SAR trading v2.0

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

//|                    SAR trading v2.0(barabashkakvn's edition).mq5 |

//|                                        Copyright © 2005, Cronex. |

//|                                                                  |

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

#property copyright "Copyright © 2006, Cronex"

#property version   "1.001"

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

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

input ENUM_TIMEFRAMES      InpMA_period         = PERIOD_CURRENT; // MA: period 

input int                  InpMA_ma_period      = 18;             // MA: averaging period 

input int                  InpMA_ma_shift       = 2;              // MA: horizontal shift 

input ENUM_MA_METHOD       InpMA_ma_method      = MODE_SMA;       // MA: smoothing type 

input ENUM_APPLIED_PRICE   InpMA_applied_price  = PRICE_CLOSE;    // MA: type of price

input ENUM_TIMEFRAMES      InpSAR_period        = PERIOD_CURRENT; // SAR: period 

input double               InpSAR_step          = 0.02;           // SAR: price increment step - acceleration factor 

input double               InpSAR_maximum       = 0.2;            // SAR: maximum value of step 

//---

ulong          m_ticket;

ulong          m_magic=15489;                // magic number

ulong          m_slippage=10;                // slippage



double         ExtStopLoss=0;

double         ExtTakeProfit=0;

double         ExtTrailingStop=0;

double         ExtTrailingStep=0;



int    handle_iMA;                           // variable for storing the handle of the iMA indicator 

int    handle_iSAR;                          // variable for storing the handle of the iSAR indicator 



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(err_text);

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   m_trade.SetExpertMagicNumber(m_magic);

//---

   if(IsFillingTypeAllowed(SYMBOL_FILLING_FOK))

      m_trade.SetTypeFilling(ORDER_FILLING_FOK);

   else if(IsFillingTypeAllowed(SYMBOL_FILLING_IOC))

      m_trade.SetTypeFilling(ORDER_FILLING_IOC);

   else

      m_trade.SetTypeFilling(ORDER_FILLING_RETURN);

//---

   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 iMA

   handle_iMA=iMA(m_symbol.Name(),InpMA_period,InpMA_ma_period,InpMA_ma_shift,InpMA_ma_method,InpMA_applied_price);

//--- if the handle is not created 

   if(handle_iMA==INVALID_HANDLE)

     {

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

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

                  m_symbol.Name(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//--- create handle of the indicator iSAR

   handle_iSAR=iSAR(m_symbol.Name(),InpSAR_period,InpSAR_step,InpSAR_maximum);

//--- if the handle is not created 

   if(handle_iSAR==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iSAR 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()

  {

//---

   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)

           {

            Trailing();

            return;

           }

//---

   if(!RefreshRates())

      return;

   double SAR= iSARGet(0);

   double MA = iMAGet(0);

   if(SAR<MA || iClose(InpMA_ma_shift)<MA)

     {

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

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

      OpenBuy(sl,tp);

      return;

     }

   else if(SAR>MA || iClose(InpMA_ma_shift)>MA)

     {

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

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

      OpenSell(sl,tp);

     }

  }

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

//| 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 order volume                        |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   double min_volume=m_symbol.LotsMin();

   if(volume<min_volume)

     {

      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)

     {

      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)

     {

      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);

  }

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

//| Checks if the specified filling mode is allowed                  | 

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

bool IsFillingTypeAllowed(int fill_type)

  {

//--- Obtain the value of the property that describes allowed filling modes 

   int filling=m_symbol.TradeFillFlags();

//--- Return true, if mode fill_type is allowed 

   return((filling & fill_type)==fill_type);

  }

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

//| 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());

                     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());

                     continue;

                    }

              }



           }

  }

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

//| Get value of buffers for the iMA                                 |

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

double iMAGet(const int index)

  {

   double MA[1];

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iMA,0,index,1,MA)<0)

     {

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

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

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

      return(0.0);

     }

   return(MA[0]);

  }

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

//| Get value of buffers for the iSAR                                |

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

double iSARGet(const int index)

  {

   double SAR[1];

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iSAR,0,index,1,SAR)<0)

     {

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

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

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

      return(0.0);

     }

   return(SAR[0]);

  }

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

//| Get Close for specified bar index                                | 

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

double iClose(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   double Close[1];

   double close=0;

   int copied=CopyClose(symbol,timeframe,index,1,Close);

   if(copied>0)

      close=Close[0];

   return(close);

  }

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

//| 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,NULL,m_symbol.Ask(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               //PrintResult(m_trade,m_symbol);

              }

            else

              {

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

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

               //PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            //PrintResult(m_trade,m_symbol);

           }

        }

//---

  }

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

//| 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,NULL,m_symbol.Bid(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               //PrintResult(m_trade,m_symbol);

              }

            else

              {

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

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

               //PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            //PrintResult(m_trade,m_symbol);

           }

        }

//---

  }

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