fork download
copy 
  1. //+------------------------------------------------------------------+
  2. //|     XAUUSD SMA Crossover EA with TP, SL, Trailing Stop, Volume  |
  3. //+------------------------------------------------------------------+
  4. #property strict
  5. #include <Trade\Trade.mqh>
  6. CTrade trade;
  7.  
  8. input int fastPeriod = 2;
  9. input int slowPeriod = 5;
  10. input double lotSize = 0.01;
  11. input double slippage = 0.03;
  12. input double maxLossUSD = 10.0;
  13. input double takeProfitUSD = 10.0;
  14. input bool debugLogs = true;
  15.  
  16. int fastHandle, slowHandle;
  17. double fastBuffer[], slowBuffer[];
  18. long volume[];
  19.  
  20. double PointSize, TickValue;
  21. int DigitsCount;
  22. double SL_Points, TP_Points;
  23.  
  24. //+------------------------------------------------------------------+
  25. int OnInit()
  26.   {
  27.    fastHandle = iMA(_Symbol, _Period, fastPeriod, 0, MODE_SMA, PRICE_CLOSE);
  28.    slowHandle = iMA(_Symbol, _Period, slowPeriod, 0, MODE_SMA, PRICE_OPEN);
  29.  
  30.    if(fastHandle == INVALID_HANDLE || slowHandle == INVALID_HANDLE)
  31.      {
  32.       Print("Indicator creation failed.");
  33.       return INIT_FAILED;
  34.      }
  35.  
  36.    ArraySetAsSeries(fastBuffer, true);
  37.    ArraySetAsSeries(slowBuffer, true);
  38.    ArraySetAsSeries(volume, true);
  39.  
  40.    SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE, TickValue);
  41.    SymbolInfoDouble(_Symbol, SYMBOL_POINT, PointSize);
  42.    DigitsCount = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
  43.  
  44.    SL_Points = NormalizeDouble((maxLossUSD / (TickValue * lotSize)) / PointSize, 0);
  45.    TP_Points = NormalizeDouble((takeProfitUSD / (TickValue * lotSize)) / PointSize, 0);
  46.  
  47.    return INIT_SUCCEEDED;
  48.   }
  49.  
  50. //+------------------------------------------------------------------+
  51. void OnTick()
  52.   {
  53.    if(Bars(_Symbol, _Period) < 25) return;
  54.  
  55.    // Apply trailing stop if there's a position
  56.    if(PositionSelect(_Symbol))
  57.       ManageTrailingStop();
  58.  
  59.    if(CopyBuffer(fastHandle, 0, 0, 3, fastBuffer) < 3 ||
  60.       CopyBuffer(slowHandle, 0, 0, 3, slowBuffer) < 3 ||
  61.       CopyTickVolume(_Symbol, 0, 0, 25, volume) < 25)
  62.      {
  63.       Print("Failed to copy data.");
  64.       return;
  65.      }
  66.  
  67.    // Volume filter check
  68.    double avgVol = 0;
  69.    for(int i = 3; i < 23; i++) avgVol += volume[i];
  70.    avgVol /= 20;
  71.  
  72.    if(volume[1] <= avgVol || volume[2] <= avgVol)
  73.      {
  74.       if(debugLogs)
  75.          Print("Low volume — no trade. V1:", volume[1], " V2:", volume[2], " AVG:", avgVol);
  76.       return;
  77.      }
  78.  
  79.    // Crossover
  80.    bool bullish = fastBuffer[1] < slowBuffer[1] && fastBuffer[0] > slowBuffer[0];
  81.    bool bearish = fastBuffer[1] > slowBuffer[1] && fastBuffer[0] < slowBuffer[0];
  82.  
  83.    bool hasPosition = PositionSelect(_Symbol);
  84.    long posType = hasPosition ? PositionGetInteger(POSITION_TYPE) : -1;
  85.  
  86.    double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
  87.    double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
  88.  
  89.    // Exit on reverse crossover
  90.    if(hasPosition)
  91.      {
  92.       if((posType == POSITION_TYPE_BUY && bearish) ||
  93.          (posType == POSITION_TYPE_SELL && bullish))
  94.         {
  95.          trade.PositionClose(_Symbol);
  96.          Print("Closed due to reverse crossover.");
  97.          return;
  98.         }
  99.      }
  100.  
  101.    // Entry
  102.    if(!hasPosition)
  103.      {
  104.       if(bullish)
  105.         {
  106.          double sl = NormalizeDouble(bid - SL_Points * PointSize, DigitsCount);
  107.          double tp = NormalizeDouble(bid + TP_Points * PointSize, DigitsCount);
  108.          if(trade.Buy(lotSize, _Symbol, ask, slippage, sl, tp))
  109.             Print("BUY @ ", ask, " SL: ", sl, " TP: ", tp);
