl_price = data.Close[i] - locksl;
                                   open_order("BUY", volume, sl_price);
                           }

/*                         # Sleep(10); // Wait for the next tick*/
                   }
       }   
   }

   return 0;
}

void OnDeinit(const int reason)
{
   mt5.Shutdown();
}

Artyom Trishkin 2023.06.16 06:01 #22103

maxvoronin74 #:

Вот, вроде бы, простая логика. Но не открывает ордера советник. Есть мысли, как заставить? Спасибо.

OnTick(() внутри бесконечного цикла внутри OnInit() ?

И как OnTick() должен исполниться по Вашему?

Valeriy Yastremskiy 2023.06.16 11:46 #22104

Artyom Trishkin #:

OnTick(() внутри бесконечного цикла внутри OnInit() ?

И как OnTick() должен исполниться по Вашему?

Сперва даже не понял, что это. Жестоко)))

ANDREY 2023.06.16 17:39 #22105

Является ли данный список(желтый) НЕ пользовательским массивом?

Nikolay Ivanov 2023.06.16 17:45 #22106

ANDREY #:

Является ли данный список(желтый) НЕ пользовательским массивом?

да

ANDREY 2023.06.16 17:55 #22107

Nikolay Ivanov #:

да

А как он называется? Какое его имя нужно указывать, если из него нужно копировать что то , или передавать в другие функции в качестве аргумента ?

Artyom Trishkin 2023.06.16 18:21 #22108

ANDREY #:

А как он называется? Какое его имя нужно указывать, если из него нужно копировать что то , или передавать в другие функции в качестве аргумента ?

В данном случае нужно производить поэлементное копирование.

ANDREY 2023.06.16 18:25 #22109

Artyom Trishkin #:

В данном случае нужно производить поэлементное копирование.

Как я понял , поэлементно - это при помощи функции OrderSelect () Тем не менее меня раздирает любопытство - есть у этого массива имя или нет ?
У меня такое ощущение что имя этого массива является государственной тайной.

Спасибо

Murod Shamuratov 2023.06.17 06:13 #22110

Есть индикатор написанной на mql5, надо переводить на mql4.

