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iCCI Martingale.mq5
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iCCI Martingale.mq5
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//+------------------------------------------------------------------+
//| iCCI Martingale.mq5 |
//| Copyright © 2018-2021, Vladimir Karputov |
//| https://www.mql5.com/en/users/barabashkakvn |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2018-2021, Vladimir Karputov"
#property link "https://www.mql5.com/en/users/barabashkakvn"
#property version "1.004"
/*
barabashkakvn Trading engine 4.004
*/
#include <Trade\PositionInfo.mqh>
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\AccountInfo.mqh>
#include <Trade\DealInfo.mqh>
//---
CPositionInfo m_position; // object of CPositionInfo class
CTrade m_trade; // object of CTrade class
CSymbolInfo m_symbol; // object of CSymbolInfo class
CAccountInfo m_account; // object of CAccountInfo class
CDealInfo m_deal; // object of CDealInfo class
//+------------------------------------------------------------------+
//| Enum Step |
//+------------------------------------------------------------------+
enum ENUM_STEP
{
loss=-1, // ... lossing
profit=1, // ... profitable
};
//--- input parameters
input group "Trading settings"
input ENUM_TIMEFRAMES InpWorkingPeriod = PERIOD_CURRENT; // Working timeframe
input uint InpStopLoss = 200; // Stop Loss
input uint InpTakeProfit = 500; // Take Profit
input uint InpTrailingStop = 50; // Trailing Stop (min distance from price to Stop Loss)
input uint InpTrailingStep = 150; // Trailing Step
input group "Position size management (lot calculation)"
input double InpLots = 0.1; // Lots
input group "CCI"
input int Inp_CCI_ma_period = 27; // CCI: averaging period
input ENUM_APPLIED_PRICE Inp_CCI_applied_price = PRICE_TYPICAL; // CCI: type of price
input group "Time control"
input bool InpTimeControl = false; // Use time control
input uchar InpStartHour = 10; // Start Hour
input uchar InpStartMinute = 01; // Start Minute
input uchar InpEndHour = 15; // End Hour
input uchar InpEndMinute = 02; // End Minute
input group "Martingale"
input bool InpMartin = true; // Use martingale
input double InpMartinCoeff = 3.0; // Martingale coefficient
input int InpMartinOrdinalNumber = 1; // Ordinal number of the losing trade
input int InpMartinMaxMultiplications=3; // Maximum number of multiplications
input group "Step by step"
input bool InpStep = false; // Use step by step
input double InpStepLots = 0.1; // Step lots
input double InpStepLotsMax = 1.5; // Maximum lots
input ENUM_STEP InpStepProfit = loss; // Use step afte ...
input group "Day limits in money deposit"
input double InpMaxDailyLoss = 100; // Maximum daily loss ('0' -> OFF)
input double InpDailyProfitTarget = 200; // Daily profit target ('0' -> OFF)
input group "Additional features"
input bool InpPrintLog = true; // Print log
input uchar InpFreezeCoefficient = 1; // Coefficient (if Freeze==0 Or StopsLevels==0)
input ulong InpDeviation = 10; // Deviation, in Points (1.00045-1.00055=10 points)
input ulong InpMagic = 324399170; // Magic number
//---
double m_stop_loss = 0.0; // Stop Loss -> double
double m_take_profit = 0.0; // Take Profit -> double
double m_trailing_stop = 0.0; // Trailing Stop -> double
double m_trailing_step = 0.0; // Trailing Step -> double
int handle_iCCI; // variable for storing the handle of the iCCI indicator
bool m_need_close_all = false; // close all positions
datetime m_day_stop = 0; // "0" -> D'1970.01.01 00:00';
double m_lots = 0.0;
int m_martin = 0;
int m_loss = 0;
int m_profit = 0;
bool m_init_error = false; // error on InInit
//--- the tactic is this: for positions we strictly monitor the result, ***
//+------------------------------------------------------------------+
//| Structure Positions |
//+------------------------------------------------------------------+
struct STRUCT_POSITION
{
ENUM_POSITION_TYPE pos_type; // position type
bool waiting_transaction; // waiting transaction, "true" -> it's forbidden to trade, we expect a transaction
ulong waiting_order_ticket; // waiting order ticket, ticket of the expected order
bool transaction_confirmed; // transaction confirmed, "true" -> transaction confirmed
//--- Constructor
STRUCT_POSITION()
{
pos_type = WRONG_VALUE;
waiting_transaction = false;
waiting_order_ticket = 0;
transaction_confirmed = false;
}
};
STRUCT_POSITION SPosition[];
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- forced initialization of variables
m_stop_loss = 0.0; // Stop Loss -> double
m_take_profit = 0.0; // Take Profit -> double
m_trailing_stop = 0.0; // Trailing Stop -> double
m_trailing_step = 0.0; // Trailing Step -> double
m_need_close_all = false; // close all positions
m_day_stop = 0; // "0" -> D'1970.01.01 00:00';
m_lots = 0.0;
m_martin = 0;
m_loss = 0;
m_profit = 0;
m_init_error = false; // error on InInit
//---
if(InpTrailingStop!=0 && InpTrailingStep==0)
{
string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?
