window_rep/include/StandartFunctions.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                            StandartFunctions.mqh |
//|                                                     AHMAD KAZBAR |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "AHMAD KAZBAR"
#property version   "1.00"

#include  <Trade/Trade.mqh>
#include  <Trade/PositionInfo.mqh>

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class CBar : public CObject
  {
public:
   double            c;
   double            o;
   double            h;
   double            l;
   datetime          t;
   int               i;
   bool              p ;
   string            type;

                     CBar(double _c,double _o,double _h,double _l,datetime _t,int _i,string _type,bool peak)
     {
      c = _c;
      o = _o;
      h = _h;
      l = _l;
      t= _t;
      i = _i;
      p = peak;
      type = _type;
     }
   bool              Equals(double val,double val2) { return val == val2; }
  };
struct STradeSum
  {
   int               count;
   double            profit;
   double            trailPrice;
  };
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class StandartFunctions
  {
private:

   string            m_symbol;
   ENUM_TIMEFRAMES   m_timeFrame;
   int               m_digits;
   CTrade            m_trade;
   long              m_magic;
   datetime          previous_time;
   bool              m_print_log;

public:
                     StandartFunctions(string symbol,ENUM_TIMEFRAMES timeFrame,long exMagic,bool p_log = false)
     {

      m_symbol = symbol;
      m_timeFrame = timeFrame;
      m_magic = exMagic;
      m_digits = (int)SymbolInfoInteger(m_symbol,SYMBOL_DIGITS);
      m_trade.SetExpertMagicNumber(exMagic);
      IsNewBar();
      m_print_log = p_log;
     }
                     StandartFunctions();
                    ~StandartFunctions();
   bool              IsNewBar();
   bool              IsNewBarDay();
   double            High(int shift);
   double            Close(int shift);
   double            Low(int shift);
   double            Open(int shift);
   datetime          Time(int shift);
   double            Bid();
   double            Ask();
   double            PipeToDouble(double pips);
   double            CalculateLotByBalance();
   double            tr(int shifit);
   double            CalculatePipsFromDollars(double dollarAmount,double lotSize);
   double            CalcLots(double slPoints);
   double            Size(int shift);
   ulong             BuyLimit(double lot,double entry,double stop,double tp,string comment,datetime expirt);
   ulong             SellLimit(double lot,double entry,double stop,double tp,string comment,datetime expirt);
   ulong             BuyStop(double lot,double entry,double stop,double tp,string comment,datetime expirt);
   ulong             SellStop(double lot,double entry,double stop,double tp,string comment,datetime expirt);
   ulong             OpenOrder(ENUM_ORDER_TYPE OrderType,double lot,double entry,double stop,double tp,string comment);
   void              UpdatePosition(double trailingPips,double target);
   bool              UpdatePosition(const ulong ticket,const double sl,const double tp);
   void              GetTradeSum(STradeSum &sum,ENUM_POSITION_TYPE type);
   void              DrawArrow(string name, datetime arrowTime, double arrowPrice, string direction = "up", color clr = clrLime, int size = 2);
   bool              IsPivotHigh(int index,int Left,int Right,const MqlRates &m_rates[]);
   bool              IsPivotLow(int index,int Left,int Right,const MqlRates &m_rates[]);
   bool              CheckTradeAllowed();
   ENUM_TIMEFRAMES   GetTimeFrame(){return m_timeFrame;}
  };
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
StandartFunctions::StandartFunctions()
  {
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
StandartFunctions::~StandartFunctions()
  {
  }
//+------------------------------------------------------------------+
double StandartFunctions::High(int shift) {return iHigh(m_symbol,m_timeFrame,shift);}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double StandartFunctions::Low(int shift) {return iLow(m_symbol,m_timeFrame,shift);}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double StandartFunctions::Close(int shift) {return iClose(m_symbol,m_timeFrame,shift);}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double StandartFunctions::Open(int shift) {return iOpen(m_symbol,m_timeFrame,shift);}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
datetime StandartFunctions::Time(int shift) {return iTime(m_symbol,m_timeFrame,shift);}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double StandartFunctions::Ask(void) { return NormalizeDouble(SymbolInfoDouble(m_symbol,SYMBOL_ASK),m_digits);}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double StandartFunctions::Bid(void) { return NormalizeDouble(SymbolInfoDouble(m_symbol,SYMBOL_ASK),m_digits);}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void StandartFunctions::GetTradeSum(STradeSum &sum,ENUM_POSITION_TYPE type)
  {
   sum.count      =  0;
   sum.profit     =  0.0;
   sum.trailPrice =  0.0;
   int      count    =  PositionsTotal();
   if(count <=0)
      return;
   for(int i = OrdersTotal()-1; i >= 0; i--)
     {
      COrderInfo order;
      if(order.SelectByIndex(i))
        {
         if(order.Magic() != m_magic)
            continue;

