public ParabolicSar(MqlApi api, string symbol, int timeFrame, int period)
{
_mqlApi = api;
_symbol = symbol;
_timeFrame = timeFrame;
_period = period;
}
public ParabolicSar(MqlApi api, string symbol, int timeFrame, int period)
{
_mqlApi = api;
_symbol = symbol;
_timeFrame = timeFrame;
_period = period;
}
public ShortProfitTargetReachedLookingToAdjustStopLoss(ATRTrade aContext, MqlApi mql4) : base(mql4)
{
currentLL = 99999;
this.timeWhenProfitTargetWasReached = mql4.TimeCurrent();
this.context = aContext;
}
public static bool isSymbol(string symbol, MqlApi mql4)
{
double bid = mql4.MarketInfo(symbol, MqlApi.MODE_BID);
if (mql4.GetLastError() == 4106) // unknown symbol
return (false);
else
return (true);
}
public CandleStick(MqlApi api, string symbol, int timeFrame, int period, int candleCount)
{
_mqlApi = api;
_symbol = symbol;
_timeFrame = timeFrame;
_period = period;
_candleCount = candleCount;
}
public CandleStick(MqlApi api, string symbol, int timeFrame, int period, int candleCount)
{
_mqlApi = api;
_symbol = symbol;
_timeFrame = timeFrame;
_period = period;
_candleCount = candleCount;
}
public ExpertAdvisor CreateExpertAdvisor(AdvisorType advisorType, MqlApi api)
{
switch(advisorType) {
case AdvisorType.Scalper:
return new ScalperAdvisor(api);
default:
throw new InvalidEnumArgumentException(string.Format("Invalid advisor type:{0}", advisorType));
}
}
public BollingerBands(MqlApi api, string symbol, int timeFrame, int period, int trendDirectionCandleCount,
int marginPoints)
{
_mqlApi = api;
_symbol = symbol;
_timeFrame = timeFrame;
_period = period;
_trendDirectionCandleCount = trendDirectionCandleCount;
_marginPoints = marginPoints;
}
public BollingerBands(MqlApi api, string symbol, int timeFrame, int period, int trendDirectionCandleCount,
int marginPoints)
{
_mqlApi = api;
_symbol = symbol;
_timeFrame = timeFrame;
_period = period;
_trendDirectionCandleCount = trendDirectionCandleCount;
_marginPoints = marginPoints;
}
public WaitForBreakToPlaceLimitOrder(ATRTrade _trade, int _limitOrderType, double _rangeLow, double _rangeHigh, double _entryPrice, double _cancelPrice, double _positionSize, MqlApi mql4) : base(mql4)
{
trade = _trade;
limitOrderType = _limitOrderType;
rangeHigh = _rangeHigh;
rangeLow = _rangeLow;
cancelPrice = _cancelPrice;
positionSize = _positionSize;
entryPrice = _entryPrice;
}
public ScalperAdvisor(MqlApi api)
{
_mqlApi = api;
_timeFrame = MqlApi.PERIOD_M5;
_bollingersPeriod = 20;
_candleStickPeriod = 20;
_bollingersTrendDirectionCandleCount = 3;
_candleStickCandleCount = 3;
_bollingersMarginPoints = 1;
_trailing = 30;
}
public ScalperAdvisor(MqlApi api)
{
_mqlApi = api;
_timeFrame = MqlApi.PERIOD_M5;
_bollingersPeriod = 20;
_candleStickPeriod = 20;
_bollingersTrendDirectionCandleCount = 3;
_candleStickCandleCount = 3;
_bollingersMarginPoints = 1;
_trailing = 30;
}
public ExpertAdvisor CreateExpertAdvisor(AdvisorType advisorType, MqlApi api)
{
switch (advisorType)
{
case AdvisorType.Scalper:
return(new ScalperAdvisor(api));
default:
throw new InvalidEnumArgumentException(string.Format("Invalid advisor type:{0}", advisorType));
}
}
public static double getPipValue(MqlApi mql4)
{
int factor;
if (mql4.Digits == 5)
factor = 1;
else
factor = 10;
if (!mql4.IsTesting())
{
return (mql4.MarketInfo(mql4.Symbol(), MqlApi.MODE_TICKVALUE) * factor);
}
else
{
//this works only for FOREX
string accountCurrency = mql4.AccountInfoString(MqlApi.ACCOUNT_CURRENCY);
//check if quotation currnecy is account currency.
string quotationCurrency = mql4.Symbol().Substring(3, 3);
//if the same, then pip value is 1.
if (accountCurrency.Equals(quotationCurrency))
{
return 1.0 * factor;
}
//if not - find the current rate of the quotation currency compared to account currnecy.
string ACCQUO = accountCurrency + quotationCurrency;
if (isSymbol(ACCQUO, mql4))
{
return ((1 / mql4.MarketInfo(ACCQUO, MqlApi.MODE_BID))) * factor;
}
//if symbol does not exist try to the other way around
string QUOACC = quotationCurrency + accountCurrency;
if (isSymbol(QUOACC, mql4))
{
return ((mql4.MarketInfo(QUOACC, MqlApi.MODE_BID))) * factor;
}
//otherwise
return 0.0;
}
/*
//if testing - use exchange rate at the time of testing, instead of current rate. Only applies to pairs where USD is the first symbol.
