Exp_XPeriodCandleSystem_Tm_Plus

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

//|                              Exp_XPeriodCandleSystem_Tm_Plus.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 Smooth_Method - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 SmoothAlgorithms.mqh

  {

   MODE_SMA_,  // SMA

   MODE_EMA_,  // EMA

   MODE_SMMA_, // SMMA

   MODE_LWMA_, // LWMA

   MODE_JJMA,  // JJMA

   MODE_JurX,  // JurX

   MODE_ParMA, // ParMA

   MODE_T3,    // T3

   MODE_VIDYA, // VIDYA

   MODE_AMA    // AMA

  }; */

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

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

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

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

  {

   PRICE_CLOSE_ = 1,     //Close

   PRICE_OPEN_,          //Open

   PRICE_HIGH_,          //High

   PRICE_LOW_,           //Low

   PRICE_MEDIAN_,        //Median Price (HL/2)

   PRICE_TYPICAL_,       //Typical Price (HLC/3)

   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)

   PRICE_SIMPL_,         //Simpl Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price

   PRICE_DEMARK_         //Demark Price 

  };

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0 M:A?5@B0        |

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

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

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

input int    StopLoss_=1000;      //AB>?;>AA 2 ?C=:B0E

input int    TakeProfit_=2000;    //B59:?@>D8B 2 ?C=:B0E

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

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

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

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

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

input bool   TimeTrade=true;      // 07@5H5=85 4;O 2KE>40 87 ?>78F89 ?> 2@5<5=8

input uint   nTime=960;           //@5<O C45@60=8O >B:@KB>9 ?>78F88 2 <8=CB0E

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

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

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

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

input uint period_=5;                       // 5@8>4 @0AGQB0 A25G59

input Smooth_Method MA_SMethod=MODE_JJMA;  // 5B>4 CA@54=5=8O

input int MA_Length=3;                     // 3;C18=0 A3;06820=8O                    

input int MA_Phase=100; //?0@0<5B@ 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 BB_Method=MODE_SMA_; //<5B>4 CA@54=5=8O ?>;>A >;;8=465@0

input uint BBLength=20; //3;C18=0  CA@54=5=8O ?>;>A >;;8=465@0                    

input int BBPhase=15; //?0@0<5B@ CA@54=5=8O ?>;>A >;;8=465@0,

//---- 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 double BandsDeviation=1.001; //45280F8O

input Applied_price_ IPC=PRICE_CLOSE_;//F5=>20O :>=AB0=B0

input uint Shift=0; // A4283 A25G 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E 2;52>

input uint SignalBar=1;                           //=><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 TimeShiftSec;

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

int InpInd_Handle;

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

int min_rates_total;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

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

   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"XPeriodCandleSystem",period_,MA_SMethod,MA_Length,MA_Phase,BB_Method,BBLength,BBPhase,BandsDeviation,IPC,Shift);

   if(InpInd_Handle==INVALID_HANDLE)

     {

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

      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  

   TimeShiftSec=PeriodSeconds(InpInd_Timeframe);



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

   int min_rates_1=GetStartBars(MA_SMethod,MA_Length,MA_Phase);

   int min_rates_2=min_rates_1+int(period_)+1;   

   int min_rates_3=min_rates_2+GetStartBars(BB_Method,BBLength,BBPhase)+1;

   min_rates_total=min_rates_3+int(BBLength);

   min_rates_total+=int(3+SignalBar);

//--- 7025@H5=85 8=8F80;870F88

   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(InpInd_Handle)<min_rates_total) return;



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

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





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

   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;



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

//| ?@545;5=85 A83=0;>2 4;O A45;>:              |

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

   if(!SignalBar || NB.IsNewBar(Symbol(),InpInd_Timeframe) || Recount) // ?@>25@:0 =0 ?>O2;5=85 =>2>3> 10@0

     {

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

      BUY_Open=false;

      SELL_Open=false;

      BUY_Close=false;

      SELL_Close=false;

      Recount=false;

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

      double Col[2];



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

      if(CopyBuffer(InpInd_Handle,7,SignalBar,2,Col)<=0) {Recount=true; return;}



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

      if(BuyPosOpen) if(Col[0]!=0 && Col[1]==0)

        {

         BUY_Open=true;

         UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

        }

      if(SellPosClose) if(Col[1]<2) SELL_Close=true;





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

      if(SellPosOpen) if(Col[0]!=4 && Col[1]==4)

        {

          SELL_Open=true;

          DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

        }

      if(BuyPosClose) if(Col[1]>2) BUY_Close=true;

     }

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

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

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

//---- 70:@K205< ?>78F88 2=5 B>@3>2>3> 8=B5@20;0

   if(TimeTrade && PositionsTotal())

     {

      //---- 70:@K205< 2A5 >B:@KBK5 ?>78F88 ?> B5:CI5<C A8<2>;C ?> 8AB5G5=88 2@5<5=8

      int total=PositionsTotal();

      for(int pos=total-1; pos>=0; pos--)

        {

         string symbol=PositionGetSymbol(pos);

         if(symbol!=Symbol()) continue;

         if(!PositionSelect(symbol)) continue;



         if(TimeCurrent()-PositionGetInteger(POSITION_TIME)>60*nTime)

           {

            if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)

              {

               bool Signal=true;

               BuyPositionClose(Signal,symbol,Deviation_);

              }

            if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)

              {

               bool Signal=true;

               SellPositionClose(Signal,symbol,Deviation_);

              }

           }

        }

     }

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

   BuyPositionClose(BUY_Close,Symbol(),Deviation_);



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

   SellPositionClose(SELL_Close,Symbol(),Deviation_);



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

   BuyPositionOpen(BUY_Open,Symbol(),UpSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);



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

   SellPositionOpen(SELL_Open,Symbol(),DnSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);

//----

  }

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