3 Tier London Breakout EA

/*+------------------------------------------------------------------+
 *
 * Version history:
 *
 * V1.3c: (modify by Franky)
 *     - time is in minutes format (due to testing window start / range in StrategyTester)
 *     - modified default vaues of StickBoxToLatestExtreme, TP3Factor, TP5Factor, MaxLossesAllowedPerSession
 *
 * V1.3b:
 *     - fixed the "zero divide" error: it was on 2/4-digits brokers only, due to typo in "pip" calculation :-((
 *       Thanks to sabooky for spotting this!
 *
 * V1.3a:
 *     - work-around the "zero divide" error that happens sometimes;
 *       However, this is NOT a fix, and it will only hide the error, and possibly change the EA's behaviour
 *       and prevent it trading that session.
 *       Refresh your charts and history data, that's all i can see so far...
 *
 * V1.3:
 *     - Option to trade 5 TP levels instead of 3:
 *        - added "TP5Factor"; when set to 0, Trades 4 & 5 are NOT used;
 *     - Added "MoveToBEFactor": move to BE when price has covered at least this ratio of TP1;
 *         - default is 1: move to BE when hit TP1;
 *         - example with 0.66: it will move to BE at 2/3 of TP1;
 *         - any value >1 will be taken as a fixed pip count instead of a factor of TP1;
 *     - when martingale is used: if trades are still open from the previous session,
 *        then open new trades with the PREVIOUS (lower) martingale multiplier instead of the same multiplier;
 *     - Added "MaxWinsAllowedPerSession" input;
 *     - Added "TFforReentry" input: 15(=M15) is the default, but can be changed to 1(M1) or 5(M5) to re-enter on shorter TF;
 *     - Added "Debug" input (more Print() when true)
 *     - fixed(hopefully!) "trade 2&3 not moving to BE when TP1 is hit";
 *
 * V1.2b:
 *     - fixed "StickBoxToLatestExtreme" option... box was always sticking to the highest price;
 *
 * V1.2a:
 *     - fixed "zero divide error" with Martingale code when limiting trades to only Trade 1 (when "TP3Factor" is set to 0);
 *
 * V1.2:
 *     - fixed ECN broker order sending (must send with both SL AND TP set to 0, then modify the order);
 *     - when "TP3Factor" is set to 0, Trades 2 & 3 will NOT be sent; only Trade 1 will be used.
 *     - Added "StickBoxToLatestExtreme" input (false);
 *       when true, the box will "stick" to the box high or low, whichever comes last;
 *       when false(default), the box will be centered on the EMA(box_time_range) value, as in previous versions;
 *       This extension is targeted at exploring and optimizing the box POSITION in PRICE, as suggested by JohnnyBSmart;
 *     - added "MaxSpread" input: trades will NOT be sent when the spread is higher than this value;
 *     - fixed session time calculation issues seen when running MT4 on Linux (thanks to xmph).
 *
 * V1.1: added ResetMartAtFirstProfit input;
 *
 * V1.0: original version by Squalou, posted on forexfactory.com
 *       (thread: 
 *     - "3 Tier London Breakout.mq4" indicator can be used for visual help;
 *
 *+------------------------------------------------------------------+
 */

#property show_inputs
#include <WinUser32.mqh>
#include <stdlib.mqh>
#include <stderror.mqh>

#define  EA_VERSION    "V1.3c"

extern bool       SendTrades = false;

extern double     Lot  = 0.01;
extern double     MaxRisk = 0; // if 0 then use fixed Lots above
extern int        MagicNumber=0; // if 0 then will autocreate a unique MagicNumber

extern int     SessionStart    = 360;    // time for start of price establishment window
extern int     SessionLength  = 119;    // time for end of price establishment window
extern int     SessionEnd = 120;   // end of daily session; tomorrow is another day!

