MAMy Expert

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

//|                         MAMy Expert(barabashkakvn's edition).mq5 |

//|                             Copyright © 2006, Victor Chebotariov |

//|                                      http://www.chebotariov.com/ |

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

#property copyright "Copyright © 2006, Victor Chebotariov"

#property link      "http://www.chebotariov.com/"

#property version   "1.000"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

//--- input parameters

input double            InpLots           = 1.0;         // Lots

input int               Inp_MA_ma_period  = 3;           // MA: averaging period 

input ENUM_MA_METHOD    Inp_MA_ma_method  = MODE_LWMA;   // MA: smoothing type

input ulong             m_magic           = 444772191;   // magic number

//---

ulong m_slippage=10;                // slippage

int  handle_iCustom;                // variable for storing the handle of the iCustom indicator 

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

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

      return(INIT_FAILED);

   RefreshRates();

//--- check the input parameter "Lots"

   string err_text="";

   if(!CheckVolumeValue(InpLots,err_text))

     {

      //--- when testing, we will only output to the log about incorrect input parameters

      if(MQLInfoInteger(MQL_TESTER))

        {

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

         return(INIT_FAILED);

        }

      else // if the Expert Advisor is run on the chart, tell the user about the error

        {

         Alert(__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);

//--- create handle of the indicator iCustom

   handle_iCustom=iCustom(m_symbol.Name(),Period(),"MAMy v3",Inp_MA_ma_period,Inp_MA_ma_method);

//--- if the handle is not created 

   if(handle_iCustom==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iCustom 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(m_symbol.Name(),Period(),0);

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;

   if(!RefreshRates())

     {

      PrevBars=0;

      return;

     }

//---

   double MAMyOpenBuffer_array[];      // buffer 0

   ArraySetAsSeries(MAMyOpenBuffer_array,true);

   double MAMyCloseBuffer_array[];     // buffer 1

   ArraySetAsSeries(MAMyCloseBuffer_array,true);

//---

   int buffer=-1,start_pos=0,count=3;

   buffer=0;

   if(!iGetArray(handle_iCustom,buffer,start_pos,count,MAMyOpenBuffer_array))

     {

      PrevBars=0;

      return;

     }

   buffer=1;

   if(!iGetArray(handle_iCustom,buffer,start_pos,count,MAMyCloseBuffer_array))

     {

      PrevBars=0;

      return;

     }

/*

   double MAMyOpenBuffer_array[1] = MAMyOpenBuffer_array[1]; iCustom(NULL, PERIOD_MN1, "MAMy v.3", ma_method,period,  0, 1);

   double MAMyOpenBuffer_array[2] = MAMyOpenBuffer_array[2]; iCustom(NULL, PERIOD_MN1, "MAMy v.3", ma_method, period, 0, 2);

   double MAMyCloseBuffer_array[1] = MAMyCloseBuffer_array[1]; iCustom(NULL, PERIOD_MN1, "MAMy v.3", ma_method, period, 1, 1);

   double MAMyCloseBuffer_array[2] = MAMyCloseBuffer_array[2]; iCustom(NULL, PERIOD_MN1, "MAMy v.3", ma_method, period, 1, 2);

*/

//---

   bool open_buy=(MAMyOpenBuffer_array[0]>0 && MAMyOpenBuffer_array[1]<=0);

   bool open_sell=(MAMyOpenBuffer_array[0]<0 && MAMyOpenBuffer_array[1]>=0);

   bool close_buy=(MAMyCloseBuffer_array[0]<0 && MAMyCloseBuffer_array[1]>=0);

   bool close_sell=(MAMyCloseBuffer_array[0]>0 && MAMyCloseBuffer_array[1]<=0);

//---

   if(!IsPositionExists())

     {

      if(open_buy)

         OpenBuy(0.0,0.0);

      if(open_sell)

         OpenSell(0.0,0.0);

     }

   else

     {

      if(close_buy)

         ClosePositions(POSITION_TYPE_BUY);

      if(close_sell)

         ClosePositions(POSITION_TYPE_SELL);

     }

//---

  }

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

//| 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);

  }

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

//| Is position exists                                               |

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

bool IsPositionExists(void)

  {

   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)

            return(true);

//---

   return(false);

  }

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

//| Get value of buffers                                             |

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

double iGetArray(const int handle,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);

//--- reset error code 

   ResetLastError();

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

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

   if(copied!=count)

     {

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

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

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

      return(false);

     }

   return(result);

  }

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

//| Open Buy position                                                |

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

void OpenBuy(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double long_lot=InpLots;

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

   double free_margin_check=m_account.FreeMarginCheck(m_symbol.Name(),ORDER_TYPE_BUY,long_lot,m_symbol.Ask());

   if(free_margin_check>0.0)

     {

      if(m_trade.Buy(long_lot,m_symbol.Name(),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());

            PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

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

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

            PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

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

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

         PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      Print(__FUNCTION__,", ERROR: method CAccountInfo::FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));

      return;

     }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double short_lot=InpLots;

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

   double free_margin_check=m_account.FreeMarginCheck(m_symbol.Name(),ORDER_TYPE_SELL,short_lot,m_symbol.Bid());

   if(free_margin_check>0.0)

     {

      if(m_trade.Sell(short_lot,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());

            PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

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

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

            PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

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

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

         PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      Print(__FUNCTION__,", ERROR: method CAccountInfo::FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));

      return;

     }

//---

  }

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

//| Print CTrade result                                              |

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

void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)

  {

   Print("File: ",__FILE__,", symbol: ",m_symbol.Name());

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

   Print("code of request result as a string: "+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(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

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

  }

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

//| 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

  }

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