Converting mql4 EA to mql5 - algorithmic-trading

Question

I have been trying to figure out how to change my MQL4 code to MQL5. So far I've been able to change the RSI and MACD conditions and SendOrder() but there's a lot, like the ModifyOrder() and CloseOrder() amongst other stuff that I've not been able to do to complete it. I know this is a mouthful but I would really appreciate some help in completing this.
This is the original MQL4 code:
extern int MagicNumber=112223;
extern double Lots =0.005;
extern double StopLoss=0;
extern double TakeProfit=0;
extern int TrailingStop=0;
extern int Slippage=3;
int mode_main = 0;
int mode_signal = 1;
//+------------------------------------------------------------------+
// expert start function
//+------------------------------------------------------------------+
int start()
{
double MyPoint=_Point;
if(Digits==3 || Digits==5) MyPoint=Point*10;
double TheStopLoss=0;
double TheTakeProfit=0;
if( TotalOrdersCount()==0 )
{
int result=0;
if((iMACD(NULL,PERIOD_M5,12,26,9,PRICE_CLOSE,mode_signal,0)<iMACD(NULL,PERIOD_M5,12,26,9,PRICE_CLOSE,mode_main,0))&&(iRSI(NULL,PERIOD_M5,2,PRICE_CLOSE,0)>84)) // Here is your open buy rule
{
result=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,0,0,"EA",MagicNumber,0,Blue);
if(result>0)
{
TheStopLoss=0;
TheTakeProfit=0;
if(TakeProfit>0) TheTakeProfit=Ask+TakeProfit*MyPoint;
if(StopLoss>0) TheStopLoss=Ask-StopLoss*MyPoint;
OrderSelect(result,SELECT_BY_TICKET);
OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(TheStopLoss,Digits),NormalizeDouble(TheTakeProfit,Digits),0,Green);
}
return(0);
}
if((iMACD(NULL,PERIOD_M5,12,26,9,PRICE_CLOSE,mode_main,0)<iMACD(NULL,PERIOD_M5,12,26,9,PRICE_CLOSE,mode_signal,0))&&(iRSI(NULL,PERIOD_M5,2,PRICE_CLOSE,0)<16)) // Here is your open Sell rule
{
result=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,0,0,"EA",MagicNumber,0,Red);
if(result>0)
{
TheStopLoss=0;
TheTakeProfit=0;
if(TakeProfit>0) TheTakeProfit=Bid-TakeProfit*MyPoint;
if(StopLoss>0) TheStopLoss=Bid+StopLoss*MyPoint;
OrderSelect(result,SELECT_BY_TICKET);
OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(TheStopLoss,Digits),NormalizeDouble(TheTakeProfit,Digits),0,Green);
}
return(0);
}
}
for(int cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()<=OP_SELL &&
OrderSymbol()==Symbol() &&
OrderMagicNumber()==MagicNumber
)
{
if(OrderType()==OP_BUY)
{
if((iMACD(NULL,PERIOD_M5,12,26,9,PRICE_CLOSE,mode_signal,0)>iMACD(NULL,PERIOD_M5,12,26,9,PRICE_CLOSE,mode_main,0))&&(iRSI(NULL,PERIOD_M5,2,PRICE_OPEN,0)<16)) //here is your close buy rule
{
OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),Slippage,Red);
}
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>MyPoint*TrailingStop)
{
if(OrderStopLoss()<Bid-MyPoint*TrailingStop)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-TrailingStop*MyPoint,OrderTakeProfit(),0,Green);
return(0);
}
}
}
}
else
{
if((iMACD(NULL,PERIOD_M5,12,26,9,PRICE_CLOSE,mode_main,0)>iMACD(NULL,PERIOD_M5,12,26,9,PRICE_CLOSE,mode_signal,0))&&(iRSI(NULL,PERIOD_M5,2,PRICE_OPEN,0)>84)) // here is your close sell rule
{
OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),Slippage,Red);
}
if(TrailingStop>0)
{
if((OrderOpenPrice()-Ask)>(MyPoint*TrailingStop))
{
if((OrderStopLoss()>(Ask+MyPoint*TrailingStop)) || (OrderStopLoss()==0))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+MyPoint*TrailingStop,OrderTakeProfit(),0,Red);
return(0);
}
}
}
}
}
}
return(0);
}
int TotalOrdersCount()
{
int result=0;
for(int i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS ,MODE_TRADES);
if (OrderMagicNumber()==MagicNumber) result++;
}
return (result);
}
Here is what I've done so far (MQL5):
#include <indicators/indicators.mqh>
CIndicators g_indicators;
CiRSI *g_rsi;
CiMACD *g_macd;
input int MagicNumber=112223;
input double Lots =0.005;
input double StopLoss=0;
input double TakeProfit=0;
input int TrailingStop=0;
input int Slippage=3;
int OnInit() {
g_rsi = new CiRSI();
g_indicators.Add(g_rsi);
g_macd = new CiMACD();
g_indicators.Add(g_macd);
bool is_init = g_rsi.Create(_Symbol, PERIOD_M5, 2, PRICE_CLOSE);
is_init &= g_macd.Create(_Symbol, PERIOD_M5, 12, 26, 9, PRICE_CLOSE);
return is_init ? INIT_SUCCEEDED : INIT_FAILED;
}
void OnTick() {
g_indicators.Refresh();
double MyPoint=_Point;
if(_Digits==3 || _Digits==5) MyPoint=_Point*10;
double TheStopLoss=0;
double TheTakeProfit=0;
if( TotalOrdersCount()==0 )
{
int result=0;
if (g_macd.Main(0) > g_macd.Signal(0) && g_rsi.Main(0) > 84) { // Here is your open Buy rule
Print("Signal!");
MqlTradeRequest request;
MqlTradeResult result;
MqlTradeCheckResult check;
ZeroMemory(request);
ZeroMemory(result);
ZeroMemory(check);
double Ask = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits); // Get the Ask Price
//--- parameters of request
request.action =TRADE_ACTION_PENDING; // type of trade operation
request.symbol =Symbol(); // symbol
request.volume =Lots; // volume of 0.005 lot
request.type =ORDER_TYPE_BUY; // order type
request.price = Ask; // price for opening
request.deviation=0; // allowed deviation from the price
request.magic =magicnumber; // MagicNumber of the order
request.tp = 0;
request.sl = 0;
request.type_filling=ORDER_FILLING_RETURN;
request.type_time=0;
request.expiration=0;
ObjectSetString(0,name,OBJPROP_TEXT,string(result.order));
if(!OrderSend(request,result))
{
Print(__FUNCTION__,": error ",GetLastError(),", retcode = ",result.retcode);
}
}
}
if (g_macd.Main(0) < g_macd.Signal(0) && g_rsi.Main(0) < 16) { // Here is your open Sell rule
Print("Signal!");
MqlTradeRequest request;
MqlTradeResult result;
MqlTradeCheckResult check;
ZeroMemory(request);
ZeroMemory(result);
ZeroMemory(check);
double Bid = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits); // Get the Bid Price
//--- parameters of request
request.action =TRADE_ACTION_PENDING; // type of trade operation
request.symbol =Symbol(); // symbol
request.volume =Lots; // volume of 0.005 lot
request.type =ORDER_TYPE_SELL; // order type
request.price = Bid; // price for opening
request.deviation=0; // allowed deviation from the price
request.magic =magicnumber; // MagicNumber of the order
request.tp = 0;
request.sl = 0;
request.type_filling=ORDER_FILLING_RETURN;
request.type_time=0;
request.expiration=0;
ObjectSetString(0,name,OBJPROP_TEXT,string(result.order));
if(!OrderSend(request,result))
{
Print(__FUNCTION__,": error ",GetLastError(),", retcode = ",result.retcode);
}
}
}
}
}
Thanks in advance.

