20PRExp-3

ÿþ//+------------------------------------------------------------------+

//|                           20PRExp-3(barabashkakvn's edition).mq5 |

//|                     Copyright © 2005-2007, !5@359 (Sergey2005TR) |

//|                                       http://www.metaquotes.net/ |

//+------------------------------------------------------------------+

#property version   "1.001"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Expert\Money\MoneyFixedRisk.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CMoneyFixedRisk m_money;

//--- =5H=85 ?0@0<5B@K A>25B=8:0

sinput string _Parameters_Trade  = "----- 0@0<5B@K B>@3>2;8";

input ushort   TakeProfit        = 20;       // Take Profit

input ushort   TrailingStop      = 10;       // TrailingStop

input ushort   TrailingStep      = 10;       // TrailingStep

input double   Risk              = 5;        // Risk in percent for a deal from a free margin

sinput string _Parameters_Expert = "----- 0@0<5B@K A>25B=8:0";

input ushort   Gap               = 50;

//--- ;>10;L=K5 ?5@5<5==K5 A>25B=8:0

bool ft=true;

double MidL=0,MLP=0,MLM=0;

double canal;

//---

ulong          m_magic=20051214;             // magic number

ulong          m_slippage=30;                // slippage

ENUM_ACCOUNT_MARGIN_MODE m_margin_mode;

double         m_adjusted_point;             // point value adjusted for 3 or 5 points

int            handle_iSAR;                  // variable for storing the handle of the iSAR indicator 

//+------------------------------------------------------------------+

//| Expert initialization function                                   |

//+------------------------------------------------------------------+

int OnInit()

  {

//SetMarginMode();

//if(!IsHedging())

//  {

//   Print("Hedging only!");

//   return(INIT_FAILED);

//  }

//---

   m_symbol.Name(Symbol());                  // sets symbol name

   if(!RefreshRates())

     {

      Print("Error RefreshRates. Bid=",DoubleToString(m_symbol.Bid(),Digits()),

            ", Ask=",DoubleToString(m_symbol.Ask(),Digits()));

      return(INIT_FAILED);

     }

   m_symbol.Refresh();

//---

   m_trade.SetExpertMagicNumber(m_magic);

//---

   if(IsFillingTypeAllowed(m_symbol.Name(),SYMBOL_FILLING_IOC))

      m_trade.SetTypeFilling(ORDER_FILLING_IOC);

//---

   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;

//---

   if(!m_money.Init(GetPointer(m_symbol),Period(),m_symbol.Point()*digits_adjust))

      return(INIT_FAILED);

   m_money.Percent(Risk);

//--- create handle of the indicator iSAR

   handle_iSAR=iSAR(m_symbol.Name(),PERIOD_M5,0.005,0.01);

//--- if the handle is not created 

   if(handle_iSAR==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code 

      PrintFormat("Failed to create handle of the iSAR 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)

  {

//---

// ObjectsDeleteAll(WindowOnDropped());

  }

//+------------------------------------------------------------------+

//| Expert tick function                                             |

//+------------------------------------------------------------------+

void OnTick()

  {

   MqlDateTime str1;

   TimeToStruct(TimeCurrent(),str1);

//---

   if(str1.hour>6)

     {

      MLP = iHigh(0,m_symbol.Name(),PERIOD_D1);

      MLM = iLow(0,m_symbol.Name(),PERIOD_D1);

      MidL= NormalizeDouble((MLP+MLM)/2,4);

      datetime time_0=iTime(0);

      MoveHLine("MidL",time_0,MidL,clrGold,1,STYLE_DOT);

      MoveHLine("MLP",time_0,MLP,clrLime,1,STYLE_DOT);

      MoveHLine("MLM",time_0,MLM,clrMagenta,1,STYLE_DOT);

      canal=MLP-MLM;

      ft=true;

     }

//Comment(TimeToString(TimeCurrent(),TIME_DATE|TIME_MINUTES),"\n",

//        " Min=",DoubleToString(MLM,m_symbol.Digits()),

//        ", Max=",DoubleToString(MLP,m_symbol.Digits()),

//        ", Pivot=",DoubleToString(MidL,4));



