Multi Stochastic

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

//|                    Multi Stochastic(barabashkakvn's edition).mq5 |

//|                                   Copyright © 2009, Yuriy Tokman |

//|                                            yuriytokman@gmail.com |

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

#property copyright "Copyright © 2009, Yuriy Tokman"

#property link      "yuriytokman@gmail.com"

#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_symbol1;                    // symbol info object

CSymbolInfo    m_symbol2;                    // symbol info object

CSymbolInfo    m_symbol3;                    // symbol info object

CSymbolInfo    m_symbol4;                    // symbol info object

//--- input parameters

input bool     Use_Symbol1       = true;     // Use symbol #1

input string   Symbol1           = "EURUSD"; // The symbol name #1

input bool     Use_Symbol2       = true;     // Use symbol #2

input string   Symbol2           = "USDCHF"; // The symbol name #2

input bool     Use_Symbol3       = true;     // Use symbol #3

input string   Symbol3           = "GBPUSD"; // The symbol name #3

input bool     Use_Symbol4       = true;     // Use symbol #4

input string   Symbol4           = "USDJPY"; // The symbol name #4

input ushort   InpStopLoss       = 50;       // Stop Loss (in pips)

input ushort   InpTakeProfit     = 10;       // Take Profit (in pips)

input ulong    m_magic           = 15489;    // magic number

//---

ulong          m_slippage=30;                // slippage

double         ExtStopLoss1=0;

double         ExtStopLoss2=0;

double         ExtStopLoss3=0;

double         ExtStopLoss4=0;

double         ExtTakeProfit1=0;

double         ExtTakeProfit2=0;

double         ExtTakeProfit3=0;

double         ExtTakeProfit4=0;

int            handle_iStochastic1;          // variable for storing the handle of the iStochastic indicator 

int            handle_iStochastic2;          // variable for storing the handle of the iStochastic indicator 

int            handle_iStochastic3;          // variable for storing the handle of the iStochastic indicator 

int            handle_iStochastic4;          // variable for storing the handle of the iStochastic indicator 

double         m_adjusted_point1;            // point value adjusted for 3 or 5 points

double         m_adjusted_point2;            // point value adjusted for 3 or 5 points

double         m_adjusted_point3;            // point value adjusted for 3 or 5 points

double         m_adjusted_point4;            // point value adjusted for 3 or 5 points

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   if(Use_Symbol1)

     {

      if(!m_symbol1.Name(Symbol1)) // sets symbol name

         return(INIT_FAILED);

      RefreshRates(m_symbol1);

     }

   if(Use_Symbol2)

     {

      if(!m_symbol2.Name(Symbol2)) // sets symbol name

         return(INIT_FAILED);

      RefreshRates(m_symbol2);

     }

   if(Use_Symbol3)

     {

      if(!m_symbol3.Name(Symbol3)) // sets symbol name

         return(INIT_FAILED);

      RefreshRates(m_symbol3);

     }

   if(Use_Symbol4)

     {

      if(!m_symbol4.Name(Symbol4)) // sets symbol name

         return(INIT_FAILED);

      RefreshRates(m_symbol4);

     }

   if(!Use_Symbol1 && !Use_Symbol2 && !Use_Symbol3 && !Use_Symbol4)

     {

      Print("You must select at least one symbol!");

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   m_trade.SetExpertMagicNumber(m_magic);

//---

   if(IsFillingTypeAllowed(Symbol(),SYMBOL_FILLING_FOK))

      m_trade.SetTypeFilling(ORDER_FILLING_FOK);

   else if(IsFillingTypeAllowed(Symbol(),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(Use_Symbol1)

     {

      if(m_symbol1.Digits()==3 || m_symbol1.Digits()==5)

         digits_adjust=10;

      m_adjusted_point1=m_symbol1.Point()*digits_adjust;

     }



   digits_adjust=1;

   if(Use_Symbol2)

     {

      if(m_symbol2.Digits()==3 || m_symbol2.Digits()==5)

         digits_adjust=10;

      m_adjusted_point2=m_symbol2.Point()*digits_adjust;

     }



   digits_adjust=1;

   if(Use_Symbol3)

     {

      if(m_symbol3.Digits()==3 || m_symbol3.Digits()==5)

         digits_adjust=10;

      m_adjusted_point3=m_symbol3.Point()*digits_adjust;

     }



   digits_adjust=1;

   if(Use_Symbol4)

     {

      if(m_symbol4.Digits()==3 || m_symbol4.Digits()==5)

         digits_adjust=10;

      m_adjusted_point4=m_symbol4.Point()*digits_adjust;

     }



   if(Use_Symbol1)

     {

      ExtStopLoss1=InpStopLoss*m_adjusted_point1;

      ExtTakeProfit1=InpTakeProfit*m_adjusted_point1;

     }

   if(Use_Symbol2)

     {

      ExtStopLoss2=InpStopLoss*m_adjusted_point2;

      ExtTakeProfit2=InpTakeProfit*m_adjusted_point2;

