exp_colorx2ma-parabolic

//+------------------------------------------------------------------+
//|                                      Exp_ColorX2MA-Parabolic.mq5 |
//|                             Copyright © 2011,   Nikolay Kositsin | 
//|                              Khabarovsk,   farria@mail.redcom.ru | 
//+------------------------------------------------------------------+
#property copyright "Copyright © 2011, Nikolay Kositsin"
#property link      "farria@mail.redcom.ru"
#property version   "1.00"
//+-----------------------------------+
//|  CXMA class 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 
  };
/*enum Smooth_Method - the enumeration is declared in the SmoothAlgorithms.mqh file
  {
   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
//+----------------------------------------------+
//| Indicators input parameters                  |
//+----------------------------------------------+
input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H4; //indicator time frame
input uint SignalBar=1;                           //Bar index for getting an entry signal
//+----------------------------------------------+
//| X2MA indicator input parameters              |
//+----------------------------------------------+
input Smooth_Method MA_Method1=MODE_SMA; //Method of averaging of the first smoothing 
input uint Length1=12; //first smoothing depth                    
input int Phase1=15; //First smoothing parameter,
                     // for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing;
// for VIDIA it is a CMO period, for AMA it is a slow average period
input Smooth_Method MA_Method2=MODE_JJMA; //method of averaging of the second smoothing 
input uint Length2=5; //second smoothing depth 
input int Phase2=15;  //Second smoothing parameter,
                      // for JJMA that can change withing the range -100 ... +100. It impacts the quality of the intermediate process of smoothing;
// for VIDIA it is a CMO period, for AMA it is a slow average period
input Applied_price_ IPC=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.) */
//+----------------------------------------------+
//| Parabolic indicator input parameters         |
//+----------------------------------------------+
input double StepH_=0.2;//Step for high points
input double MaximumH=0.5;//Maximum for high points
input double StepL_=0.02;//Step for low points
input double MaximumL=0.05;//Maximum for low points
//+----------------------------------------------+

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 ColorX2MA-Parabolic indicator
   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"ColorX2MA-Parabolic",
                         MA_Method1,Length1,Phase1,MA_Method2,Length2,Phase2,IPC,StepH_,MaximumH,StepL_,MaximumL);
   if(InpInd_Handle==INVALID_HANDLE) Print(" Failed to get handle of ColorX2MA-Parabolic indicator");

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

//---- declaration of the CXMA class variables from the SmoothAlgorithms.mqh file
   CXMA XMA;
//---- Initialization of variables of the start of data calculation
   int min_rates_1=XMA.GetStartBars(MA_Method1, Length1, Phase1);
   int min_rates_2=XMA.GetStartBars(MA_Method2, Length2, Phase2);
   min_rates_total=min_rates_1+min_rates_2+2;
   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 local variables
   double DnValue[1],UpValue[1];
//---- 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,3,SignalBar,1,UpValue)<=0) {Recount=true; return;}
      if(CopyBuffer(InpInd_Handle,2,SignalBar,1,DnValue)<=0) {Recount=true; return;}

      //---- Getting buy signals
      if(UpValue[0] && UpValue[0]!=EMPTY_VALUE)
        {
         if(BuyPosOpen) BUY_Open=true;
         if(SellPosClose) SELL_Close=true;
         UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
        }

      //---- Getting sell signals
      if(DnValue[0] && DnValue[0]!=EMPTY_VALUE)
        {
         if(SellPosOpen) SELL_Open=true;
         if(BuyPosClose) BUY_Close=true;
         DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
        }

      //---- searching for the last trading direction for getting positions closing signals
      //if(!MQL5InfoInteger(MQL5_TESTING) && !MQL5InfoInteger(MQL5_OPTIMIZATION)) //if execution is set to "Random delay" in the Strategy Tester 
      if((BuyPosOpen && BuyPosClose || SellPosOpen && SellPosClose) && (!BUY_Close && !SELL_Close))
        {
         int Bars_=Bars(Symbol(),InpInd_Timeframe);

         for(int bar=int(SignalBar+1); bar<Bars_; bar++)
           {
            if(SellPosClose)
              {
               if(CopyBuffer(InpInd_Handle,3,bar,1,UpValue)<=0) {Recount=true; return;}
               if(UpValue[0]!=0 && UpValue[0]!=EMPTY_VALUE)
                 {
                  SELL_Close=true;
                  break;
                 }
              }

            if(BuyPosClose)
              {
               if(CopyBuffer(InpInd_Handle,2,bar,1,DnValue)<=0) {Recount=true; return;}
               if(DnValue[0]!=0 && DnValue[0]!=EMPTY_VALUE)
                 {
                  BUY_Close=true;
                  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_);
//----
  }
//+------------------------------------------------------------------+