Author: Copyright 2018, MetaQuotes Software Corp.
Price Data Components
Series array that contains open time of each bar
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TimeEA
ÿþ//+------------------------------------------------------------------+

//|                                                       TimeEA.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

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

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

//--- enums

enum ENUM_OPENED_TYPE

  {

   OPENED_TYPE_BUY,  // Long position

   OPENED_TYPE_SELL  // Short position

  };

//--- input parameters

sinput   long              InpMagic       =  1234567;          // Experts magic number

input    uint              InpHourOpen    =  1;                // Hour of position open

input    uint              InpMinuteOpen  =  0;                // Minute of position open

input    uint              InpHourClose   =  0;                // Hour of position close

input    uint              InpMinuteClose =  0;                // Minute of position close

input    ENUM_OPENED_TYPE  InpOpenedType  =  OPENED_TYPE_BUY;  // Position type

input    double            InpVolume      =  0.1;              // Lots

input    uint              InpStopLoss    =  0;                // Stop loss in points

input    uint              InpTakeProfit  =  0;                // Take profit in points

sinput   ulong             InpDeviation   =  10;               // Slippage of price

sinput   uint              InpSizeSpread  =  2;                // Multiplier spread for stops

//--- includes

#include <Arrays\ArrayLong.mqh>

#include <Trade\TerminalInfo.mqh>

#include <Trade\AccountInfo.mqh>

#include <Trade\Trade.mqh>

//--- objects

CSymbolInfo    symbol_info;         // 1J5:B-CSymbolInfo

CAccountInfo   account_info;        // 1J5:B-CAccountInfo

CTerminalInfo  terminal_info;       // 1J5:B-CTerminalInfo

CTrade         trade;               // 1J5:B-CTrade

//--- structures

struct SDatas

  {

   CArrayLong  list_tickets;        // A?8A>: B8:5B>0

   double      total_vilume;        // 1I89 >1JQ<

  };

struct SDataPositions

  {

   SDatas      Buy;                 // 0==K5 ?>78F89 Buy

   SDatas      Sell;                // 0==K5 ?>78F89 Sell

  } Data;

//--- global variables

double         lot;                 // 1JQ< ?>78F88

string         symb;                // !8<2>;

int            prev_total;          // >;8G5AB2> ?>78F89 =0 ?@>H;>9 ?@>25@:5

int            size_spread;         // =>68B5;L A?@540

int            hour_open;           // '0A >B:@KB8O ?>78F88

int            minute_open;         // 8=CB0 >B:@KB8O ?>78F88

int            hour_close;          // '0A 70:@KB8O ?>78F88

int            minute_close;        // 8=CB0 70:@KB8O ?>78F88

ulong          open_time;           // @5<O >B:@KB8O 2 <8;8A5:C=40E

ulong          close_time;          // @5<O 70:@KB8O 2 <8;8A5:C=40E

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//--- #AB0=>2:0 B>@3>2KE ?0@0<5B@>2

   if(!SetTradeParameters())

      return INIT_FAILED;

//--- #AB0=>2:0 7=0G5=89 ?5@5<5==KE

   hour_open=int(InpHourOpen>23 ? 23 : InpHourOpen);

   minute_open=int(InpMinuteOpen>59 ? 59 : InpMinuteOpen);

   hour_close=int(InpHourClose>23 ? 23 : InpHourClose);

   minute_close=int(InpMinuteClose>59 ? 59 : InpMinuteClose);

   open_time=hour_open*60+minute_open;

   close_time=hour_close*60+minute_close;

//---

   size_spread=int(InpSizeSpread<1 ? 1 : InpSizeSpread);

   symb=symbol_info.Name();

//last_time=0;

   prev_total=0;

//--- #A?5H=0O 8=8F80;870F8O

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---



  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//--- @>25@:0 =C;52KE F5=

   if(!RefreshRates()) return;

//--- 0?>;=5=85 A?8A:>2 B8:5B>2 ?>78F89

   int positions_total=PositionsTotal();

   if(prev_total!=positions_total)

     {

      FillingListTickets();

      prev_total=positions_total;

