Auto ADX

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

//|                            Auto ADX(barabashkakvn's edition).mq5 |

//|                                              David_Angelic Enegy |

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

#property copyright "David_Angelic Enegy"

#property version   "1.000"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.mqh>

#include <Trade\DealInfo.mqh>

#include <Trade\OrderInfo.mqh>

#include <Expert\Money\MoneyFixedMargin.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

CDealInfo      m_deal;                       // deals object

COrderInfo     m_order;                      // pending orders object

CMoneyFixedMargin *m_money;

//--- input parameters

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 int      Inp_adx_period    = 14;       // ADX: averaging period 

input double   Inp_ADX_Level     = 30;       // ADX level

input bool     Inp_Reverse       = true;     // Reverse

input double   InpLots           = 0;        // Lots (or "Lots">0 and "Risk"==0 or "Lots"==0 and "Risk">0)

input double   Risk              = 5;        // Risk (or "Lots">0 and "Risk"==0 or "Lots"==0 and "Risk">0)

input ulong    m_magic           = 122514084;// magic number

//---

ulong          m_slippage=10;                // slippage



double         ExtStopLoss=0.0;

double         ExtTakeProfit=0.0;

double         ExtTrailingStop=0.0;

double         ExtTrailingStep=0.0;



int    handle_iADX;                          // variable for storing the handle of the iADX indicator 

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();

//---

   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;

//---

   if(!LotsOrRisk(InpLots,Risk,digits_adjust))

      return(INIT_PARAMETERS_INCORRECT);

//---

   if(m_money!=NULL)

      delete m_money;

   m_money=new CMoneyFixedMargin;

   if(m_money!=NULL)

     {

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

         return(INIT_FAILED);

      m_money.Percent(Risk);

     }

   else

     {

      Print(__FUNCTION__,", ERROR: Object CMoneyFixedMargin is NULL");

      return(INIT_FAILED);

     }

//--- create handle of the indicator iADX

   handle_iADX=iADX(m_symbol.Name(),Period(),Inp_adx_period);

//--- if the handle is not created 

   if(handle_iADX==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iADX 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)

  {

//---

   if(m_money!=NULL)

      delete m_money;

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

   Trailing();

//--- 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())

     {

      PrevBars=0;

      return;

     }

//---

   double main_1     = iADXGet(MAIN_LINE,1);

   double main_2     = iADXGet(MAIN_LINE,2);

   double plusdi_1   = iADXGet(PLUSDI_LINE,1);

   double minusdi_1  = iADXGet(MINUSDI_LINE,1);

   if(main_1==-1.0 || main_2==-1.0 || plusdi_1==-1.0 || minusdi_1==-1.0)

     {

      PrevBars=0;

      return;

     }

//---

   int count_buys=0;

   int count_sells=0;

   CalculatePositions(count_buys,count_sells);

   if(count_buys+count_sells>1)

      return;

//---

   if(Inp_Reverse && count_buys+count_sells>0)

     {

      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)

              {

               if(m_position.PositionType()==POSITION_TYPE_BUY)

                  if(plusdi_1<minusdi_1 || main_1<main_2)

                     m_trade.PositionClose(m_position.Ticket());



               if(m_position.PositionType()==POSITION_TYPE_SELL)

                  if(plusdi_1>minusdi_1 || main_1>main_2)

                     m_trade.PositionClose(m_position.Ticket());

              }

     }

//--- >B:@KB85 ?>78F89 

   CalculatePositions(count_buys,count_sells);



   if(count_buys+count_sells==0)

     {

      if(plusdi_1>minusdi_1 && main_1>Inp_ADX_Level && main_1>main_2)

        {

         double sl=(InpStopLoss==0)?0.0:m_symbol.Ask()-ExtStopLoss;

         double tp=(InpTakeProfit==0)?0.0:m_symbol.Ask()+ExtTakeProfit;

         OpenBuy(sl,tp);

        }

      if(plusdi_1<minusdi_1 && main_1<Inp_ADX_Level && main_1<main_2)

        {

         double sl=(InpStopLoss==0)?0.0:m_symbol.Bid()+ExtStopLoss;

         double tp=(InpTakeProfit==0)?0.0:m_symbol.Bid()-ExtTakeProfit;

         OpenSell(sl,tp);

        }

     }

  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---



  }

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

//| 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)

     {

      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)

     {

      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)

