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Puria method.mq5
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//+------------------------------------------------------------------+
//| Puria method(barabashkakvn's edition).mq5 |
//| Copyright © 2011, Serg Deev |
//| http://www.work2it.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011, Serg Deev"
#property link "http://www.work2it.ru"
#property version "1.000"
//---
#include <Trade\PositionInfo.mqh>
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\AccountInfo.mqh>
#include <Trade\DealInfo.mqh>
#include <Trade\OrderInfo.mqh>
#include <Expert\Money\MoneyFixedMargin.mqh>
CPositionInfo m_position; // trade position object
CTrade m_trade; // trading object
CSymbolInfo m_symbol; // symbol info object
CAccountInfo m_account; // account info wrapper
CDealInfo m_deal; // deals object
COrderInfo m_order; // pending orders object
CMoneyFixedMargin *m_money;
//+------------------------------------------------------------------+
//| Enum Lor or Risk |
//+------------------------------------------------------------------+
enum ENUM_LOT_OR_RISK
{
lot=0, // Constant lot
risk=1, // Risk in percent for a deal
};
//--- input parameters
input ushort InpStopLoss = 150; // Stop Loss, in pips (1.00045-1.00055=1 pips)
input ushort InpTakeProfit = 00; // Take Profit, in pips (1.00045-1.00055=1 pips)
input ushort InpTrailingStop = 45; // Trailing Stop (min distance from price to Stop Loss, in pips
input ushort InpTrailingStep = 5; // Trailing Step, in pips (1.00045-1.00055=1 pips)
input ENUM_LOT_OR_RISK IntLotOrRisk =risk; // Money management: Lot OR Risk
input double InpVolumeLorOrRisk = 1.0; // The value for "Money management"
input ushort InpMinProfitStep = 100; // Minimum profit step, in pips (1.00045-1.00055=1 pips)
input double InpMinProfitPercent = 0.5; // Coefficient lot taking at "Minimum profit step"
input bool InpUseAllTicks = false; // Use all ticks
input int Inp_MA_0_ma_period = 69; // MA 0: averaging period
input int Inp_MA_0_ma_shift = 0; // MA 0: horizontal shift
input ENUM_MA_METHOD Inp_MA_0_ma_method = MODE_SMMA; // MA 0: smoothing type
input ENUM_APPLIED_PRICE Inp_MA_0_applied_price = PRICE_HIGH; // MA 0: type of price
input int Inp_MA_1_ma_period = 74; // MA 1: averaging period
input int Inp_MA_1_ma_shift = 0; // MA 1: horizontal shift
input ENUM_MA_METHOD Inp_MA_1_ma_method = MODE_SMMA; // MA 1: smoothing type
input ENUM_APPLIED_PRICE Inp_MA_1_applied_price = PRICE_HIGH; // MA 1: type of price
input int Inp_MA_2_ma_period = 19; // MA 2: averaging period
input int Inp_MA_2_ma_shift = 0; // MA 2: horizontal shift
input ENUM_MA_METHOD Inp_MA_2_ma_method = MODE_EMA; // MA 2: smoothing type
input ENUM_APPLIED_PRICE Inp_MA_2_applied_price = PRICE_OPEN; // MA 2: type of price
input int Inp_MACD_fast_ema_period= 17; // MACD: period for Fast average calculation
input int Inp_MACD_slow_ema_period= 38; // MACD: period for Slow average calculation
int Inp_MACD_signal_period = 1; // MACD: period for their difference averaging
ENUM_APPLIED_PRICE Inp_MACD_applied_price = PRICE_OPEN; // MACD: type of price
input int Inp_MACD_number_bars = 8; // MACD: trend: number of bars
input ulong m_magic=345319930; // magic number
//---
ulong m_slippage=10; // slippage
double ExtStopLoss = 0.0;
double ExtTakeProfit = 0.0;
double ExtTrailingStop = 0.0;
double ExtTrailingStep = 0.0;
double ExtMinProfitStep = 0.0;
int handle_iMA_0; // variable for storing the handle of the iMA indicator
int handle_iMA_1; // variable for storing the handle of the iMA indicator
int handle_iMA_2; // variable for storing the handle of the iMA indicator
int handle_iMACD; // variable for storing the handle of the iMACD indicator
double m_adjusted_point; // point value adjusted for 3 or 5 points
bool m_need_open_buy = false;
bool m_need_open_sell = false;
bool m_waiting_transaction = false; // "true" -> it's forbidden to trade, we expect a transaction
ulong m_waiting_order_ticket = 0; // ticket of the expected order
bool m_transaction_confirmed = false; // "true" -> transaction confirmed
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
if(InpTrailingStop!=0 && InpTrailingStep==0)
{
string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?
