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πŸ“¦πŸ“ˆ EA31337 framework (MQL library for writing trading Expert Advisors, indicators and scripts)

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EA31337 Framework

Tag License Status Status Status Channel Twitter

EA31337 framework is designed for writing trading robots for MetaTrader 4 and 5 platforms. It can be also used to convert your MQL4 code into MQL5 with minimum code changes.

Table of contents

Projects

Projects implementing this framework:

Conversion

MQL4 to MQL5 conversion

This framework can be used to convert your MQL4 code to be compatible with both MQL4 and MQL5.

Find below the table of conversion (replace code on left with the right one):

MQL4 (original) MQL4 & MQL5 (replace with) Required include file
WindowRedraw() Chart::WindowRedraw() Chart.mqh
Day() DateTime::Day() DateTime.mqh
TimeDayOfWeek() DateTime::DayOfWeek() DateTime.mqh
DayOfWeek() DateTime::DayOfWeek() DateTime.mqh
DayOfYear() DateTime::DayOfYear() DateTime.mqh
Hour() DateTime::Hour() DateTime.mqh
Month() DateTime::Month() DateTime.mqh
TimeDay() DateTime::TimeDay() DateTime.mqh
TimeDayOfYear() DateTime::TimeDayOfYear() DateTime.mqh
TimeToStr() DateTime::TimeToStr() DateTime.mqh
Year() DateTime::Year() DateTime.mqh
iAC() Indi_AC::iAC() Indicators/Indi_AC.mqh
iAD() Indi_AD::iAD() Indicators/Indi_AD.mqh
iADX() Indi_ADX::iADX() Indicators/Indi_ADX.mqh
iAO() Indi_AO::iAO() Indicators/Indi_AO.mqh
iATR() Indi_ATR::iATR() Indicators/Indi_ATR.mqh
iBWMFI() Indi_BWMFI::iBWMFI() Indicators/Indi_BWMFI.mqh
iBands() Indi_Bands::iBands() Indicators/Indi_Bands.mqh
iBearsPower() Indi_BearsPower::iBearsPower() Indicators/Indi_BearsPower.mqh
iBullsPower() Indi_BullsPower::iBullsPower() Indicators/Indi_BullsPower.mqh
iCCI() Indi_CCI::iCCI() Indicators/Indi_CCI.mqh
iDeMarker() Indi_DeMarker::iDeMarker() Indicators/Indi_DeMarker.mqh
iEnvelopes() Indi_Envelopes::iEnvelopes() Indicators/Indi_Envelopes.mqh
iForce() Indi_Force::iForce() Indicators/Indi_Force.mqh
iFractals() Indi_Fractals::iFractals() Indicators/Indi_Fractals.mqh
iGator() Indi_Gator::iGator() Indicators/Indi_Gator.mqh
iIchimoku() Indi_Ichimoku::iIchimoku() Indicators/Indi_Ichimoku.mqh
iMA() Indi_MA::iMA() Indicators/Indi_MA.mqh
iMACD() Indi_MAcD::iMACD() Indicators/Indi_MACD.mqh
iMFI() Indi_MFI::iMFI() Indicators/Indi_MFI.mqh
iMomentum() Indi_Momentum::iMomentum() Indicators/Indi_Momentum.mqh
iOBV() Indi_OBV::iOBV() Indicators/Indi_OBV.mqh
iOsMA() Indi_OsMA::iOsMA() Indicators/Indi_OsMA.mqh
iRSI() Indi_RSI::iRSI() Indicators/Indi_RSI.mqh
iRVI() Indi_RVI::iRVI() Indicators/Indi_RVI.mqh
iSAR() Indi_SAR::iSAR() Indicators/Indi_SAR.mqh
iStdDev() Indi_StdDev::iStdDev() Indicators/Indi_StdDev.mqh
iStochastic() Indi_Stochastic::iStochastic() Indicators/Indi_Stochastic.mqh
iWPR() Indi_WPR::iWPR() Indicators/Indi_WPR.mqh
RefreshRates() Market::RefreshRates() Market.mqh
delete object Object::Delete(object) Object.mqh
GetOrderProfit() Order::GetOrderProfit() Order.mqh
OrderClose() OrderStatic::Close() Order.struct.h
OrderCloseTime() OrderStatic::CloseTime() Order.struct.h
OrderCommission() OrderStatic::Commission() Order.struct.h
OrderLots() OrderStatic::Lots() Order.struct.h
OrderMagicNumber() OrderStatic::MagicNumber() Order.struct.h
OrderOpenPrice() OrderStatic::OpenPrice() Order.struct.h
OrderOpenTime() OrderStatic::OpenTime() Order.struct.h
OrderPrint() OrderStatic::Print() Order.struct.h
OrderSelect() OrderStatic::Select() Order.struct.h
OrderStopLoss() OrderStatic::StopLoss() Order.struct.h
OrderSymbol() OrderStatic::Symbol() Order.struct.h
OrderTicket() OrderStatic::Ticket() Order.struct.h
OrderType() OrderStatic::Type() Order.struct.h
OrdersTotal() TradeStatic::TotalActive() Trade.mqh

