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VR Smart Grid Lite_v1
ÿþ/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
/ / * V R S m a r t G r i d L i t e f o r m t 5 . m q 5 * /
/ / * C o p y r i g h t 2 0 1 9 , T r a d i n g - g o P r o j e c t . * /
/ / * A u t h o r : V o l d e m a r , V e r s i o n : 1 4 . 0 5 . 2 0 1 9 , S i t e h t t p s : / / t r a d i n g - g o . r u * /
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
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/ / V R S m a r t G r i d h t t p s : / / w w w . m q l 5 . c o m / r u / m a r k e t / p r o d u c t / 2 8 1 4 0
/ / V R S m a r t G r i d L i t e h t t p s : / / w w w . m q l 5 . c o m / r u / c o d e / 2 0 2 2 3 /
/ / V R S m a r t G r i d M T 5 h t t p s : / / w w w . m q l 5 . c o m / r u / m a r k e t / p r o d u c t / 3 8 6 2 6 /
/ / V R S m a r t G r i d L i t e M T 5 h t t p s : / / w w w . m q l 5 . c o m / r u / c o d e / 2 5 5 2 8 /
/ / B l o g R U h t t p s : / / w w w . m q l 5 . c o m / r u / b l o g s / p o s t / 7 2 6 5 6 8
/ / B l o g E N h t t p s : / / w w w . m q l 5 . c o m / e n / b l o g s / p o s t / 7 2 6 5 6 9
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
/ / | A l l p r o d u c t s o f t h e A u t h o r h t t p s : / / w w w . m q l 5 . c o m / r u / u s e r s / v o l d e m a r / s e l l e r
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
# p r o p e r t y c o p y r i g h t " C o p y r i g h t 2 0 1 9 , T r a d i n g - g o P r o j e c t . "
# p r o p e r t y l i n k " h t t p s : / / t r a d i n g - g o . r u "
# p r o p e r t y v e r s i o n " 1 9 . 0 5 0 "
# p r o p e r t y d e s c r i p t i o n " "
# i n c l u d e < T r a d e \ P o s i t i o n I n f o . m q h > C P o s i t i o n I n f o m _ p o s i t i o n ;
# i n c l u d e < T r a d e \ T r a d e . m q h > C T r a d e t r a d e ;
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
/ / * * /
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
i n p u t i n t i T a k e P r o f i t = 3 0 0 ; / / T a k e P r o f i t ( i n p i p s )
i n p u t d o u b l e i S t a r t L o t s = 0 . 0 1 ; / / S t a r t l o t
i n p u t d o u b l e i M a x i m a l L o t s = 2 . 5 6 ; / / M a x i m a l L o t s
i n p u t i n t i P o i n t O r d e r S t e p = 3 9 0 ; / / P o i n t o r d e r s t e p ( i n p i p s )
i n p u t i n t i M i n i m a l P r o f i t = 7 0 ; / / M i n i m a l p r o f i t f o r c l o s e g r i d ( i n p i p s )
i n p u t i n t i M a g i c N u m b e r = 2 2 7 ; / / M a g i c N u m b e r ( i n n u m b e r )
i n p u t i n t i S l i p p a g e = 3 0 ; / / S l i p p a g e ( i n p i p s )
/ / - - -
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
/ / * * /
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
i n t O n I n i t ( )
{
C o m m e n t ( " " ) ;
t r a d e . L o g L e v e l ( L O G _ L E V E L _ E R R O R S ) ;
t r a d e . S e t E x p e r t M a g i c N u m b e r ( i M a g i c N u m b e r ) ;
t r a d e . S e t D e v i a t i o n I n P o i n t s ( i S l i p p a g e ) ;
t r a d e . S e t M a r g i n M o d e ( ) ;
t r a d e . S e t T y p e F i l l i n g B y S y m b o l ( S y m b o l ( ) ) ;
r e t u r n ( I N I T _ S U C C E E D E D ) ;