"Трейлинг невозможен: параметр \"Trailing Step\" равен нулю!":
"Trailing is not possible: parameter \"Trailing Step\" is zero!";
//--- when testing, we will only output to the log about incorrect input parameters
if(MQLInfoInteger(MQL_TESTER))
{
Print(__FUNCTION__,", ERROR: ",err_text);
return(INIT_FAILED);
}
else // if the Expert Advisor is run on the chart, tell the user about the error
{
Alert(__FUNCTION__,", ERROR: ",err_text);
return(INIT_PARAMETERS_INCORRECT);
}
}
//---
if(!m_symbol.Name(Symbol())) // sets symbol name
return(INIT_FAILED);
RefreshRates();
//---
m_trade.SetExpertMagicNumber(m_magic);
m_trade.SetMarginMode();
m_trade.SetTypeFillingBySymbol(m_symbol.Name());
m_trade.SetDeviationInPoints(m_slippage);
//--- tuning for 3 or 5 digits
int digits_adjust=1;
if(m_symbol.Digits()==3 || m_symbol.Digits()==5)
digits_adjust=10;
m_adjusted_point=m_symbol.Point()*digits_adjust;
ExtStopLoss = InpStopLoss * m_adjusted_point;
ExtTakeProfit = InpTakeProfit * m_adjusted_point;
ExtTrailingStop = InpTrailingStop * m_adjusted_point;
ExtTrailingStep = InpTrailingStep * m_adjusted_point;
ExtMinProfitStep = InpMinProfitStep * m_adjusted_point;
//--- check the input parameter "Lots"
string err_text="";
if(IntLotOrRisk==lot)
{
if(!CheckVolumeValue(InpVolumeLorOrRisk,err_text))
{
//--- when testing, we will only output to the log about incorrect input parameters
if(MQLInfoInteger(MQL_TESTER))
{
Print(__FUNCTION__,", ERROR: ",err_text);
return(INIT_FAILED);
}
else // if the Expert Advisor is run on the chart, tell the user about the error
{
Alert(__FUNCTION__,", ERROR: ",err_text);
return(INIT_PARAMETERS_INCORRECT);
}
}
}
else
{
if(m_money!=NULL)
delete m_money;
m_money=new CMoneyFixedMargin;
if(m_money!=NULL)
{
if(!m_money.Init(GetPointer(m_symbol),Period(),m_symbol.Point()*digits_adjust))
return(INIT_FAILED);
m_money.Percent(InpVolumeLorOrRisk);
}
else
{
Print(__FUNCTION__,", ERROR: Object CMoneyFixedMargin is NULL");
return(INIT_FAILED);
}
}
//--- create handle of the indicator iMA
handle_iMA_0=iMA(m_symbol.Name(),Period(),Inp_MA_0_ma_period,Inp_MA_0_ma_shift,
Inp_MA_0_ma_method,Inp_MA_0_applied_price);
//--- if the handle is not created
if(handle_iMA_0==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMA indicator (MA 0) for the symbol %s/%s, error code %d",
m_symbol.Name(),
EnumToString(Period()),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- create handle of the indicator iMA
handle_iMA_1=iMA(m_symbol.Name(),Period(),Inp_MA_1_ma_period,Inp_MA_1_ma_shift,
Inp_MA_1_ma_method,Inp_MA_1_applied_price);
//--- if the handle is not created
if(handle_iMA_1==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMA indicator (MA 1) for the symbol %s/%s, error code %d",
m_symbol.Name(),
EnumToString(Period()),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- create handle of the indicator iMA
handle_iMA_2=iMA(m_symbol.Name(),Period(),Inp_MA_2_ma_period,Inp_MA_2_ma_shift,
Inp_MA_2_ma_method,Inp_MA_2_applied_price);
//--- if the handle is not created
if(handle_iMA_2==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMA indicator (MA 2) for the symbol %s/%s, error code %d",
m_symbol.Name(),
EnumToString(Period()),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- create handle of the indicator iMACD
handle_iMACD=iMACD(m_symbol.Name(),Period(),Inp_MACD_fast_ema_period,Inp_MACD_slow_ema_period,
Inp_MACD_signal_period,Inp_MACD_applied_price);
//--- if the handle is not created
if(handle_iMACD==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMACD indicator for the symbol %s/%s, error code %d",
m_symbol.Name(),
EnumToString(Period()),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
if(m_money!=NULL)
delete m_money;
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