     }

   if(Use_Symbol3)

     {

      ExtStopLoss3=InpStopLoss*m_adjusted_point3;

      ExtTakeProfit3=InpTakeProfit*m_adjusted_point3;

     }

   if(Use_Symbol4)

     {

      ExtStopLoss4=InpStopLoss*m_adjusted_point4;

      ExtTakeProfit4=InpTakeProfit*m_adjusted_point4;

     }

//---

   if(Use_Symbol1)

     {

      //--- create handle of the indicator iStochastic

      handle_iStochastic1=iStochastic(m_symbol1.Name(),Period(),5,3,3,MODE_SMA,STO_LOWHIGH);

      //--- if the handle is not created 

      if(handle_iStochastic1==INVALID_HANDLE)

        {

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

         PrintFormat("Failed to create handle of the iStochastic indicator for the symbol %s/%s, error code %d",

                     m_symbol1.Name(),

                     EnumToString(Period()),

                     GetLastError());

         //--- the indicator is stopped early 

         return(INIT_FAILED);

        }

     }

   if(Use_Symbol2)

     {

      //--- create handle of the indicator iStochastic

      handle_iStochastic2=iStochastic(m_symbol2.Name(),Period(),5,3,3,MODE_SMA,STO_LOWHIGH);

      //--- if the handle is not created 

      if(handle_iStochastic2==INVALID_HANDLE)

        {

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

         PrintFormat("Failed to create handle of the iStochastic indicator for the symbol %s/%s, error code %d",

                     m_symbol2.Name(),

                     EnumToString(Period()),

                     GetLastError());

         //--- the indicator is stopped early 

         return(INIT_FAILED);

        }

     }

   if(Use_Symbol3)

     {

      //--- create handle of the indicator iStochastic

      handle_iStochastic3=iStochastic(m_symbol3.Name(),Period(),5,3,3,MODE_SMA,STO_LOWHIGH);

      //--- if the handle is not created 

      if(handle_iStochastic3==INVALID_HANDLE)

        {

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

         PrintFormat("Failed to create handle of the iStochastic indicator for the symbol %s/%s, error code %d",

                     m_symbol3.Name(),

                     EnumToString(Period()),

                     GetLastError());

         //--- the indicator is stopped early 

         return(INIT_FAILED);

        }

     }

   if(Use_Symbol4)

     {

      //--- create handle of the indicator iStochastic

      handle_iStochastic4=iStochastic(m_symbol4.Name(),Period(),5,3,3,MODE_SMA,STO_LOWHIGH);

      //--- if the handle is not created 

      if(handle_iStochastic4==INVALID_HANDLE)

        {

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

         PrintFormat("Failed to create handle of the iStochastic indicator for the symbol %s/%s, error code %d",

                     m_symbol4.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()

  {

   bool is_positions1=false;

   bool is_positions2=false;

   bool is_positions3=false;

   bool is_positions4=false;

   ExistPositions(is_positions1,is_positions2,is_positions3,is_positions4);

//---

   if(Use_Symbol1)

      if(!is_positions1)

        {

         int signal=GetSignal(handle_iStochastic1);

         if(signal!=0)

            if(RefreshRates(m_symbol1))

              {

               if(signal==1)

                 {

                  double sl=(InpStopLoss==0)?0.0:m_symbol1.Ask()-ExtStopLoss1;

                  double tp=(InpTakeProfit==0)?0.0:m_symbol1.Ask()+ExtTakeProfit1;

                  OpenBuy(m_symbol1,sl,tp);

                 }

               if(signal==-1)

                 {

                  double sl=(InpStopLoss==0)?0.0:m_symbol1.Bid()+ExtStopLoss1;

                  double tp=(InpTakeProfit==0)?0.0:m_symbol1.Bid()-ExtTakeProfit1;

                  OpenSell(m_symbol1,sl,tp);

                 }

              }

        }

   if(Use_Symbol2)

      if(!is_positions2)

        {

         int signal=GetSignal(handle_iStochastic2);

         if(signal!=0)

            if(RefreshRates(m_symbol2))

              {

               if(signal==1)

                 {

                  double sl=(InpStopLoss==0)?0.0:m_symbol2.Ask()-ExtStopLoss1;

                  double tp=(InpTakeProfit==0)?0.0:m_symbol2.Ask()+ExtTakeProfit1;

                  OpenBuy(m_symbol2,sl,tp);

                 }

               if(signal==-1)

                 {

                  double sl=(InpStopLoss==0)?0.0:m_symbol2.Bid()+ExtStopLoss1;

                  double tp=(InpTakeProfit==0)?0.0:m_symbol2.Bid()-ExtTakeProfit1;

                  OpenSell(m_symbol2,sl,tp);

                 }

              }

        }

   if(Use_Symbol3)

      if(!is_positions3)

        {

         int signal=GetSignal(handle_iStochastic3);

         if(signal!=0)

            if(RefreshRates(m_symbol3))

              {

               if(signal==1)