         if(order.Symbol() != m_symbol)
            continue;
         ///Print(__FUNCTION__," > Found pending order with ticket #",order.Ticket(),"...");

         if(order.OrderType() == ORDER_TYPE_BUY_LIMIT)
            sum.count++;
         if(order.OrderType() == ORDER_TYPE_SELL_LIMIT)
            sum.count++;

        }
     }
   for(int i = count-1; i>=0; i--)
     {
      ulong ticket   =  PositionGetTicket(i);
      if(ticket>0)
        {
         if(PositionGetInteger(POSITION_TYPE) == type)
           {
            sum.count++;
            sum.profit  += PositionGetDouble(POSITION_PROFIT)+PositionGetDouble(POSITION_SWAP);
            double entry = PositionGetDouble(POSITION_PRICE_OPEN);
            double profit = PositionGetDouble(POSITION_PROFIT);
            if(type==POSITION_TYPE_BUY)
              {
               if(sum.trailPrice==0 || PositionGetDouble(POSITION_PRICE_OPEN)<sum.trailPrice)
                 {
                  sum.trailPrice =  PositionGetDouble(POSITION_PRICE_OPEN);
                 }
              }
            else
               if(type==POSITION_TYPE_SELL)
                 {
                  if(sum.trailPrice==0 || PositionGetDouble(POSITION_PRICE_OPEN)>sum.trailPrice)
                    {
                     sum.trailPrice =  PositionGetDouble(POSITION_PRICE_OPEN);
                    }
                 }
           }

        }
     }
   return;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool StandartFunctions::IsNewBar(void)
  {
   datetime        current_time  = iTime(m_symbol,m_timeFrame,0);
   if(previous_time != current_time)
     {
      previous_time = current_time;
      return true;
     }
   return false;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool StandartFunctions::IsNewBarDay(void)
  {
   static datetime prevTime = 0;
   datetime currentTime = iTime(m_symbol,PERIOD_D1,0);
   if(prevTime == currentTime)
      return false;
   prevTime = currentTime;
   return true;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double StandartFunctions::tr(int shift)
  {
   double t1 = High(shift) - Low(shift) ;
   double t2 = MathAbs(High(shift)  - Close(shift+1));
   double t3 = MathAbs(Low(shift)  - Close(shift+1));
   return MathMax(MathMax(t1, t2), t3);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double StandartFunctions::Size(int shift)
  {
   double totalSize = High(shift) - Low(shift);
   double totalSize2 = High(shift+1) - Low(shift+1);
   return totalSize/totalSize2;
  }
//+------------------------------------------------------------------+
double StandartFunctions::PipeToDouble(double pips)
  {
   return NormalizeDouble(PointsToDouble(m_symbol,pips),m_digits);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
ulong StandartFunctions::OpenOrder(ENUM_ORDER_TYPE OrderType,double lot,double entry,double stoploos,double tp,string comment)
  {

   ulong result =-1;
   if(CanOpenOrder(m_symbol,OrderType,lot,entry))
     {
      if(!m_trade.PositionOpen(m_symbol,OrderType,lot,entry,stoploos,tp,comment))
         return  -1;
      else
         return m_trade.ResultOrder();
     }
   else
     {
      return -1;
     }
  
