RSI EA

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

//|                              RSI EA(barabashkakvn's edition).mq5 |

//|                        Copyright 2015, MetaQuotes Software Corp. |

//|                           http://free-bonus-deposit.blogspot.com |

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

#property copyright "Copyright 2015, dXerof"

#property link      "http://free-bonus-deposit.blogspot.com"

#property version   "1.001"

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Expert\Money\MoneyFixedMargin.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CMoneyFixedMargin m_money;

//---

input bool     OpenBUY           = true;     // Buy positions

input bool     OpenSELL          = true;     // Sell positions

input bool     CloseBySignal     = true;     // CloseBySignal

input ushort   InpStopLoss       = 0.0;      // StopLoss

input ushort   InpTakeProfit     = 0.0;      // TakeProfit

input ushort   InpTrailingStop   = 0;        // TrailingStop

input int      RSIperiod         = 14;       // RSIperiod

input double   RsiBuyLevel       = 30.0;     // RsiBuyLevel

input double   RsiSellLevel      = 70.0;     // RsiSellLevel

input bool     AutoLot           = true;     // AutoLot (percent from a free margin)

input double   Risk              = 10;       // Risk percent from a free margin

input double   ManualLots        = 0.1;      // ManualLots

input ulong    m_magic           = 123;      // Magic number

input string   TradeComment      = "RSI EA"; // TradeComment

input ulong    InpSlippage       = 1;        // Slippage

//---

int LotDigits;

//---

double         ExtStopLoss=0.0;

double         ExtTakeProfit=0.0;

double         ExtTrailingStop=0.0;

ulong          ExtSlippage=0;

ENUM_ACCOUNT_MARGIN_MODE m_margin_mode;

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

int            handle_iRSI;                  // variable for storing the handle of the iRSI indicator

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

//| Expert initialization function                                   |

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

int OnInit()

  {

   SetMarginMode();

   if(!IsHedging())

     {

      Print("Hedging only!");

      return(INIT_FAILED);

     }

//---

   m_symbol.Name(Symbol());                  // sets symbol name

   if(!RefreshRates())

     {

      Print("Error RefreshRates. Bid=",DoubleToString(m_symbol.Bid(),Digits()),

            ", Ask=",DoubleToString(m_symbol.Ask(),Digits()));

      return(INIT_FAILED);

     }

   m_symbol.Refresh();

//---

   m_trade.SetExpertMagicNumber(m_magic);    // sets magic number



//--- 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;

   ExtSlippage       = InpSlippage     * digits_adjust;



   m_trade.SetDeviationInPoints(ExtSlippage);

//---

   if(!m_money.Init(GetPointer(m_symbol),Period(),m_adjusted_point))

      return(INIT_FAILED);

   m_money.Percent(10); // 10% risk

//--- create handle of the indicator iRSI

   handle_iRSI=iRSI(Symbol(),Period(),RSIperiod,PRICE_CLOSE);

//--- if the handle is not created 

   if(handle_iRSI==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iRSI indicator for the symbol %s/%s, error code %d",

                  Symbol(),

                  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()

  {

//---

   int total_buy=0;

   int total_sell=0;

//--- AG8B05< ?>78F88 Buy 8 Sell, 0 B0:65 <>48D8F8@C5< (5A;8 7040=> 2> 2E>4=KE ?0@0<5B@0E)

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

      if(m_position.SelectByIndex(i))

         if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               total_buy++;

               if(ExtTrailingStop>0)

                 {

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

                     if(m_position.PriceCurrent()-2*ExtTrailingStop>m_position.StopLoss())

                       {

                        double sl=NormalizeDouble(m_position.PriceCurrent()-ExtTrailingStop,m_symbol.Digits());

                        m_trade.PositionModify(m_position.Ticket(),sl,m_position.TakeProfit());

                       }

                 }

              }



            if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

               total_sell++;

               if(ExtTrailingStop>0)

                 {

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

                     if(m_position.PriceCurrent()+2*ExtTrailingStop<m_position.StopLoss())

                       {

                        double sl=NormalizeDouble(m_position.PriceCurrent()+ExtTrailingStop,m_symbol.Digits());

                        m_trade.PositionModify(m_position.Ticket(),sl,m_position.TakeProfit());

