forked from KonzACDC/MQL5_MT5_EA
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathCCI and Martin plus Trend.mq5
1117 lines (1113 loc) · 106 KB
/
CCI and Martin plus Trend.mq5
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
//+------------------------------------------------------------------+
//| CCI and Martin plus Trend.mq5 |
//| Copyright © 2021, Vladimir Karputov |
//| https://www.mql5.com/ru/market/product/43516 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2021, Vladimir Karputov"
#property link "https://www.mql5.com/ru/market/product/43516"
#property version "1.001"
#property description "barabashkakvn Trading engine 3.151"
/*
barabashkakvn Trading engine 3.151
*/
#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 Pips Or Points |
//+------------------------------------------------------------------+
enum ENUM_PIPS_OR_POINTS
{
pips=0, // Pips (1.00045-1.00055=1 pips)
points=1, // Points (1.00045-1.00055=10 points)
};
//+------------------------------------------------------------------+
//| ENUM_STEP |
//+------------------------------------------------------------------+
enum ENUM_STEP
{
loss =-1, // ... lossing
profit=1, // ... profitable
};
//--- input parameters
input group "Trading settings"
input ENUM_TIMEFRAMES InpWorkingPeriod = PERIOD_CURRENT; // Working timeframe
input ENUM_PIPS_OR_POINTS InpPipsOrPoints = pips; // Pips Or Points:
input uint InpStopLoss = 20; // Stop Loss
input uint InpTakeProfit = 50; // Take Profit
input uint InpTrailingStop = 5; // Trailing Stop (min distance from price to Stop Loss)
input uint InpTrailingStep = 15; // Trailing Step
input group "Position size management (lot calculation)"
input double InpLots = 0.1; // Lots
input group "iCCI"
input int Inp_CCI_ma_period = 27; // CCI: averaging period
input ENUM_APPLIED_PRICE Inp_CCI_applied_price = PRICE_TYPICAL; // CCI: type of price
input group "MA Color N Bars"
input int Inp_MA_ma_period = 27; // MA Trend: averaging period
input int Inp_MA_ma_shift = 0; // MA Trend: horizontal shift
input ENUM_MA_METHOD Inp_MA_ma_method = MODE_EMA; // MA Trend: smoothing type
input ENUM_APPLIED_PRICE Inp_MA_applied_price = PRICE_CLOSE; // MA Trend: type of price
input uchar Inp_MA_trend_n_bars = 3; // MA Trend: trend N Bars
input group "Martingale"
input bool InpMartin = true; // Use martingale
input double InpMartinCoeff = 3.0; // Martingale coefficient
input int InpMartinOrdinalNumber = 1; // Ordinal number of the losing trade
input int InpMartinMaxMultiplications = 3; // Maximum number of multiplications
input group "Step by step"
input bool InpStep = false; // Use step by step
input double InpStepLots = 0.1; // Step lots
input double InpStepLotsMax = 1.5; // Maximum lots
input ENUM_STEP InpStepProfit = loss; // Use step afte ...
input group "Additional features"
input bool InpPrintLog = false; // Print log
input uchar InpFreezeCoefficient = 1; // Coefficient (if Freeze==0 Or StopsLevels==0)
input ulong InpDeviation = 10; // Deviation
input ulong InpMagic = 197602866; // Magic number
//---
double m_stop_loss = 0.0; // Stop Loss -> double
double m_take_profit = 0.0; // Take Profit -> double
double m_trailing_stop = 0.0; // Trailing Stop -> double
double m_trailing_step = 0.0; // Trailing Step -> double
int handle_iCCI; // variable for storing the handle of the iCCI indicator
int handle_iCustom_MA; // variable for storing the handle of the iCustom indicator
double m_adjusted_point; // point value adjusted for 3 or 5 points
double m_lots=0.0;
int m_martin=0;
int m_loss=0;
int m_profit=0;
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
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;
waiting_transaction = false;
waiting_order_ticket = 0;
transaction_confirmed = false;
}
};
STRUCT_POSITION SPosition[];
//+------------------------------------------------------------------+
//| 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!";
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);
}
if(InpMartin && InpStep)
{
string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?