                 {

                  double sl=(InpStopLoss==0)?0.0:m_symbol3.Ask()-ExtStopLoss1;

                  double tp=(InpTakeProfit==0)?0.0:m_symbol3.Ask()+ExtTakeProfit1;

                  OpenBuy(m_symbol3,sl,tp);

                 }

               if(signal==-1)

                 {

                  double sl=(InpStopLoss==0)?0.0:m_symbol3.Bid()+ExtStopLoss1;

                  double tp=(InpTakeProfit==0)?0.0:m_symbol3.Bid()-ExtTakeProfit1;

                  OpenSell(m_symbol3,sl,tp);

                 }

              }

        }

   if(Use_Symbol4)

      if(!is_positions4)

        {

         int signal=GetSignal(handle_iStochastic4);

         if(signal!=0)

            if(RefreshRates(m_symbol4))

              {

               if(signal==1)

                 {

                  double sl=(InpStopLoss==0)?0.0:m_symbol4.Ask()-ExtStopLoss1;

                  double tp=(InpTakeProfit==0)?0.0:m_symbol4.Ask()+ExtTakeProfit1;

                  OpenBuy(m_symbol4,sl,tp);

                 }

               if(signal==-1)

                 {

                  double sl=(InpStopLoss==0)?0.0:m_symbol4.Bid()+ExtStopLoss1;

                  double tp=(InpTakeProfit==0)?0.0:m_symbol4.Bid()-ExtTakeProfit1;

                  OpenSell(m_symbol4,sl,tp);

                 }

              }

        }

  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---



  }

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

//| Searching Availability position                                  |

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

void ExistPositions(bool &is_positions1,bool &is_positions2,bool &is_positions3,bool &is_positions4)

  {

   is_positions1=false;

   is_positions2=false;

   is_positions3=false;

   is_positions4=false;

   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.Magic()==m_magic)

           {

            if(m_position.Symbol()==m_symbol1.Name())

               is_positions1=true;

            if(m_position.Symbol()==m_symbol2.Name())

               is_positions2=true;

            if(m_position.Symbol()==m_symbol3.Name())

               is_positions3=true;

            if(m_position.Symbol()==m_symbol4.Name())

               is_positions4=true;

           }

  }

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

//|                                                                  |

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

int GetSignal(int &handle)

  {

   int vSignal=0;



   double Stoch_Main_0 =iStochasticGet(handle,MAIN_LINE,0);

   double Stoch_Main_1 =iStochasticGet(handle,MAIN_LINE,1);

   double Stoch_Sign_0 =iStochasticGet(handle,SIGNAL_LINE,0);

   double Stoch_Sign_1 =iStochasticGet(handle,SIGNAL_LINE,1);



   if(Stoch_Main_0<20 && Stoch_Main_1<Stoch_Sign_1 && Stoch_Main_0>Stoch_Sign_0)

      vSignal=+1;//up

   else

   if(Stoch_Main_0>80 && Stoch_Main_1>Stoch_Sign_1 && Stoch_Main_0<Stoch_Sign_0)

      vSignal=-1;//down

//---

   return(vSignal);

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates(CSymbolInfo &m_symbol)

  {

//--- 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);

  }

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

//| Checks if the specified filling mode is allowed                  | 

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

bool IsFillingTypeAllowed(string symbol,int fill_type)

  {

//--- Obtain the value of the property that describes allowed filling modes 

   int filling=(int)SymbolInfoInteger(symbol,SYMBOL_FILLING_MODE);

//--- Return true, if mode fill_type is allowed 

   return((filling & fill_type)==fill_type);

  }

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

//| Get value of buffers for the iStochastic                         |

//|  the buffer numbers are the following:                           |

//|   0 - MAIN_LINE, 1 - SIGNAL_LINE                                 |

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

double iStochasticGet(int handle_iStochastic,const int buffer,const int index)

  {

   double Stochastic[1];

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iStochastic,buffer,index,1,Stochastic)<0)

     {

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

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

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

      return(0.0);

     }

   return(Stochastic[0]);

  }

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

//| Open Buy position                                                |

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

void OpenBuy(CSymbolInfo &m_symbol,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(),m_symbol.LotsMin(),m_symbol.Ask(),ORDER_TYPE_BUY);



   if(check_volume_lot!=0.0)

      if(check_volume_lot>=m_symbol.LotsMin())

        {

         if(m_trade.Buy(m_symbol.LotsMin(),m_symbol.Name(),m_symbol.Ask(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

              }

            else

              {

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

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

              }

           }

         else

           {

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

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

           }

        }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(CSymbolInfo &m_symbol,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(),m_symbol.LotsMin(),m_symbol.Bid(),ORDER_TYPE_SELL);



   if(check_volume_lot!=0.0)

      if(check_volume_lot>=m_symbol.LotsMin())

        {

         if(m_trade.Sell(m_symbol.LotsMin(),m_symbol.Name(),m_symbol.Bid(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

              }

            else

              {

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

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

              }

           }

         else

           {

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

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

           }

        }

//---

  }

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