FullDump

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

//|                            FullDump(barabashkakvn's edition).mq5 |

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

#property copyright "FORTRADER.RU"

#property link      "http://FORTRADER.RU"

#property version   "1.000"

//---

#define MODE_LOW 1

#define MODE_HIGH 2

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

//--- input parameters

input double   InpLots           = 0.1;      // Lots

input int      BB_bands_period   = 20;       // Bands: period for average line calculation 

input int      RSI_ma_period     = 14;       // RSI: averaging period 

input ushort   IndentHL          = 10;       // Indent from High and Low

input uchar    Depth             = 6;        // Depth of search (in bars)

ulong          m_magic           = 1956924;  // magic number

//---

ulong          m_slippage=10;                // slippage



double         ExtIndentHL=0.0;



int            handle_iBands;                // variable for storing the handle of the iBands indicator 

int            handle_iRSI;                  // variable for storing the handle of the iRSI indicator



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

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

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

      return(INIT_FAILED);

   RefreshRates();



   string err_text="";

   if(!CheckVolumeValue(InpLots,err_text))

     {

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

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   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;



   ExtIndentHL=IndentHL *m_adjusted_point;

//--- create handle of the indicator iBands

   handle_iBands=iBands(m_symbol.Name(),Period(),BB_bands_period,0,2.0,PRICE_CLOSE);

//--- if the handle is not created 

   if(handle_iBands==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code 

      PrintFormat("Failed to create handle of the iBands indicator for the symbol %s/%s, error code %d",

                  m_symbol.Name(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//--- create handle of the indicator iRSI

   handle_iRSI=iRSI(m_symbol.Name(),Period(),RSI_ma_period,PRICE_CLOSE);

//--- if the handle is not created 

   if(handle_iRSI==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code 

      PrintFormat("Failed to create handle of the iRSI indicator for the symbol %s/%s, error code %d",

                  m_symbol.Name(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

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

   static datetime PrevBars=0;

   datetime time_0=Time(0);

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;

   if(!RefreshRates())

     {

      PrevBars=0;

      return;

     }

/*

>8A: A83=0;0 =0 ?>:C?:C 2 ?@><56CB:5 >B 10@0 #0 4> #Depth of search:

1. RSI 4>;65= 1KBL =865 30. 

2. &5=0 4>;6=0 4>AB8GL A0<>9 =86=59 ?>;>AK >;;8=465@0. 

3. 45<, ?>:0 A25G0 ?5@5<5AB8BAO 2KH5 A@54=59 ?>;>AK >;8=465@0. 

4. !B>?>AA @07<5I05BAO =865 ?>A;54=53> ;>:0;L=>3> <8=8<C<0.

   "59: ?@>D8B @07<5I05BAO 2KH5 25@E=59 ?>;>AK >;8=465@0.

5. @8 4>AB865=88 25@E=59 ;8=88 =5>1E>48<> ?5@525AB8 AB>? 2 B>G:C 157C1KB>G=>AB8. 



>8A: A83=0;0 =0 ?@>406C 2 ?@><56CB:5 >B 10@0 #0 4> #Depth of search:

1. RSI 4>;65= 1KBL 1>;LH5 70. 

2. &5=0 4>;6=0 4>AB8GL 25@E=59 ?>;>AK >;;8=465@0. 

3. 45<, ?>:0 A25G0 ?5@5<5AB8BAO =865 A@54=59 ?>;>AK >;8=465@0. 

4. !B>?>AA @07<5I05BAO 2KH5 ?>A;54=53> ;>:0;L=>3> <0:A8<C<0. 

   "59: ?@>D8B @07<5I05BAO =865 =86=59 ?>;>AK >;8=465@0.

5. @8 4>AB865=88 =86=59 ;8=88 ?5@5<5I05< AB>? 2 B>G:C 157C1KB>G=>AB8. 

*/

   double array_rsi[];

   ArraySetAsSeries(array_rsi,true);

   if(!iRSIGetArray(0,Depth,array_rsi))

      return;

//--- step  1

//--- BUY:  1. RSI 4>;65= 1KBL =865 30. 

