Rollback system

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

//|                                              Rollback 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>  

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

//--- input parameters

input double   InpLots              = 0.1;      // Lots

input ushort   InpStopLoss          = 50;       // Stop Loss (in pips)

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

input double   InpRollback          = 20;       // Rollback 

input double   InpChannelOpenClose  = 18;       // Channel Open Close

input double   InpChannelRollback   = 3;        // Channel Rollback

//---

input color                Inp_Rectangle_Open_Close   = clrMediumPurple;   // Rectangle Open: Color 

input color                Inp_Rectangle_Close_Open   = clrLawnGreen;      // Rectangle Close: Color 

input ENUM_LINE_STYLE      Inp_Rectangle_Style        = STYLE_DASH;        // Rectangle: Style

input int                  Inp_Rectangle_Width        = 2;                 // Rectangle: Width 

input bool                 Inp_Rectangle_Fill         = false;             // Rectangle: Filling  color 

input bool                 Inp_Rectangle_Back         = false;             // Rectangle: Background  

input bool                 Inp_Rectangle_Selection    = false;             // Rectangle: Highlight to move 

input bool                 Inp_Rectangle_Hidden       = true;              // Rectangle: Hidden in the object list 

input long                 Inp_Rectangle_ZOrder       = 0;                 // Rectangle: Priority for mouse click 

//---

input ulong    m_magic=55998580;// magic number

//---

ulong  m_slippage=10;                // slippage



double ExtStopLoss=0.0;

double ExtTakeProfit=0.0;

double ExtRollback=0.0;

double ExtChannelOpenClose=0.0;

double ExtChannelRollback=0.0;



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

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

//| 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(__FUNCTION__,", ERROR: ",err_text);

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   m_trade.SetExpertMagicNumber(m_magic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   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;

   ExtRollback          = InpRollback           * m_adjusted_point;

   ExtChannelOpenClose  = InpChannelOpenClose   * m_adjusted_point;

   ExtChannelRollback   = InpChannelRollback    * m_adjusted_point;

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   ObjectsDeleteAll(0,"Rectangle_",0,OBJ_RECTANGLE);

  }

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

//| 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_H1,0);

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;



   if(IsPositionExists())

      return;



   MqlDateTime STimeCurrent;

   TimeToStruct(TimeCurrent(),STimeCurrent);

   if(STimeCurrent.hour==0 && STimeCurrent.min<=3 && STimeCurrent.day_of_week!=1 && STimeCurrent.day_of_week!=5)

     {

      if(!RefreshRates())

        {

         PrevBars=0;

         return;

        }



      string            symbol_name    = m_symbol.Name();   // symbol name 

      ENUM_TIMEFRAMES   timeframe      = PERIOD_H1;         // period 

      int               start_pos      = 0;                 // start position 

      int               count          = 25;                // data count to copy 

      MqlRates          rates[];                            // target array to copy 

      ArraySetAsSeries(rates,true);

      if(CopyRates(symbol_name,timeframe,start_pos,count,rates)!=count)

        {

         PrevBars=0;

         return;

        }

      double Open_24_minus_Close_1     = rates[24].open-rates[1].close; //Open[24]-Close[1];

      double Close_1_minus_Open_24     = rates[1].close-rates[24].open; //Close[1]-Open[24];

      double Highest = DBL_MIN;

      double Lowest  = DBL_MAX;

      for(int i=1;i<25;i++)

        {

         if(rates[i].high>Highest)

            Highest=rates[i].high;

         if(rates[i].low<Lowest)

            Lowest=rates[i].low;

        }

      double Close_1_minus_Lowest      = rates[1].close-Lowest;         //Close[1]-Low[Lowest(NULL,60,MODE_LOW,24,0)];

      double Highest_minus_Close_1     = Highest-rates[1].close;        //High[Highest(NULL,60,MODE_HIGH,24,0)]-Close[1];

      //--- check for long position (BUY) possibility

      if(Open_24_minus_Close_1>ExtChannelOpenClose && Close_1_minus_Lowest<(ExtRollback-ExtChannelRollback))

        {

         int d=0;

         RectangleCreate(0,"Rectangle_"+TimeToString(PrevBars,TIME_DATE|TIME_MINUTES),0,

                         rates[24].time,rates[24].open,rates[1].time,rates[1].close,Inp_Rectangle_Open_Close,

                         Inp_Rectangle_Style,Inp_Rectangle_Width,Inp_Rectangle_Fill,Inp_Rectangle_Back,

                         Inp_Rectangle_Selection,Inp_Rectangle_Hidden,Inp_Rectangle_ZOrder);

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

         if(sl>=m_symbol.Bid()) // incident: the position isn't opened yet, and has to be already closed

           {

            PrevBars=0;

            return;

           }

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

         OpenBuy(sl,tp);

         return;

        }

      if(Close_1_minus_Open_24>ExtChannelOpenClose && Highest_minus_Close_1>ExtRollback+ExtChannelRollback)

        {

         int d=0;

         RectangleCreate(0,"Rectangle_"+TimeToString(PrevBars,TIME_DATE|TIME_MINUTES),0,

                         rates[24].time,rates[24].open,rates[1].time,rates[1].close,Inp_Rectangle_Close_Open,

                         Inp_Rectangle_Style,Inp_Rectangle_Width,Inp_Rectangle_Fill,Inp_Rectangle_Back,

                         Inp_Rectangle_Selection,Inp_Rectangle_Hidden,Inp_Rectangle_ZOrder);

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

         if(sl>=m_symbol.Bid()) // incident: the position isn't opened yet, and has to be already closed

           {

            PrevBars=0;

            return;

