ichimok2005

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

//|                         ichimok2005(barabashkakvn's edition).mq5 |

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

#property copyright "Copyright © 2005, ForexProf"

#property version   "1.001"

//---

#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

sinput string           _0_               = "Ichimoku settings";  // Ichimoku settings

input int               Ich_tenkan_sen    = 9;                    // Ichimoku: period of Tenkan-sen 

input int               Ich_kijun_sen     = 26;                   // Ichimoku: period of Kijun-sen 

input int               Ich_senkou_span_b = 52;                   // Ichimoku: period of Senkou Span B 

sinput string           _1_               = "Trade settings";     // Trade settings

input double            InpLots           = 0.1;                  // Lots

input ushort            InpStopLoss       = 30;                   // Stop Loss (in pips)

input ushort            InpTakeProfit     = 60;                   // Take Profit (in pips)

input ulong             m_magic           = 108813112;            // magic number

//---

ulong                   m_slippage=30;                            // slippage



double                  ExtStopLoss=0.0;

double                  ExtTakeProfit=0.0;



int                     handle_iIchimoku;                         // variable for storing the handle of the iIchimoku indicator 

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

//----

bool buysig,sellsig; int lastsig;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   if(!m_symbol.Name(Symbol()))

      return(INIT_FAILED);

   RefreshRates();

//---

   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;

//--- create handle of the indicator iIchimoku

   handle_iIchimoku=iIchimoku(m_symbol.Name(),Period(),Ich_tenkan_sen,Ich_kijun_sen,Ich_senkou_span_b);

//--- if the handle is not created 

   if(handle_iIchimoku==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iIchimoku 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=iTime(0);

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;

   if(!RefreshRates())

     {

      PrevBars=iTime(1);

      return;

     }

//---

   bool  buys=false;

   bool  sells=false;

   if(!CheckForSignals(buys,sells))

     {

      PrevBars=iTime(1);

      return;

     }

   if(buys)

     {

      double sl=(InpStopLoss==0)?0.0:m_symbol.Ask()-ExtStopLoss;

      double tp=(InpTakeProfit==0)?0.0:m_symbol.Ask()+ExtTakeProfit;

      OpenBuy(sl,tp);

      ClosePositions(POSITION_TYPE_SELL);

     }

   if(sells)

     {

      double sl=(InpStopLoss==0)?0.0:m_symbol.Bid()+ExtStopLoss;

      double tp=(InpTakeProfit==0)?0.0:m_symbol.Bid()-ExtTakeProfit;

      OpenSell(sl,tp);

      ClosePositions(POSITION_TYPE_BUY);

     }

//---

  }

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

//| 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 order volume                        |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

// double min_volume=m_symbol.LotsMin();

   double min_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN);

   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();

   double max_volume=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);

   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();

   double volume_step=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_STEP);



   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=Symbol();

   if(timeframe==0)

      timeframe=Period();

   datetime Time[1];

   datetime time=0;

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

   if(copied>0) time=Time[0];

   return(time);

  }

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

//| Get value of buffers for the iIchimoku                           |

//|  the buffer numbers are the following:                           |

//|   0 - TENKANSEN_LINE, 1 - KIJUNSEN_LINE, 2 - SENKOUSPANA_LINE,   |

//|   3 - SENKOUSPANB_LINE, 4 - CHIKOUSPAN_LINE                      |

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

double iIchimokuGet(const int buffer,const int index)

  {

   double Ichimoku[1];

//--- reset error code 

   ResetLastError();

//--- fill a part of the iIchimoku array with values from the indicator buffer that has 0 index 

   if(CopyBuffer(handle_iIchimoku,buffer,index,1,Ichimoku)<0)

     {

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

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

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

      return(0.0);

     }

   return(Ichimoku[0]);

  }

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

//| Get Open for specified bar index                                 | 

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

double iOpen(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   double Open[1];

   double open=0;

   int copied=CopyOpen(symbol,timeframe,index,1,Open);

   if(copied>0)

      open=Open[0];

   return(open);

  }

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

//| Get Close for specified bar index                                | 

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

double iClose(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   double Close[1];

   double close=0;

   int copied=CopyClose(symbol,timeframe,index,1,Close);

   if(copied>0)

      close=Close[0];

   return(close);

  }

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

//| Check for open order conditions                                  |

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

bool CheckForSignals(bool  &buys,bool  &sells)

  {

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

//| Get value of buffers for the iIchimoku                           |

//|  the buffer numbers are the following:                           |

//|   0 - TENKANSEN_LINE, 1 - KIJUNSEN_LINE, 2 - SENKOUSPANA_LINE,   |

//|   3 - SENKOUSPANB_LINE, 4 - CHIKOUSPAN_LINE                      |

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

   double Senkou_Span_A=iIchimokuGet(SENKOUSPANA_LINE,1);

   double Senkou_Span_B=iIchimokuGet(SENKOUSPANB_LINE,1);

   if(Senkou_Span_A==0.0 || Senkou_Span_B==0.0)

      return(false);

   double Open=iOpen(1);

   double Close=iClose(1);

   if(Open==0.0 || Close==0.0)

      return(false);



   if(Senkou_Span_A>Senkou_Span_B)

      if(Close>Open)

         if(Senkou_Span_B<Close && Close<Senkou_Span_A)

           {

            //--- sell signal

            buys=true;

            sells=false;

            return(true);

           }

   if(Senkou_Span_B>Senkou_Span_A)

      if(Open>Close)

         if(Senkou_Span_B>Close && Close>Senkou_Span_A)

           {

            //--- sell signal

            buys=false;

            sells=true;

            return(true);

           }

//---

   return(false);

  }

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

//| Close positions                                                  |

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

void ClosePositions(const ENUM_POSITION_TYPE pos_type)

  {

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

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

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

            if(m_position.PositionType()==pos_type) // gets the position type

               m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol

  }

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

//| 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,NULL,m_symbol.Ask(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               //PrintResult(m_trade,m_symbol);

              }

            else

              {

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

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

               //PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            //PrintResult(m_trade,m_symbol);

           }

        }

//---

  }

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

//| 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,NULL,m_symbol.Bid(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               //PrintResult(m_trade,m_symbol);

              }

            else

              {

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

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

               //PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            //PrintResult(m_trade,m_symbol);

           }

        }

//---

  }

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