   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()==Symbol() && m_position.Magic()==m_magic)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(iSARGet(0)>iClose(1))

                 {

                  m_trade.PositionClose(m_position.Ticket());

                  return;

                 }

               if(TrailingStop>0)

                 {

                  if(m_position.PriceCurrent()-m_position.PriceOpen()>TrailingStop*m_adjusted_point)

                    {

                     if(m_position.StopLoss()<m_symbol.Bid()-(TrailingStop+TrailingStep)*m_adjusted_point)

                       {

                        if(!m_trade.PositionModify(m_position.Ticket(),

                           m_symbol.NormalizePrice(m_symbol.Bid()-TrailingStop*m_adjusted_point),

                           m_symbol.NormalizePrice(m_symbol.Bid()+TrailingStop*m_adjusted_point)))

                           //OrderModify(OrderTicket(),OrderOpenPrice(),

                           //            Bid-Point*TrailingStop,

                           //            Bid+Point*TrailingStop,0,Green);

                           Print("Modify ",m_position.Ticket(),

                                 " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

                                 ", description of result: ",m_trade.ResultRetcodeDescription());

                        return;

                       }

                    }

                 }

              }



            if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

               if(iSARGet(0)<iClose(1))

                 {

                  m_trade.PositionClose(m_position.Ticket());

                  return;

                 }

               if(TrailingStop>0)

                 {

                  if(m_position.PriceOpen()-m_position.PriceCurrent()>TrailingStop*m_adjusted_point)

                    {

                     if(m_position.StopLoss()>m_symbol.Ask()+(TrailingStop+TrailingStep)*m_adjusted_point ||

                        m_position.StopLoss()==0)

                       {

                        if(!m_trade.PositionModify(m_position.Ticket(),

                           m_symbol.NormalizePrice(m_symbol.Ask()+TrailingStop*m_adjusted_point),

                           m_symbol.NormalizePrice(m_symbol.Ask()-TrailingStop*m_adjusted_point)))

                           //OrderModify(OrderTicket(),OrderOpenPrice(),

                           //         Ask+Point*TrailingStop,

                           //         Ask-Point*TrailingStop,0,Red);

                           Print("Modify ",m_position.Ticket(),

                                 " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

                                 ", description of result: ",m_trade.ResultRetcodeDescription());

                        return;

                       }

                    }

                 }

              }

           }



   OpenPosition();

//---

  }

//+------------------------------------------------------------------+

//| $C=:F88                                                          |

//+------------------------------------------------------------------+

bool MoveHLine(string name,datetime time,double price,color clr,int width,int style)

  {

   if(ObjectFind(0,name)<0)

     {

      //--- A1@>A8< 7=0G5=85 >H81:8

      ResetLastError();

      //--- A>74048< 3>@87>=B0;L=CN ;8=8N

      if(!ObjectCreate(0,name,OBJ_HLINE,0,time,price))

        {

         Print(__FUNCTION__,

               ": =5 C40;>AL A>740BL 3>@87>=B0;L=CN ;8=8N! >4 >H81:8 = ",GetLastError());

         return(false);

        }

      //--- CAB0=>28< F25B ;8=88

      ObjectSetInteger(0,name,OBJPROP_COLOR,clr);

      //--- CAB0=>28< B>;I8=C ;8=88

      ObjectSetInteger(0,name,OBJPROP_WIDTH,width);

      //--- CAB0=>28< AB8;L >B>1@065=8O ;8=88

      ObjectSetInteger(0,name,OBJPROP_STYLE,style);

     }

   else

     {

      //--- A1@>A8< 7=0G5=85 >H81:8

      ResetLastError();

      //--- ?5@5<5AB8< 3>@87>=B0;L=CN ;8=8N

      if(!ObjectMove(0,name,0,time,price))

        {

         Print(__FUNCTION__,

               ": =5 C40;>AL ?5@5<5AB8BL 3>@87>=B0;L=CN ;8=8N! >4 >H81:8 = ",GetLastError());

         return(false);