     {

      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);

  }

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

//| Lots or risk in percent for a deal from a free margin            |

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

bool LotsOrRisk(const double lots,const double risk,const int digits_adjust)

  {

   if(lots<0.0 && risk<0.0)

     {

      Print(__FUNCTION__,", ERROR: Parameter (\"lots\" or \"risk\") can't be less than zero");

      return(false);

     }

   if(lots==0.0 && risk==0.0)

     {

      Print(__FUNCTION__,", ERROR: Trade is impossible: You have set \"lots\" == 0.0 and \"risk\" == 0.0");

      return(false);

     }

   if(lots>0.0 && risk>0.0)

     {

      Print(__FUNCTION__,", ERROR: Trade is impossible: You have set \"lots\" > 0.0 and \"risk\" > 0.0");

      return(false);

     }

   if(lots>0.0)

     {

      string err_text="";

      if(!CheckVolumeValue(lots,err_text))

        {

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

         return(false);

        }

     }

   else if(risk>0.0)

     {

      if(m_money!=NULL)

         delete m_money;

      m_money=new CMoneyFixedMargin;

      if(m_money!=NULL)

        {

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

            return(INIT_FAILED);

         m_money.Percent(risk);

        }

      else

        {

         Print(__FUNCTION__,", ERROR: Object CMoneyFixedMargin is NULL");

         return(INIT_FAILED);

        }

     }

//---

   return(true);

  }

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

//| Get value of buffers for the iADX                                |

//|  the buffer numbers are the following:                           |

//|    0 - MAIN_LINE, 1 - PLUSDI_LINE, 2 - MINUSDI_LINE              |

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

double iADXGet(const int buffer,const int index)

  {

   double ADX[];

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iADX,buffer,index,1,ADX)<0)

     {

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

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

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

      return(-1.0);

     }

   return(ADX[0]);

  }

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

//| Calculate positions Buy and Sell                                 |

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

void CalculatePositions(int &count_buys,int &count_sells)

  {

   count_buys=0;

   count_sells=0;



   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)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

               count_buys++;



            if(m_position.PositionType()==POSITION_TYPE_SELL)

               count_sells++;

           }

//---

   return;

  }

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

//| Open Buy position                                                |

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

void OpenBuy(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double check_open_long_lot=0.0;

   if(Risk>0.0)

     {

      check_open_long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl);

      Print("sl=",DoubleToString(sl,m_symbol.Digits()),

            ", CheckOpenLong: ",DoubleToString(check_open_long_lot,2),

            ", Balance: ",    DoubleToString(m_account.Balance(),2),

            ", Equity: ",     DoubleToString(m_account.Equity(),2),

            ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

      if(check_open_long_lot==0.0)

        {

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

         return;

        }

     }

   else

      check_open_long_lot=InpLots;

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

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



   if(check_volume_lot!=0.0)

     {

      if(check_volume_lot>=check_open_long_lot)

        {

         if(m_trade.Buy(check_open_long_lot,NULL,m_symbol.Ask(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

              }

            else

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         string text="";

         if(Risk>0.0)

            text="< method CheckOpenLong ("+DoubleToString(check_open_long_lot,2)+")";

         else

            text="< Lots ("+DoubleToString(InpLots,2)+")";

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

               text);

         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);



   double check_open_short_lot=0.0;

   if(Risk>0.0)

     {

      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)

        {

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

         return;

        }

     }

   else

      check_open_short_lot=InpLots;

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

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



   if(check_volume_lot!=0.0)

     {

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

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

               PrintResultTrade(m_trade,m_symbol);

              }

            else

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         string text="";

         if(Risk>0.0)

            text="< method CheckOpenShort ("+DoubleToString(check_open_short_lot,2)+")";

         else

            text="< Lots ("+DoubleToString(InpLots,2)+")";

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

               text);

         return;

        }

     }

   else

     {

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

      return;

     }

//---

  }

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

//| Print CTrade result                                              |

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

void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)

  {

   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());

  }

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

//| 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 BUY ",m_position.Ticket(),

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

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

                     PrintResultModify(m_trade,m_symbol,m_position);

                     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 SELL ",m_position.Ticket(),

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

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

                     PrintResultModify(m_trade,m_symbol,m_position);

                    }

              }



           }

  }

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

//| Print CTrade result                                              |

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

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

  {

   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("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()));

  }

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