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Ichimoku Martingale.mq5
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//+------------------------------------------------------------------+
//| Ichimoku Martingale.mq5 |
//| Copyright © 2021, Vladimir Karputov |
//| https://www.mql5.com/en/users/barabashkakvn |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2021, Vladimir Karputov"
#property link "https://www.mql5.com/en/users/barabashkakvn"
#property version "1.000"
#property description "barabashkakvn Trading engine 4.004"
#property description "Take Profit, Stop Loss and Trailing - in Points (1.00055-1.00045=10 points)"
/*
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>
#include <Expert\Money\MoneyFixedMargin.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
CMoneyFixedMargin *m_money; // object of CMoneyFixedMargin class
//+------------------------------------------------------------------+
//| Enum Lor or Risk |
//+------------------------------------------------------------------+
enum ENUM_LOT_OR_RISK
{
lots_min=0, // Lots Min
lot=1, // Constant lot
risk=2, // Risk in percent for a deal (range: from 1.00 to 100.00)
};
//+------------------------------------------------------------------+
//| Enum Trade Mode |
//+------------------------------------------------------------------+
enum ENUM_TRADE_MODE
{
buy=0, // Allowed only BUY positions
sell=1, // Allowed only SELL positions
buy_sell=2, // Allowed BUY and SELL positions
};
//+------------------------------------------------------------------+
//| Enum Bar Сurrent |
//+------------------------------------------------------------------+
enum ENUM_BAR_CURRENT
{
bar_0=0, // bar #0 (at every tick)
bar_1=1, // bar #1 (on a new bar)
};
//--- input parameters
input group "Trading settings"
input ENUM_TIMEFRAMES InpWorkingPeriod = PERIOD_CURRENT; // Working timeframe
input uint InpStopLoss = 150; // Stop Loss
input uint InpTakeProfit = 460; // Take Profit
input ENUM_BAR_CURRENT InpTrailingBarCurrent = bar_1; // Trailing on ...
input uint InpTrailingStop = 250; // Trailing Stop (min distance from price to Stop Loss)
input uint InpTrailingStep = 50; // Trailing Step
input group "Position size management (lot calculation)"
input ENUM_LOT_OR_RISK InpLotOrRisk = lots_min; // Money management lot: Lot OR Risk
input double InpVolumeLotOrRisk = 3.0; // The value for "Money management"
input group "Trade mode"
input ENUM_TRADE_MODE InpTradeMode = buy_sell; // Trade mode:
input group "Ichimoku"
input int Inp_Ichimoku_tenkan_sen = 9; // Ichimoku: period of Tenkan-sen
input int Inp_Ichimoku_kijun_sen = 26; // Ichimoku: period of Kijun-sen
input int Inp_Ichimoku_senkou_span_b = 52; // Ichimoku: period of Senkou Span B
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 double InpCoefficient = 1.8; // Martingale: Coefficient
input double InpMaxVolume = 2.0; // Martingale: Max Volume all positions
input group "Additional features"
input bool InpOnlyOne = false; // Positions: Only one
input bool InpReverse = false; // Positions: Reverse
input bool InpCloseOpposite = false; // Positions: Close opposite
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 = 112962801; // 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_iIchimoku; // variable for storing the handle of the iIchimoku indicator
bool m_need_close_all = false; // close all positions
datetime m_prev_bars = 0; // "0" -> D'1970.01.01 00:00';
datetime m_last_deal_in = 0; // "0" -> D'1970.01.01 00:00';
double m_last_deal_profit = 0.0;
double m_last_deal_volume = 0.0;
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
