Jeff_Max_Trading/Reference/Multitrade_w_Levels.mq5

//+------------------------------------------------------------------+
//|                                          Multitrade_w_Levels.mq5 |
//|                        Copyright 2018, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+


#include <Trade\Trade.mqh>




input int max_band_size = 10;
input int number_of_levels = 2;
input double testing_volume = 0.1;
input double win_multiplier = 0.5;
input double lose_multiplier = 0.5;
input int box_height = 10;
input int box_length = 5;


#define BASE_MULT 0.5
#define POS_W_SHORT 1
#define POS_W_LONG 2
#define POS_W_BASE 0

struct Band
  {
   double               top;
   double               bottom;
   int               number_levels;
   int               quanta; // @Init : round(max_band_size/ number of levels)
   bool              reset_limits;
   double            base_price;
  };

struct Box
  {
   double               top;
   double               bottom;
   int               length;
   bool              first_box;

  };
//+------------------------------------------------------------------+
//|    Global Space                                                               |
//+------------------------------------------------------------------+
Band band;
Box box;
CTrade trader;
double Ask;
double Bid;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnInit()
  {
// init the Bands
   band.top = max_band_size;
   band.bottom = max_band_size;
   band.number_levels = number_of_levels;
   band.quanta = round(max_band_size/number_of_levels);
   band.reset_limits = true;

   box.first_box = true;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   Ask = NormalizeDouble(SymbolInfoDouble(_Symbol, SYMBOL_ASK), _Digits);
   Bid = NormalizeDouble(SymbolInfoDouble(_Symbol, SYMBOL_BID), _Digits);
   double price = NormalizeDouble((Ask + Bid) / 2, _Digits);

   if(box.first_box)
     {
      update_box(price);
      update_bands(price);
      band.reset_limits = true;
      box.first_box = false;
     }

   if(Ask>=box.top)
     {
      place_long(Ask, round(box_height*win_multiplier));
      update_box(Ask, POS_W_LONG);
     } // guide box goes long
   else
      if(Bid <= box.bottom)
        {
         place_short(Bid,round(box_height*win_multiplier));
         update_box(Bid, POS_W_SHORT);
        } // guide box goes short
      else
         if(box.length<= 0)
           {
            update_box(price, POS_W_BASE);
           }  // box needs update

   if(price >= band.top || price <= band.bottom)
     {
      close_all_open_trades();
     }  // price left the max_side (from either side)
   else
      if(band.reset_limits)
        {
         place_all_trade_levels(price);
        }  // all positions where closed (Set levels UP!)



   box.length--;
   Comment("Band: Top= "+band.top+" Bottom= "+band.bottom+" Quant= "+band.quanta+"\n"
           +"Box: Top= "+box.top+" Bottom= "+box.bottom);

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

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void place_all_trade_levels(double price, double volume=0.1)
  {
   for(int i=1; i<band.number_levels; i++)
     {
      place_long(price+(band.quanta*i*_Point), band.quanta*(i+1), volume*(band.number_levels-i), false); // place the long
      place_short(price-(band.quanta*i*_Point), band.quanta*(i+1), volume*(band.number_levels-i), false); // place the short

     }
   update_bands(price);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void place_long(double price, int take_profit, double volume=0.1, bool is_stop=true)
  {
   if(is_stop)
     {
      trader.Buy(volume, NULL, price, 0, price+(take_profit*_Point), NULL);
     }
   else
     {
      trader.BuyStop(volume, price, NULL, 0, price+take_profit*_Point, ORDER_TIME_GTC, 0, NULL);
     }
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void place_short(double price, int take_profit, double volume=0.1, bool is_stop=true)
  {
   if(is_stop)
     {
      trader.Sell(volume, NULL, price, 0, price-(take_profit*_Point), NULL);
     }
   else
     {
      trader.SellStop(volume, price, NULL, 0, price-take_profit*_Point, ORDER_TIME_GTC, 0, NULL);
     }
  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void close_all_open_trades()
  {
   for(int i=0; i<PositionsTotal(); i++)
     {
      ulong position_ticket = PositionGetTicket(i);
      trader.PositionClose(position_ticket);
     }
   for(int j=0; j<OrdersTotal(); j++)
     {
      ulong order_ticket = OrderGetTicket(j);
      trader.OrderDelete(order_ticket);

     }
   band.reset_limits = true;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void update_bands(double price)
  {
   band.top = price + NormalizeDouble(max_band_size*_Point, _Digits);
   band.bottom = price - NormalizeDouble(max_band_size*_Point, _Digits);
   band.reset_limits = false;
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void update_box(double price, int direction=POS_W_BASE)
  {

   double top_mult;
   double bottom_mult;

   switch(direction)
     {
      case POS_W_BASE:
         top_mult = BASE_MULT;
         bottom_mult = BASE_MULT;
         break;
      case POS_W_LONG:
         top_mult = win_multiplier;
         bottom_mult = lose_multiplier;
         break;
      case POS_W_SHORT:
         top_mult = lose_multiplier;
         bottom_mult = win_multiplier;
         break;
     }
   box.top = price + NormalizeDouble(top_mult*box_height*_Point, _Digits);
   box.bottom = price - NormalizeDouble(bottom_mult*box_height*_Point, _Digits);
   box.length = box_length;

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

//+------------------------------------------------------------------+

//+------------------------------------------------------------------+

//+------------------------------------------------------------------+