N Candles v6

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

//|                                                N-_Candles_v6.mq5 |

//|                              Copyright © 2018, Vladimir Karputov |

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

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

#property copyright "Copyright © 2018, Vladimir Karputov"

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

#property version   "5.001"

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

#property description "New in version 2: Take Profit, Stop Loss, Trailing"

#property description "New in version 3: Maximum number of open positions in a certain direction"

#property description "New in version 4: On netting-accounts we set the maximum volume of a position,"

#property description "                  but not quantity of positions"

#property description "New in version 5: Add parameter parameter \"working time\""

#property description "New in version 6: The parameter \"black sheep\""

//---

#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

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

//| Enum hours                                                       |

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

enum ENUM_HOURS

  {

   hour_00  =0,   // 00

   hour_01  =1,   // 01

   hour_02  =2,   // 02

   hour_03  =3,   // 03

   hour_04  =4,   // 04

   hour_05  =5,   // 05

   hour_06  =6,   // 06

   hour_07  =7,   // 07

   hour_08  =8,   // 08

   hour_09  =9,   // 09

   hour_10  =10,  // 10

   hour_11  =11,  // 11

   hour_12  =12,  // 12

   hour_13  =13,  // 13

   hour_14  =14,  // 14

   hour_15  =15,  // 15

   hour_16  =16,  // 16

   hour_17  =17,  // 17

   hour_18  =18,  // 18

   hour_19  =19,  // 19

   hour_20  =20,  // 20

   hour_21  =21,  // 21

   hour_22  =22,  // 22

   hour_23  =23,  // 23

  };

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

//| Type of trade                                                    |

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

enum ENUM_type_of_trade

  {

   all=0,            // closing all positions

   oposite=1,        // closing of opposite positions

   unidirectional=2, // closing of unidirectional positions

  };

//--- input parameter

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

input double      InpLot         = 0.01;        // Lot

input ushort      InpTakeProfit  = 50;          // Take Profit ("0" -> not Take Profit) (in pips)

input ushort      InpStopLoss    = 50;          // Stop Loss ("0" -> not Stop Loss) (in pips)

input ushort      InpTrailingStop= 10;          // Trailing Stop ("0" -> not trailing)

input ushort      InpTrailingStep= 4;           // Trailing Step (use if Trailing Stop >0)

input uchar       InpMaxPositions= 2;           // Max positions certain direction (only for hedging)

input double      InpMaxPositionVolume = 2.0;   // Max position volume (only for netting)

input bool        InpUseTradeHours = true;      // Use trade hours

input ENUM_HOURS  InpStartHour   = hour_11;     // Start hour

input ENUM_HOURS  InpEndHour     = hour_18;     // End hour

input ulong       m_magic        = 427475216;   // magic number

input ENUM_type_of_trade InpClosing=all;        // The type of closure at the meeting of the "black sheep"

//---

ulong    m_slippage=30;          // slippage

ENUM_ACCOUNT_MARGIN_MODE m_margin_mode;

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

double         ExtTakeProfit  = 0.0;

double         ExtStopLoss    = 0.0;

double         ExtTrailingStop= 0.0;

double         ExtTrailingStep= 0.0;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

   if(InpUseTradeHours)

      if(InpStartHour>=InpEndHour)

        {

         Print("The parameter \"Start hour\" can't be more or is equal to the parameter \"End hour\"");

         return(INIT_PARAMETERS_INCORRECT);

        }

   if(InpTrailingStep==0 && InpTrailingStop!=0)

     {

      string text="\"Trailing Step\" can't be equal to zero if the \"Trailing Stop\" parameter is allowed";

      Alert(text);

      Print(text);

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   m_margin_mode=-1;

   m_margin_mode=m_account.MarginMode();

//--- protection

   if(m_margin_mode!=ACCOUNT_MARGIN_MODE_RETAIL_NETTING &&

      m_margin_mode!=ACCOUNT_MARGIN_MODE_EXCHANGE &&

      m_margin_mode!=ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)

     {

      Print(IntegerToString(m_margin_mode),": unknown margin calculation mode.");

      return(INIT_FAILED);

     }

//---

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

   RefreshRates();

   m_symbol.Refresh();



   string err_text="";

   if(!CheckVolumeValue(InpLot,err_text))

     {

      Print(err_text);

      return(INIT_PARAMETERS_INCORRECT);

     }

   err_text="";

   if(m_margin_mode==ACCOUNT_MARGIN_MODE_RETAIL_NETTING)

     {

      if(!CheckVolumeValue(InpMaxPositionVolume,err_text))

        {

         Print(err_text);

         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(m_symbol.Digits()==3 || m_symbol.Digits()==5)

      digits_adjust=10;

   m_adjusted_point=m_symbol.Point()*digits_adjust;

   ExtTakeProfit  = InpTakeProfit   * m_adjusted_point;

   ExtStopLoss    = InpStopLoss     * m_adjusted_point;

   ExtTrailingStop= InpTrailingStop * m_adjusted_point;

   ExtTrailingStep= InpTrailingStep * m_adjusted_point;

//---

   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;



   string text="";

   if(InpUseTradeHours)

     {

      MqlDateTime str1;

      TimeToStruct(time_0,str1);

      text="Current time: "+TimeToString(time_0,TIME_MINUTES)+"\n"+

           "Working interval with "+IntegerToString(InpStartHour)+" on "+IntegerToString(InpEndHour)+"\n";

      if(str1.hour<InpStartHour || InpEndHour<str1.hour)

         text=text+"Trading is forbidden";

      else

         text=text+"Trading is allowed";

