EMA_WMA v2

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

//|                          EMA_WMA v2(barabashkakvn's edition).mq5 |

//|                               Copyright © 2009, Vladimir Hlystov |

//|                                                cmillion@narod.ru |

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

#property copyright "Copyright © 2009, Vladimir Hlystov"

#property link      "cmillion@narod.ru"

#property version   "2.000"

#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 int      period_EMA     = 28;          // EMA: averaging period 

input int      period_WMA     = 8;           // WMA: averaging period 

input ushort   InpStopLoss    = 50;          // StopLoss 

input ushort   InpTakeProfit  = 50;          // TakeProfit 

input ushort   InpTrailingStop= 50;          // Trailing Stop 

input ushort   InpTrailingStep= 10;          // Trailing Step 

input int      risk           = 10;          // Risk

double         my_lot;

ulong          m_magic=72406264;             // magic number

//---

double my_SL,my_TP;

datetime TimeBar;



double         ExtStopLoss=0.0;

double         ExtTakeProfit=0.0;

double         ExtTrailingStop=0.0;

double         ExtTrailingStep=0.0;



int            handle_iMA_EMA;               // variable for storing the handle of the iMA indicator 

int            handle_iMA_WMA;               // variable for storing the handle of the iMA indicator 

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

//| Expert initialization function                                   |

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

int OnInit()

  {

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

     {

      Alert(__FUNCTION__," ERROR: Trailing is not possible: the parameter \"Trailing Step\" is zero!");

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

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

//---

   m_trade.SetExpertMagicNumber(m_magic);    // sets magic number

   if(!RefreshRates())

     {

      Print("Error RefreshRates. Bid=",DoubleToString(m_symbol.Bid(),Digits()),

            ", Ask=",DoubleToString(m_symbol.Ask(),Digits()));

      return(INIT_FAILED);

     }

   m_symbol.Refresh();

//--- tuning for 3 or 5 digits

   int digits_adjust=1;

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

      digits_adjust=10;



   ExtStopLoss    = InpStopLoss     * digits_adjust;

   ExtTakeProfit  = InpTakeProfit   * digits_adjust;

   ExtTrailingStop= InpTrailingStop * digits_adjust;

   ExtTrailingStep= InpTrailingStep * digits_adjust;



//--- create handle of the indicator iMA

   handle_iMA_EMA=iMA(Symbol(),Period(),period_EMA,0,MODE_EMA,PRICE_OPEN);

//--- if the handle is not created 

   if(handle_iMA_EMA==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iMA 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 iMA

   handle_iMA_WMA=iMA(Symbol(),Period(),period_WMA,0,MODE_LWMA,PRICE_OPEN);

//--- if the handle is not created 

   if(handle_iMA_WMA==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iMA 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 tick function                                             |

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

void OnTick()

  {

   datetime time_0=iTime(0);

   if(TimeBar==time_0)

      return;



   if(TimeBar==0)

     {

      TimeBar=time_0;

      return;

     }//first program run



   double EMA0 = iMAGet(handle_iMA_EMA,0);

   double WMA0 = iMAGet(handle_iMA_WMA,0);

   double EMA1 = iMAGet(handle_iMA_EMA,1);

   double WMA1 = iMAGet(handle_iMA_WMA,1);



   if(EMA0<WMA0 && EMA1>WMA1) //Buy

     {

      if(!RefreshRates())

         return;

      TimeBar=time_0;

      my_TP  = m_symbol.Ask() + ExtTakeProfit*Point();

      my_SL  = m_symbol.Ask() - ExtStopLoss*Point();

      my_lot = LOT(risk);

      CLOSEORDER("Sell");

      OPENORDER("Buy");

     }



   if(EMA0>WMA0 && EMA1<WMA1) //Sell

     {

      if(!RefreshRates())

         return;

      TimeBar=time_0;

      my_TP=m_symbol.Bid()-ExtTakeProfit*Point();

      my_SL = m_symbol.Bid() + ExtStopLoss*Point();

      my_lot= LOT(risk);

      CLOSEORDER("Buy");

      OPENORDER("Sell");

     }

//---

   Trailing();

//---

   return;

  }

//--------------------------------------------------------------------

void CLOSEORDER(string ord)

  {

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

      if(m_position.SelectByIndex(i))

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

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY && ord=="Buy")

               m_trade.PositionClose(m_position.Ticket());  // Close Buy

            if(m_position.PositionType()==POSITION_TYPE_SELL && ord=="Sell")

               m_trade.PositionClose(m_position.Ticket()); // Close Sell

           }

  }

//--------------------------------------------------------------------

void OPENORDER(string ord)

  {

   if(ord=="Buy")

      if(!m_trade.Buy(my_lot,Symbol(),m_symbol.Ask(),my_SL,my_TP,""))

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

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

               ", ticket of deal: ",m_trade.ResultDeal());



   if(ord=="Sell")

      if(!m_trade.Sell(my_lot,Symbol(),m_symbol.Bid(),my_SL,my_TP,""))

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

               ", description of Retcode: ",m_trade.ResultRetcodeDescription(),

               ", ticket of order: ",m_trade.ResultOrder());

   return;

  }

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

//|                                                                  |

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

double LOT(int input_risk)

  {

   if(!RefreshRates())

      return(m_symbol.LotsMin());



   double MINLOT=m_symbol.LotsMin();



   double margin_required=0.0;

   if(!OrderCalcMargin(ORDER_TYPE_BUY,Symbol(),1.0,m_symbol.Ask(),margin_required))

      return(m_symbol.LotsMin());



   my_lot=m_account.FreeMargin()*input_risk/100.0/margin_required;



   if(my_lot>m_symbol.LotsMax())

      my_lot=m_symbol.LotsMax();



   if(my_lot<MINLOT)

      my_lot=MINLOT;



   if(MINLOT<0.1)

      my_lot=NormalizeDouble(my_lot,2);

   else

      my_lot=NormalizeDouble(my_lot,1);



   return(my_lot);

  }

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

//| 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);

  }

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

//| Get Time for specified bar index                                 | 

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

datetime iTime(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   if(timeframe==0)

      timeframe=Period();

   datetime Time[];

   datetime time=0;

   ArraySetAsSeries(Time,true);

   int copied=CopyTime(symbol,timeframe,index,1,Time);

   if(copied>0) time=Time[0];

   return(time);

  }

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

//| Get value of buffers for the iMA                                 |

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

double iMAGet(int handle_iMA,const int index)

  {

   double MA[];

   ArraySetAsSeries(MA,true);

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iMA,0,0,index+1,MA)<0)

     {

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

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

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

      return(0.0);

     }

   return(MA[index]);

  }

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

//| 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());

                    }

              }

            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());

                    }

              }



           }

  }

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