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iMACD Martin 2.mq5
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//+------------------------------------------------------------------+
//| iMACD Martin 2.mq5 |
//| Copyright © 2020-2021, Vladimir Karputov |
//| https://www.mql5.com/ru/market/product/43516 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2020-2021, Vladimir Karputov"
#property link "https://www.mql5.com/ru/market/product/43516"
#property version "2.000"
#property description "Signal Reverse"
#property description "Signal Crossover of the main and signal line"
#property description "Signal Crossing the zero level"
/*
barabashkakvn Trading engine 3.156
*/
#include <Trade\PositionInfo.mqh>
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\AccountInfo.mqh>
#include <Trade\DealInfo.mqh>
//---
CPositionInfo m_position; // object of CPositionInfo class
CTrade m_trade; // object of CTrade class
CSymbolInfo m_symbol; // object of CSymbolInfo class
CAccountInfo m_account; // object of CAccountInfo class
CDealInfo m_deal; // object of CDealInfo class
//+------------------------------------------------------------------+
//| Enum Signal 'Reverse' |
//+------------------------------------------------------------------+
enum ENUM_SIGNAL_REVERSE
{
reverse=0, // Reverse
reverse_zero=1, // Reverse zero control
reverse_off=2, // Reverse off
};
//+------------------------------------------------------------------+
//| Enum Signal 'Crossover' |
//+------------------------------------------------------------------+
enum ENUM_SIGNAL_CROSSOVER
{
crossover=0, // Crossover
crossover_zero=1, // Crossover zero control
crossover_off=2, // Crossover off
};
//+------------------------------------------------------------------+
//| Enum Signal 'Crossing zero' |
//+------------------------------------------------------------------+
enum ENUM_SIGNAL_CROSSING
{
crossing=0, // Crossing zero
crossing_off=1, // Crossing zero off
};
//--- input parameters
input group "Trading settings"
input ENUM_TIMEFRAMES InpWorkingPeriod = PERIOD_CURRENT; // Working timeframe
input bool InpBarCurrent = false; // Bar current ('true'->#0, 'false'->#1)
input group "Position size management (lot calculation)"
input double InpLots = 0.01; // Start lots
input group "MACD"
input int Inp_MACD_fast_ema_period= 12; // MACD: period for Fast average calculation
input int Inp_MACD_slow_ema_period= 26; // MACD: period for Slow average calculation
input int Inp_MACD_signal_period = 9; // MACD: period for their difference averaging
input ENUM_APPLIED_PRICE Inp_MACD_applied_price = PRICE_CLOSE; // MACD: type of price
input ENUM_SIGNAL_REVERSE InpMACDSignalReverse = reverse_zero; // MACD Signal Reverse:
input ENUM_SIGNAL_CROSSOVER InpMACDSignalCrossover = crossover_zero; // MACD Signal Crossover:
input ENUM_SIGNAL_CROSSING InpMACDSignalCrossing = crossing; // MACD Signal Crossing:
input group "Martingale"
input double InpProfitTarget = 30.0; // Profit target
input double InpPositionIncreaseRatio= 1.6; // Position Increase Ratio
input ushort InpMinimumStep = 150; // Minimum step between positions ('0' -> off)
input double InpMaximumPositionVolume= 1.5; // Maximum position volume
input double InpMaximumTotalVolume = 6.31; // The maximum total volume of positions
input group "Notification at global stop"
input bool InpMail = true; // Send an email
input bool InpNotification = true; // Send push notifications
input group "Additional features"
input bool InpPrintLog = true; // Print log
input ulong InpMagic = 472065132; // Magic number
//---
double m_minimum_step = 0.0; // Minimum step between positions -> double
int handle_iMACD; // variable for storing the handle of the iMACD indicatorr
bool m_need_close_all = false; // close all positions
