Buy Sell Trailing

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

//|                                            Buy Sell Trailing.mq5 |

//|                              Copyright © 2019, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

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

#property copyright "Copyright © 2019, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.000"

/*

   barabashkakvn Trading engine 3.029

*/

#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

//--- input parameters

input ushort   InpTrailingFrequency = 10;          // Trailing, in seconds (< "10" -> only on a new bar)

input ushort   InpTrailingStop      = 25;          // Trailing Stop (min distance from price to Stop Loss, in pips

input ushort   InpTrailingStep      = 5;           // Trailing Step, in pips (1.00045-1.00055=1 pips)

//---

input bool     InpPrintLog          = false;       // Print log

input ulong    InpMagic             = 209099965;   // Magic number

//---

string   m_hline_name_buy        = "Buy net price";

string   m_hline_name_sell       = "Sell net price";

//---

ulong  ExtSlippage=10;              // Slippage



double ExtTrailingStop           = 0.0;      // Trailing Stop           -> double

double ExtTrailingStep           = 0.0;      // Trailing Step           -> double



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

datetime ExtLastTrailing         = 0;        // "0" -> D'1970.01.01 00:00';

datetime ExtPrevBars             = 0;        // "0" -> D'1970.01.01 00:00';

int      digits_adjust           = 1;        // 

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

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

     {

      string err_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!";

      //--- when testing, we will only output to the log about incorrect input parameters

      if(MQLInfoInteger(MQL_TESTER))

        {

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

         return(INIT_FAILED);

        }

      else // if the Expert Advisor is run on the chart, tell the user about the error

        {

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

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

//---

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

      return(INIT_FAILED);

   RefreshRates();

//---

   m_trade.SetExpertMagicNumber(InpMagic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   m_trade.SetDeviationInPoints(ExtSlippage);

//--- tuning for 3 or 5 digits

   digits_adjust=1;

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

      digits_adjust=10;

   ExtAdjustedPoint=m_symbol.Point()*digits_adjust;



   ExtTrailingStop            = InpTrailingStop          * ExtAdjustedPoint;

   ExtTrailingStep            = InpTrailingStep          * ExtAdjustedPoint;

//--- 

   HLineCreate(0,m_hline_name_buy,0,0.0,clrBlue);

   HLineCreate(0,m_hline_name_sell,0,0.0,clrRed);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   HLineDelete(0,m_hline_name_buy);

   HLineDelete(0,m_hline_name_sell);

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

   if(InpTrailingFrequency>=10) // trailing no more than once every 10 seconds

     {

      datetime time_current=TimeCurrent();

      if(time_current-ExtLastTrailing>10)

        {

         double net_price_buy=0.0;

         double net_price_sell=0.0;

         CalculationNetPrice(net_price_buy,net_price_sell);

         //---

         double level;

         if(FreezeStopsLevels(level))

            Trailing(level,net_price_buy,net_price_sell);

         else

            return;

         ExtLastTrailing=time_current;

        }

     }

//--- we work only at the time of the birth of new bar

   datetime time_0=iTime(m_symbol.Name(),Period(),0);

   if(time_0==ExtPrevBars)

      return;

   ExtPrevBars=time_0;

//---

   if(InpTrailingFrequency<10) // trailing only at the time of the birth of new bar

     {

      double net_price_buy=0.0;

      double net_price_sell=0.0;

      CalculationNetPrice(net_price_buy,net_price_sell);

      //---

      double level;

      if(FreezeStopsLevels(level))

         Trailing(level,net_price_buy,net_price_sell);

     }

//---

  }

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

//| 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;

//--- 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;



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

      return(false);



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



   double spread=m_symbol.Spread()*ExtAdjustedPoint;

   level=(level>spread)?level:spread;

//---

   return(true);

  }

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

//| Trailing                                                         |

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

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

void Trailing(const double stop_level,double net_price_buy,double net_price_sell)

