Simple_MACD

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

//|                                                  Simple MACD.mq5 |

//|                              Copyright © 2017, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

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

#property copyright "Copyright © 2017, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.000"

#property description "Trade on each new bar"

#property description "If MAIN_LINE MACD (1) > MAIN_LINE MACD (2) -> Buy"

#property description "If MAIN_LINE MACD (1) < MAIN_LINE MACD (2) -> Sell"

#property description "If Reverse -> Close all positions"

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

//--- input parameters

input double   InpLots=0.1;                  // volume transaction

//---

ulong          m_magic=604918412;            // magic number

int            handle_iMACD;                 // variable for storing the handle of the iMACD indicator ENUM_ACCOUNT_MARGIN_MODE m_margin_mode;

ENUM_ACCOUNT_MARGIN_MODE m_margin_mode;

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

//| 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

//--- create handle of the indicator iMACD

   handle_iMACD=iMACD(m_symbol.Name(),Period(),12,26,9,PRICE_CLOSE);

//--- if the handle is not created 

   if(handle_iMACD==INVALID_HANDLE)

     {

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

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

  {

//--- @01>B05< B>;L:> =0 =>2>< 10@5

   static datetime prev_time=0;              // AB0B8G5A:0 ?5@5<5==0O (>=0 A>E@0=O5B A2>Q 7=0G5=85 ?@8 A;54CNI5< 2E>45 2 ?@>F54C@C)

   datetime time_0=iTime(0);

   if(prev_time==time_0)

      return;

   prev_time=time_0;                         // A>E@0=8< 2@5<O



   double macd_2=iMACDGet(MAIN_LINE,2);

   double macd_1=iMACDGet(MAIN_LINE,1);



   if(DirectionsPositions()==-1)

      CloseAllPositions();



   if(macd_1>macd_2)

     {

      if(DirectionsPositions()==POSITION_TYPE_SELL)

         CloseAllPositions();

      if(!RefreshRates())

        {

         //--- B0: @01>B0 B>;L:> =0 =>2>< 10@5, B> ?@8 >H81:5 A1@>A8< "prev_time" - B0:8< >1@07>< <K =5 B5@O5< >48= 10@

         prev_time=iTime(1);

         return;

        }

      //--- check volume before OrderSend to avoid "not enough money" error (CTrade)

      double chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Ask(),ORDER_TYPE_BUY);

      if(chek_volime_lot!=0.0)

         if(chek_volime_lot>=InpLots)

            m_trade.Buy(InpLots);

     }

   if(macd_1<macd_2)

     {

      if(DirectionsPositions()==POSITION_TYPE_BUY)

         CloseAllPositions();

      if(!RefreshRates())

        {

         //--- B0: @01>B0 B>;L:> =0 =>2>< 10@5, B> ?@8 >H81:5 A1@>A8< "prev_time" - B0:8< >1@07>< <K =5 B5@O5< >48= 10@

         prev_time=iTime(1);

         return;

        }

      //--- check volume before OrderSend to avoid "not enough money" error (CTrade)

      double chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Bid(),ORDER_TYPE_SELL);

      if(chek_volime_lot!=0.0)

         if(chek_volime_lot>=InpLots)

            m_trade.Sell(InpLots);

     }

  }

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

//|                                                                  |

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

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);

  }

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

//| Get Time for specified bar index                                 | 

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

datetime iTime(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT)

  {

   if(symbol==NULL)

      symbol=Symbol();

   if(timeframe==0)

      timeframe=Period();

   datetime Time[1];

   datetime time=0;

   int copied=CopyTime(symbol,timeframe,index,1,Time);

   if(copied>0) time=Time[0];

   return(time);

  }

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

//| Get value of buffers for the iMACD                               |

//|  the buffer numbers are the following:                           |

//|   0 - MAIN_LINE, 1 - SIGNAL_LINE                                 |

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

double iMACDGet(const int buffer,const int index)

  {

   double MACD[1];

//--- reset error code 

   ResetLastError();

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

   if(CopyBuffer(handle_iMACD,buffer,index,1,MACD)<0)

     {

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

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

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

      return(0.0);

     }

   return(MACD[0]);

  }

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

//| Directions Positions                                             |

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

ENUM_POSITION_TYPE DirectionsPositions(void)

  {

   ENUM_POSITION_TYPE pos_type=-1;

   int count_buy=0;

   int count_sell=0;



   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()==Symbol() && m_position.Magic()==m_magic)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

               count_buy++;



            if(m_position.PositionType()==POSITION_TYPE_SELL)

               count_sell++;

           }

//---

   if(count_buy==0 && count_sell==0)

      return(-1); // =5B ?>78F89 A>2A5<

   if(count_buy!=0 && count_sell!=0)

      return(-1); // GB>-B> ?>H;> =5 B0:: 5ABL @07=>=0?@02;5==K5 ?>78F88

//--- 5A;8 <K 745AL, 7=0G8B =>@<0;L=0O >1@01>B:0

   if(count_buy!=0)

      pos_type=POSITION_TYPE_BUY;

   if(count_sell!=0)

      pos_type=POSITION_TYPE_SELL;

//---

   return(pos_type);

  }

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

//| Close All Positions                                              |

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

void CloseAllPositions(void)

  {

   for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of current orders

      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)

            m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol

  }

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