#property version   "2.000"
#property description "When the 'Main' and 'Signal' lines cross, the indicator signals ..."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots   2
//--- plot MACD_Last_Сrossing
#property indicator_label1  "MACD"
#property indicator_type1   DRAW_HISTOGRAM
#property indicator_color1  clrSilver
#property indicator_style1  STYLE_SOLID
#property indicator_width1  2
#property indicator_label2  "Signal"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrRed
#property indicator_style2  STYLE_DASH
#property indicator_width2  2
//--- input parameters
input group             "MACD"
input int                  Inp_MACD_fast_ema_period= 12;             // MACD: period for Fast average calculation
input int                  Inp_MACD_slow_ema_period= 26;             // 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
input group             "Alerts"
input string               InpSoundName            = "alert.wav";    // Sound Name
input uchar                InpSoundRepetitions     = 3;              // Repetitions
input uchar                InpSoundPause           = 3;              // Pause, in seconds
input bool                 InpMain_and_Signal      = true;           // Main AND Signal
input bool                 InpMain_and_Zero        = true;           // Main AND '0'
input bool                 InpSignal_and_Zero      = true;           // Signal AND '0'
//--- indicator buffers
double   MACDBuffer[];
double   SignalBuffer[];
//---
int      handle_iMACD;                       // variable for storing the handle of the iMACD indicator
int      bars_calculated         = 0;        // we will keep the number of values in the Moving Averages Convergence/Divergence indicator
int      start                   = 0;
datetime m_last_sound            = 0;        // "0" -> D'1970.01.01 00:00';
uchar    m_repetitions           = 0;        //
string   m_text                  = "";       //
datetime m_prev_bars             = 0;        // "0" -> D'1970.01.01 00:00';
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   SetIndexBuffer(0,MACDBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,SignalBuffer,INDICATOR_DATA);
//--- 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);
     }
   start=Inp_MACD_fast_ema_period+Inp_MACD_slow_ema_period+Inp_MACD_signal_period;
//---
   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[])
  {
   if(rates_total<start)
      return(0);
//--- number of values copied from the iMACD indicator
   int values_to_copy;
//--- determine the number of values calculated in the indicator
   int calculated=BarsCalculated(handle_iMACD);
   if(calculated<=0)
     {
      PrintFormat("BarsCalculated() returned %d, error code %d",calculated,GetLastError());
      return(0);
     }
//--- if it is the first start of calculation of the indicator or if the number of values in the iMACD indicator changed
//---or if it is necessary to calculated the indicator for two or more bars (it means something has changed in the price history)
   if(prev_calculated==0 || calculated!=bars_calculated || rates_total>prev_calculated+1)
     {
      //--- if the MACDBuffer array is greater than the number of values in the iMACD indicator for symbol/period, then we don't copy everything
      //--- otherwise, we copy less than the size of indicator buffers
      if(calculated>rates_total)
         values_to_copy=rates_total;
      else
         values_to_copy=calculated;
     }
   else
     {
      //--- it means that it's not the first time of the indicator calculation, and since the last call of OnCalculate()
      //--- for calculation not more than one bar is added
      values_to_copy=(rates_total-prev_calculated)+1;
     }
//--- fill the arrays with values of the iMACD indicator
//--- if FillArraysFromBuffer returns false, it means the information is nor ready yet, quit operation
   if(!FillArraysFromBuffers(MACDBuffer,SignalBuffer,handle_iMACD,values_to_copy))
      return(0);
//--- memorize the number of values in the Moving Averages indicator Convergence/Divergence
   bars_calculated=calculated;
//--- main loop
//--- we work only at the time of the birth of new bar
   datetime time_0=time[rates_total-1];
   if(time_0!=m_prev_bars)
     {
      m_last_sound   = 0;  // "0" -> D'1970.01.01 00:00';
      m_repetitions  = 0;  //
      m_text         = "";
      m_prev_bars    = time_0;
     }
//---
   int i=rates_total-1;
   if((MACDBuffer[i-1]<SignalBuffer[i-1] && MACDBuffer[i]>SignalBuffer[i]) || (MACDBuffer[i-1]>SignalBuffer[i-1] && MACDBuffer[i]<SignalBuffer[i]) ||
      (MACDBuffer[i-1]<0.0 && MACDBuffer[i]>0.0) || (MACDBuffer[i-1]>0.0 && MACDBuffer[i]<0.0))
     {
      if(m_repetitions>=InpSoundRepetitions)
         return(rates_total);
      //---
      datetime time_current=TimeCurrent();
      if(time_current-m_last_sound>InpSoundPause)
        {
         //--- Main AND Signal
         if(InpMain_and_Signal)
           {
            if(MACDBuffer[i-1]<SignalBuffer[i-1] && MACDBuffer[i]>SignalBuffer[i])
              {
               PlaySound(InpSoundName);
               Alert("MACD and Signal Intersection UP, ",TimeToString(time[i]));
               m_last_sound=time_current;
               m_repetitions++;
               return(rates_total);
              }
            if(MACDBuffer[i-1]>SignalBuffer[i-1] && MACDBuffer[i]<SignalBuffer[i])
              {
               PlaySound(InpSoundName);
               Alert("MACD and Signal Intersection DOWN, ",TimeToString(time[i]));
               m_last_sound=time_current;
               m_repetitions++;
               return(rates_total);
              }
           }
         //--- Main AND '0'
         if(InpMain_and_Zero)
           {
            if(MACDBuffer[i-1]<0.0 && MACDBuffer[i]>0.0)
              {
               PlaySound(InpSoundName);
               Alert("MACD and Zero Intersection UP, ",TimeToString(time[i]));
               m_last_sound=time_current;
               m_repetitions++;
               return(rates_total);
              }
            if(MACDBuffer[i-1]>0.0 && MACDBuffer[i]<0.0)
              {
               PlaySound(InpSoundName);
               Alert("MACD and Zero Intersection DOWN, ",TimeToString(time[i]));
               m_last_sound=time_current;
               m_repetitions++;
               return(rates_total);
              }
           }
         //--- Signal AND '0'
         if(InpSignal_and_Zero)
           {
            if(SignalBuffer[i-1]<0.0 && SignalBuffer[i]>0.0)
              {
               PlaySound(InpSoundName);
               Alert("Signal and Zero Intersection UP, ",TimeToString(time[i]));
               m_last_sound=time_current;
               m_repetitions++;
               return(rates_total);
              }
            if(SignalBuffer[i-1]>0.0 && SignalBuffer[i]<0.0)
              {
               PlaySound(InpSoundName);
               Alert("Signal and Zero Intersection DOWN, ",TimeToString(time[i]));
               m_last_sound=time_current;
               m_repetitions++;
               return(rates_total);
              }
           }
        }
     }
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| Indicator deinitialization function                              |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
  }
//+------------------------------------------------------------------+
//| Filling indicator buffers from the iMACD indicator               |
//+------------------------------------------------------------------+
bool FillArraysFromBuffers(double &macd_buffer[],    // indicator buffer of MACD values
                           double &signal_buffer[],  // indicator buffer of the signal line of MACD
                           int ind_handle,           // handle of the iMACD indicator
                           int amount                // number of copied values
                          )
  {
//--- reset error code
   ResetLastError();
//--- fill a part of the iMACDBuffer array with values from the indicator buffer that has 0 index
   if(CopyBuffer(ind_handle,0,0,amount,macd_buffer)<0)
     {
      //--- if the copying fails, tell the error code
      PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated
      return(false);
     }
//--- fill a part of the SignalBuffer array with values from the indicator buffer that has index 1
   if(CopyBuffer(ind_handle,1,0,amount,signal_buffer)<0)
     {
      //--- if the copying fails, tell the error code
      PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated
      return(false);
     }
//--- everything is fine
   return(true);
  }
//

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