KANOK_ea最新版

//+——————————————————————+
//| KANOK EA(barabashkakvn’s edition).mq5 |
//| Copyright 2005, ZEPATRADER Software Corp. |
//| |
//+——————————————————————+
#property copyright “Copyright 2005, ZEPATRADER Software Corp.”

#property version “1”
//—
#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 InpStopLossBuy = 40; // Stop Loss BUY (in pips)
input ushort InpTakeProfitBuy = 70; // Take Profit BUY (in pips)
input ushort InpStopLossSell = 10; // Stop Loss SELL (in pips)
input ushort InpTakeProfitSell = 40; // Take Profit SELL (in pips)
input ushort InpTrailingStop = 5; // Trailing Stop (min distance from price to Stop Loss) (in pips)
input ushort InpTrailingStep = 1; // Trailing Step (in pips)
input double Sto_level_buy = 37.0; // Stochastic level BUY (if Sto < level -> signal BUY)
input double Sto_level_sell = 96.0; // Stochastic level SELL (if Sto > level -> signal SELL)
input ENUM_TIMEFRAMES Work_timeframe=PERIOD_M3; // Work timeframe
//— MACD
input ENUM_TIMEFRAMES MACD_timeframe = PERIOD_M12; // MACD: timeframe
input int MACD_signal_period = 9; // MACD: period for their difference averaging
input int MACD_fast_ema_period = 12; // MACD: period for Fast average calculation
input int MACD_slow_ema_period = 26; // MACD: period for Slow average calculation
input ENUM_APPLIED_PRICE MACD_applied_price = PRICE_CLOSE; // MACD: type of price
//— Stochastic
input ENUM_TIMEFRAMES Sto_timeframe = PERIOD_H1; // Stochastic: timeframe
input int Sto_Kperiod = 5; // Stochastic: K-period (number of bars for calculations)
input int Sto_Dperiod = 3; // Stochastic: D-period (period of first smoothing)
input int Sto_slowing = 3; // Stochastic: final smoothing
input ENUM_MA_METHOD Sto_ma_method = MODE_EMA; // Stochastic: type of smoothing
input ENUM_STO_PRICE Sto_price_field = STO_LOWHIGH; // Stochastic: stochastic calculation method
//—
input ulong m_magic=39427905; // magic number
//—
ulong m_slippage=10; // slippage

double ExtStopLossBuy=0.0;
double ExtTakeProfitBuy=0.0;
double ExtStopLossSell=0.0;
double ExtTakeProfitSell=0.0;
double ExtTrailingStop=0.0;
double ExtTrailingStep=0.0;

int handle_iMACD; // variable for storing the handle of the iMACD indicator
int handle_iStochastic; // variable for storing the handle of the iStochastic indicator

double m_adjusted_point; // point value adjusted for 3 or 5 points
//—
double macd_one[];
double sto_one[];
MqlRates rates[];
//+——————————————————————+
//| Expert initialization function |
//+——————————————————————+
int OnInit()
{
ArraySetAsSeries(macd_one,true);
ArraySetAsSeries(sto_one,true);
ArraySetAsSeries(rates,true);
//—
if(InpTrailingStop!=0 && InpTrailingStep==0)
{
string text=(TerminalInfoString(TERMINAL_LANGUAGE)==”Russian”)?
“Трейлинг невозможен: параметр \”Trailing Step\” равен нулю!”:
“Trailing is not possible: parameter \”Trailing Step\” is zero!”;
Alert(__FUNCTION__,” ERROR! “,text);
return(INIT_PARAMETERS_INCORRECT);
}
//—
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;

