//+------------------------------------------------------------------+
//| BO.mq4 |
//| Copyright 2016, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property strict
#include <WinUser32.mqh>
extern string TestParams = "Параметры тестирования";
extern bool WriteTestInfo = true; //Создать файл тестирования
extern double Loss = 1.0;
extern double Profit = 0.85;
extern string MMParams = "Параметры манименеджмента";
extern double Lot = 10;
extern double Risk = 10;
extern string ServiceParams = "Сервисные параметры";
enum BROVAR
{
BROVAR1=1, // Grand
BROVAR2=2, // WForex
};
input BROVAR BrokerVariant = 1;
extern int Magic = 123;
extern int Expiration = 60;
input ENUM_TIMEFRAMES WorkPeriod = PERIOD_M1; // Период работы советника
input ENUM_TIMEFRAMES IndicatorPeriod = PERIOD_H1; // Период индикаторов
input ENUM_TIMEFRAMES FilterPeriod = PERIOD_M1; // Период фильтра
//+------------------------------------------------------------------+
extern string WPRParams = "Параметры WPR";
extern int WPRPeriod = 28;
extern double WPREnterLevel = 8;
extern string WPR15Params = "Параметры фильтра WPR M15";
extern bool UseWPR15Filter = true;
extern int WPR15Period = 28;
extern double WPR15EnterLevel = 8;
extern string VolParams = "Параметры волатильности";
extern double MinVol = 0.2;
extern double MaxVol = 4.0;
extern int ATRPer = 14;
extern string KCParams = "Параметры Keltner Channel";
extern int KCPeriod = 62;
extern double KCPipDev = 5;
extern double KCDev = 1.5;
input ENUM_MA_METHOD KCMode = MODE_SMA;
extern string ADXParams = "Параметры ADX";
extern int ADXPer = 14;
extern double LevADX = 30;
extern string Settings03 = "====Расписание====";
extern bool UseTimeFilter = true;
extern int GMTOffset = 2;
extern bool CalculateDST = true;
enum DSTVAR
{
DSTVAR0=0, // Европа
DSTVAR1=1, // Америка
};
input DSTVAR DSTVariant = 1;
extern bool UseRolloverRule = true;
extern bool MondayTrade = true;
extern bool TuesdayTrade = true;
extern bool WednesdayTrade = true;
extern bool ThursdayTrade = true;
extern bool FridayTrade = true;
extern string Settings04 = "====Понедельник-пятница====";
extern int TimeStart = 0; // Время начала работаа в любой день
extern int TimeEnd = 24; // Время окончания работы в любой день
extern int TimeStartMonday = 1; // Время начала работы в понедельник
extern int TimeEndFriday = 23; // Время окончания работы в пятницу
extern string Settings033 = "====Часы работы====";
extern bool Hour0 = true;
extern bool Hour1 = true;
extern bool Hour2 = true;
extern bool Hour3 = true;
extern bool Hour4 = true;
extern bool Hour5 = true;
extern bool Hour6 = true;
extern bool Hour7 = true;
extern bool Hour8 = true;
extern bool Hour9 = true;
extern bool Hour10 = true;
extern bool Hour11 = true;
extern bool Hour12 = true;
extern bool Hour13 = true;
extern bool Hour14 = true;
extern bool Hour15 = true;
extern bool Hour16 = true;
extern bool Hour17 = true;
extern bool Hour18 = true;
extern bool Hour19 = true;
extern bool Hour20 = true;
extern bool Hour21 = true;
extern bool Hour22 = true;
extern bool Hour23 = true;
string Comm="";
//+------------------------------------------------------------------+
int SignalOpen()
{
double WPR1 = iWPR(_Symbol, IndicatorPeriod, WPRPeriod,0);
