Author: Copyright © 2018, Vladimir Karputov
Price Data Components
Series array that contains tick volumes of each bar
Miscellaneous
It issuies visual alerts to the screen
0 Views
0 Downloads
0 Favorites
FitFul 13
ÿþ//+------------------------------------------------------------------+

//|                                                    FitFul 13.mq5 |

//|                              Copyright © 2018, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

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

#property copyright "Copyright © 2018, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.000"

#property description "RU: #A?5H=>ABL 8;8 =5CA?5H=>ABL B>@3>2>9 >?5@0F88 ?>4B25@6405BAO G5@57 OnTradeTransaction"

#property description "EN: Success or failure of a trade operation is confirmed through OnTradeTransaction"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.mqh>

#include <Trade\DealInfo.mqh>

#include <Trade\OrderInfo.mqh>

#include <Expert\Money\MoneyFixedMargin.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

CDealInfo      m_deal;                       // deals object

COrderInfo     m_order;                      // pending orders object

CMoneyFixedMargin *m_money;

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

//| Enum Lor or Risk                                                 |

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

enum ENUM_LOT_OR_RISK

  {

   lot=0,   // Constant lot

   risk=1,  // Risk in percent for a deal

  };

//--- input parameters

input ENUM_LOT_OR_RISK IntLotOrRisk=risk;    // Money management: Lot OR Risk

input double   InpVolumeLorOrRisk=1.0;       // The value for "Money management"

input ushort   InpTrailingStop   = 150;      // Trailing Stop (min distance from price to Stop Loss, in pips

input ushort   InpTrailingStep   = 5;        // Trailing Step, in pips (1.00045-1.00055=1 pips)

input ushort   InpIndent         = 3;        // Indent, in pips (1.00045-1.00055=1 pips)

input ENUM_TIMEFRAMES TimeFrame_1= PERIOD_H1;// TimeFrame 1

input ENUM_TIMEFRAMES TimeFrame_3=PERIOD_M15;// TimeFrame 3

input bool     InpPrintLog=false;            // Print log

input ulong    m_magic=645138312;// magic number

//---

ulong  m_slippage                = 10;       // slippage

double ExtTrailingStop           = 0.0;      // Trailing Stop -> double

double ExtTrailingStep           = 0.0;      // Trailing Step -> double

double ExtIndent                 = 0.0;      // Indent -> double

double ExtStopLoss               = 0.0;      // Stop Loss -> double

double ExtTakeProfit             = 0.0;      // Take Profit -> double

double m_adjusted_point;                     // point value adjusted for 3 or 5 points

bool   m_need_open_buy           = false;    // "true" -> need to open BUY

bool   m_need_open_sell          = false;    // "true" -> need to open SELL

bool   m_waiting_transaction     = false;    // "true" -> it's forbidden to trade, we expect a transaction

ulong  m_waiting_order_ticket    = 0;        // ticket of the expected order

bool   m_transaction_confirmed   = false;    // "true" -> transaction confirmed

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   if(!m_symbol.Name(Symbol())) // sets symbol name

      return(INIT_FAILED);

   RefreshRates();

//---

   m_trade.SetExpertMagicNumber(m_magic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   m_trade.SetDeviationInPoints(m_slippage);

//--- tuning for 3 or 5 digits

   int digits_adjust=1;

   if(m_symbol.Digits()==3 || m_symbol.Digits()==5)

      digits_adjust=10;

   m_adjusted_point=m_symbol.Point()*digits_adjust;



   ExtTrailingStop   = InpTrailingStop    * m_adjusted_point;

   ExtTrailingStep   = InpTrailingStep    * m_adjusted_point;

   ExtIndent         = InpIndent          * m_adjusted_point;

//--- check the input parameter "Lots"

   string err_text="";

   if(IntLotOrRisk==lot)

     {

      if(!CheckVolumeValue(InpVolumeLorOrRisk,err_text))

        {

         //--- when testing, we will only output to the log about incorrect input parameters

         if(MQLInfoInteger(MQL_TESTER))

           {

            Print(__FUNCTION__,", ERROR: ",err_text);

            return(INIT_FAILED);

           }

         else // if the Expert Advisor is run on the chart, tell the user about the error

           {

            Alert(__FUNCTION__,", ERROR: ",err_text);

            return(INIT_PARAMETERS_INCORRECT);

