Sprut

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

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

//|                              Copyright © 2018, Vladimir Karputov |

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

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

#property copyright "Copyright © 2018, Vladimir Karputov"

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

#property version   "1.001"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\OrderInfo.mqh>

CPositionInfo  m_position;                      // trade position object

CTrade         m_trade;                         // trading object

CSymbolInfo    m_symbol;                        // symbol info object

COrderInfo     m_order;                         // pending orders object

//--- input parameters

input uchar    CountOrders          = 5;        // Count pending orders

input double   FirstBuyStop         = 0.0;      // Price First Buy Stop

input double   FirstBuyLimit        = 0.0;      // Price First Buy Limit

input double   FirstSellStop        = 0.0;      // Price First Sell Stop

input double   FirstSellLimit       = 0.0;      // Price First Sell Limit

input ushort   DeltaFirstBuyStop    = 15.0;     // Delta First Buy Stop (in pips)

input ushort   DeltaFirstBuyLimit   = 15.0;     // Delta First Buy Limit (in pips)

input ushort   DeltaFirstSellStop   = 15.0;     // Delta First Sell Stop (in pips)

input ushort   DeltaFirstSellLimit  = 15.0;     // Delta First Sell Limit (in pips)

input bool     UseBuyStop           = false;    // Use buy stop

input bool     UseBuyLimit          = false;    // Use buy limit

input bool     UseSellStop          = false;    // Use sell stop

input bool     UseSellLimit         = false;    // Use sell limit

input ushort   StepStop             = 50;       // Step stop (in pips)

input ushort   StepLimit            = 50;       // Step limit (in pips)

input double   VolumeStop           = 0.01;     // First volume stop

input double   VolumeLimit          = 0.01;     // First volume limit

input double   CoefficientStop      = 1.6;      // Coefficient stop

input double   CoefficientLimit     = 1.6;      // Coefficient limit

input double   ProfitClose          = 10.0;     // Profit Close

input double   LossClose            = -100.0;   // Loss Close

input int      Expiration           = 60;       // Expiration (in minutes)

input ushort   StopLoss             = 50.0;     // Stop Loss (in pips)

input ushort   TakeProfit           = 0.0;      // Take Profit (in pips)

input ulong    m_magic=56556720;                // magic number

//---

ulong  m_slippage=10;                           // slippage



double ExtDeltaFirstBuyStop   = 0.0;

double ExtDeltaFirstBuyLimit  = 0.0;

double ExtDeltaFirstSellStop  = 0.0;

double ExtDeltaFirstSellLimit = 0.0;

double ExtStepStop            = 0.0;

double ExtStepLimit           = 0.0;

double ExtStopLoss            = 0.0;

double ExtTakeProfit          = 0.0;



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



bool   m_close_all=false;

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

   if(!m_symbol.Name(Symbol())) // sets symbol name

      return(INIT_FAILED);

   RefreshRates();



   string err_text="";

   if(UseBuyStop || UseSellStop)

      if(!CheckVolumeValue(VolumeStop,err_text))

        {

         Print(__FUNCTION__,", ERROR: ",err_text);

         return(INIT_PARAMETERS_INCORRECT);

        }

   err_text="";

   if(UseBuyLimit || UseSellLimit)

      if(!CheckVolumeValue(VolumeLimit,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);

//--- 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;



   ExtDeltaFirstBuyStop    = DeltaFirstBuyStop     * m_adjusted_point;

   ExtDeltaFirstBuyLimit   = DeltaFirstBuyLimit    * m_adjusted_point;

   ExtDeltaFirstSellStop   = DeltaFirstSellStop    * m_adjusted_point;

   ExtDeltaFirstSellLimit  = DeltaFirstSellLimit   * m_adjusted_point;

   ExtStepStop             = StepStop              * m_adjusted_point;

   ExtStepLimit            = StepLimit             * m_adjusted_point;

   ExtStopLoss             = StopLoss              * m_adjusted_point;

   ExtTakeProfit           = TakeProfit            * m_adjusted_point;

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

   if(m_close_all)

     {

      if(IsPositionExists())

        {

         CloseAllPositions();

         return;

        }

      if(IsPendingOrdersExists())

        {

         DeleteAllPendingOrders();

         return;

        }

      m_close_all=false;

     }

//---

   double profit=ProfitAllPositions();

   if(profit>=ProfitClose || profit<=LossClose)

     {

      m_close_all=true;

      return;

     }

//---

   if(!IsPositionExists() && !IsPendingOrdersExists())

     {

      if(!RefreshRates())

         return;

      double price_buy_stop   =(FirstBuyStop==0.0)    ? m_symbol.Ask() + ExtDeltaFirstBuyStop  : FirstBuyStop;

      double price_buy_limit  =(FirstBuyLimit==0.0)   ? m_symbol.Bid() - ExtDeltaFirstBuyLimit : FirstBuyLimit;

      double price_sell_stop  =(FirstSellStop==0.0)   ? m_symbol.Bid() - ExtDeltaFirstSellStop : FirstSellStop;

      double price_sell_limit =(FirstSellLimit==0.0)  ? m_symbol.Ask() + ExtDeltaFirstSellLimit: FirstSellLimit;

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

        {

         double price= 0.0;

         double sl   = 0.0;

         double tp   = 0.0;

         if(UseBuyStop)