datetime m_prev_bars = 0; // "0" -> D'1970.01.01 00:00';
datetime m_last_deal_in = 0; // "0" -> D'1970.01.01 00:00';
int m_bar_current = 0;
bool m_global_stop = false; // global stop
ENUM_DEAL_TYPE m_last_deal_in_type = WRONG_VALUE; // last deal IN type
double m_last_deal_in_volume = 0.0; // last deal IN volume
double m_last_deal_in_price = 0.0; // last deal IN price
bool m_init_error = false; // error on InInit
//--- the tactic is this: for positions we strictly monitor the result, ***
//+------------------------------------------------------------------+
//| Structure Positions |
//+------------------------------------------------------------------+
struct STRUCT_POSITION
{
ENUM_POSITION_TYPE pos_type; // position type
double volume; // position volume (if "0.0" -> the lot is "Money management")
bool waiting_transaction; // waiting transaction, "true" -> it's forbidden to trade, we expect a transaction
ulong waiting_order_ticket; // waiting order ticket, ticket of the expected order
bool transaction_confirmed; // transaction confirmed, "true" -> transaction confirmed
//--- Constructor
STRUCT_POSITION()
{
pos_type = WRONG_VALUE;
volume = 0.0;
waiting_transaction = false;
waiting_order_ticket = 0;
transaction_confirmed = false;
}
};
STRUCT_POSITION SPosition[];
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- forced initialization of variables
m_minimum_step = 0.0; // Minimum step between positions -> double
m_need_close_all = false; // close all positions
m_prev_bars = 0; // "0" -> D'1970.01.01 00:00';
m_last_deal_in = 0; // "0" -> D'1970.01.01 00:00';
m_bar_current = 0;
m_global_stop = false; // global stop
m_last_deal_in_type = WRONG_VALUE; // last deal IN type
m_last_deal_in_volume = 0.0; // last deal IN volume
m_last_deal_in_price = 0.0; // last deal IN price
m_init_error = false; // error on InInit
//---
ResetLastError();
if(!m_symbol.Name(Symbol())) // sets symbol name
{
Print(__FILE__," ",__FUNCTION__,", ERROR: CSymbolInfo.Name");
return(INIT_FAILED);
}
RefreshRates();
//---
m_trade.SetExpertMagicNumber(InpMagic);
m_trade.SetMarginMode();
m_trade.SetTypeFillingBySymbol(m_symbol.Name());
m_trade.SetDeviationInPoints(10);
//---
m_minimum_step = InpMinimumStep * m_symbol.Point();
//--- check the input parameter "Lots"
string err_text="";
if(!CheckVolumeValue(InpLots,err_text))
{
if(MQLInfoInteger(MQL_TESTER)) // when testing, we will only output to the log about incorrect input parameters
Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);
else // if the Expert Advisor is run on the chart, tell the user about the error
Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);
//---
m_init_error=true;
return(INIT_SUCCEEDED);
}
//--- create handle of the indicator iMACD
handle_iMACD=iMACD(m_symbol.Name(),InpWorkingPeriod,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(InpWorkingPeriod),
GetLastError());
//--- the indicator is stopped early
m_init_error=true;
return(INIT_SUCCEEDED);
}
//---
m_bar_current=(InpBarCurrent)?0:1;
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
if(m_init_error)
return;
//---
if(m_need_close_all)
{
if(IsPositionExists())
{
CloseAllPositions();
return;
}
else
{
m_need_close_all=false;
m_last_deal_in_type=WRONG_VALUE;
m_last_deal_in_volume=0.0;
m_last_deal_in_price=0.0;
}
}
//---
if(m_global_stop)
return;
//---
if(ProfitAllPositions()>=InpProfitTarget)
{
m_need_close_all=true;
return;
}
//---
int size_need_position=ArraySize(SPosition);
if(size_need_position>0)
{
for(int i=size_need_position-1; i>=0; i--)
{
if(SPosition[i].waiting_transaction)
{
if(!SPosition[i].transaction_confirmed)
{
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","transaction_confirmed: ",SPosition[i].transaction_confirmed);
return;
}
else