double volume; // position volume (if "0.0" -> the lot is "Money management")
double lot_coefficient; // lot coefficient
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;
volume = 0.0;
lot_coefficient = 0.0;
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_prev_bars = 0; // "0" -> D'1970.01.01 00:00';
m_last_deal_in = 0; // "0" -> D'1970.01.01 00:00';
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);
}
//---
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);
//--- tuning for 3 or 5 digits
int digits_adjust=1;
if(m_symbol.Digits()==3 || m_symbol.Digits()==5)
digits_adjust=10;
//---
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(InpLotOrRisk==lot)
{
if(!CheckVolumeValue(InpVolumeLotOrRisk,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);
}
}
else
if(InpLotOrRisk==risk)
{
if(m_money!=NULL)
delete m_money;
m_money=new CMoneyFixedMargin;
if(m_money!=NULL)
{
if(InpVolumeLotOrRisk<1 || InpVolumeLotOrRisk>100)
{
Print(__FILE__," ",__FUNCTION__,", ERROR: ");
Print("The value for \"Money management\" (",DoubleToString(InpVolumeLotOrRisk,2),") -> invalid parameters");
Print(" parameter must be in the range: from 1.00 to 100.00");
//---
m_init_error=true;
return(INIT_SUCCEEDED);
}
if(!m_money.Init(GetPointer(m_symbol),InpWorkingPeriod,m_symbol.Point()*digits_adjust))
{
Print(__FILE__," ",__FUNCTION__,", ERROR: CMoneyFixedMargin.Init");
//---
m_init_error=true;
return(INIT_SUCCEEDED);
}
m_money.Percent(InpVolumeLotOrRisk);
}
else
{
Print(__FILE__," ",__FUNCTION__,", ERROR: Object CMoneyFixedMargin is NULL");
return(INIT_FAILED);
}
}
//--- create handle of the indicator iIchimoku
handle_iIchimoku=iIchimoku(m_symbol.Name(),InpWorkingPeriod,Inp_Ichimoku_tenkan_sen,
Inp_Ichimoku_kijun_sen,Inp_Ichimoku_senkou_span_b);
//--- if the handle is not created
if(handle_iIchimoku==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iIchimoku 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);
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
if(m_money!=NULL)
delete m_money;
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
if(Inp_Ichimoku_kijun_sen<Inp_Ichimoku_tenkan_sen)
{return;}
if(m_init_error)
return;
//---
if(m_need_close_all)
{
if(IsPositionExists())
{
CloseAllPositions();
return;
}
else
{
m_need_close_all=false;
m_last_deal_profit=0.0;
m_last_deal_volume=0.0;
ArrayFree(SPosition);
}
}
//---
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;
}
}
//---
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;
if(InpCloseOpposite || InpOnlyOne)
{
CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,
count_sells,volume_sells,volume_biggest_sells,
false);
}
//---
if(SPosition[i].pos_type==POSITION_TYPE_BUY)
{
if(InpCloseOpposite)
{
if(count_sells>0)
{
ClosePositions(POSITION_TYPE_SELL);
return;
}
}
if(InpOnlyOne)
{
if(count_buys+count_sells==0)
{
SPosition[i].waiting_transaction=true;
OpenPosition(i);
return;
}
else
{
ArrayRemove(SPosition,i,1);
return;
}
}
SPosition[i].waiting_transaction=true;
OpenPosition(i);
return;
}
if(SPosition[i].pos_type==POSITION_TYPE_SELL)
{
if(InpCloseOpposite)
{
if(count_buys>0)
{
ClosePositions(POSITION_TYPE_BUY);
return;
}
}
if(InpOnlyOne)
{
if(count_buys+count_sells==0)
{
SPosition[i].waiting_transaction=true;
OpenPosition(i);
return;
}
else
{
ArrayRemove(SPosition,i,1);
return;
}
}
SPosition[i].waiting_transaction=true;
OpenPosition(i);
return;
}
}
}
//---
if(InpTrailingBarCurrent==bar_0) // trailing at every tick
Trailing();
//--- we work only at the time of the birth of new bar
datetime time_0=iTime(m_symbol.Name(),InpWorkingPeriod,0);
if(time_0==m_prev_bars)
return;
