Arrows and Curves EA

Price Data Components
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Arrows and Curves EA
//+------------------------------------------------------------------+
//|                Arrows and Curves EA(barabashkakvn's edition).mq5 |
//+------------------------------------------------------------------+
#property link      "kolas@list.ru"
#property version   "1.001"
#include <Trade\PositionInfo.mqh>
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>  
#include <Trade\AccountInfo.mqh>
#include <Expert\Money\MoneyFixedMargin.mqh>
CPositionInfo  m_position;                   // trade position object
CTrade         m_trade;                      // trading object
CSymbolInfo    m_symbol;                     // symbol info object
CAccountInfo   m_account;                    // account info wrapper
CMoneyFixedMargin m_money;
//--- input parameters
input double   InpLots           = 0.1;      // Lots (if "Lots" <=0.0 -> will use the setting "Risk")
input ushort   InpStopLoss       = 50;       // Stop Loss (if "0" - the setting is disabled) (in pips)
input ushort   InpTakeProfit     = 50;       // Take Profit (if "0" - the setting is disabled) (in pips)
input ushort   InpTrailingStop   = 0;        // Trailing Stop (if "0" - the setting is disabled) (in pips)
input ushort   InpTrailingStep   = 5;        // Trailing Step (if "0" - the setting "Trailing Stop" is disabled) (in pips)
input double   Risk              = 5;        // Risk in percent for a deal from a free margin
input int      SSP               = 20;       // reversal period
input int      Channel           = 0;        // Channel 
input int      Ch_Stop           = 30;       // Stop Channel
input int      relay             = 10;       // shift
//---
ulong          m_ticket;
ulong          m_magic=15489;                // magic number
ulong          m_slippage=10;                // slippage

double         ExtStopLoss=0.0;
double         ExtTakeProfit=0.0;
double         ExtTrailingStop=0.0;
double         ExtTrailingStep=0.0;

int            handle_iCustom;               // variable for storing the handle of the iCustom indicator 

double         m_adjusted_point;             // point value adjusted for 3 or 5 points
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   if(!m_symbol.Name(Symbol())) // sets symbol name
      return(INIT_FAILED);
   RefreshRates();

   string err_text="";
   if(InpLots>0.0)
      if(!CheckVolumeValue(InpLots,err_text))
        {
         Print(err_text);
         return(INIT_PARAMETERS_INCORRECT);
        }
//---
   m_trade.SetExpertMagicNumber(m_magic);
//---
   if(IsFillingTypeAllowed(SYMBOL_FILLING_FOK))
      m_trade.SetTypeFilling(ORDER_FILLING_FOK);
   else if(IsFillingTypeAllowed(SYMBOL_FILLING_IOC))
      m_trade.SetTypeFilling(ORDER_FILLING_IOC);
   else
      m_trade.SetTypeFilling(ORDER_FILLING_RETURN);
//---
   m_trade.SetDeviationInPoints(m_slippage);
//--- tuning for 3 or 5 digits
   int digits_adjust=1;
   if(m_symbol.Digits()==3 || m_symbol.Digits()==5)
      digits_adjust=10;
   m_adjusted_point=m_symbol.Point()*digits_adjust;

   ExtStopLoss=InpStopLoss*m_adjusted_point;
   ExtTakeProfit=InpTakeProfit*m_adjusted_point;
   ExtTrailingStop=InpTrailingStop*m_adjusted_point;
   ExtTrailingStep=InpTrailingStep*m_adjusted_point;
//---
   if(InpLots<=0.0)
     {
      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 iCustom
   handle_iCustom=iCustom(m_symbol.Name(),Period(),"arrows_curves",SSP,Channel,Ch_Stop,relay);
//--- if the handle is not created 
   if(handle_iCustom==INVALID_HANDLE)
     {
      //--- tell about the failure and output the error code 
      PrintFormat("Failed to create handle of the iCustom 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)
  {
//---

