Moving Average Trade System

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

//|         Moving Average Trade System(barabashkakvn's edition).mq5 |

//|                                                        fortrader |

//|                                                 www.fortrader.ru |

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

#property copyright "fortrader"

#property link      "www.fortrader.ru"

#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 ushort   TakeProfit     = 50;

input ushort   StopLoss       = 50;

input ushort   TrailingStop   = 11;

input double   Lots           = 0.1;

//---

int      per_SMA5       = 5;

int      per_SMA20      = 20;

int      per_SMA40      = 40;

int      per_SMA60      = 60;

//---

ulong          m_magic=15489;                // magic number

ENUM_ACCOUNT_MARGIN_MODE m_margin_mode;

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

int    handle_iMA_5;                         // variable for storing the handle of the iMA indicator 

int    handle_iMA_20;                        // variable for storing the handle of the iMA indicator 

int    handle_iMA_40;                        // variable for storing the handle of the iMA indicator 

int    handle_iMA_60;                        // variable for storing the handle of the iMA indicator 

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

//| Expert initialization function                                   |

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

int OnInit()

  {

   SetMarginMode();

   if(!IsHedging())

     {

      Print("Hedging only!");

      return(INIT_FAILED);

     }

//---

   m_symbol.Name(Symbol());                  // sets symbol name

   if(!RefreshRates())

     {

      Print("Error RefreshRates. Bid=",DoubleToString(m_symbol.Bid(),Digits()),

            ", Ask=",DoubleToString(m_symbol.Ask(),Digits()));

      return(INIT_FAILED);

     }

   m_symbol.Refresh();

//---

   m_trade.SetExpertMagicNumber(m_magic);    // sets magic number

//--- 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;

//--- create handle of the indicator iMA

   handle_iMA_5=iMA(m_symbol.Name(),Period(),per_SMA5,0,MODE_SMA,PRICE_MEDIAN);

//--- if the handle is not created 

   if(handle_iMA_5==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_20=iMA(m_symbol.Name(),Period(),per_SMA20,0,MODE_SMA,PRICE_MEDIAN);

//--- if the handle is not created 

   if(handle_iMA_20==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_40=iMA(m_symbol.Name(),Period(),per_SMA40,0,MODE_SMA,PRICE_MEDIAN);

//--- if the handle is not created 

   if(handle_iMA_40==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_60=iMA(m_symbol.Name(),Period(),per_SMA60,0,MODE_SMA,PRICE_MEDIAN);

//--- if the handle is not created 

   if(handle_iMA_60==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);

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//--- @01>B05< B>;L:> =0 =>2>< 10@5

   static datetime prev_time=0;

   datetime time_0=iTime(0);



   if(prev_time==time_0)

      return;



   prev_time=time_0;

//--- KG8A;O5< =0G0;L=K5 ?0@0<5B@K 8=48:0B>@>2 4;O ?>8A:0 CA;>289 2E>40

   double SMA5=iMAGet(handle_iMA_5,1);

   double SMA20=iMAGet(handle_iMA_20,1);

   double SMA40_prew=iMAGet(handle_iMA_40,2);

   double SMA40 = iMAGet(handle_iMA_40,1);

   double SMA60 = iMAGet(handle_iMA_60,1);

//--- @>25@:0 CA;>289 4;O A>25@H5=8O A45;:8

   if(SMA5>SMA20 && SMA20>SMA40 && (SMA40-SMA60)>=0.0001 && SMA40_prew<=SMA60)

     {

      if(!RefreshRates())

        {

         prev_time=iTime(1);

         return;

        }



      double price=m_symbol.Ask();

      double sl=m_symbol.Ask()-StopLoss*m_adjusted_point;

      double tp=m_symbol.Ask()+TakeProfit*m_adjusted_point;



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

      double chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),Lots,price,ORDER_TYPE_BUY);

      if(chek_volime_lot!=0.0)

         if(chek_volime_lot>=Lots)

           {

            Print("BUY SMA40 = ",SMA40," SMA60 = ",SMA60," SMA40_prew = ",SMA40_prew);

            m_trade.Buy(Lots,NULL,price,sl,tp,">:C?05<");

            return;

           }

     }



   if(SMA5<SMA20 && SMA20<SMA40 && (SMA60-SMA40)>=0.0001 && SMA40_prew>=SMA60)

     {

      if(!RefreshRates())

        {

         prev_time=iTime(1);

         return;

        }



      double price=m_symbol.Bid();

      double sl=m_symbol.Bid()+StopLoss*m_adjusted_point;

      double tp=m_symbol.Bid()-TakeProfit*m_adjusted_point;



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

      double chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),Lots,price,ORDER_TYPE_SELL);

      if(chek_volime_lot!=0.0)

         if(chek_volime_lot>=Lots)

           {

            Print("SELL SMA40 = ",SMA40," SMA60 = ",SMA60," SMA40_prew = ",SMA40_prew);

            m_trade.Sell(Lots,NULL,price,sl,tp,"@>405<");

            return;

           }

     }



   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)

              {

               if(SMA40<=SMA60)

                 {

                  m_trade.PositionClose(m_position.Ticket()); // close position

                 }

               if(TrailingStop>0)

                 {

                  if(!RefreshRates())

                    {

                     prev_time=iTime(1);

                     return;

                    }



                  if(m_symbol.Bid()-m_position.PriceOpen()>TrailingStop*m_adjusted_point) // Bid - F5=0 ?>:C?:8

                    {

                     if(m_position.StopLoss()<m_symbol.Bid()-TrailingStop*m_adjusted_point)

                       {

                        m_trade.PositionModify(m_position.Ticket(),

                                               m_symbol.Bid()-TrailingStop*m_adjusted_point,

                                               m_position.TakeProfit());

                       }

                    }

                 }

              }



            if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

               if(SMA40>=SMA60)

                 {

                  m_trade.PositionClose(m_position.Ticket()); // close position

                 }

               if(TrailingStop>0)

                 {

                  if(!RefreshRates())

                    {

                     prev_time=iTime(1);

                     return;

                    }



                  if((m_position.PriceOpen()-m_symbol.Ask())>(TrailingStop*m_adjusted_point)) // Ask - F5=0 ?@>4068

                    {

                     if((m_position.StopLoss()>(m_symbol.Ask()+TrailingStop*m_adjusted_point)) || (m_position.StopLoss()==0))

                       {

                        m_trade.PositionModify(m_position.Ticket(),

                                               m_symbol.Ask()+TrailingStop*m_adjusted_point,

                                               m_position.TakeProfit());

                       }

                    }

                 }

              }

           }

//---

   return;

  }

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

//|                                                                  |

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

void SetMarginMode(void)

  {

   m_margin_mode=(ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE);

  }

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

//|                                                                  |

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

bool IsHedging(void)

  {

   return(m_margin_mode==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING);

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates()

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

      return(false);

//--- protection against the return value of "zero"

   if(m_symbol.Ask()==0 || m_symbol.Bid()==0)

      return(false);

//---

   return(true);

  }

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

//| 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 iMA                                 |

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

double iMAGet(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]);

  }

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