Alligator_v1

Price Data Components
Orders Execution
Indicators Used
Miscellaneous
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Alligator_v1
ÿþ//+------------------------------------------------------------------+

//|                           Alligator(barabashkakvn's edition).mq5 |

//|                      Copyright © 2008, MetaQuotes Software Corp. |

//|                                        http://www.metaquotes.net |

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

#property copyright "Copyright © 2008, 5<QE8= 8B0;89 235=L528G."

#property link      "Vitalya_1983@list.ru"

#property version   "1.001"

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.mqh>

#include <Trade\OrderInfo.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

COrderInfo     m_order;                      // pending orders object

input double MaxLot           = 0.5;         //>3@0=8G8205< @07<5@ AB0@B>2>3> ;>B0

input double koeff            = 1.3;         // :>MDD8F85=B C25;8G5=8O ;>B>2 ?@8 <0@B8=359;5

input double risk             = 0.04;        // @8A:, 2;8O5B =0 @07<5@ AB0@B>2>3> ;>B0

input double shirina1         = 0.0005;      // H8@8=0 "7520" Alligator'0 =0 >B:@KB85 >@45@0

input double shirina2         = 0.0001;      // H8@8=0 "7520" Alligator'0 =0 70:@KB85 >@45@0



input bool   Ruchnik          = false;       // ";02=>" 7025@H05B A5AA8N. A;8 =04> >B:;NO8BL A>25B=8:

input bool   Vhod_Alligator   = true;        //  07@5H05B >B:@K20BL >@45@0 ;;830B>@C

input bool   Vhod_Fractals    = false;       // @>25@:0 ;;830B>@0 $@0:B0;><

input bool   Vyhod_Alligator  = false;       //  07@5H05B 70:@K20BL >@45@0 ;;830B>@C

input bool   OnlyOneOrder     = true;        // A;8 False, 2:;NG05BAO 4>:C?:0 ?@8 ?>2B>@5 A83=0;0

input bool   EnableMartingail = true;        // 0@B8=359;

input bool   Trailing         = true;        // "@59;8=3!B>?

//---

input ushort InpTP            = 80;          // TP

input ushort InpSL            = 80;          // SL 

input ushort InpTrailingStep  = 10;          // TrailingStep

input ushort InpProfitPips    = 20;          // @81K;L, pips

input ushort blue             = 0;

input ushort red              = 5;

input ushort green            = 16;

input int    Fractal_bars     = 10;          // >;8G5AB2> 10@>2...

input ushort InpFractalHeight = 30;          // A@548 :>B>@KE 8I5BAO A>>B25BAB2CNI89 ?> 2KA>B5 8 =0?@02;5=8N D@0:B0;

input int    Koleno           = 10;          // >;8G5AB2> ">;5=" 0@B8=359;0

input ushort InpStepKoleno    = 50;          // (03 :>;5=0

//---

bool Proverka_buy,Proverka_sell,Trailing_buy,Trailing_sell,Vihod_Alligator_sell,Vihod_Alligator_buy,Fractal;

int  current_buy=1,current_sell=1,prev_buy,prev_sell;

//string text;

double up,down;

ulong m_magic;

//---

double ExtTP            = 0.0;

double ExtSL            = 0.0;

double ExtTrailingStep  = 0.0;

double ExtProfitPips    = 0.0;

double ExtFractalHeight = 0.0;

double ExtStepKoleno    = 0.0;

//---

int    handle_iAlligator;                    // variable for storing the handle of the iAlligator indicator 

int    handle_iFractals;                     // variable for storing the handle of the iFractals indicator 

ENUM_ACCOUNT_MARGIN_MODE m_margin_mode;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

   SetMarginMode();

   if(!IsHedging())

     {

      Print("Hedging only!");

      return(INIT_FAILED);

     }

//--- create handle of the indicator iAlligator

   handle_iAlligator=iAlligator(Symbol(),Period(),13,8,8,5,5,3,MODE_SMMA,PRICE_WEIGHTED);

//--- if the handle is not created 

   if(handle_iAlligator==INVALID_HANDLE)