"Торговля запрещена: \"Use martingale\" = "+((InpMartin)?"true":"false")+
", \"Use step by step\" = "+((InpStep)?"true":"false")+"!":
"Trade is prohibited: \"Use martingale\" = "+((InpMartin)?"true":"false")+
", \"Use step by step\" = "+((InpStep)?"true":"false")+"!";
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);
}
//---
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(InpDeviation);
//--- 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;
if(InpPipsOrPoints==pips) // Pips (1.00045-1.00055=1 pips)
{
m_stop_loss = InpStopLoss * m_adjusted_point;
m_take_profit = InpTakeProfit * m_adjusted_point;
m_trailing_stop = InpTrailingStop * m_adjusted_point;
m_trailing_step = InpTrailingStep * m_adjusted_point;
}
else // Points (1.00045-1.00055=10 points)
{
m_stop_loss = InpStopLoss * m_symbol.Point();
m_take_profit = InpTakeProfit * m_symbol.Point();
m_trailing_stop = InpTrailingStop * m_symbol.Point();
m_trailing_step = InpTrailingStep * 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);
}
if(InpStep)
{
err_text="";
if(!CheckVolumeValue(InpStepLots,err_text))
{
if(MQLInfoInteger(MQL_TESTER)) // when testing, we will only output to the log about incorrect input parameters
Print(__FILE__," ",__FUNCTION__,", ERROR Step lots: ",err_text);
else // if the Expert Advisor is run on the chart, tell the user about the error
Alert(__FILE__," ",__FUNCTION__,", ERROR Step lots: ",err_text);
//---
m_init_error=true;
return(INIT_SUCCEEDED);
}
err_text="";
if(!CheckVolumeValue(InpStepLotsMax,err_text))
{
if(MQLInfoInteger(MQL_TESTER)) // when testing, we will only output to the log about incorrect input parameters
Print(__FILE__," ",__FUNCTION__,", ERROR Maximum lots: ",err_text);
else // if the Expert Advisor is run on the chart, tell the user about the error
Alert(__FILE__," ",__FUNCTION__,", ERROR Maximum lots: ",err_text);
//---
m_init_error=true;
return(INIT_SUCCEEDED);
}
}
//--- create handle of the indicator iCCI
handle_iCCI=iCCI(m_symbol.Name(),InpWorkingPeriod,Inp_CCI_ma_period,Inp_CCI_applied_price);
//--- if the handle is not created
if(handle_iCCI==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iCCI indicator for the symbol %s/%s, error code %d",
m_symbol.Name(),
EnumToString(InpWorkingPeriod),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- create handle of the indicator iCustom
handle_iCustom_MA=iCustom(m_symbol.Name(),InpWorkingPeriod,"MA Color N Bars",
Inp_MA_ma_period,
Inp_MA_ma_shift,
Inp_MA_ma_method,
Inp_MA_applied_price,
Inp_MA_trend_n_bars);
//--- if the handle is not created
if(handle_iCustom_MA==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iCustom indicator ('MA Color N Bars') 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_lots=InpLots;
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
if(m_init_error)
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;
}
}
if(SPosition[i].pos_type==POSITION_TYPE_BUY)
{
SPosition[i].waiting_transaction=true;
OpenPosition(i);
return;
}
if(SPosition[i].pos_type==POSITION_TYPE_SELL)
{
SPosition[i].waiting_transaction=true;
OpenPosition(i);
return;
}
}
}
//--- Signals
if(!IsPositionExists())
{
MqlDateTime STimeCurrent;
TimeToStruct(TimeCurrent(),STimeCurrent);
if(STimeCurrent.sec<40)
return;
//---
double cci[],ma_color[];
MqlRates rates[];
ArraySetAsSeries(cci,true);
ArraySetAsSeries(ma_color,true);
ArraySetAsSeries(rates,true);
int start_pos=0,count=6;
if(iGetArray(handle_iCCI,0,start_pos,count,cci) && iGetArray(handle_iCustom_MA,1,start_pos,count,ma_color) && CopyRates(m_symbol.Name(),0,start_pos,count,rates)==count)
{
//--- BUY
/* BUY
#2 #1 #0
close
open | |
||||| | |
||||| open open
close |||||
|||||
close
*/
if(cci[1]<5.0 && cci[2]<cci[3] && cci[1]<cci[2] && cci[0]>cci[1] &&
rates[2].open>rates[2].close && rates[1].open>rates[1].close &&
rates[0].open<rates[0].close && rates[1].open<rates[0].close && ma_color[0]==1.0)
{
size_need_position=ArraySize(SPosition);
ArrayResize(SPosition,size_need_position+1);
SPosition[size_need_position].pos_type=POSITION_TYPE_BUY;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","Signal BUY");
}
//--- SELL
/* SELL
#2 #1 #0
close
| | open
close | | |||||
| | open |||||
| | close
open
*/
if(cci[1]>-5 && cci[2]>cci[3] && cci[1]>cci[2] && cci[0]<cci[1] &&
rates[2].open<rates[2].close && rates[1].open<rates[1].close &&
