//+------------------------------------------------------------------+
//| ea-test-trail.mq4 |
//| Copyright © 2009, Dario Borghino |
//| http://www.wysinnwyg.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Dario Borghino"
#property link "http://www.wysinnwyg.com/"

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

#define MAX_SLIPPAGE 1
#define TRAILING_STOP 7
#define VOLUME 0.01
#define SMA_PERIOD 8
#define EMA_PERIOD 6
#define NUM_TICKS_FOR_TREND 20
#define STDDEV_PERIOD 20
#define MIN_STDDEV 0.0002

// global vars
int ticket, orderValStatus; // orderValStatus = 1 -> long, -1 -> short active trade (only one trade at a time)
double price, val, sl, minMax;

int init() {
   Alert("EA-test-trail started.");
   minMax = -1;
   orderValStatus = 0;
   sl = 0;
   return(0);
}

int start() {

   val = updateVal(0);
   if(OrdersTotal() > 0) { // is there already an open position?
      if(val*orderValStatus < 0) // does the open position have to be closed?
         closeTrade(ticket, orderValStatus, "MA crossover"); // close
      else // trailing stop/stop loss
         checkStopLoss();
   } else { // no open trades
      if(sl != 0) { // out by stop loss
         OrderSelect(ticket, SELECT_BY_TICKET);
         Alert("Position closed by stop loss (P/L: ", OrderProfit(),")");
         sl = 0;
      }
      if(canOpenTrade())
         ticket = openTrade(val);
   }

   return(0);
}

bool closeTrade(int ticket, int orderValStatus, string reason) {

   if(orderValStatus > 0)
      price = Bid;
   else
      price = Ask;
   if(!OrderClose(ticket, VOLUME, price, MAX_SLIPPAGE, Green))
      Alert("ATTENTION: trade closing failed: ", ErrorDescription(GetLastError()));
   else {
      OrderSelect(ticket, SELECT_BY_TICKET);
      Alert("Position closed for ", reason, " (P/L: ", OrderProfit(), ")");
      minMax = -1; // for trailing stop
      sl = 0;
   }
}

int openTrade(double val) {
   int ticket;

   if(val > 0) {
      ticket = OrderSend("EURUSD", OP_BUY, VOLUME, Ask, MAX_SLIPPAGE, 0, 0, NULL, 0, 0, Yellow);
      price = Ask; // for trailing stop
   } else {
      ticket = OrderSend("EURUSD", OP_SELL, VOLUME, Bid, MAX_SLIPPAGE, 0, 0, NULL, 0, 0, Yellow);
      price = Bid; // for trailing stop
   }

   if(ticket == -1) // error
      Alert("Error opening trade: ", ErrorDescription(GetLastError()));
   else if(val > 0) {
      Alert("Opening long trade (ID = ", ticket,", Ask price: ", Ask, ")");
      orderValStatus = 1;
   } else {
      Alert("Opening short trade (ID = ", ticket,", Bid price: ", Bid, ")");
      orderValStatus = -1;
      sl = Bid; // fictitious
   }

   return (ticket);
}

void waitFirstOccasion(double val) {
   double val2 = 0;
   Alert("Waiting for first signal...");
   while(val*val2 >= 0) {
      Sleep(10);
      RefreshRates();
      val2 = updateVal(1);
      val = updateVal(0);
   }
}

double updateVal(int shift) {
   return (iMA(NULL, 1, EMA_PERIOD, 0, MODE_EMA, PRICE_CLOSE, shift) - iMA(NULL, 1, SMA_PERIOD, 0, MODE_SMA, PRICE_CLOSE, shift));
}

bool canOpenTrade() {
   int i = 0;
   double val2, std;

   Alert("Testing the market...");
   while(i < NUM_TICKS_FOR_TREND) { // only if the trend doesn't change for at least N ticks
      Sleep(5);
      if(RefreshRates() == True) {
         val = updateVal(0);
         val2 = updateVal(1);
         i++;
         if(val*val2 < 0) {
            if(i > 5)
               Alert("Unstable market (i = ", i, "/", NUM_TICKS_FOR_TREND,")");
            i = 0;
         }
      }
   }
   std = iStdDev("EURUSD", 1, STDDEV_PERIOD, 0, 0, 0, 0);
   if(std >= MIN_STDDEV)
      return(True);
   else {
      Alert("Can\'t open trade, stddev(", STDDEV_PERIOD,") is only ", std);
      return(False);
   }
}

void checkStopLoss() {
   bool err = True;

   if(OrderSelect(ticket, SELECT_BY_TICKET) == False)
      Alert("Order selection failed: ", ErrorDescription(GetLastError()));
   else if(OrderProfit() > 0.5 && OrderStopLoss() == 0)
      err = OrderModify(ticket, price, price+2*Point*10*orderValStatus, 0, 0);
   else if(OrderProfit() > 0.8 && OrderStopLoss()*orderValStatus <= price+2*Point*10*orderValStatus)
      err = OrderModify(ticket, price, price+4*Point*10*orderValStatus, 0, 0);
   else if(OrderProfit() > 1.1 && OrderStopLoss()*orderValStatus <= price+4*Point*10*orderValStatus)
      err = OrderModify(ticket, price, price+6*Point*10*orderValStatus, 0, 0);

   if(OrderProfit() > 1.4) { // TRAILING STOP triggered
      if(orderValStatus == 1) { // long position
         // trova massimo da apertura trade
         minMax = MathMax(minMax, Bid);
         if(minMax-Bid >= Point*TRAILING_STOP*10) // chiudi trade!
         closeTrade(ticket, orderValStatus, "trailing stop");
      } else { // short position
         // trova min da apertura trade
         if(minMax == -1)
            minMax = Ask;
         minMax = MathMin(minMax, Ask);
         if(Ask-minMax >= Point*TRAILING_STOP*10) // chiudi trade!
            closeTrade(ticket, orderValStatus, "trailing stop");
      }
   }
}