ZigZagEvgeTrofi ver. 1

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

//|              ZigZagEvgeTrofi ver. 1(barabashkakvn's edition).mq5 |

//|                               Copyright © 2008, Trofimov Evgeniy |

//|                                     http://www.fracpar.narod.ru/ |

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

#property copyright "Copyright © 2008, Trofimov Evgeniy"

#property link      "http://www.fracpar.narod.ru/"

#property version   "1.001"

//---

#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 int      InpDepth          = 17;       // Depth

input int      InpDeviation      = 7;        // Deviation

input int      InpBackstep       = 5;        // Backstep

input double   InpLot            = 0.10;     // Volume position

input bool     InpSignalReverse  = false;    // Signal reverse

ulong          m_magic           = 837874578;// magic number

//----

static int prevtime=0;

int Urgency=2;

//---

ulong          m_slippage=10;                // slippage



int            handle_iCustom;               // variable for storing the handle of the iCustom indicator 



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

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//---

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

      return(INIT_FAILED);

   RefreshRates();



   string err_text="";

   if(!CheckVolumeValue(InpLot,err_text))

     {

      Print(err_text);

      return(INIT_PARAMETERS_INCORRECT);

     }

//---

   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;

//--- create handle of the indicator iCustom

   handle_iCustom=iCustom(m_symbol.Name(),Period(),"\\Examples\\ZigZag",InpDepth,InpDeviation,InpBackstep);

//--- if the handle is not created 

   if(handle_iCustom==INVALID_HANDLE)

     {

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

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

  {

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

   static datetime PrevBars=0;

   datetime time_0=iTime(m_symbol.Name(),Period(),0);

   if(time_0==PrevBars)

      return;

   PrevBars=time_0;

   if(!IsTradeAllowed())

      return;

//---

   double ZigZag=0.0;

   int Signal=0;



   double arr_zigzag[];

   ArraySetAsSeries(arr_zigzag,true);

   int counter=0;

   if(iCustomGet(handle_iCustom,0,0,100,arr_zigzag))

     {

      bool find=false;

      int limit=ArraySize(arr_zigzag);

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

        {

         if(arr_zigzag[i]!=0.0)

           {

            find=true;

            counter=i;

            ZigZag=arr_zigzag[i];

            break;

           }

        }

      if(!find)

         return;

     }

   else

     {

      PrevBars=iTime(m_symbol.Name(),Period(),1);

      return;

     }



   double high=iHigh(m_symbol.Name(),Period(),counter);

   double low=iLow(m_symbol.Name(),Period(),counter);

   if(high==0.0 || low==0.0)

     {

      PrevBars=iTime(m_symbol.Name(),Period(),1);

      return;

     }

   if(CompareDoubles(ZigZag,high,m_symbol.Digits()))

     {

      if(!InpSignalReverse)

         Signal=1;   // open buy

      else

         Signal=2;   // open sell

     }

   else if(CompareDoubles(ZigZag,low,m_symbol.Digits()))

     {

      if(!InpSignalReverse)

         Signal=2;   // open sell

      else

         Signal=1;   // open buy

     }

//---

   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)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(Signal==2)

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

              }

            else if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

               if(Signal==1)

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

              }

           }

//---

   if(counter<=Urgency)

     {

      if(Signal==1)

         m_trade.Buy(InpLot);

      else if(Signal==2)

         m_trade.Sell(InpLot);

     }

  }

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

//| 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 order 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);

  }

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

//| 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);

  }

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

//| Gets the information about permission to trade                   |

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

bool IsTradeAllowed()

  {

   if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED))

     {

      Alert("Check if automated trading is allowed in the terminal settings!");

      return(false);

     }

   else

     {

      if(!MQLInfoInteger(MQL_TRADE_ALLOWED))

        {

         Alert("Automated trading is forbidden in the program settings for ",__FILE__);

         return(false);

        }

     }

   if(!AccountInfoInteger(ACCOUNT_TRADE_EXPERT))

     {

      Alert("Automated trading is forbidden for the account ",AccountInfoInteger(ACCOUNT_LOGIN),

            " at the trade server side");

      return(false);

     }

   if(!AccountInfoInteger(ACCOUNT_TRADE_ALLOWED))

     {

      Comment("Trading is forbidden for the account ",AccountInfoInteger(ACCOUNT_LOGIN),

              ".\n Perhaps an investor password has been used to connect to the trading account.",

              "\n Check the terminal journal for the following entry:",

              "\n\'",AccountInfoInteger(ACCOUNT_LOGIN),"\': trading has been disabled - investor mode.");

      return(false);

     }

//---

   return(true);

  }

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

//| Get value of buffers for the iCustom                             |

//|  the buffer numbers are the following:                           |

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

bool iCustomGet(int handle,const int buffer,const int start_pos,const int count,double &array[])

  {

//--- reset error code 

   ResetLastError();

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

   int copy=CopyBuffer(handle,buffer,start_pos,count,array);

   if(copy!=count)

     {

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

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

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

      return(false);

     }

   return(true);

  }

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

//| Compare doubles                                                  |

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

bool CompareDoubles(double number1,double number2,int digits)

  {

   if(NormalizeDouble(number1-number2,digits)==0)

      return(true);

   else

      return(false);

  }

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