//+------------------------------------------------------------------+
//|                        Strategy: Moving average + Stochastic.mq4 |
//|                                       Created with EABuilder.com |
//|                                        https://www.eabuilder.com |
//+------------------------------------------------------------------+
#property copyright "Created with EABuilder.com"
#property link      "https://www.eabuilder.com"
#property version   "1.00"
#property description ""

#include <stdlib.mqh>
#include <stderror.mqh>

extern double SL_Points = 20;
extern double TP_Points = 60;
extern double Trail_Points = 10;
extern double Trail_Step = 40;
extern int _K_period = 5;
extern int _D_period = 5;
extern int Slowing = 3;
extern int MA = 400;
int LotDigits; //initialized in OnInit
extern int MagicNumber = 730545;
extern int MinTradeDurationBars = 1; //minimum trade duration
extern double MM_Martingale_Start = 0.01;
extern double MM_Martingale_ProfitFactor = 1;
extern double MM_Martingale_LossFactor = 2;
extern bool MM_Martingale_RestartProfit = true;
extern bool MM_Martingale_RestartLoss = false;
extern int MM_Martingale_RestartLosses = 1000;
extern int MM_Martingale_RestartProfits = 1000;
extern int MaxSlippage = 3; //adjusted in OnInit
extern bool TradeMonday = true;
extern bool TradeTuesday = true;
extern bool TradeWednesday = true;
extern bool TradeThursday = true;
extern bool TradeFriday = true;
extern bool TradeSaturday = true;
extern bool TradeSunday = true;
extern double PriceTooClose = 3;
bool crossed[2]; //initialized to true, used in function Cross
extern int MaxOpenTrades = 1;
int MaxLongTrades = 1000;
int MaxShortTrades = 1000;
int MaxPendingOrders = 1000;
int MaxLongPendingOrders = 1000;
int MaxShortPendingOrders = 1000;
extern bool Hedging = true;
int OrderRetry = 5; //# of retries if sending order returns error
int OrderWait = 5; //# of seconds to wait if sending order returns error
double myPoint; //initialized in OnInit

double MM_Size() //martingale / anti-martingale
  {
   double lots = MM_Martingale_Start;
   double MaxLot = MarketInfo(Symbol(), MODE_MAXLOT);
   double MinLot = MarketInfo(Symbol(), MODE_MINLOT);
   if(SelectLastHistoryTrade())
     {
      double orderprofit = OrderProfit();
      double orderlots = OrderLots();
      double boprofit = BOProfit(OrderTicket());
      if(orderprofit + boprofit > 0 && !MM_Martingale_RestartProfit)
         lots = orderlots * MM_Martingale_ProfitFactor;
      else if(orderprofit + boprofit < 0 && !MM_Martingale_RestartLoss)
         lots = orderlots * MM_Martingale_LossFactor;
      else if(orderprofit + boprofit == 0)
         lots = orderlots;
     }
   if(ConsecutivePL(false, MM_Martingale_RestartLosses))
      lots = MM_Martingale_Start;
   if(ConsecutivePL(true, MM_Martingale_RestartProfits))
      lots = MM_Martingale_Start;
   if(lots > MaxLot) lots = MaxLot;
   if(lots < MinLot) lots = MinLot;
   return(lots);
  }

bool TradeDayOfWeek()
  {
   int day = DayOfWeek();
   return((TradeMonday && day == 1)
   || (TradeTuesday && day == 2)
   || (TradeWednesday && day == 3)
   || (TradeThursday && day == 4)
   || (TradeFriday && day == 5)
   || (TradeSaturday && day == 6)
   || (TradeSunday && day == 0));
  }

bool Cross(int i, bool condition) //returns true if "condition" is true and was false in the previous call
  {
   bool ret = condition && !crossed[i];
   crossed[i] = condition;
   return(ret);
  }

void myAlert(string type, string message)
  {
   if(type == "print")
      Print(message);
   else if(type == "error")
     {
      Print(type+" | Moving average + Stochastic @ "+Symbol()+","+IntegerToString(Period())+" | "+message);
     }
   else if(type == "order")
     {
     }
   else if(type == "modify")
     {
     }
  }