if(m_waiting_transaction)
if(m_transaction_confirmed)
{
m_waiting_transaction=false; // "true" -> it's forbidden to trade, we expect a transaction
m_waiting_order_ticket=0; // ticket of the expected order
m_transaction_confirmed=false;
Print(__FUNCSIG__," Transaction confirmed");
}
if(m_need_open_buy)
{
int count_buys=0,count_sells=0;
CalculateAllPositions(count_buys,count_sells);
if(count_sells!=0)
{
ClosePositions(POSITION_TYPE_SELL); return;
}
else
m_need_open_sell=false;
if(count_buys!=0)
{
m_need_open_buy=false; return;
}
else
{
if(!m_waiting_transaction)
if(RefreshRates())
OpenPosition(POSITION_TYPE_BUY);
return;
}
}
if(m_need_open_sell)
{
int count_buys=0,count_sells=0;
CalculateAllPositions(count_buys,count_sells);
if(count_buys!=0)
{
ClosePositions(POSITION_TYPE_BUY); return;
}
else
m_need_open_buy=false;
if(count_sells!=0)
{
m_need_open_sell=false; return;
}
else
{
if(!m_waiting_transaction)
if(RefreshRates())
OpenPosition(POSITION_TYPE_SELL);
return;
}
}
//--- we work only at the time of the birth of new bar
static datetime PrevBars=0;
datetime time_0=iTime(m_symbol.Name(),Period(),0);
if(!InpUseAllTicks)
{
if(time_0==PrevBars)
return;
}
PrevBars=time_0;
if(!RefreshRates())
{
if(!InpUseAllTicks)
PrevBars=0;
return;
}
//--- check Freeze and Stops levels
/*
Type of order/position | Activation price | Check
------------------------|--------------------|--------------------------------------------
Buy Limit order | Ask | Ask-OpenPrice >= SYMBOL_TRADE_FREEZE_LEVEL
Buy Stop order | Ask | OpenPrice-Ask >= SYMBOL_TRADE_FREEZE_LEVEL
Sell Limit order | Bid | OpenPrice-Bid >= SYMBOL_TRADE_FREEZE_LEVEL
Sell Stop order | Bid | Bid-OpenPrice >= SYMBOL_TRADE_FREEZE_LEVEL
Buy position | Bid | TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL
| | Bid-StopLoss >= SYMBOL_TRADE_FREEZE_LEVEL
Sell position | Ask | Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL
| | StopLoss-Ask >= SYMBOL_TRADE_FREEZE_LEVEL
Buying is done at the Ask price | Selling is done at the Bid price
------------------------------------------------|----------------------------------
TakeProfit >= Bid | TakeProfit <= Ask
StopLoss <= Bid | StopLoss >= Ask
TakeProfit - Bid >= SYMBOL_TRADE_STOPS_LEVEL | Ask - TakeProfit >= SYMBOL_TRADE_STOPS_LEVEL
Bid - StopLoss >= SYMBOL_TRADE_STOPS_LEVEL | StopLoss - Ask >= SYMBOL_TRADE_STOPS_LEVEL
*/
if(!RefreshRates() || !m_symbol.Refresh())
{
if(!InpUseAllTicks)
PrevBars=0;
return;
}
//--- FreezeLevel -> for pending order and modification
double freeze_level=m_symbol.FreezeLevel()*m_symbol.Point();
if(freeze_level==0.0)
freeze_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;
freeze_level*=1.1;
//--- StopsLevel -> for TakeProfit and StopLoss
double stop_level=m_symbol.StopsLevel()*m_symbol.Point();
if(stop_level==0.0)
stop_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;
stop_level*=1.1;
if(freeze_level<=0.0 || stop_level<=0.0)
{
if(!InpUseAllTicks)
PrevBars=0;
return;
}
//---
double level=(freeze_level>stop_level)?freeze_level:stop_level;
Trailing(level);
bool buy=false,sell=false;;
CheckSignals(buy,sell);
if(buy && sell)
{
if(!InpUseAllTicks)
PrevBars=0;
return;
}
int count_buys=0,count_sells=0;
CalculateAllPositions(count_buys,count_sells);
if(count_buys+count_sells==0)
{
if(buy)
m_need_open_buy=true;
else if(sell)
m_need_open_sell=true;
}
else
{
int d=0;
for(int i=PositionsTotal()-1;i>=0;i--)
if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties
if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)
{
if(m_position.PositionType()==POSITION_TYPE_BUY)
if(m_position.PriceCurrent()>=m_position.PriceOpen()+ExtMinProfitStep)
{
double lot_check=LotCheck(m_position.Volume()*InpMinProfitPercent);
if(lot_check>0.0)
m_trade.PositionClosePartial(m_position.Ticket(),lot_check);
