Author: Copyright © 2017, Vladimir Karputov
Price Data Components
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NUp1Down
ÿþ//+------------------------------------------------------------------+

//|                                                     NUp1Down.mq5 |

//|                              Copyright © 2017, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

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

#property copyright "Copyright © 2017, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.001"

#property description "N bars up, then one bar down"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Expert\Money\MoneyFixedMargin.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CMoneyFixedMargin m_money;

//--- input parameters

input int      InpCount          = 3;        // N bars up

input ushort   InpTakeProfit     = 50;       // Take Profit (in pips)

input ushort   InpStopLoss       = 50;       // Stop Loss (in pips)

input double   InpRisk           = 5;        // risk

input ushort   InpTrailingStop   = 10;       // TrailingStop (in pips)

input ushort   InpTrailingStep   = 5;        // TrailingStep (in pips)

//---

double         ExtTrailingStop=0.0;

double         ExtTrailingStep=0.0;

//---

ulong          m_ticket;

ulong          m_magic=78964589;             // magic number

ulong          m_slippage=30;                // slippage



ENUM_ACCOUNT_MARGIN_MODE m_margin_mode;

double         m_adjusted_point;             // point value adjusted for 3 or 5 points

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

//SetMarginMode();

//if(!IsHedging())

//  {

//   Print("Hedging only!");

//   return(INIT_FAILED);

//  }

//---

   m_symbol.Name(Symbol());                  // sets symbol name

   if(!RefreshRates())

     {

      Print("Error RefreshRates. Bid=",DoubleToString(m_symbol.Bid(),Digits()),

            ", Ask=",DoubleToString(m_symbol.Ask(),Digits()));

      return(INIT_FAILED);

     }

   m_symbol.Refresh();

//---

   m_trade.SetExpertMagicNumber(m_magic);

//---

   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;

   ExtTrailingStop=InpTrailingStop*m_adjusted_point;

   ExtTrailingStep=InpTrailingStep*m_adjusted_point;

//---

   if(!m_money.Init(GetPointer(m_symbol),Period(),m_symbol.Point()*digits_adjust))

      return(INIT_FAILED);

   m_money.Percent(InpRisk); // risk

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//--- trailing of all ticks

   Trailing();

//--- 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;



   MqlRates rates[];

   ArraySetAsSeries(rates,true);

   int copied=CopyRates(m_symbol.Name(),Period(),1,InpCount+1,rates);

   if(copied<InpCount+1)

      return;

//--- testing

//string text="Bars copied: "+copied+"\n";

//string format="open = %G, high = %G, low = %G, close = %G, volume = %d";

//string out;

//int size=fmin(copied,10);

//for(int i=0;i<size;i++)

//  {

//   out+=i+":"+TimeToString(rates[i].time);

//   out+=" "+StringFormat(format,

//                         rates[i].open,

//                         rates[i].high,

//                         rates[i].low,

//                         rates[i].close,

//                         rates[i].tick_volume)+"\n";

//  }

//Comment(text+out);

   if(rates[0].close<rates[0].open) // last bar down

     {

      bool result=false;

      for(int i=1;i<InpCount+1;i++)

        {

         //--- all "bullish" bars and bars higher than the previous??

         if(i<InpCount)

            result=(rates[i].close>rates[i].open && rates[i].close>rates[i+1].close);

         else

            result=(rates[i].close>rates[i].open);



         if(!result)

            break;

        }

      //--- all 

      if(result)

        {

         if(!RefreshRates())

           {

            PrevBars=iTime(1);

            return;

           }

         OpenSell(m_symbol.Bid()+InpStopLoss*m_adjusted_point,m_symbol.Bid()-InpTakeProfit*m_adjusted_point);

        }

     }

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates()

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

      return(false);

//--- protection against the return value of "zero"

   if(m_symbol.Ask()==0 || m_symbol.Bid()==0)

      return(false);

//---

   return(true);

  }

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

//| Get Time for specified bar index                                 | 

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

datetime iTime(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   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);

  }

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

//| Open Sell position                                               |

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

void OpenSell(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double 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;



//--- check volume before OrderSend to avoid "not enough money" error (CTrade)

   double chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_short_lot,m_symbol.Bid(),ORDER_TYPE_SELL);



   if(chek_volime_lot!=0.0)

      if(chek_volime_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("Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

                     ", description of result: ",m_trade.ResultRetcodeDescription());

              }

            else

              {

               Print("Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),

                     ", description of result: ",m_trade.ResultRetcodeDescription());

              }

           }

         else

           {

            Print("Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

                  ", description of result: ",m_trade.ResultRetcodeDescription());

           }

        }

//---

  }

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

//|                                                                  |

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

void Trailing()

  {

   for(int i=PositionsTotal()-1;i>=0;i--)

      if(m_position.SelectByIndex(i))

         if(m_position.Symbol()==Symbol() && m_position.Magic()==m_magic)

           {

            if(!RefreshRates())

               return;

            //--- TrailingStop -> ?>4BO3820=85 StopLoss C  +, ?>78F88

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               //--- :>340 C ?>78F88 5IQ =5B StopLoss

               if(m_position.StopLoss()==0)

                 {

                  //--- ?>:0 StopLoss @025= 0.0, TrailingStep =5 CG8BK205<

                  if(m_symbol.Bid()-ExtTrailingStop>m_position.PriceOpen())

                    {

                     //--- <>48D8:0F8O ?>78F88

                     m_trade.PositionModify(m_position.Ticket(),m_position.PriceOpen(),0.0);

                    }

                 }

               //--- C ?>78F88 C65 5ABL StopLoss

               else

                 {

                  //--- B5?5@L TrailingStep =C6=> CG8BK20BL, 8=0G5 <K 1C45B <>48D8F8@>20BL 

                  //--- ?>87F8N   ", 0 MB> %

                  if(m_symbol.Bid()-ExtTrailingStop-ExtTrailingStep>m_position.StopLoss())

                    {

                     //--- <>48D8:0F8O ?>78F88

                     m_trade.PositionModify(m_position.Ticket(),

                                            NormalizeDouble(m_symbol.Bid()-ExtTrailingStop,m_symbol.Digits()),0.0);

                    }

                 }

              }



            if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

               //--- :>340 C ?>78F88 5IQ =5B StopLoss

               if(m_position.StopLoss()==0)

                 {

                  //--- ?>:0 StopLoss @025= 0.0, TrailingStep =5 CG8BK205<

                  if(m_symbol.Ask()+ExtTrailingStop<m_position.PriceOpen())

                    {

                     //--- <>48D8:0F8O ?>78F88

                     m_trade.PositionModify(m_position.Ticket(),m_position.PriceOpen(),0.0);

                    }

                 }

               //--- C ?>78F88 C65 5ABL StopLoss

               else

                 {

                  //--- B5?5@L TrailingStep =C6=> CG8BK20BL, 8=0G5 <K 1C45B <>48D8F8@>20BL 

                  //--- ?>87F8N   ", 0 MB> %

                  if(m_symbol.Ask()+ExtTrailingStop+ExtTrailingStep<m_position.StopLoss())

                    {

                     //--- <>48D8:0F8O ?>78F88

                     m_trade.PositionModify(m_position.Ticket(),

                                            NormalizeDouble(m_symbol.Ask()+ExtTrailingStop,m_symbol.Digits()),0.0);

                    }

                 }

              }

           }

  }

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

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