Alexav D1 Profit GBPUSD

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

//|                                      Alexav D1 Profit GBPUSD.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"

//---

#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 int      Inp_MA_ma_period     = 6;        // Moving Average: averaging period 

input int      Inp_RSI_ma_period    = 10;       // RSI: averaging period 

input int      Inp_ATR_ma_period    = 28;       // ATR: averaging period 

input double   ism                  = 1.6;      // Coefficient SL

input double   tpm                  = 1;        // Coefficient TP

//---

input double   RSIUpperLimit=80;

input double   RSIUpperLevel=60;



input double   RSILowerLevel=39;

input double   RSILowerLimit=25;

//--- MACD

input int      Inp_fast_ema_period  = 5;        // period for Fast average calculation 

input int      Inp_slow_ema_period  = 21;       // period for Slow average calculation 

input int      Inp_signal_period    = 14;       // period for their difference averaging 

input double   MacdDiffBuy          = 0.5;

input double   MacdDiffSell         = 0.15;

input ulong    m_magic=139200996;               // magic number

//---

ulong          m_slippage=10;                // slippage



int            handle_iMA;                   // variable for storing the handle of the iMA indicator 

int            handle_iMACD;                 // variable for storing the handle of the iMACD indicator 

int            handle_iATR;                  // variable for storing the handle of the iATR indicator 

int            handle_iRSI;                  // variable for storing the handle of the iRSI indicator

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   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);

//--- create handle of the indicator iMA

   handle_iMA=iMA(m_symbol.Name(),Period(),Inp_MA_ma_period,0,MODE_EMA,PRICE_HIGH);

//--- if the handle is not created 

   if(handle_iMA==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code 

      PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",

                  m_symbol.Name(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//--- create handle of the indicator iMACD

   handle_iMACD=iMACD(m_symbol.Name(),Period(),Inp_fast_ema_period,Inp_slow_ema_period,Inp_signal_period,PRICE_CLOSE);

//--- if the handle is not created 

   if(handle_iMACD==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code 

      PrintFormat("Failed to create handle of the iMACD indicator for the symbol %s/%s, error code %d",

                  m_symbol.Name(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//--- create handle of the indicator iATR

   handle_iATR=iATR(m_symbol.Name(),Period(),Inp_ATR_ma_period);

//--- if the handle is not created 

   if(handle_iATR==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code 

      PrintFormat("Failed to create handle of the iATR indicator for the symbol %s/%s, error code %d",

                  m_symbol.Name(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//--- create handle of the indicator iRSI

   handle_iRSI=iRSI(m_symbol.Name(),Period(),Inp_RSI_ma_period,PRICE_CLOSE);

//--- if the handle is not created 

   if(handle_iRSI==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code 

      PrintFormat("Failed to create handle of the iRSI indicator for the symbol %s/%s, error code %d",

                  m_symbol.Name(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

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

   static datetime PrevBars=0;

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

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;

   if(!RefreshRates())

      return;

//---

   double MA_2    = iMAGet(1);

   double MACD_1  = iMACDGet(MAIN_LINE,1);

   double MACD_2  = iMACDGet(MAIN_LINE,2);

   double ATR_1   = iATRGet(1);

   double RSI_1   = iRSIGet(1);

//--- check BUY

   if(iOpen(m_symbol.Name(),Period(),1)<MA_2 && RSI_1<RSIUpperLimit && 

      iClose(m_symbol.Name(),Period(),1)>MA_2 && RSI_1>RSIUpperLevel)

     {

      if(MACD_2<0 || (MathAbs(MACD_1)-MathAbs(MACD_2))/MathAbs(MACD_1)>MacdDiffBuy)

        {

         double sl=m_symbol.Ask()-ism*ATR_1;

         for(int i=0;i<4;i++)

           {

            double tp=m_symbol.Ask()+tpm*(i/2.0+1.0)*ATR_1;

            OpenBuy(sl,tp);

            //OrderSend(Symbol(),OP_BUY,InpLots,Ask,slippage,Ask-InitialStop,Ask+TakeProfit,DoubleToStr(oob+1+i,2),magicEA,0);

           }

        }

      return;

     }

//--- check SELL

   if(iOpen(m_symbol.Name(),Period(),1)>MA_2 && RSI_1>RSILowerLimit && 

      iClose(m_symbol.Name(),Period(),1)<MA_2 && RSI_1<RSILowerLevel)

     {

      if(MACD_2>0 || (MathAbs(MACD_1)-MathAbs(MACD_2))/MathAbs(MACD_1)>MacdDiffSell)

        {

         double sl=m_symbol.Bid()+ism*ATR_1;

         for(int i=0;i<4;i++)

           {

            double tp=m_symbol.Bid()-tpm*(i/2.0+1.0)*ATR_1;

            OpenSell(sl,tp);

            //OrderSend(Symbol(),OP_BUY,InpLots,Ask,slippage,Ask-InitialStop,Ask+TakeProfit,DoubleToStr(oob+1+i,2),magicEA,0);

           }

        }

      return;

     }

  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//--- get transaction type as enumeration value 

   ENUM_TRADE_TRANSACTION_TYPE type=trans.type;

//--- if transaction is result of addition of the transaction in history

   if(type==TRADE_TRANSACTION_DEAL_ADD)

     {

      long     deal_ticket       =0;

      long     deal_order        =0;

      long     deal_time         =0;

      long     deal_time_msc     =0;

      long     deal_type         =-1;

      long     deal_entry        =-1;

      long     deal_magic        =0;

      long     deal_reason       =-1;

      long     deal_position_id  =0;

      double   deal_volume       =0.0;

      double   deal_price        =0.0;

      double   deal_commission   =0.0;

      double   deal_swap         =0.0;

      double   deal_profit       =0.0;

      string   deal_symbol       ="";

      string   deal_comment      ="";

      string   deal_external_id  ="";

      if(HistoryDealSelect(trans.deal))

