Чёт не врублюся... - страница 2

#property copyright "© 2008 BJF Trading Group"
#property link "www.iticsoftware.com"

#define major 1
#define minor 1

extern string _tmp1_ = " --- Trade params ---";
extern string TradeTime = "3:00-21:20";
extern double Lots = 0.1;
extern int StopLoss = 0;
extern int TakeProfit = 0;
extern int Slippage = 3;
extern int Magic = 20080829;

extern string _tmp2_ = " --- i-Regr ---";
extern int Regr.degree = 3;
extern double Regr.kstd = 1.0;
extern int Regr.bars = 250;
extern int Regr.shift = 0;

extern string _tmp3_ = " --- Trailing ---";
extern bool TrailingOn = false;
extern int TrailingStart = 30;
extern int TrailingSize = 30;

extern string _tmp4_ = " --- Chart ---";
extern color clBuy = DodgerBlue;
extern color clSell = Red;
extern color clModify = Silver;
extern color clClose = Gold;

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

#include <stdlib.mqh>
#include <stderror.mqh>

int RepeatN = 3;
int BuyCnt, SellCnt;

void init()
{
}

void deinit()
{
}

void start()
{
//-----
if (TrailingOn) TrailPositions();
//-----

string ind_name = "i-Regr";
double R.M0 = iCustom(NULL, 0, ind_name,
Regr.degree, Regr.kstd, Regr.bars, Regr.shift,
0, 0);
double R.M1 = iCustom(NULL, 0, ind_name,
Regr.degree, Regr.kstd, Regr.bars, Regr.shift,
0, 1);
double R.U0 = iCustom(NULL, 0, ind_name,
Regr.degree, Regr.kstd, Regr.bars, Regr.shift,
1, 0);
double R.U1 = iCustom(NULL, 0, ind_name,
Regr.degree, Regr.kstd, Regr.bars, Regr.shift,
1, 1);

double R.L0 = iCustom(NULL, 0, ind_name,
Regr.degree, Regr.kstd, Regr.bars, Regr.shift,
2, 0);
double R.L1 = iCustom(NULL, 0, ind_name,
Regr.degree, Regr.kstd, Regr.bars, Regr.shift,
2, 1);
//-----
if (Bid >= R.M0)
{
if (CloseOrders(OP_BUY) > 0) return;
}

if (Bid <= R.M0)
{
if (CloseOrders(OP_SELL) > 0) return;
}
//-----
if (!IsTradeTime()) return;

if (iHigh(NULL, PERIOD_D1, 1) - iLow(NULL, PERIOD_D1, 1) > 150*Point)
{
CloseOrders(OP_BUY);
CloseOrders(OP_SELL);
return;
}

if (OrdersCountBar0(0) > 0) return;
RecountOrders();
//if (BuyCnt+SellCnt > 0) return;

//-----
double price, sl, tp;
int ticket;

//if (High[0] >= R.M0 && Open[0] < R.M0 && R.M0 > R.M1)
if (Low[0] <= R.L0)
{
if (BuyCnt > 0) return;
//if (CloseOrders(OP_SELL) > 0) return;
//-----
for (int i=0; i<RepeatN; i++)
{
RefreshRates();
price = Ask;
sl = If(StopLoss > 0, price - StopLoss*Point, 0);
tp = If(TakeProfit > 0, price + TakeProfit*Point, 0);

ticket = Buy(Symbol(), GetLots(), price, sl, tp, Magic);
if (ticket > 0) break;
}

return;
}

//if (Low[0] <= R.M0 && Open[0] > R.M0 && R.M0 < R.M1)
if (High[0] >= R.U0)
{
if (SellCnt > 0) return;
//if (CloseOrders(OP_BUY) > 0) return;
//-----
for (i=0; i<RepeatN; i++)
{
RefreshRates();
price = Bid;
sl = If(StopLoss > 0, price + StopLoss*Point, 0);
tp = If(TakeProfit > 0, price - TakeProfit*Point, 0);

ticket = Sell(Symbol(), GetLots(), price, sl, tp, Magic);
if (ticket > 0) break;
}

return;
}
}

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

double If(bool cond, double if_true, double if_false)
{
if (cond) return (if_true);
return (if_false);
}

void split(string& arr[], string str, string sym)
{
ArrayResize(arr, 0);
string item;
int pos, size;
int len = StringLen(str);
for (int i=0; i < len;)
{
pos = StringFind(str, sym, i);
if (pos == -1) pos = len;
item = StringSubstr(str, i, pos-i);
item = StringTrimLeft(item);
item = StringTrimRight(item);
size = ArraySize(arr);
ArrayResize(arr, size+1);
arr[size] = item;
i = pos+1;
}
}

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

double GetLots()
{
return (Lots);
}

void RecountOrders()
{
BuyCnt = 0;
SellCnt = 0;

int cnt = OrdersTotal();
for (int i=0; i < cnt; i++)
{
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
if (OrderSymbol() != Symbol()) continue;
if (OrderMagicNumber() != Magic) continue;
int type = OrderType();
if (type == OP_BUY) BuyCnt++;
if (type == OP_SELL) SellCnt++;
}
}

bool IsTradeTime()
{
if (TradeTime == "0:00-24:00") return (true);
if (TradeTime == "00:00-24:00") return (true);

datetime tm1, tm2;

string TI[];
split(TI, TradeTime, "-");
if (ArraySize(TI) != 2) return (false);
datetime tm0 = TimeCurrent();
tm1 = StrToTime(TimeToStr(tm0, TIME_DATE) + " " + TI[0]);
tm2 = StrToTime(TimeToStr(tm0, TIME_DATE) + " " + TI[1]);

