bool _OrderStatus(double magicIndex, string symbolCode, int test)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
{
if (test == 0)
{
return(true);
}
if (test == 1)
{
return(true);
}
if (test == 3)
{
return(pos.TradeType == TradeType.Buy);
}
if (test == 4)
{
return(pos.TradeType == TradeType.Sell);
}
}
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po != null)
{
if (test == 0)
{
return(true);
}
if (test == 2)
{
return(true);
}
if (test == 3)
{
return(po.TradeType == TradeType.Buy);
}
if (test == 4)
{
return(po.TradeType == TradeType.Sell);
}
if (test == 5)
{
return(po.OrderType == PendingOrderType.Limit);
}
if (test == 6)
{
return(po.OrderType == PendingOrderType.Stop);
}
}
return(false);
}
TriState _DeletePending(double magicIndex, string symbolCode)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po == null)
{
return(new TriState());
}
if (!CancelPendingOrder(po).IsSuccessful)
{
Thread.Sleep(400);
return(false);
}
return(true);
}
TriState _SendPending(double magicIndex, bool noOrders, string symbolCode, PendingOrderType poType, TradeType tradeType, double lots, int priceAction, double priceValue, double?stopLoss, double?takeProfit,
DateTime?expiration, string comment)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
if (noOrders && PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol) != null)
{
return(new TriState());
}
if (stopLoss < 1)
{
stopLoss = null;
}
if (takeProfit < 1)
{
takeProfit = null;
}
if (symbol.Digits == 5 || symbol.Digits == 3)
{
if (stopLoss != null)
{
stopLoss /= 10;
}
if (takeProfit != null)
{
takeProfit /= 10;
}
}
int volume = (int)(lots * 100000);
double targetPrice;
switch (priceAction)
{
case 0:
targetPrice = priceValue;
break;
case 1:
targetPrice = symbol.Bid - priceValue * symbol.TickSize;
break;
case 2:
targetPrice = symbol.Bid + priceValue * symbol.TickSize;
break;
case 3:
targetPrice = symbol.Ask - priceValue * symbol.TickSize;
break;
case 4:
targetPrice = symbol.Ask + priceValue * symbol.TickSize;
break;
default:
targetPrice = priceValue;
break;
}
if (expiration.HasValue && (expiration.Value.Ticks == 0 || expiration.Value == DateTime.Parse("1970.01.01 00:00:00")))
{
expiration = null;
}
if (poType == PendingOrderType.Limit)
{
if (!PlaceLimitOrder(tradeType, symbol, volume, targetPrice, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, expiration, comment).IsSuccessful)
{
Thread.Sleep(400);
return(false);
}
return(true);
}
else if (poType == PendingOrderType.Stop)
{
if (!PlaceStopOrder(tradeType, symbol, volume, targetPrice, "FxProQuant_" + magicIndex.ToString("F0"), stopLoss, takeProfit, expiration, comment).IsSuccessful)
{
Thread.Sleep(400);
return(false);
}
return(true);
}
return(new TriState());
}
TriState _ModifyPending(double magicIndex, string symbolCode, int slAction, double slValue, int tpAction, double tpValue, int priceAction, double priceValue, int expirationAction, DateTime?expiration)
{
Symbol symbol = (Symbol.Code == symbolCode) ? Symbol : MarketData.GetSymbol(symbolCode);
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (po == null)
{
return(new TriState());
}
double targetPrice;
double?sl, tp;
if (slValue == 0)
{
sl = null;
}
else
{
switch (slAction)
{
case 0:
sl = po.StopLoss;
break;
case 1:
if (po.TradeType == TradeType.Buy)
{
sl = po.TargetPrice - slValue * symbol.TickSize;
}
else
{
sl = po.TargetPrice + slValue * symbol.TickSize;
}
break;
case 2:
sl = slValue;
break;
default:
sl = po.StopLoss;
break;
}
}
if (tpValue == 0)
{
tp = null;
}
else
{
switch (tpAction)
{
case 0:
tp = po.TakeProfit;
break;
case 1:
if (po.TradeType == TradeType.Buy)
{
tp = po.TargetPrice + tpValue * symbol.TickSize;
}
else
{
tp = po.TargetPrice - tpValue * symbol.TickSize;
}
break;
case 2:
tp = tpValue;
break;
default:
tp = po.TakeProfit;
break;
}
}
switch (priceAction)
{
case 0:
targetPrice = po.TargetPrice;
break;
case 1:
targetPrice = priceValue;
break;
case 2:
targetPrice = po.TargetPrice + priceValue * symbol.TickSize;
break;
case 3:
targetPrice = po.TargetPrice - priceValue * symbol.TickSize;
break;
case 4:
targetPrice = symbol.Bid - priceValue * symbol.TickSize;
