OzFx

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

//|                                OzFx(barabashkakvn's edition).mq5 |

//|                                                     FORTRADER.RU |

//|                                          http://www.FORTRADER.RU |

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

#property copyright "FORTRADER.RU"

#property link      "http://www.FORTRADER.RU"

#property version   "1.001"

//---

#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           = 0.1;         // Lots

input ushort            InpStopLoss       = 100;         // Stop Loss (in pips)

input ushort            InpTakeProfit     = 50;          // Take Profit (in pips)

input ushort            InpTrailingStop   = 50;          // Trailing Stop (in pips)

input ushort            InpTrailingStep   = 5;           // Trailing Step (in pips)

sinput string           InpStochastic     = "Stochastic";// Stochastic

input int               Kperiod           = 5;           // the K period (the number of bars for calculation) 

input int               Dperiod           = 3;           // the D period (the period of primary smoothing) 

input int               slowing           = 3;           // period of final smoothing       

input ENUM_MA_METHOD    ma_method         = MODE_SMA;    // type of smoothing    

input ENUM_STO_PRICE    price_field       = STO_LOWHIGH; // method of calculation of the Stochastic 

input double            InpStochasticLevel= 50;          // Stochastic level

ulong          m_magic=73263330;             // magic number

ulong          m_slippage=30;                // slippage

//---

bool modok=false;

//---

double         ExtStopLoss=0.0;

double         ExtTakeProfit=0.0;

double         ExtTrailingStop=0.0;

double         ExtTrailingStep=0.0;

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

int            handle_iAC;                   // variable for storing the handle of the iAC indicator 

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

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

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

      return(INIT_FAILED);

   RefreshRates();



   string err_text="";

   if(!CheckVolumeValue(InpLots,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;



   ExtStopLoss    = InpStopLoss     * m_adjusted_point;

   ExtTakeProfit  = InpTakeProfit   * m_adjusted_point;

   ExtTrailingStop= InpTrailingStop * m_adjusted_point;

   ExtTrailingStep= InpTrailingStep * m_adjusted_point;

//--- create handle of the indicator iAC

   handle_iAC=iAC(m_symbol.Name(),Period());

//--- if the handle is not created 

   if(handle_iAC==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iAC 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 iStochastic

   handle_iStochastic=iStochastic(m_symbol.Name(),Period(),Kperiod,Dperiod,slowing,ma_method,price_field);

//--- if the handle is not created 

   if(handle_iStochastic==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_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(0);

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;



   int count_buys=0,count_sells=0;

   CalculatePositions(count_buys,count_sells);

//---

   double AC_1=iACGet(1);

   double ACPrev_2=iACGet(2);

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

//| Get value of buffers for the iStochastic                         |

//|  the buffer numbers are the following:                           |

//|   0 - MAIN_LINE, 1 - SIGNAL_LINE                                 |

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

   double Stoh_main_1=iStochasticGet(MAIN_LINE,1);



   if(Stoh_main_1>InpStochasticLevel && AC_1>ACPrev_2 && AC_1>0 && ACPrev_2<0 && count_buys==0)

     {

      if(!RefreshRates())

        {

         PrevBars=iTime(1);

         return;

        }

      double sl=0,tp=0;

      OpenBuy(sl,tp);

      for(int i=1;i<5;i++)

        {

         if(ExtStopLoss>0.0)

            sl=m_symbol.Ask()-ExtStopLoss;

         if(ExtTakeProfit>0.0)

            tp=m_symbol.Ask()+ExtTakeProfit*i;

         OpenBuy(sl,tp);

        }

     }



   if(Stoh_main_1<InpStochasticLevel && AC_1<ACPrev_2 && AC_1<0 && ACPrev_2>0 && count_sells==0)

     {

      if(!RefreshRates())

        {

         PrevBars=iTime(1);

         return;

        }

      double sl=0,tp=0;

      OpenSell(sl,tp);

      for(int i=1;i<5;i++)

        {

         if(ExtStopLoss>0.0)

            sl=m_symbol.Bid()+ExtStopLoss;

         if(ExtTakeProfit>0.0)

            tp=m_symbol.Bid()-ExtTakeProfit*i;

         OpenSell(sl,tp);

        }

     }

//---

   if(ExtTrailingStop==0)

      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 && modok)

                 {

                  if(Stoh_main_1<50 && AC_1<ACPrev_2 && AC_1<0 && ACPrev_2>0)

                    {

                     m_trade.PositionClose(m_position.Ticket());

                     continue;

                    }

                  if(m_position.StopLoss()==0.0)

                     if(m_position.PriceCurrent()>m_position.PriceOpen())

                       {

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

                           m_symbol.NormalizePrice(m_position.PriceOpen()),

                           m_position.TakeProfit()))