   return -1;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
ulong StandartFunctions::BuyLimit(double lot,double entry,double stoploos,double tp,string comment,datetime expirt)
  {

   if(!m_trade.BuyLimit(lot,entry,m_symbol,stoploos,tp,ORDER_TIME_GTC,expirt,comment))
      return -1;
   ulong result = m_trade.ResultOrder();
   return result;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
ulong StandartFunctions::BuyStop(double lot,double entry,double stoploos,double tp,string comment,datetime expirt)
  {

   if(!m_trade.BuyStop(lot,entry,m_symbol,stoploos,tp,ORDER_TIME_GTC,expirt,comment))
      return -1;
   return m_trade.ResultDeal();

  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
ulong StandartFunctions::SellLimit(double lot,double entry,double stoploos,double tp,string comment,datetime expirt)
  {
   if(!m_trade.SellLimit(lot,entry,m_symbol,stoploos,tp,ORDER_TIME_GTC,expirt,comment))
      return -1;
   ulong result = m_trade.ResultOrder();
   return result;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
ulong StandartFunctions::SellStop(double lot,double entry,double stoploos,double tp,string comment,datetime expirt)
  {
   if(!m_trade.SellStop(lot,entry,m_symbol,stoploos,tp,ORDER_TIME_GTC,expirt,comment))
      return -1;
   return m_trade.ResultDeal();
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool StandartFunctions::UpdatePosition(const ulong ticket,const double sl,const double tp)
  {
   return m_trade.PositionModify(ticket,sl,tp);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void StandartFunctions::DrawArrow(string name, datetime arrowTime, double arrowPrice, string dir = "up", color clr = clrLime, int size = 2)
  {
   string objName = name + "_" + dir + "_" + TimeToString(arrowTime, TIME_SECONDS);
   if(!ObjectCreate(0, objName, OBJ_ARROW, 0, arrowTime, arrowPrice))
      return;

   int arrowCode = (dir == "down") ? 234 : 233; // 233 = up, 234 = down
   color arrowColor = (dir == "down") ? clrRed : clr;

   ObjectSetInteger(0, objName, OBJPROP_ARROWCODE, arrowCode);
   ObjectSetInteger(0, objName, OBJPROP_COLOR, arrowColor);
   ObjectSetInteger(0, objName, OBJPROP_WIDTH, size);
   ObjectSetInteger(0, objName, OBJPROP_BACK, false);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double StandartFunctions::CalculateLotByBalance()
  {
// 1) Get current account balance
   double balance = AccountInfoDouble(ACCOUNT_BALANCE);

// 2) Compute how many  $100  increments
   int increments = int(balance / 100.0);
//    e.g.: if balance=250.75 <EFBFBD>! increments = floor(250.75/100) = 2

// 3) Base lot = increments * 0.01
   double lot = increments * 0.01;
//    e.g.: 2 * 0.01 = 0.02

// 4) Fetch symbol s min/max/step volume
   double minLot = SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MIN);
   double maxLot = SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MAX);
   double step   = SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_STEP);
// 5) If computed lot < minimum, set to minLot
   if(lot < minLot)
      lot = minLot;

// 6) Round  lot  down to nearest multiple of  step 
//    e.g. if step=0.01 and lot=0.027, MathFloor(0.027/0.01)=2 <EFBFBD>! 2*0.01=0.02
   if(step > 0.0)
      lot = MathFloor(lot / step) * step;

