EA31337 Framework

EA31337 framework is designed for writing software for popular trading platforms such as MetaTrader (4 & 5).

It can be also used to convert your MQL4 code into MQL5 with minimum code changes.

The code is compatible with MQL4, MQL5 and C++ programming languages.

Projects

Projects implementing this framework:

EA31337: Multi-strategy advanced trading robot.
EA31337-Libre: Multi-strategy trading robot.
EA31337-strategies: EA strategies.
EA31337-indicators-other: 3rd party indicators

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()`	`Storage/DateTime.h`
`TimeDayOfWeek()`	`DateTime::DayOfWeek()`	`Storage/DateTime.h`
`DayOfWeek()`	`DateTime::DayOfWeek()`	`Storage/DateTime.h`
`DayOfYear()`	`DateTime::DayOfYear()`	`Storage/DateTime.h`
`Hour()`	`DateTime::Hour()`	`Storage/DateTime.h`
`Month()`	`DateTime::Month()`	`Storage/DateTime.h`
`TimeDay()`	`DateTime::TimeDay()`	`Storage/DateTime.h`
`TimeDayOfYear()`	`DateTime::TimeDayOfYear()`	`Storage/DateTime.h`
`TimeToStr()`	`DateTime::TimeToStr()`	`Storage/DateTime.h`
`Year()`	`DateTime::Year()`	`Storage/DateTime.h`
`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/PriceRange/Indi_Bands.h`
`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/PriceRange/Indi_Envelopes.h`
`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/Price/Indi_MA.h`
`iMACD()`	`Indi_MACD::iMACD()`	`Indicators/Oscillator/Indi_MACD.h`
`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/Oscillator/Indi_RSI.h`
`iRVI()`	`Indi_RVI::iRVI()`	`Indicators/Indi_RVI.mqh`
`iSAR()`	`Indi_SAR::iSAR()`	`Indicators/PriceRange/Indi_SAR.h`
`iStdDev()`	`Indi_StdDev::iStdDev()`	`Indicators/Indi_StdDev.mqh`
`iStochastic()`	`Indi_Stochastic::iStochastic()`	`Indicators/Oscillator/Indi_Stochastic.h`
`iWPR()`	`Indi_WPR::iWPR()`	`Indicators/Oscillator/Indi_WPR.h`
`RefreshRates()`	`Market::RefreshRates()`	`Market.mqh`
`delete object`	`Object::Delete(object)`	`Storage/Object.h`
`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.
}

`Collection` class

This class is for storing various type of objects. Here is the example usage:

// Define custom classes of Object type.
class Stack : Object {
  public:
    virtual string GetName() = NULL;
};
class Foo : Stack {
  public:
    string GetName() { return "Foo"; };
    double Weight() { return 0; };
};
class Bar : Stack {
  public:
    string GetName() { return "Bar"; };
    double Weight() { return 1; };
};
class Baz : Stack {
  public:
    string GetName() { return "Baz"; };
    double Weight() { return 2; };
};

int OnInit() {
  // Define and add items.
  Collection *stack = new Collection();
  stack.Add(new Foo);
  stack.Add(new Bar);
  stack.Add(new Baz);
  // Print the lowest and the highest items.
  Print("Lowest: ", ((Stack *)stack.GetLowest()).GetName());
  Print("Highest: ", ((Stack *)stack.GetHighest()).GetName());
  // Print all the items.
  for (uint i = 0; i < stack.GetSize(); i++) {
    Print(i, ": ", ((Stack *)stack.GetByIndex(i)).GetName());
  }
  // Clean up.
  Object::Delete(stack);
  return (INIT_SUCCEEDED);
}

`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/`

Collection of indicator base classes used to implement technical indicators.

`Indicators/` classes

In Indicators/ folder there is collection of indicator classes.

`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;

Support

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README.md

README.md

EA31337 Framework

Table of contents

Projects

Conversion

MQL4 to MQL5 conversion

Classes

`Account` class

Example 1 - Managing account (dynamic calls)

Example 2 - Managing account (static calls)

`Collection` class

`Dict` class

Example 1 - Storing string-int data structures

`Mail` class

Example 1 - Send e-mail on trade execution

`Indicator/`

`Indicators/` classes

`Profiler` class

Example 1 - Measure execution time of function multiple times

Example 2 - Measure execution time of function multiple times

`SymbolInfo` class

Example 1 - Accessing symbol's data (dynamic)

Example 2 - Accessing symbol's data (static)

`Timer` class

Example 1 - Single timer

Example 2 - Multiple timers

Support

Files

README.md

Latest commit

History

README.md

File metadata and controls

EA31337 Framework

Table of contents

Projects

Conversion

MQL4 to MQL5 conversion

Classes

Account class

Example 1 - Managing account (dynamic calls)

Example 2 - Managing account (static calls)

Collection class

Dict class

Example 1 - Storing string-int data structures

Mail class

Example 1 - Send e-mail on trade execution

Indicator/

Indicators/ classes

Profiler class

Example 1 - Measure execution time of function multiple times

Example 2 - Measure execution time of function multiple times

SymbolInfo class

Example 1 - Accessing symbol's data (dynamic)

Example 2 - Accessing symbol's data (static)

Timer class

Example 1 - Single timer

Example 2 - Multiple timers

Support

`Account` class

`Collection` class

`Dict` class

`Mail` class

`Indicator/`

`Indicators/` classes

`Profiler` class

`SymbolInfo` class

`Timer` class