Files
expert-mt5/mql5_experts_mt5/3sma/3sma.mq5
T

378 lines
30 KiB
Plaintext

//+------------------------------------------------------------------+
//| 3sma(barabashkakvn's edition).mq5 |
//| emsjoflo |
//| automaticforex.invisionzone.com |
//+------------------------------------------------------------------+
#property copyright "emsjoflo"
#property link "automaticforex.invisionzone.com"
#property version "1.001"
//---
#include <Trade\PositionInfo.mqh>
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
CPositionInfo m_position; // trade position object
CTrade m_trade; // trading object
CSymbolInfo m_symbol; // symbol info object
//--- input parameters
input double InpLots = 0.1; // Lots
input ushort InpMAspread = 10; // MA's spread (in pips)
input int Inp_ma_period_MA1 = 9; // MA 1: averaging period
input int Inp_ma_shift_MA1 = 0; // MA 1: horizontal shift
input int Inp_ma_period_MA2 = 14; // MA 2: averaging period
input int Inp_ma_shift_MA2 = 1; // MA 2: horizontal shift
input int Inp_ma_period_MA3 = 29; // MA 3: averaging period
input int Inp_ma_shift_MA3 = 2; // MA 3: horizontal shift
input ulong m_magic = 3415489; // magic number
//---
ulong m_slippage=10; // slippage
double ExtMAspread=0;
int handle_iMA1; // variable for storing the handle of the iMA indicator
int handle_iMA2; // variable for storing the handle of the iMA indicator
int handle_iMA3; // variable for storing the handle of the iMA indicator
double m_adjusted_point; // point value adjusted for 3 or 5 points
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
if(!m_symbol.Name(Symbol())) // sets symbol name
return(INIT_FAILED);
RefreshRates();
string err_text="";
if(!CheckVolumeValue(InpLots,err_text))
{
Print(__FUNCTION__,", ERROR: ",err_text);
return(INIT_PARAMETERS_INCORRECT);
}
//---
m_trade.SetExpertMagicNumber(m_magic);
m_trade.SetMarginMode();
m_trade.SetTypeFillingBySymbol(m_symbol.Name());
m_trade.SetDeviationInPoints(m_slippage);
//--- tuning for 3 or 5 digits
int digits_adjust=1;
if(m_symbol.Digits()==3 || m_symbol.Digits()==5)
digits_adjust=10;
m_adjusted_point=m_symbol.Point()*digits_adjust;
ExtMAspread=InpMAspread*m_adjusted_point;
//--- create handle of the indicator iMA
handle_iMA1=iMA(m_symbol.Name(),Period(),Inp_ma_period_MA1,Inp_ma_shift_MA1,MODE_SMA,PRICE_CLOSE);
//--- if the handle is not created
if(handle_iMA1==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",
m_symbol.Name(),
EnumToString(Period()),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- create handle of the indicator iMA
handle_iMA2=iMA(m_symbol.Name(),Period(),Inp_ma_period_MA2,Inp_ma_shift_MA2,MODE_SMA,PRICE_CLOSE);
//--- if the handle is not created
if(handle_iMA2==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",
m_symbol.Name(),
EnumToString(Period()),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//--- create handle of the indicator iMA
handle_iMA3=iMA(m_symbol.Name(),Period(),Inp_ma_period_MA3,Inp_ma_shift_MA3,MODE_SMA,PRICE_CLOSE);
//--- if the handle is not created
if(handle_iMA3==INVALID_HANDLE)
{
//--- tell about the failure and output the error code
PrintFormat("Failed to create handle of the iMA indicator for the symbol %s/%s, error code %d",
m_symbol.Name(),
EnumToString(Period()),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
double ma1_0=iMAGet(handle_iMA1,0);
double ma2_0=iMAGet(handle_iMA2,0);
double ma3_0=iMAGet(handle_iMA3,0);
//---
bool close = false;
int count_buys = 0;
int count_sells= 0;
for(int i=PositionsTotal()-1;i>=0;i--)
if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties
if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)
{
if(m_position.PositionType()==POSITION_TYPE_BUY)
{
if(ma1_0<ma2_0-ExtMAspread/2.0)
{
m_trade.PositionClose(m_position.Ticket());
close=true;
}
else
count_buys++;
}
if(m_position.PositionType()==POSITION_TYPE_SELL)
{
if(ma1_0>ma2_0+ExtMAspread/2.0)
{
m_trade.PositionClose(m_position.Ticket());
close=true;
}
else
count_sells++;
}
}
if(close)
return;
//---
if(ma1_0>(ma2_0+ExtMAspread) && ma2_0>(ma3_0+ExtMAspread) && count_buys==0)
{
if(!RefreshRates())
return;
Print("Buy condition");
OpenBuy(0.0,0.0);
return;
}
if(ma1_0<(ma2_0-ExtMAspread) && ma2_0<(ma3_0-ExtMAspread) && count_sells==0)
{
if(!RefreshRates())
