Updated for ver. 3.18 - added new indicators

Experts/2MA_Cross.mq5

@@ -1,17 +1,20 @@
 #property copyright "Copyright 2017-2021, Artur Zas"
 // GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
 #property link      "https://www.az-invest.eu"
-#property version   "1.17"
+#define VERSION "1.20"
+#property version VERSION
 #property description "Example EA: Trading based on 2 moving average crossover." 
-#property description "MA1 & MA2 need to be enabled on the inicator creating the chart." 
+#property description "MA1 && MA2 need to be enabled on the inicator creating the chart." 
 #property description "MA1 - Fast moving average" 
 #property description "MA2 - Slow moving average" 
+#property description " "
+#property description "GNU General Public License v3.0"
 
+//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
 //#define ULTIMATE_RENKO_LICENSE // uncomment when used on Ultimate Renko chart from https://www.az-invest.eu/ultimate-renko-indicator-generator-for-metatrader-5
 //#define VOLUMECHART_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/Tick-chart-and-volume-chart-for-mt5
-//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
 //#define SECONDSCHART_LICENSE // uncomment when used on a Seconds TF bar chart from https://www.az-invest.eu/seconds-timeframe-chart-for-metatrader-5
-//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu
+//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu/linebreak-chart-for-metatrader-5
 //
 // Uncomment only ONE of the 5 directives listed below and recompile
 // -----------------------------------------------------------------
@@ -21,14 +24,14 @@
 //#define EA_ON_XTICK_CHART         // Use EA on XTick Chart (obsolete)
 //#define EA_ON_TICK_VOLUME_CHART   // Use EA on Tick & Volume Bar Chart
 //#define EA_ON_SECONDS_CHART       // Use EA on Seconds Interval chart
-//#define EA_ON_LINEBREAK_CHART       // Use EA on LineBreak charts
+//#define EA_ON_LINEBREAK_CHART     // Use EA on LineBreak charts
 
 //#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
 
 // Uncomment the directive below and recompile if EA is used with P-Renko BR Ultimate
 // ----------------------------------------------------------------------------------
 //
-// #define P_RENKO_BR_PRO     // Use in P-Renko BR Ultimate version
+//#define P_RENKO_BR_PRO     // Use in P-Renko BR Ultimate version
 
 //
 // Uncomment the directive below and recompile for use in a backtest only
@@ -65,6 +68,7 @@
 
 #include <AZ-INVEST/SDK/TimeControl.mqh>
 #include <AZ-INVEST/SDK/TradeFunctions.mqh>
+#include <AZ-INVEST/SDK/TradeManager.mqh>
 
 enum ENUM_TRADE_DIRECTION 
 {
@@ -74,22 +78,30 @@ enum ENUM_TRADE_DIRECTION
 };
 
 #ifdef SHOW_INDICATOR_INPUTS
-   input group "EA parameters"
+   input group "### EA parameters"
 #endif
 input double   Lots = 0.1;                                              // Traded lots
 input uint     StopLoss = 100;                                          // Stop Loss (in points)
-input uint     TakeProfit = 250;                                        // Take profit (in points)
+input uint     TakeProfit = 300;                                        // Take profit (in points)
 input ENUM_TRADE_DIRECTION ValidTradeDirection = TRADE_DIRECTION_ALL;   // Valid trading type
 input bool     ForceSR = false;                                         // Force Stop & Reverse
 input bool     ReverseOnMACrossInsideGap = true;                        // Reverse trade if MA cross inside a gap
-input bool     CloseTradeAfterTradingHours = true;                      // Close trade after trading hours
-input ulong    DeviationPoints = 0;                                     // Maximum defiation (in points)
-input double   ManualTickSize = 0.000;                                  // Tick Size (0 = auto detect) 
+input group    "### Trading schedule (Non stop if start = 0 & end = 0)"
 input string   Start="9:00";                                            // Start trading at 
 input string   End="17:55";                                             // End trading at
+input bool     CloseTradeAfterTradingHours = false;                     // Close trade after trading hours
+input group    "### Trade management";
+input int      InpBEPoints          = 0;                                // BreakEven (Points) [ 0 = OFF ]
+input int      InpTrailByPoints     = 0;                                // Trail by (Points) [ 0 = OFF ]
+input int      InpTrailStartPoints  = 150;                              // Start trailing after (Points)
+input int      InpPartialCloseAtProfitPoints = 0;                       // Partial close at (Points) [ 0 = OFF ]
+input int      InpPartialClosePercentage = 50;                          // Partial close %
+input group    "### Misc";
 input ulong    MagicNumber=5150;                                        // Assign trade ID 
+input ulong    DeviationPoints = 0;                                     // Maximum deviation (in points)
+input double   ManualTickSize = 0.000;                                  // Tick Size (0 = auto detect) 
 input int      NumberOfRetries = 50;                                    // Maximum number of retries
-input int      BusyTimeout_ms = 1000;                                   // Wait [ms] before retry on bussy errors
+input int      BusyTimeout_ms = 1000;                                   // Wait [ms] before retry on busy errors
 input int      RequoteTimeout_ms = 250;                                 // Wait [ms] before retry on requotes
 
 // Global data buffers 
@@ -106,8 +118,10 @@ int numberOfBars = 3;
 
 CMarketOrder   *marketOrder = NULL;
 CTimeControl   *timeControl = NULL;
+CTradeManager  *tradeManager = NULL;
 
 ulong currentTicket;
+CTradeManagerState tradeManagerState;
 ENUM_POSITION_TYPE currentPositionType;
 ENUM_POSITION_TYPE signal;
 ENUM_POSITION_TYPE validation;
@@ -191,7 +205,25 @@ int OnInit()
    
    timeControl.SetValidTraingHours(Start,End);
    
-   return(INIT_SUCCEEDED);
+   //
+   // Init TradeManager
+   //        
+
+   CTradeManagerParameters params2;
+   {
+      params2.BEPoints           = InpBEPoints;
+      params2.TrailByPoints      = InpTrailByPoints;
+      params2.TrailStartPoints   = InpTrailStartPoints;
+      params2.PartialCloseAtProfitPoints = InpPartialCloseAtProfitPoints;
+      params2.PartialClosePercentage = InpPartialClosePercentage;      
+   }
+        
+   if(tradeManager == NULL)
+   {
+      tradeManager = new CTradeManager(params2, marketOrder);
+   }
+      
+   return INIT_SUCCEEDED;
 }
 //+------------------------------------------------------------------+
 //| Expert deinitialization function                                 |
@@ -223,7 +255,13 @@ void OnDeinit(const int reason)
       delete customBars;
       customBars = NULL;
    }   
-      
+            
+   if(tradeManager != NULL)
+   {
+      delete tradeManager;      
+      tradeManager = NULL;
+   }
+
    Comment("");
 }
 //+------------------------------------------------------------------+
@@ -231,20 +269,15 @@ void OnDeinit(const int reason)
 //+------------------------------------------------------------------+
 void OnTick()
 {
-   if(marketOrder == NULL || customBars == NULL || timeControl == NULL)
+   if(marketOrder == NULL || customBars == NULL || timeControl == NULL || tradeManager == NULL)
       return;
       