double ATR = iATR(_Symbol, IndicatorPeriod, ATRPer, 1);
double WPRM15 = iWPR(_Symbol, FilterPeriod, WPR15Period,0);
double KeltC1 = iMA(_Symbol, IndicatorPeriod, KCPeriod, 0, KCMode, PRICE_CLOSE,0);
double KeltL1 = iMA(_Symbol, IndicatorPeriod, KCPeriod, 0, KCMode, PRICE_CLOSE,0) - KCDev * iATR(_Symbol,_Period,KCPeriod,0);
double KeltH1 = iMA(_Symbol, IndicatorPeriod, KCPeriod, 0, KCMode, PRICE_CLOSE,0) + KCDev * iATR(_Symbol,_Period,KCPeriod,0);
double ADX = iADX(_Symbol,IndicatorPeriod,ADXPer,PRICE_CLOSE,MODE_MAIN,0);
double High1 = iHigh(_Symbol,IndicatorPeriod,1);
double Low1 = iLow(_Symbol,IndicatorPeriod,1);
if(MathAbs(High1-Low1)>MinVol*ATR && MathAbs(High1-Low1)<MaxVol*ATR)
{
if(ADX>LevADX&&Close[1]+KCPipDev*_Point<KeltL1&&WPR1<WPREnterLevel-100&&WPRM15<WPR15EnterLevel-100)
{
if((UseWPR15Filter&&WPRM15<WPR15EnterLevel-100)||!UseWPR15Filter) return(OP_BUY);
}
if(ADX>LevADX&&Close[1]-KCPipDev*_Point>KeltH1&&WPR1>-WPREnterLevel&&WPRM15>-WPR15EnterLevel)
{
if((UseWPR15Filter&&WPRM15>-WPR15EnterLevel)||!UseWPR15Filter) return(OP_SELL);
}
}
return(-5);
}
//+------------------------------------------------------------------+
void OrderCloseFuncTest(int expiration)
{
for(int i=OrdersTotal()-1; i>=0; i--)
{
if(OrderSelect(SELECT_BY_POS,MODE_TRADES))
{
if(OrderSymbol() == _Symbol && OrderMagicNumber() == Magic && TimeCurrent() - OrderOpenTime() >= expiration * 60)
{
if(OrderType() == OP_BUY)
{
if(OrderClose(OrderTicket(), OrderLots(), Bid, 1))
{
Print("Order buy closed");
}
else Print("Order close Error");
}
if(OrderType() == OP_SELL)
{
if(OrderClose(OrderTicket(), OrderLots(), Ask, 1))
{
Print("Order sell closed");
}
else Print("Order close Error");
}
}
}
}
return;
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
if(_Digits==5||_Digits==3)
{
KCPipDev*=10;
}
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
switch (_UninitReason)
{
case REASON_ACCOUNT:
Print(" EA stopped. Pair "+Symbol()+". Account changed.");
break;
case REASON_CHARTCHANGE:
Print(" EA stopped. Pair "+Symbol()+". Timeframe changed.");
break;
case REASON_CHARTCLOSE:
Print(" EA stopped. Pair "+Symbol()+". Chart closed.");
break;
case REASON_PARAMETERS:
Print(" EA stopped. Pair "+Symbol()+". EA parameters changed.");
break;
case REASON_RECOMPILE:
Print(" EA stopped. Pair "+Symbol()+". EA was decompiled.");
break;
case REASON_REMOVE:
Print(" EA stopped. Pair "+Symbol()+". EA was deleted from the chart.");
break;
case REASON_TEMPLATE:
Print(" EA stopped. Pair "+Symbol()+". New template is on the chart.");
break;
default:
Print(" EA stopped. Pair "+Symbol());
}
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
if(IsNewBar(0,WorkPeriod))
{
if(IsTesting())
{
OrderCloseFuncTest(Expiration);
}
if((!UseTimeFilter||(UseTimeFilter&&TimeFilter())) && CountSell() + CountBuy() == 0)
{
if(BrokerVariant==1) Comm=IntegerToString(Expiration);
if(BrokerVariant==2) Comm="BO exp:"+IntegerToString(Expiration*60);
if(SignalOpen() == OP_BUY)
{
if(OrderSend(_Symbol, OP_BUY,MM(AccountBalance()), Ask, 1, 0, 0,Comm, Magic, 0, Blue) > 0)
{
Print("Order buy opened");
}
else Print("Order Open Error");
}
if(SignalOpen() == OP_SELL)
{
if(OrderSend(_Symbol, OP_SELL,MM(AccountBalance()), Bid, 1, 0, 0,Comm, Magic, 0, Red) > 0)
