Peceptron_Mult

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

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

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

#property version   "1.003"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.mqh>

#include <Trade\DealInfo.mqh>

#include <Trade\OrderInfo.mqh>

#include <Expert\Money\MoneyFixedMargin.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol_1;                   // symbol info object

CSymbolInfo    m_symbol_2;                   // symbol info object

CSymbolInfo    m_symbol_3;                   // symbol info object

CAccountInfo   m_account;                    // account info wrapper

CDealInfo      m_deal;                       // deals object

COrderInfo     m_order;                      // pending orders object

CMoneyFixedMargin *m_money;

//--- input parameters

input int      InpNumberLots_1   = 1.0;      // Number of minimum lots for Symbol #1

input int      InpNumberLots_2   = 1.0;      // Number of minimum lots for Symbol #2

input int      InpNumberLots_3   = 1.0;      // Number of minimum lots for Symbol #3

//---

input string   s1="EURUSD";                  // Symbol #1

input int      x1 = 100;

input int      x2 = 20;

input int      x3 = 60;

input int      x4 = 40;

input double   sl1 = 40;

input int      tp1 = 95;

input string   s2="GBPJPY";                  // Symbol #2

input int      x5 = 100;

input int      x6 = 20;

input int      x7 = 60;

input int      x8 = 40;

input double   sl2 = 40;

input int      tp2 = 95;

input string   s3="AUDNZD";                  // Symbol #3

input int      x9  = 100;

input int      x10 = 20;

input int      x11 = 60;

input int      x12 = 40;

input double   sl3 = 40;

input int      tp3 = 95;

//---

input ulong    m_magic=122665745;   // magic number

//---

ulong  m_slippage=10;               // slippage

int    handle_iAC_1;                // variable for storing the handle of the iAC indicator 

int    handle_iAC_2;                // variable for storing the handle of the iAC indicator 

int    handle_iAC_3;                // variable for storing the handle of the iAC indicator 

double m_adjusted_point_1;          // point value adjusted for 3 or 5 points

double m_adjusted_point_2;          // point value adjusted for 3 or 5 points

double m_adjusted_point_3;          // point value adjusted for 3 or 5 points

bool   m_use_1;

bool   m_use_2;

bool   m_use_3;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   m_use_1=m_symbol_1.Name(s1);  // sets symbol #1 name

   if(m_use_1)

      RefreshRates(m_symbol_2);



   m_use_2=m_symbol_2.Name(s2);  // sets symbol #2 name

   if(m_use_2)

      RefreshRates(m_symbol_2);



   m_use_3=m_symbol_3.Name(s3);  // sets symbol #3 name

   if(m_use_3)

      RefreshRates(m_symbol_3);

//--- tuning for 3 or 5 digits

   int digits_adjust=1;

   if(m_use_1)

     {

      if(m_symbol_1.Digits()==3 || m_symbol_1.Digits()==5)

         digits_adjust=10;

      m_adjusted_point_1=m_symbol_1.Point()*digits_adjust;

     }



   digits_adjust=1;

   if(m_use_2)

     {

      if(m_symbol_2.Digits()==3 || m_symbol_2.Digits()==5)

         digits_adjust=10;

      m_adjusted_point_2=m_symbol_2.Point()*digits_adjust;

     }



   digits_adjust=1;

   if(m_use_3)

     {

      if(m_symbol_3.Digits()==3 || m_symbol_3.Digits()==5)

         digits_adjust=10;

      m_adjusted_point_3=m_symbol_3.Point()*digits_adjust;

     }

//--- create handle of the indicator iAC

   if(m_use_1)

     {

      handle_iAC_1=iAC(m_symbol_1.Name(),Period());

      //--- if the handle is not created 

      if(handle_iAC_1==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_1.Name(),

                     EnumToString(Period()),

                     GetLastError());

         //--- the indicator is stopped early 

         return(INIT_FAILED);

        }

     }

   if(m_use_2)

     {

      handle_iAC_2=iAC(m_symbol_2.Name(),Period());

      //--- if the handle is not created 

      if(handle_iAC_2==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_2.Name(),

                     EnumToString(Period()),

                     GetLastError());

         //--- the indicator is stopped early 

         return(INIT_FAILED);

        }

     }

   if(m_use_3)