int TradesCount(int type) //returns # of open trades for order type, current symbol and magic number
  {
   int result = 0;
   int total = OrdersTotal();
   for(int i = 0; i < total; i++)
     {
      if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == false) continue;
      if(OrderMagicNumber() != MagicNumber || OrderSymbol() != Symbol() || OrderType() != type) continue;
      result++;
     }
   return(result);
  }

bool SelectLastHistoryTrade()
  {
   int lastOrder = -1;
   int total = OrdersHistoryTotal();
   for(int i = total-1; i >= 0; i--)
     {
      if(!OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) continue;
      if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
        {
         lastOrder = i;
         break;
        }
     } 
   return(lastOrder >= 0);
  }

double BOProfit(int ticket) //Binary Options profit
  {
   int total = OrdersHistoryTotal();
   for(int i = total-1; i >= 0; i--)
     {
      if(!OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) continue;
      if(StringSubstr(OrderComment(), 0, 2) == "BO" && StringFind(OrderComment(), "#"+IntegerToString(ticket)+" ") >= 0)
         return OrderProfit();
     }
   return 0;
  }

bool ConsecutivePL(bool profits, int n)
  {
   int count = 0;
   int total = OrdersHistoryTotal();
   for(int i = total-1; i >= 0; i--)
     {
      if(!OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) continue;
      if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
        {
         double orderprofit = OrderProfit();
         double boprofit = BOProfit(OrderTicket());
         if((!profits && orderprofit + boprofit >= 0) || (profits && orderprofit + boprofit <= 0))
            break;
         count++;
        }
     }
   return(count >= n);
  }

int myOrderSend(int type, double price, double volume, string ordername) //send order, return ticket ("price" is irrelevant for market orders)
  {
   if(!IsTradeAllowed()) return(-1);
   int ticket = -1;
   int retries = 0;
   int err = 0;
   int long_trades = TradesCount(OP_BUY);
   int short_trades = TradesCount(OP_SELL);
   int long_pending = TradesCount(OP_BUYLIMIT) + TradesCount(OP_BUYSTOP);
   int short_pending = TradesCount(OP_SELLLIMIT) + TradesCount(OP_SELLSTOP);
   string ordername_ = ordername;
   if(ordername != "")
      ordername_ = "("+ordername+")";
   //test Hedging
   if(!Hedging && ((type % 2 == 0 && short_trades + short_pending > 0) || (type % 2 == 1 && long_trades + long_pending > 0)))
     {
      myAlert("print", "Order"+ordername_+" not sent, hedging not allowed");
      return(-1);
     }
   //test maximum trades
   if((type % 2 == 0 && long_trades >= MaxLongTrades)
   || (type % 2 == 1 && short_trades >= MaxShortTrades)
   || (long_trades + short_trades >= MaxOpenTrades)
   || (type > 1 && type % 2 == 0 && long_pending >= MaxLongPendingOrders)
   || (type > 1 && type % 2 == 1 && short_pending >= MaxShortPendingOrders)
   || (type > 1 && long_pending + short_pending >= MaxPendingOrders)
   )
     {
      myAlert("print", "Order"+ordername_+" not sent, maximum reached");
      return(-1);
     }
   //prepare to send order
   while(IsTradeContextBusy()) Sleep(100);
   RefreshRates();
   if(type == OP_BUY)
      price = Ask;
   else if(type == OP_SELL)
      price = Bid;
   else if(price < 0) //invalid price for pending order
     {
      myAlert("order", "Order"+ordername_+" not sent, invalid price for pending order");
	  return(-1);
     }
   int clr = (type % 2 == 1) ? clrRed : clrBlue;
   //adjust price for pending order if it is too close to the market price
   double MinDistance = PriceTooClose * myPoint;
   if(type == OP_BUYLIMIT && Ask - price < MinDistance)
      price = Ask - MinDistance;
   else if(type == OP_BUYSTOP && price - Ask < MinDistance)
      price = Ask + MinDistance;
   else if(type == OP_SELLLIMIT && price - Bid < MinDistance)
      price = Bid + MinDistance;
   else if(type == OP_SELLSTOP && Bid - price < MinDistance)
      price = Bid - MinDistance;
   while(ticket < 0 && retries < OrderRetry+1)
     {
      ticket = OrderSend(Symbol(), type, NormalizeDouble(volume, LotDigits), NormalizeDouble(price, Digits()), MaxSlippage, 0, 0, ordername, MagicNumber, 0, clr);
      if(ticket < 0)
        {
         err = GetLastError();
         myAlert("print", "OrderSend"+ordername_+" error #"+IntegerToString(err)+" "+ErrorDescription(err));
         Sleep(OrderWait*1000);
        }
      retries++;
     }
   if(ticket < 0)
     {
      myAlert("error", "OrderSend"+ordername_+" failed "+IntegerToString(OrderRetry+1)+" times; error #"+IntegerToString(err)+" "+ErrorDescription(err));
      return(-1);
     }
   string typestr[6] = {"Buy", "Sell", "Buy Limit", "Sell Limit", "Buy Stop", "Sell Stop"};
   myAlert("order", "Order sent"+ordername_+": "+typestr[type]+" "+Symbol()+" Magic #"+IntegerToString(MagicNumber));
   return(ticket);
  }