-   if(customBars.IsNewBar())
+   // trade management
+      
+   if(marketOrder.IsOpen(currentTicket, _Symbol, MagicNumber))
    {
-      if(timeControl.IsScheduleEnabled())
-      {
-         Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
-      }
-      else
-      {
-         Comment("EA trading schedule OFF");
-      }
-             
+      // checks done on every tick
+
       if(!timeControl.IsTradingTimeValid())
       {
          if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber))
@@ -258,6 +291,22 @@ void OnTick()
 
          return;
       }
+                 
+      tradeManager.Manage(currentTicket, tradeManagerState);               
+   }      
+      
+   // Signal handler      
+   
+   if(customBars.IsNewBar())
+   {
+      if(timeControl.IsScheduleEnabled())
+      {
+         Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
+      }
+      else
+      {
+         Comment("EA trading schedule OFF");
+      }            
          
       //
       //  Get moving average values for current, last completed bar and the bar before that...
@@ -280,19 +329,21 @@ void OnTick()
          if(timeControl.IsScheduleEnabled())
          {
             Comment("EA trading schedule ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()+
-            "\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
-            "\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
+           // "\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
+           // "\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
             "\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+
             "\n MA validation = "+marketOrder.PositionTypeToString(validation)+
+            "\n Trade manager: "+tradeManager.ToString()+
             "\n");
          }
          else
          {
             Comment("EA trading schedule not used. Trading is enabled."+
-            "\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
-            "\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
+           // "\n MA1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
+           // "\n MA2 [2]: "+DoubleToString(MA2[2],_Digits)+" [1]: "+DoubleToString(MA2[1],_Digits)+
             "\n MA cross signal = "+marketOrder.PositionTypeToString(signal)+
             "\n MA validation = "+marketOrder.PositionTypeToString(validation)+
+            "\n Trade manager: "+tradeManager.ToString()+
             "\n");
          }
 
@@ -306,6 +357,7 @@ void OnTick()
                   {
                      PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
                      marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
+                     tradeManagerState.Clear();
                   }
                }  
                return;
@@ -313,8 +365,10 @@ void OnTick()
             else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_BUY,MagicNumber))
             {
                if(IsTradeDirectionValid(POSITION_TYPE_BUY))
+               {
                   marketOrder.Long(_Symbol,Lots,StopLoss,TakeProfit);
-               
+                  tradeManagerState.Clear();
+               }               
                return;
             }
          }
@@ -328,6 +382,7 @@ void OnTick()
                   {
                      PrintFormat("Reversing %s position on Stop&Reverse condition (ticket:%d)", _Symbol, currentTicket);
                      marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
+                     tradeManagerState.Clear();
                   }
                }   
                return;
@@ -335,8 +390,10 @@ void OnTick()
             else if(!marketOrder.IsOpen(_Symbol,POSITION_TYPE_SELL,MagicNumber))
             {
                if(IsTradeDirectionValid(POSITION_TYPE_SELL))
+               {
+                  tradeManagerState.Clear();
                   marketOrder.Short(_Symbol,Lots,StopLoss,TakeProfit);
-                  
+               }   
                return;
             }
          }
@@ -357,18 +414,20 @@ void OnTick()
                      // reverse position on signal change inside gap.
                      PrintFormat("Reversing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket);
                      marketOrder.Reverse(currentTicket,Lots,StopLoss,TakeProfit);
+                     tradeManagerState.Clear();
                   }
                   else
                   {
                      // close position on signal change inside gap.
                      PrintFormat("Closing %s position on signal change inside gap (ticket:%d)", _Symbol, currentTicket);
                      marketOrder.Close(currentTicket);
+                     tradeManagerState.Clear();
                   }
                }
             }
          }
       }      
-   } 
+   }
 }
 
 //

Experts/PriceMA_Cross.mq5

@@ -1,15 +1,18 @@
 #property copyright "Copyright 2017-2021, Artur Zas"
 // GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
 #property link      "https://www.az-invest.eu"
-#property version   "1.09"
-#property description "Example EA: Trading based on moving average & price crossover." 
+#define VERSION "1.10"
+#property version VERSION
+#property description "Example EA: Trading based on moving average && price crossover." 
 #property description "MA1 needs to be enabled on the inicator creating the chart." 
+#property description " "
+#property description "GNU General Public License v3.0"
 
+//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
 //#define ULTIMATE_RENKO_LICENSE // uncomment when used on Ultimate Renko chart from https://www.az-invest.eu/ultimate-renko-indicator-generator-for-metatrader-5
 //#define VOLUMECHART_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/Tick-chart-and-volume-chart-for-mt5
-//#define RANGEBAR_LICENSE // uncomment when used on a Tick & Volume bar chart from https://www.az-invest.eu/rangebars-for-metatrader-5
 //#define SECONDSCHART_LICENSE // uncomment when used on a Seconds TF bar chart from https://www.az-invest.eu/seconds-timeframe-chart-for-metatrader-5
-//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu
+//#define LINEBREAKCHART_LICENSE // uncomment when used on a Line Break chart from https://www.az-invest.eu/linebreak-chart-for-metatrader-5
 
 //
 // Uncomment only ONE of the 5 directives listed below and recompile
@@ -20,14 +23,14 @@
 //#define EA_ON_XTICK_CHART         // Use EA on XTick Chart (obsolete)
 //#define EA_ON_TICK_VOLUME_CHART   // Use EA on Tick & Volume Bar Chart
 //#define EA_ON_SECONDS_CHART       // Use EA on Seconds Interval chart
-//#define EA_ON_LINEBREAK_CHART       // Use EA on LineBreak charts
+//#define EA_ON_LINEBREAK_CHART     // Use EA on LineBreak charts
 
 //#define DEVELOPER_VERSION // used when I develop ;) should always be commented out
 
 // Uncomment the directive below and recompile if EA is used with P-Renko BR Ultimate
 // ----------------------------------------------------------------------------------
 //
-// #define P_RENKO_BR_PRO     // Use in P-Renko BR Ultimate version
+//#define P_RENKO_BR_PRO     // Use in P-Renko BR Ultimate version
 
 //
 // Uncomment the directive below and recompile for use in a backtest only
@@ -64,6 +67,7 @@
 
 #include <AZ-INVEST/SDK/TimeControl.mqh>
 #include <AZ-INVEST/SDK/TradeFunctions.mqh>
+#include <AZ-INVEST/SDK/TradeManager.mqh>
 
 enum ENUM_TRADE_DIRECTION 
 {
@@ -79,18 +83,26 @@ input double               Lots = 0.1;                                  // Trade
 input uint                 StopLoss = 0;                                // Stop Loss
 input uint                 TakeProfit = 0;                              // Take profit
 input int                  ConfirmationBars = 1;                        // Signal confirmation bars
-input int                  PrevSignalBars = 1;                          // Prev signal confirmation bars
+input int                  PrevSignalBars = 1;                          // Prev. signal confirmation bars
 input ENUM_TRADE_DIRECTION ValidTradeDirection = TRADE_DIRECTION_ALL;   // Valid trading type
 input bool                 CloseTradeOnSignalChange = true;             // Close trade on signal change
 input bool                 ForceSR = false;                             // Force Stop & Reverse
-input bool                 CloseTradeAfterTradingHours = true;          // Close trade after trading hours
-input ulong                DeviationPoints = 0;                         // Maximum defiation (in points)
-input double               ManualTickSize = 0.000;                      // Tick Size (0 = auto detect) 
+input group    "### Trading schedule (Non stop if start = 0 & end = 0)"
 input string               Start="9:00";                                // Start trading at 
 input string               End="17:55";                                 // End trading at
+input bool                 CloseTradeAfterTradingHours = true;          // Close trade after trading hours
+input group    "### Trade management";
+input int                  InpBEPoints          = 0;                    // BreakEven (Points) [ 0 = OFF ]
+input int                  InpTrailByPoints     = 0;                    // Trail by (Points) [ 0 = OFF ]
+input int                  InpTrailStartPoints  = 150;                  // Start trailing after (Points)
+input int                  InpPartialCloseAtProfitPoints = 0;           // Partial close at (Points) [ 0 = OFF ]
+input int                  InpPartialClosePercentage = 50;              // Partial close %
+input group    "### Misc";
 input ulong                MagicNumber=8888;                            // Assign trade ID 
+input ulong                DeviationPoints = 0;                         // Maximum defiation (in points)
+input double               ManualTickSize = 0.000;                      // Tick Size (0 = auto detect) 
 input int                  NumberOfRetries = 50;                        // Maximum number of retries
-input int                  BusyTimeout_ms = 1000;                       // Wait [ms] before retry on bussy errors
+input int                  BusyTimeout_ms = 1000;                       // Wait [ms] before retry on busy errors
 input int                  RequoteTimeout_ms = 250;                     // Wait [ms] before retry on requotes
 