     {

      handle_iAC_3=iAC(m_symbol_3.Name(),Period());

      //--- if the handle is not created 

      if(handle_iAC_3==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_3.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_1=0;

   static datetime PrevBars_2=0;

   static datetime PrevBars_3=0;

   datetime time_1=D'01.01.1970';

   if(m_use_1)

      time_1=iTime(m_symbol_1.Name(),Period(),0);



   datetime time_2=D'01.01.1970';

   if(m_use_2)

      time_2=iTime(m_symbol_2.Name(),Period(),0);



   datetime time_3=D'01.01.1970';

   if(m_use_3)

      time_3=iTime(m_symbol_3.Name(),Period(),0);



   if(((m_use_1 && time_1==PrevBars_1) || !m_use_1) &&

      ((m_use_2 && time_2==PrevBars_2) || !m_use_2) &&

      ((m_use_3 && time_3==PrevBars_3) || !m_use_3))

      return;

   PrevBars_1=time_1; PrevBars_2=time_2; PrevBars_3=time_3;



   int d=0;



   bool exists_1=false,exists_2=false,exists_3=false;

   IsPositionExists(exists_1,exists_2,exists_3);

//--- check symbol #1

   if(m_use_1 && !exists_1)

     {

      double ac_1_array[];

      ArraySetAsSeries(ac_1_array,true);

      int buffer=0,start_pos=0,count=22;

      if(!iGetArray(handle_iAC_1,buffer,start_pos,count,ac_1_array))

        {

         PrevBars_1=0; PrevBars_2=0; PrevBars_3=0; return;

        }

      double result=Perceptron(ac_1_array,x1,x2,x3,x4);

      double freeze_level,stop_level;

      //---

      if(!RefreshRates(m_symbol_1))

        {

         PrevBars_1=0; PrevBars_2=0; PrevBars_3=0; return;

        }

      freeze_level=m_symbol_1.FreezeLevel()*m_symbol_1.Point();

      if(freeze_level==0.0)

         freeze_level=(m_symbol_1.Ask()-m_symbol_1.Bid())*3.0;

      freeze_level*=1.1;



      stop_level=m_symbol_1.StopsLevel()*m_symbol_1.Point();

      if(stop_level==0.0)

         stop_level=(m_symbol_1.Ask()-m_symbol_1.Bid())*3.0;

      stop_level*=1.1;



      if(freeze_level<=0.0 || stop_level<=0.0)

        {

         PrevBars_1=0; PrevBars_2=0; PrevBars_3=0; return;

        }

      //---

      if(result>0)

        {

         //-- Buy

         double price=m_symbol_1.Ask();

         double sl=(sl1<=0)?0.0:price-sl1*m_adjusted_point_1;

         double tp=(tp1<=0)?0.0:price+tp1*m_adjusted_point_1;

         if(((sl!=0 && sl1*m_adjusted_point_1>=stop_level) || sl==0.0) &&

            ((tp!=0 && tp1*m_adjusted_point_1>=stop_level) || tp==0.0))

           {

            OpenBuy(m_symbol_1,InpNumberLots_1*m_symbol_1.LotsMin(),sl,tp);

           }

        }

      else  if(result<0)

        {

         //-- Sell

         double price=m_symbol_1.Bid();

         double sl=(sl1==0)?0.0:price+sl1*m_adjusted_point_1;

         double tp=(tp1==0)?0.0:price-tp1*m_adjusted_point_1;

         if(((sl!=0 && sl1*m_adjusted_point_1>=stop_level) || sl==0.0) &&

            ((tp!=0 && tp1*m_adjusted_point_1>=stop_level) || tp==0.0))

           {

            OpenSell(m_symbol_1,InpNumberLots_1*m_symbol_1.LotsMin(),sl,tp);

           }

        }

     }

//--- check symbol #2

   if(m_use_2 && !exists_2)

     {

      double ac_2_array[];

      ArraySetAsSeries(ac_2_array,true);

      int buffer=0,start_pos=0,count=22;

      if(!iGetArray(handle_iAC_2,buffer,start_pos,count,ac_2_array))

        {

         PrevBars_1=0; PrevBars_2=0; PrevBars_3=0; return;

        }

      double result=Perceptron(ac_2_array,x5,x6,x7,x8);

      double freeze_level,stop_level;