}
if(m_position.PositionType()==POSITION_TYPE_SELL)
if(m_position.PriceCurrent()<=m_position.PriceOpen()-ExtMinProfitStep)
{
double lot_check=LotCheck(m_position.Volume()*InpMinProfitPercent);
if(lot_check>0.0)
m_trade.PositionClosePartial(m_position.Ticket(),lot_check);
}
}
}
}
//+------------------------------------------------------------------+
//| TradeTransaction function |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction &trans,
const MqlTradeRequest &request,
const MqlTradeResult &result)
{
//--- get transaction type as enumeration value
ENUM_TRADE_TRANSACTION_TYPE type=trans.type;
//--- if transaction is result of addition of the transaction in history
if(type==TRADE_TRANSACTION_DEAL_ADD)
{
long deal_ticket =0;
long deal_order =0;
long deal_time =0;
long deal_time_msc =0;
long deal_type =-1;
long deal_entry =-1;
long deal_magic =0;
long deal_reason =-1;
long deal_position_id =0;
double deal_volume =0.0;
double deal_price =0.0;
double deal_commission =0.0;
double deal_swap =0.0;
double deal_profit =0.0;
string deal_symbol ="";
string deal_comment ="";
string deal_external_id ="";
if(HistoryDealSelect(trans.deal))
{
deal_ticket =HistoryDealGetInteger(trans.deal,DEAL_TICKET);
deal_order =HistoryDealGetInteger(trans.deal,DEAL_ORDER);
deal_time =HistoryDealGetInteger(trans.deal,DEAL_TIME);
deal_time_msc =HistoryDealGetInteger(trans.deal,DEAL_TIME_MSC);
deal_type =HistoryDealGetInteger(trans.deal,DEAL_TYPE);
deal_entry =HistoryDealGetInteger(trans.deal,DEAL_ENTRY);
deal_magic =HistoryDealGetInteger(trans.deal,DEAL_MAGIC);
deal_reason =HistoryDealGetInteger(trans.deal,DEAL_REASON);
deal_position_id =HistoryDealGetInteger(trans.deal,DEAL_POSITION_ID);
deal_volume =HistoryDealGetDouble(trans.deal,DEAL_VOLUME);
deal_price =HistoryDealGetDouble(trans.deal,DEAL_PRICE);
deal_commission =HistoryDealGetDouble(trans.deal,DEAL_COMMISSION);
deal_swap =HistoryDealGetDouble(trans.deal,DEAL_SWAP);
deal_profit =HistoryDealGetDouble(trans.deal,DEAL_PROFIT);
deal_symbol =HistoryDealGetString(trans.deal,DEAL_SYMBOL);
deal_comment =HistoryDealGetString(trans.deal,DEAL_COMMENT);
deal_external_id =HistoryDealGetString(trans.deal,DEAL_EXTERNAL_ID);
}
else
return;
if(deal_symbol==m_symbol.Name() && deal_magic==m_magic)
if(deal_entry==DEAL_ENTRY_IN)
if(deal_type==DEAL_TYPE_BUY || deal_type==DEAL_TYPE_SELL)
{
if(m_waiting_transaction)
if(m_waiting_order_ticket==deal_order)
{
Print(__FUNCTION__," Transaction confirmed");
m_transaction_confirmed=true;
}
}
}
}
//+------------------------------------------------------------------+
//| Refreshes the symbol quotes data |
//+------------------------------------------------------------------+
bool RefreshRates(void)
{
//--- refresh rates
if(!m_symbol.RefreshRates())
{
Print("RefreshRates error");
return(false);
}
//--- protection against the return value of "zero"
if(m_symbol.Ask()==0 || m_symbol.Bid()==0)
return(false);
//---
return(true);
}
//+------------------------------------------------------------------+
//| Check the correctness of the position volume |
//+------------------------------------------------------------------+
bool CheckVolumeValue(double volume,string &error_description)
{
//--- minimal allowed volume for trade operations
double min_volume=m_symbol.LotsMin();
if(volume<min_volume)
{
if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")
error_description=StringFormat("Объем меньше минимально допустимого SYMBOL_VOLUME_MIN=%.2f",min_volume);
else
error_description=StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f",min_volume);
return(false);
}
//--- maximal allowed volume of trade operations
double max_volume=m_symbol.LotsMax();
if(volume>max_volume)
{
if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")