           }

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

         OpenBuy(sl,tp);

         return;

        }

      //--- check for short position (SELL) possibility

      if(Close_1_minus_Open_24>ExtChannelOpenClose && Highest_minus_Close_1<ExtRollback-ExtChannelRollback)

        {

         int d=0;

         RectangleCreate(0,"Rectangle_"+TimeToString(PrevBars,TIME_DATE|TIME_MINUTES),0,

                         rates[24].time,rates[24].open,rates[1].time,rates[1].close,Inp_Rectangle_Close_Open,

                         Inp_Rectangle_Style,Inp_Rectangle_Width,Inp_Rectangle_Fill,Inp_Rectangle_Back,

                         Inp_Rectangle_Selection,Inp_Rectangle_Hidden,Inp_Rectangle_ZOrder);

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

         if(sl<=m_symbol.Ask()) // incident: the position isn't opened yet, and has to be already closed

           {

            PrevBars=0;

            return;

           }

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

         OpenSell(sl,tp);

         return;

        }

      if(Open_24_minus_Close_1>ExtChannelOpenClose && Close_1_minus_Lowest>ExtRollback+ExtChannelRollback)

        {

         int d=0;

         RectangleCreate(0,"Rectangle_"+TimeToString(PrevBars,TIME_DATE|TIME_MINUTES),0,

                         rates[24].time,rates[24].open,rates[1].time,rates[1].close,Inp_Rectangle_Open_Close,

                         Inp_Rectangle_Style,Inp_Rectangle_Width,Inp_Rectangle_Fill,Inp_Rectangle_Back,

                         Inp_Rectangle_Selection,Inp_Rectangle_Hidden,Inp_Rectangle_ZOrder);

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

         if(sl<=m_symbol.Ask()) // incident: the position isn't opened yet, and has to be already closed

           {

            PrevBars=0;

            return;

           }

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

         OpenSell(sl,tp);

         return;

        }

     }

//---



  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---



  }

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

//| 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);

  }

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

//| Is position exists                                               |

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

bool IsPositionExists(void)

  {

   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)

            return(true);

//---

   return(false);

  }

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

//| Open Buy position                                                |

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

bool 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,m_symbol.Name(),m_symbol.Ask(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

               return(false);

              }

            else

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

               return(true);

              }

           }

         else

           {

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

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

            PrintResultTrade(m_trade,m_symbol);

            return(false);

           }

        }

      else

        {

         Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",

               "< Lots (",DoubleToString(InpLots,2),")");

         return(false);

        }

     }

   else

     {

      Print(__FUNCTION__,", ERROR: method CheckVolume returned the value of \"0.0\"");

      return(false);

     }

//---

   return(false);

  }

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

//| Open Sell position                                               |

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

bool 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,m_symbol.Name(),m_symbol.Bid(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

               return(false);

              }

            else

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

               return(true);

              }

           }

         else

           {

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

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

            PrintResultTrade(m_trade,m_symbol);

            return(false);

           }

        }

      else

        {

         Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",

               "< Lots (",DoubleToString(InpLots,2),")");

         return(false);

        }

     }

   else

     {

      Print(__FUNCTION__,", ERROR: method CheckVolume returned the value of \"0.0\"");

      return(false);

     }

//---

   return(false);

  }

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

//| Print CTrade result                                              |

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

void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)

  {

   Print("File: ",__FILE__,", symbol: ",m_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());

  }

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

//| Create rectangle by the given coordinates                        | 

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

bool RectangleCreate(const long            chart_ID=0,        // chart's ID 

                     const string          name="Rectangle",  // rectangle name 

                     const int             sub_window=0,      // subwindow index  

                     datetime              time1=0,           // first point time 

                     double                price1=0,          // first point price 

                     datetime              time2=0,           // second point time 

                     double                price2=0,          // second point price 

                     const color           clr=clrRed,        // rectangle color 

                     const ENUM_LINE_STYLE style=STYLE_SOLID, // style of rectangle lines 

                     const int             width=1,           // width of rectangle lines 

                     const bool            fill=false,        // filling rectangle with color 

                     const bool            back=false,        // in the background 

                     const bool            selection=true,    // highlight to move 

                     const bool            hidden=true,       // hidden in the object list 

                     const long            z_order=0)         // priority for mouse click 

  {

////--- set anchor points' coordinates if they are not set 

//ChangeRectangleEmptyPoints(time1,price1,time2,price2);

//--- reset the error value 

   ResetLastError();

//--- create a rectangle by the given coordinates 

   if(!ObjectCreate(chart_ID,name,OBJ_RECTANGLE,sub_window,time1,price1,time2,price2))

     {

      Print(__FUNCTION__,

            ": failed to create a rectangle! Error code = ",GetLastError());

      return(false);

     }

//--- set rectangle color 

   ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr);

//--- set the style of rectangle lines 

   ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style);

//--- set width of the rectangle lines 

   ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,width);

//--- enable (true) or disable (false) the mode of filling the rectangle 

   ObjectSetInteger(chart_ID,name,OBJPROP_FILL,fill);

//--- display in the foreground (false) or background (true) 

   ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back);

//--- enable (true) or disable (false) the mode of highlighting the rectangle for moving 

//--- when creating a graphical object using ObjectCreate function, the object cannot be 

//--- highlighted and moved by default. Inside this method, selection parameter 

//--- is true by default making it possible to highlight and move the object 

   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection);

   ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection);

//--- hide (true) or display (false) graphical object name in the object list 

   ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden);

//--- set the priority for receiving the event of a mouse click in the chart 

   ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order);

//--- successful execution 

   return(true);

  }

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