      //---

      if(!RefreshRates(m_symbol_2))

        {

         PrevBars_1=0; PrevBars_2=0; PrevBars_3=0; return;

        }

      freeze_level=m_symbol_2.FreezeLevel()*m_symbol_2.Point();

      if(freeze_level==0.0)

         freeze_level=(m_symbol_2.Ask()-m_symbol_2.Bid())*3.0;

      freeze_level*=1.1;



      stop_level=m_symbol_2.StopsLevel()*m_symbol_2.Point();

      if(stop_level==0.0)

         stop_level=(m_symbol_2.Ask()-m_symbol_2.Bid())*3.0;

      stop_level*=1.1;



      if(freeze_level<=0.0 || stop_level<=0.0)

        {

         PrevBars_1=0; PrevBars_2=0; PrevBars_3=0; return;

        }

      //---

      if(result>0)

        {

         //-- Buy

         double price=m_symbol_2.Ask();

         double sl=(sl2<=0)?0.0:price-sl2*m_adjusted_point_2;

         double tp=(tp2<=0)?0.0:price+tp2*m_adjusted_point_2;

         if(((sl!=0 && sl2*m_adjusted_point_2>=stop_level) || sl==0.0) &&

            ((tp!=0 && tp2*m_adjusted_point_2>=stop_level) || tp==0.0))

           {

            OpenBuy(m_symbol_2,InpNumberLots_2*m_symbol_2.LotsMin(),sl,tp);

           }

        }

      else  if(result<0)

        {

         //-- Sell

         double price=m_symbol_2.Bid();

         double sl=(sl2==0)?0.0:price+sl2*m_adjusted_point_2;

         double tp=(tp2==0)?0.0:price-tp2*m_adjusted_point_2;

         if(((sl!=0 && sl2*m_adjusted_point_2>=stop_level) || sl==0.0) &&

            ((tp!=0 && tp2*m_adjusted_point_2>=stop_level) || tp==0.0))

           {

            OpenSell(m_symbol_2,InpNumberLots_2*m_symbol_2.LotsMin(),sl,tp);

           }

        }

     }

//--- check symbol #3

   if(m_use_3 && !exists_3)

     {

      double ac_3_array[];

      ArraySetAsSeries(ac_3_array,true);

      int buffer=0,start_pos=0,count=22;

      if(!iGetArray(handle_iAC_3,buffer,start_pos,count,ac_3_array))

        {

         PrevBars_1=0; PrevBars_2=0; PrevBars_3=0; return;

        }

      double result=Perceptron(ac_3_array,x9,x10,x11,x12);

      double freeze_level,stop_level;

      //---

      if(!RefreshRates(m_symbol_3))

        {

         PrevBars_1=0; PrevBars_2=0; PrevBars_3=0; return;

        }

      freeze_level=m_symbol_3.FreezeLevel()*m_symbol_3.Point();

      if(freeze_level==0.0)

         freeze_level=(m_symbol_3.Ask()-m_symbol_3.Bid())*3.0;

      freeze_level*=1.1;



      stop_level=m_symbol_3.StopsLevel()*m_symbol_3.Point();

      if(stop_level==0.0)

         stop_level=(m_symbol_3.Ask()-m_symbol_3.Bid())*3.0;

      stop_level*=1.1;



      if(freeze_level<=0.0 || stop_level<=0.0)

        {

         PrevBars_1=0; PrevBars_2=0; PrevBars_3=0; return;

        }

      //---

      if(result>0)

        {

         //-- Buy

         double price=m_symbol_3.Ask();

         double sl=(sl3<=0)?0.0:price-sl3*m_adjusted_point_3;

         double tp=(tp3<=0)?0.0:price+tp3*m_adjusted_point_3;

         if(((sl!=0 && sl3*m_adjusted_point_3>=stop_level) || sl==0.0) &&

            ((tp!=0 && tp3*m_adjusted_point_3>=stop_level) || tp==0.0))

           {

            OpenBuy(m_symbol_3,InpNumberLots_3*m_symbol_3.LotsMin(),sl,tp);

           }

        }

      else  if(result<0)

