exp_superwoodiescci

//+------------------------------------------------------------------+
//|                                          Exp_SuperWoodiesCCI.mq5 |
//|                             Copyright © 2012,   Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2012, Nikolay Kositsin"
#property link      "farria@mail.redcom.ru"
#property version   "1.00"
//+----------------------------------------------+
//| Include the CChart class into Expert Advisor |
//+----------------------------------------------+
#include <Charts\Chart.mqh>
//---- declaration of a variable of the CChart class
CChart cchart;
//+----------------------------------------------+
//| Expert Advisor indicator input parameters    |
//+----------------------------------------------+
input double MM=-0.1;             //Share of a deposit in a deal, negative values - lot size
input int    StopLoss_=1000;      //Stop Loss in points
input int    TakeProfit_=2000;    // Take Profit in points
input int    Deviation_=10;       //max. price deviation in points
input bool   BuyPosOpen=true;     // Permission to buy
input bool   SellPosOpen=true;    // Permission to sell
input bool   BuyPosClose=true;     // Permission to exit long positions
input bool   SellPosClose=true;    // Permission to exit short positions
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà SuperWoodiesCCI |
//+----------------------------------------------+
input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H4; //indicator time frame
//----
input uint CCI_Period=50;
input uint TCCI_Period=10;
input ENUM_APPLIED_PRICE  applied_price=PRICE_TYPICAL;  // type of price
//----
input uint SignalBar=1;//bar index for getting an entry signal
//+----------------------------------------------+
//---- Declaration of integer variables for storing a chart period in seconds 
int TimeShiftSec;
//---- Declaration of integer variables for the indicator handles
int InpInd_Handle;
//---- declaration of the integer variables for the start of data calculation
int min_rates_total;
//+------------------------------------------------------------------+
//  Trading algorithms                                               | 
//+------------------------------------------------------------------+
#include <TradeAlgorithms.mqh>
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---- getting the SuperWoodiesCCI indicator handle
   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"SuperWoodiesCCI",CCI_Period,TCCI_Period,applied_price,0);
   if(InpInd_Handle==INVALID_HANDLE) Print(" Failed to get handle of SuperWoodiesCCI indicator");

//--- indicator chart creating
   if(InpInd_Timeframe==Period())
     {
      //--- resetting error code to zero
      ResetLastError();

      //--- set that the cchart object works on the current (ID=0) chart, on which the Expert Advisor is running
      cchart.Attach(0);

      //---- add the SuperWoodiesCCI indicator on the chart  
      if(!cchart.IndicatorAdd(1,InpInd_Handle)) Print(" Failed to add the SuperWoodiesCCI indicator on the chart!");
     }

//---- initialization of a variable for storing a chart period in seconds  
   TimeShiftSec=PeriodSeconds(InpInd_Timeframe);

//---- Initialization of variables of the start of data calculation
   min_rates_total=int(MathMax(CCI_Period,TCCI_Period))+6;
   min_rates_total+=int(2+SignalBar);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//----
   GlobalVariableDel_(Symbol());
//---- delete the indicator from the chart
   string short_name="SuperWoodiesCCI";
   if(InpInd_Timeframe==Period())
     {
      if(!IndicatorRelease(InpInd_Handle)) Print(" Failed to delete indicator handle ",short_name,"!");
      if(!ChartIndicatorDelete(0,ChartWindowFind(0,short_name),short_name))
         Print(" Failed to delete the ",short_name," indicator from the chart!");
     }
//----
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---- checking the number of bars to be enough for calculation
   if(BarsCalculated(InpInd_Handle)<min_rates_total) return;

//---- uploading history for IsNewBar() and SeriesInfoInteger() functions normal operation  
   LoadHistory(TimeCurrent()-PeriodSeconds(InpInd_Timeframe)-1,Symbol(),InpInd_Timeframe);

//---- Declaration of static variables
   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;

//+----------------------------------------------+
//| Detecting market entry signals               |
//+----------------------------------------------+
   if(!SignalBar || NB.IsNewBar(Symbol(),InpInd_Timeframe) || Recount) // checking for a new bar
     {
      //---- Declaration of local variables
      double Value[2];

      //---- zeroing out trading signals
      BUY_Open=false;
      SELL_Open=false;
      BUY_Close=false;
      SELL_Close=false;
      Recount=false;

      //---- copy newly appeared data into the arrays
      if(CopyBuffer(InpInd_Handle,2,SignalBar,2,Value)<=0) {Recount=true; return;}

      //---- Getting buy signals
      if(Value[1]>0)
        {
         if(BuyPosOpen && Value[0]<=0) BUY_Open=true;
         if(SellPosClose) SELL_Close=true;
         UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
        }

      //---- Getting sell signals
      if(Value[1]<0)
        {
         if(SellPosOpen && Value[0]>=0) SELL_Open=true;
         if(BuyPosClose) BUY_Close=true;
         DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
        }
     }

//+----------------------------------------------+
//| Performing deals                             |
//+----------------------------------------------+
//---- Closing a long position
   BuyPositionClose(BUY_Close,Symbol(),Deviation_);

//---- Closing a short position   
   SellPositionClose(SELL_Close,Symbol(),Deviation_);

//---- Buying
   BuyPositionOpen(BUY_Open,Symbol(),UpSignalTime,MM,0,Deviation_,StopLoss_,TakeProfit_);

//---- Selling
   SellPositionOpen(SELL_Open,Symbol(),DnSignalTime,MM,0,Deviation_,StopLoss_,TakeProfit_);
//----
  }
//+------------------------------------------------------------------+