if(SPosition[i].transaction_confirmed)
{
ArrayRemove(SPosition,i,1);
return;
}
}
//---
SPosition[i].waiting_transaction=true;
OpenPosition(i);
return;
}
}
//---
if(InpBarCurrent) // search for trading signals every ticks
{
if(!RefreshRates())
return;
if(!SearchTradingSignals())
return;
}
else // we work only at the time of the birth of new bar
{
datetime time_0=iTime(m_symbol.Name(),InpWorkingPeriod,0);
if(time_0==m_prev_bars)
return;
m_prev_bars=time_0;
if(!RefreshRates())
{
m_prev_bars=0;
return;
}
//--- search for trading signals
if(!SearchTradingSignals())
{
m_prev_bars=0;
return;
}
}
//---
}
//+------------------------------------------------------------------+
//| 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)
{
ResetLastError();
if(HistoryDealSelect(trans.deal))
m_deal.Ticket(trans.deal);
else
{
Print(__FILE__," ",__FUNCTION__,", ERROR: ","HistoryDealSelect(",trans.deal,") error: ",GetLastError());
return;
}
if(m_deal.Symbol()==m_symbol.Name() && m_deal.Magic()==InpMagic)
{
if(m_deal.DealType()==DEAL_TYPE_BUY || m_deal.DealType()==DEAL_TYPE_SELL)
{
if(m_deal.Entry()==DEAL_ENTRY_IN || m_deal.Entry()==DEAL_ENTRY_INOUT)
{
m_last_deal_in=iTime(m_symbol.Name(),InpWorkingPeriod,0);
m_last_deal_in_type=(ENUM_DEAL_TYPE)m_deal.DealType();
m_last_deal_in_volume=m_deal.Volume();
m_last_deal_in_price=m_deal.Price();
}
int size_need_position=ArraySize(SPosition);
if(size_need_position>0)
{
for(int i=0; i<size_need_position; i++)
{
if(SPosition[i].waiting_transaction)
if(SPosition[i].waiting_order_ticket==m_deal.Order())
{
Print(__FUNCTION__," Transaction confirmed");
SPosition[i].transaction_confirmed=true;
break;
}
}
}
}
}
}
}
//+------------------------------------------------------------------+
//| Refreshes the symbol quotes data |
//+------------------------------------------------------------------+
bool RefreshRates()
{
//--- refresh rates
if(!m_symbol.RefreshRates())
{
Print(__FILE__," ",__FUNCTION__,", ERROR: ","RefreshRates error");
return(false);
}
//--- protection against the return value of "zero"
if(m_symbol.Ask()==0 || m_symbol.Bid()==0)
{
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Ask == 0.0 OR Bid == 0.0");
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);
}
//+------------------------------------------------------------------+
//| Lot Check |
//+------------------------------------------------------------------+
double LotCheck(double lots,CSymbolInfo &symbol)
{
//--- calculate maximum volume
double volume=NormalizeDouble(lots,2);
double stepvol=symbol.LotsStep();
if(stepvol>0.0)
volume=stepvol*MathFloor(volume/stepvol);
//---
double minvol=symbol.LotsMin();
if(volume<minvol)
volume=0.0;
//---
double maxvol=symbol.LotsMax();
if(volume>maxvol)
volume=maxvol;
//---
return(volume);
}
//+------------------------------------------------------------------+
//| Open position |
//+------------------------------------------------------------------+
void OpenPosition(const int index)
{
if(!RefreshRates())
return;
//--- buy
if(SPosition[index].pos_type==POSITION_TYPE_BUY)
{
OpenBuy(index);
return;
}
//--- sell
if(SPosition[index].pos_type==POSITION_TYPE_SELL)
{
OpenSell(index);
return;
}
}
//+------------------------------------------------------------------+
//| Open Buy position |
//+------------------------------------------------------------------+
void OpenBuy(const int index)
{
double sl=0.0;
double tp=0.0;
double long_lot=0.0;
if(SPosition[index].volume>0.0)
long_lot=SPosition[index].volume;
else
{
ArrayRemove(SPosition,index,1);
return;
}
//---
if(m_symbol.LotsLimit()>0.0)
{
int count_buys = 0;
double volume_buys = 0.0;
double volume_biggest_buys = 0.0;
int count_sells = 0;
double volume_sells = 0.0;
double volume_biggest_sells = 0.0;
CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,