           }

        }

     }

   else

     {

      if(m_money!=NULL)

         delete m_money;

      m_money=new CMoneyFixedMargin;

      if(m_money!=NULL)

        {

         if(!m_money.Init(GetPointer(m_symbol),Period(),m_symbol.Point()*digits_adjust))

            return(INIT_FAILED);

         m_money.Percent(InpVolumeLorOrRisk);

        }

      else

        {

         Print(__FUNCTION__,", ERROR: Object CMoneyFixedMargin is NULL");

         return(INIT_FAILED);

        }

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   if(m_money!=NULL)

      delete m_money;

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   if(m_waiting_transaction)

     {

      if(!m_transaction_confirmed)

        {

         Print("m_transaction_confirmed: ",m_transaction_confirmed);

         return;

        }

      else if(m_transaction_confirmed)

        {

         m_need_open_buy            = false;    // "true" -> need to open BUY

         m_need_open_sell           = false;    // "true" -> need to open SELL

         m_waiting_transaction      = false;    // "true" -> it's forbidden to trade, we expect a transaction

         m_waiting_order_ticket     = 0;        // ticket of the expected order

         m_transaction_confirmed    = false;    // "true" -> transaction confirmed

        }

     }

   if(m_need_open_buy)

     {

      double level;

      if(FreezeStopsLevels(level))

        {

         m_waiting_transaction=true;

         OpenPosition(POSITION_TYPE_BUY,level);

        }

      return;

     }

   if(m_need_open_sell)

     {

      double level;

      if(FreezeStopsLevels(level))

        {

         m_waiting_transaction=true;

         OpenPosition(POSITION_TYPE_SELL,level);

        }

      return;

     }

//--- we work only at the time of the birth of new bar

   static datetime PrevBars=0;

   datetime time_0=iTime(m_symbol.Name(),Period(),0);

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;

   if(!RefreshRates())

     {

      PrevBars=0;

      return;

     }

//---

   ExtStopLoss=0.0;

   ExtTakeProfit=0.0;



   int count_buys=0,count_sells=0;

   CalculateAllPositions(count_buys,count_sells);



   if(count_buys+count_sells>=3)

     {

      return;

     }

   else

     {

      double level;

      if(FreezeStopsLevels(level))

         Trailing(level);



      MqlRates rates_tf_1[],rates_tf_3[],rates_w1[];

      ArraySetAsSeries(rates_tf_1,true);

      ArraySetAsSeries(rates_tf_3,true);

      ArraySetAsSeries(rates_w1,true);



      if(CopyRates(m_symbol.Name(),TimeFrame_1,0,6,rates_tf_1)!=6 ||

         CopyRates(m_symbol.Name(),TimeFrame_3,0,6,rates_tf_3)!=6 ||

         CopyRates(m_symbol.Name(),PERIOD_W1,0,6,rates_w1)!=6)

         return;



      //--- calculation of weekly levels

      double HW=rates_w1[1].high;

      double LW=rates_w1[1].low;

      double CW=rates_w1[1].close;

      //---

      double PriceTypical=(HW+LW+CW)/3.0;

      double R1= 2.0*PriceTypical-LW;

      double S1= 2.0*PriceTypical-HW;

      double R05=(PriceTypical+R1)/2.0;

      double S05=(PriceTypical+S1)/2.0;

      double R2= PriceTypical+(HW-LW);

      double S2= PriceTypical-(HW-LW);

      double R15=(R1+R2)/2.0;

      double S15=(S1+S2)/2.0;

      double R3= 2.0*PriceTypical+(HW-2.0*LW);

      double S3= 2.0*PriceTypical-(2.0*HW-LW);

      double R25=(R2+R3)/2.0;

      double S25=(S2+S3)/2.0;



      if(rates_tf_1[1].open<=rates_tf_1[1].close)

        {

         if(rates_tf_1[2].open<=PriceTypical && rates_tf_1[2].close>=PriceTypical)

           {

            ExtStopLoss=S1-ExtIndent;

            ExtTakeProfit=R1+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if(rates_tf_1[2].open<=R05 && rates_tf_1[2].close>=R05)

