Hans123_Trader v2

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

//|                                            Hans123_Trader v2.mq5 |

//|                              Copyright © 2018, Vladimir Karputov |

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

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

#property copyright "Copyright © 2018, Vladimir Karputov"

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

#property version   "2.000"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\OrderInfo.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

COrderInfo     m_order;                      // pending orders object

//---

#define MODE_LOW 1

#define MODE_HIGH 2

//--- input parameters

input double   InpLots              = 0.1;   // Lots

input ushort   InpStopLoss          = 50;    // Stop Loss (in pips)

input ushort   InpTakeProfit        = 50;    // Take Profit (in pips)

input ushort   InpTrailingStop      = 10;    // Trailing Stop (in pips)

input ushort   InpTrailingStep      = 5;     // Trailing Step (in pips)

input int      InpStartHour         = 6;     // Start hour

input int      InpEndHour           = 10;    // End hour

input int      InpMaxPendingOrders  = 5;     // Max pending orders

//---

ulong          m_magic;                      // magic number

ulong          m_slippage=10;                // slippage



double         ExtStopLoss=0.0;

double         ExtTakeProfit=0.0;

double         ExtTrailingStop=0.0;

double         ExtTrailingStep=0.0;

//---

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

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

//| Expert initialization function                                   |

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

int OnInit()

  {

   if(InpStartHour<0)

     {

      Print(__FUNCSIG__,", ERRROR: \"Start hour\" can not be less than zero!");

      return(INIT_PARAMETERS_INCORRECT);

     }

   if(InpEndHour<0)

     {

      Print(__FUNCSIG__,", ERRROR: \"End hour\" can not be less than zero!");

      return(INIT_PARAMETERS_INCORRECT);

     }

   if(InpStartHour>=InpEndHour)

     {

      Print(__FUNCSIG__,", ERRROR: \"Start hour\" can not be greater than or equal to \"End hour\"!");

      return(INIT_PARAMETERS_INCORRECT);

     }

   if(InpTrailingStop!=0 && InpTrailingStep==0)

     {

      Print(__FUNCSIG__,", ERRROR: \"Trailing Step\" == 0 !");

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

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

      return(INIT_FAILED);

   RefreshRates();



   string err_text="";

   if(!CheckVolumeValue(InpLots,err_text))

     {

      Print(err_text);

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   m_magic=50000+func_Symbol2Val(m_symbol.Name())*100;

   m_trade.SetExpertMagicNumber(m_magic);

//---

   if(IsFillingTypeAllowed(SYMBOL_FILLING_FOK))

      m_trade.SetTypeFilling(ORDER_FILLING_FOK);

   else if(IsFillingTypeAllowed(SYMBOL_FILLING_IOC))

      m_trade.SetTypeFilling(ORDER_FILLING_IOC);

   else

      m_trade.SetTypeFilling(ORDER_FILLING_RETURN);

//---

   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;



   ExtStopLoss=InpStopLoss*m_adjusted_point;

   ExtTakeProfit=InpTakeProfit*m_adjusted_point;

   ExtTrailingStop=InpTrailingStop*m_adjusted_point;

   ExtTrailingStep=InpTrailingStep*m_adjusted_point;

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

   Trailing();

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

   static datetime PrevBars=0;

   datetime time_0=iTime(0);

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;

//---

   MqlDateTime str1;

   TimeToStruct(TimeCurrent(),str1);

//--- pending orders



   MqlDateTime SValidity=str1;

   SValidity.hour=23;

   SValidity.min=59;

   datetime validity=StructToTime(SValidity);

//--- 

   long current_time = str1.hour*3600+str1.min*60+str1.sec;

   long start_time   = InpStartHour*3600;

   long end_time     = InpEndHour*3600;

   if(current_time>=start_time && current_time<end_time)

     {

      if(CalculateAllPendingOrders()<InpMaxPendingOrders)

        {

         if(!RefreshRates())

            return;



         double HighestPrice=iHighest(m_symbol.Name(),Period(),MODE_HIGH,80,0);

         if(HighestPrice==0.0)

            return;

         double LowestPrice=iLowest(m_symbol.Name(),Period(),MODE_LOW,80,0);

         if(LowestPrice==0.0)

            return;



         Comment(TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),": ","\n",

                 "Highest price ",DoubleToString(HighestPrice,m_symbol.Digits()),"\n",

                 "Lowest price ",DoubleToString(LowestPrice,m_symbol.Digits()));



         double ask=m_symbol.Ask();

         double bid=m_symbol.Bid();

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



         if(HighestPrice>ask+stops_level && !CompareDoubles(HighestPrice,ask+stops_level,m_symbol.Digits()))

           {

            //--- pending buy stop

            double sl=(InpStopLoss==0)?0.0:HighestPrice-ExtStopLoss;

            double tp=(InpTakeProfit==0)?0.0:HighestPrice+ExtTakeProfit;

            if(m_trade.BuyStop(InpLots,HighestPrice,m_symbol.Name(),

               m_symbol.NormalizePrice(sl),

               m_symbol.NormalizePrice(tp),

               ORDER_TIME_SPECIFIED,validity))