// 7) If that rounding pushed lot > maxLot, clamp to maxLot
   if(lot > maxLot)
      lot = maxLot;

   return(lot);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool StandartFunctions::CheckTradeAllowed()
  {
   MqlDateTime date_cur;
   TimeTradeServer(date_cur);
   datetime seconds_cur = date_cur.hour * 3600 + date_cur.min * 60 + date_cur.sec;
   int i = 0;
   while(true)
     {
      datetime seconds_from = {}, seconds_to = {};
      if(!SymbolInfoSessionTrade(m_symbol, (ENUM_DAY_OF_WEEK)date_cur.day_of_week, i, seconds_from, seconds_to))
         break;
      if(seconds_cur > seconds_from && seconds_cur < seconds_to)
         return true;
      ++i;
     }
   return false;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void StandartFunctions::UpdatePosition(double trailingPips,double target)
  {
   int total = PositionsTotal();
   for(int i = total-1; i >= 0; i--)
     {
      ulong position_ticket   =  PositionGetTicket(i);
      string m_pair = "";
      double m_lot = 0.0;
      double m_profit = 0.0;
      double m_stopLoos = 0.0;
      double m_open_price = 0.0;
      double m_tp = 0.0;
      long   m_position_type;
      long   magic;
      double m_point;
      double m_bid;
      double m_ask;
      if(
         !PositionGetString(POSITION_SYMBOL,m_pair)  ||
         !PositionGetDouble(POSITION_VOLUME,m_lot)   ||
         !PositionGetDouble(POSITION_PROFIT,m_profit)||
         !PositionGetDouble(POSITION_PRICE_OPEN,m_open_price)||
         !PositionGetInteger(POSITION_MAGIC,magic)||
         !PositionGetDouble(POSITION_TP,m_tp)||
         !PositionGetDouble(POSITION_SL,m_stopLoos))
        {
         return;
         Print("POSITION_SYMBOL ERROR");
        }
      if(m_symbol != m_pair && m_magic != magic)
         return;
      if(
         !SymbolInfoDouble(m_pair, SYMBOL_BID,m_bid)||
         !SymbolInfoDouble(m_pair, SYMBOL_ASK,m_ask)||
         !SymbolInfoDouble(m_pair, SYMBOL_POINT,m_point))
        {
         return;
         Print("SYMBOL_DIGITS ERROR");
        }
      if(!PositionGetInteger(POSITION_TYPE,m_position_type))
        {
         return;
         Print("POSITION_TYPE ERROR");
        }

      string m_position_name = m_position_type == POSITION_TYPE_BUY ? "BUY" :m_position_type == POSITION_TYPE_SELL ? "SELL" : "UNKOWN";
      if(m_position_name == "UNKOWN")
        {
         Print("POSITION_TYPE ERROR");
         return;
        }
      NormalizeDouble(m_bid,(int)m_digits);
      NormalizeDouble(m_ask,(int)m_digits);
      NormalizeDouble(m_profit,(int)m_digits);
      NormalizeDouble(m_stopLoos,(int)m_digits);
      NormalizeDouble(m_tp,(int)m_digits);
      NormalizeDouble(m_open_price,(int)m_digits);


      //double close = Close(1,m_pair,PERIOD_M5);
      double buy_stop = m_bid - trailingPips ;
      double sell_stop = m_ask + trailingPips ;
      //double atr = tr(0,m_pair,PERIOD_H1);
      //Print(
      //   StringFormat(
      //      "Pair:%s,Position:%s,Open:%.2f,Profit:%-.*f,StopLoos:%.2f,Lot:%.2f",
      //      m_pair,m_position_name,m_open_price,m_digits,m_profit,m_stopLoos,m_lot)
      //);
      //Print(StringFormat("buy:%-.*f,sell:%-.*f,m_avg:%.2f,latAvg:%.2f",m_digits,buy_stop,m_digits,sell_stop,m_avg,m_lastAvg));

      if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
        {
         if(m_profit >= target)
           {
            double dollarToPip =
               NormalizeDouble(CalculatePipsFromDollars(m_profit,m_lot),(int)m_digits);
            //m_trade.PositionClose(position_ticket);

           }

         if(buy_stop > m_stopLoos && buy_stop > m_open_price)
           {
            if(m_trade.PositionModify(position_ticket,buy_stop,m_tp))
               Print("PositionModify");
            else
               Print(_LastError);
           }
         //if(m_profit >= trailingPips*3)
         //   m_trade.PositionClose(position_ticket);
        }
      if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
        {
         if(m_profit >= target)
           {
            double dollarToPip =
               NormalizeDouble(CalculatePipsFromDollars(m_profit,m_lot),(int)m_digits);
            //m_trade.PositionClose(position_ticket);