 // Global data buffers 
@@ -107,10 +119,12 @@ int _prevSignalBars;
 
 // EA variables
 
-CMarketOrder *marketOrder;
-CTimeControl *timeControl;
+CMarketOrder   *marketOrder = NULL;
+CTimeControl   *timeControl = NULL;
+CTradeManager  *tradeManager = NULL;
 
 ulong currentTicket;
+CTradeManagerState tradeManagerState;
 ENUM_POSITION_TYPE currentPositionType;
 ENUM_POSITION_TYPE signal;
 ENUM_POSITION_TYPE validation;
@@ -168,6 +182,8 @@ int OnInit()
    }
 
    customBars.Init();
+   if(customBars.GetHandle() == INVALID_HANDLE)
+      return(INIT_FAILED);
    
    signal = POSITION_TYPE_NONE;
    _confirmationBars = (ConfirmationBars < 1) ? 1 : ConfirmationBars;
@@ -195,6 +211,24 @@ int OnInit()
    
    timeControl.SetValidTraingHours(Start,End);
    
+   //
+   // Init TradeManager
+   //        
+
+   CTradeManagerParameters params2;
+   {
+      params2.BEPoints           = InpBEPoints;
+      params2.TrailByPoints      = InpTrailByPoints;
+      params2.TrailStartPoints   = InpTrailStartPoints;
+      params2.PartialCloseAtProfitPoints = InpPartialCloseAtProfitPoints;
+      params2.PartialClosePercentage = InpPartialClosePercentage;      
+   }
+        
+   if(tradeManager == NULL)
+   {
+      tradeManager = new CTradeManager(params2, marketOrder);
+   }
+   
    return(INIT_SUCCEEDED);
 }
 //+------------------------------------------------------------------+
@@ -228,6 +262,12 @@ void OnDeinit(const int reason)
       customBars = NULL;
    }   
       
+   if(tradeManager != NULL)
+   {
+      delete tradeManager;      
+      tradeManager = NULL;
+   }
+      
    Comment("");
 }
 //+------------------------------------------------------------------+
@@ -235,20 +275,15 @@ void OnDeinit(const int reason)
 //+------------------------------------------------------------------+
 void OnTick()
 {
-   if(marketOrder == NULL)
+   if(marketOrder == NULL || customBars == NULL || timeControl == NULL || tradeManager == NULL)
       return;
-      
-   if(customBars.IsNewBar())
+   
+   // trade management
+     
+   if(marketOrder.IsOpen(currentTicket, _Symbol, MagicNumber))
    {
-      if(timeControl.IsScheduleEnabled())
-      {
-         Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
-      }
-      else
-      {
-         Comment("EA trading schedule OFF");
-      }
-             
+      // checks done on every tick
+
       if(!timeControl.IsTradingTimeValid())
       {
          if(marketOrder.IsOpen(currentTicket,_Symbol,MagicNumber))
@@ -262,7 +297,23 @@ void OnTick()
 
          return;
       }
-         
+                 
+      tradeManager.Manage(currentTicket, tradeManagerState);               
+   }      
+     
+   // Signal handler
+      
+   if(customBars.IsNewBar())
+   {
+      if(timeControl.IsScheduleEnabled())
+      {
+         Comment("EA trading schedule ON ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid());
+      }
+      else
+      {
+         Comment("EA trading schedule OFF");
+      }
+                      
       //
       //  Get MqlRateInfo & moving average values for current, last completed bar and the bar before that...
       //
@@ -283,17 +334,19 @@ void OnTick()
          if(timeControl.IsScheduleEnabled())
          {
             Comment("EA trading schedule ("+Start+" to "+End+") | trading enabled = "+(string)timeControl.IsTradingTimeValid()+
-            "\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
-            "\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
+            //"\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
+            //"\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
             "\n Price & MA cross signal = "+marketOrder.PositionTypeToString(signal)+
+            "\n Trade manager: "+tradeManager.ToString()+
             "\n");
          }
          else
          {
             Comment("EA trading schedule not used. Trading is enabled."+
-            "\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
-            "\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
+            //"\n MA_1 [2]: "+DoubleToString(MA1[2],_Digits)+" [1]: "+DoubleToString(MA1[1],_Digits)+
+            //"\n Close[2]: "+DoubleToString(RateInfo[2].close,_Digits)+" [1]: "+DoubleToString(RateInfo[1].close,_Digits)+
             "\n Price & MA cross signal = "+marketOrder.PositionTypeToString(signal)+
+            "\n Trade manager: "+tradeManager.ToString()+
             "\n");
          }
 

Include/AZ-INVEST/SDK/RangeBarCustomChartSettings.mqh

@@ -12,38 +12,35 @@
 #ifdef SHOW_INDICATOR_INPUTS
    #ifdef MQL5_MARKET_DEMO // hardcoded values
    
-      int               barSizeInTicks = 180;                     // Range bar size (in ticks)
-      ENUM_BOOL         atrEnabled = false;                       // Enable ATR based bar size calculation
-      ENUM_TIMEFRAMES   atrTimeFrame = PERIOD_D1;                 // Use ATR period
-      int               atrPeriod = 14;                           // ATR period
-      int               atrPercentage = 10;                       // Use percentage of ATR
-      int               showNumberOfDays = 7;                     // Show history for number of days
-      ENUM_BOOL         resetOpenOnNewTradingDay = true;          // Synchronize first bar's open on new day
+      double                  InpBarSize = 180;                               // Range bar size
+      ENUM_BAR_SIZE_CALC_MODE InpBarSizeCalcMode = BAR_SIZE_ABSOLUTE_TICKS;   // Bar size calculation
+      int                     InpShowNumberOfDays = 7;                        // Show history for number of days
+      datetime                InpShowFromDate = 0;                            // Show history starting from
+      ENUM_TIMEFRAMES         InpAtrTimeFrame = PERIOD_D1;                    // ATR timeframe setting
+      int                     InpAtrPeriod = 14;                              // ATR period setting
+      ENUM_BOOL               InpResetOpenOnNewTradingDay = true;             // Synchronize first bar's open on new day
    
