Exp_XKPrmSt_v2_Duplex

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

//|                                        Exp_XKPrmSt_v2_Duplex.mq5 |

//|                               Copyright © 2018, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

#property link      "farria@mail.redcom.ru"

#property version   "1.00"

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

//|  ?8A0=85 :;0AA0 CXMA                        |

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

#include <SmoothAlgorithms.mqh> 

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

//  ">@3>2K5 0;3>@8B<K                           | 

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

#include <TradeAlgorithms.mqh>

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

//|  5@5G8A;5=85 4;O 20@80=B>2 @0AGQB0 ;>B0     |

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

/*enum MarginMode  - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 TradeAlgorithms.mqh

  {

   FREEMARGIN=0,     //MM >B A2>1>4=KE A@54AB2 =0 AGQB5

   BALANCE,          //MM >B 10;0=A0 A@54AB2 =0 AGQB5

   LOSSFREEMARGIN,   //MM ?> C1KB:0< >B A2>1>4=KE A@54AB2 =0 AGQB5

   LOSSBALANCE,      //MM ?> C1KB:0< >B 10;0=A0 A@54AB2 =0 AGQB5

   LOT               //>B 157 87<5=5=8O

  }; */

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum Applied_price_ //"8? :>=AB0=BK

  {

   PRICE_CLOSE_ = 1,     //PRICE_CLOSE

   PRICE_OPEN_,          //PRICE_OPEN

   PRICE_HIGH_,          //PRICE_HIGH

   PRICE_LOW_,           //PRICE_LOW

   PRICE_MEDIAN_,        //PRICE_MEDIAN

   PRICE_TYPICAL_,       //PRICE_TYPICAL

   PRICE_WEIGHTED_,      //PRICE_WEIGHTED

   PRICE_SIMPL_,         //PRICE_SIMPL_

   PRICE_QUARTER_,       //PRICE_QUARTER_

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 

   PRICE_DEMARK_         //Demark Price

  }; 

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

//| E>4=K5 ?0@0<5B@K M:A?5@B0 4;O ;>=3>2        |

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

input uint    L_Magic=777;          //L <038: =><5@

input double  L_MM=0.1;             //L >;O D8=0=A>2KE @5AC@A>2 >B 45?>78B0 2 A45;:5

input MarginMode L_MMMode=LOT;      //L A?>A>1 >?@545;5=8O @07<5@0 ;>B0

input uint    L_StopLoss_=1000;     //L AB>?;>AA 2 ?C=:B0E

input uint    L_TakeProfit_=2000;   //L B59:?@>D8B 2 ?C=:B0E

input uint    L_Deviation_=10;      //L <0:A. >B:;>=5=85 F5=K 2 ?C=:B0E

input bool    L_PosOpen=true;       //L  07@5H5=85 4;O 2E>40 2 ;>=3

input bool    L_PosClose=true;      //L  07@5H5=85 4;O 2KE>40 87 ;>=3>2

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0 4;O ;>=3>2      |

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

input ENUM_TIMEFRAMES L_InpInd_Timeframe=PERIOD_H4; //L B09<D@59< 8=48:0B>@0

input uint  L_Per1=14;                              //L ?5@8>4 ?>8A:0 M:AB@5<0;L=KE M:AB@5<C<>2

input Smooth_Method L_MA_Method2=MODE_T3;           //L <5B>4 CA@54=5=8O 2B>@>3> A3;06820=8O 

input int L_Per2=7;                                 //L 3;C18=0 2B>@>3> A3;06820=8O 

input int L_Phase2=15;                              //L ?0@0<5B@ 2B>@>3> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input Smooth_Method L_MA_Method3=MODE_JJMA;         //L <5B>4 CA@54=5=8O B@5BL53> A3;06820=8O 

input int L_Per3=3;                                 //L 3;C18=0  B@5BL53> A3;06820=8O                    

input int L_Phase3=15;                              //L ?0@0<5B@ B@5BL53> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input uint  L_Per4=5;                               //L ?5@8>4 ?>8A:0 M:AB@5<C<>2

input uint  L_HighLevel=60;                         //L C@>25=L ?5@5:C?;5==>AB8

input uint  L_LowLevel=40;                          //L C@>25=L ?5@5?@>40==>AB8

input uint L_SignalBar=1;                           //L =><5@ 10@0 4;O ?>;CG5=8O A83=0;0 2E>40