rates[0].open>rates[0].close && rates[1].open>rates[0].close && ma_color[0]==2.0)
{
size_need_position=ArraySize(SPosition);
ArrayResize(SPosition,size_need_position+1);
SPosition[size_need_position].pos_type=POSITION_TYPE_SELL;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","Signal SELL");
}
}
}
//---
Trailing();
//---
}
//+------------------------------------------------------------------+
//| 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)
{
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;
}
}
}
//---
if(m_deal.Entry()==DEAL_ENTRY_OUT)
{
if(!InpMartin && !InpStep)
{
m_lots=InpLots;
return;
}
//---
if(m_deal.Profit()<0)
m_loss++;
else
m_profit++;
//---
if(InpMartin)
{
/*
InpMartinCoeff = 1.51; // Martingale coefficient
InpMartinOrdinalNumber = 1; // Ordinal number of the losing trade
InpMartinMaxMultiplications = 3; // Maximum number of multiplications
*/
if(m_deal.Profit()<0)
{
if(m_martin<=InpMartinMaxMultiplications)
if(m_loss>=InpMartinOrdinalNumber)
{
double lot_check=LotCheck(m_lots*InpMartinCoeff,m_symbol);
if(lot_check==0)
m_lots=InpLots; // protection (just in case)
else
m_lots=lot_check;
m_martin++;
return;
}
}
else
{
m_lots = InpLots; // start lot
m_martin = 0; // Maximum number of multiplications == "0"
m_loss = 0; // count loss == "0"
m_profit = 0; // count profit == "0" (so that the counter does not overflow)
}
}
if(InpStep)
{
/*
InpStepLots = 0.1; // Step lots
InpStepLotsMax = 1.5; // Maximum lots
InpStepProfit = loss; // Use step afte ...
*/
if(InpStepProfit==loss)
{
if(m_deal.Profit()<0)
{
double lot_check=LotCheck(m_lots+InpStepLots,m_symbol);
if(lot_check==0.0)
m_lots=InpLots; // protection (just in case)
if(lot_check<=InpStepLotsMax)
m_lots=InpLots;
}
else
m_lots=InpLots;
}
else // InpStepProfit==profit
{
if(m_deal.Profit()>=0)
{
double lot_check=LotCheck(m_lots+InpStepLots,m_symbol);
if(lot_check==0.0)
m_lots=InpLots; // protection (just in case)
if(lot_check<=InpStepLotsMax)
m_lots=InpLots;
}
else
m_lots=InpLots;
}
//---
m_loss = 0; // count loss == "0" (so that the counter does not overflow)
m_profit = 0; // count profit == "0" (so that the counter does not overflow)
}
}
}
}
}
}
//+------------------------------------------------------------------+
//| 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);
}
//+------------------------------------------------------------------+
//| Check Freeze and Stops levels |
//+------------------------------------------------------------------+
void FreezeStopsLevels(double &freeze,double &stops)
{
//--- check Freeze and Stops levels
/*
SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations
for pending orders and open positions in points
------------------------|--------------------|--------------------------------------------
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
------------------------------------------------------------------------------------------
SYMBOL_TRADE_STOPS_LEVEL determines the number of points for minimum indentation of the
StopLoss and TakeProfit levels from the current closing price of the open position
------------------------------------------------|------------------------------------------
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
------------------------------------------------------------------------------------------
*/
double coeff=(double)InpFreezeCoefficient;
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)
if(InpFreezeCoefficient>0)
freeze_level=(m_symbol.Ask()-m_symbol.Bid())*coeff;
//--- StopsLevel -> for TakeProfit and StopLoss
double stop_level=m_symbol.StopsLevel()*m_symbol.Point();
if(stop_level==0.0)
if(InpFreezeCoefficient>0)
stop_level=(m_symbol.Ask()-m_symbol.Bid())*coeff;
//---
freeze=freeze_level;
stops=stop_level;
//---
return;
}
//+------------------------------------------------------------------+
//| Open position |
//| double stop_loss |
//| -> pips * m_adjusted_point (if "0.0" -> the m_stop_loss) |
//| double take_profit |
//| -> pips * m_adjusted_point (if "0.0" -> the m_take_profit) |
//+------------------------------------------------------------------+
void OpenPosition(const int index)
{
double freeze=0.0,stops=0.0;
FreezeStopsLevels(freeze,stops);
double max_levels=(freeze>stops)?freeze:stops;
/*
SYMBOL_TRADE_STOPS_LEVEL determines the number of points for minimum indentation of the