error_description=StringFormat("Объем больше максимально допустимого SYMBOL_VOLUME_MAX=%.2f",max_volume);
else
error_description=StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f",max_volume);
return(false);
}
//--- get minimal step of volume changing
double volume_step=m_symbol.LotsStep();
int ratio=(int)MathRound(volume/volume_step);
if(MathAbs(ratio*volume_step-volume)>0.0000001)
{
if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")
error_description=StringFormat("Объем не кратен минимальному шагу SYMBOL_VOLUME_STEP=%.2f, ближайший правильный объем %.2f",
volume_step,ratio*volume_step);
else
error_description=StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f",
volume_step,ratio*volume_step);
return(false);
}
error_description="Correct volume value";
return(true);
}
//+------------------------------------------------------------------+
//| Calculate all positions Buy and Sell |
//+------------------------------------------------------------------+
void CalculateAllPositions(int &count_buys,int &count_sells)
{
count_buys=0;
count_sells=0;
for(int i=PositionsTotal()-1;i>=0;i--)
if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties
if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)
{
if(m_position.PositionType()==POSITION_TYPE_BUY)
count_buys++;
if(m_position.PositionType()==POSITION_TYPE_SELL)
count_sells++;
}
//---
return;
}
//+------------------------------------------------------------------+
//| Close positions |
//+------------------------------------------------------------------+
void ClosePositions(const ENUM_POSITION_TYPE pos_type)
{
for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of current positions
if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties
if(m_position.Symbol()==Symbol() && m_position.Magic()==m_magic)
if(m_position.PositionType()==pos_type) // gets the position type
m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol
}
//+------------------------------------------------------------------+
//| Open positions |
//+------------------------------------------------------------------+
void OpenPosition(const ENUM_POSITION_TYPE pos_type)
{
//--- check Freeze and Stops levels
/*
Type of order/position | Activation price | Check
------------------------|--------------------|--------------------------------------------
Buy Limit order | Ask | Ask-OpenPrice >= SYMBOL_TRADE_FREEZE_LEVEL
Buy Stop order | Ask | OpenPrice-Ask >= SYMBOL_TRADE_FREEZE_LEVEL
Sell Limit order | Bid | OpenPrice-Bid >= SYMBOL_TRADE_FREEZE_LEVEL
Sell Stop order | Bid | Bid-OpenPrice >= SYMBOL_TRADE_FREEZE_LEVEL
Buy position | Bid | TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL
| | Bid-StopLoss >= SYMBOL_TRADE_FREEZE_LEVEL
Sell position | Ask | Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL
| | StopLoss-Ask >= SYMBOL_TRADE_FREEZE_LEVEL
Buying is done at the Ask price | Selling is done at the Bid price
------------------------------------------------|----------------------------------
TakeProfit >= Bid | TakeProfit <= Ask
StopLoss <= Bid | StopLoss >= Ask
TakeProfit - Bid >= SYMBOL_TRADE_STOPS_LEVEL | Ask - TakeProfit >= SYMBOL_TRADE_STOPS_LEVEL
Bid - StopLoss >= SYMBOL_TRADE_STOPS_LEVEL | StopLoss - Ask >= SYMBOL_TRADE_STOPS_LEVEL
*/
if(!RefreshRates() || !m_symbol.Refresh())
return;
//--- FreezeLevel -> for pending order and modification
double freeze_level=m_symbol.FreezeLevel()*m_symbol.Point();
if(freeze_level==0.0)
freeze_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;
freeze_level*=1.1;
//--- StopsLevel -> for TakeProfit and StopLoss
double stop_level=m_symbol.StopsLevel()*m_symbol.Point();
if(stop_level==0.0)
stop_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;
stop_level*=1.1;
if(freeze_level<=0.0 || stop_level<=0.0)