        {

         //-- Sell

         double price=m_symbol_3.Bid();

         double sl=(sl3==0)?0.0:price+sl3*m_adjusted_point_3;

         double tp=(tp3==0)?0.0:price-tp3*m_adjusted_point_3;

         if(((sl!=0 && sl3*m_adjusted_point_3>=stop_level) || sl==0.0) &&

            ((tp!=0 && tp3*m_adjusted_point_3>=stop_level) || tp==0.0))

           {

            OpenSell(m_symbol_3,InpNumberLots_3*m_symbol_3.LotsMin(),sl,tp);

           }

        }

     }

  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---



  }

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

//| 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);

  }

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

//| Is position exists                                               |

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

void IsPositionExists(bool &exists_1,bool &exists_2,bool &exists_3)

  {

   exists_1=false;

   exists_2=false;

   exists_3=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_use_1 && m_position.Symbol()==m_symbol_1.Name() && m_position.Magic()==m_magic)

           {

            exists_1=true;

            continue;

           }

         if(m_use_2 && m_position.Symbol()==m_symbol_2.Name() && m_position.Magic()==m_magic)

           {

            exists_2=true;

            continue;

           }

         if(m_use_3 && m_position.Symbol()==m_symbol_3.Name() && m_position.Magic()==m_magic)

           {

            exists_3=true;

            continue;

           }

        }

//---

   return;

  }

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

//| Get value of buffers                                             |

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

double iGetArray(const int handle,const int buffer,const int start_pos,const int count,double &arr_buffer[])

  {

   bool result=true;

   if(!ArrayIsDynamic(arr_buffer))

     {

      Print("This a no dynamic array!");

      return(false);

     }

   ArrayFree(arr_buffer);

//--- reset error code 

   ResetLastError();

//--- fill a part of the iBands array with values from the indicator buffer

   int copied=CopyBuffer(handle,buffer,start_pos,count,arr_buffer);

   if(copied!=count)

     {

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

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

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

      return(false);

     }

   return(result);

  }

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

//| Perceptron                                                       |

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

double Perceptron(double &array[],int y1,int y2,int y3,int y4)

  {

   double w1 = y1 - 100;

   double w2 = y2 - 100;

   double w3 = y3 - 100;

   double w4 = y4 - 100;

   double a1 = array[0];

   double a2 = array[7];

   double a3 = array[14];

   double a4 = array[21];

   return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4);

  }

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

//| Open Buy position                                                |

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

void OpenBuy(CSymbolInfo &m_symbol,double lot,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double long_lot=lot;

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

   double free_margin_check= m_account.FreeMarginCheck(m_symbol.Name(),ORDER_TYPE_BUY,long_lot,m_symbol.Ask());

   double margin_check     = m_account.MarginCheck(m_symbol.Name(),ORDER_TYPE_SELL,long_lot,m_symbol.Bid());

   if(free_margin_check>margin_check)

     {

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

        {

         if(m_trade.ResultDeal()==0)

           {

            Print("#1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

            PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

            Print("#2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),

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

            PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         Print("#3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

         PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      Print(__FUNCTION__,", ERROR: method CAccountInfo::FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));

      return;

     }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(CSymbolInfo &m_symbol,double lot,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double short_lot=lot;

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

   double free_margin_check= m_account.FreeMarginCheck(m_symbol.Name(),ORDER_TYPE_SELL,short_lot,m_symbol.Bid());

   double margin_check     = m_account.MarginCheck(m_symbol.Name(),ORDER_TYPE_SELL,short_lot,m_symbol.Bid());

   if(free_margin_check>margin_check)

     {

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

        {

         if(m_trade.ResultDeal()==0)

           {

            Print("#1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

            PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

            Print("#2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),

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

            PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         Print("#3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

         PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      Print(__FUNCTION__,", ERROR: method CAccountInfo::FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));

      return;

     }

//---

  }

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

//| Print CTrade result                                              |

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

void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)

  {

   Print("File: ",__FILE__,", symbol: ",symbol.Name());

   Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));

   Print("code of request result as a string: "+trade.ResultRetcodeDescription());

   Print("Deal ticket: "+IntegerToString(trade.ResultDeal()));

   Print("Order ticket: "+IntegerToString(trade.ResultOrder()));

   Print("Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));

   Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));

   Print("Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

   Print("Broker comment: "+trade.ResultComment());

  }

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