Stop Loss based on N High Low

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

//|                                Stop Loss based on N High Low.mq5 |

//|                              Copyright © 2021, Vladimir Karputov |

//|                     https://www.mql5.com/ru/market/product/43516 |

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

#property copyright "Copyright © 2021, Vladimir Karputov"

#property link      "https://www.mql5.com/ru/market/product/43516"

#property version   "1.000"

/*

   barabashkakvn Trading engine 3.151

*/

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>

//---

CPositionInfo  m_position;                   // object of CPositionInfo class

CTrade         m_trade;                      // object of CTrade class

CSymbolInfo    m_symbol;                     // object of CSymbolInfo class

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

//| Enum Pips Or Points                                              |

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

enum ENUM_PIPS_OR_POINTS

  {

   pips=0,     // Pips (1.00045-1.00055=1 pips)

   points=1,   // Points (1.00045-1.00055=10 points)

  };

//--- input parameters

input group             "Trading settings"

input ENUM_TIMEFRAMES      InpWorkingPeriod=PERIOD_CURRENT; // Working timeframe

input ENUM_PIPS_OR_POINTS  InpPipsOrPoints=pips;            // Pips Or Points:

input ushort   InpTrailingFrequency = 10;          // Trailing, in seconds (< "10" -> only on a new bar)

input uchar    InpNBar              = 15;          // Search for Highest and Lowest on N bars

input uint     InpMinStopLoss       = 55;          // Minimum Stop Loss ('0' -> OFFF)

input bool     InpSLOnlyOnce        = true;        // Set Stop Loss only once

input group             "Additional features"

input bool     InpPrintLog          = true;        // Print log

input uchar    InpFreezeCoefficient = 1;           // Coefficient (if Freeze==0 Or StopsLevels==0)

input ulong    InpDeviation         = 10;          // Deviation

//---

double   m_min_stop_loss            = 0.0;      // Minimum Stop Loss                  -> double



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

datetime m_last_trailing            = 0;        // "0" -> D'1970.01.01 00:00';

datetime m_prev_bars                = 0;        // "0" -> D'1970.01.01 00:00';



ulong    m_arr_tickets[];

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   ResetLastError();

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

     {

      Print(__FILE__," ",__FUNCTION__,", ERROR: CSymbolInfo.Name");

      return(INIT_FAILED);

     }

   RefreshRates();

//---

   m_trade.SetExpertMagicNumber(0);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   m_trade.SetDeviationInPoints(InpDeviation);

//--- 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;

   if(InpPipsOrPoints==pips) // Pips (1.00045-1.00055=1 pips)

     {

      m_min_stop_loss            = InpMinStopLoss              * m_adjusted_point;

     }

   else // Points (1.00045-1.00055=10 points)

     {

      m_min_stop_loss            = InpMinStopLoss              * m_symbol.Point();

     }

//---

   /*bool res=false;

   while(!res)

      res=m_trade.Sell(0.01);

   Sleep(1000*3600*5);

   res=false;

   while(!res)

      res=m_trade.Sell(0.03);

   Sleep(1000*3600*5);

   res=false;

   while(!res)

      res=m_trade.Sell(0.05);

   Sleep(1000*3600*5);

   res=false;

   while(!res)

      res=m_trade.Buy(0.01);

   Sleep(1000*3600*5);

   res=false;

   while(!res)

      res=m_trade.Buy(0.03);

   Sleep(1000*3600*5);

   res=false;

   while(!res)

      res=m_trade.Buy(0.05);

   Sleep(1000*3600*5);*/

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   ObjectDelete(ChartID(),"Highest Lowest");

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   if(InpTrailingFrequency>=10) // trailing no more than once every 10 seconds

     {

      datetime time_current=TimeCurrent();

      if(time_current-m_last_trailing>InpTrailingFrequency)

        {

         Trailing();

         m_last_trailing=time_current;

        }

      return;

     }

//--- we work only at the time of the birth of new bar

   datetime time_0=iTime(m_symbol.Name(),InpWorkingPeriod,0);

   if(time_0==m_prev_bars)

      return;

   m_prev_bars=time_0;

//--- trailing only at the time of the birth of new bar

   Trailing();

//---

  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---

  }

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

//| Compare doubles                                                  |

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

bool CompareDoubles(double number1,double number2,int digits,double points)

  {

   if(MathAbs(NormalizeDouble(number1-number2,digits))<=points)

      return(true);

   else

      return(false);

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates()

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

     {

      Print(__FILE__," ",__FUNCTION__,", ERROR: ","RefreshRates error");

      return(false);

     }

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

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

     {

      Print(__FILE__," ",__FUNCTION__,", ERROR: ","Ask == 0.0 OR Bid == 0.0");

      return(false);

     }

//---

   return(true);

  }



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

//| Check Freeze and Stops levels                                    |

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

void FreezeStopsLevels(double &freeze,double &stops)

  {

//--- check Freeze and Stops levels

   /*

   SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations

      for pending orders and open positions in points

   ------------------------|--------------------|--------------------------------------------