return;
//---
if(pos_type==POSITION_TYPE_BUY)
{
double price=m_symbol.Ask();
double sl=(InpStopLoss==0)?0.0:price-ExtStopLoss;
double tp=(InpTakeProfit==0)?0.0:price+ExtTakeProfit;
if(((sl!=0 && ExtStopLoss>=stop_level) || sl==0.0) && ((tp!=0 && ExtTakeProfit>=stop_level) || tp==0.0))
{
OpenBuy(sl,tp);
return;
}
}
if(pos_type==POSITION_TYPE_SELL)
{
double price=m_symbol.Bid();
double sl=(InpStopLoss==0)?0.0:price+ExtStopLoss;
double tp=(InpTakeProfit==0)?0.0:price-ExtTakeProfit;
if(((sl!=0 && ExtStopLoss>=stop_level) || sl==0.0) && ((tp!=0 && ExtTakeProfit>=stop_level) || tp==0.0))
{
OpenSell(sl,tp);
return;
}
}
}
//+------------------------------------------------------------------+
//| Open Buy position |
//+------------------------------------------------------------------+
void OpenBuy(double sl,double tp)
{
sl=m_symbol.NormalizePrice(sl);
tp=m_symbol.NormalizePrice(tp);
double long_lot=0.0;
if(IntLotOrRisk==risk)
{
long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl);
Print("sl=",DoubleToString(sl,m_symbol.Digits()),
", CheckOpenLong: ",DoubleToString(long_lot,2),
", Balance: ", DoubleToString(m_account.Balance(),2),
", Equity: ", DoubleToString(m_account.Equity(),2),
", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));
if(long_lot==0.0)
{
Print(__FUNCTION__,", ERROR: method CheckOpenLong returned the value of \"0.0\"");
return;
}
}
else if(IntLotOrRisk==lot)
long_lot=InpVolumeLorOrRisk;
else
return;
//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
double free_margin_check= m_account.FreeMarginCheck(m_symbol.Name(),ORDER_TYPE_BUY,long_lot,m_symbol.Ask());
double margin_check = m_account.MarginCheck(m_symbol.Name(),ORDER_TYPE_SELL,long_lot,m_symbol.Bid());
if(free_margin_check>margin_check)
{
if(m_trade.Buy(long_lot,m_symbol.Name(),m_symbol.Ask(),sl,tp))
{
if(m_trade.ResultDeal()==0)
{
if(m_trade.ResultRetcode()==10009)
{
m_waiting_transaction=true; // "true" -> it's forbidden to trade, we expect a transaction
m_waiting_order_ticket=m_trade.ResultOrder();
}
Print("#1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
else
{
if(m_trade.ResultRetcode()==10009)
{
m_waiting_transaction=true; // "true" -> it's forbidden to trade, we expect a transaction
m_waiting_order_ticket=m_trade.ResultOrder();
}
Print("#2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
Print("#3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
Print(__FUNCTION__,", ERROR: method CAccountInfo::FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));
return;
}
//---
}
//+------------------------------------------------------------------+
//| Open Sell position |
//+------------------------------------------------------------------+
void OpenSell(double sl,double tp)
{
sl=m_symbol.NormalizePrice(sl);
tp=m_symbol.NormalizePrice(tp);
double short_lot=0.0;
if(IntLotOrRisk==risk)
{
short_lot=m_money.CheckOpenShort(m_symbol.Bid(),sl);
Print("sl=",DoubleToString(sl,m_symbol.Digits()),
", CheckOpenLong: ",DoubleToString(short_lot,2),
", Balance: ", DoubleToString(m_account.Balance(),2),
", Equity: ", DoubleToString(m_account.Equity(),2),
", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));
if(short_lot==0.0)
{
Print(__FUNCTION__,", ERROR: method CheckOpenShort returned the value of \"0.0\"");
return;
}
}
else if(IntLotOrRisk==lot)
short_lot=InpVolumeLorOrRisk;
else
return;
//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
double free_margin_check= m_account.FreeMarginCheck(m_symbol.Name(),ORDER_TYPE_SELL,short_lot,m_symbol.Bid());
double margin_check = m_account.MarginCheck(m_symbol.Name(),ORDER_TYPE_SELL,short_lot,m_symbol.Bid());
if(free_margin_check>margin_check)
{
if(m_trade.Sell(short_lot,m_symbol.Name(),m_symbol.Bid(),sl,tp))
{
if(m_trade.ResultDeal()==0)
{