    #else // user defined settings
-   
-   
-      input int         barSizeInTicks = 100;                     // Range bar size (in ticks)
-      input int         showNumberOfDays = 5;                     // Show history for number of days
-
-      input group             "### ATR based bar size calculation"
-      input ENUM_BOOL         atrEnabled = false;                 // Enable ATR based bar size calculation
-      input ENUM_TIMEFRAMES   atrTimeFrame = PERIOD_D1;           // Use ATR period
-      input int               atrPeriod = 14;                     // ATR period
-      input int               atrPercentage = 10;                 // Use percentage of ATR
-   
-      input group       "### Chart synchronization"
-      input ENUM_BOOL   resetOpenOnNewTradingDay = true;          // Synchronize first bar's open on new day
+      
+      input double                  InpBarSize = 100;                            // Range bar size
+      input ENUM_BAR_SIZE_CALC_MODE InpBarSizeCalcMode = BAR_SIZE_ABSOLUTE_TICKS;// Bar size calculation
+      input int                     InpShowNumberOfDays = 5;                     // Show history for number of days
+      input datetime                InpShowFromDate = 0;                         // Show history starting from
+      input group                   "### ATR bar size calculation settings"
+      input ENUM_TIMEFRAMES         InpAtrTimeFrame = PERIOD_D1;                 // ATR timeframe setting
+      input int                     InpAtrPeriod = 14;                           // ATR period setting   
+      input group                   "### Chart synchronization"
+      input ENUM_BOOL               InpResetOpenOnNewTradingDay = true;          // Synchronize first bar's open on new day
    
    #endif
 #else // don't SHOW_INDICATOR_INPUTS 
-      int               barSizeInTicks = 180;                     // Range bar size (in ticks)
-      ENUM_BOOL         atrEnabled = false;                       // Enable ATR based bar size calculation
-      ENUM_TIMEFRAMES   atrTimeFrame = PERIOD_D1;                 // Use ATR period
-      int               atrPeriod = 14;                           // ATR period
-      int               atrPercentage = 10;                       // Use percentage of ATR
-      int               showNumberOfDays = 7;                     // Show history for number of days
-      ENUM_BOOL         resetOpenOnNewTradingDay = true;          // Synchronize first bar's open on new day
+      double                  InpBarSize = 180;                            // Range bar size 
+      ENUM_BAR_SIZE_CALC_MODE InpBarSizeCalcMode = BAR_SIZE_ABSOLUTE_TICKS;// Bar size calculation
+      int                     InpShowNumberOfDays = 7;                     // Show history for number of days
+      datetime                InpShowFromDate = 0;                         // Show history starting from
+      ENUM_TIMEFRAMES         InpAtrTimeFrame = PERIOD_D1;                 // ATR timeframe setting
+      int                     InpAtrPeriod = 14;                           // ATR period setting
+      ENUM_BOOL               InpResetOpenOnNewTradingDay = true;          // Synchronize first bar's open on new day
 #endif
 
 //
@@ -52,15 +49,19 @@
 //
 #include <az-invest/sdk/CustomChartSettingsBase.mqh>
 
+#define SETNAME_BAR_SIZE_CALC_MODE  "barSizeCalcMode"
+#define SETNAME_ATR_TIMEFRAME       "atrTimeFrame"
+#define SETNAME_ATR_PERIOD          "atrPeriod"
+
 struct RANGEBAR_SETTINGS
 {
-   int                  barSizeInTicks;
-   ENUM_BOOL            atrEnabled;
-   ENUM_TIMEFRAMES      atrTimeFrame;
-   int                  atrPeriod;
-   int                  atrPercentage;
-   int                  showNumberOfDays;
-   ENUM_BOOL            resetOpenOnNewTradingDay;  
+   double                  barSize;
+   ENUM_BAR_SIZE_CALC_MODE barSizeCalcMode;
+   ENUM_TIMEFRAMES         atrTimeFrame;
+   int                     atrPeriod;
+   int                     showNumberOfDays;
+   datetime                showFromDate;
+   ENUM_BOOL               resetOpenOnNewTradingDay;  
 };
 
 
@@ -109,12 +110,11 @@ uint CRangeBarCustomChartSettigns::CustomChartSettingsFromFile(int file_handle)
 
 void CRangeBarCustomChartSettigns::SetCustomChartSettings()
 {
-   settings.barSizeInTicks = barSizeInTicks;
-   
-   settings.atrEnabled = atrEnabled;
-   settings.atrTimeFrame = atrTimeFrame;
-   settings.atrPeriod = atrPeriod;
-   settings.atrPercentage = atrPercentage;
-   settings.showNumberOfDays = showNumberOfDays;
-   settings.resetOpenOnNewTradingDay = resetOpenOnNewTradingDay;
+   settings.barSize = InpBarSize;   
+   settings.barSizeCalcMode = InpBarSizeCalcMode;
+   settings.showNumberOfDays = InpShowNumberOfDays;
+   settings.showFromDate = InpShowFromDate;
+   settings.atrTimeFrame = InpAtrTimeFrame;
+   settings.atrPeriod = InpAtrPeriod;
+   settings.resetOpenOnNewTradingDay = InpResetOpenOnNewTradingDay;
 }

Include/AZ-INVEST/SDK/RangeBars.mqh

@@ -1,8 +1,8 @@
-#property copyright "Copyright 2018-2020, Level Up Software"
+#property copyright "Copyright 2018-2021, Level Up Software"
 #property link      "http://www.az-invest.eu"
 
 #ifdef DEVELOPER_VERSION
-   #define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay300" 
+   #define RANGEBAR_INDICATOR_NAME "RangeBars\\RangeBarsOverlay316" 
 #else
    #ifdef RANGEBAR_LICENSE
       #ifdef MQL5_MARKET_VERSION
@@ -193,23 +193,24 @@ int RangeBars::Init()
 
    RANGEBAR_SETTINGS s = rangeBarSettings.GetCustomChartSettings();         
    CHART_INDICATOR_SETTINGS cis = rangeBarSettings.GetChartIndicatorSettings(); 
+   ALERT_INFO_SETTINGS als = rangeBarSettings.GetAlertInfoSettings();
 
    rangeBarsHandle = iCustom(this.rangeBarsSymbol, _Period, RANGEBAR_INDICATOR_NAME, 
-                                       s.barSizeInTicks,
+                                       s.barSize,
+                                       s.barSizeCalcMode,
                                        s.showNumberOfDays,
+                                       s.showFromDate,
                                        "=",
-                                       s.atrEnabled,
                                        s.atrTimeFrame,
                                        s.atrPeriod,
-                                       s.atrPercentage,
                                        "=",
                                        s.resetOpenOnNewTradingDay,
                                        "=",
-                                       showPivots,
-                                       pivotPointCalculationType,
+                                       als.showPivots,
+                                       als.pivotPointCalculationType,
                                        "=",
-                                       AlertMeWhen,
-                                       AlertNotificationType,
+                                       InpAlertMeWhen,
+                                       InpAlertNotificationType,
                                        "=",
                                        cis.MA1lineType,
                                        cis.MA1period,
@@ -242,8 +243,7 @@ int RangeBars::Init()
                                        cis.ChannelAppliedPrice,
                                        cis.ChannelMultiplier,
                                        cis.ChannelBandsDeviations, 
-                                       cis.ChannelPriceLabel,
-                                       cis.ChannelMidPriceLabel,
+                                       cis.ChannelPriceLabels,
                                        "=",
                                        true); // used in EA
 // TopBottomPaddingPercentage,