{
Print("Order sell opened");
}
else Print("Order sell Error");
}
}
}
}
//+------------------------------------------------------------------+
int CountBuy()
{
int count = 0;
for (int i=0; i<OrdersTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if(OrderSymbol() == _Symbol &&
OrderMagicNumber() == Magic &&
OrderType() == OP_BUY)
count++;
}
}
return(count);
}
//+------------------------------------------------------------------+
int CountSell()
{
int count = 0;
for (int i=0; i<OrdersTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if(OrderSymbol() == _Symbol &&
OrderMagicNumber() == Magic &&
OrderType() == OP_SELL)
count++;
}
}
return(count);
}
double orderProfit()
{
double profit = 0;
for (int i=0; i<OrdersTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if(OrderSymbol() == _Symbol && OrderMagicNumber() == Magic)
{
if(OrderType()==OP_BUY) profit=Bid-OrderOpenPrice();
if(OrderType()==OP_SELL) profit=OrderOpenPrice()-Ask;
}
}
}
return(profit);
}
//+------------------------------------------------------------------+
//| New bar function |
//+------------------------------------------------------------------+
bool IsNewBar(int mode=0,int period=0)
{
//0 - при первом запуске возвращает true
//1 - при первом запуске ожидает следующий бар
static datetime tm[10];
int t=tfA(period);
if(tm[t]==0&&mode==1) tm[t]=iTime(_Symbol,period,0);
if(tm[t]==iTime(_Symbol,period,0)) return (false);
tm[t]=iTime(_Symbol,period,0);
return (true);
}
int tfA(int tf)
{
switch (tf)
{
case PERIOD_M1: return (0);
case PERIOD_M5: return (1);
case PERIOD_M15: return (2);
case PERIOD_M30: return (3);
case PERIOD_H1: return (4);
case PERIOD_H4: return (5);
case PERIOD_D1: return (6);
case PERIOD_W1: return (7);
case PERIOD_MN1: return (8);
default: return (9);
}
}
int DST()
{
if(!CalculateDST) return(0);
int month = Month();
int day = Day();
int day_of_week = DayOfWeek();
if (day_of_week == 0) day_of_week = 7;
if (month > 3 && month < 10) return(0);
if (month > 10 || month < 3) return(1);
if(DSTVariant==0)
{
if (month == 3 && 31 - day + day_of_week >= 7) return(1);
if (month == 10 && 31 - day + day_of_week < 7) return(1);
}
if(DSTVariant==1)
{
if (month == 3 && 31 - day + day_of_week >= 21) return(1);
if (month == 10 && 31 - day + day_of_week < 21) return(1);
}
return (0);
}
int start()
{
if (TradeStatuse() > 0) return (0); //--- если нет то работаем дальше
return (0);
}
int TradeStatuse()
{
if ((!IsTesting()) && IsStopped()) return (1); //--- Если не тестовый режим и советник приостановлен (IsStopped).
if ((!IsTesting()) && !IsTradeAllowed()) return (2); //--- Если не тестовый режим и торговля заблокирована (IsTradeAllowed).
if ((!IsTesting()) && IsTradeContextBusy()) return (3); //--- Если не тестовый режим и поток для выполнения торговых операции занят (IsTradeContextBusy).
if (Hour() < TimeStartMonday && DayOfWeek() == 1) return (4); //--- Проверка на торговое время в понедельник.
if (Hour() >= TimeEndFriday && DayOfWeek() == 5) return (5); //--- Проверка на торговое время в пятницу.
if (TimeEnd < TimeStart)
{
if(Hour() >= TimeEnd && Hour() < TimeStart) return (6);
}
else
{
if ((Hour() < TimeStart) || (Hour() >= TimeEnd)) return (6); //--- Проверка на торговое время.
