Help Needed On MQL Code

[nilu_2005 10]

Hello,

 

I need help on this EA. Actually I already got system in Amibroker TA.

I am trying to code same system as Metatrader EA.

 

Below is amibroker code(AFL) for system that I want to code as EA.

no= Param("period",7,1,100,1);

res=EMA(HHV(H,no),3);

sup=EMA(LLV(L,no),3);

 

 

 

a = Cross(H,res);

b = Cross(sup,L);

eq=Param("0 equity",1,0,1,1);

 

state = IIf(BarsSince(a)<BarsSince(b),1,0); //(<<this return 1 or 0 based on condition)

 

buy=cover=state>Ref(state,-1);

sell=short=state<Ref(state,-1);

 

As you can see there is external parameter ("no") which can be selected by user is an integer value.

 

Calculation of lines/variables RES & SUP (Resistance & Support)

 

“res” can be calculated using EMA of period 3 & PRICE will be highest high price of last 7 bars. This 7 bars value is an integer value which set by external parameter by user “no”.

Same goes for “sup” which is EMA of period 3, But only difference is that price of EMA calculation is lowest low price of last 7 bars.

SYNTAX hhv( ARRAY, periods )

RETURNS ARRAY

FUNCTION Calculates the highest value in the ARRAY over the preceding periods (periods includes the current day).

EXAMPLE The formula "hhv( close, 4)" returns the highest closing price over the preceding four periods; "hhv( high, 8)" returns the highest high price over the preceding eight periods.

 

///////////////////////////////////////////////////////////////////////////////////

SYNTAX llv( ARRAY, periods )

RETURNS ARRAY

FUNCTION Calculates the lowest value in the ARRAY over the preceding periods (periods includes the current day).

EXAMPLE The formula "llv( close, 14 )" returns the lowest closing price over the preceding 14 periods.

SEE ALSO The hhv() function (see Highest High Value ).

 

 

Now variable “a” will set to “1” or “0” based on the crossing of current bars high & variable “res”.

For variable “b” will set to “1” or “0” based on the crossing of current bars low & variable “sup”.

Here is definition of this “CROSS” afl code.

 

SYNTAX Cross( ARRAY1, ARRAY2 )

RETURNS ARRAY

FUNCTION Gives a "1" or true on the day that ARRAY1 crosses above ARRAY2. Otherwise the result is "0".

To find out when ARRAY1 crosses below ARRAY2, use the formula cross(ARRAY2, ARRAY1)

EXAMPLE cross( close, ema(close,9) )

 

Now the variable “state” which also can be set to “1” or “0” based on following condition.

 

BarsSince(a) : Calculates the number of bars (time periods) that have passed since ARRAY was true (or 1) in this case array was variable “a”

 

BarsSince(b) : Calculates the number of bars (time periods) that have passed since ARRAY was true (or 1) in this case array was variable “b”.

 

state = IIf(BarsSince(a)<BarsSince(b),1,0);

 

SYNTAX IIf( EXPRESSION, TRUE_PART, FALSE_PART )

RETURNS ARRAY

FUNCTION "Immediate-IF" - a conditional function that returns the value of the second parameter (TRUE_PART) if the conditional expression defined by the first parameter (EXPRESSION) is true; otherwise, the value of third parameter is returned (FALSE_PART). Please note that IIF is a function - so the result of evaluation is returned by that function and should be assigned to some variable. IIf always evaluates both TRUE_PART and FALSE_PART, even though it returns only one of them. Because of this, you should watch for undesirable side effects. The following example shows one common error made with IIF function: IIF( condition, result = 7, result = 9 ); // THIS IS WRONG Correct usage is: result = IIF( condition, 7, 9 ); /* 7 or 9 is *returned* and assigned to a variable depending on condition */

EXAMPLE The formula result = iif( macd()<signal(), Volume, -Volume) will assign positive volume values to the result variable on days when macd was below its signal line, and negative volume values on the other days.

 

Now I created EA based on above system. I have already used MQL code from MQL Programming Guide named tradingexpert. Means there is all code for Oder & Money Management. But my knowledge with MQL is not good. So I am not able to covert trading system into MQL code. As you can see attached MQL. I have stuck on trading system start part.

 

When

If this afl condition true => buy=cover=state>Ref(state,-1);

in MQL I follow

Opn_B=true;

Cls_S=true;

 

If condition for sell true=> sell=short=state<Ref(state,-1);

 

in MQL I follow

Opn_S=true;

Cls_B=true;

 

 

Please download attached MQL code file & Amibroker chart. I need help on converting same Amibroker AFL code into MQL code at the Trading system start position in the MQL code. right now I am not able to get same results in Metatrader which was I am getting in Amibroker. Please, Can any experienced MQL programmer help to resolve this code issue?

 

Note: This system generates buy/sell without vanishing. When buy/sell comes at some point it stays there so no fake signals.

 

Thank You

tradingexpert.mq4

[nilu_2005 10]

Right now I have coded this MQL code for above system.

 

val_high=High[iHighest(NULL,60,MODE_HIGH,6,0)]; // highest high

val_low=Low[iLowest(NULL,60,MODE_LOW,6,0)]; // lowest Low

res=iMA(NULL,0,Period_EMA,0,MODE_EMA,val_high,0); // variable res

sup=iMA(NULL,0,Period_EMA,0,MODE_EMA,val_low,0); // variale sup

 

 

if (iHigh(NULL,60,0)>res) // Current bar high crosses above res

{

a=1;

}

else

{

a=0;

}

if(sup>iLow(NULL,60,0)) // sup crosses above current bar Low

{

b=1;

}

else

{

b=0;

}

 

if (condition for buy) //

{ //

Opn_B=true; //

Cls_S=true; //

}

if (condition for sell) //

{ //

Opn_S=true; //

Cls_B=true; //

}

 

I want to know how to calculate or start counting number of bars since certain condition true for sometime till false value set. Say current close is greater than moving average close for say 5 bars in 1 hour chart including current bar when condition found to be true. How to calculate this number of "5" bars. I think this will solve my last code of part if I am able to count this numbers of bars after condition true till condition false .

[aaa 10]

Hi nilu

 

Sorry if I can't help U

 

I'm learning AFL Language

 

I've added these 3 lines code 2 C on a chart your system

 

X MM System.txt is the complete working code 4 AmiBroker

 

Good luck

 

aaa

 

Plot( C, "", colorBlack, styleCandle ); 
shape = Buy * shapeUpArrow + Sell * shapeDownArrow;
PlotShapes( shape, IIf( Buy, colorBlue, colorYellow ), 0, IIf( Buy, Low, High ));

 

 

X MM System.txt