MnQInvestmentDevelopment/MnQInvestment/01_Amadeus/AMADEUS-V6.mq5

#property copyright "Copyright 2023, M & Q Investment Group"
#property link      "https://www.mql5.com"
#property version   "1.00"
#include  <trade/trade.mqh>
CTrade trade;
//-------------------------------------------OVEROPTIMIZED VERSION 5 AFTER 2. TESTING -------------
//Added Dynamic Lotsizing
//Extra Feature - Determine Trend of indicator with function and not extra indicator
//made the code lean ->better prioritizing with conditions

input double TrigPDif = 0.00005;
input double DesiredProfitPerc = 20;
input int ExpiryTime = 120;
input double SLtoTPRatio = 1;
input double RuleMinimumTPSLValue = 0.0001;
input double PufferDistance = 0.0001;
input double WhiteYellowProtRange = 0.00001;
input bool SWhiteProtection = true;
input double StaticLots = 1.0;
input bool DynamicLotsCalc = false;
input bool CondCandleLowtrueClosefalse = false;
input bool CondCountCandle1true2false = false;
//AUSSTEHEND input double TPSLFactor = 1.0;
input string Opentime = "04:30:00";
input string CloseTime = "23:45:";
//long TickVolumes[];
double accountbalancebeginning;
double accountprofit;
int HandleYellAMA;
int HandleRedAMA;

int OnInit(){
   
   HandleYellAMA = iAMA (_Symbol,_Period,2,5,1,0,PRICE_CLOSE);
   HandleRedAMA = iAMA (_Symbol,_Period,5,2,30,0,PRICE_CLOSE);
   accountbalancebeginning = AccountInfoDouble(ACCOUNT_BALANCE);
   //OrderinAction = false;
   return(INIT_SUCCEEDED);
  }

void OnTick(){

   //DETERMINING TIMEFRAME
   datetime opentimenow = StringToTime(Opentime);
   datetime closetimenow = StringToTime(CloseTime);
   datetime currenttime = TimeCurrent();
   if(currenttime > opentimenow && currenttime < closetimenow && PositionsTotal() == 0 && OrdersTotal() == 0){
            
    double TrendRed = CheckINDITrend(currenttime,INDIEvaluRangeSec,HandleRedAMA,false);
    double TrendYellow = CheckINDITrend(currenttime,INDIEvaluRangeSec,HandleRedAMA,false);
 
    if(TrendYellow >= MinimalDowntrendYell && MaximalUptrendYellRed <= TrendYellow && MaximalUptrendYellRed <= TrendRed){
      //GET YELLWOW AMA VALUES
      double YellAMAPriceArray[];
      ArraySetAsSeries(YellAMAPriceArray,true);
      //AMA DEF, one line, current candle, 3 candles, store result
      CopyBuffer(HandleYellAMA,0,0,10,YellAMAPriceArray);
      double YellAMACurrentValue = NormalizeDouble(YellAMAPriceArray[0],6);
      
      //GET RED AMA VALUES
      double RedAMAPriceArray[];
      ArraySetAsSeries(RedAMAPriceArray,true);
      //AMA DEF, one line, current candle, 3 candles, store result
      CopyBuffer(HandleRedAMA,0,0,10,RedAMAPriceArray);
      double RedAMACurrentValue = NormalizeDouble(RedAMAPriceArray[0],6);
      

      
      
      //SET THE ORDER
      double bid0 = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
      double PufferPrice = RedAMACurrentValue + PufferDistance;
      double TrigP = bid0 - TrigPDif;
      double InvalidStopProhibitorline = RuleMinimumTPSLValue + PufferDistance + RedAMACurrentValue;
      if( YellAMACurrentValue > bid0 && YellAMACurrentValue > PufferPrice &&
          //SWhiteAMACurrentValue > WhiteAMACurrentValue &&
          TrigP > InvalidStopProhibitorline){
          
         
         double iLow1 = iLow(_Symbol,PERIOD_CURRENT,1);
         double iLow2 = iLow(_Symbol,PERIOD_CURRENT,2);
         double iClose1 = iClose(_Symbol,PERIOD_CURRENT,1);
         double iClose2 = iClose(_Symbol,PERIOD_CURRENT,2);
   
         double TP = RedAMACurrentValue;
         //SL wurde in Googleversion und V4 falsch berechnet (mit dem Bid0 Preis). Anpassung zu TriggerP vorgenommen
         double SL = TrigP + (TrigP - RedAMACurrentValue) * SLtoTPRatio;
         datetime OrderExpTime = TimeCurrent() + ExpiryTime;
         //if(SWhiteProtection == false){SWhiteAMACurrentValue = 5;}
         