  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//--- we work only at the time of the birth of new bar
   static datetime PrevBars=0;
   datetime time_0=iTime(0);
   if(time_0==PrevBars)
      return;
   PrevBars=time_0;

   if(!RefreshRates())
     {
      PrevBars=iTime(1);
      return;
     }
//---
   if(Bars(m_symbol.Name(),Period())<SSP)
      return;
//---
   bool need_open_buy=(iCustomGet(handle_iCustom,0,1)==0.0)?false:true;
   bool need_open_sell=(iCustomGet(handle_iCustom,1,1)==0.0)?false:true;

   if(CalculateAllPositions()==0.0)
     {
      if(need_open_buy)
        {
         double sl=(InpStopLoss==0)?0.0:m_symbol.Ask()-ExtStopLoss;
         double tp=(InpTakeProfit==0)?0.0:m_symbol.Ask()+ExtTakeProfit;
         OpenBuy(sl,tp);
        }
      else if(need_open_sell)
        {
         double sl=(InpStopLoss==0)?0.0:m_symbol.Bid()+ExtStopLoss;
         double tp=(InpTakeProfit==0)?0.0:m_symbol.Bid()-ExtTakeProfit;
         OpenSell(sl,tp);
        }
     }
   else
     {
      if(need_open_buy)
         ClosePositions(POSITION_TYPE_SELL);
      else if(need_open_sell)
         ClosePositions(POSITION_TYPE_BUY);
      Trailing();
     }
  }
//+------------------------------------------------------------------+
//| TradeTransaction function                                        |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction &trans,
                        const MqlTradeRequest &request,
                        const MqlTradeResult &result)
  {
//---

  }
//+------------------------------------------------------------------+
//| Refreshes the symbol quotes data                                 |
//+------------------------------------------------------------------+
bool RefreshRates(void)
  {
//--- refresh rates
   if(!m_symbol.RefreshRates())
     {
      Print("RefreshRates error");
      return(false);
     }
//--- protection against the return value of "zero"
   if(m_symbol.Ask()==0 || m_symbol.Bid()==0)
      return(false);
//---
   return(true);
  }
//+------------------------------------------------------------------+
//| Check the correctness of the order volume                        |
//+------------------------------------------------------------------+
bool CheckVolumeValue(double volume,string &error_description)
  {
//--- minimal allowed volume for trade operations
   double min_volume=m_symbol.LotsMin();
   if(volume<min_volume)
     {
      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)
     {
      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)
     {
      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);
  }
//+------------------------------------------------------------------+ 
//| Checks if the specified filling mode is allowed                  | 
//+------------------------------------------------------------------+ 
bool IsFillingTypeAllowed(int fill_type)
  {
//--- Obtain the value of the property that describes allowed filling modes 
   int filling=m_symbol.TradeFillFlags();
//--- Return true, if mode fill_type is allowed 
   return((filling & fill_type)==fill_type);
  }
//+------------------------------------------------------------------+ 
//| Get Time for specified bar index                                 | 
//+------------------------------------------------------------------+ 
datetime iTime(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)
  {
   if(symbol==NULL)
      symbol=m_symbol.Name();
   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 value of buffers for the iCustom                             |
//|  the buffer numbers are the following:                           |
//+------------------------------------------------------------------+
double iCustomGet(int handle,const int buffer,const int index)
  {
   double Custom[1];
//--- reset error code 
   ResetLastError();
//--- fill a part of the iCustom array with values from the indicator buffer that has 0 index 
   if(CopyBuffer(handle,buffer,index,1,Custom)<0)
     {
      //--- if the copying fails, tell the error code 
      PrintFormat("Failed to copy data from the iCustom indicator, error code %d",GetLastError());
      //--- quit with zero result - it means that the indicator is considered as not calculated 
      return(0.0);
     }
   return(Custom[0]);
  }
//+------------------------------------------------------------------+
//| Calculate all positions                                          |
//+------------------------------------------------------------------+
int CalculateAllPositions()
  {
   int total=0;