Here are the special predefined variables conversion:

MQL4 (original) MQL4 & MQL5 (replace with) Required include file
Ask SymbolInfo::GetAsk() SymbolInfo.struct.static.h
Bars ChartStatic::iBars() Chart.struct.static.h
Bid SymbolInfo::GetBid() SymbolInfo.struct.static.h
Close[] ChartStatic::iClose() Chart.struct.static.h
Digits SymbolInfo::GetDigits() SymbolInfo.struct.static.h
High[] ChartStatic::iHigh() Chart.struct.static.h
Low[] ChartStatic::iLow() Chart.struct.static.h
Open[] ChartStatic::iOpen() Chart.struct.static.h
Point SymbolInfo::GetPointSize() SymbolInfo.struct.static.h
Time[] ChartStatic::iTime() Chart.struct.static.h
Volume[] ChartStatic::iVolume() Chart.struct.static.h

Classes

Account class

The class for managing the current trading account.

Example 1 - Managing account (dynamic calls)

Account *acc = new Account();
double _balance = acc.GetBalance();
double _credit = acc.GetCredit();
double _equity = acc.GetEquity();
double _margin_free = acc.GetMarginFree();
double _margin_used = acc.GetMarginUsed();
if (acc.IsExpertEnabled() && acc.IsTradeAllowed()) {
  // Some trade code.
}
delete acc;

Example 2 - Managing account (static calls)

double _balance = Account::AccountBalance();
double _credit = Account::AccountCredit();
double _equity = Account::AccountEquity();
double _margin_free = Account::AccountFreeMargin();
double _margin_used = Account::AccountMargin();
if (Account::IsExpertEnabled() && Account::IsTradeAllowed()) {
  // Some trade code.
}

Dict class

Use this class to store the values in form of a collective attribute–value pairs, in similar way as associative arrays with a hash table work.

Example 1 - Storing string-int data structures

Example of storing key-value data with string as a key:

Dict<string, int> data1;
data1.Set("a", 1);
data1.Set("b", 2);
data1.Set("c", 3);
data1.Unset("c");
Print(data1.GetByKey("a"));

Mail class

The purpose of Mail class is to provide common functionality for managing e-mails.

Example 1 - Send e-mail on trade execution

Example sending e-mail on trade execution:

int OnInit() { // @see: https://www.mql5.com/en/docs/event_handlers/oninit
  Mail *mail = new Mail();
  mail.SetSubjectPrefix("Trading");
}
void OnTrade() { // @see: https://www.mql5.com/en/docs/event_handlers/ontrade
  if (!Terminal::IsRealtime()) {
    mail.SendMailExecuteOrder();
  }
}
int OnDeinit() { // @see: https://www.mql5.com/en/docs/event_handlers/ondeinit
  delete mail;
}

Indicator class

The purpose of Indicator class is to provide common functionality across all indicators such as storing and searching for values.

This class is used as a base class to handle technical indicator classes which can be found in Indicators/ folder.

Indicators/ classes

In Indicators/ folder there is collection of indicator classes.

