MAGrid

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

//|                                                       MAGrid.mq5 |

//|                                  Copyright 2021, MetaQuotes Ltd. |

//|                                             https://www.mql5.com |

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

#property copyright "Copyright 2021, MetaQuotes Ltd."

#property link      "https://www.mql5.com"

#property version   "1.00"



#include  <Trade\Trade.mqh>

#include  <Trade\AccountInfo.mqh>

#include  <Trade\SymbolInfo.mqh>



input int      peiod          = 48;    //MA peiod

input ENUM_TIMEFRAMES period_time = PERIOD_D1;

input int      setGridAmount     = 6;     //Grid amount (fill in even numbers)

input double   distance       = 0.005;  //Grid distance



CTrade         trade;

CAccountInfo   info;

CSymbolInfo    symbolInfo;



int      gridAmount;

int      handle;

double   buf[];

int      currentGrid;                  //Current grid

int      buyAmount;                    //Holding long positions

int      sellAmount;                   //Holding short positions

int      grid[];                       //Record grid ticket

double   nextgrid;                     //Next grid's price

double   lastgrid;                     //Last grid's price

datetime lasttime;                     //Record last calculate MA time

MqlRates rates[];

bool     FirstTrade  = true;

double   fee         = 0.0008;         //Fee

double   totalfee;                     //Record all fee

int      step_int;



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

//| Expert initialization function                                   |

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

int OnInit()

  {

   gridAmount = setGridAmount;

   if(setGridAmount/2 <(double)setGridAmount / 2.0)

      gridAmount++;

      

   handle = iMA(_Symbol, period_time, peiod, 0, MODE_EMA, PRICE_CLOSE);

   ArrayResize(grid, gridAmount+1);



//Calculate the minimum number of positions to open

   symbolInfo.Refresh();

   double step = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);

   for(double v = step; v<1; step_int++)

      v = v * 10;

   return(INIT_SUCCEEDED);

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

   CopyRates(_Symbol, PERIOD_CURRENT, 0, 1, rates);

   if(FirstTrade)

      SetGrid();

   if(rates[0].time != lasttime)

     {

      CopyBuffer(handle, 0, 0, 2, buf);

      CalcGrid();

      lasttime = rates[0].time;

     }

   if(rates[0].close >= nextgrid && nextgrid != 0)

     {

      currentGrid++;

      Close("CloseBuy");

      Open("Sell");

     }

   else if(rates[0].close <= lastgrid && lastgrid != 0)

     {

      currentGrid--;

      Close("CloseSell");

      Open("Buy");

     }

  }

//+---------------------- Open position --------------------------+

void Open(string TradeType)

  {

   CopyRates(_Symbol, PERIOD_CURRENT, 0, 1, rates);

   double volume = NormalizeDouble(info.Balance() / gridAmount * 2 / symbolInfo.ContractSize() / rates[0].close, step_int);

   if(volume <= 0)

      volume = symbolInfo.LotsMin();

   if(info.FreeMarginCheck(Symbol(),ORDER_TYPE_BUY,volume,rates[0].close)<0.0)

      return;

   if(TradeType == "Buy")

     {

      trade.Buy(volume);

      grid[gridAmount / 2 + currentGrid + 1] = trade.ResultOrder();

      buyAmount++;

     }

   else if(TradeType == "Sell")

     {

      trade.Sell(volume);

      grid[gridAmount / 2 + currentGrid - 1] = trade.ResultOrder();

      sellAmount++;

     }

   totalfee = totalfee + trade.ResultPrice() * trade.ResultVolume() * fee;

   Comment("Total: ", totalfee," Current Grid: ", currentGrid, " / ", gridAmount/2);

  }

//+--------------------- Close position --------------------------+

void Close(string CloseType)

  {

   if(CloseType == "CloseBuy")

     {

      trade.PositionClose(grid[gridAmount / 2 + currentGrid]);

      buyAmount--;

      grid[gridAmount / 2 + currentGrid] = 0;

     }

   else if(CloseType == "CloseSell")

     {

      trade.PositionClose(grid[gridAmount / 2 + currentGrid]);

      sellAmount--;

      grid[gridAmount / 2 + currentGrid] = 0;

     }

   CalcGrid();

  }

//+-------------------- Calculate grid's price --------------------+

void CalcGrid()

  {

   if(currentGrid < gridAmount-1)

      nextgrid = buf[0] * (1 + distance * (1 + currentGrid));

   else

      nextgrid = 0;

   if(currentGrid > 1 - gridAmount)

      lastgrid = buf[0] * (1 - distance * (1 - currentGrid));

   else

      lastgrid = 0;

   //Break through grid edges

   if(buyAmount == 0)

      nextgrid = DBL_MAX;

   else if(sellAmount == 0)

      lastgrid = DBL_MIN;

  }

//+-------------------------- Set grid ----------------------------+

void SetGrid()

  {

   //Determine which grid it is currently in

   CopyBuffer(handle, 0, 0, 2, buf);

   int a = gridAmount/2;

   currentGrid = 100;

   if(rates[0].close < buf[0])

     {

      for(int i=1; i<=a; i++)

        {

         if(rates[0].close > buf[0] * (1 - distance * i))

           {

            currentGrid = 1 - i;

            break;

           }

        }

      //Break through grid edges

      if(currentGrid == 100)

         currentGrid = gridAmount / 2;

     }

   else

     {

      for(int i=1; i<=a; i++)

        {

         if(rates[0].close < buf[0] * (1 + distance * i))

           {

            currentGrid = i - 1;

            break;

           }

        }

      //Break through grid edges

      if(currentGrid == 100)

         currentGrid = 0 - gridAmount / 2;

     }

   int bAmount = gridAmount / 2 - currentGrid;

   int sAmount = gridAmount - bAmount;

   int c = currentGrid;

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

     {

      Open("Buy");

      currentGrid++;

     }

   currentGrid = c;

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

     {

      Open("Sell");

      currentGrid--;

     }

   currentGrid = c;

   FirstTrade = false;

  }