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CEZLSMA.mq5
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CEZLSMA.mq5
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//+------------------------------------------------------------------+
//| CEZLSMA.mq5 |
//| Copyright 2023, Geraked |
//| https://github.com/geraked |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, Geraked"
#property link "https://github.com/geraked"
#property version "1.6"
#property description "A Strategy Using Chandelier Exit and ZLSMA Indicators Based on the Heikin Ashi Candles"
#property description "AUDUSD-15M 2019.01.01 - 2023.08.01"
#include <EAUtils.mqh>
input group "Indicator Parameters"
input int CeAtrPeriod = 1; // CE ATR Period
input double CeAtrMult = 0.75; // CE ATR Multiplier
input int ZlPeriod = 50; // ZLSMA Period
input group "General"
input int SLDev = 650; // SL Deviation (Points)
input bool CloseOrders = true; // Check For Closing Conditions
input bool Reverse = false; // Reverse Signal
input group "Risk Management"
input double Risk = 3; // Risk
input ENUM_RISK RiskMode = RISK_DEFAULT; // Risk Mode
input bool IgnoreSL = true; // Ignore SL
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 = 1.5; // Grid Volume Multiplier
input double GridTrailingStopLevel = 0; // Grid Trailing Stop Level (%) (0: Disable)
input int GridMaxLvl = 50; // 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 = false; // Allow Having Multiple Open Positions
input double MarginLimit = 300; // 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 = 30; // Timer Interval (Seconds)
input ulong MagicNumber = 2000; // Magic Number
input ENUM_FILLING Filling = FILLING_DEFAULT; // Order Filling
int BuffSize = 4;
GerEA ea;
datetime lastCandle;
datetime tc;
#define PATH_HA "Indicators\\Examples\\Heiken_Ashi.ex5"
#define I_HA "::" + PATH_HA
#resource "\\" + PATH_HA
int HA_handle;
double HA_C[];
#define PATH_CE "Indicators\\ChandelierExit.ex5"
#define I_CE "::" + PATH_CE
#resource "\\" + PATH_CE
int CE_handle;
double CE_B[], CE_S[];
#define PATH_ZL "Indicators\\ZLSMA.ex5"
#define I_ZL "::" + PATH_ZL
#resource "\\" + PATH_ZL
int ZL_handle;
double ZL[];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool BuySignal() {
bool c = CE_B[1] != 0 && HA_C[1] > ZL[1];
if (!c) return false;
double in = Ask();
double sl = CE_B[1] - SLDev * _Point;
double tp = 0;
ea.BuyOpen(in, sl, tp, IgnoreSL, true);
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool SellSignal() {
bool c = CE_S[1] != 0 && HA_C[1] < ZL[1];
if (!c) return false;
double in = Bid();
double sl = CE_S[1] + SLDev * _Point;
double tp = 0;
ea.SellOpen(in, sl, tp, IgnoreSL, true);
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CheckClose() {
double p = getProfit(ea.GetMagic()) - calcCost(ea.GetMagic());
if (p < 0) return;
if (HA_C[2] >= ZL[2] && HA_C[1] < ZL[1])
ea.BuyClose();
if (HA_C[2] <= ZL[2] && HA_C[1] > ZL[1])
ea.SellClose();
}
//+------------------------------------------------------------------+
//| 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);
HA_handle = iCustom(NULL, 0, I_HA);
CE_handle = iCustom(NULL, 0, I_CE, CeAtrPeriod, CeAtrMult);
ZL_handle = iCustom(NULL, 0, I_ZL, ZlPeriod, true);
if (HA_handle == INVALID_HANDLE || CE_handle == INVALID_HANDLE || ZL_handle == INVALID_HANDLE) {
Print("Runtime error = ", GetLastError());
return(INIT_FAILED);
}
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();
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick() {
if (lastCandle != Time(0)) {
lastCandle = Time(0);
if (CopyBuffer(HA_handle, 3, 0, BuffSize, HA_C) <= 0) return;
ArraySetAsSeries(HA_C, true);
if (CopyBuffer(CE_handle, 0, 0, BuffSize, CE_B) <= 0) return;
if (CopyBuffer(CE_handle, 1, 0, BuffSize, CE_S) <= 0) return;
ArraySetAsSeries(CE_B, true);
ArraySetAsSeries(CE_S, true);
if (CopyBuffer(ZL_handle, 0, 0, BuffSize, ZL) <= 0) return;
ArraySetAsSeries(ZL, true);
if (CloseOrders) CheckClose();
if (!OpenNewPos) return;
if (SpreadLimit != -1 && Spread() > SpreadLimit) return;
if (MarginLimit && PositionsTotal() > 0 && AccountInfoDouble(ACCOUNT_MARGIN_LEVEL) < MarginLimit) return;
if ((Grid || !MultipleOpenPos) && ea.OPTotal() > 0) return;
if (BuySignal()) return;
SellSignal();
}
}
//+------------------------------------------------------------------+