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Expert Ichimoku.mq5
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Expert Ichimoku.mq5
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//+------------------------------------------------------------------+
//| Expert Ichimoku.mq5 |
//| Copyright © 2018, Vladimir Karputov |
//| http://wmua.ru/slesar/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2018, Vladimir Karputov"
#property link "http://wmua.ru/slesar/"
#property version "1.000"
#include <Trade\PositionInfo.mqh>
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\AccountInfo.mqh>
#include <Expert\Money\MoneyFixedMargin.mqh>
CPositionInfo m_position; // trade position object
CTrade m_trade; // trading object
CSymbolInfo m_symbol; // symbol info object
CAccountInfo m_account; // account info wrapper
CMoneyFixedMargin *m_money;
//--- input parameters
input int Inp_tenkan_sen = 9; // Ichimoku: period of Tenkan-sen
input int Inp_kijun_sen = 26; // Ichimoku: period of Kijun-sen
input int Inp_senkou_span_b = 52; // Ichimoku: period of Senkou Span B
input ushort InpStopLoss = 50; // Stop Loss (in pips)
input ushort InpTakeProfit = 100; // Take Profit (in pips)
input ushort InpTrailingStop = 15; // Trailing Stop (in pips)
input ushort InpTrailingStep = 5; // Trailing Step (in pips)
input int InpMaxPositions = 5; // Maximum positions
input double InpLots = 0; // Lots (or "Lots">0 and "Risk"==0 or "Lots"==0 and "Risk">0)
input double Risk = 5; // Risk (or "Lots">0 and "Risk"==0 or "Lots"==0 and "Risk">0)
input ulong m_magic = 527085350;// magic number
//---
ulong m_slippage=10; // slippage
double ExtStopLoss=0.0;
double ExtTakeProfit=0.0;
double ExtTrailingStop=0.0;
double ExtTrailingStep=0.0;
double ExtSpreadLimit=0.0;
int handle_iIchimoku; // variable for storing the handle of the iIchimoku indicator
double m_adjusted_point; // point value adjusted for 3 or 5 points
bool m_last_deal_LOSS=false;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
if(!m_symbol.Name(Symbol())) // sets symbol name
return(INIT_FAILED);
RefreshRates();
//---
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;
ExtStopLoss = InpStopLoss * m_adjusted_point;
ExtTakeProfit = InpTakeProfit * m_adjusted_point;
ExtTrailingStop= InpTrailingStop * m_adjusted_point;
ExtTrailingStep= InpTrailingStep * m_adjusted_point;
//--- create handle of the indicator iIchimoku
handle_iIchimoku=iIchimoku(m_symbol.Name(),Period(),Inp_tenkan_sen,Inp_kijun_sen,Inp_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(Period()),
GetLastError());
//--- the indicator is stopped early
return(INIT_FAILED);
}
//---
if(!LotsOrRisk(InpLots,Risk,digits_adjust))
return(INIT_PARAMETERS_INCORRECT);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
Trailing();
//--- we work only at the time of the birth of new bar
static datetime PrevBars=0;
datetime time_0=iTime(m_symbol.Name(),Period(),0);
if(time_0==PrevBars)
return;
PrevBars=time_0;
if(!RefreshRates())
{
PrevBars=0;
return;
}
if(CalculateAllPositions()>=InpMaxPositions)
return;
/*
Yes, I know this way of referring to the indicator is very inefficient.
It is much more efficient to get several values into an array at once.
