RSI_Test

//+------------------------------------------------------------------+
//|                                                     RSI_Test.mq4 |
//|                      Copyright © 2008, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"


extern double RiskPercentage = 10;     // ðèñê
extern int    TrailingStop   = 50;     // òðåéëèíã ñòîï
extern int    MaxOrders      =  1;     // ìàêñèìàëüíîå êîëè÷åñòâî îðäåðîâ, åñëè 0 - íå êîíòðîëèðóåòñÿ
extern int    BuyOp          = 12;     // ñèãíàë íà ïîêóïêó
extern int    SellOp         = 88;     // ñèãíàë íà ïðîäàæó
extern int    magicnumber    = 777;
extern int    Test           = 14;     // ïåðèîä RSI
int expertBars;
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
extern int SetHour   = 00;             //×àñ ñòàðòà îïòèìèçàöèè 
extern int SetMinute = 05;             //Ìèíóòà ñòàðòà îïòèìèçàöèè 
int    TestDay     = 3;                      //Êîëè÷åñòâî äíåé äëÿ îïòèìèçàöèè 
int    TimeOut     = 12;                     //Âðåìÿ îæèäàíèÿ îêîí÷àíèÿ îïòèìèçàöèè â ìèíóòàõ
string NameMTS     = "rsi_test";        //Èìÿ ñîâåòíèêà
string NameFileSet = "rsi_test.set";             //Èìÿ Set ôàéëà ñ óñòàíîâêàìè
string PuthTester  = "D:\Forex\Metatrader1";//Ïóòü ê òåñòåðó
//--- Ïîñëåäîâàòåëüíîñòü ôèëüòðàöèè
int    Gross_Profit   = 1;                   //Ñîðòèðîâêà ïî Ìàêñèìàëüíîé ïðèáûëè
int    Profit_Factor  = 2;                   //Ñîðòèðîâêà ïî Ìàêñèìàëüíîé ïðèáûëüíîñòè
int    Expected_Payoff= 3;                   //Ñîðòèðîâêà ïî Ìàêñèìàëüíîìó ìàòîæèäàíèþ
//--èìåíà ïåðåìåííûõ äëÿ îïòèìèçàöèè
string Per1 = "BuyOp";
string Per2 = "SellOp";
string Per3 = "Test";
string Per4 = "";
bool StartTest=false;
datetime TimeStart;
//--- Ïîäêëþ÷åíèå áèáëèîòåêè àâòîîïòèìèçàòîðà
#include <auto_optimization.mqh>

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//----


   double margin = MarketInfo(Symbol(), MODE_MARGINREQUIRED);
   double minLot = MarketInfo(Symbol(), MODE_MINLOT);
   double maxLot = MarketInfo(Symbol(), MODE_MAXLOT);
   double step =   MarketInfo(Symbol(), MODE_LOTSTEP);
   double account = AccountFreeMargin();
   
   double percentage = account*RiskPercentage/100;
   
   double Lots = MathRound(percentage/margin/step)*step;
   
   if(Lots < minLot)
   {
      Lots = minLot;
   }
   
   if(Lots > maxLot)
   {
      Lots = maxLot;
   }
   
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
   if(!IsTesting() && !IsOptimization()){                //Ïðè òåñòèðîâàíèè è îïòèìèçàöèè íå çàïóñêàòü
      if(TimeHour(TimeCurrent())==SetHour){                //Ñðàâíåíèå òåêóùåãî ÷àñà ñ óñòàíîâëåííûì äëÿ çàïóñêà
        if(!StartTest){                                 //Çàùèòà îò ïîâòîðíîãî çàïóñêà
            if(TimeMinute(TimeCurrent())>SetMinute-1){     //Ñðàâíåíèå äèàïàçîíà ìèíóò ñ óñòàíîâëåííîé äëÿ çàïóñêà ìèíóòîé
               if(TimeMinute(TimeCurrent())<SetMinute+1){  //äèàïàçîí íóæåí â ñëó÷àå åñëè ïî êàêèì-òî ïðè÷èíàì äîëãî íåò íîâîãî òèêà
                  TimeStart   =TimeLocal();
                  StartTest   =true;                     //Ôëàã çàïóñêà òåñòåðà
                  Tester(TestDay,NameMTS,NameFileSet,PuthTester,TimeOut,Gross_Profit,Profit_Factor,Expected_Payoff,Per1,Per2,Per3,Per4);
   }}}}
   BuyOp     =GlobalVariableGet(Per1);
   SellOp    =GlobalVariableGet(Per2);
   Test      =GlobalVariableGet(Per3);
//   TrailingStop=GlobalVariableGet(Per4);
   }
   if(StartTest){                                        //Åñëè ôëàã çàïóñêà òåñòåðà óñòàíîâëåí
       if(TimeLocal()-TimeStart > TimeOut*60){            //Åñëè ñ ìîìåíòà çàïóñêà ïðîøëî áîëüøå óñòàíîâëåííîãî âðåìåíè îæèäàíèÿ òåñòèðîâàíèÿ
       StartTest = false;                                //Îáíóëèì ôëàã
   }}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ 
    if(!StartTest){Comment("BuyOp ",BuyOp,"  | SellOp ",SellOp,"  | Test ",Test);}   
   
