Exp_XCCI_Histogram_Vol_Direct

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

//|                                Exp_XCCI_Histogram_Vol_Direct.mq5 |

//|                               Copyright © 2018, Nikolay Kositsin | 

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

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

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

#property version   "1.10"

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

//  ">@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

  }; */

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

//|  ?8A0=85 :;0AA0 CXMA                        |

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

#include <SmoothAlgorithms.mqh> 

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

//|  >1JO2;5=85 ?5@5G8A;5=89                     |

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

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

  {

   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

  }; */

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

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

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

input uint Magic_=555;            //038:-=><5@ 4;O >@45@>2

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

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

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

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

input ENUM_TIMEFRAMES InpInd_Timeframe=PERIOD_H2;   // B09<D@59< 8=48:0B>@0 XCCI_Histogram_Vol_Direct

input uint                CCIPeriod=14;             // ?5@8>4 8=48:0B>@0

input ENUM_APPLIED_PRICE  CCIPrice=PRICE_CLOSE;     // F5=0

input ENUM_APPLIED_VOLUME VolumeType=VOLUME_TICK;   // >1JQ< 

int                 HighLevel2=0;      // C@>25=L ?5@5:C?;5==>AB8 2

int                 HighLevel1=0;      // C@>25=L ?5@5:C?;5==>AB8 1

int                 LowLevel1=0;      // C@>25=L ?5@5?@>40==>AB8 1

int                 LowLevel2=0;      // C@>25=L ?5@5?@>40==>AB8 2

input Smooth_Method       MA_SMethod=MODE_SMA_;     // 5B>4 CA@54=5=8O

input uint                MA_Length=12;             // ;C18=0 A3;06820=8O                    

input int                 MA_Phase=15;              // ?0@0<5B@ ?5@2>3> A3;06820=8O,

//---- 4;O JJMA 87<5=ONI89AO 2 ?@545;0E -100 ... +100, 2;8O5B =0 :0G5AB2> ?5@5E>4=>3> ?@>F5AA0;

//---- ;O VIDIA MB> ?5@8>4 CMO, 4;O AMA MB> ?5@8>4 <54;5==>9 A:>;L7OI59

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

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



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 XCCI_Histogram_Vol_Direct

   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"XCCI_Histogram_Vol_Direct",

                         CCIPeriod,CCIPrice,VolumeType,HighLevel2,HighLevel1,LowLevel1,LowLevel2,MA_SMethod,MA_Length,MA_Phase,0);

   if(InpInd_Handle==INVALID_HANDLE)

     {

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

      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);



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

   min_rates_total=int(CCIPeriod);

   min_rates_total+=GetStartBars(MA_SMethod,MA_Length,MA_Phase);

   min_rates_total=int(3+min_rates_total+SignalBar);

//--- 7025@H5=85 8=8F80;870F88

   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 ;>:0;L=KE ?5@5<5==KE

   double Col[2];

//---- 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;



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

      if(CopyBuffer(InpInd_Handle,7,SignalBar,2,Col)<=0) {Recount=true; return;}



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

      if(Col[1]==0)

        {

         if(BuyPosOpen && Col[0]==1) BUY_Open=true;

         if(SellPosClose)SELL_Close=true;

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

        }



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

      if(Col[1]==1)

        {

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

         if(BuyPosClose) BUY_Close=true;

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

        }

     }

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

//---- 0:@K205< ;>=38

   BuyPositionClose_M(BUY_Close,Symbol(),Deviation_,Magic_);



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

   SellPositionClose_M(SELL_Close,Symbol(),Deviation_,Magic_);



//---- B:@K205< ;>=38

   BuyPositionOpen_M1(BUY_Open,Symbol(),UpSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_,Magic_);

   SellPositionOpen_M1(SELL_Open,Symbol(),DnSignalTime,MM,MMMode,Deviation_,StopLoss_,TakeProfit_,Magic_);

//----

  }

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