  {

/*

   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(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())

           {

            double price_current = m_position.PriceCurrent();

            double price_open    = m_position.PriceOpen();

            double stop_loss     = m_position.StopLoss();

            double take_profit   = m_position.TakeProfit();

            double ask           = m_symbol.Ask();

            double bid           = m_symbol.Ask();

            //---

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(net_price_buy>0.0)

                  if(net_price_buy<price_current-(ExtTrailingStop+ExtTrailingStep))

                     if(ExtTrailingStop>=stop_level && (take_profit-bid>=stop_level || take_profit==0.0))

                       {

                        if(!CompareDoubles(stop_loss,net_price_buy+ExtTrailingStop,m_symbol.Digits()))

                          {

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

                              m_symbol.NormalizePrice(net_price_buy+ExtTrailingStop),

                              take_profit))

                              Print("Modify BUY ",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(net_price_sell>0.0)

                  if((net_price_sell>(price_current+(ExtTrailingStop+ExtTrailingStep))) || (stop_loss==0))

                     if(ExtTrailingStop>=stop_level && ask-take_profit>=stop_level)

                       {

                        if(!CompareDoubles(stop_loss,net_price_sell-ExtTrailingStop,m_symbol.Digits()))

                          {

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

                              m_symbol.NormalizePrice(net_price_sell-ExtTrailingStop),

                              take_profit))

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

  }

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

//| Calculate all positions                                          |

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

void CalculateAllPositions(int &count_buys,double &volume_buys,double &volume_biggest_buys,

                           int &count_sells,double &volume_sells,double &volume_biggest_sells)

  {

   count_buys  = 0;  volume_buys   = 0.0; volume_biggest_buys  = 0.0;

   count_sells = 0;  volume_sells  = 0.0; volume_biggest_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())

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               count_buys++;

               volume_buys+=m_position.Volume();

               if(m_position.Volume()>volume_biggest_buys)

                  volume_biggest_buys=m_position.Volume();

               continue;

              }

            else if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

               count_sells++;

               volume_sells+=m_position.Volume();

               if(m_position.Volume()>volume_biggest_sells)

                  volume_biggest_sells=m_position.Volume();

              }

           }

  }

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

//| Calculation Net Price                                            |

//| Formula for \"Breakeven\" is provided                            |

//|  Andrei Fandeev https://www.mql5.com/ru/users/andreifan"         |

//|  in: https://www.mql5.com/ru/forum/220911/page2#comment_6105972" |

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

double CalculationNetPrice(double &net_price_buy,double &net_price_sell)

  {

   int count_buys                            = 0;

   double total_price_multiply_volume_buy    = 0.0;

   double total_volume_buy                   = 0.0;

   net_price_buy                             = 0.0;



   int count_sells                           = 0;

   double total_price_multiply_volume_sell   = 0.0;

   double total_volume_sell                  = 0.0;

   net_price_sell                            = 0.0;



   double breakeven_price=0.0;



   int total=PositionsTotal();

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

     {

      if(!m_position.SelectByIndex(i)) // selects the position by index for further access to its properties

         break;

      if(m_position.Symbol()==Symbol())

        {

         if(m_position.PositionType()==POSITION_TYPE_BUY)

           {

            count_buys++;

            total_price_multiply_volume_buy+=m_position.PriceOpen()*m_position.Volume();

            total_volume_buy+=m_position.Volume();

           }

         else

           {

            count_sells++;

            total_price_multiply_volume_sell+=m_position.PriceOpen()*m_position.Volume();

            total_volume_sell+=m_position.Volume();

           }

        }

     }

//---

   if(total_price_multiply_volume_buy!=0 && total_volume_buy!=0)

     {

      net_price_buy=total_price_multiply_volume_buy/total_volume_buy;

      if(count_buys>0)

         HLineMove(0,m_hline_name_buy,net_price_buy);

      else

        {

         net_price_buy=0.0;