   
         //MODELLING OF TRADING CONDITIONS FOR OPTIMIZER
         if(CondCandleLowtrueClosefalse == false){iLow1 = 100; iLow2 = 100;}
         if(CondCandleLowtrueClosefalse == true){iClose1 = 100; iClose2 = 100;}
         if(CondCountCandle1true2false == true){iClose2 = 100; iLow2 = 100;}
         
         if( iLow1 > RedAMACurrentValue + PufferDistance && iLow2 > RedAMACurrentValue + PufferDistance &&
             iClose1 > RedAMACurrentValue + PufferDistance && iClose2 > RedAMACurrentValue + PufferDistance){
               //CALC LOTS
               double Lots = 0.01;
               if(DynamicLotsCalc){
                  double SLDistance = SL - TrigP;
                  Lots = CalcLots(DesiredProfitPerc,SLDistance);
               }else{Lots = StaticLots;}
               trade.SellStop(Lots,TrigP,_Symbol,SL,TP,ORDER_TIME_SPECIFIED,OrderExpTime);
               /*Print(//"\nPinkAMA-Value ",PinkAMACurrentValue,
                    "\nYellAMA-Value ",YellAMACurrentValue,
                    "\nRedAMA-Value ",RedAMACurrentValue,
                    "\niLow 1: ",iLow1,
                    "\niLow2",iLow2,
                    "\nBid ",bid0);*/
         }
      }
    }//END IF TREND             
   }//END TIMEFRAME
  }//END ONTICK

void OnDeinit(const int reason){
   
   /*Lostrades = TesterStatistics(STAT_LOSS_TRADES);
   Wintrades = TesterStatistics(STAT_PROFIT_TRADES);
   if(Lostrades + Wintrades > 0){
      AllWinRatio = NormalizeDouble(Wintrades / (Wintrades + Lostrades),2);
   }else{AllWinRatio = 0;}
   Print("Verlorene Trades:  ",Lostrades,
         "\nGewonnenen Trades: ",Wintrades,
         "\nGewinnrate:________",AllWinRatio);*/
}

double OnTester(){

   double Lostrades = TesterStatistics(STAT_LOSS_TRADES);
   double Wintrades = TesterStatistics(STAT_PROFIT_TRADES);
   double AllWinRatio;
   if(Lostrades + Wintrades > 0){
      AllWinRatio = NormalizeDouble(Wintrades / (Wintrades + Lostrades),2);
   }else{AllWinRatio = 0;}
   return(AllWinRatio);
}

//DYNAMIC LOT CALCULATION
double CalcLots(double riskPercent, double SLDistance){
   double ticksize = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);
   double tickvalue = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE);
   double Lotstep = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
   if(ticksize == 0 || tickvalue == 0 || Lotstep == 0){
      Print(__FUNCTION__,"Lotsize cannot be calculated"); return 0;}
   double riskMoney = AccountInfoDouble(ACCOUNT_BALANCE) * riskPercent /100;
   double MoneyperLotstep = (SLDistance / ticksize) * tickvalue * Lotstep;
   if(MoneyperLotstep == 0){
      Print(__FUNCTION__,"Lotsize cannot be calculated"); return 0;}
   double lots = MathFloor(riskMoney / MoneyperLotstep) * Lotstep;
   return lots;  
} 

//CHECK FOR TREND IN INDICATOR
input int INDIEvaluRangeMin = 4;
input int MaximalUptrendYellRed = 10;
input int MinimalDowntrendYell = 5;
int INDIEvaluRangeSec = INDIEvaluRangeMin * 60;
double CheckINDITrend(datetime Currenttime, int EvaluRangeSec, int INDIHandle, bool Oscillator){
      //SETTING ARRAYS AND SIZES UP
      datetime EvaluStart = Currenttime - EvaluRangeSec;
      double INDITrendValues[];
      CopyBuffer(INDIHandle,0,EvaluStart,Currenttime,INDITrendValues);
      ArraySetAsSeries(INDITrendValues,true);
      int INDITrendSize = ArraySize(INDITrendValues);
      int INDITrendFirstHalf = MathRound(INDITrendSize / 2);
      int INDITrendSeccondhalf = INDITrendSize - INDITrendFirstHalf;
      //FIRST HALF AVERAGE CALC
      double INDITrendFirstSum = 0;
      for(int i = 0; i < INDITrendFirstHalf; i++){
         INDITrendFirstSum = INDITrendFirstSum + INDITrendValues[i];}
      double INDITrendFirstAv = INDITrendFirstSum / INDITrendFirstHalf;
      //SECCOND HALF AVERAGE CALC
      double INDITrendSeccondSum = 0;
      for(int i = INDITrendFirstHalf; i < INDITrendSize; i++){
         INDITrendSeccondSum = INDITrendSeccondSum + INDITrendValues[i];}
      double INDITrendSeccondAv = INDITrendSeccondSum / INDITrendSeccondhalf;
      //COMPARING BOTH AVERAGES
      double INDITrendAvDif = 0;
      if(Oscillator){INDITrendAvDif = NormalizeDouble((INDITrendFirstAv - INDITrendSeccondAv),0);}
      else{INDITrendAvDif = NormalizeDouble((INDITrendFirstAv - INDITrendSeccondAv) / _Point,0);}
      
      //DEBUGGING
      /*Print("\nStarttime: ",EvaluStart,
            "\nCurrenttime: ",Currenttime,
            "\nRSITrendSize: ",INDITrendSize,
            "\nRSITrendFirstAv: ",INDITrendFirstAv,
            "\nRSITrendSeccondAv: ",INDITrendSeccondAv,
            "\nRSITrendAvDif: ",INDITrendAvDif);*/
      if(INDITrendAvDif < 0 || INDITrendAvDif > 0){
      return INDITrendAvDif;
      }else{return 0;}
}