exp_hlrsign

//+------------------------------------------------------------------+
//|                                                  Exp_HLRSign.mq5 |
//|                               Copyright © 2015, Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2015, Nikolay Kositsin"
#property link      "farria@mail.redcom.ru"
#property version   "1.10"
//+----------------------------------------------+
//| Òîðãîâûå àëãîðèòìû                           |
//+----------------------------------------------+
#include <TradeAlgorithms.mqh>
//+----------------------------------------------+
//| Ïåðå÷èñëåíèå äëÿ âàðèàíòîâ ðàñ÷åòà ëîòà      |
//+----------------------------------------------+
/*enum MarginMode  - ïåðå÷èñëåíèå îáúÿâëåíî â ôàéëå TradeAlgorithms.mqh
  {
   FREEMARGIN=0,     //MM îò ñâîáîäíûõ ñðåäñòâ íà ñ÷åòå
   BALANCE,          //MM îò áàëàíñà ñðåäñòâ íà ñ÷åòå
   LOSSFREEMARGIN,   //MM ïî óáûòêàì îò ñâîáîäíûõ ñðåäñòâ íà ñ÷åòå
   LOSSBALANCE,      //MM ïî óáûòêàì îò áàëàíñà ñðåäñòâ íà ñ÷åòå
   LOT               //Ëîò áåç èçìåíåíèÿ
  }; */
//+----------------------------------------------+
//| îáúÿâëåíèå ïåðå÷èñëåíèé                      |
//+----------------------------------------------+
enum Alg_Method
  {
   MODE_IN,  //Àëãîðèòì íà âõîäå â çîíû ÏÇ è ÏÏ
   MODE_OUT  //Àëãîðèòì íà âûõîäå â çîíû ÏÇ è ÏÏ
  };
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà ýêñïåðòà        |
//+----------------------------------------------+
input double MM=0.1;              // Äîëÿ ôèíàíñîâûõ ðåñóðñîâ îò äåïîçèòà â ñäåëêå
input MarginMode MMMode=LOT;      // Ñïîñîá îïðåäåëåíèÿ ðàçìåðà ëîòà
input int    StopLoss_=1000;      // Stop Loss â ïóíêòàõ
input int    TakeProfit_=2000;    // Take Profit â ïóíêòàõ
input int    Deviation_=10;       // Ìàêñ. îòêëîíåíèå öåíû â ïóíêòàõ
input bool   BuyPosOpen=true;     // Ðàçðåøåíèå äëÿ âõîäà â ëîíã
input bool   SellPosOpen=true;    // Ðàçðåøåíèå äëÿ âõîäà â øîðò
input bool   BuyPosClose=true;    // Ðàçðåøåíèå äëÿ âûõîäà èç ëîíãîâ
input bool   SellPosClose=true;   // Ðàçðåøåíèå äëÿ âûõîäà èç øîðòîâ
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà HLRSign         |
//+----------------------------------------------+
input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H1; // Òàéìôðåéì èíäèêàòîðà HLRSign
input Alg_Method Mode=MODE_OUT;                   // Ïðîáîéíûé àëãîðèòì
input uint HLR_Range=40;                          // Ïåðèîä óñðåäíåíèÿ èíäèêàòîðà
input uint HLR_UpLevel=80;                        // Óðîâåíü ïåðåêóïëåííîñòè
input uint HLR_DnLevel=20;                        // Óðîâåíü ïåðåïðîäàííîñòè
input uint SignalBar=1;                           // Íîìåð áàðà äëÿ ïîëó÷åíèÿ ñèãíàëà âõîäà
//+----------------------------------------------+
int TimeShiftSec;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int InpInd_Handle;
//--- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- ïîëó÷åíèå õåíäëà èíäèêàòîðà HLRSign
   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"HLRSign",Mode,HLR_Range,HLR_UpLevel,HLR_DnLevel,0);
   if(InpInd_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà HLRSign");
      return(INIT_FAILED);
     }
//--- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ õðàíåíèÿ ïåðèîäà ãðàôèêà â ñåêóíäàõ  
   TimeShiftSec=PeriodSeconds(InpInd_Timeframe);
//--- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
   int ATR_Period=100;
   min_rates_total=int(MathMax(HLR_Range+1,ATR_Period));
   min_rates_total+=int(SignalBar+3);
//--- çàâåðøåíèå èíèöèàëèçàöèè
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   GlobalVariableDel_(Symbol());
//---
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//--- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷åòà
   if(BarsCalculated(InpInd_Handle)<min_rates_total) return;
//--- ïîäãðóçêà èñòîðèè äëÿ íîðìàëüíîé ðàáîòû ôóíêöèé IsNewBar() è SeriesInfoInteger()  
   LoadHistory(TimeCurrent()-PeriodSeconds(InpInd_Timeframe)-1,Symbol(),InpInd_Timeframe);
//--- îáúÿâëåíèå ëîêàëüíûõ ïåðåìåííûõ
   double DnValue[1],UpValue[1];
//--- îáúÿâëåíèå ñòàòè÷åñêèõ ïåðåìåííûõ
   static bool Recount=true;
   static bool BUY_Open=false,BUY_Close=false;
   static bool SELL_Open=false,SELL_Close=false;
   static datetime UpSignalTime,DnSignalTime;
   static CIsNewBar NB;
//--- îïðåäåëåíèå ñèãíàëîâ äëÿ ñäåëîê
   if(!SignalBar || NB.IsNewBar(Symbol(),InpInd_Timeframe) || Recount) // ïðîâåðêà íà ïîÿâëåíèå íîâîãî áàðà
     {
      //--- îáíóëèì òîðãîâûå ñèãíàëû
      BUY_Open=false;
      SELL_Open=false;
      BUY_Close=false;
      SELL_Close=false;
      Recount=false;
      //--- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
      if(CopyBuffer(InpInd_Handle,1,SignalBar,1,UpValue)<=0) {Recount=true; return;}
      if(CopyBuffer(InpInd_Handle,0,SignalBar,1,DnValue)<=0) {Recount=true; return;}
      //--- ïîëó÷èì ñèãíàëû äëÿ ïîêóïêè
      if(UpValue[0] && UpValue[0]!=EMPTY_VALUE)
        {
         if(BuyPosOpen) BUY_Open=true;
         if(SellPosClose)SELL_Close=true;
         UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
        }
      //--- ïîëó÷èì ñèãíàëû äëÿ ïðîäàæè
      if(DnValue[0] && DnValue[0]!=EMPTY_VALUE)
        {
         if(SellPosOpen) SELL_Open=true;
         if(BuyPosClose) BUY_Close=true;
         DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
        }
      //--- ïîèñê ïîñëåäíåãî íàïðàâëåíèÿ òîðãîâëè äëÿ ïîëó÷åíèÿ ñèãíàëîâ äëÿ çàêðûâàíèÿ ïîçèöèé
      //if(!MQL5InfoInteger(MQL5_TESTING) && !MQL5InfoInteger(MQL5_OPTIMIZATION)) //åñëè ðåæèì òîðãîâëè â òåñòåðå "Ïðîèçâîëüíàÿ çàäåðæêà" 
      if(((BuyPosOpen && BuyPosClose) || (SellPosOpen && SellPosClose)) && (!BUY_Close && !SELL_Close))
        {
         int Bars_=Bars(Symbol(),InpInd_Timeframe);

