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2MAAOS.mq5
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2MAAOS.mq5
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//+------------------------------------------------------------------+
//| 2MAAOS.mq5 |
//| Copyright 2023, Geraked |
//| https://github.com/geraked |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, Geraked"
#property link "https://github.com/geraked"
#property version "1.4"
#property description "A strategy using two Moving Averages and Andean Oscillator"
#property description "Multiple Symbols(EURUSD, EURCAD, USDCAD)-4H 2019.01.01 - 2023.10.17"
#include <EAUtils.mqh>
#define PATH_AOS "Indicators\\AndeanOscillator.ex5"
#define I_AOS "::" + PATH_AOS
#resource "\\" + PATH_AOS
enum ENUM_AOS_BI {
AOS_BI_BULL,
AOS_BI_BEAR,
AOS_BI_SIGNAL
};
input group "Indicator Parameters"
input int AosPeriod = 50; // Andean Oscillator Period
input int AosSignalPeriod = 9; // Andean Oscillator Signal Period
input int FastMaPeriod = 50; // Fast MA Period
input int SlowMaPeriod = 200; // Slow MA Period
input ENUM_MA_METHOD MaMethod = MODE_SMA; // MA Method
input ENUM_APPLIED_PRICE MaPrice = PRICE_CLOSE; // MA Price
input group "General"
input bool MultipleSymbol = true; // Multiple Symbols
input string Symbols = "EURUSD, EURCAD, USDCAD"; // Symbols
input double TPCoef = 1; // TP Coefficient
input ENUM_SL SLType = SL_SWING; // SL Type
input int SLLookback = 10; // SL Look Back
input int SLDev = 100; // SL Deviation (Points)
input int MinPosInterval = 6; // Minimum New Position Interval
input bool Reverse = false; // Reverse Signal
input group "Risk Management"
input double Risk = 5.5; // Risk
input ENUM_RISK RiskMode = RISK_DEFAULT; // Risk Mode
input bool IgnoreSL = false; // Ignore SL
input bool IgnoreTP = true; // Ignore TP
input bool Trail = true; // Trailing Stop
input double TrailingStopLevel = 50; // Trailing Stop Level (%) (0: Disable)
input double EquityDrawdownLimit = 0; // Equity Drawdown Limit (%) (0: Disable)
input group "Strategy: Grid"
input bool Grid = true; // Grid Enable
input double GridVolMult = 1.3; // Grid Volume Multiplier
input double GridTrailingStopLevel = 0; // Grid Trailing Stop Level (%) (0: Disable)
input int GridMaxLvl = 20; // Grid Max Levels
input group "News"
input bool News = false; // News Enable
input ENUM_NEWS_IMPORTANCE NewsImportance = NEWS_IMPORTANCE_MEDIUM; // News Importance
input int NewsMinsBefore = 60; // News Minutes Before
input int NewsMinsAfter = 60; // News Minutes After
input int NewsStartYear = 0; // News Start Year to Fetch for Backtesting (0: Disable)
input group "Open Position Limit"
input bool OpenNewPos = true; // Allow Opening New Position
input bool MultipleOpenPos = true; // Allow Having Multiple Open Positions
input double MarginLimit = 5000; // Margin Limit (%) (0: Disable)
input int SpreadLimit = -1; // Spread Limit (Points) (-1: Disable)
input group "Auxiliary"
input int Slippage = 30; // Slippage (Points)
input int TimerInterval = 120; // Timer Interval (Seconds)
input ulong MagicNumber = 1000; // Magic Number
input ENUM_FILLING Filling = FILLING_DEFAULT; // Order Filling
GerEA ea;
datetime tc;
string symbols[];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double MA(string symbol, int ma_period, int i = -1) {
