//+------------------------------------------------------------------+
//| Exp_MACD_Xtr.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
{
VOLUME,//volume
ATR, //ATR
STDEV //StDev
};
//+----------------------------------------------+
//| 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
//+----------------------------------------------+
//| MACD_Xtr indicator input parameters |
//+----------------------------------------------+
input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H4; //indicator time frame
input int FastMA=12; // Fast EMA period
input int SlowMA=26; // Slow EMA period
input AlgMode Source=ATR; // source
input uint SourcePeriod=22; // source period
input uint FrontPeriod=1; // front smoothing period; <1
input uint BackPeriod=444; // damping smoothing period; <1
input double xVolatility=0.5; // volatility
input uint Sens=0; // sensitivity threshold in points or in ticks (for volume)
input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK; //volume
input uint SignalBar=1; //bar index for getting an entry signal
//+----------------------------------------------+
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 MACD_Xtr indicator handle
InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"MACD_Xtr",
FastMA,SlowMA,Source,SourcePeriod,FrontPeriod,BackPeriod,xVolatility,Sens,VolumeType,0);
if(InpInd_Handle==INVALID_HANDLE) Print(" Failed to get handle of MACD_Xtr 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(SourcePeriod+1+1+MathMax(FastMA,SlowMA));
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 Signal[2];
//---- Declaration of static variables
int LastTrend;
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;
LastTrend=0;
Recount=false;
//---- Searching for the last trading direction
int Bars_=Bars(Symbol(),InpInd_Timeframe);
if(Bars_<min_rates_total) {Recount=true; return;}
Bars_-=min_rates_total+3;
//---- copy newly appeared data into the arrays
if(CopyBuffer(InpInd_Handle,1,SignalBar,2,Signal)<=0) {Recount=true; return;}
//---- Getting buy signals
if(Signal[1]==2)
{
if(BuyPosOpen && Signal[0]!=2) BUY_Open=true;
if(SellPosClose) SELL_Close=true;
UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
}
//---- Getting sell signals
if(Signal[1]==0)
{
if(SellPosOpen && Signal[0]!=0) SELL_Open=true;
if(BuyPosClose) BUY_Close=true;
DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
}
//---- Get the signals to exit the positions if there is no trend
if(Signal[1]==1)
{
if(BuyPosClose) BUY_Close=true;
if(SellPosClose) SELL_Close=true;
}
}
//+----------------------------------------------+
//| 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_);
//----
}
//+------------------------------------------------------------------+
Comments