if ((mql4.IsTesting()) && (mql4.MarketInfo(mql4.Symbol(), MqlApi.MODE_TICKVALUE) != 1))
{
return (1 / ((mql4.Bid + mql4.Ask) / 2) * point) / mql4.MarketInfo(mql4.Symbol(), MqlApi.MODE_TICKSIZE);
}
else
{
return (mql4.MarketInfo(mql4.Symbol(), MqlApi.MODE_TICKVALUE) * point) / mql4.MarketInfo(mql4.Symbol(), MqlApi.MODE_TICKSIZE);
}
*/
}
public LowestLowReceivedEstablishingEligibilityRange(ATRTrade aContext, MqlApi mql4) : base(mql4)
{
this.context = aContext;
this.entryTime = mql4.Time[0];
this.rangeHigh = mql4.High[0];
this.rangeLow = mql4.Low[0];
this.barCounter = 0;
this.buffer = aContext.getRangeBufferInMicroPips() / OrderManager.getPipConversionFactor(mql4);
context.setTradeType(TradeType.LONG);
//context.addLogEntry("Lowest Low found - establishing eligibility range. Lowest low: " + mql4.DoubleToString(mql4.Close[0], mql4.Digits), true);
}
public HighestHighReceivedEstablishingEligibilityRange(ATRTrade aContext, MqlApi mql4) : base(mql4)
{
this.context = aContext;
this.entryTime = mql4.Time[0];
this.rangeHigh = mql4.High[0];
this.rangeLow = mql4.Low[0];
this.barCounter = 0;
this.buffer = aContext.getRangeBufferInMicroPips() / OrderManager.getPipConversionFactor(mql4); ///Works for 5 Digts pairs. Verify that calculation is valid for 3 Digits pairs
context.setTradeType(TradeType.SHORT);
//context.addLogEntry("Highest high found - establishing eligibility range. Highest high: " + mql4.DoubleToString(mql4.Close[0], mql4.Digits), true);
}
public TradeClosed(Trade aContext, MqlApi mql4) : base(mql4)
{
this.context = aContext;
this.context.Order.OrderType = OrderType.FINAL;
context.setEndingBalance(mql4.AccountBalance());
context.setTradeClosedDate(mql4.TimeCurrent());
context.setSpreadOrderClose((int)mql4.MarketInfo(mql4.Symbol(), MqlApi.MODE_SPREAD));
context.addLogEntry("Trade is closed", true);
context.writeLogToCSV();
context.setFinalStateFlag();
}
public Session(int aSessionID, string aSessionName, DateTime aSessionStartDateTime, DateTime aSessionEndDateTime, DateTime aHHLL_ReferenceDateTime, bool tradingFlag, int aHHLLThreshold, ATR_Type atrType, MqlApi mql4) : base(mql4)
{
this.sessionID = aSessionID;
this.sessionName = aSessionName;
this.sessionStartDateTime = aSessionStartDateTime;
this.sessionEndDateTime = aSessionEndDateTime;
this.HHLL_ReferenceDateTime = aHHLL_ReferenceDateTime;
this.isTradingAllowed = tradingFlag;
this.HHLL_Threshold = aHHLLThreshold;
this.highestHigh = -1;
this.lowestLow = 9999999999;
this.atrType = atrType;
initialize();
}
public ATRTrade(bool sim, int _lotDigits, string _logFileName, double _newHHLL, double _ATR, int _lengthIn1MBarsOfWaitingPeriod, double _percentageOfATRForMaxRisk, double _percentageOfATRForMaxVolatility,
double _minProfitTarget, int _rangeBufferInMicroPips, double _rangeRestriction, double _tenDayRange, Session referenceSession, double _maxBalanceRisk, MqlApi mql4) : base(sim, _lotDigits, _logFileName, mql4)
{
this.newHHLL = _newHHLL;
this.atr = _ATR;
this.lengthIn1MBarsOfWaitingPeriod = _lengthIn1MBarsOfWaitingPeriod;
this.percentageOfATRForMaxRisk = _percentageOfATRForMaxRisk;
this.percentageOfATRForMaxVolatility = _percentageOfATRForMaxVolatility;
this.minProfitTarget = _minProfitTarget;
this.rangeBufferInMicroPips = _rangeBufferInMicroPips;
this.rangeRestriction = _rangeRestriction;
this.rangeHigh = 0;
this.rangeLow = 0;
this.rangePips = 0;
this.newHHLL = _newHHLL;
this.tenDayRange = _tenDayRange;
this.referenceSession = referenceSession;
this.currentDailyRange = mql4.iHigh(null, MqlApi.PERIOD_D1, 0) - mql4.iLow(null, MqlApi.PERIOD_D1, 0);
this.maxBalanceRisk = _maxBalanceRisk;
}
public SarMacd(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public static ErrorType deleteOrder(int orderTicket, Trade trade, MqlApi mql4)
{
trade.addLogEntry("Attemting to delete Order (ticket number: " + mql4.IntegerToString(orderTicket) + ")", true);
mql4.ResetLastError();
bool success = mql4.OrderDelete(orderTicket, System.Drawing.Color.Red);
return analzeAndProcessResult(trade, mql4);
}
public BearishEngulfing(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public FXEdgeShort(RoyalZigZagTrade _context, MqlApi mql4) : base(mql4)
{
this.context = _context;
}
public BullishEngulfing(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
private ATRTrade context; //hides conext in Trade
