Exp_BlauErgodicMDI_Tm

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

//|                                        Exp_BlauErgodicMDI_Tm.mq5 |

//|                               Copyright © 2018, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

#property link      "farria@mail.redcom.ru"

#property version   "1.00"

//---- :;NG5=85 8=48:0B>@0 2 :>4 M:A?5@B0 :0: @5AC@A0

#resource "\\Indicators\\BlauErgodicMDI.ex5"

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

//|  ?8A0=85 :;0AA0 CXMA                        |

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

#include <SmoothAlgorithms.mqh> 

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum AlgMode

  {

   breakdown,  // @>1>9 =C;O 38AB>3@0<<>9

   twist,      // 7<5=5=85 =0?@02;5=8O 38AB>3@0<<K

   cloudtwist  // 7<5=5=85 F25B0 A83=0;L=>3> >1;0:0

  };

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

enum Applied_price_      // "8? :>=AB0=BK

  {

   PRICE_CLOSE_ = 1,     //Close

   PRICE_OPEN_,          //Open

   PRICE_HIGH_,          //High

   PRICE_LOW_,           //Low

   PRICE_MEDIAN_,        //Median Price (HL/2)

   PRICE_TYPICAL_,       //Typical Price (HLC/3)

   PRICE_WEIGHTED_,      //Weighted Close (HLCC/4)

   PRICE_SIMPL_,         //Simpl Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price

   PRICE_DEMARK_         //Demark Price 

  };

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

//|  ">@3>2K5 0;3>@8B<K                          | 

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

#include <TradeAlgorithms.mqh>

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

//| E>4=K5 ?0@0<5B@K M:A?5@B0                   |

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

input double MM=0.1;               // >;O D8=0=A>2KE @5AC@A>2 >B 45?>78B0 2 A45;:5, >B@8F0B5;L=K5 7=0G5=8O - @07<5@ ;>B0

input MarginMode MMMode=LOT;       // !?>A>1 >?@545;5=8O @07<5@0 ;>B0

input int     StopLoss_=1000;      // Stop Loss 2 ?C=:B0E

input int     TakeProfit_=2000;    // Take Profit 2 ?C=:B0E

input int     Deviation_=10;       // 0:A. >B:;>=5=85 F5=K 2 ?C=:B0E

input bool    BuyPosOpen=true;     //  07@5H5=85 4;O 2E>40 2 ;>=3

input bool    SellPosOpen=true;    //  07@5H5=85 4;O 2E>40 2 H>@B

input bool    BuyPosClose=true;    //  07@5H5=85 4;O 2KE>40 87 ;>=3>2

input bool    SellPosClose=true;   //  07@5H5=85 4;O 2KE>40 87 H>@B>2

input AlgMode Mode=twist;          // ;3>@8B< 4;O 2E>40 2 @K=>:

input bool   TimeTrade=true;       //  07@5H5=85 4;O B>@3>2;8 ?> 8=B5@20;0< 2@5<5=8

input HOURS  StartH=ENUM_HOUR_0;   // !B0@B B>@3>2;8 ('0AK)

input MINUTS StartM=ENUM_MINUT_0;  // !B0@B B>@3>2;8 (8=CBK)

input HOURS  EndH=ENUM_HOUR_23;    // :>=G0=85 B>@3>2;8 ('0AK)

input MINUTS EndM=ENUM_MINUT_59;   // :>=G0=85 B>@3>2;8 (8=CBK)

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

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

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

input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H4; // "09<D@59< 8=48:0B>@0



input Smooth_Method XMA_Method=MODE_EMA_;         // 5B>4 CA@54=5=8O

input uint XLength=20;                            // ;C18=0 CA@54=5=8O F5=K 

input uint XLength1=5;                            // ;C18=0 ?5@2>3> CA@54=5=8O

input uint XLength2=3;                            // ;C18=0 2B>@>3> CA@54=5=8O

input uint XLength3=8;                            // ;C18=0 CA@54=5=8O A83=0;L=>9 ;8=88

input int XPhase=15;                              // 0@0<5B@ A3;06820=8O

//--- XPhase: 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//--- XPhase: 4;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

input Applied_price_ IPC=PRICE_CLOSE_;            // &5=>20O :>=AB0=B0

input uint SignalBar=1;                           // ><5@ 10@0 4;O ?>;CG5=8O A83=0;0 2E>40