           {

            ExtStopLoss=S05-ExtIndent;

            ExtTakeProfit=R15+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if(rates_tf_1[2].open<=R1 && rates_tf_1[2].close>=R1)

           {

            ExtStopLoss=PriceTypical-ExtIndent;

            ExtTakeProfit=R2+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if(rates_tf_1[2].open<=R15 && rates_tf_1[2].close>=R15)

           {

            ExtStopLoss=R05-ExtIndent;

            ExtTakeProfit=R25+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if(rates_tf_1[2].open<=R2 && rates_tf_1[2].close>=R2)

           {

            ExtStopLoss=R1-ExtIndent;

            ExtTakeProfit=R3+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if(rates_tf_1[2].open<=R25 && rates_tf_1[2].close>=R25)

           {

            ExtStopLoss=R15-ExtIndent;

            ExtTakeProfit=R3+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if(rates_tf_1[2].open<=S1 && rates_tf_1[2].close>=S1)

           {

            ExtStopLoss=S2-ExtIndent;

            ExtTakeProfit=PriceTypical+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if(rates_tf_1[2].open<=S05 && rates_tf_1[2].close>=S05)

           {

            ExtStopLoss=S15-ExtIndent;

            ExtTakeProfit=R05+ExtIndent;

            m_need_open_buy=true;

            return;

           }

        }

      // -   ( %# !)!!! 

      if(rates_tf_1[1].open>=rates_tf_1[1].close)

        {

         if(rates_tf_1[2].open>=PriceTypical && rates_tf_1[2].close<=PriceTypical)

           {

            ExtStopLoss=R1+ExtIndent;

            ExtTakeProfit=S1-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if(rates_tf_1[2].open>=S05 && rates_tf_1[2].close<=S05)

           {

            ExtStopLoss=R05+ExtIndent;

            ExtTakeProfit=S15-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if(rates_tf_1[2].open>=S1 && rates_tf_1[2].close<=S1)

           {

            ExtStopLoss=PriceTypical+ExtIndent;

            ExtTakeProfit=S2-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if(rates_tf_1[2].open>=S15 && rates_tf_1[2].close<=S15)

           {

            ExtStopLoss=S05+ExtIndent;

            ExtTakeProfit=S25-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if(rates_tf_1[2].open>=S2 && rates_tf_1[2].close<=S2)

           {

            ExtStopLoss=S1+ExtIndent;

            ExtTakeProfit=S3-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if(rates_tf_1[2].open>=S25 && rates_tf_1[2].close<=S25)

           {

            ExtStopLoss=S15+ExtIndent;

            ExtTakeProfit=S3-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if(rates_tf_1[2].open>=R1 && rates_tf_1[2].close<=R1)

           {

            ExtStopLoss=R2+ExtIndent;

            ExtTakeProfit=PriceTypical-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if(rates_tf_1[2].open>=R05 && rates_tf_1[2].close<=R05)

           {

            ExtStopLoss=R15+ExtIndent;

            ExtTakeProfit=S05-ExtIndent;

            m_need_open_sell=true;

            return;

           }

        }

      // - " (! %#    %)!!! 

      if(rates_tf_3[1].open<=rates_tf_3[1].close)

        {

         if((rates_tf_3[3].low<=PriceTypical && rates_tf_3[3].close>=PriceTypical) && (rates_tf_3[2].low<=PriceTypical && rates_tf_3[2].close>=PriceTypical))

           {

            ExtStopLoss=S1-ExtIndent;

            ExtTakeProfit=R1+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if((rates_tf_3[3].low<=R05 && rates_tf_3[3].close>=R05) && (rates_tf_3[2].low<=R05 && rates_tf_3[2].close>=R05))

           {

            ExtStopLoss=S05-ExtIndent;

            ExtTakeProfit=R15+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if((rates_tf_3[3].low<=R1 && rates_tf_3[3].close>=R1) && (rates_tf_3[2].low<=R1 && rates_tf_3[2].close>=R1))

           {

            ExtStopLoss=PriceTypical-ExtIndent;

            ExtTakeProfit=R2+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if((rates_tf_3[3].low<=R15 && rates_tf_3[3].close>=R15) && (rates_tf_3[2].low<=R15 && rates_tf_3[2].close>=R15))

