//+------------------------------------------------------------------+
//| Exp_ColorStochNR.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"
//+----------------------------------------------+
//| declaration of enumerations |
//+----------------------------------------------+
enum AlgMode
{
Breakdown, //breakthrough of level by 50th oscillator
OscTwist, //changing the oscillator direction
SignalTwist,//changing the direction of signal line
OscDisposition, //breakthrough of signal line by the oscillator
SignalBreakdown //breakthrough of 50th level by signal line
};
//+----------------------------------------------+
//| Declaration of enumeration |
//+----------------------------------------------+
enum ENUM_MA_METHOD_
{
MODE_SMA_, // Simple averaging
MODE_EMA_ // Exponential averaging
};
//+----------------------------------------------+
//| Expert Advisor 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 positionsâ
input AlgMode Mode=OscDisposition; //algorithm to enter in the market
//+----------------------------------------------+
//| Indicator input parameters |
//+----------------------------------------------+
input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H4; //indicator time frame
input uint Kperiod=5; // K period
input uint Dperiod=3; // D period
input uint Slowing=3; // Slowing
input ENUM_MA_METHOD_ Dmethod=MODE_SMA_; // smoothing type
input ENUM_STO_PRICE PriceFild=STO_LOWHIGH; // stochastic calculation method
input uint Sens=0; // sensitivity in points
input uint SignalBar=1;//bar index for getting an entry signal
//+----------------------------------------------+
//---- Declaration of integer variables for storing a chart period in seconds
int TimeShiftSec;
//---- Declaration of integer variables for the indicator 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 the ColorStochNR indicator handle
InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"ColorStochNR",
Kperiod,Dperiod,Slowing,Dmethod,PriceFild,Sens,0);
if(InpInd_Handle==INVALID_HANDLE) Print(" Failed to get handle of ColorStochNR 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
min_rates_total=int(Kperiod+Dperiod+Slowing+1);
min_rates_total+=int(3+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 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;
switch(Mode)
{
case Breakdown:
{
double UpValue[2],DnValue[2];
//---- copy newly appeared data into the arrays
if(CopyBuffer(InpInd_Handle,0,SignalBar,2,UpValue)<=0) {Recount=true; return;}
if(CopyBuffer(InpInd_Handle,1,SignalBar,2,DnValue)<=0) {Recount=true; return;}
//---- Getting buy signals
if(UpValue[1]>50)
{
if(BuyPosOpen && DnValue[0]<=50) BUY_Open=true;
if(SellPosClose) SELL_Close=true;
UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
}
//---- Getting sell signals
if(DnValue[1]<50)
{
if(SellPosOpen && UpValue[0]>=50) SELL_Open=true;
if(BuyPosClose) BUY_Close=true;
DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
}
}
break;
case OscTwist:
{
double Value[2];
//---- copy newly appeared data into the arrays
if(CopyBuffer(InpInd_Handle,2,SignalBar,2,Value)<=0) {Recount=true; return;}
//---- Getting buy signals
if(Value[1]==1 && Value[0]>1 || Value[1]==2 && Value[0]>2 || Value[1]==3 && Value[0]==4)
{
if(BuyPosOpen && Value[0]>Value[1]) BUY_Open=true;
if(SellPosClose) SELL_Close=true;
UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
}
//---- Getting sell signals
if(Value[1]==4 && (Value[0]<4 && Value[0]) || Value[1]==3 && (Value[0]<3 && Value[0]) || Value[1]==2 && Value[0]<=1)
{
if(SellPosOpen && Value[0]<Value[1]) SELL_Open=true;
if(BuyPosClose) BUY_Close=true;
DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
}
}
break;
case SignalTwist:
{
double Value[3];
//---- copy newly appeared data into the arrays
if(CopyBuffer(InpInd_Handle,3,SignalBar,3,Value)<=0) {Recount=true; return;}
//---- Getting buy signals
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;
}
//---- Getting sell signals
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;
}
}
break;
case OscDisposition:
{
double Signal[2];
//---- copy newly appeared data into the arrays
if(CopyBuffer(InpInd_Handle,4,SignalBar,2,Signal)<=0) {Recount=true; return;}
//---- Getting buy signals
if(Signal[1]==1)
{
if(BuyPosOpen) if(Signal[0]==2 || Signal[0]) BUY_Open=true;
if(SellPosClose) SELL_Close=true;
UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
}
//---- Getting sell signals
if(Signal[1]==2)
{
if(SellPosOpen) if(Signal[0]==1 || Signal[0]) SELL_Open=true;
if(BuyPosClose) BUY_Close=true;
DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
}
}
break;
case SignalBreakdown:
{
double Signal[2];
//---- copy newly appeared data into the arrays
if(CopyBuffer(InpInd_Handle,4,SignalBar,2,Signal)<=0) {Recount=true; return;}
//---- Getting buy signals
if(Signal[1]>50)
{
if(BuyPosOpen && Signal[0]<=50) BUY_Open=true;
if(SellPosClose) SELL_Close=true;
UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
}
//---- Getting sell signals
if(Signal[1]<50)
{
if(SellPosOpen && Signal[0]>=50) SELL_Open=true;
if(BuyPosClose) BUY_Close=true;
DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
}
}
break;
}
}
//+----------------------------------------------+
//| 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_);
//----
}
//+------------------------------------------------------------------+
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