   for(int i=PositionsTotal()-1;i>=0;i--)
      if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties
         if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)
            total++;
//---
   return(total);
  }
//+------------------------------------------------------------------+
//| Trailing                                                         |
//+------------------------------------------------------------------+
void Trailing()
  {
   if(ExtTrailingStop==0)
      return;
   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions
      if(m_position.SelectByIndex(i))
         if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)
           {
            if(m_position.PositionType()==POSITION_TYPE_BUY)
              {
               if(m_position.PriceCurrent()-m_position.PriceOpen()>ExtTrailingStop+ExtTrailingStep)
                  if(m_position.StopLoss()<m_position.PriceCurrent()-(ExtTrailingStop+ExtTrailingStep))
                    {
                     if(!m_trade.PositionModify(m_position.Ticket(),
                        m_symbol.NormalizePrice(m_position.PriceCurrent()-ExtTrailingStop),
                        m_position.TakeProfit()))
                        Print("Modify ",m_position.Ticket(),
                              " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),
                              ", description of result: ",m_trade.ResultRetcodeDescription());
                     continue;
                    }
              }
            else
              {
               if(m_position.PriceOpen()-m_position.PriceCurrent()>ExtTrailingStop+ExtTrailingStep)
                  if((m_position.StopLoss()>(m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep))) || 
                     (m_position.StopLoss()==0))
                    {
                     if(!m_trade.PositionModify(m_position.Ticket(),
                        m_symbol.NormalizePrice(m_position.PriceCurrent()+ExtTrailingStop),
                        m_position.TakeProfit()))
                        Print("Modify ",m_position.Ticket(),
                              " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),
                              ", description of result: ",m_trade.ResultRetcodeDescription());
                     continue;
                    }
              }

           }
  }
//+------------------------------------------------------------------+
//| Close positions                                                  |
//+------------------------------------------------------------------+
void ClosePositions(const ENUM_POSITION_TYPE pos_type)
  {
   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of current positions
      if(m_position.SelectByIndex(i))     // selects the position by index for further access to its properties
         if(m_position.Symbol()==Symbol() && m_position.Magic()==m_magic)
            if(m_position.PositionType()==pos_type) // gets the position type
               m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol
  }
//+------------------------------------------------------------------+
//| Open Buy position                                                |
//+------------------------------------------------------------------+
void OpenBuy(double sl,double tp)
  {
   sl=m_symbol.NormalizePrice(sl);
   tp=m_symbol.NormalizePrice(tp);

   double check_open_long_lot=0.0;
   if(InpLots<=0.0)
     {
      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;
     }
   else
      check_open_long_lot=InpLots;

//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
   double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_long_lot,m_symbol.Ask(),ORDER_TYPE_BUY);

   if(check_volume_lot!=0.0)
      if(check_volume_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("#1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
                     ", description of result: ",m_trade.ResultRetcodeDescription());
               PrintResult(m_trade,m_symbol);
              }
            else
              {
               Print("#2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),
                     ", description of result: ",m_trade.ResultRetcodeDescription());
               PrintResult(m_trade,m_symbol);
              }
           }
         else
           {
            Print("#3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
                  ", description of result: ",m_trade.ResultRetcodeDescription());
            PrintResult(m_trade,m_symbol);
           }
        }
//---
  }
//+------------------------------------------------------------------+
//| Open Sell position                                               |
//+------------------------------------------------------------------+
void OpenSell(double sl,double tp)
  {
   sl=m_symbol.NormalizePrice(sl);
   tp=m_symbol.NormalizePrice(tp);

   double check_open_short_lot=0.0;
   if(InpLots<=0.0)
     {
      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;
     }
   else
      check_open_short_lot=InpLots;

//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
   double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_short_lot,m_symbol.Bid(),ORDER_TYPE_SELL);

   if(check_volume_lot!=0.0)
      if(check_volume_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("#1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
                     ", description of result: ",m_trade.ResultRetcodeDescription());
               PrintResult(m_trade,m_symbol);
              }
            else
              {
               Print("#2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),
                     ", description of result: ",m_trade.ResultRetcodeDescription());
               PrintResult(m_trade,m_symbol);
              }
           }
         else
           {
            Print("#3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
                  ", description of result: ",m_trade.ResultRetcodeDescription());
            PrintResult(m_trade,m_symbol);
           }
        }
//---
  }
//+------------------------------------------------------------------+
//| Print CTrade result                                              |
//+------------------------------------------------------------------+
void PrintResult(CTrade &trade,CSymbolInfo &symbol)
  {
   Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));
   Print("code of request result: "+trade.ResultRetcodeDescription());
   Print("deal ticket: "+IntegerToString(trade.ResultDeal()));
   Print("order ticket: "+IntegerToString(trade.ResultOrder()));
   Print("volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));
   Print("price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));
   Print("current bid price: "+DoubleToString(trade.ResultBid(),symbol.Digits()));
   Print("current ask price: "+DoubleToString(trade.ResultAsk(),symbol.Digits()));
   Print("broker comment: "+trade.ResultComment());
   DebugBreak();
  }
//+------------------------------------------------------------------+

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