Exp_SpearmanRankCorrelation_Histogram_TimeWeekPeriod

ÿþ//+------------------------------------------------------------------+

//|         Exp_SpearmanRankCorrelation_Histogram_TimeWeekPeriod.mq5 |

//|                               Copyright © 2018, Nikolay Kositsin | 

//|                              Khabarovsk,   farria@mail.redcom.ru | 

//+------------------------------------------------------------------+

#property copyright "Copyright © 2018, Nikolay Kositsin"

#property link      "farria@mail.redcom.ru"

#property version   "1.00"

//+----------------------------------------------+

//  ">@3>2K5 0;3>@8B<K                           | 

//+----------------------------------------------+

#include <TradeAlgorithms.mqh>

//+----------------------------------------------+

//|  5@5G8A;5=85 4;O 20@80=B>2 @0AGQB0 ;>B0     |

//+----------------------------------------------+

/*enum MarginMode  - ?5@5G8A;5=85 >1JO2;5=> 2 D09;5 TradeAlgorithms.mqh

  {

   FREEMARGIN=0,     //MM >B A2>1>4=KE A@54AB2 =0 AGQB5

   BALANCE,          //MM >B 10;0=A0 A@54AB2 =0 AGQB5

   LOSSFREEMARGIN,   //MM ?> C1KB:0< >B A2>1>4=KE A@54AB2 =0 AGQB5

   LOSSBALANCE,      //MM ?> C1KB:0< >B 10;0=A0 A@54AB2 =0 AGQB5

   LOT               //>B 157 87<5=5=8O

  }; */

//+----------------------------------------------+

//|  5@5G8A;5=85 4;O 0;3>@8B<>2 2E>40 8 2KE>40  |

//+----------------------------------------------+

enum TradeMode

  {

   ENUM_TRADE_MODE_1=0,     //E>4K 8 2KE>4K ?@8 ?@>1>5 =C;O

   ENUM_TRADE_MODE_2,       //E>4K 2 7>=0E  8 , 2KE>4K C65 ?@8 ?@>1>5 =C;O

   ENUM_TRADE_MODE_3        //E>4K 8 2KE>4K 2 7>=0E  8 

  };

//+----------------------------------------------+

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0 M:A?5@B0        |

//+----------------------------------------------+

input double MM=0.1;                             //>;O D8=0=A>2KE @5AC@A>2 >B 45?>78B0 2 A45;:5

input MarginMode MMMode=LOT;                     //A?>A>1 >?@545;5=8O @07<5@0 ;>B0

input int    StopLoss_=1000;                     //AB>?;>AA 2 ?C=:B0E

input int    TakeProfit_=2000;                   //B59:?@>D8B 2 ?C=:B0E

input int    Deviation_=10;                      //<0:A. >B:;>=5=85 F5=K 2 ?C=:B0E

input bool   BuyPosOpen=true;                    // 07@5H5=85 4;O 2E>40 2 ;>=3

input bool   SellPosOpen=true;                   // 07@5H5=85 4;O 2E>40 2 H>@B

input bool   BuyPosClose=true;                   // 07@5H5=85 4;O 2KE>40 87 ;>=3>2

input bool   SellPosClose=true;                  // 07@5H5=85 4;O 2KE>40 87 H>@B>2

input TradeMode Trade_Mode=ENUM_TRADE_MODE_1;    //;3>@8B< 2E>40 8 2KE>40

//----

input bool   TimeTrade=true;      // 07@5H5=85 =0 B>@3>2;N ?> 8=B5@20;0<

//----

input DAYS_OF_WEEK StartD=ENUM_DAY_OF_WEEK_2;  //!B0@B B>@3>2;8 (5=L =545;8)

input HOURS  StartH=ENUM_HOUR_8;  //!B0@B B>@3>2;8 ('0A)

input MINUTS StartM=ENUM_MINUT_0; //!B0@B B>@3>2;8 (8=CB0)

input SECONDS StartS=ENUM_SECOND_0; //!B0@B B>@3>2;8 (!5:C=40)

//----

input DAYS_OF_WEEK EndD=ENUM_DAY_OF_WEEK_5;  //>=5F B>@3>2;8 (5=L =545;8)

input HOURS  EndH=ENUM_HOUR_20;   //>=5F B>@3>2;8 ('0A)

input MINUTS EndM=ENUM_MINUT_59;  //>=5F B>@3>2;8 (8=CB0)

input SECONDS EndS=ENUM_SECOND_40; //>=5F B>@3>2;8 (!5:C=40)

