expert_aml_rsi_v1

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

//|                                               Expert_AML_RSI.mq5 |

//|                        Copyright 2011, MetaQuotes Software Corp. |

//|                                              http://www.mql5.com |

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

#property copyright "Copyright 2011, MetaQuotes Software Corp."

#property link      "http://www.mql5.com"

#property version   "1.00"

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

//| Include                                                          |

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

#include <Expert\Expert.mqh>

//--- available signals

#include <Expert\Signal\MySignals\ACML_RSI.mqh>

//--- available trailing

#include <Expert\Trailing\TrailingNone.mqh>

//--- available money management

#include <Expert\Money\MoneyFixedLot.mqh>

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

//| Inputs                                                           |

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

//--- inputs for expert

input string Expert_Title         ="Expert_AML_RSI"; // Document name

ulong        Expert_MagicNumber   =7998;             // 

bool         Expert_EveryTick     =false;            // 

//--- inputs for main signal

input int    Signal_ThresholdOpen =40;               // Signal threshold value to open [0...100]

input int    Signal_ThresholdClose=20;               // Signal threshold value to close [0...100]

input double Signal_PriceLevel    =0.0;              // Price level to execute a deal

input double Signal_StopLevel     =0.0;              // Stop Loss level (in points)

input double Signal_TakeLevel     =0.0;              // Take Profit level (in points)

input int    Signal_Expiration    =4;                // Expiration of pending orders (in bars)

input int    Signal__PeriodRSI    =11;               // C_ML_RSI(11,3) Period of RSI

input int    Signal__PeriodMA     =3;                // C_ML_RSI(11,3) Period of MA

input double Signal__Weight       =1.0;              // C_ML_RSI(11,3) Weight [0...1.0]

//--- inputs for money

input double Money_FixLot_Percent =10.0;             // Percent

input double Money_FixLot_Lots    =0.1;              // Fixed volume

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

//| Global expert object                                             |

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

CExpert ExtExpert;

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

//| Initialization function of the expert                            |

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

int OnInit()

  {

//--- Initializing expert

   if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber))

     {

      //--- failed

      printf(__FUNCTION__+": error initializing expert");

      ExtExpert.Deinit();

      return(-1);

     }

//--- Creating signal

   CExpertSignal *signal=new CExpertSignal;

   if(signal==NULL)

     {

      //--- failed

      printf(__FUNCTION__+": error creating signal");

      ExtExpert.Deinit();

      return(-2);

     }

//---

   ExtExpert.InitSignal(signal);

   signal.ThresholdOpen(Signal_ThresholdOpen);

   signal.ThresholdClose(Signal_ThresholdClose);

   signal.PriceLevel(Signal_PriceLevel);

   signal.StopLevel(Signal_StopLevel);

   signal.TakeLevel(Signal_TakeLevel);

   signal.Expiration(Signal_Expiration);

//--- Creating filter CML_RSI

   CML_RSI *filter0=new CML_RSI;

   if(filter0==NULL)

     {

      //--- failed

      printf(__FUNCTION__+": error creating filter0");

      ExtExpert.Deinit();

      return(-3);

     }

   signal.AddFilter(filter0);

//--- Set filter parameters

   filter0.PeriodRSI(Signal__PeriodRSI);

   filter0.PeriodMA(Signal__PeriodMA);

   filter0.Weight(Signal__Weight);

//--- Creation of trailing object

   CTrailingNone *trailing=new CTrailingNone;

   if(trailing==NULL)

     {

      //--- failed

      printf(__FUNCTION__+": error creating trailing");

      ExtExpert.Deinit();

      return(-4);

     }

//--- Add trailing to expert (will be deleted automatically))

   if(!ExtExpert.InitTrailing(trailing))

     {

      //--- failed

      printf(__FUNCTION__+": error initializing trailing");

      ExtExpert.Deinit();

      return(-5);

     }

//--- Set trailing parameters

//--- Creation of money object

   CMoneyFixedLot *money=new CMoneyFixedLot;

   if(money==NULL)

     {

      //--- failed

      printf(__FUNCTION__+": error creating money");

      ExtExpert.Deinit();

      return(-6);

     }

//--- Add money to expert (will be deleted automatically))

   if(!ExtExpert.InitMoney(money))

     {

      //--- failed

      printf(__FUNCTION__+": error initializing money");

      ExtExpert.Deinit();

      return(-7);

     }

//--- Set money parameters

   money.Percent(Money_FixLot_Percent);

   money.Lots(Money_FixLot_Lots);

//--- Check all trading objects parameters

   if(!ExtExpert.ValidationSettings())

     {

      //--- failed

      ExtExpert.Deinit();

      return(-8);

     }

//--- Tuning of all necessary indicators

   if(!ExtExpert.InitIndicators())

     {

      //--- failed

      printf(__FUNCTION__+": error initializing indicators");

      ExtExpert.Deinit();

      return(-9);

     }

//--- ok

   return(INIT_SUCCEEDED);

  }

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

//| Deinitialization function of the expert                          |

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

void OnDeinit(const int reason)

  {

   ExtExpert.Deinit();

  }

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

//| "Tick" event handler function                                    |

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

void OnTick()

  {

   ExtExpert.OnTick();

  }

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

//| "Trade" event handler function                                   |

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

void OnTrade()

  {

   ExtExpert.OnTrade();

  }

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

//| "Timer" event handler function                                   |

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

void OnTimer()

  {

   ExtExpert.OnTimer();

  }

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