int handle = iMA(symbol, 0, ma_period, 0, MaMethod, MaPrice);
if (i == -1) return -1;
return Ind(handle, i);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double AOS(string symbol, ENUM_AOS_BI bi = 0, int i = -1) {
int handle = iCustom(symbol, 0, I_AOS, AosPeriod, AosSignalPeriod);
if (i == -1) return -1;
return Ind(handle, i, bi);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CheckForSignal() {
if (!OpenNewPos) return;
if (MarginLimit && PositionsTotal() > 0 && AccountInfoDouble(ACCOUNT_MARGIN_LEVEL) < MarginLimit) return;
if (!MultipleOpenPos && ea.OPTotal() > 0) return;
int n = ArraySize(symbols);
for (int i = 0; i < n; i++) {
string s = symbols[i];
double point = SymbolInfoDouble(s, SYMBOL_POINT);
int digits = (int) SymbolInfoInteger(s, SYMBOL_DIGITS);
if (ea.OPTotal(s) > 0) continue;
if (hasDealRecently(ea.GetMagic(), s, MinPosInterval)) continue;
if (SpreadLimit != -1 && Spread(s) > SpreadLimit) continue;
bool bc = AOS(s, AOS_BI_BULL, 2) <= AOS(s, AOS_BI_SIGNAL, 2) && AOS(s, AOS_BI_BULL, 1) > AOS(s, AOS_BI_SIGNAL, 1);
bool sc = AOS(s, AOS_BI_BEAR, 2) <= AOS(s, AOS_BI_SIGNAL, 2) && AOS(s, AOS_BI_BEAR, 1) > AOS(s, AOS_BI_SIGNAL, 1);
bc = bc && AOS(s, AOS_BI_BULL, 1) > AOS(s, AOS_BI_BEAR, 1);
sc = sc && AOS(s, AOS_BI_BULL, 1) < AOS(s, AOS_BI_BEAR, 1);
double fma1 = MA(s, FastMaPeriod, 1);
double sma1 = MA(s, SlowMaPeriod, 1);
double diff = MathAbs(fma1 - sma1);
bc = bc && fma1 > sma1;
sc = sc && fma1 < sma1;
bc = bc && Ask(s) > fma1 - 0.5 * diff;
sc = sc && Bid(s) < fma1 + 0.5 * diff;
if (bc) {
double in = Ask(s);
double sl = BuySL(SLType, SLLookback, in, SLDev, 0, s);
double tp = in + TPCoef * MathAbs(in - sl);
ea.BuyOpen(in, sl, tp, IgnoreSL, IgnoreTP, s);
Sleep(5000);
}
else if (sc) {
double in = Bid(s);
double sl = SellSL(SLType, SLLookback, in, SLDev, 0, s);
double tp = in - TPCoef * MathAbs(in - sl);
ea.SellOpen(in, sl, tp, IgnoreSL, IgnoreTP, s);
Sleep(5000);
}
}
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit() {
ea.Init();
ea.SetMagic(MagicNumber);
ea.risk = Risk * 0.01;
ea.reverse = Reverse;
ea.trailingStopLevel = TrailingStopLevel * 0.01;
ea.grid = Grid;
ea.gridVolMult = GridVolMult;
ea.gridTrailingStopLevel = GridTrailingStopLevel * 0.01;
ea.gridMaxLvl = GridMaxLvl;
ea.equityDrawdownLimit = EquityDrawdownLimit * 0.01;
ea.slippage = Slippage;
ea.news = News;
ea.newsImportance = NewsImportance;
ea.newsMinsBefore = NewsMinsBefore;
ea.newsMinsAfter = NewsMinsAfter;
ea.filling = Filling;
ea.riskMode = RiskMode;
if (RiskMode == RISK_FIXED_VOL || RiskMode == RISK_MIN_AMOUNT) ea.risk = Risk;
if (News) fetchCalendarFromYear(NewsStartYear);
fillSymbols(symbols, MultipleSymbol, Symbols);
int n = ArraySize(symbols);
for (int i = 0; i < n; i++) {
string s = symbols[i];
AOS(s);
MA(s, FastMaPeriod);
MA(s, SlowMaPeriod);
}
EventSetTimer(TimerInterval);
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason) {
EventKillTimer();
}
//+------------------------------------------------------------------+
//| Timer function |
//+------------------------------------------------------------------+
void OnTimer() {
datetime oldTc = tc;
tc = TimeCurrent();
if (tc == oldTc) return;
if (Trail) ea.CheckForTrail();
if (EquityDrawdownLimit) ea.CheckForEquity();
if (Grid) ea.CheckForGrid();
CheckForSignal();
}
//+------------------------------------------------------------------+