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Time Filter Logic Changed

Huzaifa-MQLDev hace 4 meses
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commit
c0726e226c
Se han modificado 2 ficheros con 51 adiciones y 71 borrados
  1. BIN
      vol_hedge_strategy_mt5.ex5
  2. 51 71
      vol_hedge_strategy_mt5.mq5

BIN
vol_hedge_strategy_mt5.ex5


+ 51 - 71
vol_hedge_strategy_mt5.mq5

@@ -22,6 +22,11 @@ enum selectLine
22 22
    LineOnNewsBar =0,
23 23
    LineOnNewsStop=1
24 24
   };
25
+enum selectDay
26
+  {
27
+   prev,    // Previous Day
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+   curr,    // Current Day
29
+  };
25 30
 
26 31
 #import "volHedgeNewsFilter.ex5"
27 32
 
@@ -85,19 +90,20 @@ new_trade_store newTradeStore[MaxOrders];
85 90
 enum lotcalculator
86 91
   {
87 92
    fix, //Fixed Lot Size
88
-   rsk, //Risk Percentage
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+   rsk, //Risk in Percentage
89 94
    dollar, // Risk in Dollars
90 95
   };
91 96
 
92 97
 sinput       string                  string_0                   = "<><><><><><> General SETTINGS <><><><><><>";   //__
93 98
 input        int                     magic_no                   = 333;             // Magic no
94
-input        bool                    useTpSlPips                = true;            // Use Tp/Sl in Pips
99
+input        bool                    useTpSlPips                = true;            // Use Relative Tp/Sl in Pips
95 100
 input        double                  stopLoss                   = 100;             // Fixed Stop Loss in Pips
96 101
 input        double                  takeProfit                 = 100;             // Fixed Take Profit in Pips
97
-input        bool                    bothHitsSl                 = false;           // Open after Both Hits StopLoss
98
-input        int                     maxSlippage                = 5;               // Max Slippage
102
+input        bool                    bothHitsSl                 = false;           // Enable Topped & Tailed Pre-Demand Level
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+input        int                     maxSlippage                = 5;               // Max Slippage (Points)
99 104
 input        bool                    enableSpreadFilter         = false;           // Enable Spread Filter
100
-input        double                  maximumSpread              = 10;              // Maximum Spread
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+input        double                  maximumSpread              = 10;              // Maximum Spread (Points)
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+input        string                  tradeComment               = "Trade Placed";  // Trade Comment Prefix
101 107
 input        string                  dataFileName               = "vol_hedge_data.csv"; // Data File Name
102 108
 
103 109
 input        string                  string_1                   = "<><><><><><> Lot Management<><><><><><>";   //__
@@ -106,10 +112,11 @@ input        double                  lot_amount                 = 0.1;
106 112
 input        double                  risk                       = 0.5;             // Risk in Percentage %
107 113
 input        double                  dollars                    = 10;              // Risk in GBP
108 114
 
109
-input        string                  string_2                   = "<><><><><><> Time Filter Setting <><><><><><> ";//_
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-input        bool                    enableTimeSession          = false;           // Enable Time Session
111
-input        string                  start_time_session         = "01:00";         // Start Session
112
-input        string                  end_time_session           = "23:59";         // End Session
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+input        string                  time_setting               = "<><><><><> Time Filter Settings <><><><><>";             //_
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+input        selectDay               newYorkSessionDay          = curr;            // Select Day for Start Time
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+input        bool                    enableTimeFilter           = false;           // Enable Time Filter
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+input        string                  startTime                  = "03:00";         // Start Time Session
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+input        string                  endTime                    = "09:00";         // End Time Session
113 120
 
114 121
 input        string                  string_0_2                 = "<><><><><><> Trailing Setting<><><><><><>";   //__
115 122
 input        bool                    indivial_trailing          = false;           // Indiviual Trailing
@@ -143,7 +150,8 @@ static double tickCurrentBid = 0;
143 150
 double tickPreviousBid = 0;
144 151
 static double tickCurrentAsk = 0;
145 152
 double tickPreviousAsk = 0;
146
-datetime startSessionTime, endSessionTime;
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+int newYorkStartTime = 0, newYorkStartMin = 0, newYorkEndHour = 0, newYorkEndMin = 0;
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+datetime newYorkStartTrading = 0, newYorkEndTrading = 0;
147 155
 int maxTrades = 2; // Max Concurrent Trades
148 156
 int GMT_Broker_Time = +2; // GMT_Broker_Time Time of your Broker
149 157
 int                     gmt                        = 0;                   // GMT_Broker_Time Time of your Broker
@@ -240,8 +248,19 @@ int OnInit()
240 248
 
