exp_multitrend_signal_kvn

Author: Copyright � 2012, Nikolay Kositsin
Price Data Components
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exp_multitrend_signal_kvn
//+------------------------------------------------------------------+
//|                                    Exp_MultiTrend_Signal_KVN.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"
//+----------------------------------------------+
//| 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   uint     K=48;
input   double   Kstop=0.5;
input   uint     Kperiod=150;
input   uint     PerADX=14;
//----
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 MultiTrend_Signal_KVN indicator handle
   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"MultiTrend_Signal_KVN",K,Kstop,Kperiod,PerADX,0);
   if(InpInd_Handle==INVALID_HANDLE) Print(" Failed to get handle of MultiTrend_Signal_KVN 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+PerADX+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 local variables
   double SellValue[1],BuyValue[1];
//---- 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;

      for(int bar=int(SignalBar+1); bar<Bars_; bar++)
        {
         if(CopyBuffer(InpInd_Handle,0,bar,1,BuyValue)<=0) {Recount=true; return;}
         if(BuyValue[0])
           {
            LastTrend=+1;
            SELL_Close=true;
            break;
           }

         if(CopyBuffer(InpInd_Handle,1,bar,1,SellValue)<=0) {Recount=true; return;}
         if(SellValue[0])
           {
            LastTrend=-1;
            BUY_Close=true;
            break;
           }
        }

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

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

      //---- Getting sell signals
      if(SellValue[0])
        {
         if(SellPosOpen && LastTrend>0) 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_);
//----
  }
//+------------------------------------------------------------------+

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