"Трейлинг невозможен: параметр \"Trailing Step\" равен нулю!":
"Trailing is not possible: parameter \"Trailing Step\" is zero!";
if(MQLInfoInteger(MQL_TESTER)) // when testing, we will only output to the log about incorrect input parameters
Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);
else // if the Expert Advisor is run on the chart, tell the user about the error
Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);
//---
m_init_error=true;
return(INIT_SUCCEEDED);
}
if(InpMartin && InpStep)
{
string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?
"Торговля запрещена: \"Use martingale\" = "+((InpMartin)?"true":"false")+
", \"Use step by step\" = "+((InpStep)?"true":"false")+"!":
"Trade is prohibited: \"Use martingale\" = "+((InpMartin)?"true":"false")+
", \"Use step by step\" = "+((InpStep)?"true":"false")+"!";
Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);
//---
m_init_error=true;
return(INIT_SUCCEEDED);
}
//---
ResetLastError();
if(!m_symbol.Name(Symbol())) // sets symbol name
{
Print(__FILE__," ",__FUNCTION__,", ERROR: CSymbolInfo.Name");
return(INIT_FAILED);
}
RefreshRates();
//---
m_trade.SetExpertMagicNumber(InpMagic);
m_trade.SetMarginMode();
m_trade.SetTypeFillingBySymbol(m_symbol.Name());
m_trade.SetDeviationInPoints(InpDeviation);
//---
m_stop_loss = InpStopLoss * m_symbol.Point();
m_take_profit = InpTakeProfit * m_symbol.Point();
m_trailing_stop = InpTrailingStop * m_symbol.Point();
m_trailing_step = InpTrailingStep * m_symbol.Point();
//--- check the input parameter "Lots"
string err_text="";
if(!CheckVolumeValue(InpLots,err_text))
{
if(MQLInfoInteger(MQL_TESTER)) // when testing, we will only output to the log about incorrect input parameters
Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);
else // if the Expert Advisor is run on the chart, tell the user about the error
Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);
//---
m_init_error=true;
return(INIT_SUCCEEDED);
}
if(InpStep)
{
err_text="";
if(!CheckVolumeValue(InpStepLots,err_text))
{
if(MQLInfoInteger(MQL_TESTER)) // when testing, we will only output to the log about incorrect input parameters
Print(__FILE__," ",__FUNCTION__,", ERROR 'Step lots': ",err_text);
else // if the Expert Advisor is run on the chart, tell the user about the error
Alert(__FILE__," ",__FUNCTION__,", ERROR 'Step lots': ",err_text);
//---
m_init_error=true;
return(INIT_SUCCEEDED);
}
//---
err_text="";
if(!CheckVolumeValue(InpStepLotsMax,err_text))
{
if(MQLInfoInteger(MQL_TESTER)) // when testing, we will only output to the log about incorrect input parameters
Print(__FILE__," ",__FUNCTION__,", ERROR 'Maximum lots': ",err_text);
else // if the Expert Advisor is run on the chart, tell the user about the error
Alert(__FILE__," ",__FUNCTION__,", ERROR 'Maximum lots': ",err_text);
//---
m_init_error=true;
return(INIT_SUCCEEDED);
}
}
//--- create handle of the indicator iCCI
handle_iCCI=iCCI(m_symbol.Name(),InpWorkingPeriod,Inp_CCI_ma_period,Inp_CCI_applied_price);
//--- if the handle is not created
if(handle_iCCI==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iCCI indicator for the symbol %s/%s, error code %d",
m_symbol.Name(),
EnumToString(InpWorkingPeriod),
GetLastError());
//--- the indicator is stopped early