241 249
    struct_level_check();
242 250
 
243
-   timeFilter(true,start_time_session, end_time_session, startSessionTime, endSessionTime);
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-   Print(" Session Start  = ", startSessionTime,  " Asian  Session End = ", endSessionTime);
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+   string time[];
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+   StringSplit(startTime,':',time);
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+   newYorkStartTime = (int)StringToInteger(time[0]);
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+   newYorkStartMin  = (int)StringToInteger(time[1]);
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+   Print("NewYork Start Time Hour: ",newYorkStartTime,"  Start Time Min: ",newYorkStartMin);
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+   time[0] = "";
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+   time[1] = "";
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+   StringSplit(endTime,':',time);
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+   newYorkEndHour = (int)StringToInteger(time[0]);
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+   newYorkEndMin  = (int)StringToInteger(time[1]);
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+   Print("NewYork End Time Hour: ",newYorkEndHour,"  End Time Min: ",newYorkEndMin);
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+   timeFilter(true);
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+
245 264
 
246 265
    int timeDifference = (int)TimeCurrent() - (int)TimeGMT();
247 266
    Print("Time Difference is: ", timeDifference);
@@ -435,10 +454,9 @@ void mainActivity()
435 454
       tickCurrentAsk  = Ask;
436 455
      }
437 456
 
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-// Print(" Time is: ", TimeCurrent());
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-   timeFilter(false,start_time_session, end_time_session, startSessionTime, endSessionTime);
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-// Comment(" Session Start  = ", startSessionTime,  " Asian  Session End = ", endSessionTime);
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-   if((!enableTimeSession) || (enableTimeSession && TimeCurrent() >= startSessionTime && TimeCurrent() <= endSessionTime))
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+   timeFilter(false);
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+// Comment(" Session Start  = ", newYorkStartTrading,  " Asian  Session End = ", newYorkEndTrading);
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+   if((enableTimeFilter && TimeCurrent() >= newYorkStartTrading && TimeCurrent() <= newYorkEndTrading) || !enableTimeFilter)
442 460
      {
443 461
       removeFromStructure();
444 462
       if(bothHitsSl)
@@ -688,11 +706,11 @@ ulong placeBuyTrade(double stoploss, double takeprofit)
688 706
 
689 707
    if(useTpSlPips)
690 708
      {
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-      if(stoploss != 0)
709
+      if(stopLoss != 0)
692 710
         {
693 711
          buySL = Ask - (stopLoss * 10 * Point());
694 712
         }
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-      if(takeprofit != 0)
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+      if(takeProfit != 0)
696 714
         {
697 715
          buyTp = Ask + (takeProfit * 10 * Point());
698 716
         }
@@ -710,7 +728,7 @@ ulong placeBuyTrade(double stoploss, double takeprofit)
710 728
      }
711 729
 
712 730
    double distance = MathAbs((Ask - buySL) / Point());
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-   if(trade.PositionOpen(Symbol(),ORDER_TYPE_BUY,getLot(distance),Ask,buySL,buyTp,"Buy Trade Placed"))
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+   if(trade.PositionOpen(Symbol(),ORDER_TYPE_BUY,getLot(distance),Ask,buySL,buyTp,tradeComment+" Buy"))
714 732
      {
715 733
       Print("Buy Trade Placed: ",trade.ResultOrder());
716 734
       return trade.ResultOrder();
@@ -734,11 +752,11 @@ ulong placeSellTrade(double stoploss, double takeprofit)
734 752
 