But today I decided to choose an inefficient way :)
*/
//+------------------------------------------------------------------+
//| Get value of buffers for the iIchimoku |
//| the buffer numbers are the following: |
//| 0 - TENKANSEN_LINE, 1 - KIJUNSEN_LINE, 2 - SENKOUSPANA_LINE, |
//| 3 - SENKOUSPANB_LINE, 4 - CHIKOUSPAN_LINE |
//+------------------------------------------------------------------+
double Ten=iIchimokuGet(TENKANSEN_LINE,1);
double Kij=iIchimokuGet(KIJUNSEN_LINE,1);
double SpanA=iIchimokuGet(SENKOUSPANA_LINE,1);
double SpanB=iIchimokuGet(SENKOUSPANB_LINE,1);
double Chinkou=iIchimokuGet(CHIKOUSPAN_LINE,1);
double Ten1=iIchimokuGet(TENKANSEN_LINE,2);
double Kij1=iIchimokuGet(KIJUNSEN_LINE,2);
double SpanA1=iIchimokuGet(SENKOUSPANA_LINE,2);
double SpanB1=iIchimokuGet(SENKOUSPANB_LINE,2);
double Chinkou1=iIchimokuGet(CHIKOUSPAN_LINE,2);
double Ten2=iIchimokuGet(TENKANSEN_LINE,3);
double Kij2=iIchimokuGet(KIJUNSEN_LINE,3);
double SpanA2=iIchimokuGet(SENKOUSPANA_LINE,3);
double SpanB2=iIchimokuGet(SENKOUSPANB_LINE,3);
double Chinkou2=iIchimokuGet(CHIKOUSPAN_LINE,3);
//--- check BUY
if((Ten1<=Kij1 && Ten>Kij && m_symbol.Ask()>SpanA1 && m_symbol.Ask()>SpanB1 &&
iOpen(m_symbol.Name(),Period(),1)<iClose(m_symbol.Name(),Period(),1)) ||
(Chinkou1<=iClose(m_symbol.Name(),Period(),11) && Chinkou>iClose(m_symbol.Name(),Period(),10) &&
m_symbol.Ask()>SpanA1 && m_symbol.Ask()>SpanB1 &&
iOpen(m_symbol.Name(),Period(),1)<iClose(m_symbol.Name(),Period(),1)))
{
double sl=(InpStopLoss==0)?0.0:m_symbol.Ask()-ExtStopLoss;
if(sl>=m_symbol.Bid()) // incident: the position isn't opened yet, and has to be already closed
{
PrevBars=0;
return;
}
double tp=(InpTakeProfit==0)?0.0:m_symbol.Ask()+ExtTakeProfit;
OpenBuy(sl,tp);
}
//--- check SELL
if((Ten1>=Kij1 && Ten<Kij && m_symbol.Bid()<SpanA1 && m_symbol.Bid()<SpanB1 &&
iOpen(m_symbol.Name(),Period(),1)>iClose(m_symbol.Name(),Period(),1)) ||
(Chinkou1>=iOpen(m_symbol.Name(),Period(),11) && Chinkou<iOpen(m_symbol.Name(),Period(),10) &&
m_symbol.Bid()<SpanA1 && m_symbol.Bid()<SpanB1 &&
iOpen(m_symbol.Name(),Period(),1)>iClose(m_symbol.Name(),Period(),1)))
{
double sl=(InpStopLoss==0)?0.0:m_symbol.Bid()+ExtStopLoss;
if(sl<=m_symbol.Ask()) // incident: the position isn't opened yet, and has to be already closed
{
PrevBars=0;
return;
}
double tp=(InpTakeProfit==0)?0.0:m_symbol.Bid()-ExtTakeProfit;
OpenSell(sl,tp);
}
}
//+------------------------------------------------------------------+
//| 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)
{
long deal_ticket =0;
long deal_order =0;
long deal_time =0;
long deal_time_msc =0;
long deal_type =-1;
long deal_entry =-1;
long deal_magic =0;
long deal_reason =-1;
long deal_position_id =0;
double deal_volume =0.0;
double deal_price =0.0;
double deal_commission =0.0;
double deal_swap =0.0;
double deal_profit =0.0;
string deal_symbol ="";
string deal_comment ="";
string deal_external_id ="";
if(HistoryDealSelect(trans.deal))
{
deal_ticket =HistoryDealGetInteger(trans.deal,DEAL_TICKET);
deal_order =HistoryDealGetInteger(trans.deal,DEAL_ORDER);
deal_time =HistoryDealGetInteger(trans.deal,DEAL_TIME);
deal_time_msc =HistoryDealGetInteger(trans.deal,DEAL_TIME_MSC);
deal_type =HistoryDealGetInteger(trans.deal,DEAL_TYPE);
deal_entry =HistoryDealGetInteger(trans.deal,DEAL_ENTRY);
deal_magic =HistoryDealGetInteger(trans.deal,DEAL_MAGIC);
deal_reason =HistoryDealGetInteger(trans.deal,DEAL_REASON);
deal_position_id =HistoryDealGetInteger(trans.deal,DEAL_POSITION_ID);
deal_volume =HistoryDealGetDouble(trans.deal,DEAL_VOLUME);
deal_price =HistoryDealGetDouble(trans.deal,DEAL_PRICE);
deal_commission =HistoryDealGetDouble(trans.deal,DEAL_COMMISSION);
deal_swap =HistoryDealGetDouble(trans.deal,DEAL_SWAP);
deal_profit =HistoryDealGetDouble(trans.deal,DEAL_PROFIT);
deal_symbol =HistoryDealGetString(trans.deal,DEAL_SYMBOL);
deal_comment =HistoryDealGetString(trans.deal,DEAL_COMMENT);
deal_external_id =HistoryDealGetString(trans.deal,DEAL_EXTERNAL_ID);
}
else
return;
if(deal_symbol==m_symbol.Name() && deal_magic==m_magic)