   Type of order/position  |  Activation price  |  Check

   ------------------------|--------------------|--------------------------------------------

   Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy Stop order          |  Ask               |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Limit order        |  Bid               |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Stop order         |  Bid               |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy position            |  Bid               |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask               |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

   ------------------------------------------------------------------------------------------



   SYMBOL_TRADE_STOPS_LEVEL determines the number of points for minimum indentation of the

      StopLoss and TakeProfit levels from the current closing price of the open position

   ------------------------------------------------|------------------------------------------

   Buying is done at the Ask price                 |  Selling is done at the Bid price

   ------------------------------------------------|------------------------------------------

   TakeProfit        >= Bid                        |  TakeProfit        <= Ask

   StopLoss          <= Bid                        |  StopLoss          >= Ask

   TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

   Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

   ------------------------------------------------------------------------------------------

   */

   double coeff=(double)InpFreezeCoefficient;

   if(!RefreshRates() || !m_symbol.Refresh())

      return;

//--- FreezeLevel -> for pending order and modification

   double freeze_level=m_symbol.FreezeLevel()*m_symbol.Point();

   if(freeze_level==0.0)

      if(InpFreezeCoefficient>0)

         freeze_level=(m_symbol.Ask()-m_symbol.Bid())*coeff;

//--- StopsLevel -> for TakeProfit and StopLoss

   double stop_level=m_symbol.StopsLevel()*m_symbol.Point();

   if(stop_level==0.0)

      if(InpFreezeCoefficient>0)

         stop_level=(m_symbol.Ask()-m_symbol.Bid())*coeff;

//---

   freeze=freeze_level;

   stops=stop_level;

//---

   return;

  }

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

//| Trailing                                                         |

//|   InpTrailingStop: min distance from price to Stop Loss          |

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

void Trailing()

  {

   if(InpMinStopLoss==0)

      return;

   double freeze=0.0,stops=0.0;

   FreezeStopsLevels(freeze,stops);

   double max_levels=(freeze>stops)?freeze:stops;

   /*

   SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations

      for pending orders and open positions in points

   ------------------------|--------------------|--------------------------------------------

   Type of order/position  |  Activation price  |  Check

   ------------------------|--------------------|--------------------------------------------

   Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy Stop order          |  Ask               |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Limit order        |  Bid               |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Stop order         |  Bid               |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy position            |  Bid               |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask               |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

   ------------------------------------------------------------------------------------------

   */

   MqlRates rates[];

   ArraySetAsSeries(rates,true);

   int start_pos=0,count=(InpNBar>0)?InpNBar:1;

   if(CopyRates(m_symbol.Name(),InpWorkingPeriod,start_pos,count,rates)!=count)

      return;

   double highest=DBL_MIN,lowest=DBL_MAX;

   for(int i=0; i<count; i++)

     {

      if(rates[i].high>highest)

         highest=rates[i].high;

      if(rates[i].low<lowest)

         lowest=rates[i].low;

     }

//---

   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())

           {

            double price_current = m_position.PriceCurrent();

            double price_open    = m_position.PriceOpen();

            double stop_loss     = m_position.StopLoss();

            double take_profit   = m_position.TakeProfit();

            double ask           = m_symbol.Ask();

            double bid           = m_symbol.Bid();

            if(InpSLOnlyOnce && stop_loss!=0.0)

               continue;

            if(ObjectFind(ChartID(),"Highest Lowest")<0)

               RectangleCreate(ChartID(),"Highest Lowest",0,rates[count-1].time,highest,rates[0].time,lowest);

            else

              {

               RectanglePointChange(ChartID(),"Highest Lowest",0,rates[count-1].time,highest);

               RectanglePointChange(ChartID(),"Highest Lowest",1,rates[0].time,lowest);

              }

            //---

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(price_current-lowest>=max_levels)

                  if(price_current-lowest>=m_min_stop_loss)

                     if(stop_loss<lowest)

                        if(!CompareDoubles(stop_loss,lowest,m_symbol.Digits(),m_symbol.Point()))

                          {

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

                                                      m_symbol.NormalizePrice(lowest),

                                                      take_profit))

                              if(InpPrintLog)

                                 Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify BUY ",m_position.Ticket(),

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

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

                           if(InpPrintLog)

                             {

                              RefreshRates();

                              m_position.SelectByIndex(i);

                              PrintResultModify(m_trade,m_symbol,m_position);

                             }

                           continue;

                          }

              }

            else

              {

               if(highest-price_current>=max_levels)

                  if(highest-price_current>=m_min_stop_loss)

                     if(stop_loss>highest || stop_loss==0.0)

                        if(!CompareDoubles(stop_loss,highest,m_symbol.Digits(),m_symbol.Point()))

                          {

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

                                                      m_symbol.NormalizePrice(highest),

                                                      take_profit))

                              if(InpPrintLog)

                                 Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify SELL ",m_position.Ticket(),

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

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

                           if(InpPrintLog)

                             {

                              RefreshRates();