Example 1 - AC indicator

The example reading value from AC indicator:

#include <EA31337-classes/Indicators/Indi_AC.mqh>
int OnInit() {
  Indi_AC ac = new Indi_AC();
  PrintFormat("%g", ac.GetValue());
  delete ac;
}

Example 2 - Alligator indicator

The example reading values from Alligator indicator:

#include <EA31337-classes/Indicators/Indi_Alligator.mqh>
int OnInit() {
  AlligatorParams alli_params(13, 8, 8, 5, 5, 3, MODE_SMMA, PRICE_MEDIAN);
  Indi_Alligator alli = new Indi_Alligator(alli_params));
  AlligatorEntry values = alli.GetEntry(0);
  if (alli.GetFlag(INDI_ENTRY_FLAG_IS_VALID)) {
    Print("Alligator values: ", values.ToString());
  }
  delete alli;
}

IndicatorData class

The purpose of IndicatorData class is to store indicator data. It is basically alternative implementation of Indicator class.

For more details, please read: Class to hold indicator values.

For implementation example, check tests/IndicatorDataTest.mq4.

Profiler class

The purpose of Profiler class is to profile functions by measuring its time of execution. The minimum threshold can be set, so only slow execution can be reported.

Example 1 - Measure execution time of function multiple times

Example to measure execution time of function multiple times, then printing the summary of all calls which took 5ms or more.

#include "Profiler.mqh"

void MyFunction() {
  PROFILER_START
  Sleep(rand()%10);
  PROFILER_STOP
}

int OnInit() {
  for (uint i = 0; i < 10; i++) {
    MyFunction();
  }
  // Set minimum threshold of 5ms.
  PROFILER_SET_MIN(5)
  // Print summary of slow executions above 5ms.
  PROFILER_PRINT
  return (INIT_SUCCEEDED);
}

void OnDeinit(const int reason) {
  PROFILER_DEINIT
}

Example 2 - Measure execution time of function multiple times

Example to measure execution time of function multiple times, then automatically printing all calls which took 5ms or more.

#include "Profiler.mqh"

void MyFunction() {
  PROFILER_START
  Sleep(rand()%10);
  // Automatically prints slow executions.
  PROFILER_STOP_PRINT
}

int OnInit() {
  // Set minimum threshold of 5ms.
  PROFILER_SET_MIN(5);
  for (uint i = 0; i < 10; i++) {
    MyFunction();
  }
  return (INIT_SUCCEEDED);
}

void OnDeinit(const int reason) {
  PROFILER_DEINIT
}

SymbolInfo class

The class to manage the symbol's information.

Example 1 - Accessing symbol's data (dynamic)

SymbolInfo *si = new SymbolInfo();
string symbol = si.GetSymbol();
MqlTick tick = si.GetTick()
double ask = si.GetLastAsk();
double bid = si.GetLastBid();
uint spread = si.GetSpread();
Print("MARKET: ", si.ToString());
delete si;

Example 2 - Accessing symbol's data (static)

string symbol = SymbolInfo::GetCurrentSymbol();
MqlTick tick = SymbolInfo::GetTick(symbol)
double ask = SymbolInfo::GetAsk(symbol);
double bid = SymbolInfo::GetBid(symbol);
uint spread = SymbolInfo::GetSpread(symbol);

Timer class

The purpose ofTimer class is to measure time between starting and stopping points.

Example 1 - Single timer

Single timer:

#include "Timer.mqh"

Timer *timer = new Timer("mytimer");
timer.Start();
// Some code to measure here.
timer.Stop();
Print("Time (ms): ", timer.GetSum());
timer.PrintSummary();
delete timer;

Example 2 - Multiple timers

Multiple measurements:

#include "Timer.mqh"

Timer *timer = new Timer(__FUNCTION__);
  for (uint i = 0; i < 5; i++) {
    timer.Start();
    Sleep(10); // Some code to measure here.
    PrintFormat("Current time elapsed before stop (%d/5): %d", i + 1, timer.GetTime());
    timer.Stop();
    PrintFormat("Current time elapsed after stop (%d/5): %d", i + 1, timer.GetTime(i));
  }
timer.PrintSummary();
delete timer;

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  • MQL5 61.3%
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  • C 14.2%
  • MQL4 4.8%
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