m_init_error=true;
return(INIT_SUCCEEDED);
}
//---
m_lots=InpLots;
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
if(m_init_error)
return;
//---
if(m_need_close_all)
{
if(IsPositionExists())
{
CloseAllPositions();
return;
}
else
{
m_need_close_all=false;
ArrayFree(SPosition);
}
}
//---
if(m_day_stop==iTime(m_symbol.Name(),PERIOD_D1,0))
return;
//---
int size_need_position=ArraySize(SPosition);
if(size_need_position>0)
{
for(int i=size_need_position-1; i>=0; i--)
{
if(SPosition[i].waiting_transaction)
{
if(!SPosition[i].transaction_confirmed)
{
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","transaction_confirmed: ",SPosition[i].transaction_confirmed);
return;
}
else
if(SPosition[i].transaction_confirmed)
{
ArrayRemove(SPosition,i,1);
return;
}
}
//---
SPosition[i].waiting_transaction=true;
OpenPosition(i);
return;
}
}
//---
if(IsPositionExists())
{
//--- trailing at every tick
Trailing();
}
else
{
//--- search for trading signals at every tick
SearchTradingSignals();
}
//---
}
//+------------------------------------------------------------------+
//| TradeTransaction function |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction &trans,
const MqlTradeRequest &request,
const MqlTradeResult &result)
{
//--- get transaction type as enumeration value
ENUM_TRADE_TRANSACTION_TYPE type=trans.type;
//--- if transaction is result of addition of the transaction in history
if(type==TRADE_TRANSACTION_DEAL_ADD)
{
ResetLastError();
if(HistoryDealSelect(trans.deal))
m_deal.Ticket(trans.deal);
else
{
Print(__FILE__," ",__FUNCTION__,", ERROR: ","HistoryDealSelect(",trans.deal,") error: ",GetLastError());
return;
}
if(m_deal.Symbol()==m_symbol.Name() && m_deal.Magic()==InpMagic)
{
if(m_deal.DealType()==DEAL_TYPE_BUY || m_deal.DealType()==DEAL_TYPE_SELL)
{
if(m_deal.Entry()==DEAL_ENTRY_OUT)
{
//--- Day limits in money deposit
double profit_day=ProfitForPeriod();
if(InpMaxDailyLoss!=0.0)
{
if(profit_day<=-(MathAbs(InpMaxDailyLoss)))
{
m_need_close_all=true;
m_day_stop=iTime(m_symbol.Name(),PERIOD_D1,0);
return;
}
}
if(InpDailyProfitTarget!=0.0)
{
if(profit_day>=(MathAbs(InpDailyProfitTarget)))
{
m_need_close_all=true;
m_day_stop=iTime(m_symbol.Name(),PERIOD_D1,0);
return;
}
}
//--- Martingale, Step by step
if(!InpMartin && !InpStep)
{
m_lots=InpLots;
return;
}
//---
double deal_profit=m_deal.Commission()+m_deal.Swap()+m_deal.Profit();
if(deal_profit<0.0)
m_loss++;
else
m_profit++;
//---
if(InpMartin)
{
/*
InpMartinCoeff = 1.51; // Martingale coefficient
InpMartinOrdinalNumber = 1; // Ordinal number of the losing trade
InpMartinMaxMultiplications = 3; // Maximum number of multiplications
*/
if(deal_profit<0.0)
{
if(m_martin<=InpMartinMaxMultiplications)
if(m_loss>=InpMartinOrdinalNumber)
{
double lot_check=LotCheck(m_lots*InpMartinCoeff,m_symbol);
if(lot_check==0)
m_lots=InpLots; // protection (just in case)
else
m_lots=lot_check;
m_martin++;
return;
}
}
else
{
m_lots = InpLots; // start lot
m_martin = 0; // Maximum number of multiplications == "0"
m_loss = 0; // count loss == "0"
m_profit = 0; // count profit == "0" (so that the counter does not overflow)
}
}
if(InpStep)
{
/*
InpStepLots = 0.1; // Step lots
InpStepLotsMax = 1.5; // Maximum lots
InpStepProfit = loss; // Use step afte ...