     }

   int num_b=NumberBuy();

   int num_s=NumberSell();

//--- B:@KB85 ?>78F89 ?> 2@5<5=8

   datetime time_hour_curr=TimeHour(TimeCurrent());

   datetime time_minutes_curr=TimeMinute(TimeCurrent());

   datetime time_hour_0=TimeHour(Time(0));

   datetime time_minutes_0=TimeMinute(Time(0));

   if(time_hour_curr<0 || time_minutes_curr<0 || time_hour_0<0 || time_minutes_0<0) return;

   ulong time_now=time_hour_curr*60+time_minutes_curr;

   ulong time_0=time_hour_0*60+time_minutes_0;

   if(time_0<=open_time && time_now>=open_time)

     {

      if(InpOpenedType==OPENED_TYPE_BUY)

        {

         if(num_s>0) CloseSell();

         if(num_b==0)

           {

            double sl=(InpStopLoss==0   ? 0 : CorrectStopLoss(ORDER_TYPE_BUY,InpStopLoss));

            double tp=(InpTakeProfit==0 ? 0 : CorrectTakeProfit(ORDER_TYPE_BUY,InpTakeProfit));

            double ll=trade.CheckVolume(symb,lot,SymbolInfoDouble(symb,SYMBOL_ASK),ORDER_TYPE_BUY);

            if(ll>0 && CheckLotForLimitAccount(POSITION_TYPE_BUY,ll))

              {

               if(trade.Buy(ll,symb,0,sl,tp))

                  FillingListTickets();

              }

           }

        }

      else

        {

         if(num_b>0) CloseBuy();

         if(num_s==0)

           {

            double sl=(InpStopLoss==0   ? 0 : CorrectStopLoss(ORDER_TYPE_SELL,InpStopLoss));

            double tp=(InpTakeProfit==0 ? 0 : CorrectTakeProfit(ORDER_TYPE_SELL,InpTakeProfit));

            double ll=trade.CheckVolume(symb,lot,SymbolInfoDouble(symb,SYMBOL_BID),ORDER_TYPE_SELL);

            if(ll>0 && CheckLotForLimitAccount(POSITION_TYPE_SELL,ll))

              {

               if(trade.Sell(ll,symb,0,sl,tp))

                  FillingListTickets();

              }

           }

        }

     }

   if(time_0<=close_time && time_now>=close_time)

     {

      if(InpOpenedType==OPENED_TYPE_BUY)

        {

         if(num_b>0) CloseBuy();

        }

      else

        {

         if(num_s>0) CloseSell();

        }

     }

  }

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

//| Trade function                                                   |

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

void OnTrade()

  {



  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//---



  }

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

//| >72@0I05B G0A C:070==>3> 2@5<5=8                                |

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

int TimeHour(const datetime date)

  {

   MqlDateTime tm={0};

   if(!TimeToStruct(date,tm)) return WRONG_VALUE;

   return tm.hour;

  }

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

//| >72@0I05B <8=CBC C:070==>3> 2@5<5=8                             |

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

int TimeMinute(const datetime date)

  {

   MqlDateTime tm={0};

   if(!TimeToStruct(date,tm)) return WRONG_VALUE;

   return tm.min;

  }

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

//| #AB0=>2:0 B>@3>2KE ?0@0<5B@>2                                    |

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

bool SetTradeParameters()

  {

//--- #AB0=>2:0 A8<2>;0

   ResetLastError();

   if(!symbol_info.Name(Symbol()))

     {

      Print("Error setting ",Symbol()," symbol: ",GetLastError());

      return false;

     }

//--- >;CG5=85 F5=

   ResetLastError();

   if(!symbol_info.RefreshRates())

     {

      Print("Error obtaining ",symbol_info.Name()," data: ",GetLastError());

      return false;

     }

   if(account_info.MarginMode()==ACCOUNT_MARGIN_MODE_RETAIL_NETTING)

     {

      Print(account_info.MarginModeDescription(),"-account. EA should work on a hedge account.");

      return false;