count_sells,volume_sells,volume_biggest_sells,
true);
if(volume_buys+volume_sells+long_lot>m_symbol.LotsLimit())
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#0 Buy, Volume Buy (",DoubleToString(volume_buys,2),
") + Volume Sell (",DoubleToString(volume_sells,2),
") + Volume long (",DoubleToString(long_lot,2),
") > Lots Limit (",DoubleToString(m_symbol.LotsLimit(),2),")");
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_BUY,
long_lot,
m_symbol.Ask());
if(free_margin_check>margin_check)
{
if(m_trade.Buy(long_lot,m_symbol.Name(),
m_symbol.Ask(),sl,tp)) // CTrade::Buy -> "true"
{
if(m_trade.ResultDeal()==0)
{
if(m_trade.ResultRetcode()==10009) // trade order went to the exchange
{
SPosition[index].waiting_transaction=true;
SPosition[index].waiting_order_ticket=m_trade.ResultOrder();
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
}
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
else
{
if(m_trade.ResultRetcode()==10009)
{
SPosition[index].waiting_transaction=true;
SPosition[index].waiting_order_ticket=m_trade.ResultOrder();
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","#2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
}
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Free Margin Check (",DoubleToString(free_margin_check,2),") <= Margin Check (",DoubleToString(margin_check,2),")");
return;
}
//---
}
//+------------------------------------------------------------------+
//| Open Sell position |
//+------------------------------------------------------------------+
void OpenSell(const int index)
{
double sl=0.0;
double tp=0.0;
double short_lot=0.0;
if(SPosition[index].volume>0.0)
short_lot=SPosition[index].volume;
else
{
ArrayRemove(SPosition,index,1);
return;
}
//---
if(m_symbol.LotsLimit()>0.0)
{
int count_buys = 0;
double volume_buys = 0.0;
double volume_biggest_buys = 0.0;
int count_sells = 0;
double volume_sells = 0.0;
double volume_biggest_sells = 0.0;
CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,
count_sells,volume_sells,volume_biggest_sells,
true);
if(volume_buys+volume_sells+short_lot>m_symbol.LotsLimit())
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#0 Buy, Volume Buy (",DoubleToString(volume_buys,2),
") + Volume Sell (",DoubleToString(volume_sells,2),
") + Volume short (",DoubleToString(short_lot,2),
") > Lots Limit (",DoubleToString(m_symbol.LotsLimit(),2),")");
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)) // CTrade::Sell -> "true"
{
if(m_trade.ResultDeal()==0)
{
if(m_trade.ResultRetcode()==10009) // trade order went to the exchange
{
SPosition[index].waiting_transaction=true;
SPosition[index].waiting_order_ticket=m_trade.ResultOrder();
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
}
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
else
{
if(m_trade.ResultRetcode()==10009)
{
SPosition[index].waiting_transaction=true;
SPosition[index].waiting_order_ticket=m_trade.ResultOrder();
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","#2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
}
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Free Margin Check (",DoubleToString(free_margin_check,2),") <= Margin Check (",DoubleToString(margin_check,2),")");
return;
}
//---
}
//+------------------------------------------------------------------+
//| Print CTrade result |
//+------------------------------------------------------------------+
void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)
{
Print(__FILE__," ",__FUNCTION__,", Symbol: ",symbol.Name()+", "+
"Code of request result: "+IntegerToString(trade.ResultRetcode())+", "+
"Code of request result as a string: "+trade.ResultRetcodeDescription(),
"Trade execution mode: "+symbol.TradeExecutionDescription());
