SerialMA_EA

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

//|                                                  SerialMA_EA.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

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

//| E>4=>9 ?0@0<5B@ "0/5B"                                        |

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

enum ENUM_INPUT_YES_NO

  {

   INPUT_YES   =  1,                      // Yes

   INPUT_NO    =  0                       // No

  };

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

//| 5@5G8A;5=85 @07@5HQ==KE B8?>2 ?>78F89                           |

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

enum ENUM_OPENED_MODE

  {

   OPENED_MODE_ALL_SWING,                 // Position on each signal in one direction (swing)

   OPENED_MODE_ONE_SWING,                 // Always one position (swing)

  };

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

//| E>4=K5 ?0@0<5B@K                                                |

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

sinput   long              InpMagic       =  1234567;                // Experts magic number

input    ENUM_OPENED_MODE  InpModeOpen    =  OPENED_MODE_ALL_SWING;  // Mode of opening positions

input    ENUM_INPUT_YES_NO InpEnableBuy   =  INPUT_YES;              // Long positions is enabled

input    ENUM_INPUT_YES_NO InpEnableSell  =  INPUT_YES;              // Short positions is enabled

input    ENUM_INPUT_YES_NO InpReverse     =  INPUT_NO;               // Reverse trade

input    double            InpVolume      =  0.1;                    // Lots

input    uint              InpStopLoss    =  0;                      // Stop loss in points

input    uint              InpTakeProfit  =  0;                      // Take profit in points

sinput   ulong             InpDeviation   =  10;                     // Slippage of price

sinput   uint              InpSizeSpread  =  2;                      // Multiplier spread for stops

sinput   uint              InpSleep       =  1;                      // Waiting for environment update (in seconds)

sinput   uint              InpNumAttempt  =  3;                      // Number of attempts to get the state of the environment

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

//| :;NG5=8O                                                        |

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

#include <Arrays\ArrayObj.mqh>

#include <Arrays\ArrayLong.mqh>

#include <Trade\TerminalInfo.mqh>

#include <Trade\AccountInfo.mqh>

#include <Trade\Trade.mqh>

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

//| 1J5:BK :;0AA>2                                                  |

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

CSymbolInfo    symbol_info;         // 1J5:B-CSymbolInfo

CAccountInfo   account_info;        // 1J5:B-CAccountInfo

CTerminalInfo  terminal_info;       // 1J5:B-CTerminalInfo

CTrade         trade;               // 1J5:B-CTrade

CArrayObj      list_lines;          // !?8A>: >1J5:B>2-;8=89

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

//| !B@C:BC@0 ?>78F89                                                |

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

struct SDatas

  {

   CArrayLong  list_tickets;        // A?8A>: B8:5B>0

   double      total_volume;        // 1I89 >1JQ<

  };

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

//| !B@C:BC@0 40==KE ?>78F89 ?> B8?0<                                |

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

struct SDataPositions

  {

   SDatas      Buy;                 // 0==K5 ?>78F89 Buy

   SDatas      Sell;                // 0==K5 ?>78F89 Sell

  }

Data;

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

//| !B@C:BC@0 40==KE 8=48:0B>@0                                      |

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

struct SDataInd

  {

   double      line[];              // CD5@ ;8=88

   double      point[];             // CD5@ B>G5:

   double      Line0(void)    const { return line[0];  }

   double      Line1(void)    const { return line[1];  }

   double      Point0(void)   const { return point[0]; }

   double      Point1(void)   const { return point[1]; }

  }

DataInd;

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

//| ;>10;L=K5 ?5@5<5==K5                                            |

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

double         lot;                 // 1JQ< ?>78F88

string         symb;                // !8<2>;

int            prev_total;          // >;8G5AB2> ?>78F89 =0 ?@>H;>9 ?@>25@:5

int            size_spread;         // =>68B5;L A?@540

uint           num_attempts;        // >;8G5AB2> ?>?KB>: ?>;CG5=8O B>G=>3> >:@C65=8O

int            sleep;               // 6840=85 >1=>2;5=8O 2 A5:C=40E

int            handle_ind;          // %M=4; Serial_MA

datetime       last_time;           // @5<O >B:@KB8O 10@0 =0 ?@>H;>9 ?@>25@:5

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//--- #AB0=>2:0 B>@3>2KE ?0@0<5B@>2

   if(!SetTradeParameters())

      return INIT_FAILED;