           {

            ExtStopLoss=R05-ExtIndent;

            ExtTakeProfit=R25+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if((rates_tf_3[3].low<=R2 && rates_tf_3[3].close>=R2) && (rates_tf_3[2].low<=R2 && rates_tf_3[2].close>=R2))

           {

            ExtStopLoss=R1-ExtIndent;

            ExtTakeProfit=R3+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if((rates_tf_3[3].low<=R25 && rates_tf_3[3].close>=R25) && (rates_tf_3[2].low<=R25 && rates_tf_3[2].close>=R25))

           {

            ExtStopLoss=R15-ExtIndent;

            ExtTakeProfit=R3+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if((rates_tf_3[3].low<=S1 && rates_tf_3[3].close>=S1) && (rates_tf_3[2].low<=S1 && rates_tf_3[2].close>=S1))

           {

            ExtStopLoss=S2-ExtIndent;

            ExtTakeProfit=PriceTypical+ExtIndent;

            m_need_open_buy=true;

            return;

           }

         if((rates_tf_3[3].low<=S05 && rates_tf_3[3].close>=S05) && (rates_tf_3[2].low<=S05 && rates_tf_3[2].close>=S05))

           {

            ExtStopLoss=S15-ExtIndent;

            ExtTakeProfit=R05+ExtIndent;

            m_need_open_buy=true;

            return;

           }

        }

      // - " (!#  %  )!!!    

      if(rates_tf_3[1].open>=rates_tf_3[1].close)

        {

         if((rates_tf_3[3].high>=PriceTypical && rates_tf_3[3].close<=PriceTypical) && (rates_tf_3[2].high>=PriceTypical && rates_tf_3[2].close<=PriceTypical))

           {

            ExtStopLoss=R1+ExtIndent;

            ExtTakeProfit=S1-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if((rates_tf_3[3].high>=S05 && rates_tf_3[3].close<=S05) && (rates_tf_3[2].high>=S05 && rates_tf_3[2].close<=S05))

           {

            ExtStopLoss=R05+ExtIndent;

            ExtTakeProfit=S15-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if((rates_tf_3[3].high>=S1 && rates_tf_3[3].close<=S1) && (rates_tf_3[2].high>=S1 && rates_tf_3[2].close<=S1))

           {

            ExtStopLoss=PriceTypical+ExtIndent;

            ExtTakeProfit=S2-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if((rates_tf_3[3].high>=S15 && rates_tf_3[3].close<=S15) && (rates_tf_3[2].high>=S15 && rates_tf_3[2].close<=S15))

           {

            ExtStopLoss=S05+ExtIndent;

            ExtTakeProfit=S25-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if((rates_tf_3[3].high>=S2 && rates_tf_3[3].close<=S2) && (rates_tf_3[2].high>=S2 && rates_tf_3[2].close<=S2))

           {

            ExtStopLoss=S1+ExtIndent;

            ExtTakeProfit=S3-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if((rates_tf_3[3].high>=S25 && rates_tf_3[3].close<=S25) && (rates_tf_3[2].high>=S25 && rates_tf_3[2].close<=S25))

           {

            ExtStopLoss=S15+ExtIndent;

            ExtTakeProfit=S3-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if((rates_tf_3[3].high>=R1 && rates_tf_3[3].close<=R1) && (rates_tf_3[2].high>=R1 && rates_tf_3[2].close<=R1))

           {

            ExtStopLoss=R2+ExtIndent;

            ExtTakeProfit=PriceTypical-ExtIndent;

            m_need_open_sell=true;

            return;

           }

         if((rates_tf_3[3].high>=R05 && rates_tf_3[3].close<=R05) && (rates_tf_3[2].high>=R05 && rates_tf_3[2].close<=R05))

           {

            ExtStopLoss=R15+ExtIndent;

            ExtTakeProfit=S05-ExtIndent;

            m_need_open_sell=true;

            return;

           }

        }

     }



  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//--- get transaction type as enumeration value 

   ENUM_TRADE_TRANSACTION_TYPE type=trans.type;

//--- if transaction is result of addition of the transaction in history

   if(type==TRADE_TRANSACTION_DEAL_ADD)