Include/AZ-INVEST/SDK/TimeControl.mqh

@@ -1,5 +1,6 @@
 //
-// Copyright 2018-19, Artur Zas
+// Copyright 2018-2021, Artur Zas
+// GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
 // https://www.az-invest.eu 
 // https://www.mql5.com/en/users/arturz
 //
@@ -8,46 +9,100 @@ class CTimeControl
 {
    private:
    
+      int      scheduleID;
+      
       int      startHH;
       int      startMM;
       string   start;
+      datetime startOfSession;
       
       int      endHH;
       int      endMM;
       string   end;
+      datetime endOfSession;
       
       bool     scheduleEnabled;
       
    public:
    
+      CTimeControl(int id = 0) { scheduleID = id; };
+      
       void SetValidTraingHours(string _from = "0:00", string _to = "0:00");
+      void SetValidTraingHours(bool _unused, string _timeSpan = "0:00-0:00");
       bool IsTradingTimeValid();
       bool IsScheduleEnabled() { return scheduleEnabled; };
+      void UpdateSessionDateTime(int addSecods = 0); 
+      datetime GetSessionStartTime() { return startOfSession; };
+      datetime GetSessionEndTime() { return endOfSession; };
+      void MoveSessionStartToNow();
+      string ToString();
+      
+   private:
+   
       void StringToHHMM(string value, int &HH, int &MM);
+      bool StringToHHMMRange(string value, int &startHH, int &startMM, string& _start, int &endHH, int &endMM, string& _end);
+      void SetScheduleState();    
 };
 
-void CTimeControl::SetValidTraingHours(string _from,string _to)
+void CTimeControl::SetValidTraingHours(string _from, string _to)
 {
    this.start = _from;
    this.end = _to;
    
    StringToHHMM(this.start, this.startHH, this.startMM);
    StringToHHMM(this.end, this.endHH, this.endMM);
+   UpdateSessionDateTime();
    
-   if(this.startHH == 0 && this.startMM == 0 && this.endHH == 0 && this.endMM == 0)
+   SetScheduleState();      
+}
+
+void CTimeControl::MoveSessionStartToNow()
+{
+   datetime now = TimeCurrent();
+   
+   MqlDateTime temp;
+   TimeToStruct(now,temp);
+   
+   startHH = temp.hour;
+   startMM = temp.min;
+   start = StringFormat("%02d:%02d", startHH, startMM);
+
+   UpdateSessionDateTime(temp.sec + 1);      
+}
+
+void CTimeControl::UpdateSessionDateTime(int addSecods = 0)
+{
+   datetime now = TimeCurrent();
+   
+   MqlDateTime temp;
+   TimeToStruct(now,temp);
+   
+   if(addSecods > 0)
    {
-      scheduleEnabled = false;
+      string startTimeTemp = StringFormat("%s:%02d", this.start, addSecods);
+      startOfSession = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+startTimeTemp);       
    }
    else
    {
-      scheduleEnabled = true;
+      startOfSession = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+this.start); 
    }
+      
+   endOfSession = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+this.end);
+}
+
+void CTimeControl::SetValidTraingHours(bool _unused, string _timeSpan = "0:00-0:00")
+{
+   if(!StringToHHMMRange(_timeSpan,  this.startHH, this.startMM, this.start, this.endHH, this.endMM, this.end))
+      return;
+   
+   UpdateSessionDateTime();
+   SetScheduleState();      
 }
 
 bool CTimeControl::IsTradingTimeValid()
 {
    if(scheduleEnabled == false)
-         return true;
+      return true;
 
    datetime now = TimeCurrent();
    
@@ -57,12 +112,32 @@ bool CTimeControl::IsTradingTimeValid()
    datetime _start = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+this.start); 
    datetime _end  = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+this.end); 
    
-   if((now >= _start) && (now <= _end))
+   if(_start <= now && now <= _end)
       return true;
    else
       return false;
 }
 
+string CTimeControl::ToString()
+{
+   string tradingScheduleName = "Trading schedule ";
+   
+   tradingScheduleName += (scheduleID != 0) 
+      ? (string)scheduleID+" "
+      : "";
+      
+   if(IsScheduleEnabled())
+   {
+      return tradingScheduleName+"ON ("+this.start+" to "+this.end+") | trading "+(IsTradingTimeValid()
+      ? "enabled"
+      : "disabled");
+   }
+   else
+   {
+      return tradingScheduleName+"NOT USED";
+   }                     
+}
+
 void CTimeControl::StringToHHMM(string value, int &HH, int &MM) 
 {
    MqlDateTime temp;
@@ -73,4 +148,46 @@ void CTimeControl::StringToHHMM(string value, int &HH, int &MM)
    
    HH = temp.hour;
    MM = temp.min;
-}
+}
+
+bool CTimeControl::StringToHHMMRange(string value, int &_startHH, int &_startMM, string& _start, int &_endHH, int &_endMM, string& _end) 
+{
+   string result[];   
+   int count = StringSplit(value, '-', result);
+   if(count != 2)
+      return false;
+
+   MqlDateTime temp;
+   TimeToStruct(TimeCurrent(),temp);
+   
+   // Start time
+   _start = result[0];
+   datetime fullDateTime = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+_start); 
+   TimeToStruct(fullDateTime,temp);
+   
+   startHH = temp.hour;
+   startMM = temp.min;
+   
+   // End time
+   TimeToStruct(TimeCurrent(),temp);
+   _end = result[1];
+   fullDateTime = StringToTime((string)temp.year+"."+(string)temp.mon+"."+(string)temp.day+" "+_end); 
+   TimeToStruct(fullDateTime,temp);
+   
+   endHH = temp.hour;
+   endMM = temp.min;   
+   
+   return true;
+}
+
+void CTimeControl::SetScheduleState()
+{
+   if(this.startHH == 0 && this.startMM == 0 && this.endHH == 0 && this.endMM == 0)
+   {
+      scheduleEnabled = false;
+   }
+   else
+   {
+      scheduleEnabled = true;
+   }    
+}

Include/AZ-INVEST/SDK/TradeFunctions.mqh

@@ -1,5 +1,6 @@
 //
-// Copyright 2017-2018, Artur Zas
+// Copyright 2017-2021, Artur Zas
+// GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
 // https://www.az-invest.eu 
 // https://www.mql5.com/en/users/arturz
 //
@@ -732,8 +733,26 @@ bool CMarketOrder::ClosePartial(ulong ticket, double lots)
    
    while(!IsStopped() && !result)
    {
-      result = ctrade.PositionClosePartial(ticket, NormalizeLots(symbol,lots));
+      if(_IsNettingAccount()) // Netting account type
+      {
+         // open opposite position with volume = "lots" to do a parial close
+         
+         ENUM_POSITION_TYPE type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
 
+         if(type == POSITION_TYPE_BUY)
+         {         
+            result = this.Short(symbol,lots,0,0);
+         }
+         else if(type == POSITION_TYPE_SELL)
+         {
+            result = this.Long(symbol,lots,0,0);
+         }
+      }
+      else // Hedging account type
+      {
+         result = ctrade.PositionClosePartial(ticket, lots);
+      }
+         
       if(result)
       {
          Sleep(500);
@@ -1072,5 +1091,3 @@ void CMarketOrder::SetTradeId(ulong tradeId)
    ctrade.SetExpertMagicNumber(tradeId);
 }
 