   
   int i=0;  
   int total = OrdersTotal();   
   for(i = 0; i <= total; i++) 
     {
      if(TrailingStop>0)  
       {                 
       OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
       if(OrderMagicNumber() == magicnumber) 
         {
         TrailingStairs(OrderTicket(),TrailingStop,TrailingStop);
         }
       }
      }

   if ((total < MaxOrders || MaxOrders == 0)) 
     {
      if ((iRSI(NULL,0,Test,PRICE_CLOSE,0) < BuyOp) && (iRSI(NULL,0,Test,PRICE_CLOSE,0) > iRSI(NULL,0,Test,PRICE_CLOSE,1)))
       {
        if (Open[0]>Open[1])
          {OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"RSI_Buy",magicnumber,0,Green);}
       }
      if ((iRSI(NULL,0,Test,PRICE_CLOSE,0) > SellOp) && (iRSI(NULL,0,Test,PRICE_CLOSE,0) < iRSI(NULL,0,Test,PRICE_CLOSE,1)))
       {
        if (Open[0]<Open[1])
          {OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"RSI_Sell",magicnumber,0,Red);}
       }
     } 
//----
   return(0);
  }
//+------------------------------------------------------------------+

void TrailingStairs(int ticket,int trldistance,int trlstep)
   { 
   
   double nextstair; // áëèæàéøåå çíà÷åíèå êóðñà, ïðè êîòîðîì áóäåì ìåíÿòü ñòîïëîññ
 
   // ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
   if ((trldistance<MarketInfo(Symbol(),MODE_STOPLEVEL)) || (trlstep<1) || (trldistance<trlstep) || (ticket==0) || (!OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)))
      {
      Print("Òðåéëèíã ôóíêöèåé TrailingStairs() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
      return(0);
      } 
   
   // åñëè äëèííàÿ ïîçèöèÿ (OP_BUY)
   if (OrderType()==OP_BUY)
      {
      // ðàñ÷èòûâàåì, ïðè êàêîì çíà÷åíèè êóðñà ñëåäóåò ñêîððåêòèðîâàòü ñòîïëîññ
      // åñëè ñòîïëîññ íèæå îòêðûòèÿ èëè ðàâåí 0 (íå âûñòàâëåí), òî áëèæàéøèé óðîâåíü = êóðñ îòêðûòèÿ + trldistance + ñïðýä
      if ((OrderStopLoss()==0) || (OrderStopLoss()<OrderOpenPrice()))
      nextstair = OrderOpenPrice() + trldistance*Point;
         
      // èíà÷å áëèæàéøèé óðîâåíü = òåêóùèé ñòîïëîññ + trldistance + trlstep + ñïðýä
      else
      nextstair = OrderStopLoss() + trldistance*Point;
 
      // åñëè òåêóùèé êóðñ (Bid) >= nextstair è íîâûé ñòîïëîññ òî÷íî ëó÷øå òåêóùåãî, êîððåêòèðóåì ïîñëåäíèé
      if (Bid>=nextstair)
         {
         if ((OrderStopLoss()==0) || (OrderStopLoss()<OrderOpenPrice()) && (OrderOpenPrice() + trlstep*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point)) 
            {
            if (!OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() + trlstep*Point,OrderTakeProfit(),OrderExpiration()))
            Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
            }
         }
 /*     else
         {
         if (!OrderModify(ticket,OrderOpenPrice(),OrderStopLoss() + trlstep*Point,OrderTakeProfit(),OrderExpiration()))
         Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
         }*/
      }
      
   // åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL)
   if (OrderType()==OP_SELL)
      { 
      // ðàñ÷èòûâàåì, ïðè êàêîì çíà÷åíèè êóðñà ñëåäóåò ñêîððåêòèðîâàòü ñòîïëîññ
      // åñëè ñòîïëîññ íèæå îòêðûòèÿ èëè ðàâåí 0 (íå âûñòàâëåí), òî áëèæàéøèé óðîâåíü = êóðñ îòêðûòèÿ + trldistance + ñïðýä
      if ((OrderStopLoss()==0) || (OrderStopLoss()>OrderOpenPrice()))
      nextstair = OrderOpenPrice() - (trldistance + MarketInfo(Symbol(),MODE_SPREAD))*Point;
      
      // èíà÷å áëèæàéøèé óðîâåíü = òåêóùèé ñòîïëîññ + trldistance + trlstep + ñïðýä
      else
      nextstair = OrderStopLoss() - (trldistance + MarketInfo(Symbol(),MODE_SPREAD))*Point;
       
      // åñëè òåêóùèé êóðñ (Àñê) >= nextstair è íîâûé ñòîïëîññ òî÷íî ëó÷øå òåêóùåãî, êîððåêòèðóåì ïîñëåäíèé
      if (Ask<=nextstair)
         {
         if ((OrderStopLoss()==0) || (OrderStopLoss()>OrderOpenPrice()) && (OrderOpenPrice() - (trlstep + MarketInfo(Symbol(),MODE_SPREAD))*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
            {
            if (!OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() - (trlstep + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
            Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
            }
         }
 /*     else
         {
         if (!OrderModify(ticket,OrderOpenPrice(),OrderStopLoss()- (trlstep + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
         Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
         }*/
      }      
   }