                       }

                 }

              }

           }

//---

   double rsi_0=iRSIGet(0);

   double rsi_1=iRSIGet(1);

//--- close position by signal

   if(CloseBySignal)

     {

      if(total_buy>0 && rsi_0<RsiSellLevel && rsi_1>RsiSellLevel)

         ClosePositions(POSITION_TYPE_BUY);

      if(total_sell>0 && rsi_0>RsiBuyLevel && rsi_1<RsiBuyLevel)

         ClosePositions(POSITION_TYPE_SELL);

     }

//--- open position

   if(OpenSELL && total_sell<1 && rsi_0<RsiSellLevel && rsi_1>RsiSellLevel)

      OPSELL();

   if(OpenBUY && total_buy<1 && rsi_0>RsiBuyLevel && rsi_1<RsiBuyLevel)

      OPBUY();

//---

   return;

  }

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

//|                                                                  |

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

void OPBUY()

  {

   if(!RefreshRates())

      return;



   double StopLossLevel=0.0;

   double TakeProfitLevel=0.0;



   if(ExtStopLoss>0)

      StopLossLevel=m_symbol.NormalizePrice(m_symbol.Ask()-ExtStopLoss);

   if(ExtTakeProfit>0)

      TakeProfitLevel=m_symbol.NormalizePrice(m_symbol.Ask()+ExtTakeProfit);



   double volume=LOT();

   if(volume!=0.0)

      m_trade.Buy(volume,NULL,m_symbol.Ask(),StopLossLevel,TakeProfitLevel,TradeComment);

  }

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

//|                                                                  |

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

void OPSELL()

  {

   if(!RefreshRates())

      return;



   double StopLossLevel=0.0;

   double TakeProfitLevel=0.0;



   if(ExtStopLoss>0)

      StopLossLevel=m_symbol.NormalizePrice(m_symbol.Bid()+ExtStopLoss);

   if(ExtTakeProfit>0)

      TakeProfitLevel=m_symbol.NormalizePrice(m_symbol.Bid()-ExtTakeProfit);

//---

   double volume=LOT();

   if(volume!=0.0)

      m_trade.Sell(volume,NULL,m_symbol.Bid(),StopLossLevel,TakeProfitLevel,TradeComment);

  }

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

//| Close Positions                                                  |

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

void ClosePositions(ENUM_POSITION_TYPE pos_type)

  {

   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of current orders

      if(m_position.SelectByIndex(i))

         if(m_position.Symbol()==Symbol() && m_position.Magic()==m_magic)

            if(m_position.PositionType()==pos_type)

               m_trade.PositionClose(m_position.Ticket());

  }

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

//|                                                                  |

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

double LOT()

  {

   double lots=0.0;

//---

   if(AutoLot)

     {

      lots=0.0;

      //--- getting lot size for open long position (CMoneyFixedMargin)

      double sl=0.0;

      double check_open_long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl);



      if(check_open_long_lot==0.0)

         return(0.0);



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

      double chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_long_lot,m_symbol.Ask(),ORDER_TYPE_BUY);



      if(chek_volime_lot!=0.0)

         if(chek_volime_lot>=check_open_long_lot)

            lots=check_open_long_lot;

     }

   else

      lots=ManualLots;

//---

   return(LotCheck(lots));

  }

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

//| Lot Check                                                        |

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

double LotCheck(double lots)

  {

//--- calculate maximum volume

   double volume=NormalizeDouble(lots,2);

   double stepvol=m_symbol.LotsStep();

   if(stepvol>0.0)

      volume=stepvol*MathFloor(volume/stepvol);

//---

   double minvol=m_symbol.LotsMin();

   if(volume<minvol)

      volume=0.0;

//---

   double maxvol=m_symbol.LotsMax();

   if(volume>maxvol)

      volume=maxvol;

   return(volume);

  }

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

//|                                                                  |

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

void SetMarginMode(void)

  {

   m_margin_mode=(ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE);

  }

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

//|                                                                  |

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

bool IsHedging(void)

  {

   return(m_margin_mode==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING);

  }

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

//| 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);

  }

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

//| Get value of buffers for the iRSI                                |

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

double iRSIGet(const int index)

  {

   double RSI[1];

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iRSI,0,index,1,RSI)<0)

     {

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

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

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

      return(0.0);

     }

   return(RSI[0]);

  }

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