if(deal_entry==DEAL_ENTRY_OUT)
if(deal_type==DEAL_TYPE_BUY || deal_type==DEAL_TYPE_SELL)
{
if(deal_commission+deal_swap+deal_profit<0.0)
m_last_deal_LOSS=true;
else
m_last_deal_LOSS=false;
}
}
}
//+------------------------------------------------------------------+
//| 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);
}
//+------------------------------------------------------------------+
//| Lots or risk in percent for a deal from a free margin |
//+------------------------------------------------------------------+
bool LotsOrRisk(const double lots,const double risk,const int digits_adjust)
{
if(lots<0.0 && risk<0.0)
{
Print(__FUNCTION__,", ERROR: Parameter (\"lots\" or \"risk\") can't be less than zero");
return(false);
}
if(lots==0.0 && risk==0.0)
{
Print(__FUNCTION__,", ERROR: Trade is impossible: You have set \"lots\" == 0.0 and \"risk\" == 0.0");
return(false);
}
if(lots>0.0 && risk>0.0)
{
Print(__FUNCTION__,", ERROR: Trade is impossible: You have set \"lots\" > 0.0 and \"risk\" > 0.0");
return(false);
}
if(lots>0.0)
{
string err_text="";
if(!CheckVolumeValue(lots,err_text))
{
Print(__FUNCTION__,", ERROR: ",err_text);
return(false);
}
}
else if(risk>0.0)
{
if(m_money!=NULL)
delete m_money;
m_money=new CMoneyFixedMargin;
if(m_money!=NULL)
{
if(!m_money.Init(GetPointer(m_symbol),Period(),m_symbol.Point()*digits_adjust))
return(INIT_FAILED);
m_money.Percent(risk);
}
else
{
Print(__FUNCTION__,", ERROR: Object CMoneyFixedMargin is NULL");
return(INIT_FAILED);
}
}
//---
return(true);
}
//+------------------------------------------------------------------+
//| Open Buy position |
//+------------------------------------------------------------------+
void OpenBuy(double sl,double tp)
{
sl=m_symbol.NormalizePrice(sl);
tp=m_symbol.NormalizePrice(tp);
double check_open_long_lot=0.0;
if(Risk>0.0)
{
check_open_long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl);
Print("sl=",DoubleToString(sl,m_symbol.Digits()),
", CheckOpenLong: ",DoubleToString(check_open_long_lot,2),
", Balance: ", DoubleToString(m_account.Balance(),2),
", Equity: ", DoubleToString(m_account.Equity(),2),
", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));
if(check_open_long_lot==0.0)
{
Print(__FUNCTION__,", ERROR: method CheckOpenLong returned the value of \"0.0\"");
return;
}
}
else
check_open_long_lot=InpLots;
if(m_last_deal_LOSS)
check_open_long_lot*=2.0;
//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_long_lot,m_symbol.Ask(),ORDER_TYPE_BUY);
if(check_volume_lot!=0.0)
{
if(check_volume_lot>=check_open_long_lot)
{
if(m_trade.Buy(check_open_long_lot,NULL,m_symbol.Ask(),sl,tp))
{
if(m_trade.ResultDeal()==0)
{
Print("#1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
else
{
Print("#2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
Print("#3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
string text="";
if(Risk>0.0)
text="< method CheckOpenLong ("+DoubleToString(check_open_long_lot,2)+")";
else
text="< Lots ("+DoubleToString(InpLots,2)+")";
Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(check_volume_lot,2),") ",
text);
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);
double check_open_short_lot=0.0;
if(Risk>0.0)
{
check_open_short_lot=m_money.CheckOpenShort(m_symbol.Bid(),sl);
Print("sl=",DoubleToString(sl,m_symbol.Digits()),
", CheckOpenLong: ",DoubleToString(check_open_short_lot,2),
", Balance: ", DoubleToString(m_account.Balance(),2),
", Equity: ", DoubleToString(m_account.Equity(),2),
", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));
if(check_open_short_lot==0.0)
{
Print(__FUNCTION__,", ERROR: method CheckOpenShort returned the value of \"0.0\"");
return;
}
}
else
check_open_short_lot=InpLots;
if(m_last_deal_LOSS)
check_open_short_lot*=2.0;
//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_short_lot,m_symbol.Bid(),ORDER_TYPE_SELL);
if(check_volume_lot!=0.0)
{
if(check_volume_lot>=check_open_short_lot)
{
if(m_trade.Sell(check_open_short_lot,NULL,m_symbol.Bid(),sl,tp))
{
if(m_trade.ResultDeal()==0)
{
Print("#1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