ExtStopLossBuy = InpStopLossBuy * m_adjusted_point;
ExtTakeProfitBuy = InpTakeProfitBuy * m_adjusted_point;
ExtStopLossSell = InpStopLossSell * m_adjusted_point;
ExtTakeProfitSell = InpTakeProfitSell * m_adjusted_point;
ExtTrailingStop = InpTrailingStop * m_adjusted_point;
ExtTrailingStep = InpTrailingStep * m_adjusted_point;
//— create handle of the indicator iMACD
handle_iMACD=iMACD(m_symbol.Name(),MACD_timeframe,MACD_fast_ema_period,
MACD_slow_ema_period,MACD_signal_period,MACD_applied_price);
//— if the handle is not created
if(handle_iMACD==INVALID_HANDLE)
{
//— tell about the failure and output the error code
PrintFormat(“Failed to create handle of the iMACD indicator for the symbol %s/%s, error code %d”,
m_symbol.Name(),
EnumToString(MACD_timeframe),
GetLastError());
//— the indicator is stopped early
return(INIT_FAILED);
}
//— create handle of the indicator iStochastic
handle_iStochastic=iStochastic(m_symbol.Name(),Sto_timeframe,
Sto_Kperiod,Sto_Dperiod,Sto_slowing,
Sto_ma_method,Sto_price_field);
//— if the handle is not created
if(handle_iStochastic==INVALID_HANDLE)
{
//— tell about the failure and output the error code
PrintFormat(“Failed to create handle of the iStochastic indicator for the symbol %s/%s, error code %d”,
m_symbol.Name(),
EnumToString(Sto_timeframe),
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()
{
Trailing();
//— we work only at the time of the birth of new bar
static datetime PrevBars=0;
datetime time_0=iTime(m_symbol.Name(),Work_timeframe,0);
if(time_0==PrevBars)
return;
PrevBars=time_0;
//—
if(!iMACDGetArray(MAIN_LINE,0,2,macd_one) ||
!iStochasticGetArray(MAIN_LINE,0,2,sto_one) ||
CopyRates(m_symbol.Name(),Work_timeframe,0,2,rates)!=2)
{
PrevBars=0;
return;
}
//—
if(macd_one[0]>macd_one[1] && macd_one[1]<0.0 && sto_one[0]<Sto_level_buy && sto_one[0]>sto_one[1])
{
if(!RefreshRates())
{
PrevBars=0;
return;
}
double sl=(InpStopLossBuy==0)?0.0:m_symbol.Ask()-ExtStopLossBuy;
if(sl>=m_symbol.Bid()) // incident: the position isn’t opened yet, and has to be already closed
{
PrevBars=0;
return;
}
double tp=(InpTakeProfitBuy==0)?0.0:m_symbol.Ask()+ExtTakeProfitBuy;
OpenBuy(sl,tp);
//—
return;
}
if(macd_one[0]<macd_one[1] && macd_one[1]>0.0 && sto_one[0]>Sto_level_sell && sto_one[0]<sto_one[1])
{
if(!RefreshRates())
{
PrevBars=0;
return;
}
double sl=(InpStopLossSell==0)?0.0:m_symbol.Bid()+ExtStopLossSell;
if(sl<=m_symbol.Ask()) // incident: the position isn’t opened yet, and has to be already closed
{
PrevBars=0;
return;
}
double tp=(InpTakeProfitSell==0)?0.0:m_symbol.Bid()-ExtTakeProfitSell;
OpenSell(sl,tp);
//—
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 iMACD in the array |
//| the buffer numbers are the following: |
//| 0 – MAIN_LINE, 1 – SIGNAL_LINE |
//+——————————————————————+
bool iMACDGetArray(const int buffer,const int start_pos,const int count,double &arr_buffer[])
{
//—
bool result=true;
if(!ArrayIsDynamic(arr_buffer))
{
Print(“This a no dynamic array!”);
return(false);
}
ArrayFree(arr_buffer);
//— reset error code
ResetLastError();
//— fill a part of the iMABuffer array with values from the indicator buffer that has 0 index
int copied=CopyBuffer(handle_iMACD,buffer,start_pos,count,arr_buffer);
if(copied!=count)
{
//— if the copying fails, tell the error code
PrintFormat(“Failed to copy data from the iMACD indicator, error code %d”,GetLastError());
//— quit with zero result – it means that the indicator is considered as not calculated
return(false);
}
//—
return(result);
}
//+——————————————————————+
//| Get value of buffers for the iStochastic |
//| the buffer numbers are the following: |
//| 0 – MAIN_LINE, 1 – SIGNAL_LINE |
//+——————————————————————+
bool iStochasticGetArray(const int buffer,const int start_pos,const int count,double &arr_buffer[])
{
if(!ArrayIsDynamic(arr_buffer))
{
Print(“This a no dynamic array!”);
return(false);
}
ArrayFree(arr_buffer);
//— reset error code
ResetLastError();
//— fill a part of the iStochastic array with values from the indicator buffer that has 0 index
int copy_buffer=CopyBuffer(handle_iStochastic,buffer,start_pos,count,arr_buffer);
if(copy_buffer!=count)
{
//— if the copying fails, tell the error code
PrintFormat(“Failed to copy data from the iStochastic indicator, error code %d”,GetLastError());
//— quit with false result – it means that the indicator is considered as not calculated
return(false);
}
//—
return(true);
}
//+——————————————————————+
//| Is position exists |
//+——————————————————————+
bool IsPositionExists(void)
{
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)
return(true);
//—
return(false);
}
//+——————————————————————+
//| 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());
}
//+——————————————————————+
//| Trailing |
//| InpTrailingStop: min distance from price to Stop Loss |
//+——————————————————————+
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()));
}
//+——————————————————————+