}
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
/ / * * /
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
v o i d O n T i c k ( )
{
d o u b l e
B u y P r i c e M a x = 0 , B u y P r i c e M i n = 0 , B u y P r i c e M a x L o t = 0 , B u y P r i c e M i n L o t = 0 ,
S e l P r i c e M i n = 0 , S e l P r i c e M a x = 0 , S e l P r i c e M i n L o t = 0 , S e l P r i c e M a x L o t = 0 ;
u l o n g
B u y P r i c e M a x T i c = 0 , B u y P r i c e M i n T i c = 0 , S e l P r i c e M a x T i c = 0 , S e l P r i c e M i n T i c = 0 ;
d o u b l e
o p = 0 , l t = 0 , t p = 0 ;
u l o n g t k = 0 ;
i n t b = 0 , s = 0 ;
i n t t o t a l = P o s i t i o n s T o t a l ( ) ;
f o r ( i n t k = t o t a l - 1 ; k > = 0 ; k - - )
i f ( m _ p o s i t i o n . S e l e c t B y I n d e x ( k ) )
i f ( m _ p o s i t i o n . S y m b o l ( ) = = S y m b o l ( ) )
i f ( m _ p o s i t i o n . M a g i c ( ) = = i M a g i c N u m b e r )
i f ( m _ p o s i t i o n . P o s i t i o n T y p e ( ) = = P O S I T I O N _ T Y P E _ B U Y | | m _ p o s i t i o n . P o s i t i o n T y p e ( ) = = P O S I T I O N _ T Y P E _ S E L L )
{
o p = N o r m a l i z e D o u b l e ( m _ p o s i t i o n . P r i c e O p e n ( ) , D i g i t s ( ) ) ;
l t = N o r m a l i z e D o u b l e ( m _ p o s i t i o n . V o l u m e ( ) , 2 ) ;
t k = m _ p o s i t i o n . T i c k e t ( ) ;
i f ( m _ p o s i t i o n . P o s i t i o n T y p e ( ) = = P O S I T I O N _ T Y P E _ B U Y )
{
b + + ;
i f ( o p > B u y P r i c e M a x | | B u y P r i c e M a x = = 0 )
{
B u y P r i c e M a x = o p ;
B u y P r i c e M a x L o t = l t ;
B u y P r i c e M a x T i c = t k ;
}
i f ( o p < B u y P r i c e M i n | | B u y P r i c e M i n = = 0 )
{
B u y P r i c e M i n = o p ;
B u y P r i c e M i n L o t = l t ;
B u y P r i c e M i n T i c = t k ;
}
}
/ / = = =
i f ( m _ p o s i t i o n . P o s i t i o n T y p e ( ) = = P O S I T I O N _ T Y P E _ S E L L )
{
s + + ;
i f ( o p > S e l P r i c e M a x | | S e l P r i c e M a x = = 0 )
{
S e l P r i c e M a x = o p ;
S e l P r i c e M a x L o t = l t ;
S e l P r i c e M a x T i c = t k ;
}
i f ( o p < S e l P r i c e M i n | | S e l P r i c e M i n = = 0 )
{
S e l P r i c e M i n = o p ;
S e l P r i c e M i n L o t = l t ;
S e l P r i c e M i n T i c = t k ;
}
}
}
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * / /
d o u b l e A w e r a g e B u y P r i c e = 0 , A w e r a g e S e l P r i c e = 0 ;
i f ( b > = 2 ) A w e r a g e B u y P r i c e = N o r m a l i z e D o u b l e ( ( B u y P r i c e M a x * B u y P r i c e M a x L o t + B u y P r i c e M i n * B u y P r i c e M i n L o t ) / ( B u y P r i c e M a x L o t + B u y P r i c e M i n L o t ) + i M i n i m a l P r o f i t * P o i n t ( ) , D i g i t s ( ) ) ;
i f ( s > = 2 ) A w e r a g e S e l P r i c e = N o r m a l i z e D o u b l e ( ( S e l P r i c e M a x * S e l P r i c e M a x L o t + S e l P r i c e M i n * S e l P r i c e M i n L o t ) / ( S e l P r i c e M a x L o t + S e l P r i c e M i n L o t ) - i M i n i m a l P r o f i t * P o i n t ( ) , D i g i t s ( ) ) ;
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * / /
d o u b l e B u y L o t = 0 , S e l L o t = 0 ;
i f ( B u y P r i c e M i n L o t = = 0 ) B u y L o t = i S t a r t L o t s ; e l s e B u y L o t = B u y P r i c e M i n L o t * 2 ;
i f ( S e l P r i c e M a x L o t = = 0 ) S e l L o t = i S t a r t L o t s ; e l s e S e l L o t = S e l P r i c e M a x L o t * 2 ;
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * / /
i f ( B u y L o t > i M a x i m a l L o t s ) B u y L o t = i M a x i m a l L o t s ;
i f ( S e l L o t > i M a x i m a l L o t s ) S e l L o t = i M a x i m a l L o t s ;
i f ( ! C h e c k V o l u m e V a l u e ( B u y L o t ) | | ! C h e c k V o l u m e V a l u e ( S e l L o t ) )
r e t u r n ;
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * / /
M q l R a t e s r a t e s [ ] ;
C o p y R a t e s ( S y m b o l ( ) , P E R I O D _ C U R R E N T , 0 , 2 , r a t e s ) ;
M q l T i c k t i c k ;
i f ( ! S y m b o l I n f o T i c k ( S y m b o l ( ) , t i c k ) )
P r i n t ( " S y m b o l I n f o T i c k ( ) f a i l e d , e r r o r = " , G e t L a s t E r r o r ( ) ) ;
i f ( r a t e s [ 1 ] . c l o s e > r a t e s [ 1 ] . o p e n )
i f ( ( b = = 0 ) | | ( b > 0 & & ( B u y P r i c e M i n - t i c k . a s k ) > ( i P o i n t O r d e r S t e p * P o i n t ( ) ) ) )
i f ( ! t r a d e . B u y ( N o r m a l i z e D o u b l e ( B u y L o t , 2 ) ) )
P r i n t ( " O r d e r S e n d e r r o r # " , G e t L a s t E r r o r ( ) ) ;
i f ( r a t e s [ 1 ] . c l o s e < r a t e s [ 1 ] . o p e n )
i f ( ( s = = 0 ) | | ( s > 0 & & ( t i c k . b i d - S e l P r i c e M a x ) > ( i P o i n t O r d e r S t e p * P o i n t ( ) ) ) )
i f ( ! t r a d e . S e l l ( N o r m a l i z e D o u b l e ( S e l L o t , 2 ) ) )
P r i n t ( " O r d e r S e n d e r r o r # " , G e t L a s t E r r o r ( ) ) ;
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * / /
f o r ( i n t k = t o t a l - 1 ; k > = 0 ; k - - )
i f ( m _ p o s i t i o n . S e l e c t B y I n d e x ( k ) )
i f ( m _ p o s i t i o n . S y m b o l ( ) = = S y m b o l ( ) )
i f ( m _ p o s i t i o n . M a g i c ( ) = = i M a g i c N u m b e r )
i f ( m _ p o s i t i o n . P o s i t i o n T y p e ( ) = = P O S I T I O N _ T Y P E _ B U Y | | m _ p o s i t i o n . P o s i t i o n T y p e ( ) = = P O S I T I O N _ T Y P E _ S E L L )
{
o p = N o r m a l i z e D o u b l e ( m _ p o s i t i o n . P r i c e O p e n ( ) , D i g i t s ( ) ) ;
t p = N o r m a l i z e D o u b l e ( m _ p o s i t i o n . T a k e P r o f i t ( ) , D i g i t s ( ) ) ;
l t = N o r m a l i z e D o u b l e ( m _ p o s i t i o n . V o l u m e ( ) , 2 ) ;
t k = m _ p o s i t i o n . T i c k e t ( ) ;
i f ( m _ p o s i t i o n . P o s i t i o n T y p e ( ) = = P O S I T I O N _ T Y P E _ B U Y & & b = = 1 & & t p = = 0 )
i f ( ! t r a d e . P o s i t i o n M o d i f y ( t k , m _ p o s i t i o n . S t o p L o s s ( ) , N o r m a l i z e D o u b l e ( t i c k . a s k + i T a k e P r o f i t * P o i n t ( ) , D i g i t s ( ) ) ) )
P r i n t ( " O r d e r M o d i f y e r r o r # " , G e t L a s t E r r o r ( ) ) ;
i f ( m _ p o s i t i o n . P o s i t i o n T y p e ( ) = = P O S I T I O N _ T Y P E _ S E L L & & s = = 1 & & t p = = 0 )