-
- 

Include/AZ-INVEST/SDK/TradeManager.mqh

@@ -0,0 +1,267 @@
+//
+// Copyright 2018-2021, Artur Zas
+// GNU General Public License v3.0 -> https://github.com/9nix6/Median-and-Turbo-Renko-indicator-bundle/blob/master/LICENSE
+// https://www.az-invest.eu 
+// https://www.mql5.com/en/users/arturz
+//
+
+#include <AZ-INVEST/SDK/TradeFunctions.mqh>
+
+class CTradeManagerState
+{
+   public:
+   
+   void Clear() { DoneBreakEven = false; TrailStarted = false; DonePartialClose = false; };
+   
+   // Break Even
+   bool DoneBreakEven;
+   
+   // Trailing Stop
+   bool TrailStarted;
+   
+   // Partial Close
+   bool DonePartialClose;
+};
+
+struct CTradeManagerParameters
+{  
+   // Break Even
+   int BEPoints;
+   
+   // Trailing Stop
+   int TrailByPoints;
+   int TrailStartPoints;
+   
+   // Partial Close
+   int PartialCloseAtProfitPoints;
+   int PartialClosePercentage;
+};
+
+class CTradeManager
+{
+   private:
+   
+      bool                    initialized;
+      CMarketOrder            *orderHandler;
+      CTradeManagerParameters inputs;
+     
+      ENUM_ORDER_TYPE         __type;
+      double                  __open;
+      double                  __lots;   
+      string                  __symbol;
+      double                  __tp;
+      double                  __sl;      
+      double                  __bid;
+      double                  __ask;  
+   
+   public:
+   
+      CTradeManager();
+      CTradeManager(CTradeManagerParameters &params, CMarketOrder *orderHalder);
+      ~CTradeManager();
+      
+      bool IsInitialized() { return this.initialized; };
+      bool Initialize(CTradeManagerParameters &params, CMarketOrder *orderHalder);
+      bool Manage(ulong ticket, CTradeManagerState &_state);
+      string ToString();
+      
+   private:
+         
+      bool GetTradeInfo(ulong ticket);
+      bool BreakEven(ulong ticket);
+      bool OkToTrailTheStop(ulong ticket);
+      bool TrailTheStop(ulong ticket);
+      bool PartialClose(ulong ticket, double lots);
+      double GetPartialCloseLotSize();
+      bool IsDistanceFromOpenReached(double distancePriceDiff);
+      ENUM_ORDER_TYPE GetType(ulong ticket);
+};
+
+
+CTradeManager::CTradeManager(void)
+{
+   this.orderHandler   = NULL;
+   this.initialized    = false;
+}
+
+CTradeManager::CTradeManager(CTradeManagerParameters &params,CMarketOrder *_orderHandler)
+{
+   this.orderHandler   = NULL;
+   this.initialized    = false;
+   Initialize(params, _orderHandler);   
+}
+
+CTradeManager::~CTradeManager(void)
+{
+
+}
+
+bool CTradeManager::GetTradeInfo(ulong ticket)
+{
+   __type = GetType(ticket);
+   __open = PositionGetDouble(POSITION_PRICE_OPEN);
+   if(__open == 0)
+      return false;
+      
+   __lots = PositionGetDouble(POSITION_VOLUME);
+   __symbol = PositionGetString(POSITION_SYMBOL);   
+   __tp = PositionGetDouble(POSITION_TP);      
+   __sl = PositionGetDouble(POSITION_SL);      
+   __bid = SymbolInfoDouble(__symbol,SYMBOL_BID);
+   __ask = SymbolInfoDouble(__symbol,SYMBOL_ASK);
+   
+   return true;
+}
+
+bool CTradeManager::Initialize(CTradeManagerParameters &params, CMarketOrder *_orderHandler)
+{
+   // Dependency injection
+   this.orderHandler                = _orderHandler;
+   if(this.orderHandler == NULL)
+   {
+      Print(__FUNCTION__," failed on orderHandler == NULL");
+      return false;   
+   }
+   
+   //   
+   this.inputs       = params;      
+   
+   // normalize inputs
+   this.inputs.PartialClosePercentage = MathMin(MathAbs(this.inputs.PartialClosePercentage), 100);
+   
+   //   
+   this.initialized  = true;
+   return initialized;
+}
+
+bool CTradeManager::Manage(ulong ticket, CTradeManagerState &_state)
+{
+   if(!GetTradeInfo(ticket))
+      return false; // trade info not available
+      
+   if(!_state.DonePartialClose)
+   {
+      _state.DonePartialClose = PartialClose(ticket, GetPartialCloseLotSize());
+   }
+
+   if(!_state.DoneBreakEven)
+   {
+      if(BreakEven(ticket))
+         _state.DoneBreakEven = true;      
+   }
+      
+   if(!_state.TrailStarted)
+   {
+      _state.TrailStarted = OkToTrailTheStop(ticket);
+   }
+
+   if(_state.TrailStarted)
+   {
+      TrailTheStop(ticket);
+   }
+            
+   return true;
+}
+
+bool CTradeManager::PartialClose(ulong ticket, double lots)
+{
+   if(this.inputs.PartialCloseAtProfitPoints == 0 || lots == 0)
+      return false; // nothing to do
+   
+   double _partialCloseDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.PartialCloseAtProfitPoints;   
+   if(!IsDistanceFromOpenReached(_partialCloseDistance))
+      return false;
+
+   return orderHandler.ClosePartial(ticket, lots);
+}
+
+bool CTradeManager::BreakEven(ulong ticket)
+{
+   if(this.inputs.BEPoints == 0)
+      return false; // nothing to do
+      
+   double _beDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.BEPoints;
+   if(!IsDistanceFromOpenReached(_beDistance))
+      return false;
+      
+   return orderHandler.Modify(ticket,__open,__tp);
+}
+
+bool CTradeManager::OkToTrailTheStop(ulong ticket)
+{
+   if(this.inputs.TrailByPoints == 0)
+      return false; // nothing to do
+
+   double _startDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.TrailStartPoints;
+   if(!IsDistanceFromOpenReached(_startDistance))
+      return false;
+      
+   return true;      
+}
+
+bool CTradeManager::TrailTheStop(ulong ticket)
+{
+   if(this.inputs.TrailByPoints == 0)
+      return false; // nothing to do
+
+   double _trailDistance = SymbolInfoDouble(__symbol,SYMBOL_POINT) * this.inputs.TrailByPoints;
+   double _sl = __sl;
+   bool okToModify = false;
+   
+   if(__type == ORDER_TYPE_BUY)
+   {
+      _sl = (__bid - _trailDistance);
+      if(_sl > __sl)
+         okToModify = true;         
+   }
+   else if(__type == ORDER_TYPE_SELL)
+   {
+      _sl = (__ask + _trailDistance);
+      if(_sl < __sl)
+         okToModify = true;         
+   }   
+
+   if(okToModify)
+      return orderHandler.Modify(ticket,_sl,__tp);
+   
+   return false;
+}
+
+ENUM_ORDER_TYPE CTradeManager::GetType(ulong ticket)
+{
+   ENUM_POSITION_TYPE _pType;
+   orderHandler.GetPositionType(ticket,_pType);
+   
+   return orderHandler.TradeBias((ENUM_ORDER_TYPE)_pType);
+}
+
+double CTradeManager::GetPartialCloseLotSize()
+{
+   double lotsToClose = (__lots * inputs.PartialClosePercentage) / 100;   
+   return NormalizeLots(__symbol, lotsToClose);   
+}
+
+bool CTradeManager::IsDistanceFromOpenReached(double distancePriceDiff)
+{
+   if(__type == ORDER_TYPE_BUY)
+   {
+      if((__bid - distancePriceDiff) >= __open)
+         return true;         
+   }
+   else if(__type == ORDER_TYPE_SELL)
+   {
+      if((__ask + distancePriceDiff) <= __open)
+         return true;            
+   }   
+   
+   return false;
+}
+
+string CTradeManager::ToString()
+{
+   string _be = (inputs.BEPoints > 0) ? "[BE ON] " : "[BE off] ";
+   string _trail = (inputs.TrailByPoints > 0) ? "[Trail ON] ": "[Trail off] ";
+   string _partial = (inputs.PartialCloseAtProfitPoints > 0) ? "[Partial "+(string)inputs.PartialClosePercentage+"%] ": "[Partial off] ";
+   
+   return _be+_trail+_partial;
+}