*/
if(InpStepProfit==loss)
{
if(deal_profit<0)
{
double lot_check=LotCheck(m_lots+InpStepLots,m_symbol);
if(lot_check==0.0)
m_lots=InpLots; // protection (just in case)
if(lot_check<=InpStepLotsMax)
m_lots=InpLots;
}
else
m_lots=InpLots;
}
else // InpStepProfit==profit
{
if(deal_profit>=0)
{
double lot_check=LotCheck(m_lots+InpStepLots,m_symbol);
if(lot_check==0.0)
m_lots=InpLots; // protection (just in case)
if(lot_check<=InpStepLotsMax)
m_lots=InpLots;
}
else
m_lots=InpLots;
}
//---
m_loss = 0; // count loss == "0" (so that the counter does not overflow)
m_profit = 0; // count profit == "0" (so that the counter does not overflow)
}
}
//---
int size_need_position=ArraySize(SPosition);
if(size_need_position>0)
{
for(int i=0; i<size_need_position; i++)
{
if(SPosition[i].waiting_transaction)
if(SPosition[i].waiting_order_ticket==m_deal.Order())
{
Print(__FUNCTION__," Transaction confirmed");
SPosition[i].transaction_confirmed=true;
break;
}
}
}
}
}
}
}
//+------------------------------------------------------------------+
//| Refreshes the symbol quotes data |
//+------------------------------------------------------------------+
bool RefreshRates()
{
//--- refresh rates
if(!m_symbol.RefreshRates())
{
Print(__FILE__," ",__FUNCTION__,", ERROR: ","RefreshRates error");
return(false);
}
//--- protection against the return value of "zero"
if(m_symbol.Ask()==0 || m_symbol.Bid()==0)
{
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Ask == 0.0 OR Bid == 0.0");
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("Объем меньше минимально допустимого 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("Объем больше максимально допустимого 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("Объем не кратен минимальному шагу SYMBOL_VOLUME_STEP=%.2f, ближайший правильный объем %.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,CSymbolInfo &symbol)
{
//--- calculate maximum volume
double volume=NormalizeDouble(lots,2);
double stepvol=symbol.LotsStep();
if(stepvol>0.0)
volume=stepvol*MathFloor(volume/stepvol);
//---
double minvol=symbol.LotsMin();
if(volume<minvol)
volume=0.0;
//---
double maxvol=symbol.LotsMax();
if(volume>maxvol)
volume=maxvol;
//---
return(volume);
}
//+------------------------------------------------------------------+
//| Check Freeze and Stops levels |
//+------------------------------------------------------------------+
void FreezeStopsLevels(double &freeze,double &stops)
{
//--- check Freeze and Stops levels
/*
SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations
for pending orders and open positions in points
------------------------|--------------------|--------------------------------------------
Type of order/position | Activation price | Check
------------------------|--------------------|--------------------------------------------
Buy Limit order | Ask | Ask-OpenPrice >= SYMBOL_TRADE_FREEZE_LEVEL
Buy Stop order | Ask | OpenPrice-Ask >= SYMBOL_TRADE_FREEZE_LEVEL
Sell Limit order | Bid | OpenPrice-Bid >= SYMBOL_TRADE_FREEZE_LEVEL
Sell Stop order | Bid | Bid-OpenPrice >= SYMBOL_TRADE_FREEZE_LEVEL
Buy position | Bid | TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL
| | Bid-StopLoss >= SYMBOL_TRADE_FREEZE_LEVEL
Sell position | Ask | Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL
| | StopLoss-Ask >= SYMBOL_TRADE_FREEZE_LEVEL
------------------------------------------------------------------------------------------
SYMBOL_TRADE_STOPS_LEVEL determines the number of points for minimum indentation of the
StopLoss and TakeProfit levels from the current closing price of the open position
------------------------------------------------|------------------------------------------