//+----------------------------------------------+

//| E>4=K5 ?0@0<5B@K 8=48:0B>@0                 |

//+----------------------------------------------+

input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H4; //B09<D@59< 8=48:0B>@0

//----

input int  rangeN=14;

input int  CalculatedBars=0;

input int  Maxrange=30;

input bool Direction=true;

input double inHighLevel=+0.5;

input double inLowLevel=-0.5;

//----

input uint SignalBar=1;                           // =><5@ 10@0 4;O ?>;CG5=8O A83=0;0 2E>40

//+----------------------------------------------+

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E@0=5=8O ?5@8>40 3@0D8:0 2 A5:C=40E 

int TimeShiftSec;

//---- 1JO2;5=85 F5;KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int InpInd_Handle;

//---- >1JO2;5=85 F5;KE ?5@5<5==KE =0G0;0 >BAG5B0 40==KE

int min_rates_total;

//+------------------------------------------------------------------+

//| Expert initialization function                                   |

//+------------------------------------------------------------------+

int OnInit()

  {

//---- ?>;CG5=85 E5=4;0 8=48:0B>@0 SpearmanRankCorrelation_Histogram

   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"SpearmanRankCorrelation_Histogram",rangeN,CalculatedBars,Maxrange,Direction,inHighLevel,inLowLevel);

   if(InpInd_Handle==INVALID_HANDLE)

     {

      Print(" 5 C40;>AL ?>;CG8BL E5=4; 8=48:0B>@0 SpearmanRankCorrelation_Histogram");

      return(INIT_FAILED);

     }

//---- 8=8F80;870F8O ?5@5<5==>9 4;O E@0=5=8O ?5@8>40 3@0D8:0 2 A5:C=40E  

   TimeShiftSec=PeriodSeconds(InpInd_Timeframe);

//---- =8F80;870F8O ?5@5<5==KE =0G0;0 >BAGQB0 40==KE

   min_rates_total=int(rangeN);

   min_rates_total+=int(3+SignalBar);

//----

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Expert deinitialization function                                 |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

//----

   GlobalVariableDel_(Symbol());

//----

  }

//+------------------------------------------------------------------+

//| Expert tick function                                             |

//+------------------------------------------------------------------+

void OnTick()

  {

//---- ?@>25@:0 :>;8G5AB20 10@>2 =0 4>AB0B>G=>ABL 4;O @0AGQB0

   if(BarsCalculated(InpInd_Handle)<min_rates_total) return;



//---- ?>43@C7:0 8AB>@88 4;O =>@<0;L=>9 @01>BK DC=:F89 IsNewBar() 8 SeriesInfoInteger()  

   LoadHistory(TimeCurrent()-PeriodSeconds(InpInd_Timeframe)-1,Symbol(),InpInd_Timeframe);



//---- 1JO2;5=85 AB0B8G5A:8E ?5@5<5==KE

   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;



//+----------------------------------------------+

//| ?@545;5=85 A83=0;>2 4;O A45;>:              |

//+----------------------------------------------+

   if(!SignalBar || NB.IsNewBar(Symbol(),InpInd_Timeframe) || Recount) // ?@>25@:0 =0 ?>O2;5=85 =>2>3> 10@0

     {

      //---- >1=C;8< B>@3>2K5 A83=0;K

      BUY_Open=false;

      SELL_Open=false;

      BUY_Close=false;

      SELL_Close=false;

      Recount=false;

      //---- 1JO2;5=85 ;>:0;L=KE ?5@5<5==KE

      double Col[2];



      //---- :>?8@C5< 2=>2L ?>O282H85AO 40==K5 2 <0AA82K

      if(CopyBuffer(InpInd_Handle,1,SignalBar,2,Col)<=0) {Recount=true; return;}



      switch(Trade_Mode)

        {

         case ENUM_TRADE_MODE_1:

           {

            //---- >;CG8< A83=0;K 4;O ?>:C?:8

            if(Col[1]>2)

              {

               if(BuyPosOpen && Col[0]<3) BUY_Open=true;

               UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

               if(SellPosClose) SELL_Close=true;

              }



            //---- >;CG8< A83=0;K 4;O ?@>4068

            if(Col[1]<2)

