Price Data Components
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fibonacciretracement
//+------------------------------------------------------------------+
//| FibonacciRetracement.mq5 |
//| Oschenker |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Oschenker"
#property link "https://www.mql5.com"
#property version "1.00"
#define EXPERT_MAGIC 123456 // MagicNumber ýêñïåðòà
//--- input parameters
input int ExtDepth = 12; //ZigZag Depth
input int ExtDeviation = 5; //ZigZag Deviation
input int ExtBackStep = 3; //ZigZag BackStep
input int TradeValue = 1; //Trade volume
input int StopLossLevel = 15; //Stop-loss level (points)
input double TakeProfitAt = 0.2; //Take profit at FIBO extension
input int SafetyBuffer = 1; //Next bar close distance from level (points)
input int TrendPrecision = -5; //Next to previous high(low) distance
input int CloseBarPause = 5; //Pause from close to trade (bars)
input color LevelColor = clrBlack; //Fibo levels colors
int ZZ_Handle;
int TrendDirection;
int CopyNumber;
long PositionID;
double ZZ_Buffer[];
double HL[4];
double Fibo00;
double Fibo23;
double Fibo38;
double Fibo61;
double Fibo76;
double Fibo100;
double FiboBASE;
double StopLoss;
double MAXProfit;
double SymbolTickValue;
datetime CloseBarTime;
datetime HL_Time[4];
datetime Time00;
datetime Time100;
bool PositionChangeFlag;
MqlTradeRequest Request = {0};
MqlTradeResult Results = {0};
MqlRates RatesArray[];
//--- Âêëþ÷åíèå ñòàíäàðòíîé òîðãîâîé áèáëèîòåêè
#include <Trade\Trade.mqh>;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- get indicator handle
ZZ_Handle = iCustom( Symbol(), PERIOD_CURRENT, "Examples\\ZigZag", ExtDepth, ExtDeviation, ExtBackStep);
Print("CustomIndicatorHandle ",ZZ_Handle);
if(ZZ_Handle <= 0) Print("Indicator Handle Unsuccessful. Error #", GetLastError());
HL[0] = 666;
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
IndicatorRelease(ZZ_Handle);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//--- Copy indicator buffer
CopyNumber = CopyBuffer(ZZ_Handle, 0, 0, 200, ZZ_Buffer);
if(CopyNumber <= 0) Print("Indicator Bufer Unavailable");
ArraySetAsSeries(ZZ_Buffer, true);
//--- copying rates
if(CopyRates(Symbol(), 0, 0, 200, RatesArray) > 0) ///---- Proceeds in case price data is available
{
//--- set array as time series
ArraySetAsSeries(RatesArray, true);
//--- Initial high-low points mapping
if(HL[0] == 666)
{
int ZCount = 0;
for(int i=0; i <= CopyNumber && ZCount <= 3 && !IsStopped(); i++) ///----- ZZ legs maping
{
if(ZZ_Buffer[i] != 0)
{
HL[ZCount] = ZZ_Buffer[i];
HL_Time[ZCount] = RatesArray[i].time;
ZCount++;
}
}
TrendDirection = CheckTrend(HL[0], HL[1], HL[2], HL[3]);
Fibo00 = HL[0];
Time00 = HL_Time[0];
Fibo100 = HL[1];
Time100 = HL_Time[1];
FiboBASE = fabs(Fibo100 - Fibo00);
}
// high-low points mapping in concequence
if(ZZ_Buffer[0] != 0 && ZZ_Buffer[0] != HL[0])
{
HL[3] = HL[2];
HL[2] = HL[1];
HL[1] = HL[0];
HL[0] = ZZ_Buffer[0];
HL_Time[3] = HL_Time[2];
HL_Time[2] = HL_Time[1];
HL_Time[1] = HL_Time[0];
HL_Time[0] = RatesArray[0].time;
TrendDirection = CheckTrend(HL[0], HL[1], HL[2], HL[3]);
}
if(!PositionSelect(Symbol()))
