SilverTrend v3

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

//|                      SilverTrend v3(barabashkakvn's edition).mq5 |

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

#property copyright   "fukinagashi"

#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   TrailingStop      = 50;

input double   TakeProfit        = 50;

input double   InitialStopLoss   = 0;

input double   FridayNightHour   = 16;

//---

ulong          m_magic=15489;                // magic number

//----

double Lots=0.1;

int Signal,OldSignal;

ENUM_ACCOUNT_MARGIN_MODE m_margin_mode;

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

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

//| 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;

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   static datetime bartime=0;

   if(bartime==iTime(m_symbol.Name(),Period(),0))

      return;

   else

      bartime=iTime(m_symbol.Name(),Period(),0);

//---

   double ts=0.0,tp=0.0;

   bool LongSignal=false,ShortSignal=false,ExitLong=false,ExitShort=false;

   string setup="STv3_"+m_symbol.Name()+"_"+EnumToString(Period());



   Signal=SilverTrendSignal();

//---

   double J_TPO=J_TPO(14);

   if(OldSignal!=Signal && Signal>0 && J_TPO>0)

     {

      LongSignal=true;

      ShortSignal=false;

     }

   else if(OldSignal!=Signal && Signal<0 && J_TPO<0)

     {

      LongSignal=false;

      ShortSignal=true;

     }

   else

     {

      LongSignal=false;

      ShortSignal=false;

     }

   Signal=OldSignal;

   if(Signal>0)

     {

      ExitLong=false;

      ExitShort=true;

     }

   else if(Signal<0)

     {

      ExitLong=true;

      ExitShort=false;

        } else {

      ExitLong=false;

      ExitShort=false;

     }

//---

   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)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(ExitLong)

                 {

                  m_trade.PositionClose(m_position.Ticket()); // close position

                 }

               else if(TrailingStop>0)

                 {

                  if(!RefreshRates())

                     break;

                  if(m_symbol.Bid()-m_position.PriceOpen()>TrailingStop*m_adjusted_point)

                    {

                     ts=m_symbol.Bid()-TrailingStop*m_adjusted_point;

                    }

                  if((m_position.StopLoss()<ts) || (m_position.StopLoss()==0))

                    {

                     m_trade.PositionModify(m_position.Ticket(),

                                            ts,

                                            m_position.TakeProfit());

                    }

                 }

              }

            if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

               if(ExitShort)

                 {

                  m_trade.PositionClose(m_position.Ticket()); // close position

                 }

               else if(TrailingStop>0)

                 {

                  if(!RefreshRates())

                     break;

                  if((m_position.PriceOpen()-m_symbol.Ask())>(TrailingStop*m_adjusted_point))

                    {

                     ts=m_symbol.Ask()+TrailingStop*m_adjusted_point;

                    }

                  if((ts!=0) && ((m_position.StopLoss()>ts) || (m_position.StopLoss()==0)))

                    {

                     m_trade.PositionModify(m_position.Ticket(),

                                            ts,

                                            m_position.TakeProfit());

                    }

                 }

              }

           }

//---

   if(LongSignal)

     {

      MqlDateTime str1;

      TimeToStruct(iTime(m_symbol.Name(),Period(),0),str1);



      if(FridayNightHour>0 && str1.day_of_week==5 && str1.hour>FridayNightHour)

        {

         Print("Friday: No New Trades: "+TimeToString(iTime(m_symbol.Name(),Period(),0),TIME_DATE|TIME_MINUTES));

         return;

        }



      if(!RefreshRates())

         return;



      if(InitialStopLoss>0)

         ts=m_symbol.Ask()-(InitialStopLoss*m_adjusted_point);

      else

         ts=0;



      if(TakeProfit>0)

         tp=m_symbol.Ask()+(TakeProfit*m_adjusted_point);

      else

         tp=0;



      if(m_trade.Buy(Lots,NULL,m_symbol.Ask(),ts,tp,setup))

        {

         if(m_trade.ResultDeal()>0)

            PlaySound("expert.wav");

         else

           {

            PlaySound("alert2.wav");

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

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

                  ", ticket of deal: ",m_trade.ResultDeal());

           }

        }

      else

        {

         PlaySound("alert2.wav");

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

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

               ", ticket of deal: ",m_trade.ResultDeal());

        }

     }

   if(ShortSignal)

     {

      MqlDateTime str1;

      TimeToStruct(iTime(m_symbol.Name(),Period(),0),str1);



      if(FridayNightHour>0 && str1.day_of_week==5 && str1.hour>FridayNightHour)

        {

         Print("Friday: No New Trades: "+TimeToString(iTime(m_symbol.Name(),Period(),0),TIME_DATE|TIME_MINUTES));

         return;

        }



      if(!RefreshRates())

         return;



      if(InitialStopLoss>0)

         ts=m_symbol.Bid()+(InitialStopLoss*m_adjusted_point);

      else

         ts=0;



      if(TakeProfit>0)

         tp=m_symbol.Bid()-(TakeProfit*m_adjusted_point);

      else

         tp=0;



      if(m_trade.Sell(Lots,NULL,m_symbol.Bid(),ts,tp,setup))

        {

         if(m_trade.ResultDeal()>0)

            PlaySound("expert.wav");

         else

           {

            PlaySound("alert2.wav");

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

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

                  ", ticket of deal: ",m_trade.ResultDeal());

