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- Görüntülemeler:
- 13323
- Derecelendirme:
- Yayınlandı:
- 2008.12.17 07:33
- Güncellendi:
- 2016.11.22 07:32
-
Bu koda dayalı bir robota veya göstergeye mi ihtiyacınız var? Freelance üzerinden sipariş edin Freelance'e git
Time to time I get a new idea about some new
strategy to implement and to see results in strategy tester. Before, I
still copied my previous EA and deleted all unwanted stuff
and added my new stuff, so the result was new EA. Some time ago I find
a better way for me. I developed a template or scheme for most of my
future EAs.
This happened when I was thinkink about more strategies in one EA and
about switching between them, according to a period (trend, choppy,...
).
I needed EA scheme that would allow me to have whole "action" code
together and whole "strategy" code together. I came to a scheme I want
to share with you today.
Main structure of this EA is following:
ActionCode - this contains code independent of strategy implemented in this EA
StrategyCode - this contains whole strategy code
Everything, ActionCode part has to decide to do, is asked by calling
StrategyCode part, which returns a result, which can be executed again
by universal ActionCode part.
ActionCode Part
int _STRATEGY_NUMBER = 1; #define _OPEN_LONG 1 #define _OPEN_SHORT 2 #define _CLOSE_LONG 3 #define _CLOSE_SHORT 4 #define _GET_LONG_STOPLOSS_PRICE 5 #define _GET_SHORT_STOPLOSS_PRICE 6 #define _GET_LONG_TAKEPROFIT_PRICE 7 #define _GET_SHORT_TAKEPROFIT_PRICE 8 #define _GET_LOTS 9 #define _GET_TRAILED_STOPLOSS_PRICE 10 #define _GET_TRAILED_TAKEPROFIT_PRICE 11 #define _GET_TRADED_TIMEFRAME 12 #define _OPEN_PENDING_BUY_STOP 13 #define _OPEN_PENDING_SELL_STOP 14 #define _OPEN_PENDING_BUY_LIMIT 15 #define _OPEN_PENDING_SELL_LIMIT 16 #define _GET_PENDING_BUY_STOP_PRICE 17 #define _GET_PENDING_SELL_STOP_PRICE 18 #define _GET_PENDING_ORDER_EXPIRATION 19 int start() { double Stoploss = 0; double TakeProfit = 0; if(LastBarTraded()) return(0); if(OrdersTotal() > 0) { Stoploss = Strategy(_STRATEGY_NUMBER, _GET_TRAILED_STOPLOSS_PRICE); TakeProfit = Strategy(_STRATEGY_NUMBER, _GET_TRAILED_TAKEPROFIT_PRICE); if(Stoploss != 0 || TakeProfit != 0) ModifyAllPositions(_MAGICNUMBER, Stoploss, TakeProfit); if(Strategy(_STRATEGY_NUMBER, _CLOSE_LONG) == 1) CloseAllLongPositions(_MAGICNUMBER); if(Strategy(_STRATEGY_NUMBER, _CLOSE_SHORT) == 1) CloseAllShortPositions(_MAGICNUMBER); } if(!TradeAllowed(1)) return(0); if(Strategy(_STRATEGY_NUMBER, _OPEN_LONG) == 1) OpenPosition(false, Strategy(_STRATEGY_NUMBER, _GET_LOTS), Strategy(_STRATEGY_NUMBER, _GET_LONG_STOPLOSS_PRICE), Strategy(_STRATEGY_NUMBER, _GET_LONG_TAKEPROFIT_PRICE), 3, _MAGICNUMBER); if(Strategy(_STRATEGY_NUMBER, _OPEN_SHORT) == 1) OpenPosition(true, Strategy(_STRATEGY_NUMBER, _GET_LOTS), Strategy(_STRATEGY_NUMBER, _GET_SHORT_STOPLOSS_PRICE), Strategy(_STRATEGY_NUMBER, _GET_SHORT_TAKEPROFIT_PRICE), 3, _MAGICNUMBER); if(Strategy(_STRATEGY_NUMBER, _OPEN_PENDING_BUY_STOP) == 1) OpenPendingPosition(false, Strategy(_STRATEGY_NUMBER, _GET_LOTS), Strategy(_STRATEGY_NUMBER, _GET_PENDING_BUY_STOP_PRICE), Strategy(_STRATEGY_NUMBER, _GET_LONG_STOPLOSS_PRICE), Strategy(_STRATEGY_NUMBER, _GET_LONG_TAKEPROFIT_PRICE), 3, _MAGICNUMBER, Strategy(_STRATEGY_NUMBER, _GET_PENDING_ORDER_EXPIRATION)); if(Strategy(_STRATEGY_NUMBER, _OPEN_PENDING_SELL_STOP) == 1) OpenPendingPosition(true, Strategy(_STRATEGY_NUMBER, _GET_LOTS), Strategy(_STRATEGY_NUMBER, _GET_PENDING_SELL_STOP_PRICE), Strategy(_STRATEGY_NUMBER, _GET_SHORT_STOPLOSS_PRICE), Strategy(_STRATEGY_NUMBER, _GET_SHORT_TAKEPROFIT_PRICE), 3, _MAGICNUMBER, Strategy(_STRATEGY_NUMBER, _GET_PENDING_ORDER_EXPIRATION)); return(0); }
