Trend RDS

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

//|                           Trend RDS(barabashkakvn's edition).mq5 |

//|                                  Copyright © 2007, Forex-Experts |

//|                                     http://www.forex-experts.com |

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

#property copyright 	"Copyright © 2007, Forex-Experts"

#property link      	"http://www.forex-experts.com"

#property version   "1.000"

//---

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>  

#include <Trade\AccountInfo.mqh>

#include <Expert\Money\MoneyFixedMargin.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

CMoneyFixedMargin *m_money;

//--- input parameters

input ushort   InpStopLoss       = 30;       // Stop Loss (in pips)

input ushort   InpTakeProfit     = 65;       // Take Profit (in pips)

input ushort   InpTrailingStop   = 0;        // Trailing Stop (in pips)

input ushort   InpTrailingStep   = 5;        // Trailing Step (in pips)

input double   Risk              = 3;        // Risk in percent for a deal from a free margin

input datetime Start=D'1970.01.01 09:00:00'; // Opening time (only HH:mm are considered)

input datetime Close=D'1970.01.01 12:00:00'; // Closing time (only HH:mm are considered)

input bool     Reverse           = false;    // Reverse

sinput ulong    m_magic=254871700;            // magic number

//---

ulong          m_slippage=10;                // slippage



double         ExtStopLoss=0.0;

double         ExtTakeProfit=0.0;

double         ExtTrailingStop=0.0;

double         ExtTrailingStep=0.0;



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

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

//| Expert initialization function                                   |

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

int OnInit()

  {

   if(InpTrailingStop!=0 && InpTrailingStep==0)

     {

      Print(__FUNCSIG__,", ERRROR: \"Trailing Step\" == 0 !");

      return(INIT_PARAMETERS_INCORRECT);

     }



   MqlDateTime SStart;

   TimeToStruct(Start,SStart);

   long time_start=SStart.hour*3600+SStart.min*60;



   MqlDateTime SClose;

   TimeToStruct(Close,SClose);

   long time_close=SClose.hour*3600+SClose.min*60;



   if(time_start>=time_close)

     {

      Print(__FUNCSIG__,", error: parameter \"Opening time\" can not be greater than or equal to \"Closing time\"!");

      return(INIT_PARAMETERS_INCORRECT);

     }                            // last open position

//---

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

      return(INIT_FAILED);

   RefreshRates();

//---

   m_trade.SetExpertMagicNumber(m_magic);

//---

   if(IsFillingTypeAllowed(SYMBOL_FILLING_FOK))

      m_trade.SetTypeFilling(ORDER_FILLING_FOK);

   else if(IsFillingTypeAllowed(SYMBOL_FILLING_IOC))

      m_trade.SetTypeFilling(ORDER_FILLING_IOC);

   else

      m_trade.SetTypeFilling(ORDER_FILLING_RETURN);

//---

   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;



   ExtStopLoss=InpStopLoss*m_adjusted_point;

   ExtTakeProfit=InpTakeProfit*m_adjusted_point;

   ExtTrailingStop=InpTrailingStop*m_adjusted_point;

   ExtTrailingStep=InpTrailingStep*m_adjusted_point;

//---

   if(m_money!=NULL)

      delete m_money;

   m_money=new CMoneyFixedMargin;

   if(m_money!=NULL)

     {

      if(!m_money.Init(GetPointer(m_symbol),Period(),m_symbol.Point()*digits_adjust))

         return(INIT_FAILED);

      m_money.Percent(Risk);

     }

   else

     {

      Print("Object CMoneyFixedMargin is NULL");

      return(INIT_FAILED);

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   delete m_money;

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//--- we work only at the time of the birth of new bar

   static datetime PrevBars=0;

   datetime time_0=iTime(0);

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;

//---

   bool BuyValue=false;

   bool SellValue=false;

   bool Conflict=false;



   MqlDateTime STimeCurrent;

   TimeToStruct(TimeCurrent(),STimeCurrent);

   long time_current=STimeCurrent.hour*3600+STimeCurrent.min*60+STimeCurrent.sec;



   MqlDateTime SStart;

   TimeToStruct(Start,SStart);

   long time_start=SStart.hour*3600+SStart.min*60;



   MqlDateTime SClose;

   TimeToStruct(Close,SClose);

   long time_close=SClose.hour*3600+SClose.min*60;



   if(time_current>=time_start && time_current<time_close)

     {

      string            symbol_name=m_symbol.Name();  // symbol name 

      ENUM_TIMEFRAMES   timeframe=Period();           // period 

      int               start_pos=0;                  // start position 

      int               count=4;                      // data count to copy 

      MqlRates          rates[];                      // target array to copy 



      ArraySetAsSeries(rates,true);

      int copied=CopyRates(symbol_name,timeframe,start_pos,count,rates);

      if(copied!=count)

         return;



      for(int shift=1; shift<copied-2; shift++)

        {

         if(rates[shift].high<rates[shift+1].high && rates[shift+1].high<rates[shift+2].high &&

            rates[shift].low>rates[shift+1].low && rates[shift+1].low>rates[shift+2].low)

           {

            Conflict=true;

           }

         else

           {

            Conflict=false;

           }

         if(rates[shift].low>rates[shift+1].low && rates[shift+1].low>rates[shift+2].low && !Conflict)

