Exp_XWAMI_MMRec

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

//|                                              Exp_XWAMI_MMRec.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 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_,         //Simpl Price (OC/2)

   PRICE_QUARTER_,       //Quarted Price (HLOC/4) 

   PRICE_TRENDFOLLOW0_,  //TrendFollow_1 Price 

   PRICE_TRENDFOLLOW1_,  //TrendFollow_2 Price 

   PRICE_DEMARK_         //Demark Price

  };

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

//|  >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    BuyMagic=777;       //Buy <038: =><5@

input uint    SellMagic=888;      //Sell <038: =><5@

input uint    BuyTotalMMTriger=5; //:>;8G5AB2> ?>A;54=8E A45;>: 2 Buy =0?@02;5=88 4;O AGQB0 AB>?;>AA>2

input uint    BuyLossMMTriger=3;  //:>;8G5AB2> C1KB>G=KE A45;>: 2 Buy =0?@02;5=88 4;O C<5=LH5=8O MM

input uint    SellTotalMMTriger=5;//:>;8G5AB2> ?>A;54=8E A45;>: 2 Sell =0?@02;5=88 4;O AGQB0 AB>?;>AA>2

input uint    SellLossMMTriger=3; //:>;8G5AB2> C1KB>G=KE A45;>: 2 Sell =0?@02;5=88 4;O C<5=LH5=8O MM

input double  SmallMM_=0.01;      //>;O D8=0=A>2KE @5AC@A>2 >B 45?>78B0 2 A45;:5 ?@8 C1KB:0E

input double  MM=0.1;             //>;O D8=0=A>2KE @5AC@A>2 >B 45?>78B0 2 A45;:5 ?@8 =>@<0;L=>9 B>@3>2;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_H1; //B09<D@59< 8=48:0B>@0 XWAMI

input uint iPeriod=1; //?5@8>4 <><5=BC<0

input Smooth_Method XMethod1=MODE_T3; //<5B>4 CA@54=5=8O 1 

input uint XLength1=4; //3;C18=0 CA@54=5=8O 1                    

input int XPhase1=15; //?0@0<5B@ CA@54=5=8O 1,

//---- 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 Smooth_Method XMethod2=MODE_JJMA; //<5B>4 CA@54=5=8O 2 

input uint XLength2=13; //3;C18=0 CA@54=5=8O 2                   

input int XPhase2=15; //?0@0<5B@ CA@54=5=8O 2,

//---- 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 Smooth_Method XMethod3=MODE_JJMA; //<5B>4 CA@54=5=8O 3

input uint XLength3=13; //3;C18=0 CA@54=5=8O 3                   

input int XPhase3=15; //?0@0<5B@ CA@54=5=8O 3,

//---- 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 Smooth_Method XMethod4=MODE_JJMA; //<5B>4 CA@54=5=8O A83=0;L=>9 ;8=88

input uint XLength4=4; //3;C18=0 CA@54=5=8O A83=0;L=>9 ;8=88                   

input int XPhase4=15; //?0@0<5B@ CA@54=5=8O A83=0;L=>9 ;8=88,

//---- 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 Applied_price_ IPC=PRICE_CLOSE_;//F5=>20O :>=AB0=B0

input int Shift=0; // A4283 8=48:0B>@0 ?> 3>@87>=B0;8 2 10@0E

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 XWAMI

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

             iPeriod,XMethod1,XLength1,XPhase1,XMethod2,XLength2,XPhase2,XMethod3,XLength3,XPhase3,XMethod4,XLength4,XPhase4,IPC,0);

   if(InpInd_Handle==INVALID_HANDLE)

     {

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

      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(iPeriod);

   min_rates_total+=GetStartBars(XMethod1,XLength1,XPhase1);

   min_rates_total+=GetStartBars(XMethod2,XLength2,XPhase2);

   min_rates_total+=GetStartBars(XMethod3,XLength3,XPhase3);

   min_rates_total+=GetStartBars(XMethod4,XLength4,XPhase4);

   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 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 Up[2],Dn[2];



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

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

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



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

      if(Up[1]>Dn[1])

        {

         if(BuyPosOpen) if(Up[0]<=Dn[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(Up[1]<Dn[1])

        {

         if(SellPosOpen) if(Up[0]>=Dn[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< ;>=3

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



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

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



   double mm;

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

   if(BUY_Open)

     {

      mm=BuyTradeMMRecounterS(BuyMagic,BuyTotalMMTriger,BuyLossMMTriger,SmallMM_,MM);

      BuyPositionOpen_M1(BUY_Open,Symbol(),UpSignalTime,mm,MMMode,Deviation_,StopLoss_,TakeProfit_,BuyMagic);

     }



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

   if(SELL_Open)

     {

      mm=SellTradeMMRecounterS(SellMagic,SellTotalMMTriger,SellLossMMTriger,SmallMM_,MM);

      SellPositionOpen_M1(SELL_Open,Symbol(),DnSignalTime,mm,MMMode,Deviation_,StopLoss_,TakeProfit_,SellMagic);

     }

//----

  }

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