     }

//--- 2B><0B8G5A:0O CAB0=>2:0 B8?0 70?>;=5=8O

   trade.SetTypeFilling(GetTypeFilling());

//--- #AB0=>2:0 <038:0

   trade.SetExpertMagicNumber(InpMagic);

//--- #AB0=>2:0 ?@>A:0;L7K20=8O

   trade.SetDeviationInPoints(InpDeviation);

//--- #AB0=>2:0 ;>B0 A :>@@5:B8@>2:>9 2254Q==>3> 7=0G5=8O

   lot=CorrectLots(InpVolume);

//--- 

   return true;

  }

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

//| 1=>2;5=85 F5=                                                   |

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

bool RefreshRates(void)

  {

   if(!symbol_info.RefreshRates()) return false;

   if(symbol_info.Ask()==0 || symbol_info.Bid()==0) return false;

   return true;

  }

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

//| >72@0I05B 2@5<O >B:@KB8O 7040==>3> 10@0                         |

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

datetime Time(int shift)

  {

   datetime array[];

   if(CopyTime(symb,PERIOD_CURRENT,shift,1,array)==1) return array[0];

   return 0;

  }

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

//| >72@0I05B :>@@5:B=K9 ;>B                                        |

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

double CorrectLots(const double lots,const bool to_min_correct=true)

  {

   double min=symbol_info.LotsMin();

   double max=symbol_info.LotsMax();

   double step=symbol_info.LotsStep();

   return(to_min_correct ? VolumeRoundToSmaller(lots,min,max,step) : VolumeRoundToCorrect(lots,min,max,step));

  }

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

//| >72@0I05B 1;8609H89 :>@@5:B=K9 ;>B                              |

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

double VolumeRoundToCorrect(const double volume,const double min,const double max,const double step)

  {

   return(step==0 ? min : fmin(fmax(round(volume/step)*step,min),max));

  }

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

//| >72@0I05B 1;8609H89 2 <5=LHCN AB>@>=C :>@@5:B=K9 ;>B            |

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

double VolumeRoundToSmaller(const double volume,const double min,const double max,const double step)

  {

   return(step==0 ? min : fmin(fmax(floor(volume/step)*step,min),max));

  }

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

//| >72@0I05B D;03 =5 ?@52KH5=8O >1I53> >1JQ<0 =0 AGQB5             |

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

bool CheckLotForLimitAccount(const ENUM_POSITION_TYPE position_type,const double volume)

  {

   if(symbol_info.LotsLimit()==0) return true;

   double total_volume=(position_type==POSITION_TYPE_BUY ? Data.Buy.total_vilume : Data.Sell.total_vilume);

   return(total_volume+volume<=symbol_info.LotsLimit());

  }

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

//| >72@0I05B :>@@5:B=K9 StopLoss >B=>A8B5;L=> StopLevel            |

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

double CorrectStopLoss(const ENUM_ORDER_TYPE order_type,const int stop_loss)

  {

   if(stop_loss==0) return 0;

   double pt=symbol_info.Point();

   double price=(order_type==ORDER_TYPE_BUY ? SymbolInfoDouble(symbol_info.Name(),SYMBOL_ASK) : SymbolInfoDouble(symbol_info.Name(),SYMBOL_BID));

   int lv=StopLevel(),dg=symbol_info.Digits();

   return

   (order_type==ORDER_TYPE_BUY ?

    NormalizeDouble(fmin(price-lv*pt,price-stop_loss*pt),dg) :

    NormalizeDouble(fmax(price+lv*pt,price+stop_loss*pt),dg)

    );

  }

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

//| >72@0I05B :>@@5:B=K9 TakeProfit >B=>A8B5;L=> StopLevel          |

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

double CorrectTakeProfit(const ENUM_ORDER_TYPE order_type,const int take_profit)

  {

   if(take_profit==0) return 0;

   double pt=symbol_info.Point();

   double price=(order_type==ORDER_TYPE_BUY ? SymbolInfoDouble(symbol_info.Name(),SYMBOL_ASK) : SymbolInfoDouble(symbol_info.Name(),SYMBOL_BID));

   int lv=StopLevel(),dg=symbol_info.Digits();

   return

   (order_type==ORDER_TYPE_BUY ?