           {

            if(Reverse)

               SellValue=true;

            else

               BuyValue=true;

            break;

           }

         if(rates[shift].high<rates[shift+1].high && rates[shift+1].high<rates[shift+2].high && !Conflict)

           {

            if(Reverse)

               BuyValue=true;

            else

               SellValue=true;

            break;

           }

        }

      //--- conditions to open and close the position

      if(BuyValue)

        {

         if(!RefreshRates())

            return;

         ClosePositions(POSITION_TYPE_SELL);

         double sl=(InpStopLoss==0)?0.0:m_symbol.Ask()-ExtStopLoss;

         double tp=(InpTakeProfit==0)?0.0:m_symbol.Ask()+ExtTakeProfit;

         OpenBuy(sl,tp);

        }

      else if(SellValue)

        {

         if(!RefreshRates())

            return;

         ClosePositions(POSITION_TYPE_BUY);

         double sl=(InpStopLoss==0)?0.0:m_symbol.Bid()+ExtStopLoss;

         double tp=(InpTakeProfit==0)?0.0:m_symbol.Bid()-ExtTakeProfit;

         OpenSell(sl,tp);

        }

     }

   else

      return;

//---

   Trailing();

//---

   return;

  }

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

//| 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);

  }

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

//| Checks if the specified filling mode is allowed                  | 

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

bool IsFillingTypeAllowed(int fill_type)

  {

//--- Obtain the value of the property that describes allowed filling modes 

   int filling=m_symbol.TradeFillFlags();

//--- Return true, if mode fill_type is allowed 

   return((filling & fill_type)==fill_type);

  }

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

//| 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; // D'1970.01.01 00:00:00'

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

   if(copied>0)

      time=Time[0];

   return(time);

  }

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

//| Close positions                                                  |

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

void ClosePositions(const ENUM_POSITION_TYPE pos_type)

  {

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

            if(m_position.PositionType()==pos_type) // gets the position type

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

  }

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

//| Trailing                                                         |

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

void Trailing()

  {

   if(InpTrailingStop==0)

      return;

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

      if(m_position.SelectByIndex(i))

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

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(m_position.PriceCurrent()-m_position.PriceOpen()>ExtTrailingStop+ExtTrailingStep)

                  if(m_position.StopLoss()<m_position.PriceCurrent()-(ExtTrailingStop+ExtTrailingStep))

                    {

                     if(!m_trade.PositionModify(m_position.Ticket(),

                        m_symbol.NormalizePrice(m_position.PriceCurrent()-ExtTrailingStop),

                        m_position.TakeProfit()))

                        Print("Modify ",m_position.Ticket(),

                              " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

                     continue;

                    }

              }

            else

              {

               if(m_position.PriceOpen()-m_position.PriceCurrent()>ExtTrailingStop+ExtTrailingStep)

                  if((m_position.StopLoss()>(m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep))) || 

                     (m_position.StopLoss()==0))

                    {

                     if(!m_trade.PositionModify(m_position.Ticket(),

                        m_symbol.NormalizePrice(m_position.PriceCurrent()+ExtTrailingStop),

                        m_position.TakeProfit()))

                        Print("Modify ",m_position.Ticket(),

                              " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

                    }

              }



           }

  }

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

//| Open Buy position                                                |

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

void OpenBuy(double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double check_open_long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl);

   Print("sl=",DoubleToString(sl,m_symbol.Digits()),

         ", CheckOpenLong: ",DoubleToString(check_open_long_lot,2),

         ", Balance: ",    DoubleToString(m_account.Balance(),2),

         ", Equity: ",     DoubleToString(m_account.Equity(),2),

         ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

   if(check_open_long_lot==0.0)

     {

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

      return;

     }



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

   double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_long_lot,m_symbol.Ask(),ORDER_TYPE_BUY);



   if(check_volume_lot!=0.0)

     {

      if(check_volume_lot>=check_open_long_lot)

        {

         if(m_trade.Buy(check_open_long_lot,NULL,m_symbol.Ask(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

            else

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

            Print("#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),") ",

               "< method CheckOpenLong (",DoubleToString(check_open_long_lot,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);



   double check_open_short_lot=m_money.CheckOpenShort(m_symbol.Bid(),sl);

   Print("sl=",DoubleToString(sl,m_symbol.Digits()),

         ", CheckOpenLong: ",DoubleToString(check_open_short_lot,2),

         ", Balance: ",    DoubleToString(m_account.Balance(),2),

         ", Equity: ",     DoubleToString(m_account.Equity(),2),

         ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

   if(check_open_short_lot==0.0)

     {

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

      return;

     }



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

   double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_short_lot,m_symbol.Bid(),ORDER_TYPE_SELL);



   if(check_volume_lot!=0.0)

     {

      if(check_volume_lot>=check_open_short_lot)

        {

         if(m_trade.Sell(check_open_short_lot,NULL,m_symbol.Bid(),sl,tp))

           {

            if(m_trade.ResultDeal()==0)

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

            else

              {

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

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

               PrintResult(m_trade,m_symbol);

              }

           }

         else

           {

            Print("#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),") ",

               "< method CheckOpenShort (",DoubleToString(check_open_short_lot,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());

//DebugBreak();

  }

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