else
{
Print("#2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
Print("#3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
PrintResultTrade(m_trade,m_symbol);
}
}
else
{
string text="";
if(Risk>0.0)
text="< method CheckOpenShort ("+DoubleToString(check_open_short_lot,2)+")";
else
text="< Lots ("+DoubleToString(InpLots,2)+")";
Print(__FUNCTION__,", ERROR: method CheckVolume (",DoubleToString(InpLots,2),") ",
text);
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());
}
//+------------------------------------------------------------------+
//| Get value of buffers for the iIchimoku |
//| the buffer numbers are the following: |
//| 0 - TENKANSEN_LINE, 1 - KIJUNSEN_LINE, 2 - SENKOUSPANA_LINE, |
//| 3 - SENKOUSPANB_LINE, 4 - CHIKOUSPAN_LINE |
//+------------------------------------------------------------------+
double iIchimokuGet(const int buffer,const int index)
{
double Ichimoku[1];
//--- reset error code
ResetLastError();
//--- fill a part of the iIchimoku array with values from the indicator buffer that has 0 index
if(CopyBuffer(handle_iIchimoku,buffer,index,1,Ichimoku)<0)
{
//--- if the copying fails, tell the error code
PrintFormat("Failed to copy data from the iIchimoku indicator, error code %d",GetLastError());
//--- quit with zero result - it means that the indicator is considered as not calculated
return(0.0);
}
return(Ichimoku[0]);
}
//+------------------------------------------------------------------+
//| Calculate all positions |
//+------------------------------------------------------------------+
int CalculateAllPositions()
{
int total=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)
total++;
//---
return(total);
}
//+------------------------------------------------------------------+
//| Trailing |
//+------------------------------------------------------------------+
void Trailing()
{
if(InpTrailingStop==0)
return;
for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions
if(m_position.SelectByIndex(i))
if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic)
{
if(m_position.PositionType()==POSITION_TYPE_BUY)
{
if(m_position.PriceCurrent()-m_position.PriceOpen()>ExtTrailingStop+ExtTrailingStep)
if(m_position.StopLoss()<m_position.PriceCurrent()-(ExtTrailingStop+ExtTrailingStep))
{
if(!m_trade.PositionModify(m_position.Ticket(),
m_symbol.NormalizePrice(m_position.PriceCurrent()-ExtTrailingStop),
m_position.TakeProfit()))
Print("Modify ",m_position.Ticket(),
" Position -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
RefreshRates();
m_position.SelectByIndex(i);
PrintResultModify(m_trade,m_symbol,m_position);
continue;
}
}
else
{
if(m_position.PriceOpen()-m_position.PriceCurrent()>ExtTrailingStop+ExtTrailingStep)
if((m_position.StopLoss()>(m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep))) ||
(m_position.StopLoss()==0))
{
if(!m_trade.PositionModify(m_position.Ticket(),
m_symbol.NormalizePrice(m_position.PriceCurrent()+ExtTrailingStop),
m_position.TakeProfit()))
Print("Modify ",m_position.Ticket(),
" Position -> false. Result Retcode: ",m_trade.ResultRetcode(),
", description of result: ",m_trade.ResultRetcodeDescription());
RefreshRates();
m_position.SelectByIndex(i);
PrintResultModify(m_trade,m_symbol,m_position);
}
}
}
}
//+------------------------------------------------------------------+
//| Print CTrade result |
//+------------------------------------------------------------------+
void PrintResultModify(CTrade &trade,CSymbolInfo &symbol,CPositionInfo &position)
{
Print("File: ",__FILE__,", symbol: ",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());
Print("Price of position opening: "+DoubleToString(position.PriceOpen(),symbol.Digits()));
Print("Price of position's Stop Loss: "+DoubleToString(position.StopLoss(),symbol.Digits()));
Print("Price of position's Take Profit: "+DoubleToString(position.TakeProfit(),symbol.Digits()));
Print("Current price by position: "+DoubleToString(position.PriceCurrent(),symbol.Digits()));
}
//+------------------------------------------------------------------+