int myOrderModify(int ticket, double SL, double TP) //modify SL and TP (absolute price), zero targets do not modify
  {
   if(!IsTradeAllowed()) return(-1);
   bool success = false;
   int retries = 0;
   int err = 0;
   SL = NormalizeDouble(SL, Digits());
   TP = NormalizeDouble(TP, Digits());
   if(SL < 0) SL = 0;
   if(TP < 0) TP = 0;
   //prepare to select order
   while(IsTradeContextBusy()) Sleep(100);
   if(!OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES))
     {
      err = GetLastError();
      myAlert("error", "OrderSelect failed; error #"+IntegerToString(err)+" "+ErrorDescription(err));
      return(-1);
     }
   //prepare to modify order
   while(IsTradeContextBusy()) Sleep(100);
   RefreshRates();
   //adjust targets for market order if too close to the market price
   double MinDistance = PriceTooClose * myPoint;
   if(OrderType() == OP_BUY)
     {
      if(NormalizeDouble(SL, Digits()) != 0 && Ask - SL < MinDistance)
         SL = Ask - MinDistance;
      if(NormalizeDouble(TP, Digits()) != 0 && TP - Ask < MinDistance)
         TP = Ask + MinDistance;
     }
   else if(OrderType() == OP_SELL)
     {
      if(NormalizeDouble(SL, Digits()) != 0 && SL - Bid < MinDistance)
         SL = Bid + MinDistance;
      if(NormalizeDouble(TP, Digits()) != 0 && Bid - TP < MinDistance)
         TP = Bid - MinDistance;
     }
   if(CompareDoubles(SL, 0)) SL = OrderStopLoss(); //not to modify
   if(CompareDoubles(TP, 0)) TP = OrderTakeProfit(); //not to modify
   if(CompareDoubles(SL, OrderStopLoss()) && CompareDoubles(TP, OrderTakeProfit())) return(0); //nothing to do
   while(!success && retries < OrderRetry+1)
     {
      success = OrderModify(ticket, NormalizeDouble(OrderOpenPrice(), Digits()), NormalizeDouble(SL, Digits()), NormalizeDouble(TP, Digits()), OrderExpiration(), CLR_NONE);
      if(!success)
        {
         err = GetLastError();
         myAlert("print", "OrderModify error #"+IntegerToString(err)+" "+ErrorDescription(err));
         Sleep(OrderWait*1000);
        }
      retries++;
     }
   if(!success)
     {
      myAlert("error", "OrderModify failed "+IntegerToString(OrderRetry+1)+" times; error #"+IntegerToString(err)+" "+ErrorDescription(err));
      return(-1);
     }
   string alertstr = "Order modified: ticket="+IntegerToString(ticket);
   if(!CompareDoubles(SL, 0)) alertstr = alertstr+" SL="+DoubleToString(SL);
   if(!CompareDoubles(TP, 0)) alertstr = alertstr+" TP="+DoubleToString(TP);
   myAlert("modify", alertstr);
   return(0);
  }

