RSI_Expert

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

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

//|                                                             Joni |

//|                                                  JoniH88@mail.ru |

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

#property copyright     "Joni"

#property link          "JoniH88@mail.ru"

#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       = 0;        // Stop Loss (in pips)

input ushort   InpTakeProfit     = 60;       // Take Profit (in pips)

input ushort   InpTrailingStop   = 15;       // Trailing Stop (in pips)

input ushort   InpTrailingStep   = 5;        // Trailing Step (in pips)

//---

input int      periodRSI         = 14;       // RSI:averaging period 

input double   levelUpRSI        = 60.0;     // RSI UP level

input double   levelDownRSI      = 20.0;     // RSI DOWN level

//---

input ulong    m_magic=634914175;// magic number

//---

ulong          m_slippage=10;                // slippage



double         ExtStopLoss=0.0;

double         ExtTakeProfit=0.0;

double         ExtTrailingStop=0.0;

double         ExtTrailingStep=0.0;



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



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

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   if(InpTrailingStop!=0 && InpTrailingStep==0)

     {

      string text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?

                  ""@59;8=3 =52>7<>65=: ?0@0<5B@ \"Trailing Step\" @025= =C;N!":

                  "Trailing is not possible: parameter \"Trailing Step\" is zero!";

      Alert(__FUNCTION__," ERROR! ",text);

      return(INIT_PARAMETERS_INCORRECT);

     }

   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;

   ExtTrailingStop=InpTrailingStop*m_adjusted_point;

   ExtTrailingStep=InpTrailingStep*m_adjusted_point;

//--- create handle of the indicator iRSI

   handle_iRSI=iRSI(m_symbol.Name(),Period(),periodRSI,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",

                  m_symbol.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()

  {

   Trailing();

//--- 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;

//---

   double rsi[];

   ArraySetAsSeries(rsi,true);

   if(!iRSIGetArray(0,3,rsi))

      return;

   if(!RefreshRates())

     {

      PrevBars=0;

      return;

     }

//---

   if(rsi[1]>levelDownRSI && rsi[2]<levelDownRSI)

     {

      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);

      ClosePositions(POSITION_TYPE_SELL);

     }

   else if(rsi[1]<levelUpRSI && rsi[2]>levelUpRSI)

     {

      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);

      ClosePositions(POSITION_TYPE_BUY);

     }

  }

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

//| 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);

  }

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

//| Get value of buffers for the iRSI in the array                   |

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

bool iRSIGetArray(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);

   int       buffer_num=0;          // indicator buffer number 

//--- reset error code 

   ResetLastError();

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

   int copied=CopyBuffer(handle_iRSI,buffer_num,start_pos,count,arr_buffer);

   if(copied!=count)

     {

      //--- 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(false);

     }

//---

   return(result);

  }

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

//| Open Buy position                                                |

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

void 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);

              }

            else

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

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

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

         return;

        }

     }

   else

     {

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

      return;

     }

//---

  }

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

//| Open Sell position                                               |

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

void 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);

              }

            else

              {

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

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

               PrintResultTrade(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

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

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

         return;

        }

     }

   else

     {

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

      return;

     }

//---

  }

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

//| Trailing                                                         |

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

void Trailing()

  {

   if(InpTrailingStop==0)

      return;

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

      if(m_position.SelectByIndex(i))

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

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(m_position.PriceCurrent()-m_position.PriceOpen()>ExtTrailingStop+ExtTrailingStep)

                  if(m_position.StopLoss()<m_position.PriceCurrent()-(ExtTrailingStop+ExtTrailingStep))

                    {

                     if(!m_trade.PositionModify(m_position.Ticket(),

                        m_symbol.NormalizePrice(m_position.PriceCurrent()-ExtTrailingStop),

                        m_position.TakeProfit()))

                        Print("Modify ",m_position.Ticket(),

                              " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

                     RefreshRates();

                     m_position.SelectByIndex(i);

                     PrintResultModify(m_trade,m_symbol,m_position);

                     continue;

                    }

              }

            else

              {

               if(m_position.PriceOpen()-m_position.PriceCurrent()>ExtTrailingStop+ExtTrailingStep)

                  if((m_position.StopLoss()>(m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep))) || 

                     (m_position.StopLoss()==0))

                    {

                     if(!m_trade.PositionModify(m_position.Ticket(),

                        m_symbol.NormalizePrice(m_position.PriceCurrent()+ExtTrailingStop),

                        m_position.TakeProfit()))

                        Print("Modify ",m_position.Ticket(),

                              " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

                     RefreshRates();

                     m_position.SelectByIndex(i);

                     PrintResultModify(m_trade,m_symbol,m_position);

                    }

              }



           }

  }

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

//| 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());

  }

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

//| Print CTrade result                                              |

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

void PrintResultModify(CTrade &trade,CSymbolInfo &symbol,CPositionInfo &position)

  {

   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());

   Print("Price of position opening: "+DoubleToString(position.PriceOpen(),symbol.Digits()));

   Print("Price of position's Stop Loss: "+DoubleToString(position.StopLoss(),symbol.Digits()));

   Print("Price of position's Take Profit: "+DoubleToString(position.TakeProfit(),symbol.Digits()));

   Print("Current price by position: "+DoubleToString(position.PriceCurrent(),symbol.Digits()));

  }

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

//| 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

  }

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