AutoSet SL TP

Author: Copyright © 2018, Vladimir Karputov
Price Data Components
Series array that contains tick volumes of each bar
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AutoSet SL TP
ÿþ//+------------------------------------------------------------------+

//|                                                AutoSet SL TP.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>  

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

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

//| Enum type trade                                                  |

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

enum ENUM_TYPE_TRADE

  {

   buy=0,      // Only BUY

   sell=1,     // Only SELL

   buy_sell=2, // BUY and SELL

  };

//--- input parameters

input ushort            InpStopLoss       = 50;       // Stop Loss, in pips (1.00045-1.00055=1 pips)

input ushort            InpTakeProfit     = 140;      // Take Profit, in pips (1.00045-1.00055=1 pips)

input ENUM_TYPE_TRADE   InpTypeTrade      = buy;      // Type trade: 

//---

ulong  m_slippage=10;                        // slippage

double ExtStopLoss      = 0.0;               // Stop Loss -> double

double ExtTakeProfit    = 0.0;               // Take Profit -> doublr

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

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

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

      return(INIT_FAILED);

   RefreshRates();

//---

   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;

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   double level;

   if(FreezeStopsLevels(level))

      if(Modification(level))

         ExpertRemove();

  }

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

//| 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 Freeze and Stops levels                                    |

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

bool FreezeStopsLevels(double &level)

  {

//--- check Freeze and Stops levels

/*

   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

                           

   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

*/

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

      return(false);

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

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

   if(freeze_level==0.0)

      freeze_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;

   freeze_level*=1.1;

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

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

   if(stop_level==0.0)

      stop_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;

   stop_level*=1.1;



   if(freeze_level<=0.0 || stop_level<=0.0)

      return(false);



   level=(freeze_level>stop_level)?freeze_level:stop_level;

//---

   return(true);

  }

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

//| Trailing                                                         |

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

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

bool Modification(const double level)

  {

   bool result=true;

   int counter=0;

/*

     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

*/

   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())

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY && (InpTypeTrade==buy || InpTypeTrade==buy_sell))

              {

               double price=m_symbol.Ask();



               double sl=(InpStopLoss==0)?m_position.StopLoss():price-ExtStopLoss;

               if(sl!=0.0 && ExtStopLoss<level) // check sl

                  sl=price-level;



               double tp=(InpTakeProfit==0)?m_position.TakeProfit():price+ExtTakeProfit;

               if(tp!=0.0 && ExtTakeProfit<level) // check price

                  tp=price+level;



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

                  m_symbol.NormalizePrice(sl),

                  m_symbol.NormalizePrice(tp)))

                 {

                  result=false;

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

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

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

                 }

               counter++;

               RefreshRates();

               m_position.SelectByIndex(i);

               PrintResultModify(m_trade,m_symbol,m_position);

               continue;

              }

            if(m_position.PositionType()==POSITION_TYPE_SELL && (InpTypeTrade==sell || InpTypeTrade==buy_sell))

              {

               double price=m_symbol.Bid();



               double sl=(InpStopLoss==0)?m_position.StopLoss():price+ExtStopLoss;

               if(sl!=0.0 && ExtStopLoss<level) // check sl

                  sl=price+level;



               double tp=(InpTakeProfit==0)?m_position.StopLoss():price-ExtTakeProfit;

               if(tp!=0.0 && ExtTakeProfit<level) // check tp

                  tp=price-level;



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

                  m_symbol.NormalizePrice(sl),

                  m_symbol.NormalizePrice(tp)))

                 {

                  result=false;

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

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

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

                 }

               counter++;

               RefreshRates();

               m_position.SelectByIndex(i);

               PrintResultModify(m_trade,m_symbol,m_position);

               continue;

              }

           }

//---

   if(counter==0)

      return(false);

   return(result);

  }

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

//| Print CTrade result                                              |

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

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

  {

   Print("File: ",__FILE__,", symbol: ",m_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(m_symbol.FreezeLevel(),0),", Stops Level: "+DoubleToString(m_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()));

   int d=0;

  }

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

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