               Print("BUY_STOP - > true. ticket of order = ",m_trade.ResultOrder());

            else

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

                     ", description of Retcode: ",m_trade.ResultRetcodeDescription(),

                     ", ticket of order: ",m_trade.ResultOrder());

           }



         if(LowestPrice<bid-stops_level && !CompareDoubles(LowestPrice,bid-stops_level,m_symbol.Digits()))

           {

            //--- pending buy stop

            double sl=(InpStopLoss==0)?0.0:LowestPrice+ExtStopLoss;

            double tp=(InpTakeProfit==0)?0.0:LowestPrice-ExtTakeProfit;

            if(m_trade.SellStop(InpLots,LowestPrice,m_symbol.Name(),

               m_symbol.NormalizePrice(sl),

               m_symbol.NormalizePrice(tp),

               ORDER_TIME_SPECIFIED,validity))

               Print("SELL_STOP - > true. ticket of order = ",m_trade.ResultOrder());

            else

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

                     ", description of Retcode: ",m_trade.ResultRetcodeDescription(),

                     ", ticket of order: ",m_trade.ResultOrder());

           }

        }

     }

  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

   double res=0.0;

   int losses=0.0;

//--- 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_reason!=-1)

      //   DebugBreak();

      if(deal_symbol==Symbol() && deal_magic==m_magic)

         if(deal_entry==DEAL_ENTRY_IN)

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

               DeleteAllOrders();

     }

  }

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

//| 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 order volume                        |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   double min_volume=m_symbol.LotsMin();

   if(volume<min_volume)

     {

      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)

     {

      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)

     {

      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);

  }

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

//| Checks if the specified filling mode is allowed                  | 

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

bool IsFillingTypeAllowed(int fill_type)

  {

//--- Obtain the value of the property that describes allowed filling modes 

   int filling=m_symbol.TradeFillFlags();

//--- Return true, if mode fill_type is allowed 

   return((filling & fill_type)==fill_type);

  }

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

//| Get Time for specified bar index                                 | 

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

datetime iTime(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; // D'1970.01.01 00:00:00'

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

   if(copied>0)

      time=Time[0];

   return(time);

  }

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

//|                                                                  |

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

int func_Symbol2Val(string symbol)

  {

   if(StringFind(symbol,"AUDUSD",0)!=-1)

      return(01);

   if(StringFind(symbol,"CHFJPY",0)!=-1)

      return(10);

   if(StringFind(symbol,"EURAUD",0)!=-1)

      return(10);

   if(StringFind(symbol,"EURCAD",0)!=-1)

      return(11);

   if(StringFind(symbol,"EURCHF",0)!=-1)

      return(12);

   if(StringFind(symbol,"EURGBP",0)!=-1)

      return(13);

   if(StringFind(symbol,"EURJPY",0)!=-1)

      return(14);

   if(StringFind(symbol,"EURUSD",0)!=-1)

      return(15);

   if(StringFind(symbol,"GBPCHF",0)!=-1)

      return(20);

   if(StringFind(symbol,"GBPJPY",0)!=-1)

      return(21);

   if(StringFind(symbol,"GBPUSD",0)!=-1)

      return(22);

   if(StringFind(symbol,"USDCAD",0)!=-1)

      return(40);

   if(StringFind(symbol,"USDCHF",0)!=-1)

      return(41);

   if(StringFind(symbol,"USDJPY",0)!=-1)

      return(42);

   if(StringFind(symbol,"GOLD",0)!=-1)

      return(90);

//---

   Comment("unexpected Symbol");

   return(0);

  }

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

//| Return lowest price                                              |

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

double iLowest(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(0.0);

   if(count<=0)

      count=Bars(symbol,timeframe);

   if(type==MODE_LOW)

     {

      double Low[];

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

         return(0.0);

      int index_min=ArrayMinimum(Low);

      return(Low[index_min]);

     }

//---

   return(0.0);

  }

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

//| Return highest price                                             |

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

double iHighest(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(0.0);

   if(count<=0)

      count=Bars(symbol,timeframe);

   if(type==MODE_HIGH)

     {

      double High[];

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

         return(0.0);

      int index_max=ArrayMaximum(High);

      return(High[index_max]);

     }

//---

   return(0.0);

  }

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

//| Compare doubles                                                  |

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

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

  {

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

      return(true);

   else

      return(false);

  }

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

//| Trailing                                                         |

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

void Trailing()

  {

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

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

                        m_position.TakeProfit()))

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

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

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

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

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

                        m_position.TakeProfit()))

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

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

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

                    }

              }



           }

  }

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

//| Delete all pending orders                                        |

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

void DeleteAllOrders()

  {

   for(int i=OrdersTotal()-1;i>=0;i--) // returns the number of current orders

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

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

            m_trade.OrderDelete(m_order.Ticket());

  }

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

//| Calculate all pending orders                                     |

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

int CalculateAllPendingOrders()

  {

   int total=0;



   for(int i=OrdersTotal()-1;i>=0;i--) // returns the number of current orders

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

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

            total++;

//---

   return(total);

  }

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