Indicators/RangeBars/ATR.mq5

@@ -14,7 +14,7 @@
 #property indicator_color1  DodgerBlue
 #property indicator_label1  "ATR"
 //--- input parameters
-input int InpAtrPeriod=14;  // ATR period
+input int Inp_AtrPeriod=14;  // ATR period
 //--- indicator buffers
 double    ExtATRBuffer[];
 double    ExtTRBuffer[];
@@ -33,19 +33,19 @@ int       ExtPeriodATR;
 void OnInit()
   {
 //--- check for input value
-   if(InpAtrPeriod<=0)
+   if(Inp_AtrPeriod<=0)
      {
       ExtPeriodATR=14;
-      printf("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.",InpAtrPeriod,ExtPeriodATR);
+      printf("Incorrect input parameter InpAtrPeriod = %d. Indicator will use value %d for calculations.",Inp_AtrPeriod,ExtPeriodATR);
      }
-   else ExtPeriodATR=InpAtrPeriod;
+   else ExtPeriodATR=Inp_AtrPeriod;
 //--- indicator buffers mapping
    SetIndexBuffer(0,ExtATRBuffer,INDICATOR_DATA);
    SetIndexBuffer(1,ExtTRBuffer,INDICATOR_CALCULATIONS);
 //---
    IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
 //--- sets first bar from what index will be drawn
-   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,InpAtrPeriod);
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,Inp_AtrPeriod);
 //--- name for DataWindow and indicator subwindow label
    string short_name="ATR("+string(ExtPeriodATR)+")";
    IndicatorSetString(INDICATOR_SHORTNAME,short_name);

Indicators/RangeBars/BollingerBands.mq5

@@ -0,0 +1,169 @@
+//+------------------------------------------------------------------+
+//|                                                           BB.mq5 |
+//|                   Copyright 2009-2020, MetaQuotes Software Corp. |
+//|                                              http://www.mql5.com |
+//+------------------------------------------------------------------+
+#property copyright   "2009-2020, MetaQuotes Software Corp."
+#property link        "http://www.mql5.com"
+#property description "Bollinger Bands"
+#include <MovingAverages.mqh>
+#include <AZ-INVEST/CustomBarConfig.mqh>
+//---
+#property indicator_chart_window
+#property indicator_buffers 4
+#property indicator_plots   3
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  LightSeaGreen
+#property indicator_type2   DRAW_LINE
+#property indicator_color2  LightSeaGreen
+#property indicator_type3   DRAW_LINE
+#property indicator_color3  LightSeaGreen
+#property indicator_label1  "Bands middle"
+#property indicator_label2  "Bands upper"
+#property indicator_label3  "Bands lower"
+//--- input parametrs
+input int     InpBandsPeriod=20;       // Period
+input int     InpBandsShift=0;         // Shift
+input double  InpBandsDeviations=2.0;  // Deviation
+input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE; // Applied price
+//--- global variables
+int           ExtBandsPeriod,ExtBandsShift;
+double        ExtBandsDeviations;
+int           ExtPlotBegin=0;
+//--- indicator buffer
+double        ExtMLBuffer[];
+double        ExtTLBuffer[];
+double        ExtBLBuffer[];
+double        ExtStdDevBuffer[];
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                         |
+//+------------------------------------------------------------------+
+void OnInit()
+  {
+//--- check for input values
+   if(InpBandsPeriod<2)
+     {
+      ExtBandsPeriod=20;
+      PrintFormat("Incorrect value for input variable InpBandsPeriod=%d. Indicator will use value=%d for calculations.",InpBandsPeriod,ExtBandsPeriod);
+     }
+   else
+      ExtBandsPeriod=InpBandsPeriod;
+   if(InpBandsShift<0)
+     {
+      ExtBandsShift=0;
+      PrintFormat("Incorrect value for input variable InpBandsShift=%d. Indicator will use value=%d for calculations.",InpBandsShift,ExtBandsShift);
+     }
+   else
+      ExtBandsShift=InpBandsShift;
+   if(InpBandsDeviations==0.0)
+     {
+      ExtBandsDeviations=2.0;
+      PrintFormat("Incorrect value for input variable InpBandsDeviations=%f. Indicator will use value=%f for calculations.",InpBandsDeviations,ExtBandsDeviations);
+     }
+   else
+      ExtBandsDeviations=InpBandsDeviations;
+//--- define buffers
+   SetIndexBuffer(0,ExtMLBuffer);
+   SetIndexBuffer(1,ExtTLBuffer);
+   SetIndexBuffer(2,ExtBLBuffer);
+   SetIndexBuffer(3,ExtStdDevBuffer,INDICATOR_CALCULATIONS);
+//--- set index labels
+   PlotIndexSetString(0,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Middle");
+   PlotIndexSetString(1,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Upper");
+   PlotIndexSetString(2,PLOT_LABEL,"Bands("+string(ExtBandsPeriod)+") Lower");
+//--- indicator name
+   IndicatorSetString(INDICATOR_SHORTNAME,"Bollinger Bands");
+//--- indexes draw begin settings
+   ExtPlotBegin=ExtBandsPeriod-1;
+   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtBandsPeriod);
+   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtBandsPeriod);
+   PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtBandsPeriod);
+//--- indexes shift settings
+   PlotIndexSetInteger(0,PLOT_SHIFT,ExtBandsShift);
+   PlotIndexSetInteger(1,PLOT_SHIFT,ExtBandsShift);
+   PlotIndexSetInteger(2,PLOT_SHIFT,ExtBandsShift);
+//--- number of digits of indicator value
+   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);
+   
+   customChartIndicator.SetUseAppliedPriceFlag(InpAppliedPrice);
+  }
+//+------------------------------------------------------------------+
+//| Bollinger Bands                                                  |
+//+------------------------------------------------------------------+
+/*
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const int begin,
+                const double &price[])
+*/                
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const datetime &time[],
+                const double &open[],
+                const double &high[],
+                const double &low[],
+                const double &close[],
+                const long &tick_volume[],
+                const long &volume[],
+                const int &spread[])                
+  {     
+   static int begin = 0;
+  
+   if(!customChartIndicator.OnCalculate(rates_total,prev_calculated,time,close))
+      return(0);
+
+   if(!customChartIndicator.BufferSynchronizationCheck(close))
+      return(0);
+
+   int _prev_calculated = customChartIndicator.GetPrevCalculated();
+   int _rates_total = ArraySize(customChartIndicator.Close);      
+   
+   if(_rates_total<ExtPlotBegin)
+      return(0);      
+      
+//--- indexes draw begin settings, when we've recieved previous begin
+   if(ExtPlotBegin!=ExtBandsPeriod+begin)
+     {
+      ExtPlotBegin=ExtBandsPeriod+begin;
+      PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,ExtPlotBegin);
+      PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,ExtPlotBegin);
+      PlotIndexSetInteger(2,PLOT_DRAW_BEGIN,ExtPlotBegin);
+     }
+//--- starting calculation
+   int pos;
+   if(_prev_calculated>1)
+      pos=_prev_calculated-1;
+   else
+      pos=0;
+//--- main cycle
+   for(int i=pos; i<_rates_total && !IsStopped(); i++)
+     {
+      //--- middle line
+      ExtMLBuffer[i]=SimpleMA(i,ExtBandsPeriod,customChartIndicator.Price);
+      //--- calculate and write down StdDev
+      ExtStdDevBuffer[i]=StdDev_Func(i,customChartIndicator.Price,ExtMLBuffer,ExtBandsPeriod);
+      //--- upper line
+      ExtTLBuffer[i]=ExtMLBuffer[i]+ExtBandsDeviations*ExtStdDevBuffer[i];
+      //--- lower line
+      ExtBLBuffer[i]=ExtMLBuffer[i]-ExtBandsDeviations*ExtStdDevBuffer[i];
+     }
+//--- OnCalculate done. Return new prev_calculated.
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//| Calculate Standard Deviation                                     |
+//+------------------------------------------------------------------+
+double StdDev_Func(const int position,const double &price[],const double &ma_price[],const int period)
+  {
+   double std_dev=0.0;
+//--- calcualte StdDev
+   if(position>=period)
+     {
+      for(int i=0; i<period; i++)
+         std_dev+=MathPow(price[position-i]-ma_price[position],2.0);
+      std_dev=MathSqrt(std_dev/period);
+     }
+//--- return calculated value
+   return(std_dev);
+  }
+//+------------------------------------------------------------------+

