exp_xcandles_smoothed

//+------------------------------------------------------------------+
//|                                        Exp_Candles_XSmoothed.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"
//+----------------------------------------------+
//|  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 
  };
//+----------------------------------------------+
//|  Declaration of enumerations                 |
//+----------------------------------------------+
/*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
//+----------------------------------------------+
//|  Indicator input parameters                  |
//+----------------------------------------------+
input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H4; //indicator time frame
input Smooth_Method MA_SMethod=MODE_LWMA; // Smoothing method
input uint MA_Length=30;                  // Smoothing depth                    
input int  MA_Phase=100;                  // Smoothing parameter
                                          // that changes within the range -100 ... +100 for JJMA
// for VIDIA it is a CMO period, for AMA it is a slow average period

input uint Level=30;                      // Break-out level in points                                               
input uint SignalBar=1;//bar index for getting an entry signal
//+----------------------------------------------+
//---- Declaration of a variable for storing the break-out level value (in price chart units)
double dLevel;
//---- Declaration of integer variables for storing a chart period in seconds 
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 Candles_Smoothed indicator
   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"Candles_Smoothed",MA_SMethod,MA_Length,MA_Phase);
   if(InpInd_Handle==INVALID_HANDLE) Print(" Failed to get handle of Candles_Smoothed 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
   min_rates_total=XMA.GetStartBars(MA_SMethod,MA_Length,MA_Phase);
   min_rates_total+=int(3+SignalBar);
   dLevel=Level*_Point;
//----
   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
     {
      //---- declaration of local variables
      double SHigh[1],SLow[1],Close[1];

      //---- zeroing out trading signals
      BUY_Open=false;
      SELL_Open=false;
      BUY_Close=false;
      SELL_Close=false;
      Recount=false;

      //---- Search of the last direction of trade
      int Bars_=Bars(Symbol(),InpInd_Timeframe);
      
      for(int bar=int(SignalBar); bar<Bars_; bar++)
        {
         if(CopyBuffer(InpInd_Handle,1,bar,1,SHigh)<=0) {Recount=true; return;}
         if(CopyBuffer(InpInd_Handle,2,bar,1,SLow)<=0) {Recount=true; return;}
         if(CopyClose(Symbol(),InpInd_Timeframe,bar,1,Close)<=0) {Recount=true; return;}

         if(Close[0]<SLow[0]-dLevel)
           {
            if(BuyPosClose) BUY_Close=true;
            if(SellPosOpen && bar==int(SignalBar)) SELL_Open=true;
            UpSignalTime=datetime(SeriesInfoInteger(Symbol(),InpInd_Timeframe,SERIES_LASTBAR_DATE))+TimeShiftSec;
            break;
           }

         if(Close[0]>SHigh[0]+dLevel)
           {
            if(SellPosClose) SELL_Close=true;
            if(BuyPosOpen && bar==int(SignalBar)) BUY_Open=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_);
//----
  }
//+------------------------------------------------------------------+