     {

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

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

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//--- create handle of the indicator iFractals

   handle_iFractals=iFractals(Symbol(),Period());

//--- if the handle is not created 

   if(handle_iFractals==INVALID_HANDLE)

     {

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

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

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      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();

//--- tuning for 3 or 5 digits

   int digits_adjust=1;

   if(m_symbol.Digits()==3 || m_symbol.Digits()==5)

      digits_adjust=10;



   ExtTP            = InpTP            * digits_adjust * m_symbol.Point();

   ExtSL            = InpSL            * digits_adjust * m_symbol.Point();

   ExtTrailingStep  = InpTrailingStep  * digits_adjust * m_symbol.Point();

   ExtProfitPips    = InpProfitPips    * digits_adjust * m_symbol.Point();

   ExtFractalHeight = InpFractalHeight * digits_adjust * m_symbol.Point();

   ExtStepKoleno    = InpStepKoleno    * digits_adjust * m_symbol.Point();



   m_magic=Period();     //05< 038G5A:>5 G8A;> 4;O B>@3>2;8 =0 @07=KE "$

   m_trade.SetExpertMagicNumber(m_magic);    // sets magic number



   string text="0 Alligator5:   ";

   text=text+Symbol()+"  "+EnumToString(Period())+" ";

   if(Vhod_Alligator)

     {

      text=text+";;830B>@ 2:;  ";

     }

   if(Vhod_Fractals)

     {

      text=text+"Fraktals 2:;  ";

     }

   if(!OnlyOneOrder)

     {

      text=text+"4>:C?:0 2:;  ";

     }

   if(EnableMartingail)

     {

      text=text+"0@B8=359; 2:;  ";

     }

   if(Trailing)

     {

      text=text+"Trailing 2:;  ";

     }

   Alert(text);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//text="";

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//RefreshRates();

// bool order_est_buy = false;      //A1@0AK205< AG5BG8: >B:@KBKE >@45@>2

//  int m_magic = Period();     //05< 038G5A:>5 G8A;> 4;O B>@3>2;8 =0 @07=KE "$

//int Orders=OrdersTotal();      //AG5BG8: ?@>25@:8 >@45@>2

   if(Trailing==true)

     {

      Trailing_start();             // 0?CA:05< B@59;8=3 AB>?

     }

   if(Vhod_Alligator==true) // A?>;L7CO =0AB@>9:8 ;;830B>@0 >?@545;O5< <><5=B 2E>40 2 @K=>:....

     {

      prev_buy=current_buy;         // "!53>4=O B0: 65 :0: 8 2G5@0" :)

      prev_sell=current_sell;



      double blue_line=iAlligatorGet(GATORJAW_LINE,blue);

      double red_line=iAlligatorGet(GATORTEETH_LINE,red);

      double green_line=iAlligatorGet(GATORLIPS_LINE,green);



      double  PriceHigh=iHigh(m_symbol.Name(),Period(),0);



      if(green_line>blue_line+shirina1) // A83=0;K 2E>40

         current_buy=1;



      if(blue_line>green_line+shirina1)

         current_sell=1;



      if(green_line+shirina2<red_line) // A83=0;K 2KE>40

         current_buy=0;



      if(blue_line+shirina2<red_line)

         current_sell=0;

     }



   if(Vhod_Fractals) //@>25@O5< D@0:B0;><

     {

      Fractal();

     }

   if(!Proverka_buy() || OnlyOneOrder==false) // A;8 >B:@KBKE Buy =5B...

     {

      //--- 70:@K205< >B;>65==K5 ORDER_TYPE_BUY_LIMIT

      DeleteOrders(ORDER_TYPE_BUY_LIMIT);



      if(Ruchnik==false && (current_buy>prev_buy || Vhod_Alligator==false)) // 5A;8 ;;830B>@ 40; :><0=4C 8;8 =5 <5H05B...

         if(up>0 || Vhod_Fractals==false) // 8 D@0:B0; 405B 4>1@>

            LongOpen();                             // >B:@K205< 4;8==CN

     }

   if(!Proverka_sell() || OnlyOneOrder==false) // B>65 A0<>5, B>;L:> 4;O Sell...