int myOrderModifyRel(int ticket, double SL, double TP) //modify SL and TP (relative to open price), zero targets do not modify
  {
   if(!IsTradeAllowed()) return(-1);
   bool success = false;
   int retries = 0;
   int err = 0;
   SL = NormalizeDouble(SL, Digits());
   TP = NormalizeDouble(TP, Digits());
   if(SL < 0) SL = 0;
   if(TP < 0) TP = 0;
   //prepare to select order
   while(IsTradeContextBusy()) Sleep(100);
   if(!OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES))
     {
      err = GetLastError();
      myAlert("error", "OrderSelect failed; error #"+IntegerToString(err)+" "+ErrorDescription(err));
      return(-1);
     }
   //prepare to modify order
   while(IsTradeContextBusy()) Sleep(100);
   RefreshRates();
   //convert relative to absolute
   if(OrderType() % 2 == 0) //buy
     {
      if(NormalizeDouble(SL, Digits()) != 0)
         SL = OrderOpenPrice() - SL;
      if(NormalizeDouble(TP, Digits()) != 0)
         TP = OrderOpenPrice() + TP;
     }
   else //sell
     {
      if(NormalizeDouble(SL, Digits()) != 0)
         SL = OrderOpenPrice() + SL;
      if(NormalizeDouble(TP, Digits()) != 0)
         TP = OrderOpenPrice() - TP;
     }
   //adjust targets for market order if too close to the market price
   double MinDistance = PriceTooClose * myPoint;
   if(OrderType() == OP_BUY)
     {
      if(NormalizeDouble(SL, Digits()) != 0 && Ask - SL < MinDistance)
         SL = Ask - MinDistance;
      if(NormalizeDouble(TP, Digits()) != 0 && TP - Ask < MinDistance)
         TP = Ask + MinDistance;
     }
   else if(OrderType() == OP_SELL)
     {
      if(NormalizeDouble(SL, Digits()) != 0 && SL - Bid < MinDistance)
         SL = Bid + MinDistance;
      if(NormalizeDouble(TP, Digits()) != 0 && Bid - TP < MinDistance)
         TP = Bid - MinDistance;
     }
   if(CompareDoubles(SL, 0)) SL = OrderStopLoss(); //not to modify
   if(CompareDoubles(TP, 0)) TP = OrderTakeProfit(); //not to modify
   if(CompareDoubles(SL, OrderStopLoss()) && CompareDoubles(TP, OrderTakeProfit())) return(0); //nothing to do
   while(!success && retries < OrderRetry+1)
     {
      success = OrderModify(ticket, NormalizeDouble(OrderOpenPrice(), Digits()), NormalizeDouble(SL, Digits()), NormalizeDouble(TP, Digits()), OrderExpiration(), CLR_NONE);
      if(!success)
        {
         err = GetLastError();
         myAlert("print", "OrderModify error #"+IntegerToString(err)+" "+ErrorDescription(err));
         Sleep(OrderWait*1000);
        }
      retries++;
     }
   if(!success)
     {
      myAlert("error", "OrderModify failed "+IntegerToString(OrderRetry+1)+" times; error #"+IntegerToString(err)+" "+ErrorDescription(err));
      return(-1);
     }
   string alertstr = "Order modified: ticket="+IntegerToString(ticket);
   if(!CompareDoubles(SL, 0)) alertstr = alertstr+" SL="+DoubleToString(SL);
   if(!CompareDoubles(TP, 0)) alertstr = alertstr+" TP="+DoubleToString(TP);
   myAlert("modify", alertstr);
   return(0);
  }

void TrailingStopTrail(int type, double TS, double step, bool aboveBE, double aboveBEval) //set Stop Loss to "TS" if price is going your way with "step"
  {
   int total = OrdersTotal();
   TS = NormalizeDouble(TS, Digits());
   step = NormalizeDouble(step, Digits());
   for(int i = total-1; i >= 0; i--)
     {
      while(IsTradeContextBusy()) Sleep(100);
      if(!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
      if(OrderMagicNumber() != MagicNumber || OrderSymbol() != Symbol() || OrderType() != type) continue;
	  RefreshRates();
      if(type == OP_BUY && (!aboveBE || Bid > OrderOpenPrice() + TS + aboveBEval) && (NormalizeDouble(OrderStopLoss(), Digits()) <= 0 || Bid > OrderStopLoss() + TS + step))
         myOrderModify(OrderTicket(), Bid - TS, 0);
      else if(type == OP_SELL && (!aboveBE || Ask < OrderOpenPrice() - TS - aboveBEval) && (NormalizeDouble(OrderStopLoss(), Digits()) <= 0 || Ask < OrderStopLoss() - TS - step))
         myOrderModify(OrderTicket(), Ask + TS, 0);
     }
  }