break;
case 5:
targetPrice = symbol.Bid + priceValue * symbol.TickSize;
break;
case 6:
targetPrice = symbol.Ask - priceValue * symbol.TickSize;
break;
case 7:
targetPrice = symbol.Ask + priceValue * symbol.TickSize;
break;
default:
targetPrice = po.TargetPrice;
break;
}
if (expiration.HasValue && (expiration.Value.Ticks == 0 || expiration.Value == DateTime.Parse("1970.01.01 00:00:00")))
{
expiration = null;
}
if (expirationAction == 0)
{
expiration = po.ExpirationTime;
}
if (!ModifyPendingOrder(po, targetPrice, sl, tp, expiration).IsSuccessful)
{
Thread.Sleep(400);
return(false);
}
return(true);
}
protected override void OnTick()
{
if (Trade.IsExecuting)
{
return;
}
//Local declaration
TriState _Open_Buy = new TriState();
TriState _Open_Sell = new TriState();
TriState _Close_Sell = new TriState();
TriState _Close_Buy = new TriState();
//Step 1
_MACD_main = i_MACD_main.Histogram.Last(0);
_MCAD_signal = i_MCAD_signal.Signal.Last(0);
_MA_Close = i_MA_Close.Result.Last(0);
_Parabolic_SAR = i_Parabolic_SAR.Result.Last(0);
//Step 2
_Compare = (_MACD_main > 0);
_Compare_1 = (_MACD_main > _MCAD_signal);
_Compare_2 = (_MCAD_signal > 0);
_Compare_3 = (_Parabolic_SAR < _MA_Close);
//Step 3
//Step 4
//Step 5
//Step 6
if ((_Compare_1 && _Compare && _Compare_3 && (Math.Abs((_MACD_main - (_MCAD_signal))) > (_Noise_MACD_sm / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs(_MACD_main) > (_Noise_MACD_m0 / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs((_Parabolic_SAR - (i_EMAf.Result.Last(0)))) > (_Noise_Prb_SAR_ema / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs(_MCAD_signal) > (_Noise_MACD_s0 / (Math.Pow(10, Symbol.Digits)))) && _Compare_2))
{
_Open_Buy = _OpenPosition(1, true, Symbol.Code, TradeType.Buy, _Lots, 0, _Stop_Loss, 0, "");
}
if ((!_Compare_1 && !_Compare && !_Compare_3 && (Math.Abs((_MACD_main - (_MCAD_signal))) > (_Noise_MACD_sm / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs(_MACD_main) > (_Noise_MACD_m0 / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs((_Parabolic_SAR - (i_EMAf.Result.Last(0)))) > (_Noise_Prb_SAR_ema / (Math.Pow(10, Symbol.Digits)))) && (Math.Abs(_MCAD_signal) > (_Noise_MACD_s0 / (Math.Pow(10, Symbol.Digits)))) && !_Compare_2))
{
_Open_Sell = _OpenPosition(1, true, Symbol.Code, TradeType.Sell, _Lots, 0, _Stop_Loss, 0, "");
}
//Step 7
//Step 8
if (((_OrderStatus(1, Symbol.Code, 4) && ((new Func <string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
{
return(pos.NetProfit);
}
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return(po == null ? 0 : pos.NetProfit);
})("", 1)) > Math.Abs(((new Func <string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
{
return(pos.Commissions);
}
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return(po == null ? 0 : pos.Commissions);
})("", 1)) + ((new Func <string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
{
return(pos.Swap);
}
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return(po == null ? 0 : pos.Swap);
})("", 1)))))) && _Compare_1 && _Compare_3)))
{
_Close_Sell = _ClosePosition(1, Symbol.Code, 0);
}
if (((_OrderStatus(1, Symbol.Code, 3) && ((new Func <string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
{
return(pos.NetProfit);
}
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return(po == null ? 0 : pos.NetProfit);
})("", 1)) > Math.Abs(((new Func <string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
{
return(pos.Commissions);
}
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return(po == null ? 0 : pos.Commissions);
})("", 1)) + ((new Func <string, double, double>((symbolCode, magicIndex) =>
{
Symbol symbol = (symbolCode == "" || symbolCode == Symbol.Code) ? Symbol : MarketData.GetSymbol(symbolCode);
var pos = Positions.Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
if (pos != null)
{
return(pos.Swap);
}
var po = PendingOrders.__Find("FxProQuant_" + magicIndex.ToString("F0"), symbol);
return(po == null ? 0 : pos.Swap);
})("", 1)))))) && !_Compare_1 && !_Compare_3)))
{
_Close_Buy = _ClosePosition(1, Symbol.Code, 0);
}
}