DoubleZigZag

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

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

//|                                                         Maksimus |

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

#property copyright "Maksimus"

#property link      ""

#property version   "1.007"

#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 double   InpLots=0.1;      // Lots

input double   k                 = 2.1;

input double   k2                = 2.1;

//---

datetime LastOpenTime=0;

double Ppoint=1888.0;

double Spoint=1888.0;

double Bpoint=888.0;

//---

ulong          m_magic=15489;                // magic number

ulong          m_slippage=30;                // slippage

int            handle_iCustom;               // variable for storing the handle of the Custom indicator 

int            handle_iCustomX8;             // variable for storing the handle of the Custom indicator 

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   if(InpLots<=0.0)

     {

      Print("The \"volume transaction\" can't be smaller or equal to zero");

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   m_symbol.Name(Symbol());                  // sets symbol name

   RefreshRates();

   m_symbol.Refresh();

//---

   string err_text="";

   if(!CheckVolumeValue(InpLots,err_text))

     {

      Print(err_text);

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   m_trade.SetExpertMagicNumber(m_magic);

//---

   if(IsFillingTypeAllowed(Symbol(),SYMBOL_FILLING_FOK))

      m_trade.SetTypeFilling(ORDER_FILLING_FOK);

   else if(IsFillingTypeAllowed(Symbol(),SYMBOL_FILLING_IOC))

      m_trade.SetTypeFilling(ORDER_FILLING_IOC);

   else

      m_trade.SetTypeFilling(ORDER_FILLING_RETURN);

//--- create handle of the indicator iCustom

   handle_iCustom=iCustom(Symbol(),Period(),"Examples\\ZigZag",13,5,3);

//--- if the handle is not created 

   if(handle_iCustom==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code 

      PrintFormat("Failed to create handle of the iCustom indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//--- create handle of the indicator iCustom

   handle_iCustomX8=iCustom(Symbol(),Period(),"Examples\\ZigZag",13*8,5*8,3*8);

//--- if the handle is not created 

   if(handle_iCustomX8==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code 

      PrintFormat("Failed to create handle of the iCustomX8 indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }



//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

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

   static datetime PrevBars=0;

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

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;

//---

   double a=0.0;

   int tik=0;



   int i;

   double a0=0.0,b0=0.0;

   double au=0.0,bu=0.0;

   double ad=0.0,bd=0.0;

   int z=0,p=0,up=0,dw=0;

   double vu[3]={0.0,0.0,0.0};

   double vd[3]={0.0,0.0,0.0};



   datetime time_h1_0=iTime(m_symbol.Name(),PERIOD_H1,0);

   MqlDateTime str1;

   TimeToStruct(time_h1_0,str1);



   int bars_calculated_custom=BarsCalculated(handle_iCustom);

   int bars_calculated_customX8=BarsCalculated(handle_iCustomX8);

   int limit=(bars_calculated_custom<bars_calculated_customX8)?bars_calculated_custom:bars_calculated_customX8;

   limit=(limit<8888)?limit:8888;

   for(i=1;i<8888;i++)

     {

      a0=iCustomGet(handle_iCustom,0,i);

      b0=iCustomGet(handle_iCustomX8,0,i);



      au=iCustomGet(handle_iCustom,1,i);

      bu=iCustomGet(handle_iCustomX8,1,i);



      ad=iCustomGet(handle_iCustom,2,i);

      bd=iCustomGet(handle_iCustomX8,2,i);



      if(a0==b0 && au==bu && a0!=0 && a0==au)

        {

         vu[z]=a0;

         p=1;

         z++;

        }

      if(a0==b0 && ad==bd && a0!=0 && a0==ad)

        {

         vd[z]=a0;

         p=-1;

         z++;

        }

      if(z>2)

         break;



      if(a0!=0 && p==1 && (a0==au || a0==ad))

         up++;

      if(a0!=0 && p==-1 && (a0==au || a0==ad))

         dw++;

     }

   if(z<2)

     {

      Print("0;> 25@H8=");

      return;

     }



   if(up>dw*k && vu[0]>vd[1] && vu[2]>vd[1] && vd[1]>0 && (vu[2]-vd[1])*k2<vu[0]-vd[1])

     {

      ClosePositions(POSITION_TYPE_SELL);

      if(CalculatePositions()==0)

         if(RefreshRates())

            OpenBuy(0.0,0.0);

     }



   if(up*k<dw && vd[0]<vu[1] && vd[2]<vu[1] && vu[1]>0 && (vu[1]-vd[2])*k2<vu[1]-vd[0])

     {

      ClosePositions(POSITION_TYPE_BUY);

      if(CalculatePositions()==0)

         if(RefreshRates())

            OpenSell(0.0,0.0);

     }

//---

  }

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

////|                                                                  |

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

//void ordercl(int p)

//  {

//   int i;

