Exp_XHullTrend_Digit

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

//|                                         Exp_XHullTrend_Digit.mq5 |

//|                               Copyright © 2018, Nikolay Kositsin | 

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

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

#property copyright "Copyright © 2018, Nikolay Kositsin"

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

#property version   "1.01"

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

//| ">@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

  }; */

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

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

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

enum Applied_price_      //"8? :>=AB0=BK

  {

   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_,         //Simple Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 

   PRICE_DEMARK_         //Demark Price

  };

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

//| 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>1 >?@545;5=8O @07<5@0 ;>B0

input int    StopLoss_=1000;      // Stop Loss 2 ?C=:B0E

input int    TakeProfit_=2000;    // Take Profit 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_H8;// "09<D@59< 8=48:0B>@0

input uint XLength=20;                           // 5@8>4 8=48:0B>@0

input uint HLength=5;                            // 5@8>4 A3;06820=8O HMA

input Applied_price_ IPC=PRICE_CLOSE_;           // &5=0 8=48:0B>@0

input Smooth_Method XMA_Method=MODE_LWMA_;       // 5B>4 CA@54=5=8O

input int XPhase=15;                             // 0@0<5B@ 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 Digit=2;                              // :>;8G5AB2> @07@O4>2 >:@C3;5=8O

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

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

//--- >1JO2;5=85 F5;>G8A;5==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;>G8A;5==KE ?5@5<5==KE 4;O E5=4;>2 8=48:0B>@>2

int InpInd_Handle;

//--- >1JO2;5=85 F5;>G8A;5==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 XHullTrend_Digit

   InpInd_Handle=iCustom(Symbol(),InpInd_Timeframe,"XHullTrend_Digit",XLength,HLength,IPC,XMA_Method,XPhase,Digit);

   if(InpInd_Handle==INVALID_HANDLE)

     {

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

      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

   int XLength2=int(XLength/2);

   int SqrXLength=int(MathFloor(MathSqrt(XLength)));

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

   min_rates_total=GetStartBars(XMA_Method,XLength,XPhase);

   min_rates_total+=GetStartBars(XMA_Method,HLength,XPhase);

   min_rates_total+=GetStartBars(XMA_Method,SqrXLength,XPhase);

   min_rates_total+=int(3+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 Ind[2],Sign[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,0,SignalBar,2,Ind)<=0) {Recount=true; return;}

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

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

      if(Ind[1]>Sign[1])

        {

         if(BuyPosOpen && Ind[0]<=Sign[0]) 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(Ind[1]<Sign[1])

        {

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

         if(BuyPosClose) BUY_Close=true;

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

        }

     }

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

//--- 70:@K205< ;>=3

   BuyPositionClose(BUY_Close,Symbol(),Deviation_);

//--- 70:@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_);

//---

  }

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