Price Rollback

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

//|                                               Price Rollback.mq5 |

//|                              Copyright © 2018, Vladimir Karputov |

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

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

#property copyright "Copyright © 2018, Vladimir Karputov"

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

#property version   "1.000"

//---

#define MODE_LOW 1

#define MODE_HIGH 2

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

//--- input parameters

input double   InpLots           = 0.1;      // Lots

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

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

input ushort   InpTrailingStop   = 5;        // Trailing Stop (in pips)

input ushort   InpTrailingStep   = 5;        // Trailing Step (in pips)

input ushort   InpCorridor       = 1;        // Corridor 

input int      InpDayOfWeek      = 5;        // Day of week

//---

input ulong    m_magic=10456776;// magic number

//---

ulong          m_slippage=10;                // slippage



double         ExtStopLoss       = 0.0;

double         ExtTakeProfit     = 0.0;

double         ExtTrailingStop   = 0.0;

double         ExtTrailingStep   = 0.0;

double         ExtCorridor       = 0.0;



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

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

//| Expert initialization function                                   |

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

int OnInit()

  {

   if(InpTrailingStop!=0 && InpTrailingStep==0)

     {

      Alert(__FUNCTION__," ERROR: Trailing is not possible: the parameter \"Trailing Step\" is zero!");

      return(INIT_PARAMETERS_INCORRECT);

     }

   if(!m_symbol.Name(Symbol())) // sets symbol name

      return(INIT_FAILED);

   RefreshRates();



   string err_text="";

   if(!CheckVolumeValue(InpLots,err_text))

     {

      Print(__FUNCTION__,", ERROR: ",err_text);

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   m_trade.SetExpertMagicNumber(m_magic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   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;



   ExtStopLoss       = InpStopLoss        * m_adjusted_point;

   ExtTakeProfit     = InpTakeProfit      * m_adjusted_point;

   ExtTrailingStop   = InpTrailingStop    * m_adjusted_point;

   ExtTrailingStep   = InpTrailingStep    * m_adjusted_point;

   ExtCorridor       = InpCorridor        * m_adjusted_point;

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

   Trailing();

//---

   MqlDateTime STimeCurrent;

   TimeToStruct(TimeCurrent(),STimeCurrent);



   if(STimeCurrent.hour==22 && STimeCurrent.min>45)

      CloseAllPositions();



   if(IsPositionExists())

      return;



   MqlRates rates[];

   ArraySetAsSeries(rates,true);

   if(CopyRates(m_symbol.Name(),Period(),0,25,rates)!=25)

      return;



   if(!RefreshRates())

      return;



   double OpCl=rates[24].open-rates[1].close;

   double ClOp=rates[1].close-rates[24].open;

   double ClLo=rates[1].close-iLowest(m_symbol.Name(),Period(),MODE_LOW,25,0);

   double OpD=rates[0].open;

   double HiCl=iHighest(m_symbol.Name(),Period(),MODE_HIGH,25,0)-rates[1].close;



   if(STimeCurrent.hour==0 && STimeCurrent.min<=3 && STimeCurrent.day_of_week==InpDayOfWeek)

     {

      //--- check for long position (BUY) possibility 

      if(OpCl>ExtCorridor)

        {

         double sl=(InpStopLoss==0)?0.0:OpD-ExtStopLoss;

         double tp=(InpTakeProfit==0)?0.0:OpD+ExtTakeProfit;

         OpenBuy(sl,tp);

         return;

        }

      //--- check for short position (SELL) possibility

      if(ClOp>ExtCorridor)

        {

         double sl=(InpStopLoss==0)?0.0:OpD+ExtStopLoss;

         double tp=(InpTakeProfit==0)?0.0:OpD-ExtTakeProfit;

         OpenSell(sl,tp);

         return;

        }

     }

//---



  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---



  }

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

//| Close all positions                                              |

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

void CloseAllPositions()

  {

   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of current positions

      if(m_position.SelectByIndex(i))     // selects the position by index for further access to its properties

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

            m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol

  }

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

//| Is position exists                                               |

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

bool IsPositionExists(void)

  {

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

      if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties

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

            return(true);

//---

   return(false);

  }

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

//|                                                                  |

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

double iHighest(string symbol,

                ENUM_TIMEFRAMES timeframe,

                int type,

                int count=WHOLE_ARRAY,

                int start=0)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   if(start<0)

      return(-1);

   if(count<=0)

      count=Bars(symbol,timeframe);

   if(type==MODE_HIGH)

     {

      double High[];

      if(!CopyHigh(symbol,timeframe,start,count,High)!=count)

         return(-1);

      return(High[ArrayMaximum(High)]);

     }

//---

   return(-1);

  }

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

//|                                                                  |

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

double iLowest(string symbol,

               ENUM_TIMEFRAMES timeframe,

               int type,

               int count=WHOLE_ARRAY,

               int start=0)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   if(start<0)

      return(-1);

   if(count<=0)

      count=Bars(symbol,timeframe);

   if(type==MODE_LOW)