//

//   int total=OrdersTotal();

//

//   for(i=0; i<total; i++)

//     {

//      if(OrderSelect(i,SELECT_BY_POS)==true)

//        {

//         // if((TimeCurrent()-OrderOpenTime())<24*60*60) return(1);

//

//         if((OrderType()==OP_SELL) && (p==-1))

//           {

//

//            OrderClose(OrderTicket(),OrderLots(),Ask,5,Blue);

//           }

//

//         if((OrderType()==OP_BUY) && (p==1))

//           {

//

//            OrderClose(OrderTicket(),OrderLots(),Bid,5,Blue);

//           }

//

//         if((OrderType()==OP_SELLLIMIT) && (p==-1))

//           {

//            OrderDelete(OrderTicket());

//           }

//

//         if((OrderType()==OP_BUYLIMIT) && (p==1))

//           {

//            OrderDelete(OrderTicket());

//           }

//

//         if((OrderType()==OP_SELLSTOP) && (p==-1))

//           {

//            OrderDelete(OrderTicket());

//           }

//

//         if((OrderType()==OP_BUYSTOP) && (p==1))

//           {

//            OrderDelete(OrderTicket());

//           }

//

//        }

//

//     }

//   if((p==1) && (ch(1)==1))

//      ordercl(1);

//   if((p==-1) && (ch(-1)==1))

//      ordercl(-1);

//

//  }

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

//| Close Positions                                                  |

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

void ClosePositions(ENUM_POSITION_TYPE pos_type)

  {

   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() && 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

  }

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

////|                                                                  |

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

//double ch(int p)

//  {

//

//   int i;

//   int total=OrdersTotal();

//

//   for(i=0; i<total; i++)

//     {

//      if(OrderSelect(i,SELECT_BY_POS)==true)

//        {

//         // if((TimeCurrent()-OrderOpenTime())<24*60*60) return(1);

//

//         if((OrderType()==OP_SELL) && (p==-1))

//           {

//

//            return (1);

//           }

//

//         if((OrderType()==OP_BUY) && (p==1))

//           {

//

//            return (1);

//           }

//         if((OrderType()==OP_SELLLIMIT) && (p==-1))

//           {

//

//            return (1);

//           }

//

//         if((OrderType()==OP_BUYLIMIT) && (p==1))

//           {

//

//            return (1);

//           }

//

//        }

//

//     }

//   return(0);

//  }

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

//| Check the correctness of the order volume                        |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   double min_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN);

   if(volume<min_volume)

     {

      error_description=StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f",min_volume);

      return(false);

     }



//--- maximal allowed volume of trade operations

   double max_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);

   if(volume>max_volume)

     {

      error_description=StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f",max_volume);

      return(false);

     }



//--- get minimal step of volume changing

   double volume_step=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_STEP);



   int ratio=(int)MathRound(volume/volume_step);

   if(MathAbs(ratio*volume_step-volume)>0.0000001)

     {

      error_description=StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f",

                                     volume_step,ratio*volume_step);

      return(false);

     }

   error_description="Correct volume value";

   return(true);

  }

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

//| 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);

  }

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

//| Checks if the specified filling mode is allowed                  | 

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

bool IsFillingTypeAllowed(string symbol,int fill_type)

  {

//--- Obtain the value of the property that describes allowed filling modes 

   int filling=(int)SymbolInfoInteger(symbol,SYMBOL_FILLING_MODE);

//--- Return true, if mode fill_type is allowed 

   return((filling & fill_type)==fill_type);

  }

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

//| Get value of buffers for the iCustom                             |

//|  the buffer numbers are the following:                           |

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

double iCustomGet(int handle,const int buffer,const int index)

  {

   double Custom[1];

//--- reset error code 

   ResetLastError();

//--- fill a part of the iCustom array with values from the indicator buffer that has 0 index 

   if(CopyBuffer(handle,buffer,index,1,Custom)<0)

     {

      //--- if the copying fails, tell the error code 

      PrintFormat("Failed to copy data from the iCustom indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated 

      return(0.0);

     }

   return(Custom[0]);

  }

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

//| Calculate positions                                              |

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

int CalculatePositions()

  {

   int total=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)

            total++;

//---

   return(total);

  }

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

//| Open Buy position                                                |

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

void OpenBuy(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



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

   double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Ask(),ORDER_TYPE_BUY);



   if(check_volume_lot!=0.0)

      if(check_volume_lot>=InpLots)

        {

         if(m_trade.Buy(InpLots,NULL,m_symbol.Ask(),sl,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());

           }

        }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



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

   double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Bid(),ORDER_TYPE_SELL);



   if(check_volume_lot!=0.0)

      if(check_volume_lot>=InpLots)

        {

         if(m_trade.Sell(InpLots,NULL,m_symbol.Bid(),sl,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());

           }

        }

//---

  }

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