        }

     }

   return(true);

  }

//+------------------------------------------------------------------+

//| B:@KB85 ?>78F88                                                 |

//+------------------------------------------------------------------+

void OpenPosition()

  {

   int total=0;

   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions

      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)

            total++;



   if(total>0)

      return;



   double ldStop=0.0,ldTake=0.0;

   if(!RefreshRates())

      return;

   int    bs=GetTradeSignal();



   if(bs>0)

     {

      if(TakeProfit!=0)

         ldTake=m_symbol.Ask()+TakeProfit*m_adjusted_point;

      OpenBuy(MLM,ldTake);

      //OrderSend(Symbol(),OP_BUY,Lots(),Ask,3,MLM,ldTake,

      //          "Pipsover",888,0,Blue);

     }

   if(bs<0)

     {

      if(TakeProfit!=0)

         ldTake=m_symbol.Bid()-TakeProfit*m_adjusted_point;

      OpenSell(MLP,ldTake);

      //OrderSend(Symbol(),OP_SELL,Lots(),Bid,3,MLP,ldTake,

      //          "Pipsover",888,0,Red);

     }

  }

//+------------------------------------------------------------------+

//| >72@0I05B B>@3>2K9 A83=0;:                                      |

//|    1 - ?>:C?09                                                   |

//|    0 - A848, :C@8 10<1C:                                         |

//|   -1 - ?@>40209                                                  |

//+------------------------------------------------------------------+

int GetTradeSignal()

  {

   double spread=m_symbol.Ask()-m_symbol.Bid();

   long vVolume = iTickVolume(0,m_symbol.Name(),PERIOD_M30);

   long pVolume = iTickVolume(1,m_symbol.Name(),PERIOD_M30);



   double test_bid=m_symbol.Bid();

   if(m_symbol.Bid() -(spread)<MLM && (vVolume/pVolume)>1.5 && canal>Gap*m_adjusted_point)

      return(-1);



   if(m_symbol.Ask()>MLP && (vVolume/pVolume)>1.5 && canal>Gap*m_adjusted_point)

      return(1);



   return(0);

  }

//+------------------------------------------------------------------+

//| Refreshes the symbol quotes data                                 |

//+------------------------------------------------------------------+

bool RefreshRates()

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

      return(false);

//--- protection against the return value of "zero"

   if(m_symbol.Ask()==0 || m_symbol.Bid()==0)

      return(false);

//---

   return(true);

  }

//+------------------------------------------------------------------+ 

//| Checks if the specified filling mode is allowed                  | 

//+------------------------------------------------------------------+ 

bool IsFillingTypeAllowed(string symbol,int fill_type)

  {

//--- Obtain the value of the property that describes allowed filling modes 

   int filling=(int)SymbolInfoInteger(symbol,SYMBOL_FILLING_MODE);

//--- Return true, if mode fill_type is allowed 

   return((filling & fill_type)==fill_type);

  }

//+------------------------------------------------------------------+ 

//| Get the High for specified bar index                             | 

//+------------------------------------------------------------------+ 

double iHigh(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   if(timeframe==0)

      timeframe=Period();

   double High[1];

   double high=0;

   int copied=CopyHigh(symbol,timeframe,index,1,High);

   if(copied>0) high=High[0];

   return(high);

  }

//+------------------------------------------------------------------+ 

//| Get Low for specified bar index                                  | 

//+------------------------------------------------------------------+ 

double iLow(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   if(timeframe==0)

      timeframe=Period();

   double Low[1];

   double low=0;

   int copied=CopyLow(symbol,timeframe,index,1,Low);

   if(copied>0) low=Low[0];

   return(low);

  }

//+------------------------------------------------------------------+ 

//| Get Close for specified bar index                                | 

//+------------------------------------------------------------------+ 

double iClose(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   if(timeframe==0)

      timeframe=Period();

   double Close[1];

   double close=0;

   int copied=CopyClose(symbol,timeframe,index,1,Close);

   if(copied>0) close=Close[0];

   return(close);