     {

      long     deal_ticket       =0;

      long     deal_order        =0;

      long     deal_time         =0;

      long     deal_time_msc     =0;

      long     deal_type         =-1;

      long     deal_entry        =-1;

      long     deal_magic        =0;

      long     deal_reason       =-1;

      long     deal_position_id  =0;

      double   deal_volume       =0.0;

      double   deal_price        =0.0;

      double   deal_commission   =0.0;

      double   deal_swap         =0.0;

      double   deal_profit       =0.0;

      string   deal_symbol       ="";

      string   deal_comment      ="";

      string   deal_external_id  ="";

      if(HistoryDealSelect(trans.deal))

        {

         deal_ticket       =HistoryDealGetInteger(trans.deal,DEAL_TICKET);

         deal_order        =HistoryDealGetInteger(trans.deal,DEAL_ORDER);

         deal_time         =HistoryDealGetInteger(trans.deal,DEAL_TIME);

         deal_time_msc     =HistoryDealGetInteger(trans.deal,DEAL_TIME_MSC);

         deal_type         =HistoryDealGetInteger(trans.deal,DEAL_TYPE);

         deal_entry        =HistoryDealGetInteger(trans.deal,DEAL_ENTRY);

         deal_magic        =HistoryDealGetInteger(trans.deal,DEAL_MAGIC);

         deal_reason       =HistoryDealGetInteger(trans.deal,DEAL_REASON);

         deal_position_id  =HistoryDealGetInteger(trans.deal,DEAL_POSITION_ID);



         deal_volume       =HistoryDealGetDouble(trans.deal,DEAL_VOLUME);

         deal_price        =HistoryDealGetDouble(trans.deal,DEAL_PRICE);

         deal_commission   =HistoryDealGetDouble(trans.deal,DEAL_COMMISSION);

         deal_swap         =HistoryDealGetDouble(trans.deal,DEAL_SWAP);

         deal_profit       =HistoryDealGetDouble(trans.deal,DEAL_PROFIT);



         deal_symbol       =HistoryDealGetString(trans.deal,DEAL_SYMBOL);

         deal_comment      =HistoryDealGetString(trans.deal,DEAL_COMMENT);

         deal_external_id  =HistoryDealGetString(trans.deal,DEAL_EXTERNAL_ID);

        }

      else

         return;

      if(deal_symbol==m_symbol.Name() && deal_magic==m_magic)

         if(deal_entry==DEAL_ENTRY_IN)

            if(deal_type==DEAL_TYPE_BUY || deal_type==DEAL_TYPE_SELL)

              {

               if(m_waiting_transaction)

                  if(m_waiting_order_ticket==deal_order)

                    {

                     Print(__FUNCTION__," Transaction confirmed");

                     m_transaction_confirmed=true;

                    }

              }

     }

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates(void)

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

     {

      Print("RefreshRates error");

      return(false);

     }

//--- protection against the return value of "zero"

   if(m_symbol.Ask()==0 || m_symbol.Bid()==0)

      return(false);

//---

   return(true);

  }

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

//| Check the correctness of the position volume                     |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   double min_volume=m_symbol.LotsMin();

   if(volume<min_volume)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< <5=LH5 <8=8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MIN=%.2f",min_volume);

      else

         error_description=StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f",min_volume);

      return(false);

     }

//--- maximal allowed volume of trade operations

   double max_volume=m_symbol.LotsMax();

   if(volume>max_volume)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< 1>;LH5 <0:A8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MAX=%.2f",max_volume);

      else

         error_description=StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f",max_volume);

      return(false);

     }

//--- get minimal step of volume changing

   double volume_step=m_symbol.LotsStep();

   int ratio=(int)MathRound(volume/volume_step);

   if(MathAbs(ratio*volume_step-volume)>0.0000001)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< =5 :@0B5= <8=8<0;L=><C H03C SYMBOL_VOLUME_STEP=%.2f, 1;8609H89 ?@028;L=K9 >1J5< %.2f",

                                        volume_step,ratio*volume_step);

      else

         error_description=StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f",

                                        volume_step,ratio*volume_step);

      return(false);

     }

   error_description="Correct volume value";

   return(true);

  }

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

//| Check Freeze and Stops levels                                    |

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

bool FreezeStopsLevels(double &level)