     {

      //--- 70:@K205< >B;>65==K5 ORDER_TYPE_SELL_LIMIT

      DeleteOrders(ORDER_TYPE_SELL_LIMIT);



      if(Ruchnik==false && (current_sell>prev_sell || Vhod_Alligator==false))

         if(down>0 || Vhod_Fractals==false)

            ShortOpen();

     }

   if(Vyhod_Alligator==true) // 5A;8 ;;830B>@ 40; :><0=4C =0 70:@KB85

     {

      if(current_buy<prev_buy && Vihod_Alligator_buy==true)

        {

         // 70:@K205< ?>78F88 Buy

         ClosePositions(POSITION_TYPE_BUY);

        }

      if(current_sell<prev_sell && Vihod_Alligator_sell==true)

        {

         // 70:@K205< ?>78F88 Sell

         ClosePositions(POSITION_TYPE_BUY);

        }

     }

   return;

  }

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

//| @>25@:0 =0;8G8O >B:@KBKE BUY ?>78F89                            |

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

bool Proverka_buy()

  {

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

      if(m_position.SelectByIndex(i))

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

            if(m_position.PositionType()==POSITION_TYPE_BUY)

               return(true);



   Vihod_Alligator_buy=true;

   return (false);

  }

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

//| @>25@:0 =0;8G8O >B:@KBKE SEll ?>78F89                           |

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

bool Proverka_sell()

  {

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

      if(m_position.SelectByIndex(i))

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

            if(m_position.PositionType()==POSITION_TYPE_SELL)

               return(true);



   Vihod_Alligator_sell=true;

   return (false);

  }

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

//|                                                                  |

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

void ShortOpen()

  {

   double Lot=m_account.FreeMargin()/1000*risk;

   Lot=LotCheck(Lot);

   if(Lot==0)

      return;



   if(EnableMartingail==true)

      ExtTP=ExtSL/koeff;



   if(!RefreshRates())

      return;



   double new_tp=0.0;

   if(ExtTP>0)

      new_tp=m_symbol.Bid()-ExtTP;



   m_trade.Sell(Lot,Symbol(),m_symbol.Bid(),m_symbol.Bid()+ExtSL,new_tp);

   if(EnableMartingail==true) //A;8 <K 8A?>;L7C5< <0@B8=359;

     {

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

        {

         Lot=Lot*koeff;

         Lot=LotCheck(Lot);

         if(Lot==0)

            return;



         if(!RefreshRates())

            return;



         double price_new=NormalizeDouble(m_symbol.Bid()+ExtStepKoleno*(i),Digits());

         double sl_new=NormalizeDouble(price_new+ExtSL,Digits());

         double tp_new=NormalizeDouble(price_new-ExtTP,Digits());



         m_trade.SellLimit(Lot,price_new,Symbol(),sl_new,tp_new);

        }

     }

  }

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

//|                                                                  |

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

void LongOpen()

  {

   double Lot=m_account.FreeMargin()/1000*risk;

   Lot=LotCheck(Lot);

   if(Lot==0)

      return;



   if(EnableMartingail==true)

      ExtTP=ExtSL/koeff;



   if(!RefreshRates())

      return;



   double new_tp=0.0;

   if(ExtTP>0)

      new_tp=m_symbol.Ask()+ExtTP;



   m_trade.Buy(Lot,Symbol(),m_symbol.Ask(),m_symbol.Ask()-ExtSL,new_tp);



   if(EnableMartingail==true)

     {

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

        {

         Lot=Lot*koeff;

         Lot=LotCheck(Lot);

         if(Lot==0)

            return;



         if(!RefreshRates())

            return;



         double price_new=NormalizeDouble(m_symbol.Ask()-ExtStepKoleno*(i),Digits());

         double sl_new=NormalizeDouble(price_new-ExtSL,Digits());

         double tp_new=NormalizeDouble(price_new+ExtTP,Digits());

         m_trade.BuyLimit(Lot,price_new,Symbol(),sl_new,tp_new);