                              m_position.SelectByIndex(i);

                              PrintResultModify(m_trade,m_symbol,m_position);

                             }

                          }

              }

           }

  }

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

//| Print CTrade result                                              |

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

void PrintResultModify(CTrade &trade,CSymbolInfo &symbol,CPositionInfo &position)

  {

   Print("File: ",__FILE__,", symbol: ",symbol.Name());

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

   Print("code of request result as a string: "+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(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

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

   Print("Freeze Level: "+DoubleToString(symbol.FreezeLevel(),0),", Stops Level: "+DoubleToString(symbol.StopsLevel(),0));

   Print("Price of position opening: "+DoubleToString(position.PriceOpen(),symbol.Digits()));

   Print("Price of position's Stop Loss: "+DoubleToString(position.StopLoss(),symbol.Digits()));

   Print("Price of position's Take Profit: "+DoubleToString(position.TakeProfit(),symbol.Digits()));

   Print("Current price by position: "+DoubleToString(position.PriceCurrent(),symbol.Digits()));

  }

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

//| Create rectangle by the given coordinates                        |

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

bool RectangleCreate(const long            chart_ID=0,         // chart's ID

                     const string          name="Rectangle",   // rectangle name

                     const int             sub_window=0,       // subwindow index

                     datetime              time1=0,            // first point time

                     double                price1=0,           // first point price

                     datetime              time2=0,            // second point time

                     double                price2=0,           // second point price

                     const color           clr=clrDeepSkyBlue, // rectangle color

                     const ENUM_LINE_STYLE style=STYLE_DOT,    // style of rectangle lines

                     const int             width=3,            // width of rectangle lines

                     const bool            fill=false,         // filling rectangle with color

                     const bool            back=false,         // in the background

                     const bool            selection=false,    // highlight to move

                     const bool            hidden=true,        // hidden in the object list

                     const long            z_order=0)          // priority for mouse click

  {

//--- set anchor points' coordinates if they are not set

   ChangeRectangleEmptyPoints(time1,price1,time2,price2);

//--- reset the error value

   ResetLastError();

//--- create a rectangle by the given coordinates

   if(!ObjectCreate(chart_ID,name,OBJ_RECTANGLE,sub_window,time1,price1,time2,price2))

     {

      Print(__FUNCTION__,

            ": failed to create a rectangle! Error code = ",GetLastError());

      return(false);

     }

//--- set rectangle color

   ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);

//--- set the style of rectangle lines

   ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);

//--- set width of the rectangle lines

   ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);

//--- enable (true) or disable (false) the mode of filling the rectangle

   ObjectSetInteger(chart_ID,name,OBJPROP_FILL,fill);

//--- display in the foreground (false) or background (true)

   ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);

//--- enable (true) or disable (false) the mode of highlighting the rectangle for moving

//--- when creating a graphical object using ObjectCreate function, the object cannot be

//--- highlighted and moved by default. Inside this method, selection parameter

//--- is true by default making it possible to highlight and move the object

   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);

   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);

//--- hide (true) or display (false) graphical object name in the object list

   ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);

//--- set the priority for receiving the event of a mouse click in the chart

   ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);

//--- successful execution

   return(true);

  }

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

//| Move the rectangle anchor point                                  |

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

bool RectanglePointChange(const long   chart_ID=0,       // chart's ID

                          const string name="Rectangle", // rectangle name

                          const int    point_index=0,    // anchor point index

                          datetime     time=0,           // anchor point time coordinate

                          double       price=0)          // anchor point price coordinate

  {

//--- if point position is not set, move it to the current bar having Bid price

   if(!time)

      time=TimeCurrent();

   if(!price)

      price=SymbolInfoDouble(Symbol(),SYMBOL_BID);

//--- reset the error value

   ResetLastError();

//--- move the anchor point

   if(!ObjectMove(chart_ID,name,point_index,time,price))

     {

      Print(__FUNCTION__,

            ": failed to move the anchor point! Error code = ",GetLastError());

      return(false);

     }

//--- successful execution

   return(true);

  }

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

//| Check the values of rectangle's anchor points and set default    |

//| values for empty ones                                            |

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

void ChangeRectangleEmptyPoints(datetime &time1,double &price1,

                                datetime &time2,double &price2)

  {

//--- if the first point's time is not set, it will be on the current bar

   if(!time1)

      time1=TimeCurrent();

//--- if the first point's price is not set, it will have Bid value

   if(!price1)

      price1=SymbolInfoDouble(Symbol(),SYMBOL_BID);

//--- if the second point's time is not set, it is located 9 bars left from the second one

   if(!time2)

     {

      //--- array for receiving the open time of the last 10 bars

      datetime temp[10];

      CopyTime(Symbol(),Period(),time1,10,temp);

      //--- set the second point 9 bars left from the first one

      time2=temp[0];

     }

//--- if the second point's price is not set, move it 300 points lower than the first one

   if(!price2)

      price2=price1-300*SymbolInfoDouble(Symbol(),SYMBOL_POINT);

  }

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