Spasm

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

//|                               Spasm(barabashkakvn's edition).mq5 |

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

#property version   "1.003"

//---

#define MODE_HIGH 2

#define MODE_LOW 1

//---

#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 double   InpCoefficient = 5.0;         // Multiplier relative to current volatility  

input int      InpPeriod      = 24;          // Period for the calculation of volatility in bars

input bool     InpExp         = false;       // Volatility smoothing Mode: 0-simple sliding 1-linear-weighted

input bool     OpenClose      = false;       // Volatility calculation Mode: 1-open/close, 0-High/Low

input double   SL_pp          = 0.5;         // Stop loss as a percentage of volatility (0 to 1)

input ulong    m_magic        = 592772159;   // magic number

//---

ulong          m_slippage=10;                // slippage

//---

double high_highest=0,low_lowest=0;

bool trend=false;

datetime time_lowest=0,time_highest=0;

double koef[];

ushort plech=0;

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

//| 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(__FUNCTION__,", ERROR: ",err_text);

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   m_trade.SetExpertMagicNumber(m_magic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

//---

   m_trade.SetDeviationInPoints(m_slippage);

//---

   int index_highest=iHighest(m_symbol.Name(),Period(),InpPeriod*3,0);

   int index_lowest=iLowest(m_symbol.Name(),Period(),InpPeriod*3,0);

   if(index_highest<index_lowest)

      trend=false;

   else

      trend=true;



   high_highest= iHigh(index_highest);

   time_highest= iTime(index_highest);

   low_lowest  = iLow(index_lowest);

   time_lowest = iTime(index_lowest);

//**************

   double res=0.0;

   if(!calc_vol(res))

      return(INIT_FAILED);

   plech=(ushort)(res*InpCoefficient);

//**************

   ArrayResize(koef,InpPeriod);

   double val=2.0/InpPeriod;

   double inc=2.0;

   for(int j=0;j<InpPeriod;j++)

     {

      koef[j]=inc;

      inc-=val;

     }

//*********************  

/*stoplevel=MarketInfo(Symbol(),MODE_STOPLEVEL)+1;

   spread=MarketInfo(Symbol(), MODE_SPREAD);

   freeze=MarketInfo(Symbol(), MODE_FREEZELEVEL)+1;*/



//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---  

   static datetime PrevBars=0;

   datetime time_0=iTime(0);

   if(time_0!=PrevBars)

     {

      double res=0.0;

      if(!calc_vol(res))

         return;

      plech=(ushort)(res*InpCoefficient);

      PrevBars=time_0;

     }

//---

   if(!RefreshRates())

      return;

//---

   if(m_symbol.Bid()>high_highest+plech*m_symbol.Point())

      high_highest=m_symbol.Bid();

   if(m_symbol.Bid()<low_lowest-plech*m_symbol.Point())

      low_lowest=m_symbol.Bid();

//---

   if(!trend && m_symbol.Bid()>low_lowest+plech*m_symbol.Point())

     {

      trend=true;

      high_highest=m_symbol.Bid();

      CloseAllPositions();

      double ush_sl=(SL_pp<=0)?0.0:plech*SL_pp;

      if(ush_sl<m_symbol.StopsLevel() && ush_sl<m_symbol.Spread())

         ush_sl=m_symbol.Spread()*3;

      double sl=m_symbol.Ask()-ush_sl*m_symbol.Point();

      OpenBuy(sl,0.0);

     }

   if(trend && m_symbol.Bid()<high_highest-plech*m_symbol.Point())

     {

      trend=false;

      low_lowest=m_symbol.Bid();

      CloseAllPositions();

      //---

      double ush_sl=(SL_pp<=0)?0.0:plech*SL_pp;

      if(ush_sl<m_symbol.StopsLevel() && ush_sl<m_symbol.Spread())

         ush_sl=m_symbol.Spread()*3;

      double sl=m_symbol.Bid()+ush_sl*m_symbol.Point();

      OpenSell(sl,0.0);

     }

//---



  }

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

//| 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 position 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);