{
switch(TrendDirection)
{
case 1:
Comment("Trend is Up");
FiboBASE = Fibo00 - Fibo100;
Fibo23 = Fibo00 - 0.236 * FiboBASE;
Fibo38 = Fibo00 - 0.382 * FiboBASE;
Fibo61 = Fibo00 - 0.618 * FiboBASE;
Fibo76 = Fibo00 - 0.764 * FiboBASE;
if(HL[0] > Fibo00)
{
Fibo00 = HL[0];
Time00 = HL_Time[0];
if(HL[0] - HL[1] > FiboBASE)
{
Fibo100 = HL[1];
Time100 = HL_Time[1];
}
}
if(HL[0] < Fibo100)
{
Fibo00 = HL[0];
Time00 = HL_Time[0];
Fibo100 = HL[1];
Time100 = HL_Time[1];
TrendDirection = CheckTrend(HL[0], HL[1], HL[2], HL[3]);
break;
}
if(!FiboCreate(Time100, Fibo100, Time00, Fibo00)) Print("Fibo create method fails");
// check if buy conditions are met
if(((RatesArray[0].close - Fibo76) > Point() * SafetyBuffer && (Fibo76 - RatesArray[1].close) > Point() * SafetyBuffer) ||
((RatesArray[0].close - Fibo61) > Point() * SafetyBuffer && (Fibo61 - RatesArray[1].close) > Point() * SafetyBuffer) ||
((RatesArray[0].close - Fibo38) > Point() * SafetyBuffer && (Fibo38 - RatesArray[1].close) > Point() * SafetyBuffer) ||
((RatesArray[0].close - Fibo23) > Point() * SafetyBuffer && (Fibo23 - RatesArray[1].close) > Point() * SafetyBuffer))
{
Print("Buy condition is TRUE");
if(!TradeCheck(1)) Print("Wait another bar");
}
break;
case -1:
Comment("Trend is down");
FiboBASE = Fibo100 - Fibo00; ///--- map FIBO levels
Fibo23 = Fibo00 + 0.236 * FiboBASE;
Fibo38 = Fibo00 + 0.382 * FiboBASE;
Fibo61 = Fibo00 + 0.618 * FiboBASE;
Fibo76 = Fibo00 + 0.764 * FiboBASE;
if(HL[0] < Fibo00)
{
Fibo00 = HL[0];
Time00 = HL_Time[0];
if(HL[1] - HL[0] > FiboBASE)
{
Fibo100 = HL[1];
Time100 = HL_Time[1];
}
}
if(HL[0] > Fibo100)
{
Fibo00 = HL[0];
Time00 = HL_Time[0];
Fibo100 = HL[1];
Time100 = HL_Time[1];
TrendDirection = CheckTrend(HL[0], HL[1], HL[2], HL[3]);
break;
}
if(!FiboCreate(Time100, Fibo100, Time00, Fibo00)) Print("Fibo create method fails");
// check if sell conditions are met
if(((Fibo76 - RatesArray[0].close) > Point() * SafetyBuffer && (Fibo76 - RatesArray[1].close) < Point() * SafetyBuffer) ||
((Fibo61 - RatesArray[0].close) > Point() * SafetyBuffer && (Fibo61 - RatesArray[1].close) < Point() * SafetyBuffer) ||
((Fibo38 - RatesArray[0].close) > Point() * SafetyBuffer && (Fibo38 - RatesArray[1].close) < Point() * SafetyBuffer) ||
((Fibo23 - RatesArray[0].close) > Point() * SafetyBuffer && (Fibo23 - RatesArray[1].close) < Point() * SafetyBuffer))
{
Print("Buy condition is TRUE");
if(!TradeCheck(-1)) Print("Wait another bar");
}
break;
case 0:
Comment("FLAT");
FiboBASE = 0; ///--- map FIBO levels
Fibo23 = 0;
Fibo38 = 0;
Fibo61 = 0;
Fibo76 = 0;
if(!ObjectDelete( 0, "MyFIBO")) Print("FIBO delete method is failed");
break;
}
}
}
else
{
Print("Time series is not available ", GetLastError());
}
}
//+------------------------------------------------------------------+
//| TradeCheck function |
//+------------------------------------------------------------------+
bool TradeCheck(int deal)
{
CTrade trade;
if(Bars(Symbol(), 0, CloseBarTime, TimeCurrent()) < CloseBarPause) return(false);
switch(deal)
{
case 1:
if(trade.Buy( TradeValue, NULL, 0, SymbolInfoDouble(Symbol(), SYMBOL_BID) - Point() * StopLossLevel, Fibo00 + TakeProfitAt * FiboBASE))