i f ( ! t r a d e . P o s i t i o n M o d i f y ( t k , m _ p o s i t i o n . S t o p L o s s ( ) , N o r m a l i z e D o u b l e ( t i c k . b i d - i T a k e P r o f i t * P o i n t ( ) , D i g i t s ( ) ) ) )
P r i n t ( " O r d e r M o d i f y e r r o r # " , G e t L a s t E r r o r ( ) ) ;
i f ( m _ p o s i t i o n . P o s i t i o n T y p e ( ) = = P O S I T I O N _ T Y P E _ B U Y & & b > = 2 )
{
i f ( t k = = B u y P r i c e M a x T i c | | t k = = B u y P r i c e M i n T i c )
i f ( t i c k . b i d < A w e r a g e B u y P r i c e & & t p ! = A w e r a g e B u y P r i c e )
i f ( ! t r a d e . P o s i t i o n M o d i f y ( t k , m _ p o s i t i o n . S t o p L o s s ( ) , A w e r a g e B u y P r i c e ) )
P r i n t ( " O r d e r M o d i f y e r r o r # " , G e t L a s t E r r o r ( ) ) ;
i f ( t k ! = B u y P r i c e M a x T i c & & t k ! = B u y P r i c e M i n T i c & & t p ! = 0 )
i f ( ! t r a d e . P o s i t i o n M o d i f y ( t k , 0 , 0 ) )
P r i n t ( " O r d e r M o d i f y e r r o r # " , G e t L a s t E r r o r ( ) ) ;
}
i f ( m _ p o s i t i o n . P o s i t i o n T y p e ( ) = = P O S I T I O N _ T Y P E _ S E L L & & s > = 2 )
{
i f ( t k = = S e l P r i c e M a x T i c | | t k = = S e l P r i c e M i n T i c )
i f ( t i c k . a s k > A w e r a g e S e l P r i c e & & t p ! = A w e r a g e S e l P r i c e )
i f ( ! t r a d e . P o s i t i o n M o d i f y ( t k , m _ p o s i t i o n . S t o p L o s s ( ) , A w e r a g e S e l P r i c e ) )
P r i n t ( " O r d e r M o d i f y e r r o r # " , G e t L a s t E r r o r ( ) ) ;
i f ( t k ! = S e l P r i c e M a x T i c & & t k ! = S e l P r i c e M i n T i c & & t p ! = 0 )
i f ( ! t r a d e . P o s i t i o n M o d i f y ( t k , 0 , 0 ) )
P r i n t ( " O r d e r M o d i f y e r r o r # " , G e t L a s t E r r o r ( ) ) ;
}
}
}
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
/ / * * /
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
v o i d O n D e i n i t ( c o n s t i n t r e a s o n )
{
}
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
/ / * * /
/ / * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * /
b o o l C h e c k V o l u m e V a l u e ( d o u b l e v o l u m e )
{
/ / - - - <8=8<0;L=> 4>?CAB8<K9 >1J5< 4;O B>@3>2KE >?5@0F89
d o u b l e m i n _ v o l u m e = S y m b o l I n f o D o u b l e ( S y m b o l ( ) , S Y M B O L _ V O L U M E _ M I N ) ;
i f ( v o l u m e < m i n _ v o l u m e )
r e t u r n ( f a l s e ) ;
/ / - - - <0:A8<0;L=> 4>?CAB8<K9 >1J5< 4;O B>@3>2KE >?5@0F89
d o u b l e m a x _ v o l u m e = S y m b o l I n f o D o u b l e ( S y m b o l ( ) , S Y M B O L _ V O L U M E _ M A X ) ;
i f ( v o l u m e > m a x _ v o l u m e )
r e t u r n ( f a l s e ) ;
/ / - - - ?>;CG8< <8=8<0;L=CN 3@040F8N >1J5<0
d o u b l e v o l u m e _ s t e p = S y m b o l I n f o D o u b l e ( S y m b o l ( ) , S Y M B O L _ V O L U M E _ S T E P ) ;
i n t r a t i o = ( i n t ) M a t h R o u n d ( v o l u m e / v o l u m e _ s t e p ) ;
i f ( M a t h A b s ( r a t i o * v o l u m e _ s t e p - v o l u m e ) > 0 . 0 0 0 0 0 0 1 )
r e t u r n ( f a l s e ) ;
r e t u r n ( t r u e ) ;
}
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