public BuyOrderFilledProfitTargetNotReached(ATRTrade aContext, MqlApi mql4) : base(mql4)
{
this.context = aContext;
context.setOrderFilledDate(mql4.TimeCurrent());
context.Order.OrderType = OrderType.BUY;
}
public StochasticIndicator(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public MovingAverageCrossoverIndicator(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public EveningDojiStar(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public SarIndicator(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public static double getPipConversionFactor(MqlApi mql4)
{
//multiplier depending on YEN or non YEN pairs
if (mql4.Digits == 5)
return 100000.00;
else
return 10000.00;
}
public static double getLotSize(double riskCapital, int riskPips, MqlApi mql4)
{
double pipValue = OrderManager.getPipValue(mql4);
return riskCapital / ((double)riskPips * pipValue);
}
public TrenderOrderManager(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public MorningStar(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public Final(Order context, MqlApi mql4) : base(context, mql4)
{
}
public OrderState(Order context, MqlApi mql4) : base(mql4)
{
this.context = context;
}
public StochasticIndicator(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public MACD(MqlApi api, string symbol, int period)
{
_mqlApi = api;
_symbol = symbol;
_period = period;
}
public CandleStickHelper(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public SimOrder(Trade trade, MqlApi mql4) : base (trade, mql4)
{
}
public TrenderOrderManager(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public SIM_Pending(SimOrder context, MqlApi mql4) : base(context, mql4)
{
this.context = context;
}
public CandleStickHelper(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
public TrenderStrategy(string symbol, MqlApi mqlApi, TrendDirectionEnum trendDirection)
{
_symbol = symbol;
_mqlApi = mqlApi;
_trenDirection = trendDirection;
}
public static ErrorType analzeAndProcessResult(Trade trade, MqlApi mql4)
{
int result = mql4.GetLastError();
switch (result)
{
//No Error
case 0: return (ErrorType.NO_ERROR);
// Not crucial errors
case 4:
mql4.Alert("Trade server is busy");
trade.addLogEntry("Trade server is busy. Waiting 3000ms and then re-try", true);
mql4.Sleep(3000);
return (ErrorType.RETRIABLE_ERROR);
case 135:
mql4.Alert("Price changed. Refreshing Rates");
trade.addLogEntry("Price changed. Refreshing Rates and retry", true);
mql4.RefreshRates();
return (ErrorType.RETRIABLE_ERROR);
case 136:
mql4.Alert("No prices. Refreshing Rates and retry");
trade.addLogEntry("No prices. Refreshing Rates and retry", true);
while (mql4.RefreshRates() == false)
mql4.Sleep(1);
return (ErrorType.RETRIABLE_ERROR);
case 137:
mql4.Alert("Broker is busy");
trade.addLogEntry("Broker is busy. Waiting 3000ms and then re-try", true);
mql4.Sleep(3000);
return (ErrorType.RETRIABLE_ERROR);
case 146:
mql4.Alert("Trading subsystem is busy.");
trade.addLogEntry("Trade system is busy. Waiting 500ms and then re-try", true);
mql4.Sleep(500);
return (ErrorType.RETRIABLE_ERROR);
// Critical errors
case 2:
mql4.Alert("Common error.");
trade.addLogEntry("Common error. Abort trade", true);
return (ErrorType.NON_RETRIABLE_ERROR);
case 5:
mql4.Alert("Old terminal version.");
trade.addLogEntry("Old terminal version. Abort trade", true);
return (ErrorType.NON_RETRIABLE_ERROR);
case 64:
mql4.Alert("Account blocked.");
trade.addLogEntry("Account blocked. Abort trade", true);
return (ErrorType.NON_RETRIABLE_ERROR);
case 133:
mql4.Alert("Trading forbidden.");
trade.addLogEntry("Trading forbidden. Abort trade", true);
return (ErrorType.NON_RETRIABLE_ERROR);
case 134:
mql4.Alert("Not enough money to execute operation.");
trade.addLogEntry("Not enough money to execute operation. Abort trade", true);
return (ErrorType.NON_RETRIABLE_ERROR);
case 4108:
mql4.Alert("Order ticket was not found. Abort trade");
trade.addLogEntry("Order ticket was not found. Abort trade", true);
return (ErrorType.NON_RETRIABLE_ERROR);
default:
mql4.Alert("Unknown error, error code: ", result);
return (ErrorType.NON_RETRIABLE_ERROR);
} //end of switch
}
public SimFilled(SimOrder context, MqlApi mql4) : base(context, mql4)
{
this.context = context;
}
public MorningStar(MqlApi mqlApi, string symbol)
{
_mqlApi = mqlApi;
_symbol = symbol;
}