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

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

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

                        continue;

                       }



                 }

               if(m_position.PositionType()==POSITION_TYPE_SELL && modok)

                 {

                  if(Stoh_main_1>50 && AC_1>ACPrev_2 && AC_1>0 && ACPrev_2<0)

                    {

                     m_trade.PositionClose(m_position.Ticket());

                     continue;

                    }

                  if(m_position.StopLoss()==0.0)

                     if(m_position.PriceCurrent()<m_position.PriceOpen())

                       {

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

                           m_symbol.NormalizePrice(m_position.PriceOpen()),

                           m_position.TakeProfit()))

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

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

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

                        continue;

                       }

                 }

              }

//---

   if(ExtTrailingStop>0.0)

      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(Stoh_main_1<50 && AC_1<ACPrev_2 && AC_1<0 && ACPrev_2>0)

                    {

                     m_trade.PositionClose(m_position.Ticket());

                     continue;

                    }

                  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 ",m_position.Ticket(),

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

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

                        continue;

                       }

                 }

               if(m_position.PositionType()==POSITION_TYPE_SELL)

                 {

                  if(Stoh_main_1>50 && AC_1>ACPrev_2 && AC_1>0 && ACPrev_2<0)

                    {

                     m_trade.PositionClose(m_position.Ticket());

                     continue;

                    }

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

                     if(m_position.StopLoss()>m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep) || m_position.StopLoss()==0.0)

                       {

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

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

                           m_position.TakeProfit()))

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

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

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

                        continue;

                       }

                 }

              }

  }

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

//| 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=m_symbol.LotsMin();

   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=m_symbol.LotsMax();

   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=m_symbol.LotsStep();

   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);

  }

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

//| Get value of buffers for the iAC                                |

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

double iACGet(const int index)

  {

   double AC_1[1];

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iAC,0,index,1,AC_1)<0)

     {

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

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

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

      return(0.0);

     }

   return(AC_1[0]);

  }

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

//| Get value of buffers for the iStochastic                         |

//|  the buffer numbers are the following:                           |

//|   0 - MAIN_LINE, 1 - SIGNAL_LINE                                 |

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

double iStochasticGet(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(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(),InpLots,m_symbol.Ask(),ORDER_TYPE_BUY);

   if(check_volume_lot!=0.0)

      if(check_volume_lot>=InpLots)

        {

         if(m_trade.Buy(InpLots,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 check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Bid(),ORDER_TYPE_SELL);

   if(check_volume_lot!=0.0)

      if(check_volume_lot>=InpLots)

        {

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

           }

        }

//---

  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//--- get transaction type as enumeration value 

   ENUM_TRADE_TRANSACTION_TYPE type=trans.type;

//--- if transaction is result of addition of the transaction in history

   if(type==TRADE_TRANSACTION_DEAL_ADD)

     {

      long     deal_entry        =0;

      double   deal_profit       =0.0;

      double   deal_volume       =0.0;

      string   deal_symbol       ="";

      long     deal_magic        =0;

      long     deal_reason       =-1;

      if(HistoryDealSelect(trans.deal))

        {

         deal_entry=HistoryDealGetInteger(trans.deal,DEAL_ENTRY);

         deal_profit=HistoryDealGetDouble(trans.deal,DEAL_PROFIT);

         deal_volume=HistoryDealGetDouble(trans.deal,DEAL_VOLUME);

         deal_symbol=HistoryDealGetString(trans.deal,DEAL_SYMBOL);

         deal_magic=HistoryDealGetInteger(trans.deal,DEAL_MAGIC);

         deal_reason=HistoryDealGetInteger(trans.deal,DEAL_REASON);

        }

      else

         return;

      if(deal_symbol==m_symbol.Name() && deal_magic==m_magic)

         if(deal_entry==DEAL_ENTRY_OUT)

           {

            if(deal_reason==DEAL_REASON_SL)

               modok=false;

            else if(deal_reason==DEAL_REASON_TP)

               modok=true;

           }

     }

  }

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

//| Get Time for specified bar index                                 | 

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

datetime iTime(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==PERIOD_CURRENT)

      timeframe=Period();

   datetime Time[1];

   datetime time=0;

   int copied=CopyTime(symbol,timeframe,index,1,Time);

   if(copied>0) time=Time[0];

   return(time);

  }

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

//| Calculate positions Buy and Sell                                 |

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

void CalculatePositions(int &count_buys,int &count_sells)

  {

   count_buys=0.0;

   count_sells=0.0;



   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()==POSITION_TYPE_BUY)

               count_buys++;



            if(m_position.PositionType()==POSITION_TYPE_SELL)

               count_sells++;

           }

//---

   return;

  }

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