QUANT EA

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

//| Probability theory.mq5                                           |

//| Copyright 2024                                                   |

//| https://www.mql5.com/ru/users/koshtenko                          |

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

#property copyright "Copyright 2024"

#property link      "https://www.mql5.com/ru/users/koshtenko"

#property version   "1.00"

#property description "Calculates probabilities for bullish and bearish scenarios"

#property strict



#define HISTORY_BARS 1000 // :>;8G5AB2> 10@>2 8AB>@88

input double Lots        = 0.1;      // ;>B

input double Risk    = 2;     // @8A:

input int StopLoss      = 0;        // ;>AL

input int TakeProfit    = 0;        // O7L

input int ClasterBars=50; // :;0AB5@

input int Pips=400; // 45;LB0

input int    Magic      = 777;    // Magic

input int    CloseSig  = 0;    // CloseSig

#include <Trade\Trade.mqh>

CTrade trade;

int bullcount, bearcount;

double bull, bear;

datetime t=0;

double delta_min, delta_max;

input bool EnableCheckBars = false;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

   trade.SetExpertMagicNumber(Magic);

   CheckBars();

   return(INIT_SUCCEEDED);

  }



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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

   Comment("");

  }



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

//|                                                                  |

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

void CheckBars()

  {

   bullcount=0;

   bearcount=0;

   delta_min=1000;

   delta_max=-10;

   for(int i=HISTORY_BARS-ClasterBars; i>=0; i-=ClasterBars)

     {

      if(iClose(NULL,0,i+ClasterBars)>iOpen(NULL,0,i) && iClose(NULL,0,i+ClasterBars)-iOpen(NULL,0,i)>=Pips*_Point)

         bullcount++;

      if(iClose(NULL,0,i+ClasterBars)<iOpen(NULL,0,i) && iOpen(NULL,0,i)-iClose(NULL,0,i+ClasterBars)>=Pips*_Point)

         bearcount++;

      if(MathAbs(iClose(NULL,0,i+ClasterBars)-iOpen(NULL,0,i))>delta_max)

         delta_max=MathAbs(iClose(NULL,0,i+ClasterBars)-iOpen(NULL,0,i));

      if(MathAbs(iClose(NULL,0,i+ClasterBars)-iOpen(NULL,0,i))<delta_min)

         delta_min=MathAbs(iClose(NULL,0,i+ClasterBars)-iOpen(NULL,0,i));

     }

  }

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

//|                                                                  |

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

int CountTrades()

  {

   int count=0;



   for(int i=PositionsTotal()-1; i>=0; i--)

     {

      if(PositionSelectByTicket(PositionGetTicket(i)))

        {

         if(PositionGetString(POSITION_SYMBOL)==_Symbol)

           {

            count++;

           }

        }

     }

   return(count);

  }

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

//|                                                                  |

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

void CloseAll(int type=-1)

  {

   for(int i=PositionsTotal()-1; i>=0; i--)

     {

      if(PositionSelectByTicket(PositionGetTicket(i)))

        {

         if(PositionGetInteger(POSITION_MAGIC)==Magic)

           {

            if(PositionGetInteger(POSITION_TYPE)==type || type==-1)

               trade.PositionClose(PositionGetTicket(i));

           }

        }

     }

  }

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

//|                                                                  |

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

double Lot()

  {

   double lot=Lots;



   if(Risk>0)

      lot=AccountInfoDouble(ACCOUNT_BALANCE)*Risk/100000;



   return(NormalizeDouble(lot,2));

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

   static bool enableCheckBars = EnableCheckBars;

   if(!enableCheckBars)

      return;



   if(t!=iTime(NULL,0,0))

     {

      CheckBars();

      t=iTime(NULL,0,0);

     }

   if(bullcount>0 && bearcount>0)

     {

      bull=NormalizeDouble(bullcount*100/(bullcount+bearcount),2);

      bear=NormalizeDouble(bearcount*100/(bullcount+bearcount),2);

     }



   string comment="\n\n";

   comment+=StringFormat("    =================  , '!"   =================", "SHTENCO");

   comment+="\n";

   comment+=StringFormat("    '8A;> =01;N45=89 1KGL59 ;>38:8: %d", bullcount);

   comment+="\n";

   comment+=StringFormat("    '8A;> =01;N45=89 <54256L59 ;>38:8: %d", bearcount);

   comment+="\n\n";

   comment+=StringFormat("    5@>OB=>ABL 1KGL53> AF5=0@8O: %.2f%%", bull);

   comment+="\n";

   comment+=StringFormat("    5@>OB=>ABL <54256L53> AF5=0@8O: %.2f%%", bear);

   comment+="\n\n";

   comment+=StringFormat("    0:A. 45;LB0 :;0AB5@0 %d 10@>2: %d ?C=:B>2", ClasterBars, (int)(delta_max/_Point));

   comment+="\n";

   comment+=StringFormat("    8=. 45;LB0 :;0AB5@0 %d 10@>2: %d ?C=:B>2", ClasterBars, (int)(delta_min/_Point));

   comment+="\n";

   comment+="    =======================================================";

   Comment(comment);

   double pr=0,sl=0,tp=0,hi=0,lo=0;

   double Ask=SymbolInfoDouble(NULL,SYMBOL_ASK);

   double Bid=SymbolInfoDouble(NULL,SYMBOL_BID);

   double Price=iClose(NULL,PERIOD_CURRENT,1);

   int dg=(int)SymbolInfoInteger(NULL,SYMBOL_DIGITS);

   bool sell  = bull<49;

   bool buy  = bull>51;

   if(CloseSig > 0)

     {

      if(buy)

         CloseAll(1);

      if(sell)

         CloseAll(0);

     }

   if(buy && CountTrades()<1)

     {

      if(StopLoss>0)

         sl=NormalizeDouble(Bid-StopLoss*_Point,_Digits);

      if(TakeProfit>0)

         tp=NormalizeDouble(Bid+TakeProfit*_Point,_Digits);

      pr=NormalizeDouble(Bid,dg);

      trade.Buy(Lot(),NULL,pr,sl,tp,"");

     }

   if(sell && CountTrades()<1)

     {

      if(StopLoss>0)

         sl=NormalizeDouble(Ask+StopLoss*_Point,_Digits);

      if(TakeProfit>0)

         tp=NormalizeDouble(Ask-TakeProfit*_Point,_Digits);

      pr=NormalizeDouble(Ask,dg);

      trade.Sell(Lot(),NULL,Ask,sl,tp,"");

     }



  }

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