//--- SELL: 1. RSI 4>;65= 1KBL 1>;LH5 70. 

   bool buy_step_1   = false;

   bool sell_step_1  = false;



   for(int i=0;i<Depth;i++)

     {

      if(array_rsi[i]<30.0 && !buy_step_1)

         buy_step_1=true;



      if(array_rsi[i]>70.0 && !sell_step_1)

         sell_step_1=true;

     }

//--- step  2

//--- BUY:  2. &5=0 4>;6=0 4>AB8GL A0<>9 =86=59 ?>;>AK >;;8=465@0. 

//--- SELL: 2. &5=0 4>;6=0 4>AB8GL 25@E=59 ?>;>AK >;;8=465@0. 

   bool buy_step_2   = false;

   bool sell_step_2  = false;



   double array_bands_upper[];

   ArraySetAsSeries(array_bands_upper,true);

   if(!iBandsGetArray(UPPER_BAND,0,Depth,array_bands_upper))

      return;



   double array_bands_lower[];

   ArraySetAsSeries(array_bands_lower,true);

   if(!iBandsGetArray(LOWER_BAND,0,Depth,array_bands_lower))

      return;



   for(int i=0;i<Depth;i++)

     {

      if(m_symbol.Ask()<=array_bands_lower[i] && !buy_step_2)

         buy_step_2=true;

      if(m_symbol.Bid()>=array_bands_upper[i] && !sell_step_2)

         sell_step_2=true;

     }

//--- step  3

//--- BUY:  3. 45<, ?>:0 A25G0 ?5@5<5AB8BAO 2KH5 A@54=59 ?>;>AK >;8=465@0. 

//--- SELL: 3. 45<, ?>:0 A25G0 ?5@5<5AB8BAO =865 A@54=59 ?>;>AK >;8=465@0. 

   bool buy_step_3   = false;

   bool sell_step_3  = false;



   double array_bands_base[];

   if(!iBandsGetArray(BASE_LINE,0,1,array_bands_base))

      return;



   if(m_symbol.Ask()>=array_bands_base[0])

      buy_step_3=true;

   if(m_symbol.Bid()<=array_bands_base[0])

      sell_step_3=true;

//--- step  4

//--- 4. !B>?>AA @07<5I05BAO =865 ?>A;54=53> ;>:0;L=>3> <8=8<C<0.

//---    "59: ?@>D8B @07<5I05BAO 2KH5 25@E=59 ?>;>AK >;8=465@0.

//--- SELL: 4. !B>?>AA @07<5I05BAO 2KH5 ?>A;54=53> ;>:0;L=>3> <0:A8<C<0.

//---    "59: ?@>D8B @07<5I05BAO =865 =86=59 ?>;>AK >;8=465@0.

   if(buy_step_1 && buy_step_2 && buy_step_3)

     {

      double lowest=Lowest(m_symbol.Name(),Period(),MODE_LOW,Depth,0);

      if(lowest!=-1)

        {

         double sl=lowest-ExtIndentHL;

         double tp=array_bands_upper[0]+ExtIndentHL;

         OpenBuy(sl,tp);

        }

     }

   if(sell_step_1 && sell_step_2 && sell_step_3)

     {

      double highest=Highest(m_symbol.Name(),Period(),MODE_HIGH,Depth,0);

      if(highest!=-1)

        {

         double sl=highest+ExtIndentHL;

         double tp=array_bands_lower[0]-ExtIndentHL;

         OpenSell(sl,tp);

        }

     }

//--- step 5

   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)

               if(m_position.PriceCurrent()>=array_bands_upper[0] && 

                  !CompareDoubles(m_position.StopLoss(),m_position.PriceOpen(),m_symbol.Digits()))

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

                     m_position.PriceOpen(),

                     m_position.TakeProfit()))

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

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

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



            if(m_position.PositionType()==POSITION_TYPE_SELL)

               if(m_position.PriceCurrent()<=array_bands_lower[0] && 

                  !CompareDoubles(m_position.StopLoss(),m_position.PriceOpen(),m_symbol.Digits()))

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

                     m_position.PriceOpen(),

                     m_position.TakeProfit()))

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

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

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

           }

  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---



  }

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

//| 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);

  }

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

//| Open Buy position                                                |

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

void OpenBuy(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);

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

   double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Ask(),ORDER_TYPE_BUY);



   if(check_volume_lot!=0.0)

     {

      if(check_volume_lot>=InpLots)

        {

         if(m_trade.Buy(InpLots,m_symbol.Name(),m_symbol.Ask(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

            else

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            PrintResult(m_trade,m_symbol);

