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bollinger.mq5
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//+------------------------------------------------------------------+
//| bollinger.mq5 |
//| Copyright 2017, DC2008 |
//| http://www.mql5.com/ru/users/dc2008 |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017, Sergey Pavlov (DC2008)"
#property link "http://www.mql5.com/ru/users/dc2008"
#property version "1.00"
#property description "Example bollinger expert"
//---
#include <Trade\Trade.mqh>
//---
MqlTick last_tick;
CTrade trade;
//---
input int e_bands_period=80; // период скользящей средней
int e_bands_shift=0; // сдвиг
input double e_deviation=3.0; // кол-во стандартных отклонений
input ENUM_APPLIED_PRICE e_applied_price=PRICE_CLOSE; // тип цены
//---
double lot=0.01;
bool on_trade=false;
//--- переменная для хранения хэндла индикатора iBands
int handle;
//+------------------------------------------------------------------+
//| Структура сигнала |
//+------------------------------------------------------------------+
struct sSignal
{
bool Buy; // сигнал на покупку
bool Sell; // сигнал на продажу
};
//+------------------------------------------------------------------+
//| Генератор сигналов |
//+------------------------------------------------------------------+
sSignal Buy_or_Sell()
{
sSignal res={false,false};
//--- индикаторные буферы
double UpperBuffer[];
double LowerBuffer[];
double MiddleBuffer[];
ArraySetAsSeries(MiddleBuffer,true);
CopyBuffer(handle,0,0,1,MiddleBuffer);
ArraySetAsSeries(UpperBuffer,true);
CopyBuffer(handle,1,0,1,UpperBuffer);
ArraySetAsSeries(LowerBuffer,true);
CopyBuffer(handle,2,0,1,LowerBuffer);
//--- таймсерии
double L[];
double H[];
ArraySetAsSeries(L,true);
CopyLow(_Symbol,_Period,0,1,L);
ArraySetAsSeries(H,true);
CopyHigh(_Symbol,_Period,0,1,H);
if(H[0]>UpperBuffer[0] && L[0]>MiddleBuffer[0])
res.Sell=true;
if(L[0]<LowerBuffer[0] && H[0]<MiddleBuffer[0])
res.Buy=true;
//---
return(res);
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
Comment("");
//--- создадим хэндл индикатора
handle=iBands(_Symbol,_Period,e_bands_period,e_bands_shift,e_deviation,e_applied_price);
if(handle==INVALID_HANDLE)
return(INIT_FAILED);
else
on_trade=true;
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
if(on_trade)
{
sSignal signal=Buy_or_Sell();
//--- BUY
if(signal.Buy)
{
if(!PositionSelect(_Symbol))
{
SymbolInfoTick(_Symbol,last_tick);
trade.PositionOpen(_Symbol,ORDER_TYPE_BUY,NormalizeDouble(lot,2),last_tick.ask,0,0,"BUY: new position");
}
else
{
if(PositionGetDouble(POSITION_PROFIT)<0) return;
if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
{
trade.PositionClose(_Symbol);
SymbolInfoTick(_Symbol,last_tick);
trade.PositionOpen(_Symbol,ORDER_TYPE_BUY,NormalizeDouble(lot,2),last_tick.ask,0,0,"BUY: reversal");
}
}
}
//--- SELL
if(signal.Sell)
{
if(!PositionSelect(_Symbol))
{
SymbolInfoTick(_Symbol,last_tick);
trade.PositionOpen(_Symbol,ORDER_TYPE_SELL,NormalizeDouble(lot,2),last_tick.bid,0,0,"SELL: new position");
}
else
{
if(PositionGetDouble(POSITION_PROFIT)<0) return;
if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
{
trade.PositionClose(_Symbol);
SymbolInfoTick(_Symbol,last_tick);
trade.PositionOpen(_Symbol,ORDER_TYPE_SELL,NormalizeDouble(lot,2),last_tick.bid,0,0,"SELL: reversal");
}
}
}
}
}
//+------------------------------------------------------------------+
//| Trade function |
//+------------------------------------------------------------------+
void OnTrade()
{
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
}
//+------------------------------------------------------------------+