        {

         deal_ticket       =HistoryDealGetInteger(trans.deal,DEAL_TICKET);

         deal_order        =HistoryDealGetInteger(trans.deal,DEAL_ORDER);

         deal_time         =HistoryDealGetInteger(trans.deal,DEAL_TIME);

         deal_time_msc     =HistoryDealGetInteger(trans.deal,DEAL_TIME_MSC);

         deal_type         =HistoryDealGetInteger(trans.deal,DEAL_TYPE);

         deal_entry        =HistoryDealGetInteger(trans.deal,DEAL_ENTRY);

         deal_magic        =HistoryDealGetInteger(trans.deal,DEAL_MAGIC);

         deal_reason       =HistoryDealGetInteger(trans.deal,DEAL_REASON);

         deal_position_id  =HistoryDealGetInteger(trans.deal,DEAL_POSITION_ID);



         deal_volume       =HistoryDealGetDouble(trans.deal,DEAL_VOLUME);

         deal_price        =HistoryDealGetDouble(trans.deal,DEAL_PRICE);

         deal_commission   =HistoryDealGetDouble(trans.deal,DEAL_COMMISSION);

         deal_swap         =HistoryDealGetDouble(trans.deal,DEAL_SWAP);

         deal_profit       =HistoryDealGetDouble(trans.deal,DEAL_PROFIT);



         deal_symbol       =HistoryDealGetString(trans.deal,DEAL_SYMBOL);

         deal_comment      =HistoryDealGetString(trans.deal,DEAL_COMMENT);

         deal_external_id  =HistoryDealGetString(trans.deal,DEAL_EXTERNAL_ID);

        }

      else

         return;

      if(deal_symbol==m_symbol.Name() && deal_magic==m_magic)

         if(deal_reason==DEAL_REASON_TP)

           {

            //--- 5A;8 A@01>B0; TP C BUY ?>78F88 - 70?><8=05< 5Q F5=C 8 ?5@5=>A8< 2 157C1KB>: >AB0;L=K5

            if(deal_type==DEAL_TYPE_SELL)

              {

               StopLossInBreakeven(POSITION_TYPE_BUY,deal_price);

              }

            else if(deal_type==DEAL_TYPE_BUY)

              {

               StopLossInBreakeven(POSITION_TYPE_SELL,deal_price);

              }

           }

     }

  }

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

//| 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);

  }

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

//| Get value of buffers for the iMA                                 |

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

double iMAGet(const int index)

  {

   double MA[1];

//--- reset error code 

   ResetLastError();

//--- fill a part of the iMABuffer array with values from the indicator buffer that has 0 index 

   if(CopyBuffer(handle_iMA,0,index,1,MA)<0)

     {

      //--- if the copying fails, tell the error code 

      PrintFormat("Failed to copy data from the iMA indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated 

      return(0.0);

     }

   return(MA[0]);

  }

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

//| Get value of buffers for the iMACD                               |

//|  the buffer numbers are the following:                           |

//|   0 - MAIN_LINE, 1 - SIGNAL_LINE                                 |

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

double iMACDGet(const int buffer,const int index)

  {

   double MACD[1];

//--- reset error code 

   ResetLastError();

//--- fill a part of the iMACDBuffer array with values from the indicator buffer that has 0 index 

   if(CopyBuffer(handle_iMACD,buffer,index,1,MACD)<0)

     {

      //--- if the copying fails, tell the error code 

      PrintFormat("Failed to copy data from the iMACD indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated 

      return(0.0);

     }

   return(MACD[0]);

  }

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

//| Get value of buffers for the iATR                                |

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

double iATRGet(const int index)

  {

   double ATR[1];

//--- reset error code 

   ResetLastError();

//--- fill a part of the iATR array with values from the indicator buffer that has 0 index 

   if(CopyBuffer(handle_iATR,0,index,1,ATR)<0)

     {

      //--- if the copying fails, tell the error code 

      PrintFormat("Failed to copy data from the iATR indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated 

      return(0.0);

     }

   return(ATR[0]);

  }

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

//| Get value of buffers for the iRSI                                |

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

double iRSIGet(const int index)

  {

   double RSI[1];

//--- reset error code 

   ResetLastError();

//--- fill a part of the iRSI array with values from the indicator buffer that has 0 index 

   if(CopyBuffer(handle_iRSI,0,index,1,RSI)<0)

     {

      //--- if the copying fails, tell the error code 

      PrintFormat("Failed to copy data from the iRSI indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated 

      return(0.0);

     }

   return(RSI[0]);

  }

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

//| 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)

  {

   return;

   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());

   int d=0;

  }

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

//| Stop Loss in a breakeven                                         |

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

void StopLossInBreakeven(const ENUM_POSITION_TYPE pos_type,double stop_loss_price)

  {

   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()==pos_type)

              {

               if(m_position.PositionType()==POSITION_TYPE_BUY)

                 {

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

                     m_symbol.NormalizePrice(stop_loss_price),

                     m_position.TakeProfit()))

                     Print("Breakeven BUY ",m_position.Ticket(),

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

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

                 }

               else

                 {

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

                     m_symbol.NormalizePrice(stop_loss_price),

                     m_position.TakeProfit()))

                     Print("Breakeven SELL ",m_position.Ticket(),

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

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

                 }



              }

  }

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