     }



   if(time_0==PrevBars)

     {

      if(InpUseTradeHours)

         Comment(text);

      return;

     }

   PrevBars=time_0;



   if(InpUseTradeHours)

      Comment(text);



   Trailing();



   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;

           }

        }

     }

   static bool black_sheep=false;

   if(!result)

     {

      if(!black_sheep)

        {

         if(InpClosing==all)

            CloseAllPositions();

         else if(InpClosing==oposite && type_of_candles!=0) // closing of opposite positions

           {

            ENUM_POSITION_TYPE pos_type=(type_of_candles==1)?POSITION_TYPE_SELL:POSITION_TYPE_BUY;

            ClosePositions(pos_type);

           }

         else if(InpClosing==unidirectional && type_of_candles!=0) // closing of unidirectional positions

           {

            ENUM_POSITION_TYPE pos_type=(type_of_candles==1)?POSITION_TYPE_BUY:POSITION_TYPE_SELL;

            ClosePositions(pos_type);

           }

         black_sheep=true;

        }

      return;

     }

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

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

     {

      if(!RefreshRates())

        {

         PrevBars=0;

         return;

        }

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

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

      if(m_margin_mode==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)

        {

         if(CalculatePositions(POSITION_TYPE_BUY)<InpMaxPositions)

           {

            OpenBuy(sl,tp);

            black_sheep=false;

           }

        }

      else if(m_margin_mode==ACCOUNT_MARGIN_MODE_RETAIL_NETTING)

        {

         OpenBuy(sl,tp);

         black_sheep=false;

        }

     }

   else

     {

      if(!RefreshRates())

        {

         PrevBars=0;

         return;

        }

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

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

      if(m_margin_mode==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)

        {

         if(CalculatePositions(POSITION_TYPE_SELL)<InpMaxPositions)

           {

            OpenSell(sl,tp);

            black_sheep=false;

           }

        }

      else if(m_margin_mode==ACCOUNT_MARGIN_MODE_RETAIL_NETTING)

        {

         OpenSell(sl,tp);

         black_sheep=false;

        }

     }

   int d=0;

  }

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

//| 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);

  }

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

//| Check the correctness of the order volume                        |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   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=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=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(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);

  }

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

//| 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 chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),InpLot,m_symbol.Ask(),ORDER_TYPE_BUY);



   if(chek_volime_lot!=0.0)

      if(chek_volime_lot>=InpLot)

        {

         if(m_margin_mode==ACCOUNT_MARGIN_MODE_RETAIL_NETTING)

           {

            double current_volume=0.0;

            if(m_position.Select(m_symbol.Name()))

               current_volume=(m_position.PositionType()==POSITION_TYPE_BUY)?m_position.Volume():-m_position.Volume();

            if(MathAbs(current_volume+InpLot)>InpMaxPositionVolume)

               return;

           }

         if(m_trade.Buy(InpLot,NULL,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(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 chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),InpLot,m_symbol.Bid(),ORDER_TYPE_SELL);



   if(chek_volime_lot!=0.0)

      if(chek_volime_lot>=InpLot)

        {

         if(m_margin_mode==ACCOUNT_MARGIN_MODE_RETAIL_NETTING)

           {

            double current_volume=0.0;

            if(m_position.Select(m_symbol.Name()))

               current_volume=(m_position.PositionType()==POSITION_TYPE_SELL)?m_position.Volume():-m_position.Volume();

            if(MathAbs(current_volume+InpLot)>InpMaxPositionVolume)

               return;

           }

         if(m_trade.Sell(InpLot,NULL,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());

           }

        }

//---

  }

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

//| Trailing                                                         |

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

void Trailing()

  {

   if(InpTrailingStop==0)

      return;

   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions

      if(m_position.SelectByIndex(i))

         if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(m_position.PriceCurrent()-m_position.PriceOpen()>ExtTrailingStop+ExtTrailingStep)

                  if(m_position.StopLoss()<m_position.PriceCurrent()-(ExtTrailingStop+ExtTrailingStep))

                    {

                     if(!m_trade.PositionModify(m_position.Ticket(),

                        m_symbol.NormalizePrice(m_position.PriceCurrent()-ExtTrailingStop),

                        m_position.TakeProfit()))

                        Print("Modify BUY ",m_position.Ticket(),

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

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

                     continue;

                    }

              }

            else

              {

               if(m_position.PriceOpen()-m_position.PriceCurrent()>ExtTrailingStop+ExtTrailingStep)

                  if((m_position.StopLoss()>(m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep))) || 

                     (m_position.StopLoss()==0))

                    {

                     if(!m_trade.PositionModify(m_position.Ticket(),

                        m_symbol.NormalizePrice(m_position.PriceCurrent()+ExtTrailingStop),

                        m_position.TakeProfit()))

                        Print("Modify SELL ",m_position.Ticket(),

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

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

                    }

              }



           }

  }

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

//| Calculate positions                                              |

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

int CalculatePositions(ENUM_POSITION_TYPE pos_type)

  {

   int count=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()==pos_type)

               count++;

//---

   return(count);

  }

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

//| 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

  }

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

//| Close all positions                                              |

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

void CloseAllPositions()

  {

   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()==m_symbol.Name() && m_position.Magic()==m_magic)

            m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol

  }

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