ForexTheFirst/ForexTheFirst.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                ForexTheFirst.mq5 |
//|                                                    Marino Bantli |
//|                                                         maban.ch |
//+------------------------------------------------------------------+
//--- input parameters
input double   TimeLookback = 7;
input int      AverageCandlePriceLookback = 100;
input int      TEMAPeriod = 14;
input int      DojiProportions = 8;
input int      TPOffsetTicks = 1;
input int      SLOffsetTicks = 1;
input double   MinimumRR = 1.0;
input double   MaximumRisk = 0.01;

//+------------------------------------------------------------------+
//| Includes                                                         |
//+------------------------------------------------------------------+
#include "..\HighLow\HighLowFinder.mqh"
#include "CandleTools.mqh"
#include "TradeEngine.mqh"


//+------------------------------------------------------------------+
//| Enums                                                            |
//+------------------------------------------------------------------+
enum State
{
   None,
   Ready,
   Observing,
   OrderPending,
   InTrade,
   AfterTrade
};


//+------------------------------------------------------------------+
//| Objects                                                          |
//+------------------------------------------------------------------+
HighLowFinder* HL_Finder;
CandleTools* CTools;
TradeEngine* trade;


//+------------------------------------------------------------------+
//| Variables                                                        |
//+------------------------------------------------------------------+
int handle;
MqlRates bars[];
double indicatorValues[];

uint currentBar = 0;
double pipSize = 0;
double tickSize = 0;

State currentState = None;


//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{

   handle = iTEMA(Symbol(), PERIOD_CURRENT, TEMAPeriod, 0, PRICE_CLOSE);
   HL_Finder = new HighLowFinder(10, 10, 200, SymbolInfoDouble(Symbol(), SYMBOL_TRADE_TICK_SIZE));
   currentBar = Bars(Symbol(),PERIOD_CURRENT) - 1;
   tickSize = SymbolInfoDouble(Symbol(), SYMBOL_TRADE_TICK_SIZE);
   pipSize = tickSize * 10;

   trade = new TradeEngine(1234);
      
   if(SeriesInfoInteger(Symbol(),Period(),SERIES_SYNCHRONIZED))
   {
      CopyRates(Symbol(), Period(), TimeCurrent(), Bars(Symbol(),PERIOD_CURRENT), bars);
   }
   else
   {
      Alert("Error syncing data!");
      return(INIT_FAILED);
   }
   
   return(INIT_SUCCEEDED);
}


//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   HL_Finder = NULL;
   currentState = None;
   pipSize = NULL;
   tickSize = NULL;
}


//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
   uint newBar = Bars(Symbol(),PERIOD_CURRENT);
   
   if(currentBar == newBar - 1) { return; } 

   CopyBuffer(handle, 0, 0, newBar, indicatorValues);
   CopyRates(Symbol(), Period(), TimeCurrent(), newBar, bars);
   currentBar = newBar - 1;

   if(currentState == None)
   {
      HL_Finder.Initalize(bars, indicatorValues);
      currentState = Ready;
      return;   
   }

   Process();
}


void Process()
{
   //Keep Indicator up-to-date
   if (HL_Finder.Process(bars, indicatorValues)) 
   {
      AddPricePoint(HL_Finder.points[HL_Finder.points.Size() - 1].index, HL_Finder.points[HL_Finder.points.Size() - 1].price, HL_Finder.points[HL_Finder.points.Size() - 1].type);
   }
     
   MqlTick price;
   double sl = NULL;
   double tp = NULL;
   double lots = NULL;
   
   switch (currentState)
   {
      case 1: //Ready
         currentState = Observing;
         break;
         
      case 2: //Observing
         if(HL_Finder.points[HL_Finder.points.Size() - 1].index == currentBar - 2)
         {
            uint lastPointIndex = HL_Finder.points.Size() - 1;
            SymbolInfoTick(Symbol() ,price);
                        
            if(HL_Finder.points[lastPointIndex].type == "high")
            {
               tp = HL_Finder.points[lastPointIndex - 1].price - (TPOffsetTicks * tickSize);
               sl = HL_Finder.points[lastPointIndex].price + (SLOffsetTicks * tickSize);

               if(CheckCriteria(ORDER_TYPE_SELL, price.bid, tp, sl))
               {
                  lots = trade.GetLots(price.bid, sl, MaximumRisk);
                  trade.NewDirectEntry(ORDER_TYPE_SELL, lots, sl, tp, "BotEntry. RR = 1:" + trade.GetRiskReward(price.bid, tp, sl));
                  return;
               }
            }
            
            if(HL_Finder.points[lastPointIndex].type == "low")
            {
               tp = HL_Finder.points[lastPointIndex - 1].price + (TPOffsetTicks * tickSize);
               sl = HL_Finder.points[lastPointIndex].price - (SLOffsetTicks * tickSize);
               