Buying is done at the Ask price | Selling is done at the Bid price
------------------------------------------------|------------------------------------------
TakeProfit >= Bid | TakeProfit <= Ask
StopLoss <= Bid | StopLoss >= Ask
TakeProfit - Bid >= SYMBOL_TRADE_STOPS_LEVEL | Ask - TakeProfit >= SYMBOL_TRADE_STOPS_LEVEL
Bid - StopLoss >= SYMBOL_TRADE_STOPS_LEVEL | StopLoss - Ask >= SYMBOL_TRADE_STOPS_LEVEL
------------------------------------------------------------------------------------------
*/
double coeff=(double)InpFreezeCoefficient;
if(!RefreshRates() || !m_symbol.Refresh())
return;
//--- FreezeLevel -> for pending order and modification
double freeze_level=m_symbol.FreezeLevel()*m_symbol.Point();
if(freeze_level==0.0)
if(InpFreezeCoefficient>0)
freeze_level=(m_symbol.Ask()-m_symbol.Bid())*coeff;
//--- StopsLevel -> for TakeProfit and StopLoss
double stop_level=m_symbol.StopsLevel()*m_symbol.Point();
if(stop_level==0.0)
if(InpFreezeCoefficient>0)
stop_level=(m_symbol.Ask()-m_symbol.Bid())*coeff;
//---
freeze=freeze_level;
stops=stop_level;
//---
return;
}
//+------------------------------------------------------------------+
//| Open position |
//+------------------------------------------------------------------+
void OpenPosition(const int index)
{
double freeze=0.0,stops=0.0;
FreezeStopsLevels(freeze,stops);
double max_levels=(freeze>stops)?freeze:stops;
/*
SYMBOL_TRADE_STOPS_LEVEL determines the number of points for minimum indentation of the
StopLoss and TakeProfit levels from the current closing price of the open position
------------------------------------------------|------------------------------------------
Buying is done at the Ask price | Selling is done at the Bid price
------------------------------------------------|------------------------------------------
TakeProfit >= Bid | TakeProfit <= Ask
StopLoss <= Bid | StopLoss >= Ask
TakeProfit - Bid >= SYMBOL_TRADE_STOPS_LEVEL | Ask - TakeProfit >= SYMBOL_TRADE_STOPS_LEVEL
Bid - StopLoss >= SYMBOL_TRADE_STOPS_LEVEL | StopLoss - Ask >= SYMBOL_TRADE_STOPS_LEVEL
------------------------------------------------------------------------------------------
*/
//--- buy
if(SPosition[index].pos_type==POSITION_TYPE_BUY)
{
double sl=(m_stop_loss==0.0)?0.0:m_symbol.Ask()-m_stop_loss;
if(sl>0.0)
if(m_symbol.Bid()-sl<max_levels)
sl=m_symbol.Bid()-max_levels;
double tp=(m_take_profit==0.0)?0.0:m_symbol.Ask()+m_take_profit;
if(tp>0.0)
if(tp-m_symbol.Ask()<max_levels)
tp=m_symbol.Ask()+max_levels;
OpenBuy(index,sl,tp);
return;
}
//--- sell
if(SPosition[index].pos_type==POSITION_TYPE_SELL)
{
double sl=(m_stop_loss==0.0)?0.0:m_symbol.Bid()+m_stop_loss;
if(sl>0.0)
if(sl-m_symbol.Ask()<max_levels)
sl=m_symbol.Ask()+max_levels;
double tp=(m_take_profit==0.0)?0.0:m_symbol.Bid()-m_take_profit;
if(tp>0.0)
if(m_symbol.Bid()-tp<max_levels)
tp=m_symbol.Bid()-max_levels;
OpenSell(index,sl,tp);
return;
}
}
//+------------------------------------------------------------------+
//| Open Buy position |
//+------------------------------------------------------------------+
void OpenBuy(const int index,double sl,double tp)
{
sl=m_symbol.NormalizePrice(sl);
tp=m_symbol.NormalizePrice(tp);
double long_lot=m_lots;
//---
if(m_symbol.LotsLimit()>0.0)
{
int count_buys = 0;
double volume_buys = 0.0;
double volume_biggest_buys = 0.0;
int count_sells = 0;
double volume_sells = 0.0;
double volume_biggest_sells = 0.0;
CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,
count_sells,volume_sells,volume_biggest_sells,
true);
if(volume_buys+volume_sells+long_lot>m_symbol.LotsLimit())
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#0 Buy, Volume Buy (",DoubleToString(volume_buys,2),