//--- #AB0=>2:0 7=0G5=89 ?5@5<5==KE

   symb=symbol_info.Name();

   prev_total=0;

   last_time=0;

//--- %M=4; Serial_MA

   ResetLastError();

   handle_ind=iCustom(symb,PERIOD_CURRENT,"SerialMA");

   if(handle_ind==INVALID_HANDLE)

     {

      Print("The 'Serial_MA' object was not created: Error ",GetLastError());

      return INIT_FAILED;

     }

//--- =8F80;870F8O <0AA82>2 1CD5@>2

   ResetLastError();

   if(ArrayResize(DataInd.line,2,2)==WRONG_VALUE)

     {

      Print("Error setting the first buffer size ",GetLastError());

      return INIT_FAILED;

     }

   ResetLastError();

   if(ArrayResize(DataInd.point,2,2)==WRONG_VALUE)

     {

      Print("Error setting the second buffer size ",GetLastError());

      return INIT_FAILED;

     }

   ArraySetAsSeries(DataInd.line,true);

   ArraySetAsSeries(DataInd.point,true);

//--- #A?5H=0O 8=8F80;870F8O

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//--- @>25@:0 =C;52KE F5=

   if(!RefreshRates() || Point()==0) return;

//--- 0?>;=5=85 A?8A:>2 B8:5B>2 ?>78F89

   int positions_total=PositionsTotal();

   if(prev_total!=positions_total)

     {

      if(FillingListTickets(num_attempts))

         prev_total=positions_total;

      else return;

     }

//--- @>25@:0 =>2>3> 10@0

   if(Time(0)!=last_time)

     {

   //--- 0?>;=5=85 40==KE 8=48:0B>@0 8 ?@>25@:0 ?>;CG5=8O F5=K Close

      if(!FillingDataInd(1) || Close(1)==0)

         return;

   //--- >;CG5=85 A83=0;>2 >B 8=48:0B>@0

      bool open_long=false;

      bool open_short=false;

      if(fabs(MALine(1)-MAPoint(1))<Point())

        {

         if(Close(1)>MALine(0))

           {

            if(!InpReverse)

               open_long=(InpEnableBuy ? true : false);

            else

               open_short=(InpEnableSell ? true : false);

           }

         if(Close(1)<MALine(0))

           {

            if(!InpReverse)

               open_short=(InpEnableSell ? true : false);

            else

               open_long=(InpEnableBuy ? true : false);

           }

        }

   //--- "5:CI55 :>;8G5AB2> ?>78F89

      int num_b=NumberBuy();

      int num_s=NumberSell();

   //--- B:@KB85 ?>78F89 ?> A83=0;0<

      if(open_long && (InpModeOpen==OPENED_MODE_ALL_SWING || (InpModeOpen==OPENED_MODE_ONE_SWING && num_b==0)))

        {

         if(num_s>0)

           {

            bool res=CloseSell();

            if(!FillingListTickets(num_attempts) || !res)

               return;

           }

         if(OpenPosition(POSITION_TYPE_BUY,CorrectLots(lot),""))

           {

            if(!FillingListTickets(num_attempts))

               return;

           }

         else return;

        }

      if(open_short && (InpModeOpen==OPENED_MODE_ALL_SWING || (InpModeOpen==OPENED_MODE_ONE_SWING && num_s==0)))

        {

         if(num_b>0)

           {

            bool res=CloseBuy();

            if(!FillingListTickets(num_attempts) || !res)

               return;

           }

         if(OpenPosition(POSITION_TYPE_SELL,CorrectLots(lot),""))

           {

            if(!FillingListTickets(num_attempts))

               return;

           }

         else return;

        }

   //--- A5 459AB28O =0 =>2>< 10@5 2K?>;=5=K CA?5H=>

      last_time=Time(0);

     }

//---

  }

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

//| Trade function                                                   |

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

void OnTrade()

  {

//---



  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---



  }

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

//| 0?>;=5=85 40==KE 8=48:0B>@0                                     |

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

bool FillingDataInd(const int shift)

  {

   int count=2,copied=0;