  {

//--- check Freeze and Stops levels

/*

   Type of order/position  |  Activation price  |  Check

   ------------------------|--------------------|--------------------------------------------

   Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy Stop order          |  Ask	            |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Limit order        |  Bid	            |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Stop order	      |  Bid	            |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy position            |  Bid	            |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL 

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask	            |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

                           

   Buying is done at the Ask price                 |  Selling is done at the Bid price

   ------------------------------------------------|----------------------------------

   TakeProfit        >= Bid                        |  TakeProfit        <= Ask

   StopLoss          <= Bid	                     |  StopLoss          >= Ask

   TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

   Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

*/

   if(!RefreshRates() || !m_symbol.Refresh())

      return(false);

//--- FreezeLevel -> for pending order and modification

   double freeze_level=m_symbol.FreezeLevel()*m_symbol.Point();

   if(freeze_level==0.0)

      freeze_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;

   freeze_level*=1.1;

//--- StopsLevel -> for TakeProfit and StopLoss

   double stop_level=m_symbol.StopsLevel()*m_symbol.Point();

   if(stop_level==0.0)

      stop_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;

   stop_level*=1.1;



   if(freeze_level<=0.0 || stop_level<=0.0)

      return(false);



   level=(freeze_level>stop_level)?freeze_level:stop_level;

//---

   return(true);

  }

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

//| Open position                                                    |

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

void OpenPosition(const ENUM_POSITION_TYPE pos_type,const double level)

  {

//--- buy

   if(pos_type==POSITION_TYPE_BUY)

     {

/*

   Buying is done at the Ask price                 |  Selling is done at the Bid price

   ------------------------------------------------|----------------------------------

   TakeProfit        >= Bid                        |  TakeProfit        <= Ask

   StopLoss          <= Bid	                     |  StopLoss          >= Ask

   TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

   Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

*/

      double price=m_symbol.Bid();



      double sl=ExtStopLoss;

      if(sl!=0.0 && price-ExtStopLoss<level) // check sl

         sl=price-level;



      double tp=ExtTakeProfit;

      if(tp!=0.0 && ExtTakeProfit-price<level) // check price

         tp=price+level;



      OpenBuy(sl,tp);

     }

//--- sell

   if(pos_type==POSITION_TYPE_SELL)

     {

      double price=m_symbol.Ask();



      double sl=ExtStopLoss;

      if(sl!=0.0 && ExtStopLoss-price<level) // check sl

         sl=price+level;



      double tp=ExtTakeProfit;

      if(tp!=0.0 && price-ExtTakeProfit<level) // check tp

         tp=price-level;



      OpenSell(sl,tp);

     }

  }

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

//| Open Buy position                                                |

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

void OpenBuy(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double long_lot=0.0;

   if(IntLotOrRisk==risk)

     {

      long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl);

      if(InpPrintLog)

         Print("sl=",DoubleToString(sl,m_symbol.Digits()),

               ", CheckOpenLong: ",DoubleToString(long_lot,2),

               ", Balance: ",    DoubleToString(m_account.Balance(),2),

               ", Equity: ",     DoubleToString(m_account.Equity(),2),

               ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

      if(long_lot==0.0)

        {

         m_waiting_transaction=false;

         if(InpPrintLog)

            Print(__FUNCTION__,", ERROR: method CheckOpenLong returned the value of \"0.0\"");

         return;

        }

     }

   else if(IntLotOrRisk==lot)

      long_lot=InpVolumeLorOrRisk;

   else

     {

      m_waiting_transaction=false;

      return;

     }

//--- check volume before OrderSend to avoid "not enough money" error (CTrade)

   double free_margin_check= m_account.FreeMarginCheck(m_symbol.Name(),ORDER_TYPE_BUY,long_lot,m_symbol.Ask());

   double margin_check     = m_account.MarginCheck(m_symbol.Name(),ORDER_TYPE_SELL,long_lot,m_symbol.Bid());

   if(free_margin_check>margin_check)

     {

      if(m_trade.Buy(long_lot,m_symbol.Name(),m_symbol.Ask(),sl,tp)) // CTrade::Buy -> "true"

        {

         if(m_trade.ResultDeal()==0)