           }

        }

      else

        {

         Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",

               "< Lots (",DoubleToString(InpLots,2),")");

         return;

        }

     }

   else

     {

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

      return;

     }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);

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

   double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Bid(),ORDER_TYPE_SELL);



   if(check_volume_lot!=0.0)

     {

      if(check_volume_lot>=InpLots)

        {

         if(m_trade.Sell(InpLots,m_symbol.Name(),m_symbol.Bid(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

            else

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            PrintResult(m_trade,m_symbol);

           }

        }

      else

        {

         Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",

               "< Lots (",DoubleToString(InpLots,2),")");

         return;

        }

     }

   else

     {

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

      return;

     }

//---

  }

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

//| Print CTrade result                                              |

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

void PrintResult(CTrade &trade,CSymbolInfo &symbol)

  {

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

   Print("code of request result: "+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(trade.ResultBid(),symbol.Digits()));

   Print("current ask price: "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

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

   int d=0;

  }

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

//| Get Time for specified bar index                                 | 

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

datetime Time(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   datetime Time[1];

   datetime time=0; // datetime "0" -> D'1970.01.01 00:00:00'

   int copied=CopyTime(symbol,timeframe,index,1,Time);

   if(copied>0)

      time=Time[0];

   return(time);

  }

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

//| Get value of buffers for the iBands in the array                 |

//|  the buffer numbers are the following:                           |

//|   0 - BASE_LINE, 1 - UPPER_BAND, 2 - LOWER_BAND                  |

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

double iBandsGetArray(const int buffer,const int start_pos,const int count,double &arr_buffer[])

  {

//---

   bool result=true;

   if(!ArrayIsDynamic(arr_buffer))

     {

      Print("This a no dynamic array!");

      return(false);

     }

   ArrayFree(arr_buffer);

   int       buffer_num=0;          // indicator buffer number 

//--- reset error code 

   ResetLastError();

//--- fill a part of the iBands array with values from the indicator buffer

   int copied=CopyBuffer(handle_iBands,buffer,start_pos,count,arr_buffer);

   if(copied<0)

     {

      //--- if the copying fails, tell the error code 

      PrintFormat("Failed to copy data from the iBands indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated 

      return(false);

     }

   return(result);

  }

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

//| Get value of buffers for the iRSI in the array                   |

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

bool iRSIGetArray(const int start_pos,const int count,double &arr_buffer[])

  {

//---

   bool result=true;

   if(!ArrayIsDynamic(arr_buffer))

     {

      Print("This a no dynamic array!");

      return(false);

     }

   ArrayFree(arr_buffer);

   int       buffer_num=0;          // indicator buffer number 

//--- reset error code 

   ResetLastError();

//--- fill a part of the iRSIBuffer array with values from the indicator buffer

   int copied=CopyBuffer(handle_iRSI,buffer_num,start_pos,count,arr_buffer);

   if(copied<0)

     {

      //--- if the copying fails, tell the error code 

      PrintFormat("Failed to copy data from the iRSI indicator, error code %d",GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated 

      return(false);

     }

//---

   return(result);

  }

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

//|                                                                  |

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

double Highest(string symbol,

               ENUM_TIMEFRAMES timeframe,

               int type,

               int count=WHOLE_ARRAY,

               int start=0)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   if(start<0)

      return(-1);

   if(count<=0)

      count=Bars(symbol,timeframe);

   if(type==MODE_HIGH)

     {

      double High[];

      if(CopyHigh(symbol,timeframe,start,count,High)!=count)

         return(-1);

      return(High[ArrayMaximum(High)]);

     }

//---

   return(-1);

  }

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

//|                                                                  |

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

double Lowest(string symbol,

              ENUM_TIMEFRAMES timeframe,

              int type,

              int count=WHOLE_ARRAY,

              int start=0)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   if(start<0)

      return(-1);

   if(count<=0)

      count=Bars(symbol,timeframe);

   if(type==MODE_LOW)

     {

      double Low[];

      if(CopyLow(symbol,timeframe,start,count,Low)!=count)

         return(-1);

      return(Low[ArrayMinimum(Low)]);

     }

//---

   return(-1);

  }

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

//| Compare doubles                                                  |

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

bool CompareDoubles(double number1,double number2,int digits)

  {

   digits--;

   if(digits<0)

      digits=0;

   if(NormalizeDouble(number1-number2,digits)==0)

      return(true);

   else

      return(false);

  }

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