735 753
    if(useTpSlPips)
736 754
      {
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-      if(stoploss != 0)
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+      if(stopLoss != 0)
738 756
         {
739 757
          sellSL = Bid + (stopLoss * 10 * Point());
740 758
         }
741
-      if(takeprofit != 0)
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+      if(takeProfit != 0)
742 760
         {
743 761
          sellTp = Bid - (takeProfit * 10 * Point());
744 762
         }
@@ -755,7 +773,7 @@ ulong placeSellTrade(double stoploss, double takeprofit)
755 773
         }
756 774
      }
757 775
    double distance = MathAbs((Bid - sellSL) / Point());
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-   if(trade.PositionOpen(Symbol(),ORDER_TYPE_SELL,getLot(distance),Bid,sellSL,sellTp,"Sell Trade Placed"))
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+   if(trade.PositionOpen(Symbol(),ORDER_TYPE_SELL,getLot(distance),Bid,sellSL,sellTp,tradeComment+ " Sell"))
759 777
      {
760 778
       Print("Sell Trade PLaced: ",trade.ResultOrder());
761 779
       return trade.ResultOrder();
@@ -826,49 +844,11 @@ double getLot(double stop_loss)
826 844
 //+------------------------------------------------------------------+
827 845
 //|                                                                  |
828 846
 //+------------------------------------------------------------------+
829
-void timeFilter(bool onInit,string startTime,string endTime,datetime & sessionStart,datetime & sessionEnd)
847
+void timeFilter(bool onInit)
830 848
   {
831
-   int newYorkStartHour = 0, newYorkStartMin = 0, newYorkEndHour = 0, newYorkEndMin = 0;
832
-
833
-   datetime newYorkStartTrading,newYorkEndTrading;
834
-
835
-   string time[];
836
-   StringSplit(startTime,':',time);
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-   newYorkStartHour = (int)StringToInteger(time[0]);
838
-   newYorkStartMin  = (int)StringToInteger(time[1]);
839
-
840
-   EventSetMillisecondTimer(500);
841
-   time[0] = "";
842
-   time[1] = "";
843
-   StringSplit(endTime,':',time);
844
-   newYorkEndHour = (int)StringToInteger(time[0]);
845
-   newYorkEndMin  = (int)StringToInteger(time[1]);
846
-
847
-// Print(" Start Time Hour: ",newYorkStartHour,"  Start Time Min: ",newYorkStartMin);
848
-// Print(" End Time Hour: ",newYorkEndHour,"  End Time Min: ",newYorkEndMin);
849
-
850
-
851
-   datetime startDateTime;
852
-   MqlDateTime st;
853
-   TimeCurrent(st); // get current date
854
-   st.hour   = newYorkStartHour;
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-   st.min    = newYorkStartMin;
856
-   st.sec    = 0;
857
-   startDateTime = StructToTime(st);
858
-
859
-
860
-   datetime endDateTime;
861
-   MqlDateTime et;
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-   TimeCurrent(et); // get current date
863
-   et.hour   = newYorkEndHour;
864
-   et.min    = newYorkEndMin;
865
-   et.sec    = 0;
866
-   endDateTime = StructToTime(et);
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-
868
-
869 849
    MqlDateTime sdate,edate;
870 850
    datetime start_Time = 0, end_Time = 0;
871
-   if(startDateTime > endDateTime)
851
+   if(newYorkSessionDay == prev)
872 852
      {
873 853
       if(onInit)
874 854
         {
@@ -877,9 +857,9 @@ void timeFilter(bool onInit,string startTime,string endTime,datetime & sessionSt
877 857
         }
878 858
       else
879 859
         {
880
-         start_Time = sessionStart;
881
-         end_Time = sessionEnd;
882
-         if(TimeCurrent() >= sessionEnd && sessionEnd != 0)
860
+         start_Time = newYorkStartTrading;
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+         end_Time = newYorkEndTrading;
862
+         if(TimeCurrent() >= newYorkEndTrading && newYorkEndTrading != 0)
883 863
            {
884 864
             start_Time = iTime(Symbol(),PERIOD_D1,0);
885 865
             end_Time = start_Time + 86400;
@@ -891,7 +871,6 @@ void timeFilter(bool onInit,string startTime,string endTime,datetime & sessionSt
891 871
       start_Time = iTime(Symbol(),PERIOD_D1,0);
892 872
       end_Time = iTime(Symbol(),PERIOD_D1,0);
893 873
      }
894
-
895 874
    if(TimeToStruct(end_Time,edate))
896 875
      {
897 876
       edate.hour = newYorkEndHour;
@@ -904,7 +883,7 @@ void timeFilter(bool onInit,string startTime,string endTime,datetime & sessionSt
904 883
 
905 884
    if(TimeToStruct(start_Time,sdate))
906 885
      {
907
-      sdate.hour = newYorkStartHour;
886
+      sdate.hour = newYorkStartTime;
908 887
       sdate.min  = newYorkStartMin;
909 888
       sdate.sec  = 0;
910 889
      }
@@ -912,8 +891,9 @@ void timeFilter(bool onInit,string startTime,string endTime,datetime & sessionSt
912 891
       Print("Error in Converting Time: ",GetLastError());
913 892
    newYorkStartTrading = StructToTime(sdate);
914 893
 
915
-   sessionStart = newYorkStartTrading;
916
-   sessionEnd   = newYorkEndTrading;
894
+// if(onInit)
895
+//Print("NewYork Start Time ",newYorkStartTrading,"End Date: ",newYorkEndTrading);
896
+//Print("Edate: ",edate.hour," ",edate.min," Sdate: ",sdate.hour," ",sdate.min);
917 897
   }
918 898
 //+------------------------------------------------------------------+
919 899
 //|                                                                  |
@@ -992,8 +972,8 @@ void virtualSLHitCheck()
992 972
               }
993 973
             else
994 974
               {
995
-               buy_sl = newTradeStore[i].price - (stopLoss * 10 * Point());
996
-               sell_sl = newTradeStore[i].price + (stopLoss * 10 * Point());
975
+               buy_sl = stopLoss != 0 ? newTradeStore[i].price - (stopLoss * 10 * Point()) : 0;
976
+               sell_sl = stopLoss != 0 ? newTradeStore[i].price + (stopLoss * 10 * Point()) : 0;
997 977
               }
998 978
             if(newTradeStore[i].buy_hit_virtual_sl == false)
999 979
               {