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {   
   //initialize myPoint
   myPoint = Point();
   if(Digits() == 5 || Digits() == 3)
     {
      myPoint *= 10;
      MaxSlippage *= 10;
     }
   //initialize LotDigits
   double LotStep = MarketInfo(Symbol(), MODE_LOTSTEP);
   if(NormalizeDouble(LotStep, 3) == round(LotStep))
      LotDigits = 0;
   else if(NormalizeDouble(10*LotStep, 3) == round(10*LotStep))
      LotDigits = 1;
   else if(NormalizeDouble(100*LotStep, 3) == round(100*LotStep))
      LotDigits = 2;
   else LotDigits = 3;
   int i;
   //initialize crossed
   for (i = 0; i < ArraySize(crossed); i++)
      crossed[i] = true;
   return(INIT_SUCCEEDED);
  }

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
  }

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   int ticket = -1;
   double price;   
   double SL;
   double TP;
   
   TrailingStopTrail(OP_BUY, Trail_Points * myPoint, Trail_Step * myPoint, false, 0); //Trailing Stop = trail
   TrailingStopTrail(OP_SELL, Trail_Points * myPoint, Trail_Step * myPoint, false, 0); //Trailing Stop = trail
   
   //Open Buy Order, instant signal is tested first
   RefreshRates();
   if(Cross(0, iStochastic(NULL, PERIOD_CURRENT, _K_period, _D_period, Slowing, MODE_SMA, 0, MODE_SIGNAL, 0) < iStochastic(NULL, PERIOD_CURRENT, _K_period, _D_period, Slowing, MODE_SMA, 0, MODE_MAIN, 0)) //Stochastic Oscillator crosses below Stochastic Oscillator
   && iMA(NULL, PERIOD_CURRENT, MA, 0, MODE_EMA, PRICE_CLOSE, 0) < Bid //Moving Average < Price
   && iStochastic(NULL, PERIOD_CURRENT, _K_period, _D_period, Slowing, MODE_SMA, 0, MODE_MAIN, 0) <= 20 //Stochastic Oscillator <= fixed value
   )
     {
      RefreshRates();
      price = Ask;
      SL = SL_Points * myPoint; //Stop Loss = value in points (relative to price)
      TP = TP_Points * myPoint; //Take Profit = value in points (relative to price)
      if(!TradeDayOfWeek()) return; //open trades only on specific days of the week   
      if(IsTradeAllowed())
        {
         ticket = myOrderSend(OP_BUY, price, MM_Size(), "");
         if(ticket <= 0) return;
        }
      else //not autotrading => only send alert
         myAlert("order", "");
      myOrderModifyRel(ticket, SL, 0);
      myOrderModifyRel(ticket, 0, TP);
     }
   
   //Open Sell Order, instant signal is tested first
   RefreshRates();
   if(Cross(1, iStochastic(NULL, PERIOD_CURRENT, _K_period, _D_period, Slowing, MODE_SMA, 0, MODE_SIGNAL, 0) > iStochastic(NULL, PERIOD_CURRENT, _K_period, _D_period, Slowing, MODE_SMA, 0, MODE_MAIN, 0)) //Stochastic Oscillator crosses above Stochastic Oscillator
   && iMA(NULL, PERIOD_CURRENT, MA, 0, MODE_EMA, PRICE_CLOSE, 0) > Bid //Moving Average > Price
   && iStochastic(NULL, PERIOD_CURRENT, _K_period, _D_period, Slowing, MODE_SMA, 0, MODE_MAIN, 0) >= 80 //Stochastic Oscillator >= fixed value
   )
     {
      RefreshRates();
      price = Bid;
      SL = SL_Points * myPoint; //Stop Loss = value in points (relative to price)
      TP = TP_Points * myPoint; //Take Profit = value in points (relative to price)
      if(!TradeDayOfWeek()) return; //open trades only on specific days of the week   
      if(IsTradeAllowed())
        {
         ticket = myOrderSend(OP_SELL, price, MM_Size(), "");
         if(ticket <= 0) return;
        }
      else //not autotrading => only send alert
         myAlert("order", "");
      myOrderModifyRel(ticket, SL, 0);
      myOrderModifyRel(ticket, 0, TP);
     }
  }
//+------------------------------------------------------------------+