exp_Amstell

Author: Copyright © 2018, Vladimir Karputov
Price Data Components
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exp_Amstell
ÿþ//+------------------------------------------------------------------+

//|                                                  exp_Amstell.mq5 |

//|                              Copyright © 2018, Vladimir Karputov |

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

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

#property copyright "Copyright © 2018, Vladimir Karputov"

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

#property version   "1.001"

//---

#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 ushort   InpTakeProfit     = 50;       // Virtual Take Profit (in pips)

input ushort   InpStep           = 15;       // Step (in pips)

input ulong    m_magic           = 101175802;// magic number

//---

ulong          m_slippage=10;                // slippage



double         ExtTakeProfit=0.0;

double         ExtStep=0.0;



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



double         price_last_deal_buy=0.0;

double         price_last_deal_sell=0.0;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

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

      return(INIT_FAILED);

   RefreshRates();



   string err_text="";

   if(!CheckVolumeValue(InpLots,err_text))

     {

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

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   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;



   ExtTakeProfit  = InpTakeProfit* m_adjusted_point;

   ExtStep        = InpStep      * m_adjusted_point;

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

   if(price_last_deal_buy==0.0 && price_last_deal_sell==0.0)

     {

      m_trade.Buy(InpLots);

      return;

     }

//---

   if(!RefreshRates())

      return;

//--- signal buy

   if(price_last_deal_buy==0.0 || (price_last_deal_buy!=0.0 && price_last_deal_buy-m_symbol.Ask()>=ExtStep))

     {

      m_trade.Buy(InpLots);

      return;

     }

//--- signal sell

   if(price_last_deal_sell==0.0 || (price_last_deal_sell!=0.0 && m_symbol.Bid()-price_last_deal_sell>=ExtStep))

     {

      m_trade.Sell(InpLots);

      return;

     }

//--- virtual take profit

   bool close=false;

   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)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

               if(m_position.PriceCurrent()-m_position.PriceOpen()>=ExtTakeProfit)

                 {

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

                  close=true;

                 }



            if(m_position.PositionType()==POSITION_TYPE_SELL)

               if(m_position.PriceOpen()-m_position.PriceCurrent()>=ExtTakeProfit)

                 {

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

                  close=true;

                 }

           }

   if(close)

      return;

//---

   int count_buys=0,count_sells=0;

   CalculatePositions(count_buys,count_sells);

   if(count_buys==0.0 && count_sells!=0.0)

      price_last_deal_buy=0.0;

   else if(count_buys!=0.0 && count_sells==0.0)

                       price_last_deal_sell=0.0;

  }

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

//| 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_reason!=-1)

         int d=0;

      if(deal_symbol==Symbol() && deal_magic==m_magic)

         if(deal_entry==DEAL_ENTRY_IN)

           {

            if(deal_type==DEAL_TYPE_BUY)

               price_last_deal_buy=deal_price;

            if(deal_type==DEAL_TYPE_SELL)

               price_last_deal_sell=deal_price;

           }

     }

  }

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

//| 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 the correctness of the position volume                     |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   double min_volume=m_symbol.LotsMin();

   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=m_symbol.LotsMax();

   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=m_symbol.LotsStep();

   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);

  }

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

//| Calculate positions Buy and Sell                                 |

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

void CalculatePositions(int &count_buys,int &count_sells)

  {

   count_buys=0;

   count_sells=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)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

               count_buys++;



            if(m_position.PositionType()==POSITION_TYPE_SELL)

               count_sells++;

           }

//---

   return;

  }

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

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