SilverTrendV3

/*-----------------------------+
|			       |
| Shared by www.Aptrafx.com    |
|			       |
+------------------------------*/

//+------------------------------------------------------------------+
//|                                           SilverTrendTrading v3  |
//+------------------------------------------------------------------+
#include <stdlib.mqh>

#property copyright   "fukinagashi"
#property link        "http://www.strategybuilderfx.com/forums/showthread.php?t=15429"
#property stacksize   1024

extern int    MAPeriod=60;

extern double TrailingStop = 0;
extern double TakeProfit = 0;
extern double InitialStopLoss=0;

extern double FridayNightHour=16;

double Lots = 1;
int    risk=3;
datetime bartime = 0;
double Slippage=3;
int Signal, OldSignal;


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
   {
   int cnt, ticket, err, result, total;
   int has_a_short_trade=0, has_a_long_trade=0;
   int MagicNumber;
   double ts, tp, Min_OrderPrice;
   double MA, MAPrevious;
   double ADX;
   double dummy1[], dummy2[];
   bool LongSignal, ShortSignal, ExitLong, ExitShort;

   string setup;
   
   static double lastslope= 0.0;
   static int didbreakalert= false;
   
   if(IsTesting() && Bars<100) return(0);  
   
	MagicNumber = 40000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period()); 

   setup="STv3_" + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period()));

   if (bartime == Time[0]) {
      return(0);
   } else {
      bartime = Time[0]; 
   }

   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;
   OldSignal=Signal;
   
   if (Signal>0) {
      ExitLong=false;
      ExitShort=true;
   } else if (Signal<0) {
      ExitLong=true;
      ExitShort=false;
   } else {
      ExitLong=false;
      ExitShort=false;
   }   

   
   

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// MODIFICATIONS ON OPEN ORDERS   ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

   total = OrdersTotal();

   for(cnt=OrdersTotal();cnt>=0;cnt--)
   {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

      if(OrderType()==OP_BUY && OrderMagicNumber()==MagicNumber) {
         if(ExitLong) {	
            OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
            
   			if (err>1) {
               Print("Error closing BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); 
				}
            
         } else if(TrailingStop>0) {
            if(Bid-OrderOpenPrice()>Point*TrailingStop) {
               ts = Bid-Point*TrailingStop;
            } 


				if((OrderStopLoss()<ts) || (OrderStopLoss()==0)) {
			      result=OrderModify(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,White);
					err = GetLastError();
						
					if (err>1) {
                  Print("Error modifying BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); 
					}
				} 
			}
      } else if (OrderType()==OP_SELL && OrderMagicNumber()==MagicNumber) {
   		if (ExitShort) {
            OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position

   			if (err>1) {
               Print("Error closing SELL order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); 
				}

         } else if(TrailingStop>0) {                 
            if((OrderOpenPrice()-Ask)>(Point*TrailingStop)) {
               ts=Ask+Point*TrailingStop;
            }

	         if((ts!=0) && ((OrderStopLoss()>ts) || (OrderStopLoss()==0))) {
     	     		result=OrderModify(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,White);
     	     		err = GetLastError();
      	     		
					if (err>1) {
                  Print("Error modifying Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); 
         	  	}
         	}
         }
      }
   }

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// SETTING ORDERS                 ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
   if(AccountFreeMargin()<(1000*Lots)) return(0);  
   
   for(cnt=OrdersTotal();cnt>=0;cnt--)
   {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(OrderMagicNumber()==MagicNumber) return(0); // atm only one trade at a time
   }
   
   if(LongSignal) {
         
      if (FridayNightHour>0 &&TimeDayOfWeek(Time[0])==5 && TimeHour(Time[0])>FridayNightHour) {
         if (!IsTesting()) Print("Friday: No New Trades: " + TimeToStr(Time[0],TIME_DATE|TIME_MINUTES));
         return(0);   
      }
      
      if(InitialStopLoss>0) { ts = Ask-(InitialStopLoss*Point);
      } else {                ts = 0; }
            
      if(TakeProfit>0) {   tp = Ask+(TakeProfit*Point);
      } else {             tp = 0;}

      ticket=OrderSendExtended(Symbol(),OP_BUY,Lots,Ask,Slippage,ts,tp,setup,MagicNumber,0,Green);

      if (!IsTesting()) PlaySound("expert.wav");

 	   if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { OrderPrint(); }
		} else {
     		err = GetLastError();
     	   Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); 
         if (!IsTesting()) PlaySound("alert2.wav");
      }
   }


   if(ShortSignal) { 
    
      if (FridayNightHour>0 &&TimeDayOfWeek(Time[0])==5 && TimeHour(Time[0])>FridayNightHour) {
         if (!IsTesting()) Print("Friday: No New Trades: " + TimeToStr(Time[0],TIME_DATE|TIME_MINUTES));
         return(0);   
      }
      
      if(InitialStopLoss>0) { ts = Bid+(InitialStopLoss*Point);
      } else {                ts = 0;}

      if(TakeProfit>0) {     tp = Bid-(TakeProfit*Point);
      } else {               tp = 0;}
      
  	   ticket=OrderSendExtended(Symbol(),OP_SELL,Lots,Bid,Slippage,ts,tp,setup,MagicNumber,0,Green);
      if (!IsTesting()) PlaySound("expert.wav");

      if(ticket>0) {
   		if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) {
     			OrderPrint();
   		}
      } else {
         err = GetLastError();
        	Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err)  + " " + setup); 
         if (!IsTesting()) PlaySound("alert2.wav");
      }
   }
   
   return(0);
 
