Reverse system

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

//|                                               Reverse system.mq5 |

//|                              Copyright © 2018, Vladimir Karputov |

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

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

#property copyright "Copyright © 2018, Vladimir Karputov"

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

#property version   "1.000"

//---

#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;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

CDealInfo      m_deal;                       // deals object

COrderInfo     m_order;                      // pending orders object

CMoneyFixedMargin *m_money;

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

//| Enum OHLC                                                        |

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

enum ENUM_OHLC

  {

   open  = 0,  // Open

   high  = 1,  // High

   low   = 2,  // Low

   close = 3,  // Close

  };

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

//| Enum Sign                                                        |

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

enum ENUM_SIGN

  {

   less  = 0,  // <

   more  = 1,  // >

  };

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

//| Enum Limitations                                                 |

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

enum ENUM_LIMITATIONS

  {

   lots_min    =0,   // Lots Min

   positions   =1,   // Positions

  };

//--- input parameters

input double            InpLots                 = 1.0;         // Lots

input ENUM_TIMEFRAMES   Inp_TimeFrame           = PERIOD_D1;   // Signals: TimeFrame

input ENUM_OHLC         Inp_Buy_OHCL_curr       = close;       // Buy signal: OHLC current

input ENUM_SIGN         Inp_Buy_Sign            = more;        // Buy signal: Sign

input ENUM_OHLC         Inp_Buy_OHCL_TimeFrame  = open;        // Buy signal: OHLC TimeFrame

input ENUM_OHLC         Inp_Sell_OHCL_curr      = close;       // Sell signal: OHLC current

input ENUM_SIGN         Inp_Sell_Sign           = less;        // Sell signal: Sign

input ENUM_OHLC         Inp_Sell_OHCL_TimeFrame = open;        // Sell signal: OHLC TimeFrame

input ENUM_LIMITATIONS  InpLimitations          = lots_min;    // Limitations: Lots Min OR Positions

input int               InpVolumeLimitations    = 100;         // Limitations: Volume

//---

input bool     InpPrintLog       = false;    // Print log

input ulong    m_magic=841819508;            // magic number

//---

ulong  m_slippage=10;                        // slippage

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

bool   m_need_open_buy           = false;

bool   m_need_open_sell          = false;

bool   m_waiting_transaction     = false;    // "true" -> it's forbidden to trade, we expect a transaction

ulong  m_waiting_order_ticket    = 0;        // ticket of the expected order

bool   m_transaction_confirmed   = false;    // "true" -> transaction confirmed;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

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

      return(INIT_FAILED);

   RefreshRates();

//---

   m_trade.SetExpertMagicNumber(m_magic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   m_trade.SetDeviationInPoints(m_slippage);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   if(m_money!=NULL)

      delete m_money;

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   if(m_waiting_transaction)

     {

      if(!m_transaction_confirmed)

        {

         Print("m_transaction_confirmed: ",m_transaction_confirmed);

         return;

        }

      else if(m_transaction_confirmed)

        {

         m_need_open_buy            = false;    // "true" -> need to open BUY

         m_need_open_sell           = false;    // "true" -> need to open SELL

         m_waiting_transaction      = false;    // "true" -> it's forbidden to trade, we expect a transaction

         m_waiting_order_ticket     = 0;        // ticket of the expected order

         m_transaction_confirmed    = false;    // "true" -> transaction confirmed

        }

     }

   if(m_need_open_buy)

     {

      int count_buys=0;    double volume_buys=0.0;    double volume_biggest_buys=0.0;

      int count_sells=0;   double volume_sells=0.0;   double volume_biggest_sells=0.0;

      CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                            count_sells,volume_sells,volume_biggest_sells);



      if(count_sells>0)

        {

         ClosePositions(POSITION_TYPE_SELL);

         return;

        }



      if(InpLimitations==lots_min && volume_buys+InpLots>m_symbol.LotsMin()*InpVolumeLimitations)

        {

         m_need_open_buy=false;

         return;

        }

      if(InpLimitations==positions && count_buys+1>InpVolumeLimitations)

        {

         m_need_open_buy=false;

         return;

        }



      OpenBuy(0.0,0.0);

      //---

      return;

     }

   if(m_need_open_sell)

     {

      int count_buys=0;    double volume_buys=0.0;    double volume_biggest_buys=0.0;

      int count_sells=0;   double volume_sells=0.0;   double volume_biggest_sells=0.0;

      CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                            count_sells,volume_sells,volume_biggest_sells);



      if(count_buys>0)

        {

         ClosePositions(POSITION_TYPE_BUY);

         return;

        }



      if(InpLimitations==lots_min && volume_sells+InpLots>m_symbol.LotsMin()*InpVolumeLimitations)

        {

         m_need_open_sell=false;

         return;

        }

      if(InpLimitations==positions && count_sells+1>InpVolumeLimitations)

        {

         m_need_open_sell=false;

         return;

        }



      OpenSell(0.0,0.0);

      //---

      return;

     }

//--- 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;

   PrevBars=time_0;

   if(!RefreshRates())

     {

      PrevBars=0;

      return;