           {

            if(m_trade.ResultRetcode()==10009) // trade order went to the exchange

              {

               m_waiting_transaction=true;  // "true" -> it's forbidden to trade, we expect a transaction

               m_waiting_order_ticket=m_trade.ResultOrder();

              }

            else

               m_waiting_transaction=false;

            if(InpPrintLog)

               Print("#1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

                     ", description of result: ",m_trade.ResultRetcodeDescription());

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

            if(m_trade.ResultRetcode()==10009)

              {

               m_waiting_transaction=true;  // "true" -> it's forbidden to trade, we expect a transaction

               m_waiting_order_ticket=m_trade.ResultOrder();

              }

            else

               m_waiting_transaction=false;

            if(InpPrintLog)

               Print("#2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),

                     ", description of result: ",m_trade.ResultRetcodeDescription());

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         m_waiting_transaction=false;

         if(InpPrintLog)

            Print("#3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

                  ", description of result: ",m_trade.ResultRetcodeDescription());

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      m_waiting_transaction=false;

      if(InpPrintLog)

         Print(__FUNCTION__,", ERROR: method CAccountInfo::FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));

      return;

     }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double short_lot=0.0;

   if(IntLotOrRisk==risk)

     {

      short_lot=m_money.CheckOpenShort(m_symbol.Bid(),sl);

      if(InpPrintLog)

         Print("sl=",DoubleToString(sl,m_symbol.Digits()),

               ", CheckOpenLong: ",DoubleToString(short_lot,2),

               ", Balance: ",    DoubleToString(m_account.Balance(),2),

               ", Equity: ",     DoubleToString(m_account.Equity(),2),

               ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

      if(short_lot==0.0)

        {

         m_waiting_transaction=false;

         if(InpPrintLog)

            Print(__FUNCTION__,", ERROR: method CheckOpenShort returned the value of \"0.0\"");

         return;

        }

     }

   else if(IntLotOrRisk==lot)

      short_lot=InpVolumeLorOrRisk;

   else

     {

      m_waiting_transaction=false;

      return;

     }

//--- check volume before OrderSend to avoid "not enough money" error (CTrade)

   double free_margin_check= m_account.FreeMarginCheck(m_symbol.Name(),ORDER_TYPE_SELL,short_lot,m_symbol.Bid());

   double margin_check     = m_account.MarginCheck(m_symbol.Name(),ORDER_TYPE_SELL,short_lot,m_symbol.Bid());

   if(free_margin_check>margin_check)

     {

      if(m_trade.Sell(short_lot,m_symbol.Name(),m_symbol.Bid(),sl,tp)) // CTrade::Sell -> "true"

        {

         if(m_trade.ResultDeal()==0)

           {

            if(m_trade.ResultRetcode()==10009) // trade order went to the exchange

              {

               m_waiting_transaction=true;  // "true" -> it's forbidden to trade, we expect a transaction

               m_waiting_order_ticket=m_trade.ResultOrder();

              }

            else

               m_waiting_transaction=false;

            if(InpPrintLog)

               Print("#1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

                     ", description of result: ",m_trade.ResultRetcodeDescription());

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

            if(m_trade.ResultRetcode()==10009)

              {

               m_waiting_transaction=true;  // "true" -> it's forbidden to trade, we expect a transaction

               m_waiting_order_ticket=m_trade.ResultOrder();

              }

            else

               m_waiting_transaction=false;

            if(InpPrintLog)

               Print("#2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),

                     ", description of result: ",m_trade.ResultRetcodeDescription());

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         m_waiting_transaction=false;

         if(InpPrintLog)

            Print("#3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

                  ", description of result: ",m_trade.ResultRetcodeDescription());

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      m_waiting_transaction=false;

      if(InpPrintLog)

         Print(__FUNCTION__,", ERROR: method CAccountInfo::FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));

      return;

     }

//---

  }

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

//| Print CTrade result                                              |

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

void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)

  {

   Print("File: ",__FILE__,", symbol: ",symbol.Name());

   Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));

   Print("code of request result as a string: "+trade.ResultRetcodeDescription());

   Print("Deal ticket: "+IntegerToString(trade.ResultDeal()));

   Print("Order ticket: "+IntegerToString(trade.ResultOrder()));

   Print("Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));

   Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));

   Print("Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

   Print("Broker comment: "+trade.ResultComment());