   ZeroMemory(DataInd);

   copied=CopyBuffer(handle_ind,0,shift,count,DataInd.line);

   if(copied!=count) return false;

   copied=CopyBuffer(handle_ind,1,shift,count,DataInd.point);

   if(copied!=count) return false;

   return true;

  }

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

//| >;CG5=85 40==KE 1CD5@0 ;8=88 ?> 8=45:AC 0 8;8 1                 |

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

double MALine(const int index)

  {

   return(index==0 ? DataInd.Line0() : DataInd.Line1());

  }

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

//| >;CG5=85 40==KE 1CD5@0 B>G5: ?> 8=45:AC 0 8;8 1                 |

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

double MAPoint(const int index)

  {

   return(index==0 ? DataInd.Point0() : DataInd.Point1());

  }

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

//| #AB0=>2:0 B>@3>2KE ?0@0<5B@>2                                    |

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

bool SetTradeParameters()

  {

//--- #AB0=>2:0 A8<2>;0

   ResetLastError();

   if(!symbol_info.Name(Symbol()))

     {

      Print("Error setting ",Symbol()," symbol: ",GetLastError());

      return false;

     }

//--- >;CG5=85 F5=

   ResetLastError();

   if(!symbol_info.RefreshRates())

     {

      Print("Error obtaining ",symbol_info.Name()," data: ",GetLastError());

      return false;

     }

   if(account_info.MarginMode()==ACCOUNT_MARGIN_MODE_RETAIL_NETTING)

     {

      Print(account_info.MarginModeDescription(),"-account. EA should work on a hedge account.");

      return false;

     }

//--- 2B><0B8G5A:0O CAB0=>2:0 B8?0 70?>;=5=8O

   trade.SetTypeFilling(GetTypeFilling());

//--- #AB0=>2:0 <038:0

   trade.SetExpertMagicNumber(InpMagic);

//--- #AB0=>2:0 ?@>A:0;L7K20=8O

   trade.SetDeviationInPoints(InpDeviation);

//--- #AB0=>2:0 ;>B0 A :>@@5:B8@>2:>9 2254Q==>3> 7=0G5=8O

   lot=CorrectLots(InpVolume);

//--- #AB0=>2:0 <=>68B5;O A?@540 4;O @0AGQB0 AB>?-?@8:07>2

   size_spread=int(InpSizeSpread<1 ? 1 : InpSizeSpread);

//--- #AB0=>2:0 :>;8G5AB20 ?>?KB>: 8 2@5<5=8 >6840=8O ?@8 ?>;CG5=88 >:@C65=8O

   num_attempts=int(InpNumAttempt<1 ? 1 : InpNumAttempt);

   sleep=int(InpSleep<1 ? 1 : InpSleep)*1000;

//---

   return true;

  }

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

//| 1=>2;5=85 F5=                                                   |

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

bool RefreshRates(void)

  {

   if(!symbol_info.RefreshRates()) return false;

   if(symbol_info.Ask()==0 || symbol_info.Bid()==0) return false;

   return true;

  }

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

//| >72@0I05B F5=C 70:@KB8O 7040==>3> 10@0                          |

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

double Close(int shift)

  {

   double array[];

   if(CopyClose(symb,PERIOD_CURRENT,shift,1,array)==1) return array[0];

   return 0;

  }

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

//| >72@0I05B 2@5<O >B:@KB8O 7040==>3> 10@0                         |

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

datetime Time(int shift)

  {

   datetime array[];

   if(CopyTime(symb,PERIOD_CURRENT,shift,1,array)==1) return array[0];

   return 0;

  }

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

//| >72@0I05B :>@@5:B=K9 ;>B                                        |

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

double CorrectLots(const double lots,const bool to_min_correct=true)

  {

   double min=symbol_info.LotsMin();

   double max=symbol_info.LotsMax();

   double step=symbol_info.LotsStep();

   return(to_min_correct ? VolumeRoundToSmaller(lots,min,max,step) : VolumeRoundToCorrect(lots,min,max,step));

  }

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

//| >72@0I05B 1;8609H89 :>@@5:B=K9 ;>B                              |

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

double VolumeRoundToCorrect(const double volume,const double min,const double max,const double step)

  {

   return(step==0 ? min : fmin(fmax(round(volume/step)*step,min),max));

  }

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

//| >72@0I05B 1;8609H89 2 <5=LHCN AB>@>=C :>@@5:B=K9 ;>B            |

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

double VolumeRoundToSmaller(const double volume,const double min,const double max,const double step)

