public ShortProfitTargetReachedLookingToAdjustStopLoss(ATRTrade aContext, MqlApi mql4) : base(mql4)
{
currentLL = 99999;
this.timeWhenProfitTargetWasReached = mql4.TimeCurrent();
this.context = aContext;
}
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 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);
}
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 override int start()
{
//new bar?
//the second condition is to skip the first couple of minutes of when the market opens on Sunday
if (!bartime.Equals(Time[0]) && Time[0]-Time[2] < TimeSpan.FromHours(1))
{
//TODO verify that identity makes it still work
bartime = Time[0];
Session newSession = SessionFactory.getCurrentSession(sundayLengthInSeconds, HHLL_Threshold, lookBackSessions, atrType, this);
if (currSession != newSession)
{
currSession = newSession;
currSession.writeToCSV("session_atr.csv");
if (!currSession.tradingAllowed())
{
currSession.addLogEntry(true, "ATTENTION: Session could not be established", "\n", "Trading is disabled. Check log for details");
}
else
{
/*Print(TimeCurrent()," Start session: ", currSession.getName()," Start: ",currSession.getSessionStartTime()," End: ",currSession.getSessionEndTime()," ATR: ",currSession.getATR(), " (", (int) (currSession.getATR() * 100000), ") micro pips");
Print (" Ref: ",currSession.getHHLL_ReferenceDateTime(), " HH: ", currSession.getHighestHigh(), "@ ", currSession.getHighestHighTime(),
" LL: ", currSession.getLowestLow(), "@ ", currSession.getLowestLowTime());
*/
double atr = currSession.getATR();
double tenDayHigh = currSession.getTenDayHigh();
double tenDayLow = currSession.getTenDayLow();
double ATR_OR = atr / (tenDayHigh - tenDayLow);
string sessionStatus = "";
if ((currSession.getATR() * OrderManager.getPipConversionFactor(this) < minATR) || (currSession.getATR() * OrderManager.getPipConversionFactor(this) > maxATR))
{
sessionStatus = ("ATR is not in range of: " + minATR + " - " + maxATR + ". No trades will be taken in this Session)");
currSession.tradingAllowed(false);
}
else if ((ATR_OR > maxATROR) || (ATR_OR < minATROR))
{
sessionStatus = ("ATR/OR is not in range of: " + minATROR.ToString("F2") + " - " + maxATROR.ToString("F2") + ". No trades will be taken in this Session)");
currSession.tradingAllowed(false);
}
else
{
sessionStatus = "ATR and ATR/OR are within range. Trades may be triggered in this sessions";
}
currSession.addLogEntry(true, "New Trading Session Established",
"Session name: ", currSession.getName(), "\n",
"Session start time: ", currSession.getSessionStartTime().ToString(), "\n",
"Reference date: ", currSession.getHHLL_ReferenceDateTime().ToString(), "\n",
"ATR: ", NormalizeDouble(atr, Digits), " (", (int)(currSession.getATR() * OrderManager.getPipConversionFactor(this)), " micro pips)", "\n",
"HH: ", currSession.getHighestHigh().ToString("F5"), "(", currSession.getHighestHighTime(), ") ", "LL: ", currSession.getLowestLow().ToString("F5"), "(", currSession.getLowestLowTime(), ") ", "\n",
"10 Day High is: ", tenDayHigh.ToString("F5"), " 10 Day Low is: ", tenDayLow.ToString("F5"), "\n",
"ATR / OR is: ", ATR_OR.ToString("F5"), "\n",
sessionStatus
);
}
}
}
foreach (var trade in trades)
{
if (trade != null) trade.update();
}
if (currSession.tradingAllowed())
{
int updateResult = currSession.update((Bid + Ask) / 2);
double atr = currSession.getATR();
double curDailyRange = iHigh(null, MqlApi.PERIOD_D1, 0) - iLow(null, MqlApi.PERIOD_D1, 0);
double DR_ATR = curDailyRange / atr;
//if ((((ATR_OR < maxATROR) && (ATR_OR > minATROR)) || cutLossesBeforeATRFilter))
if ((updateResult == 1) && (minATR < currSession.getATR() * OrderManager.getPipConversionFactor(this)) && (maxATR > currSession.getATR() * OrderManager.getPipConversionFactor(this)))
{
string status = "";
bool go = false;
if ((DR_ATR < maxDRATR) && (DR_ATR > minDRATR))
{
go = true;
status = "DR/ATR is within range. Starting 10bar clock";
}
else
{
go = false;
status = "DR/ATR is too big. Trade is rejected";
}
currSession.addLogEntry(true, "Tradeable Highest High found",
"Highest high is: ", currSession.getHighestHigh().ToString("F5"), "\n",
"Time of highest high: ", currSession.getHighestHighTime().ToString(), "\n",
"Session high: ", iHigh(null, MqlApi.PERIOD_D1, 0).ToString("F5"), " Session low: ", iLow(null, MqlApi.PERIOD_D1, 0).ToString("F5"), "\n",
"DR / ATR is: ", DR_ATR.ToString("F5"), "\n",
status
);
if (go)
{
ATRTrade trade = new ATRTrade(false, lotDigits, logFileName, currSession.getHighestHigh(), currSession.getATR(), lengthOfGracePeriod, maxRisk, maxVolatility, minProfitTarget, rangeBuffer, rangeRestriction, currSession.getTenDayHigh() - currSession.getTenDayLow(), currSession, maxBalanceRisk, this);
trade.setState(new HighestHighReceivedEstablishingEligibilityRange(trade, this));
trades.Add(trade);
}
}
if ((updateResult == -1) && (minATR < currSession.getATR() * OrderManager.getPipConversionFactor(this)) && (maxATR > currSession.getATR() * OrderManager.getPipConversionFactor(this)))
{
string status = "";
bool go = false;
if ((DR_ATR < maxDRATR) && (DR_ATR > minDRATR))
{
go = true;
status = "DR/ATR is within range. Starting 10bar clock";
}
else
{
go = false;
status = "DR/ATR is too big. Trade is rejected";
}
currSession.addLogEntry(true, "Tradeable Lowest Low found",
"Lowest low is: ", currSession.getLowestLow().ToString("F5"), "\n",
"Time of lowest low: ", currSession.getLowestLowTime().ToString(), "\n",
"Session high: ", iHigh(null, MqlApi.PERIOD_D1, 0).ToString("F5"), " Session low: ", iLow(null, MqlApi.PERIOD_D1, 0).ToString("F5"), "\n",
"DR / ATR is: ", DR_ATR.ToString("F5"), "\n",
status
);
if (go)
{
ATRTrade trade = new ATRTrade(false, lotDigits, logFileName, currSession.getLowestLow(), currSession.getATR(), lengthOfGracePeriod, maxRisk, maxVolatility, minProfitTarget, rangeBuffer, rangeRestriction, currSession.getTenDayHigh() - currSession.getTenDayLow(), currSession, maxBalanceRisk, this);
trade.setState(new LowestLowReceivedEstablishingEligibilityRange(trade, this));
trades.Add(trade);
}
}
}
return base.start();
}
private ATRTrade context; //hides context in Trade
public StopSellOrderOpened(ATRTrade aContext, MqlApi mql4) : base(mql4)
{
this.context = aContext;
}
private ATRTrade context; //hides context in Trade
public BuyLimitOrderOpened(ATRTrade aContext, MqlApi mql4) : base(mql4)
{
this.context = aContext;
}