}
if ((DayOfWeek() == 0) || (DayOfWeek() == 6)) return (7); //--- Выходные, некоторые брокеры как RVD торговля начинается в воскресение вечером
//---
return(0);
}
//+------------------------------------------------------------------+
//| Фильтр по дате и дню недели |
//+------------------------------------------------------------------+
bool TimeFilter()
{
if(!MondayTrade&&DayOfWeek()==1) return(false);
if(!TuesdayTrade&&DayOfWeek()==2) return(false);
if(!WednesdayTrade&&DayOfWeek()==3) return(false);
if(!ThursdayTrade&&DayOfWeek()==4) return(false);
if(!FridayTrade&&DayOfWeek()==5) return(false);
int NNN = 0;
if(Year()<2011||(Year()==2011&&Month()<5)) NNN=-1;
if(UseRolloverRule&&((Hour()==22&&Minute()>=45)||(Hour()==0&&Minute()<=15))) return(false);
if(DST()==0&&NNN==0&&Hour0&&TimeHour(TimeCurrent())==23) return(true);
if(DST()==0&&NNN!=0&&Hour0&&TimeHour(TimeCurrent())==22) return(true);
if(DST()==1&&NNN==0&&Hour0&&TimeHour(TimeCurrent())==0) return(true);
if(DST()==1&&NNN!=0&&Hour0&&TimeHour(TimeCurrent())==23) return(true);
if(DST()==0&&NNN==0&&Hour1&&TimeHour(TimeCurrent())==0) return(true);
if(DST()!=0&&NNN==0&&Hour1&&TimeHour(TimeCurrent())==1) return(true);
if(DST()==0&&NNN!=0&&Hour1&&TimeHour(TimeCurrent())==23) return(true);
if(DST()!=0&&NNN!=0&&Hour1&&TimeHour(TimeCurrent())==0) return(true);
if(Hour2&&TimeHour(TimeCurrent())==1+DST()+NNN) return(true);
if(Hour3&&TimeHour(TimeCurrent())==2+DST()+NNN) return(true);
if(Hour4&&TimeHour(TimeCurrent())==3+DST()+NNN) return(true);
if(Hour5&&TimeHour(TimeCurrent())==4+DST()+NNN) return(true);
if(Hour6&&TimeHour(TimeCurrent())==5+DST()+NNN) return(true);
if(Hour7&&TimeHour(TimeCurrent())==6+DST()+NNN) return(true);
if(Hour8&&TimeHour(TimeCurrent())==7+DST()+NNN) return(true);
if(Hour9&&TimeHour(TimeCurrent())==8+DST()+NNN) return(true);
if(Hour10&&TimeHour(TimeCurrent())==9+DST()+NNN) return(true);
if(Hour11&&TimeHour(TimeCurrent())==10+DST()+NNN) return(true);
if(Hour12&&TimeHour(TimeCurrent())==11+DST()+NNN) return(true);
if(Hour13&&TimeHour(TimeCurrent())==12+DST()+NNN) return(true);
if(Hour14&&TimeHour(TimeCurrent())==13+DST()+NNN) return(true);
if(Hour15&&TimeHour(TimeCurrent())==14+DST()+NNN) return(true);
if(Hour16&&TimeHour(TimeCurrent())==15+DST()+NNN) return(true);
if(Hour17&&TimeHour(TimeCurrent())==16+DST()+NNN) return(true);
if(Hour18&&TimeHour(TimeCurrent())==17+DST()+NNN) return(true);
if(Hour19&&TimeHour(TimeCurrent())==18+DST()+NNN) return(true);
if(Hour20&&TimeHour(TimeCurrent())==19+DST()+NNN) return(true);
if(Hour21&&TimeHour(TimeCurrent())==20+DST()+NNN) return(true);
if(Hour22&&TimeHour(TimeCurrent())==21+DST()+NNN) return(true);
if(Hour23&&TimeHour(TimeCurrent())==22+DST()+NNN) return(true);
return(false);
}
//+------------------------------------------------------------------+
double CountAll()
{