") + Volume Sell (",DoubleToString(volume_sells,2),
") + Volume long (",DoubleToString(long_lot,2),
") > Lots Limit (",DoubleToString(m_symbol.LotsLimit(),2),")");
return;
}
}
//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
double free_margin_check=m_account.FreeMarginCheck(m_symbol.Name(),
ORDER_TYPE_BUY,
long_lot,
m_symbol.Ask());
double margin_check=m_account.MarginCheck(m_symbol.Name(),
ORDER_TYPE_BUY,
long_lot,
m_symbol.Ask());
if(free_margin_check>margin_check)
{
if(m_trade.Buy(long_lot,m_symbol.Name(),
m_symbol.Ask(),sl,tp)) // CTrade::Buy -> "true"
{
if(m_trade.ResultDeal()==0)
{
if(m_trade.ResultRetcode()==10009) // trade order went to the exchange
{
SPosition[index].waiting_transaction=true;
SPosition[index].waiting_order_ticket=m_trade.ResultOrder();
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
}
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
else
{
if(m_trade.ResultRetcode()==10009)
{
SPosition[index].waiting_transaction=true;
SPosition[index].waiting_order_ticket=m_trade.ResultOrder();
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","#2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
}
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Free Margin Check (",DoubleToString(free_margin_check,2),") <= Margin Check (",DoubleToString(margin_check,2),")");
return;
}
//---
}
//+------------------------------------------------------------------+
//| Open Sell position |
//+------------------------------------------------------------------+
void OpenSell(const int index,double sl,double tp)
{
sl=m_symbol.NormalizePrice(sl);
tp=m_symbol.NormalizePrice(tp);
double short_lot=m_lots;
//---
if(m_symbol.LotsLimit()>0.0)
{
int count_buys = 0;
double volume_buys = 0.0;
double volume_biggest_buys = 0.0;
int count_sells = 0;
double volume_sells = 0.0;
double volume_biggest_sells = 0.0;
CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,
count_sells,volume_sells,volume_biggest_sells,
true);
if(volume_buys+volume_sells+short_lot>m_symbol.LotsLimit())
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#0 Buy, Volume Buy (",DoubleToString(volume_buys,2),
") + Volume Sell (",DoubleToString(volume_sells,2),
") + Volume short (",DoubleToString(short_lot,2),
") > Lots Limit (",DoubleToString(m_symbol.LotsLimit(),2),")");
return;
}
}
//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
double free_margin_check=m_account.FreeMarginCheck(m_symbol.Name(),
ORDER_TYPE_SELL,
short_lot,
m_symbol.Bid());
double margin_check=m_account.MarginCheck(m_symbol.Name(),
ORDER_TYPE_SELL,
short_lot,
m_symbol.Bid());
if(free_margin_check>margin_check)
{
if(m_trade.Sell(short_lot,m_symbol.Name(),
m_symbol.Bid(),sl,tp)) // CTrade::Sell -> "true"
{
if(m_trade.ResultDeal()==0)
{
if(m_trade.ResultRetcode()==10009) // trade order went to the exchange
{
SPosition[index].waiting_transaction=true;
SPosition[index].waiting_order_ticket=m_trade.ResultOrder();
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
}
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
else
{
if(m_trade.ResultRetcode()==10009)
{
SPosition[index].waiting_transaction=true;
SPosition[index].waiting_order_ticket=m_trade.ResultOrder();
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ","#2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
}
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
SPosition[index].waiting_transaction=false;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","#3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
if(InpPrintLog)
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Free Margin Check (",DoubleToString(free_margin_check,2),") <= Margin Check (",DoubleToString(margin_check,2),")");