Print("Deal ticket: "+IntegerToString(trade.ResultDeal())+", "+
"Order ticket: "+IntegerToString(trade.ResultOrder())+", "+
"Order retcode external: "+IntegerToString(trade.ResultRetcodeExternal())+", "+
"Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));
Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits())+", "+
"Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits())+", "+
"Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));
Print("Broker comment: "+trade.ResultComment());
}
//+------------------------------------------------------------------+
//| Get value of buffers |
//+------------------------------------------------------------------+
bool iGetArray(const int handle,const int buffer,const int start_pos,
const int count,double &arr_buffer[])
{
bool result=true;
if(!ArrayIsDynamic(arr_buffer))
{
if(InpPrintLog)
PrintFormat("ERROR! EA: %s, FUNCTION: %s, this a no dynamic array!",__FILE__,__FUNCTION__);
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
if(InpPrintLog)
PrintFormat("ERROR! EA: %s, FUNCTION: %s, amount to copy: %d, copied: %d, error code %d",
__FILE__,__FUNCTION__,count,copied,GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
return(result);
}
//+------------------------------------------------------------------+
//| Calculate all positions |
//| 'lots_limit=true' - only for 'if(m_symbol.LotsLimit()>0.0)' |
//+------------------------------------------------------------------+
void CalculateAllPositions(int &count_buys,double &volume_buys,double &volume_biggest_buys,
int &count_sells,double &volume_sells,double &volume_biggest_sells,
bool lots_limit=false)
{
count_buys = 0;
volume_buys = 0.0;
volume_biggest_buys = 0.0;
count_sells = 0;
volume_sells = 0.0;
volume_biggest_sells = 0.0;
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() && (lots_limit || (!lots_limit && m_position.Magic()==InpMagic)))
{
if(m_position.PositionType()==POSITION_TYPE_BUY)
{
count_buys++;
volume_buys+=m_position.Volume();
if(m_position.Volume()>volume_biggest_buys)
volume_biggest_buys=m_position.Volume();
continue;
}
else
if(m_position.PositionType()==POSITION_TYPE_SELL)
{
count_sells++;
volume_sells+=m_position.Volume();
if(m_position.Volume()>volume_biggest_sells)
volume_biggest_sells=m_position.Volume();
}
}
}
//+------------------------------------------------------------------+
//| Search trading signals |
//+------------------------------------------------------------------+
bool SearchTradingSignals(void)
{
if(iTime(m_symbol.Name(),InpWorkingPeriod,0)==m_last_deal_in) // on one bar - only one deal
return(true);
double main[],signal[];
ArraySetAsSeries(main,true);
ArraySetAsSeries(signal,true);
int start_pos=0,count=6;
if(!iGetArray(handle_iMACD,MAIN_LINE,start_pos,count,main) || !iGetArray(handle_iMACD,SIGNAL_LINE,start_pos,count,signal))
return(false);
int size_need_position=ArraySize(SPosition);
if(size_need_position>0)
return(true);
//---
if(InpMACDSignalReverse!=reverse_off)
{
if(InpMACDSignalReverse==reverse)
{
//--- check buy signal
if(m_last_deal_in_type==WRONG_VALUE || m_last_deal_in_type==DEAL_TYPE_BUY) // deal type
if(main[m_bar_current+2]>main[m_bar_current+1] && main[m_bar_current+1]<main[m_bar_current]) // signal
{
//--- step
if(m_minimum_step>0.0 && (m_last_deal_in_price>0.0 && MathAbs(m_symbol.Ask()-m_last_deal_in_price)<m_minimum_step))
return(true);
//--- volume
double lot=CalculateVolume();
if(lot>0.0)
{
size_need_position=ArraySize(SPosition);
if(m_prev_bars==m_last_deal_in) // on one bar - only one deal
return(true);
ArrayResize(SPosition,size_need_position+1);
SPosition[size_need_position].pos_type=POSITION_TYPE_BUY;
SPosition[size_need_position].volume=lot;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","Signal Reverse BUY");
return(true);
}
else
{
