N Candles

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

//|                                                   N-_Candles.mq5 |

//|                              Copyright © 2017, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

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

#property copyright "Copyright © 2017, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.000"

#property description "We look for N-of identical candles which go in a row"

//---

#include <Trade\Trade.mqh>

CTrade         m_trade;                      // trading object

//--- input parameter

input uchar    InpN_candles   = 3;           // N identical candles which go in a row 

input double   InpLot         = 0.01;        // Lot

input ulong    m_magic        = 15489;       // magic number

input ulong    m_slippage     = 30;          // slippage

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   m_trade.SetExpertMagicNumber(m_magic);

//---

   if(IsFillingTypeAllowed(Symbol(),SYMBOL_FILLING_IOC))

      m_trade.SetTypeFilling(ORDER_FILLING_IOC);

//---

   m_trade.SetDeviationInPoints(m_slippage);

//---

   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;



   MqlRates rates[];

   int copied=CopyRates(NULL,0,1,InpN_candles,rates);

//--- Example:

//--- rates[0].time -> D'2015.05.28 00:00:00'

//--- rates[2].time -> D'2015.06.01 00:00:00'

   if(copied<=0)

     {

      Print("Error copying price data ",GetLastError());

      return;

     }



   bool result=true;

//--- Bull candle. Bear candle.

   int type_of_candles=0;     // "1" -> Bull candle. "-1" ->Bear candle



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

     {

      //--- We define type of the most distant candle

      if(i==0)

        {

         if(rates[i].open<rates[i].close)

            type_of_candles=1;

         else if(rates[i].open>rates[i].close)

            type_of_candles=-1;

         else

           {

            result=false;

            break;

           }



         continue;

        }



      if(type_of_candles==1) // "1" -> Bull candle

        {

         if(rates[i].open>rates[i].close)

           {

            result=false;

            break;

           }

        }

      else // "-1" ->Bear candle

        {

         if(rates[i].open<rates[i].close)

           {

            result=false;

            break;

           }

        }

     }



   if(!result)

      return;



//--- We here. Means we have found N-of candles in a row

   if(type_of_candles==1) // "1" -> Bull candle

      m_trade.Buy(InpLot);

   else

      m_trade.Sell(InpLot);



   int d=0;

  }

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

//| 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 Open for specified bar index                                 | 

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

double iOpen(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   if(timeframe==0)

      timeframe=Period();

   double Open[1];

   double open=0;

   int copied=CopyOpen(symbol,timeframe,index,1,Open);

   if(copied>0) open=Open[0];

   return(open);

  }

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

//| Get Close for specified bar index                                | 

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

double iClose(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   if(timeframe==0)

      timeframe=Period();

   double Close[1];

   double close=0;

   int copied=CopyClose(symbol,timeframe,index,1,Close);

   if(copied>0) close=Close[0];

   return(close);

  }

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

//| 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);

  }

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