MAMACD

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

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

//|                                                     FORTRADER.RU |

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

#property copyright "FORTRADER.RU"

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

#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

input int      MA1            = 85;          // MA period MA#1 (LWMA, LOW)

input int      MA2            = 75;          // MA averaging period MA#2 (LWMA, LOW)

input int      MA3            = 5;           // MA averaging period MA#3 (EMA, CLOSE)

input int      fastema        = 15;          // MACD period for Fast average calculation

input int      slowema        = 26;          // MACD period for Slow average calculation 

input double   InpLots        = 0.1;         // Lots

input ushort   InpStopLoss    = 15;          // Stop Loss (in pips)

input ushort   InpTakeProfit  = 15;          // Take Profit (in pips)

input ulong    m_magic=325596505;            // magic number

//---

int startb,starts;

//---

ulong          m_slippage=30;                // slippage



double         ExtStopLoss=0;

double         ExtTakeProfit=0;



int            handle_iMA_1;                 // variable for storing the handle of the iMA indicator 

int            handle_iMA_2;                 // variable for storing the handle of the iMA indicator 

int            handle_iMA_3;                 // variable for storing the handle of the iMA indicator 

int            handle_iMACD;                 // variable for storing the handle of the iMACD indicator 

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

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   if(InpLots<=0.0)

     {

      Print("The \"Lots\" can't be smaller or equal to zero");

      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_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 iMA

   handle_iMA_1=iMA(m_symbol.Name(),Period(),MA1,0,MODE_LWMA,PRICE_LOW);

//--- if the handle is not created 

   if(handle_iMA_1==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iMA 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 iMA

   handle_iMA_2=iMA(m_symbol.Name(),Period(),MA2,0,MODE_LWMA,PRICE_LOW);

//--- if the handle is not created 

   if(handle_iMA_2==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iMA 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 iMA

   handle_iMA_3=iMA(m_symbol.Name(),Period(),MA3,0,MODE_EMA,PRICE_CLOSE);

//--- if the handle is not created 

   if(handle_iMA_3==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iMA 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 iMACD

   handle_iMACD=iMACD(m_symbol.Name(),Period(),fastema,slowema,1,PRICE_CLOSE);

//--- if the handle is not created 

   if(handle_iMACD==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iMACD 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;



   int buy=0,sell=0;

   CalculatePositions(buy,sell);



   double ma_1=iMAGet(handle_iMA_1,1);

   double ma_2=iMAGet(handle_iMA_2,1);

   double ma_3=iMAGet(handle_iMA_3,1);

   if(ma_1==0.0 || ma_2==0.0 || ma_3==0.0)

     {

      PrevBars=iTime(1);

      return;

     }



   double macdcurr=iMACDGet(MAIN_LINE,1);

   double macdlast=iMACDGet(MAIN_LINE,2);

   if(macdcurr==0.0 || macdlast==0.0)

     {

      PrevBars=iTime(1);

      return;

     }



   if(!RefreshRates())

     {

      PrevBars=iTime(1);

      return;

     }



   if(ma_3<ma_1 && ma_3<ma_2)

      startb=1;

   if(ma_3>ma_1 && ma_3>ma_2)

      starts=1;



   if(ma_3>ma_1 && ma_3>ma_2 && startb==1 && (macdcurr>0 || macdcurr>macdlast) && buy==0)

     {

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

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

      OpenBuy(sl,tp);

      startb=0;

     }



   if(ma_3<ma_1 && ma_3<ma_2 && starts==1 && (macdcurr<0 || macdcurr<macdlast) && sell==0)

     {

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

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

      OpenSell(sl,tp);

      starts=0;

     }

//---

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates()

  {

//--- 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)

  {

   datetime Time[1];

   datetime time=0;

   int copied=CopyTime(m_symbol.Name(),Period(),index,1,Time);

   if(copied>0)

      time=Time[0];

   return(time);

  }

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

//| Calculate positions Buy and Sell                                 |

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

void CalculatePositions(int &count_buys,int &count_sells)

  {

   count_buys=0.0;

   count_sells=0.0;



   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;

  }

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

//| Get value of buffers for the iMA                                 |

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

double iMAGet(const int handle_iMA,const int index)

  {

   double MA[1];

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iMA,0,index,1,MA)<0)

     {

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

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

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

      return(0.0);

     }

   return(MA[0]);

  }

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

//| Get value of buffers for the iMACD                               |

//|  the buffer numbers are the following:                           |

//|   0 - MAIN_LINE, 1 - SIGNAL_LINE                                 |

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

double iMACDGet(const int buffer,const int index)

  {

   double MACD[1];

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iMACD,buffer,index,1,MACD)<0)

     {

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

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

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

      return(0.0);

     }

   return(MACD[0]);

  }

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

//| 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);

           }

        }

//---

  }

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

//| 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());

   DebugBreak();

  }

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