StopLoss and TakeProfit levels from the current closing price of the open position
------------------------------------------------|------------------------------------------
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
------------------------------------------------------------------------------------------
*/
//--- buy
if(SPosition[index].pos_type==POSITION_TYPE_BUY)
{
double sl=(m_stop_loss==0.0)?0.0:m_symbol.Ask()-m_stop_loss;
if(sl>0.0)
if(m_symbol.Bid()-sl<max_levels)
sl=m_symbol.Bid()-max_levels;
double tp=(m_take_profit==0.0)?0.0:m_symbol.Ask()+m_take_profit;
if(tp>0.0)
if(tp-m_symbol.Ask()<max_levels)
tp=m_symbol.Ask()+max_levels;
OpenBuy(index,sl,tp);
return;
}
//--- sell
if(SPosition[index].pos_type==POSITION_TYPE_SELL)
{
double sl=(m_stop_loss==0.0)?0.0:m_symbol.Bid()+m_stop_loss;
if(sl>0.0)
if(sl-m_symbol.Ask()<max_levels)
sl=m_symbol.Ask()+max_levels;
double tp=(m_take_profit==0.0)?0.0:m_symbol.Bid()-m_take_profit;
if(tp>0.0)
if(m_symbol.Bid()-tp<max_levels)
tp=m_symbol.Bid()-max_levels;
OpenSell(index,sl,tp);
return;
}
}
//+------------------------------------------------------------------+
//| Open Buy position |
//+------------------------------------------------------------------+
void OpenBuy(const int index,double sl,double tp)
{
sl=m_symbol.NormalizePrice(sl);
tp=m_symbol.NormalizePrice(tp);
double long_lot=m_lots;
//---
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: ","CAccountInfo.FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));
return;
}
//---
}
//+------------------------------------------------------------------+
//| Open Sell position |
//+------------------------------------------------------------------+
void OpenSell(const int index,double sl,double tp)
{
sl=m_symbol.NormalizePrice(sl);
tp=m_symbol.NormalizePrice(tp);
double short_lot=m_lots;
//---
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: ","CAccountInfo.FreeMarginCheck returned the value ",DoubleToString(free_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);
}
//+------------------------------------------------------------------+
//| Trailing |
//| InpTrailingStop: min distance from price to Stop Loss |
//+------------------------------------------------------------------+
void Trailing()
{
if(InpTrailingStop==0)
return;
double freeze=0.0,stops=0.0;
FreezeStopsLevels(freeze,stops);
double max_levels=(freeze>stops)?freeze:stops;
/*
SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations
for pending orders and open positions in points
------------------------|--------------------|--------------------------------------------
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
------------------------------------------------------------------------------------------
*/
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()==InpMagic)
{
double price_current = m_position.PriceCurrent();
double price_open = m_position.PriceOpen();
double stop_loss = m_position.StopLoss();
double take_profit = m_position.TakeProfit();
double ask = m_symbol.Ask();
double bid = m_symbol.Bid();
//---
if(m_position.PositionType()==POSITION_TYPE_BUY)
{
if(price_current-price_open>m_trailing_stop+m_trailing_step)
if(stop_loss<price_current-(m_trailing_stop+m_trailing_step))
if(m_trailing_stop>=max_levels && (take_profit-bid>=max_levels || take_profit==0.0))
{
if(!m_trade.PositionModify(m_position.Ticket(),
m_symbol.NormalizePrice(price_current-m_trailing_stop),
take_profit))
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify BUY ",m_position.Ticket(),
" Position -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
if(InpPrintLog)
{
RefreshRates();
m_position.SelectByIndex(i);
PrintResultModify(m_trade,m_symbol,m_position);
}
continue;
}
}
else
{
if(price_open-price_current>m_trailing_stop+m_trailing_step)
if((stop_loss>(price_current+(m_trailing_stop+m_trailing_step))) || (stop_loss==0))
if(m_trailing_stop>=max_levels && ask-take_profit>=max_levels)
{
if(!m_trade.PositionModify(m_position.Ticket(),
m_symbol.NormalizePrice(price_current+m_trailing_stop),
take_profit))
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify SELL ",m_position.Ticket(),
" Position -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
if(InpPrintLog)
{
RefreshRates();
m_position.SelectByIndex(i);
PrintResultModify(m_trade,m_symbol,m_position);
}
}
}
}
}