if(m_trade.ResultRetcode()==10009)
{
m_waiting_transaction=true; // "true" -> it's forbidden to trade, we expect a transaction
m_waiting_order_ticket=m_trade.ResultOrder();
}
Print("#1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
else
{
if(m_trade.ResultRetcode()==10009)
{
m_waiting_transaction=true; // "true" -> it's forbidden to trade, we expect a transaction
m_waiting_order_ticket=m_trade.ResultOrder();
}
Print("#2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
Print("#3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
Print(__FUNCTION__,", ERROR: method CAccountInfo::FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));
return;
}
//---
}
//+------------------------------------------------------------------+
//| Trailing |
//| InpTrailingStop: min distance from price to Stop Loss |
//+------------------------------------------------------------------+
void Trailing(const double stop_level)
{
/*
Buying is done at the Ask price | Selling is done at the Bid price
------------------------------------------------|----------------------------------
TakeProfit >= Bid | TakeProfit <= Ask
StopLoss <= Bid | StopLoss >= Ask
TakeProfit - Bid >= SYMBOL_TRADE_STOPS_LEVEL | Ask - TakeProfit >= SYMBOL_TRADE_STOPS_LEVEL
Bid - StopLoss >= SYMBOL_TRADE_STOPS_LEVEL | StopLoss - Ask >= SYMBOL_TRADE_STOPS_LEVEL
*/
if(InpTrailingStop==0)
return;
for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions
if(m_position.SelectByIndex(i))
if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)
{
if(m_position.PositionType()==POSITION_TYPE_BUY)
{
if(m_position.PriceCurrent()-m_position.PriceOpen()>ExtTrailingStop+ExtTrailingStep)
if(m_position.StopLoss()<m_position.PriceCurrent()-(ExtTrailingStop+ExtTrailingStep))
if(ExtTrailingStop>=stop_level)
{
if(!m_trade.PositionModify(m_position.Ticket(),
m_symbol.NormalizePrice(m_position.PriceCurrent()-ExtTrailingStop),
m_position.TakeProfit()))
Print("Modify ",m_position.Ticket(),
" Position -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
RefreshRates();
m_position.SelectByIndex(i);
PrintResultModify(m_trade,m_symbol,m_position);
continue;
}
}
else
{
if(m_position.PriceOpen()-m_position.PriceCurrent()>ExtTrailingStop+ExtTrailingStep)
if((m_position.StopLoss()>(m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep))) ||
(m_position.StopLoss()==0))
if(ExtTrailingStop>=stop_level)
{
if(!m_trade.PositionModify(m_position.Ticket(),
m_symbol.NormalizePrice(m_position.PriceCurrent()+ExtTrailingStop),
m_position.TakeProfit()))
Print("Modify ",m_position.Ticket(),
" Position -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
RefreshRates();
m_position.SelectByIndex(i);
PrintResultModify(m_trade,m_symbol,m_position);
}
}
}
}
//+------------------------------------------------------------------+
//| Print CTrade result |
//+------------------------------------------------------------------+
void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)
{
Print("File: ",__FILE__,", symbol: ",m_symbol.Name());
Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));
Print("code of request result as a string: "+trade.ResultRetcodeDescription());
Print("Deal ticket: "+IntegerToString(trade.ResultDeal()));
Print("Order ticket: "+IntegerToString(trade.ResultOrder()));
Print("Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));
Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));
Print("Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));
Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));
Print("Broker comment: "+trade.ResultComment());
Print("Freeze Level: "+DoubleToString(m_symbol.FreezeLevel(),0),", Stops Level: "+DoubleToString(m_symbol.StopsLevel(),0));
int d=0;
}
//+------------------------------------------------------------------+