{
Print("Method Buy is completed");
return(true);
}
break;
case 2:
if(trade.Sell( TradeValue, NULL, 0, SymbolInfoDouble(Symbol(), SYMBOL_ASK) + Point() * StopLossLevel, Fibo00 - TakeProfitAt * FiboBASE))
{
Print("Method Sell is completed");
return(true);
}
}
return(false);
}
//+------------------------------------------------------------------+
//| CheckTrend function |
//+------------------------------------------------------------------+
bool CheckTrend(double hl0,
double hl1,
double hl2,
double hl3)
{
int check_trend = 0;
if(((hl2 - hl0) > Point() * TrendPrecision) && ((hl3 - hl1) > Point() * TrendPrecision)) check_trend = -1; // trend is down
if(((hl0 - hl2) > Point() * TrendPrecision) && ((hl1 - hl3) > Point() * TrendPrecision)) check_trend = 1; // trend is up
return(check_trend);
}
//+------------------------------------------------------------------+
//| FiboCreate function |
//+------------------------------------------------------------------+
bool FiboCreate(datetime time1, double array1, datetime time0, double array0)
{
if(!ObjectDelete( 0, "MyFIBO")) Print("FIBO delete method is failed");
if(ObjectCreate( 0, "MyFIBO", OBJ_FIBO, 0, time1, array1, time0, array0)) ///----- FIBO retracement creation based on last ZZ leg
{
ObjectSetInteger(0, "MyFIBO", OBJPROP_LEVELCOLOR, LevelColor);
ObjectSetInteger(0, "MyFIBO", OBJPROP_LEVELSTYLE, STYLE_SOLID);
ObjectSetInteger(0, "MyFIBO", OBJPROP_RAY_RIGHT, true);
ObjectSetInteger(0, "MyFIBO", OBJPROP_LEVELS, 6);
ObjectSetDouble(0, "MyFIBO", OBJPROP_LEVELVALUE, 0, 0.000);
ObjectSetDouble(0, "MyFIBO", OBJPROP_LEVELVALUE, 1, 0.236);
ObjectSetDouble(0, "MyFIBO", OBJPROP_LEVELVALUE, 2, 0.382);
ObjectSetDouble(0, "MyFIBO", OBJPROP_LEVELVALUE, 3, 0.618);
ObjectSetDouble(0, "MyFIBO", OBJPROP_LEVELVALUE, 4, 0.764);
ObjectSetDouble(0, "MyFIBO", OBJPROP_LEVELVALUE, 5, 1.000);
ObjectSetString(0, "MyFIBO", OBJPROP_LEVELTEXT, 0, "0.0% (%$)");
ObjectSetString(0, "MyFIBO", OBJPROP_LEVELTEXT, 1, "23.6% (%$)");
ObjectSetString(0, "MyFIBO", OBJPROP_LEVELTEXT, 2, "38.2% (%$)");
ObjectSetString(0, "MyFIBO", OBJPROP_LEVELTEXT, 3, "61.8% (%$)");
ObjectSetString(0, "MyFIBO", OBJPROP_LEVELTEXT, 4, "76.4% (%$)");
ObjectSetString(0, "MyFIBO", OBJPROP_LEVELTEXT, 5, "100.0% (%$)");
return(true);
}
else {Print("MyFIBO creation is failed"); return (false);}
}
//+------------------------------------------------------------------+
//| Trade function |
//+------------------------------------------------------------------+
void OnTrade()
{
int DealsNum;
ulong DealTiket;
PositionChangeFlag = true;
if(HistorySelectByPosition(PositionID))
{
DealsNum = HistoryDealsTotal(); //--- total deals number in the list
Print("Deal number ", (string)DealsNum);
for( int i=0; i < DealsNum && !IsStopped(); i++)
{
DealTiket = HistoryDealGetTicket(i);
if(StringFind(HistoryDealGetString(DealTiket, DEAL_COMMENT), "sl", 0))
{
CloseBarTime = (datetime)HistoryDealGetInteger(DealTiket,DEAL_TIME);
}
}
}
}
//+------------------------------------------------------------------+
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