m_global_stop=true;
if(InpMail)
SendMail("Global stop","Signal Reverse BUY, lor 0.0");
if(InpNotification)
SendNotification("Global stop."+" Signal Reverse BUY, lor 0.0");
//---
ArrayFree(SPosition);
return(true);
}
}
//--- check sell signal
if(m_last_deal_in_type==WRONG_VALUE || m_last_deal_in_type==DEAL_TYPE_SELL) // deal type
if(main[m_bar_current+2]<main[m_bar_current+1] && main[m_bar_current+1]>main[m_bar_current]) // signal
{
//--- step
if(m_minimum_step>0.0 && (m_last_deal_in_price>0.0 && MathAbs(m_symbol.Bid()-m_last_deal_in_price)<m_minimum_step))
return(true);
//--- volume
double lot=CalculateVolume();
if(lot>0.0)
{
size_need_position=ArraySize(SPosition);
if(m_prev_bars==m_last_deal_in) // on one bar - only one deal
return(true);
ArrayResize(SPosition,size_need_position+1);
SPosition[size_need_position].pos_type=POSITION_TYPE_SELL;
SPosition[size_need_position].volume=lot;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","Signal Reverse SELL");
return(true);
}
else
{
m_global_stop=true;
if(InpMail)
SendMail("Global stop","Signal Reverse SELL, lor 0.0");
if(InpNotification)
SendNotification("Global stop."+" Signal Reverse SELL, lor 0.0");
ArrayFree(SPosition);
return(true);
}
}
}
if(InpMACDSignalReverse==reverse_zero)
{
//--- check buy signal
if(m_last_deal_in_type==WRONG_VALUE || m_last_deal_in_type==DEAL_TYPE_BUY) // deal type
if(main[m_bar_current+2]>main[m_bar_current+1] && main[m_bar_current+1]<main[m_bar_current]) // signal
if(main[m_bar_current+2]<0.0 && main[m_bar_current+1]<0.0 && main[m_bar_current]<0.0)
{
//--- step
if(m_minimum_step>0.0 && (m_last_deal_in_price>0.0 && MathAbs(m_symbol.Ask()-m_last_deal_in_price)<m_minimum_step))
return(true);
//--- volume
double lot=CalculateVolume();
if(lot>0.0)
{
size_need_position=ArraySize(SPosition);
if(m_prev_bars==m_last_deal_in) // on one bar - only one deal
return(true);
ArrayResize(SPosition,size_need_position+1);
SPosition[size_need_position].pos_type=POSITION_TYPE_BUY;
SPosition[size_need_position].volume=lot;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","Signal Reverse zero BUY");
return(true);
}
else
{
m_global_stop=true;
if(InpMail)
SendMail("Global stop","Signal Reverse zero BUY, lor 0.0");
if(InpNotification)
SendNotification("Global stop."+" Signal Reverse zero BUY, lor 0.0");
//---
ArrayFree(SPosition);
return(true);
}
}
//--- check sell signal
if(m_last_deal_in_type==WRONG_VALUE || m_last_deal_in_type==DEAL_TYPE_SELL) // deal type
if(main[m_bar_current+2]<main[m_bar_current+1] && main[m_bar_current+1]>main[m_bar_current]) // signal
if(main[m_bar_current+2]<0.0 && main[m_bar_current+1]<0.0 && main[m_bar_current]<0.0)
{
//--- step
if(m_minimum_step>0.0 && (m_last_deal_in_price>0.0 && MathAbs(m_symbol.Bid()-m_last_deal_in_price)<m_minimum_step))
return(true);
//--- volume
double lot=CalculateVolume();
if(lot>0.0)
{
size_need_position=ArraySize(SPosition);
if(m_prev_bars==m_last_deal_in) // on one bar - only one deal
return(true);
ArrayResize(SPosition,size_need_position+1);
SPosition[size_need_position].pos_type=POSITION_TYPE_SELL;
SPosition[size_need_position].volume=lot;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","Signal Reverse zero SELL");
return(true);
}
else
{
m_global_stop=true;
if(InpMail)
SendMail("Global stop","Signal Reverse zero SELL, lor 0.0");
if(InpNotification)
SendNotification("Global stop."+" Signal Reverse zero SELL, lor 0.0");
ArrayFree(SPosition);
return(true);
}
}
}
}
//---
if(InpMACDSignalCrossover!=crossover_off)
{
if(InpMACDSignalCrossover==crossover)
{
//--- check buy signal
if(m_last_deal_in_type==WRONG_VALUE || m_last_deal_in_type==DEAL_TYPE_BUY) // deal type
if(main[m_bar_current+1]<signal[m_bar_current+1] && main[m_bar_current]>signal[m_bar_current]) // signal
{
//--- step