         for(int bar=int(SignalBar+1); bar<Bars_; bar++)
           {
            if(SellPosClose)
              {
               if(CopyBuffer(InpInd_Handle,1,bar,1,UpValue)<=0) {Recount=true; return;}
               if(UpValue[0]!=0 && UpValue[0]!=EMPTY_VALUE)
                 {
                  SELL_Close=true;
                  break;
                 }
              }

            if(BuyPosClose)
              {
               if(CopyBuffer(InpInd_Handle,0,bar,1,DnValue)<=0) {Recount=true; return;}
               if(DnValue[0]!=0 && DnValue[0]!=EMPTY_VALUE)
                 {
                  BUY_Close=true;
                  break;
                 }
              }
           }
        }
     }
//--- ñîâåðøåíèå ñäåëîê
//--- çàêðûâàåì ëîíã
   BuyPositionClose(BUY_Close,Symbol(),Deviation_);
//--- çàêðûâàåì øîðò   
   SellPositionClose(SELL_Close,Symbol(),Deviation_);
//--- îòêðûâàåì ëîíã
   BuyPositionOpen(BUY_Open,Symbol(),UpSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);
//--- îòêðûâàåì øîðò
   SellPositionOpen(SELL_Open,Symbol(),DnSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);
//---
  }
//+------------------------------------------------------------------+