//| Print CTrade result |
//+------------------------------------------------------------------+
void PrintResultModify(CTrade &trade,CSymbolInfo &symbol,CPositionInfo &position)
{
Print("File: ",__FILE__,", symbol: ",m_symbol.Name());
Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));
Print("code of request result as a string: "+trade.ResultRetcodeDescription());
Print("Deal ticket: "+IntegerToString(trade.ResultDeal()));
Print("Order ticket: "+IntegerToString(trade.ResultOrder()));
Print("Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));
Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));
Print("Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));
Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));
Print("Broker comment: "+trade.ResultComment());
Print("Freeze Level: "+DoubleToString(m_symbol.FreezeLevel(),0),", Stops Level: "+DoubleToString(m_symbol.StopsLevel(),0));
Print("Price of position opening: "+DoubleToString(position.PriceOpen(),symbol.Digits()));
Print("Price of position's Stop Loss: "+DoubleToString(position.StopLoss(),symbol.Digits()));
Print("Price of position's Take Profit: "+DoubleToString(position.TakeProfit(),symbol.Digits()));
Print("Current price by position: "+DoubleToString(position.PriceCurrent(),symbol.Digits()));
}
//+------------------------------------------------------------------+
//| Get value of buffers |
//+------------------------------------------------------------------+
double iGetArray(const int handle,const int buffer,const int start_pos,const int count,double &arr_buffer[])
{
bool result=true;
if(!ArrayIsDynamic(arr_buffer))
{
Print("This a no dynamic array!");
return(false);
}
ArrayFree(arr_buffer);
//--- reset error code
ResetLastError();
//--- fill a part of the iBands array with values from the indicator buffer
int copied=CopyBuffer(handle,buffer,start_pos,count,arr_buffer);
if(copied!=count)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
return(result);
}
//+------------------------------------------------------------------+
//| Check signals |
//+------------------------------------------------------------------+
void CheckSignals(bool &buy,bool &sell)
{
buy = false;
sell = false;
//---
double ma_0[],ma_1[],ma_2[],macd[];
ArraySetAsSeries(ma_0,true);
ArraySetAsSeries(ma_1,true);
ArraySetAsSeries(ma_2,true);
ArraySetAsSeries(macd,true);
int start_pos=0,count=(Inp_MACD_number_bars<3)?3:Inp_MACD_number_bars+1;
if(!iGetArray(handle_iMA_0,0,start_pos,count,ma_0) ||
!iGetArray(handle_iMA_1,0,start_pos,count,ma_1) ||
!iGetArray(handle_iMA_2,0,start_pos,count,ma_2) ||
!iGetArray(handle_iMACD,MAIN_LINE,start_pos,count,macd))
{
return;
}
//--- buy signal
if(((ma_1[1]-ma_0[1])/m_symbol.Point()>0.5) && ((ma_2[1]-ma_0[1])/m_symbol.Point()>0.5))
if(macd[1]>0.0)
{
bool macd_up=true;
for(int i=0;i<count-1;i++)
{
if(macd[i+1]>macd[i])
{
macd_up=false;
break;
}
}
if(macd_up)
buy=true;
}
//--- sell signal
if(((ma_0[1]-ma_1[1])/m_symbol.Point()>0.5) && ((ma_0[1]-ma_2[1])/m_symbol.Point()>0.5))
if(macd[1]<0.0)
{
bool macd_down=true;
for(int i=0;i<count-1;i++)
{
if(macd[i+1]<macd[i])
{
macd_down=false;
break;
}
}
if(macd_down)
sell=true;
}
}
//+------------------------------------------------------------------+
//| Lot Check |
//+------------------------------------------------------------------+
double LotCheck(double lots)
{
//--- calculate maximum volume
double volume=NormalizeDouble(lots,2);
double stepvol=m_symbol.LotsStep();
if(stepvol>0.0)
volume=stepvol*MathFloor(volume/stepvol);
//---
double minvol=m_symbol.LotsMin();
if(volume<minvol)
volume=0.0;
//---
double maxvol=m_symbol.LotsMax();
if(volume>maxvol)
volume=maxvol;
return(volume);
}
//+------------------------------------------------------------------+