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

//| E>4=K5 ?0@0<5B@K M:A?5@B0 4;O H>@B>2        |

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

input uint    S_Magic=555;          //S <038: =><5@

input double  S_MM=0.1;             //S >;O D8=0=A>2KE @5AC@A>2 >B 45?>78B0 2 A45;:5

input MarginMode S_MMMode=LOT;      //S A?>A>1 >?@545;5=8O @07<5@0 ;>B0

input uint    S_StopLoss_=1000;     //S AB>?;>AA 2 ?C=:B0E

input uint    S_TakeProfit_=2000;   //S B59:?@>D8B 2 ?C=:B0E

input uint    S_Deviation_=10;      //S <0:A. >B:;>=5=85 F5=K 2 ?C=:B0E

input bool    S_PosOpen=true;       //S  07@5H5=85 4;O 2E>40 2 H>@B

input bool    S_PosClose=true;      //S  07@5H5=85 4;O 2KE>40 87 H>@B>2

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0 4;O H>@B>2      |

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

input ENUM_TIMEFRAMES S_InpInd_Timeframe=PERIOD_H4; //S B09<D@59< 8=48:0B>@0

input uint  S_Per1=14;                              //S ?5@8>4 ?>8A:0 M:AB@5<0;L=KE M:AB@5<C<>2

input Smooth_Method S_MA_Method2=MODE_T3;           //S <5B>4 CA@54=5=8O 2B>@>3> A3;06820=8O 

input int S_Per2=7;                                 //S 3;C18=0 2B>@>3> A3;06820=8O 

input int S_Phase2=15;                              //S ?0@0<5B@ 2B>@>3> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input Smooth_Method S_MA_Method3=MODE_JJMA;         //S <5B>4 CA@54=5=8O B@5BL53> A3;06820=8O 

input int S_Per3=3;                                 //S 3;C18=0  B@5BL53> A3;06820=8O                    

input int S_Phase3=15;                              //S ?0@0<5B@ B@5BL53> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input uint  S_Per4=5;                               //S ?5@8>4 ?>8A:0 M:AB@5<C<>2

input uint  S_HighLevel=60;                         //S C@>25=L ?5@5:C?;5==>AB8

input uint  S_LowLevel=40;                          //S C@>25=L ?5@5?@>40==>AB8

input uint S_SignalBar=1;                           //S =><5@ 10@0 4;O ?>;CG5=8O A83=0;0 2E>40

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

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E@0=5=8O ?5@8>40 3@0D8:0 2 A5:C=40E 

int L_TimeShiftSec,S_TimeShiftSec;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int L_InpInd_Handle,S_InpInd_Handle;

//---- >1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int L_min_rates_total,S_min_rates_total;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 XKPrmSt_v2 L

   L_InpInd_Handle=iCustom(Symbol(),L_InpInd_Timeframe,"XKPrmSt_v2",L_Per1,L_MA_Method2,L_Per2,L_Phase2,L_MA_Method3,L_Per3,L_Phase3,L_Per4,0,L_HighLevel,L_LowLevel);

   if(L_InpInd_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 XKPrmSt_v2 L");

      return(INIT_FAILED);

     }

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 XKPrmSt S

   S_InpInd_Handle=iCustom(Symbol(),S_InpInd_Timeframe,"XKPrmSt_v2",S_Per1,S_MA_Method2,S_Per2,S_Phase2,S_MA_Method3,S_Per3,S_Phase3,S_Per4,0,S_HighLevel,S_LowLevel);

   if(S_InpInd_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 XKPrmSt_v2 S");

      return(INIT_FAILED);

     }



//---- 8=8F80;870F8O ?5@5<5==>9 4;O E@0=5=8O ?5@8>40 3@0D8:0 2 A5:C=40E  

   L_TimeShiftSec=PeriodSeconds(L_InpInd_Timeframe);

   S_TimeShiftSec=PeriodSeconds(S_InpInd_Timeframe);



//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   L_min_rates_total=int(L_Per1+L_Per4);

   L_min_rates_total+=GetStartBars(L_MA_Method2,L_Per2,L_Phase2);

   L_min_rates_total+=GetStartBars(L_MA_Method3,L_Per3,L_Phase3);

   L_min_rates_total+=int(3+L_SignalBar);

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   S_min_rates_total=int(S_Per1+S_Per4);

   S_min_rates_total+=GetStartBars(S_MA_Method2,S_Per2,S_Phase2);

   S_min_rates_total+=GetStartBars(S_MA_Method3,S_Per3,S_Phase3);