bool isTm = false;
if (tm1 <= tm2)
isTm = isTm || (tm1 <= tm0 && tm0 < tm2);
else
isTm = isTm || (tm1 <= tm0 || tm0 < tm2);
return (isTm);
}

int OrdersCountBar0(int TF)
{
int orders = 0;

int cnt = OrdersTotal();
for (int i=0; i<cnt; i++)
{
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
if (OrderSymbol() != Symbol()) continue;
if (OrderMagicNumber() != Magic) continue;

if (OrderOpenTime() >= iTime(NULL, TF, 0)) orders++;
}

cnt = OrdersHistoryTotal();
for (i=0; i<cnt; i++)
{
if (!OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) continue;
if (OrderSymbol() != Symbol()) continue;
if (OrderMagicNumber() != Magic) continue;

if (OrderOpenTime() >= iTime(NULL, TF, 0)) orders++;
}
return (orders);
}

int CloseOrders(int type)
{
int cnt = OrdersTotal();
for (int i=cnt-1; i >= 0; i--)
{
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
if (OrderSymbol() != Symbol()) continue;
if (OrderMagicNumber() != Magic) continue;
if (OrderType() != type) continue;
if (type == OP_BUY)
{
RefreshRates();
CloseOrder(OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID));
continue;
}
if (type == OP_SELL)
{
RefreshRates();
CloseOrder(OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK));
continue;
}
}
int orders = 0;
cnt = OrdersTotal();
for (i = 0; i < cnt; i++)
{
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
if (OrderSymbol() != Symbol()) continue;
if (OrderMagicNumber() != Magic) continue;
if (OrderType() == type) orders++;
}
return (orders);
}

void TrailPositions()
{
int cnt = OrdersTotal();
for (int i=0; i<cnt; i++)
{
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
if (OrderSymbol() != Symbol()) continue;
if (OrderMagicNumber() != Magic) continue;

int type = OrderType();
if (type == OP_BUY)
{
if (Bid-OrderOpenPrice() > TrailingStart*Point)
{
if (OrderStopLoss() < Bid - (TrailingSize+1)*Point)
{
OrderModify(OrderTicket(), OrderOpenPrice(), Bid-TrailingSize*Point, OrderTakeProfit(), 0, clModify);
}
}
}

if (type == OP_SELL)
{
if (OrderOpenPrice()-Ask > TrailingStart*Point)
{
if (OrderStopLoss() > Ask + (TrailingSize+1)*Point || OrderStopLoss() == 0)
{
OrderModify(OrderTicket(), OrderOpenPrice(), Ask+TrailingSize*Point, OrderTakeProfit(), 0, clModify);
}
}
}
}
}

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

int SleepOk = 2000;
int SleepErr = 6000;

int Buy(string symbol, double lot, double price, double sl, double tp, int magic, string comment="")
{
int dig = MarketInfo(symbol, MODE_DIGITS);

price = NormalizeDouble(price, dig);
sl = NormalizeDouble(sl, dig);
tp = NormalizeDouble(tp, dig);
string _lot = DoubleToStr(lot, 2);
string _price = DoubleToStr(price, dig);
string _sl = DoubleToStr(sl, dig);
string _tp = DoubleToStr(tp, dig);

Print("Buy \"", symbol, "\", ", _lot, ", ", _price, ", ", Slippage, ", ", _sl, ", ", _tp, ", ", magic, ", \"", comment, "\"");

int res = OrderSend(symbol, OP_BUY, lot, price, Slippage, sl, tp, comment, magic, 0, clBuy);
if (res >= 0) {
Sleep(SleepOk);
return (res);
}
int code = GetLastError();
Print("Error opening BUY order: ", ErrorDescription(code), " (", code, ")");
Sleep(SleepErr);
return (-1);
}

int Sell(string symbol, double lot, double price, double sl, double tp, int magic, string comment="")
{
int dig = MarketInfo(symbol, MODE_DIGITS);

price = NormalizeDouble(price, dig);
sl = NormalizeDouble(sl, dig);
tp = NormalizeDouble(tp, dig);
string _lot = DoubleToStr(lot, 2);
string _price = DoubleToStr(price, dig);
string _sl = DoubleToStr(sl, dig);
string _tp = DoubleToStr(tp, dig);

Print("Sell \"", symbol, "\", ", _lot, ", ", _price, ", ", Slippage, ", ", _sl, ", ", _tp, ", ", magic, ", \"", comment, "\"");
int res = OrderSend(symbol, OP_SELL, lot, price, Slippage, sl, tp, comment, magic, 0, clSell);
if (res >= 0) {
Sleep(SleepOk);
return (res);
}
int code = GetLastError();
Print("Error opening SELL order: ", ErrorDescription(code), " (", code, ")");
Sleep(SleepErr);
return (-1);
}

bool CloseOrder(int ticket, double lot, double price)
{
if (!OrderSelect(ticket, SELECT_BY_TICKET)) return(false);
if (OrderCloseTime() > 0) return(false);
int dig = MarketInfo(OrderSymbol(), MODE_DIGITS);
string _lot = DoubleToStr(lot, 2);
string _price = DoubleToStr(price, dig);

Print("CloseOrder ", ticket, ", ", _lot, ", ", _price, ", ", Slippage);
bool res = OrderClose(ticket, lot, price, Slippage, clClose);
if (res) {
Sleep(SleepOk);
return (res);
}
int code = GetLastError();
Print("CloseOrder failed: ", ErrorDescription(code), " (", code, ")");
Sleep(SleepErr);
return (false);
}