breakdown

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

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

//|                                                           Arist0 |

//|                                              arist0.rr@gmail.com |

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

#property copyright "Arist0"

#property link      "arist0.rr@gmail.com"

#property version   "1.001"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.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

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 ushort   InpMinDistance    = 25;       // Minimum distance

input double   Risk              = 5;        // Risk in percent for a deal from a free margin

input ulong    m_magic           = 585000550;// magic number

//---

ulong          m_slippage=10;                // slippage



double         ExtStopLoss=0.0;

double         ExtTakeProfit=0.0;

double         ExtTrailingStop=0.0;

double         ExtTrailingStep=0.0;

double         ExtMinDistance=0.0;



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



bool           bln_delete_all=false;

datetime       dt_last_delete=0;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

   if(InpTrailingStop!=0 && InpTrailingStep==0)

     {

      string text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?

                  ""@59;8=3 =52>7<>65=: ?0@0<5B@ \"Trailing Step\" @025= =C;N!":

                  "Trailing is not possible: parameter \"Trailing Step\" is zero!";

      Alert(__FUNCTION__," ERROR! ",text);

      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;

   ExtMinDistance = InpMinDistance  * m_adjusted_point;

//---

   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);

     }

//---

   bln_delete_all=false;

   dt_last_delete=0;

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   if(m_money!=NULL)

      delete m_money;

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   if(bln_delete_all)

     {

      if(IsPendingOrdersExists())

        {

         DeleteAllPendingOrders();

         //dt_last_delete=iTime(m_symbol.Name(),Period(),0);

         return;

        }

      else

        {

         bln_delete_all=false;

         dt_last_delete=iTime(m_symbol.Name(),PERIOD_D1,0);

        }

     }

//---

   if(IsPendingOrdersExists() && dt_last_delete<iTime(m_symbol.Name(),PERIOD_D1,0))

     {

      bln_delete_all=true;

      return;

     }

//---

   if(!IsPendingOrdersExists())

     {

      if(!RefreshRates())

         return;

      //---

      double price=iHigh(m_symbol.Name(),PERIOD_D1,1)+ExtMinDistance;

      double sl=(InpStopLoss==0)?0.0:price-ExtStopLoss;

      double tp=(InpTakeProfit==0)?0.0:price+ExtTakeProfit;

      PendingBuyStop(price,sl,tp);

      //---

      price=iLow(m_symbol.Name(),PERIOD_D1,1)-ExtMinDistance;

      sl=(InpStopLoss==0)?0.0:price+ExtStopLoss;

      tp=(InpTakeProfit==0)?0.0:price-ExtTakeProfit;

      PendingSellStop(price,sl,tp);



      dt_last_delete=iTime(m_symbol.Name(),PERIOD_D1,0);

      return;

     }

//---

   Trailing();

  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---

   double res=0.0;

   int losses=0.0;

//--- 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_entry==DEAL_ENTRY_IN)

            if(deal_type==DEAL_TYPE_BUY || deal_type==DEAL_TYPE_SELL)

               DeleteAllPendingOrders();

     }

  }

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

//| 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);

  }

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

//| Pending order of Buy Stop                                        |

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

void PendingBuyStop(double price,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   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)

     {

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

      return;

     }

//--- 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.BuyStop(check_open_long_lot,m_symbol.NormalizePrice(price),

            m_symbol.Name(),m_symbol.NormalizePrice(sl),m_symbol.NormalizePrice(tp)))

           {

            if(m_trade.ResultOrder()==0)

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

              }

            else

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

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

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

         return;

        }

     }

   else

     {

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

      return;

     }

//---

  }

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

//| Pending order of Sell Stop                                       |

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

void PendingSellStop(double price,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   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)

     {

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

      return;

     }

//--- 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.SellStop(check_open_short_lot,m_symbol.NormalizePrice(price),

            m_symbol.Name(),m_symbol.NormalizePrice(sl),m_symbol.NormalizePrice(tp)))

           {

            if(m_trade.ResultOrder()==0)

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

              }

            else

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

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

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

         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());

  }

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

//| Is pendinf orders exists                                         |

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

bool IsPendingOrdersExists(void)

  {

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

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

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

            return(true);

//---

   return(false);

  }

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

//| Delete all pending orders                                        |

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

void DeleteAllPendingOrders(void)

  {

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

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

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

            m_trade.OrderDelete(m_order.Ticket());

  }

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

//| 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 ",m_position.Ticket(),

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

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

                     RefreshRates();

                     m_position.SelectByIndex(i);

                     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 ",m_position.Ticket(),

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

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

                     RefreshRates();

                     m_position.SelectByIndex(i);

                     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()));

  }

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