  110.          else
  111.             Print("BUY failed: ", trade.ResultRetcodeDescription());
  112.         }
  113.       else if(bearish)
  114.         {
  115.          double sl = NormalizeDouble(ask + SL_Points * PointSize, DigitsCount);
  116.          double tp = NormalizeDouble(ask - TP_Points * PointSize, DigitsCount);
  117.          if(trade.Sell(lotSize, _Symbol, bid, slippage, sl, tp))
  118.             Print("SELL @ ", bid, " SL: ", sl, " TP: ", tp);
  119.          else
  120.             Print("SELL failed: ", trade.ResultRetcodeDescription());
  121.         }
  122.      }
  123.   }
  124.  
  125. //+------------------------------------------------------------------+
  126. //| Trailing Stop Management                                         |
  127. //+------------------------------------------------------------------+
  128. void ManageTrailingStop()
  129.   {
  130.    double currentPrice = 0.0;
  131.    long type = PositionGetInteger(POSITION_TYPE);
  132.    double entry = PositionGetDouble(POSITION_PRICE_OPEN);
  133.    double sl = PositionGetDouble(POSITION_SL);
  134.    double tp = PositionGetDouble(POSITION_TP);
  135.  
  136.    if(type == POSITION_TYPE_BUY)
  137.      {
  138.       currentPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
  139.       double newSL = NormalizeDouble(currentPrice - SL_Points * PointSize, DigitsCount);
  140.       if(newSL > sl)
  141.          trade.PositionModify(_Symbol, newSL, tp);
  142.      }
  143.    else if(type == POSITION_TYPE_SELL)
  144.      {
  145.       currentPrice = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
  146.       double newSL = NormalizeDouble(currentPrice + SL_Points * PointSize, DigitsCount);
  147.       if(newSL < sl || sl == 0.0)
  148.          trade.PositionModify(_Symbol, newSL, tp);
  149.      }
  150.   }
  151.  
  152. //+------------------------------------------------------------------+
  153. void OnDeinit(const int reason)
  154.   {
  155.    if(fastHandle != INVALID_HANDLE) IndicatorRelease(fastHandle);
  156.    if(slowHandle != INVALID_HANDLE) IndicatorRelease(slowHandle);
  157.   }
  158. //+------------------------------------------------------------------+
Success #stdin #stdout #stderr 0.01s 5312KB
comments (?)
stdin
copy 
Standard input is empty
stdout
copy 
Standard output is empty
stderr
copy 
Error: near line 1: near "/": syntax error
Error: near line 8: near "input": syntax error
Error: near line 9: near "input": syntax error
Error: near line 10: near "input": syntax error
Error: near line 11: near "input": syntax error
Error: near line 12: near "input": syntax error
Error: near line 13: near "input": syntax error
Error: near line 14: near "input": syntax error
Error: near line 16: near "int": syntax error
Error: near line 17: near "double": syntax error
Error: near line 18: near "long": syntax error
Error: near line 20: near "double": syntax error
Error: near line 21: near "int": syntax error
Error: near line 22: near "double": syntax error
Error: near line 24: near "/": syntax error
Error: near line 28: near "slowHandle": syntax error
Error: near line 30: near "if": syntax error
Error: near line 33: near "return": syntax error
Error: near line 34: unrecognized token: "}"
Error: near line 37: near "ArraySetAsSeries": syntax error
Error: near line 38: near "ArraySetAsSeries": syntax error
Error: near line 40: near "SymbolInfoDouble": syntax error
Error: near line 41: near "SymbolInfoDouble": syntax error
Error: near line 42: near "DigitsCount": syntax error
Error: near line 44: near "SL_Points": syntax error
Error: near line 45: near "TP_Points": syntax error
Error: near line 47: near "return": syntax error
Error: near line 48: unrecognized token: "}"
Error: near line 55: near "/": syntax error
https://ideone.com/iPwFlC
language:
SQLite (sqlite 3.27.2)
created:
1 day ago
visibility:
public

Share or Embed source code

Discover > Sphere Engine API

The brand new service which powers Ideone!

Discover > IDE Widget

Widget for compiling and running the source code in a web browser!