     }

//--- 

   MqlRates rates_curr[],rates_timeframe[];

   ArraySetAsSeries(rates_curr,true);

   ArraySetAsSeries(rates_timeframe,true);

   int start_pos=0,count=3;

   if(CopyRates(m_symbol.Name(),Period(),start_pos,count,rates_curr)!=count || 

      CopyRates(m_symbol.Name(),Inp_TimeFrame,start_pos,count,rates_timeframe)!=count)

     {

      PrevBars=0;

      return;

     }

   double price_curr=-1;

   switch(Inp_Buy_OHCL_curr)

     {

      case  open: price_curr=rates_curr[1].open;   break;

      case  high: price_curr=rates_curr[1].high;   break;

      case  low:  price_curr=rates_curr[1].low;    break;

      default:    price_curr=rates_curr[1].close;  break;

     }

   double price_timeframe=-1;

   switch(Inp_Buy_OHCL_TimeFrame)

     {

      case  open: price_timeframe=rates_timeframe[1].open;  break;

      case  high: price_timeframe=rates_timeframe[1].high;  break;

      case  low:  price_timeframe=rates_timeframe[1].low;   break;

      default:    price_timeframe=rates_timeframe[1].close; break;

     }

   if((Inp_Buy_Sign==more && price_curr-price_timeframe>0.0) || (Inp_Buy_Sign==less && price_curr-price_timeframe<0.0))

     {

      m_need_open_buy=true;

      return;

     }

//---

   price_curr=-1;

   switch(Inp_Sell_OHCL_curr)

     {

      case  open: price_curr=rates_curr[1].open;   break;

      case  high: price_curr=rates_curr[1].high;   break;

      case  low:  price_curr=rates_curr[1].low;    break;

      default:    price_curr=rates_curr[1].close;  break;

     }

   price_timeframe=-1;

   switch(Inp_Sell_OHCL_TimeFrame)

     {

      case  open: price_timeframe=rates_timeframe[1].open;  break;

      case  high: price_timeframe=rates_timeframe[1].high;  break;

      case  low:  price_timeframe=rates_timeframe[1].low;   break;

      default:    price_timeframe=rates_timeframe[1].close; break;

     }

   if((Inp_Sell_Sign==more && price_curr-price_timeframe>0.0) || (Inp_Sell_Sign==less && price_curr-price_timeframe<0.0))

     {

      m_need_open_sell=true;

      return;

     }

//---

   return;

  }

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

//| 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_ticket       =0;

      long     deal_order        =0;

      long     deal_time         =0;

      long     deal_time_msc     =0;

      long     deal_type         =-1;

      long     deal_entry        =-1;

      long     deal_magic        =0;

      long     deal_reason       =-1;

      long     deal_position_id  =0;

      double   deal_volume       =0.0;

      double   deal_price        =0.0;

      double   deal_commission   =0.0;

      double   deal_swap         =0.0;

      double   deal_profit       =0.0;

      string   deal_symbol       ="";

      string   deal_comment      ="";

      string   deal_external_id  ="";

      if(HistoryDealSelect(trans.deal))

        {

         deal_ticket       =HistoryDealGetInteger(trans.deal,DEAL_TICKET);

         deal_order        =HistoryDealGetInteger(trans.deal,DEAL_ORDER);

         deal_time         =HistoryDealGetInteger(trans.deal,DEAL_TIME);

         deal_time_msc     =HistoryDealGetInteger(trans.deal,DEAL_TIME_MSC);

         deal_type         =HistoryDealGetInteger(trans.deal,DEAL_TYPE);

         deal_entry        =HistoryDealGetInteger(trans.deal,DEAL_ENTRY);

         deal_magic        =HistoryDealGetInteger(trans.deal,DEAL_MAGIC);

         deal_reason       =HistoryDealGetInteger(trans.deal,DEAL_REASON);

         deal_position_id  =HistoryDealGetInteger(trans.deal,DEAL_POSITION_ID);



         deal_volume       =HistoryDealGetDouble(trans.deal,DEAL_VOLUME);

         deal_price        =HistoryDealGetDouble(trans.deal,DEAL_PRICE);

         deal_commission   =HistoryDealGetDouble(trans.deal,DEAL_COMMISSION);

         deal_swap         =HistoryDealGetDouble(trans.deal,DEAL_SWAP);

         deal_profit       =HistoryDealGetDouble(trans.deal,DEAL_PROFIT);



         deal_symbol       =HistoryDealGetString(trans.deal,DEAL_SYMBOL);

         deal_comment      =HistoryDealGetString(trans.deal,DEAL_COMMENT);

         deal_external_id  =HistoryDealGetString(trans.deal,DEAL_EXTERNAL_ID);

        }

      else

         return;

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

         if(deal_entry==DEAL_ENTRY_IN)

            if(deal_type==DEAL_TYPE_BUY || deal_type==DEAL_TYPE_SELL)

              {

               if(m_waiting_transaction)

                  if(m_waiting_order_ticket==deal_order)

                    {

                     Print(__FUNCTION__," Transaction confirmed");

                     m_transaction_confirmed=true;

                    }

              }

     }

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates(void)