m_prev_bars=time_0;
if(InpTrailingBarCurrent==bar_1) // trailing only at the time of the birth of new bar
Trailing();
if(!RefreshRates())
{
m_prev_bars=0;
return;
}
//--- search for trading signals
if(!SearchTradingSignals())
{
m_prev_bars=0;
return;
}
//---
}
//+------------------------------------------------------------------+
//| 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_IN || m_deal.Entry()==DEAL_ENTRY_INOUT)
m_last_deal_in=iTime(m_symbol.Name(),InpWorkingPeriod,0);
if(m_deal.Entry()==DEAL_ENTRY_OUT)
{
m_last_deal_profit=m_deal.Profit();
m_last_deal_volume=m_deal.Volume();
}
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=0.0;
if(SPosition[index].volume>0.0)
long_lot=SPosition[index].volume;
else
{
if(InpLotOrRisk==risk)
{
long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ",
"CheckOpenLong (price(",DoubleToString(m_symbol.Ask(),m_symbol.Digits()),"),sl(",DoubleToString(sl,m_symbol.Digits()),"))",
" -> Lot: ",DoubleToString(long_lot,2),
". Balance: ", DoubleToString(m_account.Balance(),2),
", Equity: ", DoubleToString(m_account.Equity(),2),
", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));
if(long_lot==0.0)
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","CheckOpenLong returned the value of 0.0");
return;
}
}
else
{
if(InpLotOrRisk==lot)
{
long_lot=InpVolumeLotOrRisk;
}
else
{
if(InpLotOrRisk==lots_min)
{
long_lot=m_symbol.LotsMin();
}
else
{
ArrayRemove(SPosition,index,1);
return;
}
}
}
}
//---
if(SPosition[index].lot_coefficient>0.0)
{
long_lot=LotCheck(long_lot*SPosition[index].lot_coefficient,
m_symbol);
if(long_lot==0.0)
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","LotCheck returned the 0.0");
return;
}
}
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;
}
}
//---
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,
false);
if(long_lot+volume_buys+count_sells>=InpMaxVolume)
{
ArrayRemove(SPosition,index,1);
m_need_close_all=true;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Max Volume all positions");
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=0.0;
if(SPosition[index].volume>0.0)
short_lot=SPosition[index].volume;
else
{
if(InpLotOrRisk==risk)
{
short_lot=m_money.CheckOpenShort(m_symbol.Bid(),sl);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", OK: ",
"CheckOpenShort (price(",DoubleToString(m_symbol.Bid(),m_symbol.Digits()),"),sl(",DoubleToString(sl,m_symbol.Digits()),"))",
" -> Lot: ",DoubleToString(short_lot,2),
". Balance: ", DoubleToString(m_account.Balance(),2),
", Equity: ", DoubleToString(m_account.Equity(),2),
", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));
if(short_lot==0.0)
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","CMoneyFixedMargin.CheckOpenShort returned the value of \"0.0\"");
return;
}
}
else
{
if(InpLotOrRisk==lot)
{
short_lot=InpVolumeLotOrRisk;
}
else
{
if(InpLotOrRisk==lots_min)
{
short_lot=m_symbol.LotsMin();
}
else
{
ArrayRemove(SPosition,index,1);
return;
}
}
}
}
//---
if(SPosition[index].lot_coefficient>0.0)
{
short_lot=LotCheck(short_lot*SPosition[index].lot_coefficient,m_symbol);
if(short_lot==0.0)
{
ArrayRemove(SPosition,index,1);
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","LotCheck returned the 0.0");
return;
}
}
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;
}
}
//---
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,
false);
if(short_lot+volume_buys+count_sells>=InpMaxVolume)
{
ArrayRemove(SPosition,index,1);
m_need_close_all=true;
if(InpPrintLog)
Print(__FILE__," ",__FUNCTION__,", ERROR: ","Max Volume all positions");
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);