              {

               if(SellPosOpen && Col[0]>1) SELL_Open=true;

               DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

               if(BuyPosClose) BUY_Close=true;

              }



            break;

           }



         case ENUM_TRADE_MODE_2:

           {

            //---- >;CG8< A83=0;K 4;O ?>:C?:8

            if(Col[1]==4)

              {

               if(BuyPosOpen && Col[0]<4) BUY_Open=true;

               UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

              }

            if(SellPosClose) if(Col[1]>2) SELL_Close=true;



            //---- >;CG8< A83=0;K 4;O ?@>4068

            if(Col[1]==0)

              {

               if(SellPosOpen && Col[0]>0) SELL_Open=true;

               DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

              }

            if(BuyPosClose) if(Col[1]<2) BUY_Close=true;



            break;

           }



         case ENUM_TRADE_MODE_3:

           {

            //---- >;CG8< A83=0;K 4;O ?>:C?:8

            if(Col[1]==4)

              {

               if(BuyPosOpen && Col[0]<4) BUY_Open=true;

               UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

               if(SellPosClose) SELL_Close=true;

              }



            //---- >;CG8< A83=0;K 4;O ?@>4068

            if(Col[1]==0)

              {

               if(SellPosOpen && Col[0]>0) SELL_Open=true;

               DnSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;

               if(BuyPosClose) BUY_Close=true;

              }



            break;

           }

        }

     }

//+----------------------------------------------+

//| ?@545;5=85 A83=0;>2 4;O B>@3>2;8 2 ?5@8>45  |

//+----------------------------------------------+ 

//---- 1JO2;5=85 ?5@5<5==>9 4;O @07@5H5=8O B>@3>2;8

   bool Trade=false;

   if(TimeTrade)

     {

      MqlDateTime tm;

      TimeToStruct(TimeCurrent(),tm);

      if(tm.day_of_week>StartD && tm.day_of_week<EndD) Trade=true;

      if(tm.day_of_week<StartD ||  tm.day_of_week>EndD)Trade=false;



      if(tm.day_of_week==StartD)

        {

         if(tm.hour>StartH) Trade=true;

         if(tm.hour<StartH) Trade=false;

         if(tm.hour==StartH)

           {

            if(tm.min>StartM) Trade=true;

            if(tm.min<StartM) Trade=false;

            if(tm.min==StartM)

              {

               if(tm.sec>=StartS) Trade=true;

               if(tm.sec<StartS) Trade=false;

              }

           }

        }

      //----

      if(tm.day_of_week==EndD)

        {

         if(tm.hour>EndH) Trade=false;

         if(tm.hour<EndH) Trade=true;

         if(tm.hour==EndH)

           {

            if(tm.min>EndM) Trade=false;

            if(tm.min<EndM) Trade=true;

            if(tm.min==EndM)

              {

               if(tm.sec>=EndS) Trade=false;

               if(tm.sec<EndS) Trade=true;

              }

           }

        }

     }

//+----------------------------------------------+

//| !>25@H5=85 A45;>:                            |

//+----------------------------------------------+

//---- 70:@K205< ?>78F88 2=5 B>@3>2>3> 8=B5@20;0

   if(TimeTrade && !Trade && PositionsTotal())

     {

      //---- 70:@K205< 2A5 >B:@KBK5 ?>78F88 ?> B5:CI5<C A8<2>;C

      int total=PositionsTotal();

      for(int pos=total-1; pos>=0; pos--)

        {

         string symbol=PositionGetSymbol(pos);

         if(!PositionSelect(symbol)) continue;

         if(symbol!=Symbol()) continue;

         bool Signal=true;

         if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY) BuyPositionClose(Signal,symbol,Deviation_);

         if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL) SellPositionClose(Signal,symbol,Deviation_);

        }

     }

   if(Trade || !TimeTrade)

     {

      //---- 0:@K205< ;>=3

      BuyPositionClose(BUY_Close,Symbol(),Deviation_);



      //---- 0:@K205< H>@B   

      SellPositionClose(SELL_Close,Symbol(),Deviation_);



      //---- B:@K205< ;>=3

      BuyPositionOpen(BUY_Open,Symbol(),UpSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);



      //---- B:@K205< H>@B

      SellPositionOpen(SELL_Open,Symbol(),DnSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_);

     }

//----

  }

//+------------------------------------------------------------------+