return;
}
//---
}
//+------------------------------------------------------------------+
//| Print CTrade result |
//+------------------------------------------------------------------+
void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)
{
Print(__FILE__," ",__FUNCTION__,", Symbol: ",symbol.Name()+", "+
"Code of request result: "+IntegerToString(trade.ResultRetcode())+", "+
"Code of request result as a string: "+trade.ResultRetcodeDescription(),
"Trade execution mode: "+symbol.TradeExecutionDescription());
Print("Deal ticket: "+IntegerToString(trade.ResultDeal())+", "+
"Order ticket: "+IntegerToString(trade.ResultOrder())+", "+
"Order retcode external: "+IntegerToString(trade.ResultRetcodeExternal())+", "+
"Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));
Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits())+", "+
"Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits())+", "+
"Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));
Print("Broker comment: "+trade.ResultComment());
}
//+------------------------------------------------------------------+
//| Get value of buffers |
//+------------------------------------------------------------------+
bool iGetArray(const int handle,const int buffer,const int start_pos,
const int count,double &arr_buffer[])
{
bool result=true;
if(!ArrayIsDynamic(arr_buffer))
{
if(InpPrintLog)
PrintFormat("ERROR! EA: %s, FUNCTION: %s, this a no dynamic array!",__FILE__,__FUNCTION__);
return(false);
}
ArrayFree(arr_buffer);
//--- reset error code
ResetLastError();
//--- fill a part of the iBands array with values from the indicator buffer
int copied=CopyBuffer(handle,buffer,start_pos,count,arr_buffer);
if(copied!=count)
{
//--- if the copying fails, tell the error code
if(InpPrintLog)
PrintFormat("ERROR! EA: %s, FUNCTION: %s, amount to copy: %d, copied: %d, error code %d",
__FILE__,__FUNCTION__,count,copied,GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(false);
}
return(result);
}
//+------------------------------------------------------------------+
//| Trailing |
//| InpTrailingStop: min distance from price to Stop Loss |
//+------------------------------------------------------------------+
void Trailing()
{
if(InpTrailingStop==0)
return;
double freeze=0.0,stops=0.0;
FreezeStopsLevels(freeze,stops);
double max_levels=(freeze>stops)?freeze:stops;
/*
SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations
for pending orders and open positions in points
------------------------|--------------------|--------------------------------------------
Type of order/position | Activation price | Check
------------------------|--------------------|--------------------------------------------
Buy Limit order | Ask | Ask-OpenPrice >= SYMBOL_TRADE_FREEZE_LEVEL
Buy Stop order | Ask | OpenPrice-Ask >= SYMBOL_TRADE_FREEZE_LEVEL
Sell Limit order | Bid | OpenPrice-Bid >= SYMBOL_TRADE_FREEZE_LEVEL
Sell Stop order | Bid | Bid-OpenPrice >= SYMBOL_TRADE_FREEZE_LEVEL
Buy position | Bid | TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL
| | Bid-StopLoss >= SYMBOL_TRADE_FREEZE_LEVEL
Sell position | Ask | Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL
| | StopLoss-Ask >= SYMBOL_TRADE_FREEZE_LEVEL
------------------------------------------------------------------------------------------
*/
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()==InpMagic)
{
double price_current = m_position.PriceCurrent();
double price_open = m_position.PriceOpen();
double stop_loss = m_position.StopLoss();
double take_profit = m_position.TakeProfit();
double ask = m_symbol.Ask();
double bid = m_symbol.Bid();
