Crossing Trend Line Current Timeframe Close Position

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

//|         Crossing Trend Line Current Timeframe Close Position.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 3.005

*/

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

//--- input parameters

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

input string   InpTrendLineName     = "Crossing";  // Trend Line Name

//---

input bool     InpReverse           = false;       // Reverse

input bool     InpPrintLog          = false;       // Print log

//---

ulong  ExtSlippage=10;                // Slippage



bool   ExtNeedCloseBuy           = false;

bool   ExtNeedCloseSell          = false;



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

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

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

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

      return(INIT_FAILED);

   RefreshRates();

//---

   m_trade.SetExpertMagicNumber(0);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   m_trade.SetDeviationInPoints(ExtSlippage);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   if(ExtNeedCloseBuy || ExtNeedCloseSell)

     {

      int count_buys=0;    double volume_buys=0.0;    double volume_biggest_buys=0.0;

      int count_sells=0;   double volume_sells=0.0;   double volume_biggest_sells=0.0;

      CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                            count_sells,volume_sells,volume_biggest_sells);

      if(ExtNeedCloseBuy)

        {

         if(count_buys>0)

           {

            double level;

            if(FreezeStopsLevels(level))

               ClosePositions(POSITION_TYPE_BUY,level);

            return;

           }

         else

            ExtNeedCloseBuy=false;

        }

      if(ExtNeedCloseSell)

        {

         if(count_sells>0)

           {

            double level;

            if(FreezeStopsLevels(level))

               ClosePositions(POSITION_TYPE_SELL,level);

            return;

           }

         else

            ExtNeedCloseSell=false;

        }

     }



   if(InpSignalsFrequency>=10) // search for trading signals no more than once every 10 seconds

     {

      datetime time_current=TimeCurrent();

      if(time_current-ExtLastSignals>10)

        {

         //--- search for trading signals

         if(!RefreshRates())

           {

            ExtPrevBars=0; return;

           }

         if(!SearchTradingSignals())

           {

            ExtPrevBars=0; return;

           }

         ExtLastSignals=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(!RefreshRates())

     {

      ExtPrevBars=0; return;

     }

   if(InpSignalsFrequency<10) // search for trading signals only at the time of the birth of new bar

     {

      //--- search for trading signals

      if(!SearchTradingSignals())

        {

         ExtPrevBars=0; return;

        }

     }

//---

  }

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

//| 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);

  }

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

//| Close positions                                                  |

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

void ClosePositions(const ENUM_POSITION_TYPE pos_type,const double level)

  {

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

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

         if(m_position.Symbol()==m_symbol.Name())

            if(m_position.PositionType()==pos_type)

              {

               if(m_position.PositionType()==POSITION_TYPE_BUY)

                  if(MathAbs(m_symbol.Bid()-m_position.PriceOpen())>=level)

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

               if(m_position.PositionType()==POSITION_TYPE_SELL)

                  if(MathAbs(m_symbol.Ask()-m_position.PriceOpen())>=level)

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

              }

  }

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

//| 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())

           {

            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();

              }

           }

  }

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

//| Search trading signals                                           |

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

bool SearchTradingSignals(void)

  {

   if(ObjectFind(0,InpTrendLineName)<0)

      return(true);



   MqlRates rates[];

   ArraySetAsSeries(rates,true);

   int start_pos=0,count=3;

   if(CopyRates(m_symbol.Name(),Period(),start_pos,count,rates)!=count)

      return(false);



   double value_by_time=ObjectGetValueByTime(0,InpTrendLineName,rates[1].time);

   if(value_by_time==0.0)

      return(true);



   if(rates[1].open<value_by_time && rates[1].close>value_by_time)

     {

      if(!InpReverse)

        {

         ExtNeedCloseBuy=true;   return(true);

        }

      else

        {

         ExtNeedCloseSell=true;  return(true);

        }

     }

   if(rates[1].open>value_by_time && rates[1].close<value_by_time)

     {

      if(!InpReverse)

        {

         ExtNeedCloseSell=true;  return(true);

        }

      else

        {

         ExtNeedCloseBuy=true;   return(true);

        }

     }

//---

   return(true);

  }

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