  }

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

//|                                                                  |

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

int iHighest(string symbol,

             ENUM_TIMEFRAMES timeframe,

             int type,

             int count=WHOLE_ARRAY,

             int start=0)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   if(start<0)

      return(-1);

   if(count<=0)

      count=Bars(symbol,timeframe);

   if(type==MODE_HIGH)

     {

      double High[];

      ArraySetAsSeries(High,true);

      CopyHigh(symbol,timeframe,start,count,High);

      return(ArrayMaximum(High)+start);

     }

//---

   return(0);

  }

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

//|                                                                  |

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

int iLowest(string symbol,

            ENUM_TIMEFRAMES timeframe,

            int type,

            int count=WHOLE_ARRAY,

            int start=0)

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   if(start<0)

      return(-1);

   if(count<=0)

      count=Bars(symbol,timeframe);

   if(type==MODE_LOW)

     {

      double Low[];

      ArraySetAsSeries(Low,true);

      CopyLow(symbol,timeframe,start,count,Low);

      return(ArrayMinimum(Low)+start);

     }

//---

   return(0);

  }

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

//| Get the High for specified bar index                             | 

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

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

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   double High[1];

   double high=0;

   int copied=CopyHigh(symbol,timeframe,index,1,High);

   if(copied>0)

      high=High[0];

   return(high);

  }

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

//| Get Low for specified bar index                                  | 

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

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

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   double Low[1];

   double low=0;

   int copied=CopyLow(symbol,timeframe,index,1,Low);

   if(copied>0)

      low=Low[0];

   return(low);

  }

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

//| Get Time for specified bar index                                 | 

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

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

  {

   if(symbol==NULL)

      symbol=m_symbol.Name();

   if(timeframe==0)

      timeframe=Period();

   datetime Time[1];

   datetime time=0; // datetime "0" -> D'1970.01.01 00:00:00'

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

   if(copied>0)

      time=Time[0];

   return(time);

  }

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

//|                                                                  |

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

bool calc_vol(double &res)

  {

   res=0;

   MqlRates rates[];

   ArraySetAsSeries(rates,true);

   int copied=CopyRates(m_symbol.Name(),Period(),0,InpPeriod,rates);

   if(copied!=InpPeriod)

      return(false);

   for(int i=0;i<InpPeriod;i++)

     {

      if(!OpenClose)

        {

         if(!InpExp)

            res+=(rates[i].high-rates[i].low)/m_symbol.Point();

         else res+=((rates[i].high-rates[i].low)/m_symbol.Point())*koef[i];

        }

      else

        {

         if(!InpExp)

            res+=MathAbs(rates[i].open-rates[i].close)/m_symbol.Point();

         else res+=(MathAbs(rates[i].open-rates[i].close)/m_symbol.Point())*koef[i];

        }

     }

   res/=InpPeriod;

   if(res<=0.0)

      res=1.0;

   return(res);

  }

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

//| Close all positions                                              |

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

void CloseAllPositions()

  {

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

      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

  }

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

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

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

            else

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            PrintResult(m_trade,m_symbol);

           }

        }

      else

        {

         Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",

               "< Lots (",DoubleToString(InpLots,2),")");

         return;

        }

     }

   else

     {

      Print(__FUNCTION__,", ERROR: method CheckVolume returned the value of \"0.0\"");

      return;

     }

//---

  }

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

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

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

            else

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

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

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

            PrintResult(m_trade,m_symbol);

           }

        }

      else

        {

         Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",

               "< Lots (",DoubleToString(InpLots,2),")");

         return;

        }

     }

   else

     {

      Print(__FUNCTION__,", ERROR: method CheckVolume returned the value of \"0.0\"");

      return;

     }

//---

  }

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

//| Print CTrade result                                              |

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

void PrintResult(CTrade &trade,CSymbolInfo &symbol)

  {

   Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));

   Print("code of request result: "+trade.ResultRetcodeDescription());

   Print("deal ticket: "+IntegerToString(trade.ResultDeal()));

   Print("order ticket: "+IntegerToString(trade.ResultOrder()));

   Print("volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));

   Print("price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));

   Print("current bid price: "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("current ask price: "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

   Print("broker comment: "+trade.ResultComment());

   int d=0;

  }

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