               if(CheckCriteria(ORDER_TYPE_BUY, price.ask, tp, sl))
               {
                  lots = trade.GetLots(price.ask, sl, MaximumRisk);
                  trade.NewDirectEntry(ORDER_TYPE_BUY, lots, sl, tp, "BotEntry. RR = 1:" + trade.GetRiskReward(price.ask, tp, sl));
                  return;
               }
            }
         }
         break;
   }
}


bool CheckCriteria(ENUM_ORDER_TYPE forDirection, double entry, double tp, double sl)
{
   double avgBarSize = CTools.GetAverageBarSize(bars, AverageCandlePriceLookback);
   double lowestLow = CTools.GetLowestLow(bars, Bars(Symbol(), PERIOD_CURRENT, (TimeCurrent() - (TimeLookback * 86400)), bars[currentBar - 2].time));
   double highestHigh = CTools.GetHighestHigh(bars, Bars(Symbol(), PERIOD_CURRENT, (TimeCurrent() - (TimeLookback * 86400)), bars[currentBar - 2].time));
   
   if(!CTools.IsDoji(bars, currentBar - 2, pipSize, DojiProportions)) { return false; }
   if(CTools.GetBodySize(bars, currentBar - 3, pipSize) < avgBarSize) { return false; }
   if(CTools.GetBodySize(bars, currentBar - 1, pipSize) < avgBarSize) { return false; }
  
   switch(forDirection)
   {
      case ORDER_TYPE_BUY:
         if(HL_Finder.points[HL_Finder.points.Size() - 1].price > lowestLow) { return false; }
         if(HL_Finder.points[HL_Finder.points.Size() - 2].price < bars[currentBar].open) { return false; }
         if(trade.GetRiskReward(entry, tp, sl) < MinimumRR) { return false; }
         break;
         
      case ORDER_TYPE_SELL:
         if(HL_Finder.points[HL_Finder.points.Size() - 1].price < highestHigh) { return false; }
         if(HL_Finder.points[HL_Finder.points.Size() - 2].price > bars[currentBar].open) { return false; }
         if(trade.GetRiskReward(entry, tp, sl) < MinimumRR) { return false; }
         break;
   }
   
   return true;
}




//+------------------------------------------------------------------+
//| Iterate through prices to find spikes                            |
//+------------------------------------------------------------------+
void AddPricePoint(uint index, double price, string ptType)
{  
   if(ptType == "high") 
   { 
      CreateText(ChartID(), "Point_" + (ptType + (string)index + (string)price), bars[index].time, price, clrLime, "O", 15, "Arial");
   } 

   if(ptType == "low") 
   { 
      CreateText(ChartID(), "Point_" + (ptType + (string)index + (string)price), bars[index].time, price, clrRed, "O", 15, "Arial");
   } 
}

//+------------------------------------------------------------------+
//| Create text on Chart                                             |
//+------------------------------------------------------------------+
void CreateText(long chart_ID, string name, datetime time=0, double price=0, color clr=clrRed, string text="", int size=10, string font="Cascadia Mono")
{
   ResetLastError();

   if(!ObjectCreate(chart_ID, name, OBJ_TEXT, 0, time, price))
   {
      Print(__FUNCTION__, ": failed to create a text! Error code = ", GetLastError());
   }
   
   ObjectSetString(chart_ID, name, OBJPROP_TEXT, text);
   ObjectSetString(chart_ID, name, OBJPROP_FONT, font);
   ObjectSetInteger(chart_ID, name, OBJPROP_FONTSIZE, size);
   ObjectSetDouble(chart_ID, name, OBJPROP_ANGLE, 0);
   ObjectSetInteger(chart_ID, name, OBJPROP_ANCHOR, ANCHOR_CENTER);
   ObjectSetInteger(chart_ID, name, OBJPROP_COLOR, clr);
   ObjectSetInteger(chart_ID, name, OBJPROP_FILL, false);
   ObjectSetInteger(chart_ID, name, OBJPROP_BACK, true);
   ObjectSetInteger(chart_ID, name, OBJPROP_SELECTABLE, false);
   ObjectSetInteger(chart_ID, name, OBJPROP_SELECTED, false);
   ObjectSetInteger(chart_ID, name, OBJPROP_ZORDER, 1);   
   ObjectSetInteger(chart_ID, name, OBJPROP_HIDDEN, false);
}

//+------------------------------------------------------------------+
//| Delete the text                                                  |
//+------------------------------------------------------------------+
void RemoveText(long chart_ID, string name)
{
   ResetLastError();
   if(!ObjectDelete(chart_ID, name))
   {
      Print(__FUNCTION__, ": failed to delete text! Error code = ", GetLastError());
   }
}