Jeff_Max_Trading/JMLibrary/JMUtils.mqh

//+------------------------------------------------------------------+
//|                                                      ProjectName |
//|                                      Copyright 2020, CompanyName |
//|                                       http://www.companyname.net |
//+------------------------------------------------------------------+

#property version "0.5.7"

#include <Arrays\ArrayLong.mqh>
#include "..\MTLibrary\MTUtils.mqh"

input group "Evaluator SMA"
input int Short_Positions = 4;; /* Amount of Possible Short Positions that can be held in a given run*/
input int Long_Positions = 4;; /* Amount of Possible Long Positions that can be held in a given run*/
input int Avail_Positions = 2;; /* Amount Positions that can be open at any given time */
input int Activiate_Trailing = 1;; /* How many PIPs in favor of the position will it take to drag the SL to the SMA, AT + OpenPrice if 'long' or AT - OpenPrice if 'short'*/
input int SMA_Period = 200;; /**/
input int RVI_Period = 386;; /**/
input bool DecideByRVI = true;; /*This will enable the option to decide the position direction not by SMA but by RVI. If prev > curr is Long, if prev < curr is Short*/
enum Signal
  {
   signal_long = 1,
   signal_short = 2,
   signal_unset = 0
  };


enum CrossingPatern
  {
   cross_from_above = 1,
   cross_from_below = 2,
   cross_not_happened = 0
  };

struct CrossingInstance
  {
   MqlRates          curr_candle;
   MqlRates          past_candle;
   double            past_sma;
   double            curr_sma;
  };


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class Evaluator
  {

private:
   int               e_short_positions_budget;
   int               e_long_positions_budget;
   int               e_corrective_band;
   int               e_avail_positions;
   int               e_ma_period;
   int               e_rvi_period;
   bool              e_deciding_by_rvi;
   Signal            e_signal;
   CArrayLong        *e_correcting_positions;


public:

   void              flushSignal() { e_signal = signal_unset; };
   Signal            getSignal() { return e_signal; };
   CrossingPatern    CrossAtCandle(CrossingInstance &crx_buffer);
   CrossingPatern    CrossBetweenCandles(CrossingInstance &crx_buffer);

   int               RVIDrivenPosition(double& rvi_info_b0[]);
   bool              shouldPlaceLong();
   bool              shouldPlaceShort();
   void              IdentifyNewPositionsToFollowSMA();
   void              MakePositionsFollowSMA();
   void              FollowTheSMA();
   void              loadIndicators();
   void              Init();

  };

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void Evaluator::Init()
  {
   e_short_positions_budget = Short_Positions;
   e_long_positions_budget = Long_Positions;
   e_avail_positions = Avail_Positions;
   e_signal = signal_unset;
   e_corrective_band = Activiate_Trailing;
   e_ma_period = SMA_Period;
   e_rvi_period = RVI_Period;
   e_deciding_by_rvi = DecideByRVI;
   e_correcting_positions = new CArrayLong;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool Evaluator::shouldPlaceLong(void)
  {
   Print("Lets Log Positions [L]: " + CountPositionsByType(true));
   return (e_signal == signal_long) && (CountPositionsByType(true) < e_long_positions_budget) ;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool Evaluator::shouldPlaceShort(void)
  {
   Print("Lets Log Positions [S]: " + CountPositionsByType(false));
   return (e_signal == signal_short) && (CountPositionsByType(false) < e_short_positions_budget);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void Evaluator::loadIndicators(void)
  {
   CrossingInstance crx_buffer;

// In this instance i dont have enough avail positions so just jump away!
   if(PositionsTotal() >= e_avail_positions)
     {
      return;
     }

   MqlRates PriceInfo[];
   ArraySetAsSeries(PriceInfo, true);
   int PriceData = CopyRates(_Symbol, _Period, 0, 3, PriceInfo);

   double ma_array[];
   ArraySetAsSeries(ma_array, true);
   int ma_handler = iMA(_Symbol, _Period, e_ma_period, 0, MODE_SMA, PRICE_CLOSE);
   CopyBuffer(ma_handler, 0,0,3, ma_array);


   double rvi_info_b0[];
   int rvi_handler = iRVI(_Symbol, PERIOD_M15, e_rvi_period);
   ArraySetAsSeries(rvi_info_b0, true);
   CopyBuffer(rvi_handler, 0,0,3, rvi_info_b0); // Only require the main-line, no need for the 2nd buffer

//bool crossing_from_below = (PriceInfo[2].close < ma_array[2] && PriceInfo[1].close > ma_array[1]);
//bool crossing_from_above = (PriceInfo[2].close > ma_array[2] && PriceInfo[1].close < ma_array[1]);

//   bool crossing_from_below = (PriceInfo[2].low < ma_array[2] && PriceInfo[1].low > ma_array[1]);
//   bool crossing_from_above = (PriceInfo[2].low > ma_array[2] && PriceInfo[1].low < ma_array[1]);

   crx_buffer.curr_candle = PriceInfo[0];
   crx_buffer.past_candle = PriceInfo[1];
   crx_buffer.curr_sma = ma_array[0];
   crx_buffer.past_sma = ma_array[1];