//---
if(m_position.PositionType()==POSITION_TYPE_BUY)
{
if(price_current-price_open>m_trailing_stop+m_trailing_step)
if(stop_loss<price_current-(m_trailing_stop+m_trailing_step))
if(m_trailing_stop>=max_levels && (take_profit-bid>=max_levels || take_profit==0.0))
{
if(!m_trade.PositionModify(m_position.Ticket(),
m_symbol.NormalizePrice(price_current-m_trailing_stop),
take_profit))
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify BUY ",m_position.Ticket(),
" Position -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
if(InpPrintLog)
{
RefreshRates();
m_position.SelectByIndex(i);
PrintResultModify(m_trade,m_symbol,m_position);
}
continue;
}
}
else
{
if(price_open-price_current>m_trailing_stop+m_trailing_step)
if((stop_loss>(price_current+(m_trailing_stop+m_trailing_step))) || (stop_loss==0))
if(m_trailing_stop>=max_levels && ask-take_profit>=max_levels)
{
if(!m_trade.PositionModify(m_position.Ticket(),
m_symbol.NormalizePrice(price_current+m_trailing_stop),
take_profit))
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify SELL ",m_position.Ticket(),
" Position -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
if(InpPrintLog)
{
RefreshRates();
m_position.SelectByIndex(i);
PrintResultModify(m_trade,m_symbol,m_position);
}
}
}
}
}
//+------------------------------------------------------------------+
//| Print CTrade result |
//+------------------------------------------------------------------+
void PrintResultModify(CTrade &trade,CSymbolInfo &symbol,CPositionInfo &position)
{
Print("File: ",__FILE__,", symbol: ",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());
Print("Freeze Level: "+DoubleToString(symbol.FreezeLevel(),0),", Stops Level: "+DoubleToString(symbol.StopsLevel(),0));
Print("Price of position opening: "+DoubleToString(position.PriceOpen(),symbol.Digits()));
Print("Price of position's Stop Loss: "+DoubleToString(position.StopLoss(),symbol.Digits()));
Print("Price of position's Take Profit: "+DoubleToString(position.TakeProfit(),symbol.Digits()));
Print("Current price by position: "+DoubleToString(position.PriceCurrent(),symbol.Digits()));
}
//+------------------------------------------------------------------+
//| Close positions |
//+------------------------------------------------------------------+
void ClosePositions(const ENUM_POSITION_TYPE pos_type)
{
double freeze=0.0,stops=0.0;
FreezeStopsLevels(freeze,stops);
/*
SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations
for pending orders and open positions in points
------------------------|--------------------|--------------------------------------------
Type of order/position | Activation price | Check
------------------------|--------------------|--------------------------------------------
Buy Limit order | Ask | Ask-OpenPrice >= SYMBOL_TRADE_FREEZE_LEVEL
Buy Stop order | Ask | OpenPrice-Ask >= SYMBOL_TRADE_FREEZE_LEVEL
Sell Limit order | Bid | OpenPrice-Bid >= SYMBOL_TRADE_FREEZE_LEVEL
Sell Stop order | Bid | Bid-OpenPrice >= SYMBOL_TRADE_FREEZE_LEVEL
Buy position | Bid | TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL
| | Bid-StopLoss >= SYMBOL_TRADE_FREEZE_LEVEL
Sell position | Ask | Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL
| | StopLoss-Ask >= SYMBOL_TRADE_FREEZE_LEVEL
------------------------------------------------------------------------------------------
*/
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()==InpMagic)
if(m_position.PositionType()==pos_type)
{
if(m_position.PositionType()==POSITION_TYPE_BUY)
{
bool take_profit_level=((m_position.TakeProfit()!=0.0 && m_position.TakeProfit()-m_position.PriceCurrent()>=freeze) || m_position.TakeProfit()==0.0);