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

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E@0=5=8O ?5@8>40 3@0D8:0 2 A5:C=40E 

int TimeShiftSec;

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int InpInd_Handle;

//--- >1JO2;5=85 F5;>G8A;5==KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//--- ?>;CG5=85 E5=4;0 8=48:0B>@0 BlauErgodicMDI

   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"::Indicators\\BlauErgodicMDI",XMA_Method,XLength,XLength1,XLength2,XLength3,XPhase,IPC);

   if(InpInd_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 BlauErgodicMDI");

      return(INIT_FAILED);

     }

//--- 8=8F80;870F8O ?5@5<5==>9 4;O E@0=5=8O ?5@8>40 3@0D8:0 2 A5:C=40E  

   TimeShiftSec=PeriodSeconds(InpInd_Timeframe);

//--- >1JO2;5=85 ?5@5<5==KE :;0AA0 CXMA 87 D09;0 SmoothAlgorithms.mqh

   CXMA XMA;

//--- 8=8F80;870F8O ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

   min_rates_total+=GetStartBars(XMA_Method,XLength,XPhase);

   min_rates_total+=GetStartBars(XMA_Method,XLength1,XPhase);

   min_rates_total+=GetStartBars(XMA_Method,XLength2,XPhase);

   min_rates_total+=GetStartBars(XMA_Method,XLength3,XPhase);

   min_rates_total=int(min_rates_total+3+SignalBar);

//--- 7025@H5=85 8=8F80;870F88

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   GlobalVariableDel_(Symbol());

//---

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//--- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AG5B0

   if(BarsCalculated(InpInd_Handle)<min_rates_total) return;

//--- ?>43@C7:0 8AB>@88 4;O =>@<0;L=>9 @01>BK DC=:F89 IsNewBar() 8 SeriesInfoInteger()  

   LoadHistory(TimeCurrent()-PeriodSeconds(InpInd_Timeframe)-1,Symbol(),InpInd_Timeframe);

//--- >1JO2;5=85 AB0B8G5A:8E ?5@5<5==KE

   static bool Recount=true;

   static bool BUY_Open=false,BUY_Close=false;

   static bool SELL_Open=false,SELL_Close=false;

   static datetime UpSignalTime,DnSignalTime;

   static CIsNewBar NB;



//--- >?@545;5=85 A83=0;>2 4;O A45;>:

   if(!SignalBar || NB.IsNewBar(Symbol(),InpInd_Timeframe) || Recount) // ?@>25@:0 =0 ?>O2;5=85 =>2>3> 10@0

     {

      //--- >1=C;8< B>@3>2K5 A83=0;K

      BUY_Open=false;

      SELL_Open=false;

      BUY_Close=false;

      SELL_Close=false;

      Recount=false;



      switch(Mode)

        {

         case breakdown: //?@>1>9 =C;O 38AB>3@0<<>9

           {

            double Hist[2];

            //--- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

            if(CopyBuffer(InpInd_Handle,2,SignalBar,2,Hist)<=0) {Recount=true; return;}

            //--- ?>;CG8< A83=0;K 4;O ?>:C?:8

            if(Hist[1]>0)

              {

               if(BuyPosOpen  &&  Hist[0]<=0) BUY_Open=true;

               if(SellPosClose) SELL_Close=true;

               UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

              }

            //--- ?>;CG8< A83=0;K 4;O ?@>4068

            if(Hist[1]<0)

              {

               if(SellPosOpen && Hist[0]>=0) SELL_Open=true;

               if(BuyPosClose) BUY_Close=true;

               DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

              }

           }

         break;



         case twist://87<5=5=85 =0?@02;5=8O

           {

            double Hist[3];

            //--- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

            if(CopyBuffer(InpInd_Handle,2,SignalBar,3,Hist)<=0) {Recount=true; return;}

            //--- ?>;CG8< A83=0;K 4;O ?>:C?:8

            if(Hist[1]<Hist[2])

              {

               if(BuyPosOpen && Hist[0]>Hist[1]) BUY_Open=true;

               if(SellPosClose) SELL_Close=true;

               UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

              }

            //--- ?>;CG8< A83=0;K 4;O ?@>4068

            if(Hist[1]>Hist[2])

              {

               if(SellPosOpen && Hist[0]<Hist[1]) SELL_Open=true;

               if(BuyPosClose) BUY_Close=true;

               DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

              }

           }

         break;



         case cloudtwist: //87<5=5=85 F25B0 A83=0;L=>3> >1;0:0

           {

            double Up[2],Dn[2];

            //--- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

            if(CopyBuffer(InpInd_Handle,0,SignalBar,2,Up)<=0) {Recount=true; return;}

            if(CopyBuffer(InpInd_Handle,1,SignalBar,2,Dn)<=0) {Recount=true; return;}

            //--- ?>;CG8< A83=0;K 4;O ?>:C?:8

            if(Up[1]>Dn[1])

              {

               if(BuyPosOpen   &&   Up[0]<=Dn[0]) BUY_Open=true;

               if(SellPosClose) SELL_Close=true;

               UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

              }

            //--- ?>;CG8< A83=0;K 4;O ?@>4068

            if(Up[1]<Dn[1])

              {

               if(SellPosOpen && Up[0]>=Dn[0]) SELL_Open=true;

               if(BuyPosClose) BUY_Close=true;

               DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

              }

           }

         break;

        }

     }

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

//| ?@545;5=85 A83=0;>2 4;O B>@3>2;8 2 ?5@8>45  |

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

//---- 1JO2;5=85 ?5@5<5==>9 4;O @07@5H5=8O B>@3>2;8

   bool Trade=false;

   if(TimeTrade)

     {

      MqlDateTime tm;

      TimeToStruct(TimeCurrent(),tm);



      if(StartH<EndH)

        {

         if(tm.hour==StartH && tm.min>=StartM) Trade=true;

         if(tm.hour>StartH && tm.hour<EndH) Trade=true;

         if(tm.hour>StartH && tm.hour==EndH && tm.min<EndM) Trade=true;

        }



      if(StartH==EndH)

        {

         if(tm.hour==StartH && tm.min>=StartM && tm.min<EndM) Trade=true;

        }



      if(StartH>EndH)

        {

         if(tm.hour>=StartH && tm.min>=StartM) Trade=true;

         if(tm.hour<EndH) Trade=true;

         if(tm.hour==EndH && tm.min<EndM) Trade=true;

        }

     }

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

//| !>25@H5=85 A45;>:                            |

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

//---- 70:@K205< ?>78F88 2=5 B>@3>2>3> 8=B5@20;0

   if(TimeTrade && !Trade && PositionsTotal())

     {

      bool Signal=true;

      BuyPositionClose(Signal,Symbol(),Deviation_);

      Signal=true;

      SellPositionClose(Signal,Symbol(),Deviation_);

     }

//--- 70:@K205< ;>=3

   BuyPositionClose(BUY_Close,Symbol(),Deviation_);

//--- 70:@K205< H>@B   

   SellPositionClose(SELL_Close,Symbol(),Deviation_);

//--- >B:@K205< ;>=3

   BuyPositionOpen(BUY_Open,Symbol(),UpSignalTime,MM,0,Deviation_,StopLoss_,TakeProfit_);

//--- >B:@K205< H>@B

   SellPositionOpen(SELL_Open,Symbol(),DnSignalTime,MM,0,Deviation_,StopLoss_,TakeProfit_);

//---

  }

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