UTE/Strategy/Trailings/TrailingClassic.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                              TrailingClassic.mqh |
//|                                 Copyright 2016, Vasiliy Sokolov. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, Vasiliy Sokolov."
#property link      "http://www.mql5.com"
#include "Trailing.mqh"
//+------------------------------------------------------------------+
//| 8=B53@8@C5< ?0@0<5B@K B@59;8=3-AB>?0 ?@O<> 2 A?8A>: ?0@0<5B@>2   |
//| M:A?5@B0                                                         |
//+------------------------------------------------------------------+
#ifdef SHOW_TRAILING_CLASSIC_PARAMS
input double PointsModify=0.00100;
input double StepModify=0.00005;
#endif
//+------------------------------------------------------------------+
//| ;0AA8G5A:89 B@59;8=3-AB>?                                       |
//+------------------------------------------------------------------+
class CTrailingClassic : public CTrailing
  {
private:
   double            m_diff_extremum;  //  0AAB>O=85 2 ?C=:B0E >B 4>AB83=CB>3> M:AB@5<C<0 4> AB>?-;>AA0 ?>78F88
   double            m_step_modify;    // 8=8<0;L=>5 :>;8G5AB2> ?C=:B>2 4;O 87<5=5=8O AB>?-;>AA0
   double            FindExtremum(CPosition *pos);
public:
                     CTrailingClassic(void);
   void              SetDiffExtremum(double points);
   double            GetDiffExtremum(void);
   void              SetStepModify(double points_step);
   double            GetStepModify(void);
   virtual bool      Modify(void);
   virtual CTrailing *Copy(void);
  };
//+------------------------------------------------------------------+
//| >=AB@C:B>@. =8F80;878@C5B ?0@0<5B@K ?>-C<>;G0=8N               |
//+------------------------------------------------------------------+
CTrailingClassic::CTrailingClassic(void) : m_diff_extremum(0.0),
                                           m_step_modify(0.0)
  {
#ifdef SHOW_TRAILING_CLASSIC_PARAMS
   m_diff_extremum=PointsModify;
   m_step_modify=StepModify;
#endif
  }
//+------------------------------------------------------------------+
//| >72@0I05B :>?8N M:75<?;O@0                                      |
//+------------------------------------------------------------------+  
CTrailing *CTrailingClassic::Copy(void)
  {
   CTrailingClassic *tral=new CTrailingClassic();
   tral.SetDiffExtremum(m_diff_extremum);
   tral.SetStepModify(m_step_modify);
   tral.SetPosition(m_position);
   return tral;
  }
//+------------------------------------------------------------------+
//| #AB0=02;8205B :>;8G5AB2> ?C=:B>2 >B 4>AB83=CB>3> M:AB@5<C<0      |
//+------------------------------------------------------------------+
void CTrailingClassic::SetDiffExtremum(double points)
  {
   m_diff_extremum=points;
  }
//+------------------------------------------------------------------+
//| #AB0=02;8205B 25;8G8=C <8=8<0;L=>9 <>48D8:0F88 2 ?C=:B0E         |
//+------------------------------------------------------------------+
void CTrailingClassic::SetStepModify(double points_step)
  {
   m_step_modify=points_step;
  }
//+------------------------------------------------------------------+
//| >72@0I05B :>;8G5AB2> ?C=:B>2 >B 4>AB83=CB>3> M:AB@5<C<0         |
//+------------------------------------------------------------------+
double CTrailingClassic::GetDiffExtremum(void)
  {
   return m_diff_extremum;
  }
//+------------------------------------------------------------------+
//| >72@0I05B 25;8G8=C <8=8<0;L=>9 <>48D8:0F88 2 ?C=:B0E            |
//+------------------------------------------------------------------+
double CTrailingClassic::GetStepModify(void)
  {
   return m_step_modify;
  }
//+------------------------------------------------------------------+
//| >48D8F8@C5B B@59;8=3-AB>? A>3;0A=> ;>38:5 :;0AA8G5A:>3>         |
//| B@59;8=30                                                        |
//+------------------------------------------------------------------+
bool CTrailingClassic::Modify(void)
  {

   if(CheckPointer(m_position)==POINTER_INVALID)
     {
      string text="Invalid position for current trailing-stop. Set position with 'SetPosition' method";
      CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
      Log.AddMessage(msg);
      return false;
     }
   if(m_diff_extremum<=0.0)
     {
      string text="Set points trailing-stop with 'SetDiffExtremum' method";
      CMessage *msg=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
      Log.AddMessage(msg);
      return false;
     }
   double extremum=FindExtremum(m_position);
   if(extremum == 0.0)return false;
   double n_sl = 0.0;
   if(m_position.Direction()==POSITION_TYPE_BUY)
      {
         n_sl=extremum-m_diff_extremum;
         if(n_sl-m_position.StopLossValue()>m_step_modify) return m_position.StopLossValue(n_sl);
      }
   else
      {
         n_sl=extremum+m_diff_extremum;
         if(m_position.StopLossValue()-n_sl>m_step_modify) return m_position.StopLossValue(n_sl);
      }
   
   return false;
  }
//+------------------------------------------------------------------+
//| >72@0I05B 4>AB83=CBK9 M:AB@5<C< F5=K 70 2@5<O C45@060=8O        |
//| ?>78F88. ;O 4;8==>9 ?>78F88 1C45B 2>72@0I5=0 <0:A8<0;L=>        |
//| 4>AB83=CB0O F5=0. ;O :>@>:B>9 - <8=8<0;L=0O F5=0, :>B>@0O 1K;0  |
//| 4>AB83=CB0.                                                      |
//+------------------------------------------------------------------+
double CTrailingClassic::FindExtremum(CPosition *pos)
  {
   double prices[];
   if(pos.Direction()==POSITION_TYPE_BUY)
     {
      if(CopyHigh(pos.Symbol(),PERIOD_M1,pos.TimeOpen(),TimeCurrent(),prices)>1)
         return prices[ArrayMaximum(prices)];
     }
   else
     {
      if(CopyLow(pos.Symbol(),PERIOD_M1,pos.TimeOpen(),TimeCurrent(),prices)>1)
         return prices[ArrayMinimum(prices)];
     }
   return 0.0;
  }
//+------------------------------------------------------------------+