   S_min_rates_total+=int(3+S_SignalBar);

//----

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//----

   GlobalVariableDel_(Symbol());

//----

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(L_InpInd_Handle)<L_min_rates_total) return;

   if(BarsCalculated(S_InpInd_Handle)<S_min_rates_total) return;



//---- ?>43@C7:0 8AB>@88 4;O =>@<0;L=>9 @01>BK DC=:F89 IsNewBar() 8 SeriesInfoInteger()  

   LoadHistory(TimeCurrent()-PeriodSeconds(L_InpInd_Timeframe)-1,Symbol(),L_InpInd_Timeframe);

   LoadHistory(TimeCurrent()-PeriodSeconds(L_InpInd_Timeframe)-1,Symbol(),L_InpInd_Timeframe);



//---- 1JO2;5=85 ;>:0;L=KE ?5@5<5==KE

   double Col[2];

//---- 1JO2;5=85 AB0B8G5A:8E ?5@5<5==KE

   static bool L_Recount=true,S_Recount=true;

   static bool BUY_Open=false,BUY_Close=false;

   static bool SELL_Open=false,SELL_Close=false;

   static datetime UpSignalTime,DnSignalTime;

   static CIsNewBar L_NB,S_NB;



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

//| ?@545;5=85 A83=0;>2 4;O 4;8==KE ?>78F89     |

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

   if(!L_SignalBar || L_NB.IsNewBar(Symbol(),L_InpInd_Timeframe) || L_Recount) // ?@>25@:0 =0 ?>O2;5=85 =>2>3> 10@0

     {

      //---- >1=C;8< B>@3>2K5 A83=0;K

      BUY_Open=false;

      BUY_Close=false;

      L_Recount=false;



      //---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

      if(CopyBuffer(L_InpInd_Handle,4,L_SignalBar,2,Col)<=0) {L_Recount=true; return;}



      //---- >;CG8< A83=0;K 4;O ?>:C?:8

      if(Col[1]==0)

        {

         if(L_PosOpen && Col[0]>0) BUY_Open=true;

         UpSignalTime=datetime(SeriesInfoInteger(Symbol(),L_InpInd_Timeframe,SERIES_LASTBAR_DATE))+L_TimeShiftSec;

        }



      //---- >;CG8< A83=0;K 4;O ?@>4068

      if(Col[1]==2)

        {

         if(L_PosClose) BUY_Close=true;

        }

     }

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

//| ?@545;5=85 A83=0;>2 4;O :>@>B:8E ?>78F89    |

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

   if(!S_SignalBar || S_NB.IsNewBar(Symbol(),S_InpInd_Timeframe) || S_Recount) // ?@>25@:0 =0 ?>O2;5=85 =>2>3> 10@0

     {

      //---- >1=C;8< B>@3>2K5 A83=0;K

      SELL_Open=false;

      SELL_Close=false;

      S_Recount=false;



      //---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

      if(CopyBuffer(S_InpInd_Handle,4,S_SignalBar,2,Col)<=0) {S_Recount=true; return;}



      //---- >;CG8< A83=0;K 4;O ?@>4068

      if(Col[1]==2)

        {

         if(S_PosOpen && Col[0]<2) SELL_Open=true;

         DnSignalTime=datetime(SeriesInfoInteger(Symbol(),S_InpInd_Timeframe,SERIES_LASTBAR_DATE))+S_TimeShiftSec;

        }

        

      //---- >;CG8< A83=0;K 4;O ?>:C?:8

      if(Col[1]==0)

        {

         if(S_PosClose) SELL_Close=true;

        }



     }



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

//| !>25@H5=85 A45;>:                            |

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

//---- 0:@K205< ;>=3

   BuyPositionClose_M(BUY_Close,Symbol(),L_Deviation_,L_Magic);



//---- 0:@K205< H>@B   

   SellPositionClose_M(SELL_Close,Symbol(),S_Deviation_,S_Magic);



//---- B:@K205< ;>=3

   BuyPositionOpen_M1(BUY_Open,Symbol(),UpSignalTime,L_MM,L_MMMode,L_Deviation_,L_StopLoss_,L_TakeProfit_,L_Magic);



//---- B:@K205< H>@B

   SellPositionOpen_M1(SELL_Open,Symbol(),DnSignalTime,S_MM,S_MMMode,S_Deviation_,S_StopLoss_,S_TakeProfit_,S_Magic);

//----

  }

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