  }

//+------------------------------------------------------------------+ 

//| Get Time for specified bar index                                 | 

//+------------------------------------------------------------------+ 

datetime iTime(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   if(timeframe==0)

      timeframe=Period();

   datetime Time[1];

   datetime time=0;

   int copied=CopyTime(symbol,timeframe,index,1,Time);

   if(copied>0) time=Time[0];

   return(time);

  }

//+------------------------------------------------------------------+ 

//| Get TickVolume for specified bar index                           | 

//+------------------------------------------------------------------+ 

long iTickVolume(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   if(timeframe==0)

      timeframe=Period();

   long TickVolume[1];

   long tickvolume=0;

   int copied=CopyTickVolume(symbol,timeframe,index,1,TickVolume);

   if(copied>0) tickvolume=TickVolume[0];

   return(tickvolume);

  }

//+------------------------------------------------------------------+

//| Open Buy position                                                |

//+------------------------------------------------------------------+

void OpenBuy(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double check_open_long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl);

//Print("sl=",DoubleToString(sl,m_symbol.Digits()),

//      ", CheckOpenLong: ",DoubleToString(check_open_long_lot,2),

//      ", Balance: ",    DoubleToString(m_account.Balance(),2),

//      ", Equity: ",     DoubleToString(m_account.Equity(),2),

//      ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

   if(check_open_long_lot==0.0)

      return;



//--- check volume before OrderSend to avoid "not enough money" error (CTrade)

   double chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_long_lot,m_symbol.Ask(),ORDER_TYPE_BUY);



   if(chek_volime_lot!=0.0)

      if(chek_volime_lot>=check_open_long_lot)

        {

         if(m_trade.Buy(check_open_long_lot,NULL,m_symbol.Ask(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

               Print("Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

                     ", description of result: ",m_trade.ResultRetcodeDescription());

              }

            else

              {

               Print("Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),

                     ", description of result: ",m_trade.ResultRetcodeDescription());

              }

           }

         else

           {

            Print("Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

                  ", description of result: ",m_trade.ResultRetcodeDescription());

           }

        }

//---

  }

//+------------------------------------------------------------------+

//| Open Sell position                                               |

//+------------------------------------------------------------------+

void OpenSell(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double check_open_short_lot=m_money.CheckOpenShort(m_symbol.Bid(),sl);

//Print("sl=",DoubleToString(sl,m_symbol.Digits()),

//      ", CheckOpenLong: ",DoubleToString(check_open_short_lot,2),

//      ", Balance: ",    DoubleToString(m_account.Balance(),2),

//      ", Equity: ",     DoubleToString(m_account.Equity(),2),

//      ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

   if(check_open_short_lot==0.0)

      return;



//--- check volume before OrderSend to avoid "not enough money" error (CTrade)

   double chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_short_lot,m_symbol.Bid(),ORDER_TYPE_SELL);



   if(chek_volime_lot!=0.0)

      if(chek_volime_lot>=check_open_short_lot)

        {

         if(m_trade.Sell(check_open_short_lot,NULL,m_symbol.Bid(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

               Print("Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

                     ", description of result: ",m_trade.ResultRetcodeDescription());

              }

            else

              {

               Print("Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),

                     ", description of result: ",m_trade.ResultRetcodeDescription());

              }

           }

         else

           {

            Print("Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

                  ", description of result: ",m_trade.ResultRetcodeDescription());

           }

        }

//---

  }

//+------------------------------------------------------------------+

//| Get value of buffers for the iSAR                                |

//+------------------------------------------------------------------+

double iSARGet(const int index)

  {

   double SAR[1];

//--- reset error code 

   ResetLastError();

//--- fill a part of the iSARBuffer array with values from the indicator buffer that has 0 index 

   if(CopyBuffer(handle_iSAR,0,index,1,SAR)<0)

     {

      //--- if the copying fails, tell the error code 

      PrintFormat("Failed to copy data from the iSAR indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated 

      return(0.0);

     }

   return(SAR[0]);

  }

//+------------------------------------------------------------------+