           }

        }

      else

        {

         PlaySound("alert2.wav");

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

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

               ", ticket of deal: ",m_trade.ResultDeal());

        }

     }

//---

   return;

  }

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

//|                                                                  |

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

int SilverTrendSignal()

  {

   int RISK=3;

   int CountBars=350;

   int SSP=9;

   int i;

   int i1,i2,K;

   double Range,AvgRange,smin,smax,SsMax,SsMin,price;

   int val=0;

   bool uptrend=false,old=false;

//---

   K=33-RISK;

   for(i=CountBars-SSP; i>=0; i--)

     {

      Range=0;

      AvgRange=0;

      for(i1=i; i1<=i+SSP; i1++)

        {

         AvgRange=AvgRange+MathAbs(iHigh(m_symbol.Name(),Period(),i1)-iLow(m_symbol.Name(),Period(),i1));

        }

      Range=AvgRange/(SSP+1);

      SsMax=iHigh(m_symbol.Name(),Period(),i);

      SsMin=iLow(m_symbol.Name(),Period(),i);

      for(i2=i;i2<=i+SSP-1;i2++)

        {

         price=iHigh(m_symbol.Name(),Period(),i2);

         if(SsMax<price) SsMax=price;

         price=iLow(m_symbol.Name(),Period(),i2);

         if(SsMin>=price) SsMin=price;

        }

      smin=SsMin+(SsMax-SsMin)*K/100;

      smax=SsMax-(SsMax-SsMin)*K/100;

      val=0;

      if(iClose(m_symbol.Name(),Period(),i)<smin)

         uptrend=false;



      if(iClose(m_symbol.Name(),Period(),i)>smax)

         uptrend=true;



      if(uptrend==true)

         val=1;

      else if(uptrend==false)

         val=-1;

      else

         val=0;



      old=uptrend;

     }

   return(val);

  }

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

//|                                                                  |

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

double J_TPO(int Len)

  {

   double f8,f10=0.0,f18=0.0,f20=0.0,f30=0.0,f40=0.0,k,

   var14,var18,var1C,var20,var24,value=0.0;

   int f38=0,f48=0,var6,var12,varA,varE;

   double arr0[300],arr1[300],arr2[300],arr3[300];

   ArrayInitialize(arr0,0.0);

   ArrayInitialize(arr1,0.0);

   ArrayInitialize(arr2,0.0);

   ArrayInitialize(arr3,0.0);

//f38=0;

   for(int i=200-Len-100; i>=0; i--)

     {

      var14=0;

      var1C=0;



      if(f38==0)

        {

         f38=1;

         f40=0;

         if(Len-1>=2) f30=Len-1;

         else f30=2;

         f48=(int)f30+1;

         f10=iClose(m_symbol.Name(),Period(),i);

         arr0[f38]=iClose(m_symbol.Name(),Period(),i);

         k=f48;

         f18=12/(k * (k - 1) * (k + 1));

         f20=(f48 + 1) * 0.5;

        }

      else

        {

         if(f38<=f48) f38=f38+1;

         else f38=f48+1;

         f8=f10;

         f10=iClose(m_symbol.Name(),Period(),i);

         if(f38>f48)

           {

            for(var6=2; var6<=f48; var6++) arr0[var6-1]=arr0[var6];

            arr0[f48]=iClose(m_symbol.Name(),Period(),i);

           }

         else arr0[f38]=iClose(m_symbol.Name(),Period(),i);

         if((f30>=f38) && (f8!=f10)) f40=1;

         if((f30==f38) && (f40==0)) f38=0;

        }

      if(f38>=f48)

        {

         for(varA=1; varA<=f48; varA++)

           {

            arr2[varA]=varA;

            arr3[varA]=varA;

            arr1[varA]=arr0[varA];

           }

         for(varA=1; varA<=(f48-1); varA++)

           {

            var24=arr1[varA];

            var12=varA;

            var6=varA+1;

            for(var6=varA+1; var6<=f48; var6++)

              {

               if(arr1[var6]<var24)

                 {

                  var24=arr1[var6];

                  var12=var6;

                 }

              }

            var20=arr1[varA];

            arr1[varA]=arr1[var12];

            arr1[var12]=var20;

            var20=arr2[varA];

            arr2[varA]=arr2[var12];

            arr2[var12]=var20;

           }

         varA=1;

         while(f48>varA)

           {

            var6=varA+1;

            var14=1;

            var1C=arr3[varA];

            while(var14!=0)

              {

               if(arr1[varA]!=arr1[var6])

                 {

                  if((var6-varA)>1)

                    {

                     var1C=var1C/(var6-varA);

                     varE=varA;

                     for(varE=varA; varE<=(var6-1); varE++)

                        arr3[varE]=var1C;

                    }

                  var14=0;

                 }

               else

                 {

                  var1C=var1C+arr3[var6];

                  var6=var6+1;

                 }

              }

            varA=var6;

           }

         var1C=0;

         for(varA=1; varA<=f48; varA++)

            var1C=var1C + (arr3[varA] - f20) * (arr2[varA] - f20);

         var18=f18*var1C;

        }

      else

         var18=0;

      value=var18;

      if(value==0) value=0.00001;

      //ExtMapBuffer1[i]=value;

     }

//--- done

   return(value);

  }

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

//|                                                                  |

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

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);

  }

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