  {

//--- 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);

  }

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

//| Check the correctness of the position volume                     |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   double min_volume=m_symbol.LotsMin();

   if(volume<min_volume)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< <5=LH5 <8=8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MIN=%.2f",min_volume);

      else

         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();

   if(volume>max_volume)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< 1>;LH5 <0:A8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MAX=%.2f",max_volume);

      else

         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();

   int ratio=(int)MathRound(volume/volume_step);

   if(MathAbs(ratio*volume_step-volume)>0.0000001)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< =5 :@0B5= <8=8<0;L=><C H03C SYMBOL_VOLUME_STEP=%.2f, 1;8609H89 ?@028;L=K9 >1J5< %.2f",

                                        volume_step,ratio*volume_step);

      else

         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);

  }

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

//| Open Buy position                                                |

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

void OpenBuy(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double long_lot=InpLots;



   if(m_symbol.LotsLimit()>0.0)

     {

      int count_buys=0;    double volume_buys=0.0;    double volume_biggest_buys=0.0;

      int count_sells=0;   double volume_sells=0.0;   double volume_biggest_sells=0.0;

      CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                            count_sells,volume_sells,volume_biggest_sells);

      if(volume_buys+volume_sells+long_lot>m_symbol.LotsLimit())

        {

         Print("#0 Buy, Volume Buy (",DoubleToString(volume_buys,2),

               ") + Volume Sell (",DoubleToString(volume_sells,2),

               ") + Volume long (",DoubleToString(long_lot,2),

               ") > Lots Limit (",DoubleToString(m_symbol.LotsLimit(),2),")");

         return;

        }

     }

//--- 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)) // CTrade::Buy -> "true"

        {

         if(m_trade.ResultDeal()==0)

           {

            if(m_trade.ResultRetcode()==10009) // trade order went to the exchange

              {

               m_waiting_transaction=true;  // "true" -> it's forbidden to trade, we expect a transaction

               m_waiting_order_ticket=m_trade.ResultOrder();

              }

            else

               m_waiting_transaction=false;

            if(InpPrintLog)

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

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

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

            if(m_trade.ResultRetcode()==10009)

              {

               m_waiting_transaction=true;  // "true" -> it's forbidden to trade, we expect a transaction

               m_waiting_order_ticket=m_trade.ResultOrder();

              }

            else

               m_waiting_transaction=false;

            if(InpPrintLog)

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

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

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         m_waiting_transaction=false;

         if(InpPrintLog)

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

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

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      m_waiting_transaction=false;

      if(InpPrintLog)

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

      return;

     }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double short_lot=InpLots;



   if(m_symbol.LotsLimit()>0.0)

     {

      int count_buys=0;    double volume_buys=0.0;    double volume_biggest_buys=0.0;

      int count_sells=0;   double volume_sells=0.0;   double volume_biggest_sells=0.0;

      CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                            count_sells,volume_sells,volume_biggest_sells);

      if(volume_buys+volume_sells+short_lot>m_symbol.LotsLimit())

         Print("#0 Buy, Volume Buy (",DoubleToString(volume_buys,2),

               ") + Volume Sell (",DoubleToString(volume_sells,2),

               ") + Volume short (",DoubleToString(short_lot,2),

               ") > Lots Limit (",DoubleToString(m_symbol.LotsLimit(),2),")");

      return;

     }

//--- 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)) // CTrade::Sell -> "true"

        {

         if(m_trade.ResultDeal()==0)

           {

            if(m_trade.ResultRetcode()==10009) // trade order went to the exchange

              {

               m_waiting_transaction=true;  // "true" -> it's forbidden to trade, we expect a transaction

               m_waiting_order_ticket=m_trade.ResultOrder();

              }

            else

               m_waiting_transaction=false;

            if(InpPrintLog)

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

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

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

            if(m_trade.ResultRetcode()==10009)

              {

               m_waiting_transaction=true;  // "true" -> it's forbidden to trade, we expect a transaction

               m_waiting_order_ticket=m_trade.ResultOrder();

              }

            else

               m_waiting_transaction=false;

            if(InpPrintLog)

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

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

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         m_waiting_transaction=false;

         if(InpPrintLog)

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

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

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      m_waiting_transaction=false;

      if(InpPrintLog)

         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());

   int d=0;

  }

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

//| 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()==m_symbol.Name() && 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

  }

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

//| Calculate all positions                                          |

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

void CalculateAllPositions(int &count_buys,double &volume_buys,double &volume_biggest_buys,

                           int &count_sells,double &volume_sells,double &volume_biggest_sells)

  {

   count_buys  =0;   volume_buys   = 0.0; volume_biggest_buys  = 0.0;

   count_sells =0;   volume_sells  = 0.0; volume_biggest_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++;

               volume_buys+=m_position.Volume();

               if(m_position.Volume()>volume_biggest_buys)

                  volume_biggest_buys=m_position.Volume();

               continue;

              }

            else if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

               count_sells++;

               volume_sells+=m_position.Volume();

               if(m_position.Volume()>volume_biggest_sells)

                  volume_biggest_sells=m_position.Volume();

              }

           }

  }

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