Brakeout_Trader_v1

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

//|                  Brakeout_Trader_v1(barabashkakvn's edition).mq5 |

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

#property version   "1.001"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.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

CMoneyFixedMargin m_money;

//--- input parameters

input string   _tmp1_=" --- Trade parameters ---";

input double   AppPrice=0.0;                 // Price level that you want to break through

input bool     Buys=true;                    // Buy positions

input bool     Sells=true;                   // Sell positions

input double   Lots=0.1;

input ushort   StopLoss=140;

input ushort   TakeProfit=180;

input ulong    m_slippage=30;

input ulong    m_magic=20050107;

input string   _tmp2_=" --- MM section ---";

input double   PercentRisk=10;               // % risk

//---

ENUM_ACCOUNT_MARGIN_MODE m_margin_mode;

double         m_adjusted_point;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

   if(!Buys && !Sells)

     {

      Print("Error! \"Buys=",Buys," and \"Sells=",Sells);

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   SetMarginMode();

   if(!IsHedging())

     {

      Print("Hedging only!");

      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();

//---

   m_trade.SetExpertMagicNumber(m_magic);

//---

   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;

//---

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

      return(INIT_FAILED);

   m_money.Percent(10); // 10% risk

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   int BuyCnt=0;

   int SellCnt=0;

   CalculatePositions(BuyCnt,SellCnt);

//--- Buy

   if(iClose(1)>AppPrice && iClose(2)<=AppPrice)

     {

      if(BuyCnt>0)

         return;

      if(!Buys)

         return;



      if(SellCnt>0)

         ClosePositions(POSITION_TYPE_SELL);



      if(!RefreshRates())

         return;



      double sl=m_symbol.Ask()-StopLoss*m_adjusted_point;

      double tp=m_symbol.Ask()+TakeProfit*m_adjusted_point;



      double 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)

         return;



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

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



      if(chek_volime_lot!=0.0)

         if(chek_volime_lot>=check_open_long_lot)

           {

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

               m_symbol.NormalizePrice(sl),

               m_symbol.NormalizePrice(tp)))

              {

               if(m_trade.ResultDeal()==0)

                 {

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

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

                 }

               else

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

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

              }

            else

              {

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

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

              }

           }

      return;

     }

//--- Sell

   if(iClose(1)<AppPrice && iClose(2)>=AppPrice)

     {

      if(SellCnt>0)

         return;

      if(!Sells)

         return;



      if(BuyCnt>0)

         ClosePositions(POSITION_TYPE_BUY);



      if(!RefreshRates())

         return;



      double sl=m_symbol.Bid()+StopLoss*m_adjusted_point;

      double tp=m_symbol.Bid()-TakeProfit*m_adjusted_point;



      double 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)

         return;



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

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



      if(chek_volime_lot!=0.0)

         if(chek_volime_lot>=check_open_short_lot)

           {

            if(m_trade.Sell(check_open_short_lot,NULL,m_symbol.Bid(),

               m_symbol.NormalizePrice(sl),

               m_symbol.NormalizePrice(tp)))

              {

               if(m_trade.ResultDeal()==0)

                 {

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

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

                 }

               else

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

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

              }

            else

              {

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

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

              }

           }

      return;

     }

  }

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

//|                                                                  |

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

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);

  }

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

//| 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);

  }

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

//| >4AGQB ?>78F89 Buy 8 Sell                                       |

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

void CalculatePositions(int &count_buys,int &count_sells)

  {

   count_buys=0.0;

   count_sells=0.0;



   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;

  }

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

//| 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))     // selects the position by index for further access to its properties

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

            if(m_position.PositionType()==pos_type) // gets the position type

               m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol

  }

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

//| Get Close for specified bar index                                | 

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

double iClose(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   if(timeframe==0)

      timeframe=Period();

   double Close[1];

   double close=0;

   int copied=CopyClose(symbol,timeframe,index,1,Close);

   if(copied>0) close=Close[0];

   return(close);

  }

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