//+------------------------------------------------------------------+
//|                                              Moving Averages.mq5 |
//|              Copyright Copyright 2010, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2010, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
#property version   "1.00"

#include "ExpertAdvisor.mqh"

input double Risk      = 0.1; // Risk
input int    SL        = 100; // Stop Loss distance
input int    TP        = 100; // Take Profit distance
input int    TS        =  30; // Trailing Stop distance
input int    pMA       =  12; // Moving Average period
input int    HourStart =   7; // Hour of trade start
input int    HourEnd   =  20; // Hour of trade end
//---
class CMyEA : public CExpertAdvisor
  {
protected:
   double            m_risk;          // size of risk
   int               m_sl;            // Stop Loss
   int               m_tp;            // Take Profit
   int               m_ts;            // Trailing Stop
   int               m_pMA;           // MA period
   int               m_hourStart;     // Hour of trade start
   int               m_hourEnd;       // Hour of trade end
   int               m_hma;           // MA indicator
public:
   void              CMyEA();
   void             ~CMyEA();
   virtual bool      Init(string smb,ENUM_TIMEFRAMES tf); // initialization
   virtual bool      Main();                              // main function
   virtual void      OpenPosition(long dir);              // open position on signal
   virtual void      ClosePosition(long dir);             // close position on signal
   virtual long      CheckSignal(bool bEntry);            // check signal
  };
//------------------------------------------------------------------	CMyEA
void CMyEA::CMyEA() { }
//------------------------------------------------------------------	~CMyEA
void CMyEA::~CMyEA()
  {
   IndicatorRelease(m_hma); // delete MA indicator
  }
//------------------------------------------------------------------	Init
bool CMyEA::Init(string smb,ENUM_TIMEFRAMES tf)
  {
   if(!CExpertAdvisor::Init(0,smb,tf)) return(false);  // initialize parent class

   m_risk=Risk; m_tp=TP; m_sl=SL; m_ts=TS; m_pMA=pMA;  // copy parameters
   m_hourStart=HourStart; m_hourEnd=HourEnd;

   m_hma=iMA(m_smb,m_tf,m_pMA,0,MODE_SMA,PRICE_CLOSE); // create MA indicator
   if(m_hma==INVALID_HANDLE) return(false);            // if there is an error, then exit
   m_bInit=true; return(true);                         // "trade allowed"
  }
//------------------------------------------------------------------	Main
bool CMyEA::Main() // main function
  {
   if(!CExpertAdvisor::Main()) return(false); // call function of parent class

   if(Bars(m_smb,m_tf)<=m_pMA) return(false); // if there are insufficient number of bars

   if(!CheckNewBar()) return(true);           // check new bar

                                              // check each direction
   long dir;
   dir=ORDER_TYPE_BUY;
   OpenPosition(dir); ClosePosition(dir); TrailingPosition(dir,m_ts);
   dir=ORDER_TYPE_SELL;
   OpenPosition(dir); ClosePosition(dir); TrailingPosition(dir,m_ts);

   return(true);
  }
//------------------------------------------------------------------	OpenPos
void CMyEA::OpenPosition(long dir)
  {
// if there is an order, then exit
   if(PositionSelect(m_smb)) return;
   if(!CheckTime(StringToTime(IntegerToString(m_hourStart)+":00"),
      StringToTime(IntegerToString(m_hourEnd)+":00"))) return;
// if there is no signal for current direction
   if(dir!=CheckSignal(true)) return;
   double lot=CountLotByRisk(m_sl,m_risk,0);
// if lot is not defined
   if(lot<=0) return;
// open position
   DealOpen(dir,lot,m_sl,m_tp);
  }
//------------------------------------------------------------------	ClosePos
void CMyEA::ClosePosition(long dir)
  {
// if there is no position, then exit
   if(!PositionSelect(m_smb)) return;
   if(!CheckTime(StringToTime(IntegerToString(m_hourStart)+":00"),
      StringToTime(IntegerToString(m_hourEnd)+":00")))
      // if it's not time for trade, then close orders
     { m_trade.PositionClose(m_smb); return; }
// if position of unchecked direction
   if(dir!=PositionGetInteger(POSITION_TYPE)) return;
// if the close signal didn't match the current position
   if(dir!=CheckSignal(false)) return;
// close position
   m_trade.PositionClose(m_smb,1);
  }
//------------------------------------------------------------------	CheckSignal
long CMyEA::CheckSignal(bool bEntry)
  {
   MqlRates rt[2];
   if(CopyRates(m_smb,m_tf,0,2,rt)!=2)
     { Print("CopyRates ",m_smb," history is not loaded"); return(WRONG_VALUE); }

   double ma[1];
   if(CopyBuffer(m_hma,0,0,1,ma)!=1)
     { Print("CopyBuffer MA - no data"); return(WRONG_VALUE); }

   if(rt[0].open<ma[0] && rt[0].close>ma[0])
      return(bEntry ? ORDER_TYPE_BUY:ORDER_TYPE_SELL); // condition for buy
   if(rt[0].open>ma[0] && rt[0].close<ma[0])
      return(bEntry ? ORDER_TYPE_SELL:ORDER_TYPE_BUY); // condition for sell

   return(WRONG_VALUE); // if there is no signal
  }

CMyEA ea; // class instance
//------------------------------------------------------------------	OnInit
int OnInit()
  {
   ea.Init(Symbol(),Period()); // initialize expert

                               // initialization example
// ea.Init(Symbol(), PERIOD_M5); // for fixed timeframe
// ea.Init("USDJPY", PERIOD_H2); // for fixed symbol and timeframe

   return(0);
  }
//------------------------------------------------------------------	OnDeinit
void OnDeinit(const int reason) { }
//------------------------------------------------------------------	OnTick
void OnTick()
  {
   ea.Main(); // process incoming tick
  }
//+------------------------------------------------------------------+