  {

   return(step==0 ? min : fmin(fmax(floor(volume/step)*step,min),max));

  }

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

//| >72@0I05B D;03 =5 ?@52KH5=8O >1I53> >1JQ<0 =0 AGQB5             |

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

bool CheckLotForLimitAccount(const ENUM_POSITION_TYPE position_type,const double volume)

  {

   if(symbol_info.LotsLimit()==0) return true;

   double total_volume=(position_type==POSITION_TYPE_BUY ? Data.Buy.total_volume : Data.Sell.total_volume);

   return(total_volume+volume<=symbol_info.LotsLimit());

  }

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

//| >72@0I05B :>@@5:B=K9 StopLoss >B=>A8B5;L=> StopLevel            |

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

double CorrectStopLoss(const ENUM_POSITION_TYPE position_type,const int stop_loss)

  {

   if(stop_loss==0) return 0;

   double pt=symbol_info.Point();

   double price=(position_type==POSITION_TYPE_BUY ? SymbolInfoDouble(symb,SYMBOL_ASK) : SymbolInfoDouble(symb,SYMBOL_BID));

   int lv=StopLevel(),dg=symbol_info.Digits();

   return

   (position_type==POSITION_TYPE_BUY ?

    NormalizeDouble(fmin(price-lv*pt,price-stop_loss*pt),dg) :

    NormalizeDouble(fmax(price+lv*pt,price+stop_loss*pt),dg)

    );

  }

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

//| >72@0I05B :>@@5:B=K9 TakeProfit >B=>A8B5;L=> StopLevel          |

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

double CorrectTakeProfit(const ENUM_POSITION_TYPE position_type,const int take_profit)

  {

   if(take_profit==0) return 0;

   double pt=symbol_info.Point();

   double price=(position_type==POSITION_TYPE_BUY ? SymbolInfoDouble(symb,SYMBOL_ASK) : SymbolInfoDouble(symb,SYMBOL_BID));

   int lv=StopLevel(),dg=symbol_info.Digits();

   return

   (position_type==POSITION_TYPE_BUY ?

    NormalizeDouble(fmax(price+lv*pt,price+take_profit*pt),dg) :

    NormalizeDouble(fmin(price-lv*pt,price-take_profit*pt),dg)

    );

  }

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

//| >72@0I05B @0AAG8B0==K9 StopLevel                                |

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

int StopLevel(void)

  {

   int sp=symbol_info.Spread();

   int lv=symbol_info.StopsLevel();

   return(lv==0 ? sp*size_spread : lv);

  }

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

//| 0:@K205B ?>78F88 Buy                                            |

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

bool CloseBuy(void)

  {

   int total=Data.Buy.list_tickets.Total();

   bool res=true;

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

     {

      ulong ticket=Data.Buy.list_tickets.At(i);

      if(ticket==NULL) continue;

      if(!trade.PositionClose(ticket,InpDeviation))

         res=false;

     }

   return res;

  }

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

//| 0:@K205B ?>78F88 Sell                                           |

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

bool CloseSell(void)

  {

   int total=Data.Sell.list_tickets.Total();

   bool res=true;

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

     {

      ulong ticket=Data.Sell.list_tickets.At(i);

      if(ticket==NULL) continue;

      if(!trade.PositionClose(ticket,InpDeviation))

         res=false;

     }

   return res;

  }

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

//| 0?>;=O5B <0AA82K B8:5B>2 ?>78F89                                |

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

bool FillingListTickets(const uint number_of_attempts)

  {

//--- @>25@:0 A>AB>O=8O >:@C65=8O

   int n=0,attempts=int(number_of_attempts<1 ? 1 : number_of_attempts);

   while(IsUncertainStateEnv(symb,InpMagic) && n<attempts && !IsStopped())

     {

      n++;

      Sleep(sleep);

     }

   if(n>=attempts && IsUncertainStateEnv(symb,InpMagic))

     {

      Print(__FUNCTION__,": Uncertain state of the environment. Please try again.");

      return false;

     }

//---

   Data.Buy.list_tickets.Clear();

   Data.Sell.list_tickets.Clear();

   Data.Buy.total_volume=0;

   Data.Sell.total_volume=0;