  }

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

//| Calculate all positions Buy and Sell                             |

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

void CalculateAllPositions(int &count_buys,int &count_sells)

  {

   count_buys=0;

   count_sells=0;



   for(int i=PositionsTotal()-1;i>=0;i--)

      if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties

         if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

               count_buys++;



            if(m_position.PositionType()==POSITION_TYPE_SELL)

               count_sells++;

           }

//---

   return;

  }

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

//| Trailing                                                         |

//|   InpTrailingStop: min distance from price to Stop Loss          |

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

void Trailing(const double stop_level)

  {

/*

     Buying is done at the Ask price                 |  Selling is done at the Bid price

   ------------------------------------------------|----------------------------------

   TakeProfit        >= Bid                        |  TakeProfit        <= Ask

   StopLoss          <= Bid	                     |  StopLoss          >= Ask

   TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

   Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

*/

   if(InpTrailingStop==0)

      return;

   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions

      if(m_position.SelectByIndex(i))

         if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(m_position.PriceCurrent()-m_position.PriceOpen()>ExtTrailingStop+ExtTrailingStep)

                  if(m_position.StopLoss()<m_position.PriceCurrent()-(ExtTrailingStop+ExtTrailingStep))

                     if(ExtTrailingStop>=stop_level)

                       {

                        if(!m_trade.PositionModify(m_position.Ticket(),

                           m_symbol.NormalizePrice(m_position.PriceCurrent()-ExtTrailingStop),

                           m_position.TakeProfit()))

                           Print("Modify ",m_position.Ticket(),

                                 " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

                                 ", description of result: ",m_trade.ResultRetcodeDescription());

                        RefreshRates();

                        m_position.SelectByIndex(i);

                        PrintResultModify(m_trade,m_symbol,m_position);

                        continue;

                       }

              }

            else

              {

               if(m_position.PriceOpen()-m_position.PriceCurrent()>ExtTrailingStop+ExtTrailingStep)

                  if((m_position.StopLoss()>(m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep))) || 

                     (m_position.StopLoss()==0))

                     if(ExtTrailingStop>=stop_level)

                       {

                        if(!m_trade.PositionModify(m_position.Ticket(),

                           m_symbol.NormalizePrice(m_position.PriceCurrent()+ExtTrailingStop),

                           m_position.TakeProfit()))

                           Print("Modify ",m_position.Ticket(),

                                 " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

                                 ", description of result: ",m_trade.ResultRetcodeDescription());

                        RefreshRates();

                        m_position.SelectByIndex(i);

                        PrintResultModify(m_trade,m_symbol,m_position);

                       }

              }



           }

  }

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

//| Print CTrade result                                              |

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

void PrintResultModify(CTrade &trade,CSymbolInfo &symbol,CPositionInfo &position)

  {

   Print("File: ",__FILE__,", symbol: ",symbol.Name());

   Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));

   Print("code of request result as a string: "+trade.ResultRetcodeDescription());

   Print("Deal ticket: "+IntegerToString(trade.ResultDeal()));

   Print("Order ticket: "+IntegerToString(trade.ResultOrder()));

   Print("Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));

   Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));

   Print("Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

   Print("Broker comment: "+trade.ResultComment());

   Print("Freeze Level: "+DoubleToString(m_symbol.FreezeLevel(),0),", Stops Level: "+DoubleToString(m_symbol.StopsLevel(),0));

   Print("Price of position opening: "+DoubleToString(position.PriceOpen(),symbol.Digits()));

   Print("Price of position's Stop Loss: "+DoubleToString(position.StopLoss(),symbol.Digits()));

   Print("Price of position's Take Profit: "+DoubleToString(position.TakeProfit(),symbol.Digits()));

   Print("Current price by position: "+DoubleToString(position.PriceCurrent(),symbol.Digits()));

  }

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

Comments

Markdown supported. Formatting help

Markdown Formatting Guide

Element Markdown Syntax
Heading # H1
## H2
### H3
Bold **bold text**
Italic *italicized text*
Link [title](https://www.example.com)
Image ![alt text](image.jpg)
Code `code`
Code Block ```
code block
```
Quote > blockquote
Unordered List - Item 1
- Item 2
Ordered List 1. First item
2. Second item
Horizontal Rule ---