Answer 1

Yes, it may take long. luckily, someone wrote a library that you are welcome to download from https://www.mql5.com/ru/code/16006.
#include <MT4Orders.mqh> // if you have #include <Trade/Trade.mqh> in your MQL5 files, include this one AFTER.
int ticket = OrderSend(...);
same for `OrderModify()` and `OrderDelete` \ `OrderModify`
Keep in mind that this lib works for hedging mode only, so your MT5 must have a hedging mode.
full example below:
#include <MT45/MT4Orders.mqh>
//better to use MQL5 analogues of Ask etc for both MQL4 and MQL5, or redefine them
#define Ask SymbolInfoDouble(_Symbol,SYMBOL_ASK)
#define Bid SymbolInfoDouble(_Symbol,SYMBOL_BID)
#define Point _Point
#define Digits _Digits
// your inputs
extern int MagicNumber=112223;
extern double Lots =0.005;
extern double StopLoss=0;
extern double TakeProfit=0;
extern int TrailingStop=0;
extern int Slippage=3;
//int mode_main = 0; //probably throw this away
//int mode_signal = 1; //probably throw this away
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//initialize your indicators here
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//deinitialize your indicators here if you need to avoid memory leak
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
double MyPoint=_Point;
if(Digits==3 || Digits==5) MyPoint=Point*10;
double TheStopLoss=0;
double TheTakeProfit=0;
if( TotalOrdersCount()==0 )
{
TICKET_TYPE result=0;
if(isRule4Buy()) // Here is your open buy rule
{
result=OrderSend(Symbol(),OP_BUY,Lots,SymbolInfoDouble(_Symbol,SYMBOL_ASK),Slippage,0,0,"EA",MagicNumber,0,clrBlue);
if(result>0)
{
TheStopLoss=0;
TheTakeProfit=0;
if(TakeProfit>0) TheTakeProfit=Ask+TakeProfit*MyPoint;
if(StopLoss>0) TheStopLoss=Ask-StopLoss*MyPoint;
OrderSelect(result,SELECT_BY_TICKET);
OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(TheStopLoss,Digits),NormalizeDouble(TheTakeProfit,Digits),0,Green);
}
return;
}
if(isRule4Sell())
{
//simply copy the sell block
}
}
for(int cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()<=OP_SELL &&
OrderSymbol()==Symbol() &&
OrderMagicNumber()==MagicNumber
)
{
if(OrderType()==OP_BUY)
{
if(isRule4Sell())
{
OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),Slippage,Red);
}
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>MyPoint*TrailingStop)
{
if(OrderStopLoss()<Bid-MyPoint*TrailingStop)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-TrailingStop*MyPoint,OrderTakeProfit(),0,Green);
return;
}
}
}
}
else
{
//simply copy the sell block
}
}
}
}
//+------------------------------------------------------------------+
int TotalOrdersCount()
{
int result=0;
for(int i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS ,MODE_TRADES);
if (OrderMagicNumber()==MagicNumber) result++;
}
return (result);
}
//+------------------------------------------------------------------+
bool isRule4Buy()
{
#ifdef __MQL4__
return iMACD(NULL,PERIOD_M5,12,26,9,PRICE_CLOSE,MODE_SIGNAL,0)<iMACD(NULL,PERIOD_M5,12,26,9,PRICE_CLOSE,MODE_MAIN,0)
&& iRSI(NULL,PERIOD_M5,2,PRICE_CLOSE,0)>84;
#else
return true;
//replace with MT5
//g_macd.Main(0) > g_macd.Signal(0) && g_rsi.Main(0) > 84
#endif
}
bool isRule4Sell()
{
//similar for sell
return false;
}