//---

   int total=PositionsTotal();

   for(int i=total-1; i>WRONG_VALUE; i--)

     {

      ulong ticket=PositionGetTicket(i);

      if(ticket==0) continue;

      if(PositionGetInteger(POSITION_MAGIC)!=InpMagic)   continue;

      if(PositionGetString(POSITION_SYMBOL)!=symb)       continue;

      ENUM_POSITION_TYPE type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);

      double volume=PositionGetDouble(POSITION_VOLUME);

      if(type==POSITION_TYPE_BUY)

        {

         Data.Buy.list_tickets.Add(ticket);

         Data.Buy.total_volume+=volume;

        }

      else

        {

         Data.Sell.list_tickets.Add(ticket);

         Data.Sell.total_volume+=volume;

        }

     }

   return true;

  }

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

//| >72@0I05B "=5>?@545;Q==>5" A>AB>O=85 B>@3>2>3> >:@C65=8O        |

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

bool IsUncertainStateEnv(const string symbol_name,const ulong magic_number)

  {

   if(MQLInfoInteger(MQL_TESTER)) return false;

   int total=OrdersTotal();

   for(int i=total-1; i>WRONG_VALUE; i--)

     {

      if(OrderGetTicket(i)==0) continue;

      if(OrderGetInteger(ORDER_TYPE)>ORDER_TYPE_SELL) continue;

      if(OrderGetInteger(ORDER_MAGIC)!=magic_number) continue;

      if(!OrderGetInteger(ORDER_POSITION_ID) && OrderGetString(ORDER_SYMBOL)==symbol_name)

         return true;

     }

   return false;

  }

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

//| >72@0I05B :>;8G5AB2> ?>78F89 Buy                                |

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

int NumberBuy(void)

  {

   return Data.Buy.list_tickets.Total();

  }

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

//| >72@0I05B :>;8G5AB2> ?>78F89 Sell                               |

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

int NumberSell(void)

  {

   return Data.Sell.list_tickets.Total();

  }

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

//| >72@0I05B B8? 8A?>;=5=8O >@45@0, @02=K9 type,                   |

//| 5A;8 >= 4>ABC?5= =0 A8<2>;5, 8=0G5 - :>@@5:B=K9 20@80=B          |

//| https://www.mql5.com/ru/forum/170952/page4#comment_4128864       |

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

ENUM_ORDER_TYPE_FILLING GetTypeFilling(const ENUM_ORDER_TYPE_FILLING type=ORDER_FILLING_RETURN)

  {

   const ENUM_SYMBOL_TRADE_EXECUTION exe_mode=symbol_info.TradeExecution();

   const int filling_mode=symbol_info.TradeFillFlags();



   return(

          (filling_mode==0 || (type>=ORDER_FILLING_RETURN) || ((filling_mode &(type+1))!=type+1)) ?

          (((exe_mode==SYMBOL_TRADE_EXECUTION_EXCHANGE) || (exe_mode==SYMBOL_TRADE_EXECUTION_INSTANT)) ?

          ORDER_FILLING_RETURN :((filling_mode==SYMBOL_FILLING_IOC) ? ORDER_FILLING_IOC : ORDER_FILLING_FOK)) : type

          );

  }

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

//| B:@KB85 ?>78F88                                                 |

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

bool OpenPosition(const ENUM_POSITION_TYPE type,const double volume,const string comment)

  {

   double sl=(InpStopLoss==0   ? 0 : CorrectStopLoss(type,InpStopLoss));

   double tp=(InpTakeProfit==0 ? 0 : CorrectTakeProfit(type,InpTakeProfit));

   double ll=trade.CheckVolume(symb,volume,(type==POSITION_TYPE_BUY ? SymbolInfoDouble(symb,SYMBOL_ASK) : SymbolInfoDouble(symb,SYMBOL_BID)),(ENUM_ORDER_TYPE)type);

   if(ll>0 && CheckLotForLimitAccount(type,ll))

     {

      if(RefreshRates())

        {

         if(type==POSITION_TYPE_BUY)

           {

            if(trade.Buy(ll,symb,symbol_info.Ask(),sl,tp,comment))

               return true;

           }

         else

           {

            if(trade.Sell(ll,symb,symbol_info.Bid(),sl,tp,comment))

               return true;

           }

        }

     }

   return false;

  }

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