if(m_minimum_step>0.0 && (m_last_deal_in_price>0.0 && MathAbs(m_symbol.Ask()-m_last_deal_in_price)<m_minimum_step))
return(true);
//--- volume
double lot=CalculateVolume();
if(lot>0.0)
{
size_need_position=ArraySize(SPosition);
if(m_prev_bars==m_last_deal_in) // on one bar - only one deal
return(true);
ArrayResize(SPosition,size_need_position+1);
SPosition[size_need_position].pos_type=POSITION_TYPE_BUY;
SPosition[size_need_position].volume=lot;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","Signal Crossover BUY");
return(true);
}
else
{
m_global_stop=true;
if(InpMail)
SendMail("Global stop","Signal Crossover BUY, lor 0.0");
if(InpNotification)
SendNotification("Global stop."+" Signal Crossover BUY, lor 0.0");
ArrayFree(SPosition);
return(true);
}
}
//--- check sell signal
if(m_last_deal_in_type==WRONG_VALUE || m_last_deal_in_type==DEAL_TYPE_SELL) // deal type
if(main[m_bar_current+1]>signal[m_bar_current+1] && main[m_bar_current]<signal[m_bar_current]) // signal
{
//--- step
if(m_minimum_step>0.0 && (m_last_deal_in_price>0.0 && MathAbs(m_symbol.Bid()-m_last_deal_in_price)<m_minimum_step))
return(true);
//--- volume
double lot=CalculateVolume();
if(lot>0.0)
{
size_need_position=ArraySize(SPosition);
if(m_prev_bars==m_last_deal_in) // on one bar - only one deal
return(true);
ArrayResize(SPosition,size_need_position+1);
SPosition[size_need_position].pos_type=POSITION_TYPE_SELL;
SPosition[size_need_position].volume=lot;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","Signal Crossover SELL");
return(true);
}
else
{
m_global_stop=true;
if(InpMail)
SendMail("Global stop","Signal Crossover SELL, lor 0.0");
if(InpNotification)
SendNotification("Global stop."+" Signal Crossover SELL, lor 0.0");
ArrayFree(SPosition);
return(true);
}
}
}
if(InpMACDSignalCrossover==crossover_zero)
{
//--- check buy signal
if(m_last_deal_in_type==WRONG_VALUE || m_last_deal_in_type==DEAL_TYPE_BUY) // deal type
if(main[m_bar_current+1]<signal[m_bar_current+1] && main[m_bar_current]>signal[m_bar_current]) // signal
if(main[m_bar_current+1]<0.0 && signal[m_bar_current+1]<0.0 && main[m_bar_current]<0.0 && signal[m_bar_current]<0.0)
{
//--- step
if(m_minimum_step>0.0 && (m_last_deal_in_price>0.0 && MathAbs(m_symbol.Ask()-m_last_deal_in_price)<m_minimum_step))
return(true);
//--- volume
double lot=CalculateVolume();
if(lot>0.0)
{
size_need_position=ArraySize(SPosition);
if(m_prev_bars==m_last_deal_in) // on one bar - only one deal
return(true);
ArrayResize(SPosition,size_need_position+1);
SPosition[size_need_position].pos_type=POSITION_TYPE_BUY;
SPosition[size_need_position].volume=lot;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","Signal Crossover zero BUY");
return(true);
}
else
{
m_global_stop=true;
if(InpMail)
SendMail("Global stop","Signal Crossover zero BUY, lor 0.0");
if(InpNotification)
SendNotification("Global stop."+" Signal Crossover zero BUY, lor 0.0");
ArrayFree(SPosition);
return(true);
}
}
//--- check sell signal
if(m_last_deal_in_type==WRONG_VALUE || m_last_deal_in_type==DEAL_TYPE_SELL) // deal type
if(main[m_bar_current+1]>signal[m_bar_current+1] && main[m_bar_current]<signal[m_bar_current]) // signal
if(main[m_bar_current+1]>0.0 && signal[m_bar_current+1]>0.0 && main[m_bar_current]>0.0 && signal[m_bar_current]>0.0)
{
//--- step
if(m_minimum_step>0.0 && (m_last_deal_in_price>0.0 && MathAbs(m_symbol.Bid()-m_last_deal_in_price)<m_minimum_step))
return(true);
//--- volume
double lot=CalculateVolume();
if(lot>0.0)
{
size_need_position=ArraySize(SPosition);
if(m_prev_bars==m_last_deal_in) // on one bar - only one deal
return(true);
ArrayResize(SPosition,size_need_position+1);
SPosition[size_need_position].pos_type=POSITION_TYPE_SELL;
SPosition[size_need_position].volume=lot;
if(InpPrintLog)