StrategyCode part
double Strategy(int STRATEGY, int COMMAND) { switch(STRATEGY) { // Short description of strategy case 1: { return(Strategy_001(COMMAND)); } // Short description of strategy case 2: { return(Strategy_002(COMMAND)); } //... // Short description of strategy case 99: { return(Strategy_099(COMMAND)); } } return(0); } double Strategy_001(int COMMAND) { string _SYMBOL = Symbol(); int _TIMEFRAME = getStrategyTimeframeByNumber(_STRATEGY_TIMEFRAME); double result = 0; int i; switch(COMMAND) { case _OPEN_LONG: { // break; // if(!OpenNewBar()) // break; if(Open long condition is true) result = 1; break; } case _OPEN_SHORT: { // break; // if(!OpenNewBar()) // break; if(Open short condition is true) result = 1; break; } case _CLOSE_LONG: { // break; if(Close long condition is true) result = 1; break; } case _CLOSE_SHORT: { // break; if(Close short condition is true) result = 1; break; } case _GET_LONG_STOPLOSS_PRICE: { // break; result = Long SL price break; } case _GET_SHORT_STOPLOSS_PRICE: { // break; result = Short SL price break; } case _OPEN_PENDING_BUY_STOP: { break; } case _OPEN_PENDING_SELL_STOP: { break; } case _GET_PENDING_BUY_STOP_PRICE: { break; } case _GET_PENDING_SELL_STOP_PRICE: { break; } case _GET_LONG_TAKEPROFIT_PRICE: { break; } case _GET_SHORT_TAKEPROFIT_PRICE: { break; } case _GET_TRAILED_STOPLOSS_PRICE: { break; } case _GET_TRAILED_TAKEPROFIT_PRICE: { break; } case _GET_LOTS: { result = Lot amount; break; } case _GET_TRADED_TIMEFRAME: { result = _TIMEFRAME; break; } case _GET_PENDING_ORDER_EXPIRATION: { break; } } return(result); }
You can see that implementation of new strategy in this scheme is very easy. Just put a new CASE in Strategy() function and add new function Strategy_NNN() with implemented strategy rules.
This scheme does not fit to any strategy, just to ones, which open one position at time and have a standard "workflow".
As an example I attach complete code with few loosing strategy implemented (see attached code)
I hope many of you can be inspired by this and maybe some new ideas can come from you, to improve this concept.![DiNapoli Price Oscillator](https://c.mql5.com/i/code/indicator.png)
New version of famous and simple indicator created by Joe DiNapoli. It is different than rest of this type indicators, because it could count and display overbought and oversold levels.
![Candle Patterns](https://c.mql5.com/i/code/indicator.png)
Visual and Audio alerts when reversal or continuation candle patterns occur.
![21hour](https://c.mql5.com/i/code/expert.png)
We place two pending orders at the specified time and delete one of them when another one triggers.
![MTrendLine is Very Convenient Autoregulator of Pendings in Reference to the Trend Lines](https://c.mql5.com/i/code/expert.png)
You often have to move the pending order every hour in reference to the trend line and it embarasses you concerning your time. That's why this EA (semi-automated) was developed, it totally relieves from tracking the trend line and from moving the pending