           }
         if(m_stopLoos == 0)
           {
            if(sell_stop < m_open_price)
              {
               if(m_trade.PositionModify(position_ticket,sell_stop,m_tp))
                  Print("PositionModify");
               else
                  Print(_LastError);
              }
           }
         else
            if(sell_stop < m_stopLoos && sell_stop < m_open_price)
              {
               if(m_trade.PositionModify(position_ticket,sell_stop,m_tp))
                  Print("PositionModify");
               else
                  Print(_LastError);

              }
         //if(m_profit >= trailingPips*3)
         //   m_trade.PositionClose(position_ticket);
        }

     }
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double StandartFunctions::CalcLots(double slPoints)
  {

   double risk = AccountInfoDouble(ACCOUNT_BALANCE) * 10 / 100;

   double ticksize = SymbolInfoDouble(m_symbol,SYMBOL_TRADE_TICK_SIZE);

   double tickvalue = SymbolInfoDouble(m_symbol,SYMBOL_TRADE_TICK_VALUE);

   double lotstep = SymbolInfoDouble(m_symbol,SYMBOL_VOLUME_STEP);

   double moneyPerLotstep = slPoints / ticksize * tickvalue * lotstep;

   double lots = MathFloor(risk / moneyPerLotstep) * lotstep;

   lots = MathMin(lots,SymbolInfoDouble(m_symbol,SYMBOL_VOLUME_MAX));

   lots = MathMax(lots,SymbolInfoDouble(m_symbol,SYMBOL_VOLUME_MIN));

   return lots;

  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double StandartFunctions::CalculatePipsFromDollars(double dollarAmount,double lotSize)
  {
   double tickSize   = SymbolInfoDouble(m_symbol, SYMBOL_TRADE_TICK_SIZE);
   double tickValue  = SymbolInfoDouble(m_symbol, SYMBOL_TRADE_TICK_VALUE);
   double point      = SymbolInfoDouble(m_symbol, SYMBOL_POINT);
   int    digits     = (int)SymbolInfoInteger(m_symbol, SYMBOL_DIGITS);


   double pipValue = tickValue / tickSize * point;


   double pips = dollarAmount / (pipValue * lotSize);

   return pips;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool StandartFunctions::IsPivotHigh(int index,int Left,int Right,const MqlRates &rates[])
  {
   for(int j = 1; j <= Right; j++)
      if(rates[index].high <= rates[index - j].high)
         return false;
   for(int j = 1; j <= Right; j++)
      if(rates[index].high <= rates[index + j].high)
         return  false;
   return true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool StandartFunctions::IsPivotLow(int index,int Left,int Right,const MqlRates &rates[])
  {
   for(int j = 1; j <= Left; j++)
      if(rates[index].low >= rates[index - j].low)
         return  false;
   for(int j = 1; j <= Right; j++)
      if(rates[index].low>= rates[index + j].low)
         return  false;
   return true;
  }
//+------------------------------------------------------------------+
int PipsToPoint(string symbol,double pips)
  {
   int D = (int) SymbolInfoInteger(symbol,SYMBOL_DIGITS);
   return (int)(pips* ((D==3 || D==5) ? 10 : 1));
  }
//+------------------------------------------------------------------+
double PointsToDouble(string symbol,double point)
  {
   Print(SymbolInfoDouble(symbol,SYMBOL_POINT));
   return (point * SymbolInfoDouble(symbol,SYMBOL_POINT));
  }
//+------------------------------------------------------------------+
bool CanOpenOrder(string symbol,ENUM_ORDER_TYPE OrderType,double lot,double entry)
  {
   double margin = 0.0;
   if(!OrderCalcMargin(OrderType, symbol, lot, entry, margin))
     {
      return false;
     }
   double freeMargin = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
   if(margin > freeMargin)
     {
      return false;
     }
   return true;
  }
//+------------------------------------------------------------------+