exp_colorschafftrendcycle

//+------------------------------------------------------------------+
//|                                    Exp_ColorSchaffTrendCycle.mq5 |
//|                             Copyright © 2012,   Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2012, Nikolay Kositsin"
#property link      "farria@mail.redcom.ru"
#property version   "1.00"
//+----------------------------------------------+
//|  Averaging classes description               |
//+----------------------------------------------+
#include <SmoothAlgorithms.mqh> 
//+----------------------------------------------+
//|  Declaration of enumerations                 |
//+----------------------------------------------+
enum Applied_price_ //Type od constant
  {
   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 
  };
//+----------------------------------------------+
//|  Declaration of enumerations                 |
//+----------------------------------------------+
/*enum Smooth_Method - enumeration is declared in SmoothAlgorithms.mqh
  {
   MODE_SMA_,  //SMA
   MODE_EMA_,  //EMA
   MODE_SMMA_, //SMMA
   MODE_LWMA_, //LWMA
   MODE_JJMA,  //JJMA
   MODE_JurX,  //JurX
   MODE_ParMA, //ParMA
   MODE_T3,    //T3
   MODE_VIDYA, //VIDYA
   MODE_AMA,   //AMA
  }; */
//+----------------------------------------------+
//| Expert Advisor indicator input parameters    |
//+----------------------------------------------+
input double MM=-0.1;             // Share of a deposit in a deal, negative values - lot size
input int    StopLoss_=1000;      // Stop Loss in points
input int    TakeProfit_=2000;    // Take Profit in points
input int    Deviation_=10;       // Max. price deviation in points
input bool   BuyPosOpen=true;     // Permission to buy
input bool   SellPosOpen=true;    // Permission to sell
input bool   BuyPosClose=true;     // Permission to exit long positions
input bool   SellPosClose=true;    // Permission to exit short positions
//+----------------------------------------------+
//|  Indicator input parameters                  |
//+----------------------------------------------+
input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H4; //indicator time frame
//----
input Smooth_Method XMA_Method=MODE_EMA; //Histogram smoothing method
input int Fast_XMA = 23; //Fast moving average period
input int Slow_XMA = 50; //Slow moving average period
input int XPhase= 100;  //moving averages smoothing parameter,
                       //hat changes within the range -100 ...  +100 for JJMA, impacts the transitional process quality;
// For VIDIA, it is the CMO period, for AMA, it is the period of slow moving average
input Applied_price_ AppliedPrice=PRICE_CLOSE_;//price constant
/* , used for calculation of the indicator ( 1-CLOSE, 2-OPEN, 3-HIGH, 4-LOW, 
  5-MEDIAN, 6-TYPICAL, 7-WEIGHTED, 8-SIMPL, 9-QUARTER, 10-TRENDFOLLOW, 11-0.5 * TRENDFOLLOW.) */
input int Cycle=10; //Stochastic oscillator period
input int HighLevel=+60; //Oversold level
input int LowLevel=-60;  //Overbought level
//----
input uint SignalBar=1;//bar index for getting an entry signal
//+----------------------------------------------+
//---- declaration of a integer variables for storing a chart period in seconds 
int TimeShiftSec;
//---- declaration of integer variables for the indicators handles
int InpInd_Handle;
//---- declaration of the integer variables for the start of data calculation
int min_rates_total;
//+------------------------------------------------------------------+
//  Trading algorithms                                               | 
//+------------------------------------------------------------------+
#include <TradeAlgorithms.mqh>
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//----

//---- getting handle of the ColorSchaffTrendCycle indicator
   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"ColorSchaffTrendCycle",
   XMA_Method,Fast_XMA,Slow_XMA,XPhase,AppliedPrice,Cycle,HighLevel,0,LowLevel);
   if(InpInd_Handle==INVALID_HANDLE) Print(" Failed to get handle of ColorSchaffTrendCycle indicator");

//---- initialization of a variable for storing a chart period in seconds  
   TimeShiftSec=PeriodSeconds(InpInd_Timeframe);

//---- Initialization of variables of the start of data calculation
   CXMA XMA;
   min_rates_total=MathMax(XMA.GetStartBars(XMA_Method,Fast_XMA,XPhase),XMA.GetStartBars(XMA_Method,Slow_XMA,XPhase));
   min_rates_total+=Cycle;
   min_rates_total+=Cycle+1;
   min_rates_total+=int(1+2+SignalBar);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//----
   GlobalVariableDel_(Symbol());
//----
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---- checking the number of bars to be enough for calculation
   if(BarsCalculated(InpInd_Handle)<min_rates_total) return;

//---- uploading history for IsNewBar() and SeriesInfoInteger() functions normal operation  
   LoadHistory(TimeCurrent()-PeriodSeconds(InpInd_Timeframe)-1,Symbol(),InpInd_Timeframe);

//---- declaration of local variables
   double SigValue[2];
//---- declaration of static variables
   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;

//+----------------------------------------------+
//| Detecting market entry signals               |
//+----------------------------------------------+
   if(!SignalBar || NB.IsNewBar(Symbol(),InpInd_Timeframe) || Recount) // checking for a new bar
     {
      //---- zeroing out trading signals
      BUY_Open=false;
      SELL_Open=false;
      BUY_Close=false;
      SELL_Close=false;
      Recount=false;

      //---- copy newly appeared data into the arrays
      if(CopyBuffer(InpInd_Handle,1,SignalBar,2,SigValue)<=0) {Recount=true; return;}

      //---- getting buy signals
      if(SigValue[1]>6)
        {
         if(BuyPosOpen && SigValue[0]>=6) BUY_Open=true;
         if(SellPosClose) SELL_Close=true; 
         UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
        }

      //---- getting sell signals
      if(SigValue[1]<2)
        {
         if(SellPosOpen && SigValue[0]>=2) SELL_Open=true;
         if(BuyPosClose) BUY_Close=true;
         DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
        }
     }

//+----------------------------------------------+
//| Performing deals                             |
//+----------------------------------------------+
//---- Closing a long position
   BuyPositionClose(BUY_Close,Symbol(),Deviation_);

//---- Closing a short position   
   SellPositionClose(SELL_Close,Symbol(),Deviation_);

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

//---- Selling
   SellPositionOpen(SELL_Open,Symbol(),DnSignalTime,MM,0,Deviation_,StopLoss_,TakeProfit_);
//----
  }
//+------------------------------------------------------------------+