     {

      double Low[];

      if(!CopyLow(symbol,timeframe,start,count,Low)!=count)

         return(-1);

      return(Low[ArrayMinimum(Low)]);

     }

//---

   return(-1);

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates(void)

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

     {

      Print("RefreshRates error");

      return(false);

     }

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

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

      return(false);

//---

   return(true);

  }

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

//| Check the correctness of the position volume                     |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   double min_volume=m_symbol.LotsMin();

   if(volume<min_volume)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< <5=LH5 <8=8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MIN=%.2f",min_volume);

      else

         error_description=StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f",min_volume);

      return(false);

     }

//--- maximal allowed volume of trade operations

   double max_volume=m_symbol.LotsMax();

   if(volume>max_volume)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< 1>;LH5 <0:A8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MAX=%.2f",max_volume);

      else

         error_description=StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f",max_volume);

      return(false);

     }

//--- get minimal step of volume changing

   double volume_step=m_symbol.LotsStep();

   int ratio=(int)MathRound(volume/volume_step);

   if(MathAbs(ratio*volume_step-volume)>0.0000001)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< =5 :@0B5= <8=8<0;L=><C H03C SYMBOL_VOLUME_STEP=%.2f, 1;8609H89 ?@028;L=K9 >1J5< %.2f",

                                        volume_step,ratio*volume_step);

      else

         error_description=StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f",

                                        volume_step,ratio*volume_step);

      return(false);

     }

   error_description="Correct volume value";

   return(true);

  }

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

//| Open Buy position                                                |

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

void OpenBuy(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);

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

   double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Ask(),ORDER_TYPE_BUY);



   if(check_volume_lot!=0.0)

     {

      if(check_volume_lot>=InpLots)

        {

         if(m_trade.Buy(InpLots,m_symbol.Name(),m_symbol.Ask(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

               Print(__FUNCTION__,", #1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

               PrintResult(m_trade,m_symbol);

              }

            else

              {

               Print(__FUNCTION__,", #2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),

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

               PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

            Print(__FUNCTION__,", #3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

            PrintResult(m_trade,m_symbol);

           }

        }

      else

        {

         Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",

               "< Lots (",DoubleToString(InpLots,2),")");

         return;

        }

     }

   else

     {

      Print(__FUNCTION__,", ERROR: method CheckVolume returned the value of \"0.0\"");

      return;

     }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);

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

   double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Bid(),ORDER_TYPE_SELL);



   if(check_volume_lot!=0.0)

     {

      if(check_volume_lot>=InpLots)

        {

         if(m_trade.Sell(InpLots,m_symbol.Name(),m_symbol.Bid(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

               Print(__FUNCTION__,", #1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

               PrintResult(m_trade,m_symbol);

              }

            else

              {

               Print(__FUNCTION__,", #2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),

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

               PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

            Print(__FUNCTION__,", #3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

            PrintResult(m_trade,m_symbol);

           }

        }

      else

        {

         Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",

               "< Lots (",DoubleToString(InpLots,2),")");

         return;

        }

     }

   else

     {

      Print(__FUNCTION__,", ERROR: method CheckVolume returned the value of \"0.0\"");

      return;

     }

//---

  }

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

//| Print CTrade result                                              |

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

void PrintResult(CTrade &trade,CSymbolInfo &symbol)

  {

   Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));

   Print("code of request result: "+trade.ResultRetcodeDescription());

   Print("deal ticket: "+IntegerToString(trade.ResultDeal()));

   Print("order ticket: "+IntegerToString(trade.ResultOrder()));

   Print("volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));

   Print("price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));

   Print("current bid price: "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("current ask price: "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

   Print("broker comment: "+trade.ResultComment());

  }

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

//| Trailing                                                         |

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

void Trailing()

  {

   if(InpTrailingStop==0)

      return;

   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions

      if(m_position.SelectByIndex(i))

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

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(m_position.PriceCurrent()-m_position.PriceOpen()>ExtTrailingStop+ExtTrailingStep)

                  if(m_position.StopLoss()<m_position.PriceCurrent()-(ExtTrailingStop+ExtTrailingStep))

                    {

                     if(!m_trade.PositionModify(m_position.Ticket(),

                        m_symbol.NormalizePrice(m_position.PriceCurrent()-ExtTrailingStop),

                        m_position.TakeProfit()))

                        Print("Modify ",m_position.Ticket(),

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

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

                     continue;

                    }

              }

            else

              {

               if(m_position.PriceOpen()-m_position.PriceCurrent()>ExtTrailingStop+ExtTrailingStep)

                  if((m_position.StopLoss()>(m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep))) || 

                     (m_position.StopLoss()==0))

                    {

                     if(!m_trade.PositionModify(m_position.Ticket(),

                        m_symbol.NormalizePrice(m_position.PriceCurrent()+ExtTrailingStop),

                        m_position.TakeProfit()))

                        Print("Modify ",m_position.Ticket(),

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

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

                    }

              }



           }

  }

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