    NormalizeDouble(fmax(price+lv*pt,price+take_profit*pt),dg) :

    NormalizeDouble(fmin(price-lv*pt,price-take_profit*pt),dg)

    );

  }

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

//| >72@0I05B @0AAG8B0==K9 StopLevel                                |

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

int StopLevel(void)

  {

   int sp=symbol_info.Spread();

   int lv=symbol_info.StopsLevel();

   return(lv==0 ? sp*size_spread : lv);

  }

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

//| 0:@K205B ?>78F88 Buy                                            |

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

void CloseBuy(void)

  {

   int total=Data.Buy.list_tickets.Total();

   for(int i=total-1; i>=0; i--)

     {

      ulong ticket=Data.Buy.list_tickets.At(i);

      if(ticket==NULL) continue;

      trade.PositionClose(ticket,InpDeviation);

     }

   FillingListTickets();

  }

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

//| 0:@K205B ?>78F88 Sell                                           |

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

void CloseSell(void)

  {

   int total=Data.Sell.list_tickets.Total();

   for(int i=total-1; i>=0; i--)

     {

      ulong ticket=Data.Sell.list_tickets.At(i);

      if(ticket==NULL) continue;

      trade.PositionClose(ticket,InpDeviation);

     }

   FillingListTickets();

  }

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

//| 0?>;=O5B <0AA82K B8:5B>2 ?>78F89                                |

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

void FillingListTickets(void)

  {

   Data.Buy.list_tickets.Clear();

   Data.Sell.list_tickets.Clear();

   Data.Buy.total_vilume=0;

   Data.Sell.total_vilume=0;

//---

   int total=PositionsTotal();

   for(int i=total-1; i>=0; i--)

     {

      ulong ticket=PositionGetTicket(i);

      if(ticket==0) continue;

      if(PositionGetInteger(POSITION_MAGIC)!=InpMagic)   continue;

      if(PositionGetString(POSITION_SYMBOL)!=symb)       continue;

      ENUM_POSITION_TYPE type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);

      double volume=PositionGetDouble(POSITION_VOLUME);

      if(type==POSITION_TYPE_BUY)

        {

         Data.Buy.list_tickets.Add(ticket);

         Data.Buy.total_vilume+=volume;

        }

      else

        {

         Data.Sell.list_tickets.Add(ticket);

         Data.Sell.total_vilume+=volume;

        }

     }

  }

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

//| >72@0I05B :>;8G5AB2> ?>78F89 Buy                                |

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

int NumberBuy(void)

  {

   return Data.Buy.list_tickets.Total();

  }

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

//| >72@0I05B :>;8G5AB2> ?>78F89 Sell                               |

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

int NumberSell(void)

  {

   return Data.Sell.list_tickets.Total();

  }

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

//| >72@0I05B B8? 8A?>;=5=8O >@45@0, @02=K9 type,                   |

//| 5A;8 >= 4>ABC?5= =0 A8<2>;5, 8=0G5 - :>@@5:B=K9 20@80=B          |

//| https://www.mql5.com/ru/forum/170952/page4#comment_4128864       |

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

ENUM_ORDER_TYPE_FILLING GetTypeFilling(const ENUM_ORDER_TYPE_FILLING type=ORDER_FILLING_RETURN)

  {

   const ENUM_SYMBOL_TRADE_EXECUTION exe_mode=symbol_info.TradeExecution();

   const int filling_mode=symbol_info.TradeFillFlags();



   return(

          (filling_mode==0 || (type>=ORDER_FILLING_RETURN) || ((filling_mode &(type+1))!=type+1)) ?

          (((exe_mode==SYMBOL_TRADE_EXECUTION_EXCHANGE) || (exe_mode==SYMBOL_TRADE_EXECUTION_INSTANT)) ?

          ORDER_FILLING_RETURN :((filling_mode==SYMBOL_FILLING_IOC) ? ORDER_FILLING_IOC : ORDER_FILLING_FOK)) : type

          );

  }

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

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