        }

     }

  }

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

//|                                                                  |

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

void Trailing_start()

  {

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

      if(m_position.SelectByIndex(i))

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

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               //--- <>48D8:0F8O SL

               if(ExtSL>0.0)

                 {

                  if(!RefreshRates())

                     return;



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

                    {

                     m_trade.PositionModify(m_position.Ticket(),m_symbol.Bid()-ExtSL,m_position.TakeProfit());

                     Vihod_Alligator_buy=false;

                    }

                 }

              }

            if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

               //--- <>48D8:0F8O SL

               if(ExtSL>0.0)

                 {

                  if(!RefreshRates())

                     return;



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

                    {

                     m_trade.PositionModify(m_position.Ticket(),m_symbol.Bid()+ExtSL,m_position.TakeProfit());

                     Vihod_Alligator_buy=false;

                    }

                 }

              }

           }

   return;

  }

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

//|                                                                  |

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

void Fractal()

  {

//--- !1@>A A83=0;>2

   up=0;

   down=0;

   for(int i=Fractal_bars;i>=3;i--)

     {

      //--- 2 =0H8E 10@0E 4>;65= 1KBL D@0:B0;

      double up_prov=iFractalsGet(UPPER_LINE,i);

      if(up_prov>up)

         up=up_prov;

      double down_prov=iFractalsGet(LOWER_LINE,i);

      if(down_prov>down)

         down=down_prov;

     }

   if(!RefreshRates())

      return;



//--- 8 MB>B D@0:B0; 4>;65= 1KBL 70<5B5=

   if(up<m_symbol.Ask()+ExtFractalHeight)

      up=0;

   if(down<m_symbol.Bid()-ExtFractalHeight)

      down=0;

  }

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

//| Get value of buffers for the iAlligator                          |

//|  the buffer numbers are the following:                           |

//|   0 - GATORJAW_LINE, 1 - GATORTEETH_LINE, 2 - GATORLIPS_LINE     |

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

double iAlligatorGet(const int buffer,const int index)

  {

   double Alligator[1];

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iAlligator,buffer,index,1,Alligator)<0)

     {

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

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

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

      return(0.0);

     }

   return(Alligator[0]);

  }

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

//| 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 value of buffers for the iFractals                           |

//|  the buffer numbers are the following:                           |

//|   0 - UPPER_LINE, 1 - LOWER_LINE                                 |

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

double iFractalsGet(const int buffer,const int index)

  {

   double Fractals[];

   ArraySetAsSeries(Fractals,true);

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iFractals,buffer,0,index+1,Fractals)<0)

     {

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

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

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

      return(0.0);

     }

   return(Fractals[index]);

  }

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

//| Delete Orders                                                    |

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

void DeleteOrders(ENUM_ORDER_TYPE order_type)

  {

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

      if(m_order.SelectByIndex(i))

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

            if(m_order.OrderType()==order_type)

               m_trade.OrderDelete(m_order.Ticket());

  }

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

//| Lot Check                                                        |

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

double LotCheck(double lots)

  {

//--- calculate maximum volume

   double volume=NormalizeDouble(lots,2);

   double stepvol=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_STEP);

   if(stepvol>0.0)

      volume=stepvol*MathFloor(volume/stepvol);

//---

   double minvol=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN);

   if(volume<minvol)

      volume=0.0;

//---

   double maxvol=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);

   if(volume>maxvol)

      volume=maxvol;

   return(volume);

  }

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

//| Close Positions                                                  |

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

void ClosePositions(ENUM_POSITION_TYPE pos_type)

  {

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

      if(m_position.SelectByIndex(i))

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

            if(m_position.PositionType()==pos_type)

               m_trade.PositionClose(m_position.Ticket());

  }

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

//|                                                                  |

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

void SetMarginMode(void)

  {

   m_margin_mode=(ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE);

  }

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

//|                                                                  |

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

bool IsHedging(void)

  {

   return(m_margin_mode==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING);

  }

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