         HLineMove(0,m_hline_name_buy,0.0);

        }

     }



   if(total_price_multiply_volume_sell!=0 && total_volume_sell!=0)

     {

      net_price_sell=total_price_multiply_volume_sell/total_volume_sell;

      if(count_sells>0)

         HLineMove(0,m_hline_name_sell,net_price_sell);

      else

        {

         net_price_sell=0.0;

         HLineMove(0,m_hline_name_sell,0.0);

        }

     }



   if(total_volume_buy-total_volume_sell!=0)

      breakeven_price=(total_price_multiply_volume_buy-total_price_multiply_volume_sell)/

                      (total_volume_buy+total_volume_sell*-1);

//---

   return(breakeven_price);

  }

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

//| Create the horizontal line                                       | 

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

bool HLineCreate(const long            chart_ID=0,        // chart's ID 

                 const string          name="HLine",      // line name 

                 const int             sub_window=0,      // subwindow index 

                 double                price=0,           // line price 

                 const color           clr=clrRed,        // line color 

                 const ENUM_LINE_STYLE style=STYLE_SOLID, // line style 

                 const int             width=1,           // line width 

                 const bool            back=false,        // in the background 

                 const bool            selection=false,   // highlight to move 

                 const bool            hidden=true,       // hidden in the object list 

                 const long            z_order=0)         // priority for mouse click 

  {

////--- if the price is not set, set it at the current Bid price level 

//   if(!price)

//      price=SymbolInfoDouble(Symbol(),SYMBOL_BID);

//--- reset the error value 

   ResetLastError();

//--- create a horizontal line 

   if(!ObjectCreate(chart_ID,name,OBJ_HLINE,sub_window,0,price))

     {

      Print(__FUNCTION__,

            ": failed to create a horizontal line! Error code = ",GetLastError());

      return(false);

     }

//--- set line color 

   ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);

//--- set line display style 

   ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);

//--- set line width 

   ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);

//--- display in the foreground (false) or background (true) 

   ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);

//--- enable (true) or disable (false) the mode of moving the line by mouse 

//--- when creating a graphical object using ObjectCreate function, the object cannot be 

//--- highlighted and moved by default. Inside this method, selection parameter 

//--- is true by default making it possible to highlight and move the object 

   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);

   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);

//--- hide (true) or display (false) graphical object name in the object list 

   ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);

//--- set the priority for receiving the event of a mouse click in the chart 

   ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);

//--- successful execution 

   return(true);

  }

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

//| Move horizontal line                                             | 

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

bool HLineMove(const long   chart_ID=0,   // chart's ID 

               const string name="HLine", // line name 

               double       price=0)      // line price 

  {

//--- if the line price is not set, move it to the current Bid price level 

   if(!price)

      price=0.0;

//--- reset the error value 

   ResetLastError();

//--- move a horizontal line 

   if(!ObjectMove(chart_ID,name,0,0,price))

     {

      Print(__FUNCTION__,

            ": failed to move the horizontal line! Error code = ",GetLastError());

      return(false);

     }

//--- successful execution 

   return(true);

  }

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

//| Delete a horizontal line                                         | 

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

bool HLineDelete(const long   chart_ID=0,   // chart's ID 

                 const string name="HLine") // line name 

  {

//--- reset the error value 

   ResetLastError();

//--- delete a horizontal line 

   if(!ObjectDelete(chart_ID,name))

     {

      Print(__FUNCTION__,

            ": failed to delete a horizontal line! Error code = ",GetLastError());

      return(false);

     }

//--- successful execution 

   return(true);

  }

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

//| Compare doubles                                                  |

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

bool CompareDoubles(double number1,double number2,int digits)

  {

   digits--;

   if(digits<0)

      digits=0;

   if(NormalizeDouble(number1-number2,digits)==0)

      return(true);

   else

      return(false);

  }

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