exp_blautvi

//+------------------------------------------------------------------+
//|                                                  Exp_BlauTVI.mq5 |
//|                               Copyright © 2015, Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2015, Nikolay Kositsin"
#property link      "farria@mail.redcom.ru"
#property version   "1.10"
//+----------------------------------------------+
//| Îïèñàíèå êëàññîâ óñðåäíåíèé                  |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//| Òîðãîâûå àëãîðèòìû                           |
//+----------------------------------------------+
#include <TradeAlgorithms.mqh>
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà ýêñïåðòà        |
//+----------------------------------------------+
input double MM=0.1;               // Äîëÿ ôèíàíñîâûõ ðåñóðñîâ îò äåïîçèòà â ñäåëêå
input MarginMode MMMode=LOT;       // Ñïîñîá îïðåäåëåíèÿ ðàçìåðà ëîòà
input int    StopLoss_=1000;       // Ñòîï Ëîññ â ïóíêòàõ
input int    TakeProfit_=2000;     // Òåéê Ïðîôèò â ïóíêòàõ
input int    Deviation_=10;        // Ìàêñ. îòêëîíåíèå öåíû â ïóíêòàõ
input bool   BuyPosOpen=true;      // Ðàçðåøåíèå äëÿ âõîäà â äëèííóþ ïîçèöèþ
input bool   SellPosOpen=true;     // Ðàçðåøåíèå äëÿ âõîäà â êîðîòêóþ ïîçèöèþ
input bool   BuyPosClose=true;     // Ðàçðåøåíèå äëÿ âûõîäà èç äëèííûõ ïîçèöèé
input bool   SellPosClose=true;    // Ðàçðåøåíèå äëÿ âûõîäà èç êîðîòêèõ ïîçèöèé
//+----------------------------------------------+
//| Âõîäíûå ïàðàìåòðû èíäèêàòîðà                 |
//+----------------------------------------------+
input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H4;  // Òàéìôðåéì èíäèêàòîðà

input Smooth_Method XMA_Method=MODE_EMA;           // Ìåòîä óñðåäíåíèÿ
input uint XLength1=12;                            // Ãëóáèíà ïåðâîãî óñðåäíåíèÿ
input uint XLength2=12;                            // Ãëóáèíà âòîðîãî óñðåäíåíèÿ
input uint XLength3=5;                             // Ãëóáèíà òðåòüåãî óñðåäíåíèÿ
input int XPhase=15;                               // Ïàðàìåòð ñãëàæèâàíèÿ
//---- äëÿ JJMA èçìåíÿþùèéñÿ â ïðåäåëàõ -100 ... +100, âëèÿåò íà êà÷åñòâî ïåðåõîäíîãî ïðîöåññà
//---- äëÿ VIDIA ýòî ïåðèîä CMO, äëÿ AMA ýòî ïåðèîä ìåäëåííîé ñêîëüçÿùåé
input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;  // Îáúåì
input uint SignalBar=1;// Íîìåð áàðà äëÿ ïîëó÷åíèÿ ñèãíàëà âõîäà
//+----------------------------------------------+
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õðàíåíèÿ ïåðèîäà ãðàôèêà â ñåêóíäàõ 
int TimeShiftSec;
//---- Îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ äëÿ õåíäëîâ èíäèêàòîðîâ
int InpInd_Handle;
//---- îáúÿâëåíèå öåëî÷èñëåííûõ ïåðåìåííûõ íà÷àëà îòñ÷åòà äàííûõ
int min_rates_total;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---- ïîëó÷åíèå õåíäëà èíäèêàòîðà BlauTVI
   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"BlauTVI",XMA_Method,XLength1,XLength2,XLength3,XPhase,VolumeType);
   if(InpInd_Handle==INVALID_HANDLE)
     {
      Print(" Íå óäàëîñü ïîëó÷èòü õåíäë èíäèêàòîðà BlauTVI");
      return(INIT_FAILED);
     }
//---- èíèöèàëèçàöèÿ ïåðåìåííîé äëÿ õðàíåíèÿ ïåðèîäà ãðàôèêà â ñåêóíäàõ  
   TimeShiftSec=PeriodSeconds(InpInd_Timeframe);
//---- èíèöèàëèçàöèÿ ïåðåìåííûõ íà÷àëà îòñ÷¸òà äàííûõ
   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(3+SignalBar);
//----
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   GlobalVariableDel_(Symbol());
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---- ïðîâåðêà êîëè÷åñòâà áàðîâ íà äîñòàòî÷íîñòü äëÿ ðàñ÷¸òà
   if(BarsCalculated(InpInd_Handle)<min_rates_total) return;
//---- ïîäãðóçêà èñòîðèè äëÿ íîðìàëüíîé ðàáîòû ôóíêöèé IsNewBar() è SeriesInfoInteger()  
   LoadHistory(TimeCurrent()-PeriodSeconds(InpInd_Timeframe)-1,Symbol(),InpInd_Timeframe);
//---- îáúÿâëåíèå ëîêàëüíûõ ïåðåìåííûõ
   double Value[3];
//---- îáúÿâëåíèå ñòàòè÷åñêèõ ïåðåìåííûõ
   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;
//+----------------------------------------------+
//| Îïðåäåëåíèå ñèãíàëîâ äëÿ ñäåëîê              |
//+----------------------------------------------+
   if(!SignalBar || NB.IsNewBar(Symbol(),InpInd_Timeframe) || Recount) // ïðîâåðêà íà ïîÿâëåíèå íîâîãî áàðà
     {
      //---- îáíóëèì òîðãîâûå ñèãíàëû
      BUY_Open=false;
      SELL_Open=false;
      BUY_Close=false;
      SELL_Close=false;
      Recount=false;
      //---- êîïèðóåì âíîâü ïîÿâèâøèåñÿ äàííûå â ìàññèâû
      if(CopyBuffer(InpInd_Handle,0,SignalBar,3,Value)<=0) {Recount=true; return;}
      //---- ïîëó÷èì ñèãíàëû äëÿ ïîêóïêè
      if(Value[1]<Value[2])
        {
         if(BuyPosOpen && Value[0]>Value[1]) BUY_Open=true;
         if(SellPosClose) SELL_Close=true;
         UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
        }
      //---- ïîëó÷èì ñèãíàëû äëÿ ïðîäàæè
      if(Value[1]>Value[2])
        {
         if(SellPosOpen && Value[0]<Value[1]) SELL_Open=true;
         if(BuyPosClose) BUY_Close=true;
         DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
        }
     }
//+----------------------------------------------+
//| Ñîâåðøåíèå ñäåëîê                            |
//+----------------------------------------------+
//---- çàêðûâàåì äëèííóþ ïîçèöèþ
   BuyPositionClose(BUY_Close,Symbol(),Deviation_);
//---- çàêðûâàåì êîðîòêóþ ïîçèöèþ
   SellPositionClose(SELL_Close,Symbol(),Deviation_);
//---- îòêðûâàåì äëèííóþ ïîçèöèþ
   BuyPositionOpen(BUY_Open,Symbol(),UpSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);
//---- îòêðûâàåì êîðîòêóþ ïîçèöèþ
   SellPositionOpen(SELL_Open,Symbol(),DnSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);
//----
  }
//+------------------------------------------------------------------+