           {

            price=price_buy_stop+(double)i*ExtStepStop;

            sl=(StopLoss==0)?0.0:price-ExtStopLoss;

            tp=(TakeProfit==0)?0.0:price+ExtTakeProfit;

            double lot=(i==0 || CoefficientStop==1.0)?VolumeStop:LotCheck(VolumeStop*(double)i*CoefficientStop);

            if(lot==0.0)

               continue;

            PendingOrder(ORDER_TYPE_BUY_STOP,lot,price,sl,tp,Expiration);

           }

         if(UseBuyLimit)

           {

            price=price_buy_limit-(double)i*ExtStepLimit;

            sl=(StopLoss==0)?0.0:price-ExtStopLoss;

            tp=(TakeProfit==0)?0.0:price+ExtTakeProfit;

            double lot=(i==0 || CoefficientLimit==1.0)?VolumeLimit:LotCheck(VolumeLimit*(double)i*CoefficientLimit);

            if(lot==0.0)

               continue;

            PendingOrder(ORDER_TYPE_BUY_LIMIT,lot,price,sl,tp,Expiration);

           }

         if(UseSellStop)

           {

            price=price_sell_stop-(double)i*ExtStepStop;

            sl=(StopLoss==0)?0.0:price+ExtStopLoss;

            tp=(TakeProfit==0)?0.0:price-ExtTakeProfit;

            double lot=(i==0 || CoefficientStop==1.0)?VolumeStop:LotCheck(VolumeStop*(double)i*CoefficientStop);

            if(lot==0.0)

               continue;

            PendingOrder(ORDER_TYPE_SELL_STOP,lot,price,sl,tp,Expiration);

           }

         if(UseSellLimit)

           {

            price=price_sell_limit-(double)i*ExtStepLimit;

            sl=(StopLoss==0)?0.0:price+ExtStopLoss;

            tp=(TakeProfit==0)?0.0:price-ExtTakeProfit;

            double lot=(i==0 || CoefficientLimit==1.0)?VolumeLimit:LotCheck(VolumeLimit*(double)i*CoefficientLimit);

            if(lot==0.0)

               continue;

            PendingOrder(ORDER_TYPE_SELL_LIMIT,lot,price,sl,tp,Expiration);

           }

        }

     }

  }

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

//| 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)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< <5=LH5 <8=8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MIN=%.2f",min_volume);

      else

         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)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< 1>;LH5 <0:A8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MAX=%.2f",max_volume);

      else

         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)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< =5 :@0B5= <8=8<0;L=><C H03C SYMBOL_VOLUME_STEP=%.2f, 1;8609H89 ?@028;L=K9 >1J5< %.2f",

                                        volume_step,ratio*volume_step);

      else

         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);

  }

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

//| Lot Check                                                        |

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

double LotCheck(double lots)

  {

//--- calculate maximum volume

   double volume=NormalizeDouble(lots,2);

   double stepvol=m_symbol.LotsStep();

   if(stepvol>0.0)

      volume=stepvol*MathFloor(volume/stepvol);

//---

   double minvol=m_symbol.LotsMin();

   if(volume<minvol)

      volume=0.0;

//---

   double maxvol=m_symbol.LotsMax();

   if(volume>maxvol)

      volume=maxvol;

   return(volume);

  }

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

//| Pending order                                                    |

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

void PendingOrder(ENUM_ORDER_TYPE order_type,double volume,double price,double sl,double tp,int expiration)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   bool result=false;

   if(expiration<=0)

      result=m_trade.OrderOpen(m_symbol.Name(),order_type,volume,0.0,

                               m_symbol.NormalizePrice(price),m_symbol.NormalizePrice(sl),m_symbol.NormalizePrice(tp));

   else

      result=m_trade.OrderOpen(m_symbol.Name(),order_type,volume,0.0,

                               m_symbol.NormalizePrice(price),m_symbol.NormalizePrice(sl),m_symbol.NormalizePrice(tp),

                               ORDER_TIME_SPECIFIED,TimeCurrent()+expiration*60);

   if(result)

     {

      if(m_trade.ResultOrder()==0)

        {

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

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

         PrintResultTrade(m_trade,m_symbol);

        }

      else

        {

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

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

         PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

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

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

      PrintResultTrade(m_trade,m_symbol);

     }

//---

  }

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

//| Print CTrade result                                              |

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

void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)

  {

   Print("File: ",__FILE__,", symbol: ",m_symbol.Name());

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

   Print("code of request result as a string: "+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(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

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

  }

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

//| Profit all positions                                             |

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

double  ProfitAllPositions()

  {

   double profit=0.0;



   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()==m_symbol.Name() && m_position.Magic()==m_magic)

            profit+=m_position.Commission()+m_position.Swap()+m_position.Profit();

//---

   return(profit);

  }

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

//| Is position exists                                               |

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

bool IsPositionExists(void)

  {

   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)

            return(true);

//---

   return(false);

  }

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

//| Is pendinf orders exists                                         |

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

bool IsPendingOrdersExists(void)

  {

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

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

         if(m_order.Symbol()==m_symbol.Name() && m_order.Magic()==m_magic)

            return(true);

//---

   return(false);

  }

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

//| 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

  }

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

//| Delete all pending orders                                        |

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

void DeleteAllPendingOrders()

  {

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

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

         if(m_order.Symbol()==m_symbol.Name() && m_order.Magic()==m_magic)

            m_trade.OrderDelete(m_order.Ticket());

  }



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