return;
Print("Sell condition");
OpenSell(0.0,0.0);
return;
}
//---
}
//+------------------------------------------------------------------+
//| TradeTransaction function |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction &trans,
const MqlTradeRequest &request,
const MqlTradeResult &result)
{
//---
}
//+------------------------------------------------------------------+
//| Refreshes the symbol quotes data |
//+------------------------------------------------------------------+
bool RefreshRates(void)
{
//--- refresh rates
if(!m_symbol.RefreshRates())
{
Print("RefreshRates error");
return(false);
}
//--- protection against the return value of "zero"
if(m_symbol.Ask()==0 || m_symbol.Bid()==0)
return(false);
//---
return(true);
}
//+------------------------------------------------------------------+
//| Check the correctness of the 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);
}
//+------------------------------------------------------------------+
//| Get value of buffers for the iMA |
//+------------------------------------------------------------------+
double iMAGet(const int handle_iMA,const int index)
{
double MA[1];
//--- reset error code
ResetLastError();
//--- fill a part of the iMABuffer array with values from the indicator buffer that has 0 index
if(CopyBuffer(handle_iMA,0,index,1,MA)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iMA indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(0.0);
}
return(MA[0]);
}
//+------------------------------------------------------------------+
//| Open Buy position |
//+------------------------------------------------------------------+
void OpenBuy(double sl,double tp)
{
//sl=m_symbol.NormalizePrice(sl);
//tp=m_symbol.NormalizePrice(tp);
//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Ask(),ORDER_TYPE_BUY);
if(check_volume_lot!=0.0)
{
if(check_volume_lot>=InpLots)
{
if(m_trade.Buy(InpLots,m_symbol.Name(),m_symbol.Ask(),sl,tp))
{
if(m_trade.ResultDeal()==0)
{
Print(__FUNCTION__,", #1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
else
{
Print(__FUNCTION__,", #2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
Print(__FUNCTION__,", #3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",
"< Lots (",DoubleToString(InpLots,2),")");
return;
}
}
else
{
Print(__FUNCTION__,", ERROR: method CheckVolume returned the value of \"0.0\"");
return;
}
//---
}
//+------------------------------------------------------------------+
//| Open Sell position |
//+------------------------------------------------------------------+
void OpenSell(double sl,double tp)
{
//sl=m_symbol.NormalizePrice(sl);
//tp=m_symbol.NormalizePrice(tp);
//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),InpLots,m_symbol.Bid(),ORDER_TYPE_SELL);
if(check_volume_lot!=0.0)
{
if(check_volume_lot>=InpLots)
{
if(m_trade.Sell(InpLots,m_symbol.Name(),m_symbol.Bid(),sl,tp))
{
if(m_trade.ResultDeal()==0)
{
Print(__FUNCTION__,", #1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
else
{
Print(__FUNCTION__,", #2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
Print(__FUNCTION__,", #3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",
"< Lots (",DoubleToString(InpLots,2),")");
return;
}
}
else
{
Print(__FUNCTION__,", ERROR: method CheckVolume returned the value of \"0.0\"");
return;
}
//---
}
//+------------------------------------------------------------------+
//| Print CTrade result |
//+------------------------------------------------------------------+
void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)
{
Print("File: ",__FILE__,", symbol: ",m_symbol.Name());
Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));
Print("code of request result as a string: "+trade.ResultRetcodeDescription());
Print("Deal ticket: "+IntegerToString(trade.ResultDeal()));
Print("Order ticket: "+IntegerToString(trade.ResultOrder()));
Print("Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));
Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));
Print("Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));
Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));
Print("Broker comment: "+trade.ResultComment());
}
//+------------------------------------------------------------------+