}


int func_TimeFrame_Const2Val(int Constant ) {
   switch(Constant) {
      case 1:  // M1
         return(1);
      case 5:  // M5
         return(2);
      case 15:
         return(3);
      case 30:
         return(4);
      case 60:
         return(5);
      case 240:
         return(6);
      case 1440:
         return(7);
      case 10080:
         return(8);
      case 43200:
         return(9);
   }
}

//+------------------------------------------------------------------+
//| Time frame string appropriation  function                               |
//+------------------------------------------------------------------+

string func_TimeFrame_Val2String(int Value ) {
   switch(Value) {
      case 1:  // M1
         return("PERIOD_M1");
      case 2:  // M1
         return("PERIOD_M5");
      case 3:
         return("PERIOD_M15");
      case 4:
         return("PERIOD_M30");
      case 5:
         return("PERIOD_H1");
      case 6:
         return("PERIOD_H4");
      case 7:
         return("PERIOD_D1");
      case 8:
         return("PERIOD_W1");
      case 9:
         return("PERIOD_MN1");
   	default: 
   		return("undefined " + Value);
   }
}

int func_Symbol2Val(string symbol) {
	if(symbol=="AUDUSD") {	return(01);

	} else if(symbol=="CHFJPY") {	return(10);

	} else if(symbol=="EURAUD") {	return(10);
	} else if(symbol=="EURCAD") {	return(11);
	} else if(symbol=="EURCHF") {	return(12);
	} else if(symbol=="EURGBP") {	return(13);
	} else if(symbol=="EURJPY") {	return(14);
	} else if(symbol=="EURUSD") {	return(15);

	} else if(symbol=="GBPCHF") {	return(20);
	} else if(symbol=="GBPJPY") {	return(21);
	} else if(symbol=="GBPUSD") { return(22);


	} else if(symbol=="USDCAD") {	return(40);
	} else if(symbol=="USDCHF") {	return(41);
	} else if(symbol=="USDJPY") {	return(42);


	} else if(symbol=="GOLD") {	return(90);
	} else {	Comment("unexpected Symbol"); return(0);
	}
}

int OrderSendExtended(string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment, int magic, datetime expiration=0, color arrow_color=CLR_NONE) {
   datetime OldCurTime;
   int timeout=30;
   int ticket;

   OldCurTime=CurTime();
   while (GlobalVariableCheck("InTrade") && !IsTradeAllowed()) {
      if(OldCurTime+timeout<=CurTime()) {
         Print("Error in OrderSendExtended(): Timeout encountered");
         return(0); 
      }
      Sleep(1000);
   }
     
   GlobalVariableSet("InTrade", CurTime());  // set lock indicator
   ticket = OrderSend(symbol, cmd, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color);
   GlobalVariableDel("InTrade");   // clear lock indicator
   return(ticket);
}

double SilverTrendSignal()
  {   
   int RISK=3;
   int CountBars=350;
   int SSP=9;
   int i;
   int i1,i2,K;
   double Range,AvgRange,smin,smax,SsMax,SsMin,price,val=0;
   bool uptrend,old;
   
   K=33-RISK; 
   
   for (i = CountBars-SSP; i>=0; i--) { 
	  Range=0;
	  AvgRange=0;
	  for (i1=i; i1<=i+SSP; i1++) {AvgRange=AvgRange+MathAbs(High[i1]-Low[i1]); }
	  Range=AvgRange/(SSP+1);
     SsMax=High[i]; 
     SsMin=Low[i]; 
     for (i2=i;i2<=i+SSP-1;i2++) {
        price=High[i2];
      
        if(SsMax<price) SsMax=price; 
        price=Low[i2];
        if(SsMin>=price)  SsMin=price;
     }
 
     smin = SsMin+(SsMax-SsMin)*K/100; 
     smax = SsMax-(SsMax-SsMin)*K/100; 

	  val=0;
      if (Close[i]<smin) {
         uptrend = false;
      }
      if (Close[i]>smax) {
         uptrend = true;
      }
   
      /*
      if        (uptrend!=old && uptrend==true)  { val=1; 
      } else if (uptrend!=old && uptrend==false) { val=-1; 
      } else {                                     val=0; }
      */
      if        (uptrend==true)  { val=1; 
      } else if (uptrend==false) { val=-1; 
      } else {                     val=0; }
      
      old=uptrend;
      
   }
   return(val);
}

double J_TPO(int Len)
  {
     double f0, f8, f10, f18, f20, f28, f30, f40, k,
      var14, var18, var1C, var20, var24, shift, value; 
     int f38, f48, var6, var12, varA, varE;
     double arr0[300], arr1[300], arr2[300], arr3[300]; 

   //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=f30+1; 
      f10=Close[i]; 
      arr0[f38] = Close[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 = Close[i]; 
      if (f38 > f48)  
        {
        for (var6 = 2; var6<=f48; var6++) arr0[var6-1] = arr0[var6]; 
        arr0[f48] = Close[i]; 
        }
      else arr0[f38] = Close[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);
  }