#property copyright "Copyright 2017-2020, Level Up Software"
#property link      "https://www.az-invest.eu"
#property version   "1.11"
#property description "Example EA: Trading based on RangeBars SuperTrend signals." 
#property description "One trade at a time. Each trade has TP & SL" 

//
// Helper functions for placing market orders.
//

#include <AZ-INVEST/SDK/TradeFunctions.mqh>

//
//  Inputs
//

input double   InpLotSize = 0.1;
input int      InpSLPoints = 200;
input int      InpTPPoints = 600;

input ulong    InpMagicNumber=5150;
input ulong    InpDeviationPoints = 0;
input int      InpNumberOfRetries = 50;
input int      InpBusyTimeout_ms = 1000; 
input int      InpRequoteTimeout_ms = 250;

//
//  Globa variables
//

ENUM_POSITION_TYPE Signal;
ulong currentTicket;

//
// SHOW_INDICATOR_INPUTS *NEEDS* to be defined, if the EA needs to be *tested in MT5's backtester*
// -------------------------------------------------------------------------------------------------
// Using '#define SHOW_INDICATOR_INPUTS' will show the RangeBars indicator's inputs 
// NOT using the '#define SHOW_INDICATOR_INPUTS' statement will read the settigns a chart with 
// the RangeBars indicator attached.
//

#define SHOW_INDICATOR_INPUTS

//
// You need to include the RangeBars.mqh header file
//

#include <AZ-INVEST/SDK/RangeBars.mqh>
//
//  To use the RangeBars indicator in your EA you need do instantiate the indicator class (RangeBars)
//  and call the Init() and Deinit() methods in your EA's OnInit() and OnDeinit() functions.
//  Example shown below
//

RangeBars rangeBars(MQLInfoInteger((int)MQL5_TESTING) ? false : true);
CMarketOrder * marketOrder;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{
   rangeBars.Init();
   if(rangeBars.GetHandle() == INVALID_HANDLE)
      return(INIT_FAILED);
   
   //
   //  Init MarketOrder class - used for placing market ortders.
   //
   
   CMarketOrderParameters params;
   {
      params.m_async_mode = false;
      params.m_magic = InpMagicNumber;
      params.m_deviation = InpDeviationPoints;
      params.m_type_filling = ORDER_FILLING_FOK;
      
      params.numberOfRetries = InpNumberOfRetries;
      params.busyTimeout_ms = InpBusyTimeout_ms; 
      params.requoteTimeout_ms = InpRequoteTimeout_ms;         
   }
   marketOrder = new CMarketOrder(params);
  
   return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   rangeBars.Deinit();
   
   //
   //  delete MarketOrder class
   //
   
   if(marketOrder != NULL)
   {
      delete marketOrder;
   }
}

//
//  At this point you may use the range bar data fetching methods in your EA.
//  Brief demonstration presented below in the OnTick() function:
//

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
   //
   // It is considered good trading & EA coding practice to perform calculations
   // when a new bar is fully formed. 
   // The IsNewBar() method is used for checking if a new range bar has formed 
   //
   
   if(rangeBars.IsNewBar())
   {

      //
      // Getting SuperTrend values is done using the
      // GetChannel(double &HighArray[], double &MidArray[], double &LowArray[], int start, int count) 
      // method. Example below:
      //

      double HighArray[];     // This array will store the values of the high SuperTrend line
      double MidArray[];      // This array will store the values of the middle SuperTrend line
      double LowArray[];      // This array will store the values of the low SuperTrend line
      
      int startAtBar   = 1;   // get values starting from the last completed bar.
      int numberOfBars = 2;   // gat a total of 3 values (for 3 bars starting from bar 1 (last completed))     
            
      if(rangeBars.GetChannel(HighArray,MidArray,LowArray,startAtBar,numberOfBars))
      {
         //
         // Read signal bar's time for optional debug log
         //

         string barTime = "";                     
         MqlRates RangeBarRatesInfoArray[];  // This array will store the MqlRates data for range bars
         if(rangeBars.GetMqlRates(RangeBarRatesInfoArray,startAtBar,numberOfBars))
            barTime = (string)RangeBarRatesInfoArray[0].time;
         //
         //
         //

         if(SuperTrendSignal(HighArray,MidArray,LowArray,Signal,barTime))
         {         
            if(Signal == POSITION_TYPE_NONE)
               return;
               
            //
            // Trade signal on the SuperTrend indicator
            // Open trade only if there are currntly no active trades
            //
          
            if(!marketOrder.IsOpen(currentTicket,_Symbol,InpMagicNumber))
            {
               if(Signal == POSITION_TYPE_BUY)
               {
                  Print("BUY signal at "+barTime); // optional debug log

                  if(marketOrder.Long(_Symbol,InpLotSize,InpSLPoints,InpTPPoints))
                     Print("Long position opened.");
               }  
               else if(Signal == POSITION_TYPE_SELL)
               {
                  Print("SELL singal at "+barTime); // optional debug log

                  if(marketOrder.Short(_Symbol,InpLotSize,InpSLPoints,InpTPPoints))
                     Print("Short position opened.");
               }
            }

            
         }         
      } 
      
   } 
}

//
// Function determines the trade signal on the SuperTrend indicator
//

bool SuperTrendSignal(double &H[], double &M[], double &L[], ENUM_POSITION_TYPE &signal,string time)
{
   if((H[1] == 0) && (L[1] == 0)) // no data to process
   {
      signal = POSITION_TYPE_NONE;
      return false;
   }

   // Uncomment line below for optional debug output:
   //Print(time+": H[1] = "+DoubleToString(H[1],_Digits)+" L[0] = "+DoubleToString(L[0],_Digits)+" | L[1] = "+DoubleToString(L[1],_Digits)+" H[0] = "+DoubleToString(H[0],_Digits));

   if((H[1] == M[1]) && (L[0] == M[0]))
   {
      //
      // Super trend shifted from Low to High band => Buy Signal
      //
      
      signal = POSITION_TYPE_BUY;
      return true;
   }
   else if((L[1] == M[1]) && (H[0] == M[0]))
   {
      //
      // Super trend shifted from High to Low band => Sell Signal
      //
      
      signal = POSITION_TYPE_SELL;
      return true;
   }
   
   //
   // No signal detected
   //
   
   signal = POSITION_TYPE_NONE;
   return false; 
}