Indicators/RangeBars/Gann_Hi_Lo_Activator_SSL.mq5

@@ -16,10 +16,10 @@
 #property indicator_color1 clrDodgerBlue, clrOrangeRed
 #property indicator_style1 STYLE_SOLID
 #property indicator_width1 2
-#property indicator_label1 "GHL (13, SMMA)"
+#property indicator_label1 "GHL_SSL"
 //--- input parameters
-input uint           InpPeriod=13;       // Period
-input ENUM_MA_METHOD InpMethod=MODE_SMMA;// Method
+input uint           InpPeriod=10;      // Period
+input ENUM_MA_METHOD InpMethod=MODE_SMA;// Method
 //--- buffers
 double GannBuffer[];
 double ColorBuffer[];
@@ -27,12 +27,12 @@ double MaHighBuffer[];
 double MaLowBuffer[];
 double TrendBuffer[];
 //--- global vars
-int ma_high_handle;
-int ma_low_handle;
-int period;
+//int ma_high_handle;
+//int ma_low_handle;
+int _period;
 
 //
-
+#include <MovingAverages.mqh>
 #include <AZ-INVEST/CustomBarConfig.mqh>
 
 //
@@ -43,7 +43,7 @@ int period;
 int OnInit()
   {
 //--- check period
-   period=(int)fmax(InpPeriod,2);
+   _period=(int)fmax(InpPeriod,2);
 //--- set buffers
    SetIndexBuffer(0,GannBuffer);
    SetIndexBuffer(1,ColorBuffer,INDICATOR_COLOR_INDEX);
@@ -57,19 +57,19 @@ int OnInit()
    ArraySetAsSeries(MaLowBuffer,true);
    ArraySetAsSeries(TrendBuffer,true);
 //--- get handles
-   ma_high_handle=iMA(NULL,0,period,0,InpMethod,PRICE_HIGH);
-   ma_low_handle =iMA(NULL,0,period,0,InpMethod,PRICE_LOW);
-   if(ma_high_handle==INVALID_HANDLE || ma_low_handle==INVALID_HANDLE)
-     {
-      Print("Unable to create handle for iMA");
-      return(INIT_FAILED);
-     }
+   //ma_high_handle=iMA(NULL,0,_period,0,InpMethod,PRICE_HIGH);
+   //ma_low_handle =iMA(NULL,0,_period,0,InpMethod,PRICE_LOW);
+   //if(ma_high_handle==INVALID_HANDLE || ma_low_handle==INVALID_HANDLE)
+   //  {
+   //   Print("Unable to create handle for iMA");
+   //   return(INIT_FAILED);
+   //  }
 //--- set indicator properties
-   string short_name=StringFormat("Gann High-Low Activator SSL (%u, %s)",period,StringSubstr(EnumToString(InpMethod),5));
+   string short_name=StringFormat("Gann High-Low Activator SSL (%u, %s)",_period,StringSubstr(EnumToString(InpMethod),5));
    IndicatorSetString(INDICATOR_SHORTNAME,short_name);
    IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
 //--- set label
-   short_name=StringFormat("GHL (%u, %s)",period,StringSubstr(EnumToString(InpMethod),5));
+   short_name=StringFormat("GHL (%u, %s)",_period,StringSubstr(EnumToString(InpMethod),5));
    PlotIndexSetString(0,PLOT_LABEL,short_name);
 //--- done
    return(INIT_SUCCEEDED);
@@ -89,7 +89,7 @@ int OnCalculate(const int rates_total,
                 const int &spread[])
   {
 
-   if(rates_total<period+1)return(0);
+   //if(rates_total<_period+1)return(0);
 
    //
    // Process data through MedianRenko indicator
@@ -135,7 +135,7 @@ int OnCalculate(const int rates_total,
    int limit;
    if(rates_total<_prev_calculated || _prev_calculated<=0)
      {
-      limit=rates_total-period-1;
+      limit=rates_total-_period-1;
       ArrayInitialize(GannBuffer,EMPTY_VALUE);
       ArrayInitialize(ColorBuffer,0);
       ArrayInitialize(MaHighBuffer,0);
@@ -145,8 +145,30 @@ int OnCalculate(const int rates_total,
    else
       limit=rates_total-_prev_calculated;
 //--- get MA
-   if(CopyBuffer(ma_high_handle,0,0,limit+1,MaHighBuffer)!=limit+1)return(0);
-   if(CopyBuffer(ma_low_handle,0,0,limit+1,MaLowBuffer)!=limit+1)return(0);
+   //if(CopyBuffer(ma_high_handle,0,0,limit+1,MaHighBuffer)!=limit+1)return(0);
+   //if(CopyBuffer(ma_low_handle,0,0,limit+1,MaLowBuffer)!=limit+1)return(0);
+   
+   switch(InpMethod)
+   {
+      case MODE_SMA:
+         SimpleMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.High, MaHighBuffer);
+         SimpleMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.Low, MaLowBuffer);
+      break;
+      case MODE_EMA:
+         ExponentialMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.High, MaHighBuffer);
+         ExponentialMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.Low, MaLowBuffer);
+      break;
+      case MODE_SMMA:
+         SmoothedMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.High, MaHighBuffer);
+         SmoothedMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.Low, MaLowBuffer);
+      break;
+      case MODE_LWMA:
+         LinearWeightedMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.High, MaHighBuffer);
+         LinearWeightedMAOnBuffer(rates_total, _prev_calculated, 0, _period, customChartIndicator.Low, MaLowBuffer);
+      break;
+   }
+   
+   
 //--- main cycle
    for(int i=limit; i>=0 && !_StopFlag; i--)
      {