double count = 0;
for (int i=0; i<OrdersHistoryTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
{
if(OrderSymbol() == _Symbol &&
OrderMagicNumber() == Magic && OrderProfit()!=0)
count = count + 1.0;
}
}
if(count==0) return(1);
return(count);
}
//+------------------------------------------------------------------+
double CountProfitPerc()
{
double count = 0;
for (int i=0; i<OrdersHistoryTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
{
if(OrderSymbol() == _Symbol &&
OrderMagicNumber() == Magic &&
OrderProfit()>0)
count = count + 1.0;
}
}
if(count==0) return(1);
return(count);
}
//+------------------------------------------------------------------+
double OnTester()
{
double ret=100*CountProfitPerc()/CountAll();
CountRealProfit();
return(NormalizeDouble(ret,2));
}
void CountRealProfit()
{
double OrderResult = 0;
double RealOrderProfit = 0;
int Handle=0;
int OrderCount = 0;
string File_Name=_Symbol+"Test.csv";
if(WriteTestInfo) Handle=FileOpen(File_Name, FILE_WRITE, ";");
for (int i=0; i<OrdersHistoryTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
{
if(OrderSymbol() == _Symbol &&
OrderMagicNumber() == Magic)
{
if(OrderType()==OP_BUY) RealOrderProfit=OrderClosePrice()-OrderOpenPrice();
if(OrderType()==OP_SELL) RealOrderProfit=OrderOpenPrice()-OrderClosePrice();
if(RealOrderProfit>0) OrderResult = 0.85;
if(RealOrderProfit==0) OrderResult = 0;
if(RealOrderProfit<0) OrderResult = - 1;
if(WriteTestInfo)
{
FileWrite(Handle,_Symbol,TimeToStr(OrderOpenTime()),IntegerToString(TimeYear(OrderOpenTime())),IntegerToString(TimeMonth(OrderOpenTime())),
IntegerToString(TimeDay(OrderOpenTime())),IntegerToString(TimeHour(OrderOpenTime())),DoubleToStr(OrderResult,3));
}
}
}
}
if(WriteTestInfo) FileClose(Handle);
return;
}
//+------------------------------------------------------------------+
double MM(double Deposit)
{
double Lots = NormalizeDouble(Deposit*Risk/100,2);
if(Risk==0) Lots = Lot;
if (Lots<1) Lots = 1.0;
if (Lots>1000) Lots = 1000.0;
return(NormalizeDouble(Lots,2));
}
int CountLastOrderProfit()
{
int i,j;
datetime OrdTime;
for (i=OrdersHistoryTotal()-1;i>=0;i--)
{
if (!OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)) continue;
if (OrderSymbol()!=_Symbol||OrderMagicNumber()!=Magic) continue;
if (OrdTime<OrderCloseTime())
{
OrdTime=OrderCloseTime();
j=i;
}
}
if (OrderSelect(j,SELECT_BY_POS,MODE_HISTORY))
{
if(OrderProfit()<=0) return(-1);
if(OrderProfit()>0) return(1);
}
return(0);
}
double CountLastOrderLot()
{
int i,j;
datetime OrdTime;
for (i=OrdersHistoryTotal()-1;i>=0;i--)
{
if (!OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)) continue;
if (OrderSymbol()!=_Symbol||OrderMagicNumber()!=Magic) continue;
if (OrdTime<OrderCloseTime())
{
OrdTime=OrderCloseTime();
j=i;
}
}
if (OrderSelect(j,SELECT_BY_POS,MODE_HISTORY)) return(OrderLots());
return(0);
}