   CrossingPatern crossing_at_candle = CrossAtCandle(crx_buffer);
   CrossingPatern crossing_betwen_candles = CrossBetweenCandles(crx_buffer);

   bool crossing_from_above = (crossing_at_candle == cross_from_above || crossing_betwen_candles == cross_from_above);
   bool crossing_from_below = (crossing_at_candle == cross_from_below || crossing_betwen_candles == cross_from_below);

   if(crossing_from_below)
     {
      if(e_deciding_by_rvi && RVIDrivenPosition(rvi_info_b0) == 1)
        {
         e_signal = signal_long;
        }
      else
        {
         e_signal = signal_long;
        }

     }

   if(crossing_from_above)
     {

      if(e_deciding_by_rvi && RVIDrivenPosition(rvi_info_b0) == 2)
        {
         e_signal = signal_short;
        }
      else
        {
         e_signal = signal_short;
        }
     }

  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void Evaluator::IdentifyNewPositionsToFollowSMA()
  {


   for(int i = PositionsTotal()-1 ; i>=0 ; i--)
     {
      ulong ticket = PositionGetTicket(i);
      PositionSelectByTicket(ticket);
      double corrective_price_value = 0.0;

      if(e_correcting_positions.SearchLinear(ticket) == -1)
        {

         if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
           {
            corrective_price_value = NormalizeDouble(PositionGetDouble(POSITION_PRICE_OPEN) + e_corrective_band * _Point, _Digits);
            if(PRICE >= corrective_price_value)
              {
               int r_value = e_correcting_positions.Add(ticket);
              }
           }
         else
            if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
              {
               corrective_price_value = NormalizeDouble(PositionGetDouble(POSITION_PRICE_OPEN) - e_corrective_band * _Point, _Digits);
               if(PRICE <= corrective_price_value)
                 {
                  e_correcting_positions.Add(ticket);
                 }
              }
        }
     }
  }
//+------------------------------------------------------------------+


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void Evaluator::MakePositionsFollowSMA()
  {
   double SMA[];
   ArraySetAsSeries(SMA, true);
   int ma_handler = iMA(_Symbol, _Period, e_ma_period, 0, MODE_SMA, PRICE_CLOSE);
   CopyBuffer(ma_handler, 0, 0, 3, SMA);

   for(int i = e_correcting_positions.Total()-1; i>=0; i--)
     {
      ulong ticket = e_correcting_positions.At(i);
      bool position_completed = PositionSelectByTicket(ticket);

      if(!position_completed)
        {
         bool status = e_correcting_positions.Delete(i);
         Print("Position: "+ticket+" Status: "+position_completed+" List Status "+e_correcting_positions.Total());
        }
      else
        {

         double take_profit = PositionGetDouble(POSITION_TP);
         double sma_current = NormalizeDouble(SMA[1], _Digits);
         double sl_current = PositionGetDouble(POSITION_SL);
         if((PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) && sl_current < sma_current)
           {
            trade.PositionModify(ticket,SMA[1], take_profit);; // Add the take profit
           }
         if((PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL) && sl_current > sma_current)
           {
            trade.PositionModify(ticket,SMA[1], take_profit);; // Add the take profit
           }
        }
     }

  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void Evaluator::FollowTheSMA()
  {
   IdentifyNewPositionsToFollowSMA();
   MakePositionsFollowSMA();
  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int Evaluator::RVIDrivenPosition(double& rvi_info_b0[])
  {

   double current_value_rvi = rvi_info_b0[0];
   double prev_value_rvi = rvi_info_b0[1];
   if(prev_value_rvi < current_value_rvi)
     {
      // this is a Long Signal
      return 1;
     }

   if(prev_value_rvi > current_value_rvi)
     {
      //this is a Short Signal
      return 2;
     }

//This is a nothing signal ... should i even do something here?
   return -1;
  }
//+------------------------------------------------------------------+



//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
CrossingPatern Evaluator::CrossAtCandle(CrossingInstance &crx_buffer)
  {

   if(crx_buffer.curr_candle.low < crx_buffer.curr_sma && crx_buffer.curr_candle.high > crx_buffer.curr_sma)
     {

      if(crx_buffer.past_candle.high < crx_buffer.past_sma)
        {
         return cross_from_below;
        }
      else
         if(crx_buffer.past_candle.low > crx_buffer.past_sma)
           {
            return cross_from_above;
           }
         else
           {
            return cross_not_happened;
           }
     }
   else
     {
      return cross_not_happened;
     }
  }



//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
CrossingPatern Evaluator::CrossBetweenCandles(CrossingInstance &crx_buffer)
  {

   if(crx_buffer.past_candle.low < crx_buffer.past_sma && crx_buffer.curr_candle.high > crx_buffer.curr_sma)
     {
      return cross_from_below; // cross from below!
     }
   else
      if(crx_buffer.past_candle.high > crx_buffer.past_sma && crx_buffer.curr_candle.low < crx_buffer.curr_sma)
        {
         return cross_from_above; // cross from above!

        }
   return cross_not_happened;
  }
//+------------------------------------------------------------------+