extern int        MinBoxSizeInPips = 15;     // min tradable box size; when box is smaller than that, you should at least reduce your usual lot-size if you decide to trade it;
extern int        MaxBoxSizeInPips = 80;     // max tradable box size; don't trade when box is larger than that value
extern bool       LimitBoxToMaxSize = true;  // when true, a box larger than MaxBoxSizeInPips will be limited to MaxBoxSizeInPips.
extern bool       StickBoxToLatestExtreme = true;  // (applies when "LimitBoxToMaxSize" is true) when true, the box will "stick" to the box high or low, whichever comes last; else it will be centered on the EMA(box_time_range) value;
extern double     TP1Factor    = 1.000;      // if >=10, this will be taken as FIXED PIPs rather than a factor of the box size;
       double     TP2Factor; // set to half-way between TP1Factor and TP3Factor;
extern double     TP3Factor    = 0.0;      // if >=10, this will be taken as FIXED PIPs rather than a factor of the box size; if 0, Trades 2&3 will NOT be sent (only Trade 1);
       double     TP4Factor; // set to half-way between TP3Factor and TP5Factor;
extern double     TP5Factor    = 0.0;// TP4 and TP5 targets are OPTIONAL: set TP5Factor=0 to allow only up to TP3 target;
extern string     TP2_help     = "TP2 is half-way between TP1 and TP3";
extern string     TP4_help     = "TP4 is half-way between TP3 and TP5";
extern double     SLFactor     = 1.000;      // if >=10, this will be taken as FIXED PIPs rather than a factor of the box size;
       int        NumTradesToOpen = 3;        // number of trades to open: 3 when TP3Factor!=0, or only 1 when TP3Factor==0;
extern double     LevelsResizeFactor = 1.0;
extern int        TFforReentry = PERIOD_M15; // TF for re-entry: the last closed bar of this TF must close inside the box in order to allow opening new trades;

extern string     TradeComment="3 Tier London Breakout";

extern int        MaxTradesAllowedPerSession=0;

extern int        MaxLossesAllowedPerSession=2;

extern int        MaxWinsAllowedPerSession=0;

extern int        BreakEvenProfitInPips=1;  // lock-in this amount of pips when HalfClose is hit;

extern double     MoveToBEFactor = 1.0;  // move to BE+ when price has covered at least this ratio of TP1;

extern string     _mart1="----MARTINGALE multipliers sequence:";
extern string     _mart2="----not used when first multiplier is 0:";
extern string     martingale_sequence="0,1,2,5,13,34,89,233,610,1597,4181";
extern bool       AutoMartingale=false;
extern bool       ResetMartAtFirstProfit=false; // when true, the Mart sequence is reset as soon as profitable trade is reached; else it will scale-in until recouped ALL losses;

extern int        Slippage  = 3; // pips
extern int        MaxSpread = 4; // pips; EA won't send trades if spread is higher than this value;
extern bool       brokerIsECN=false;

extern bool       ShowBoxes    = true; // when true, will show boxes and fibs just like the Indicator would do; this avoids using the indicator AND the EA together;
extern color      BoxColorOK   = LightBlue;
extern color      BoxColorNOK  = Red;
extern color      BoxColorMAX  = Orange;
extern color      LevelColor   = Black;
extern color      SessionColor = Linen; // show Session periods with a different background color
extern int        FibLength    = 12;
extern bool       showProfitZone = true;
extern color      ProfitColor  = LightGreen;
extern string     objPrefix = "EA-LB2-";  // Prefixes of London Breakout Indicator objects;

extern string     Gap="          ";

extern string     _other_marts="---Other martingale sequences, in decreasing aggressivity(risk) order:";
extern string     aggressive_fibonacci_sequence="1,2,5,13,34,89,233,610,1597,4181"; // =every second term of fibonacci sequence;
extern string     powers_of_2_sequence="1,2,4,8,16,32,64,128,256,512,1024,2048,4096";
extern string     fibonacci_sequence="1,2,3,5,8,13,21,34,55,89,144,233,377,610,987,1597"; // F(n)=F(n-1)+F(n-2);
extern string     mild_fibonacci_sequence="1,2,3,4,6,9,13,19,28,41,60,88,129,189,277,406"; // F(n)=F(n-1)+F(n-3);

extern bool       Debug=false; // set to true to get additional debug Print() in the Journal logs;

#define  NL    "\n"
#define  Status_initializing "????? I N I T I A L I Z I N G ?????"
#define  Status_initialized  "..... I N I T I A L I Z E D ....."
#define  Status_trading "+++++ T R A D I N G +++++"
#define  Status_not_trading "!!!!! N O T   T R A D I N G (Box size) !!!!!"
#define  Status_finished "----- F I N I S H E D   F O R   T O D A Y -----"

double BuyEntry,BuyTP1,BuyTP2,BuyTP3,BuyTP4,BuyTP5,BuySL;
double SellEntry,SellTP1,SellTP2,SellTP3,SellTP4,SellTP5,SellSL;
int SL_pips,TP1_pips,TP2_pips,TP3_pips,TP4_pips,TP5_pips,MoveToBE_pips;
double TP1FactorInput,TP2FactorInput,TP3FactorInput,TP4FactorInput,TP5FactorInput,SLFactorInput;

datetime tBoxStart,tBoxEnd,tSessionStart,tSessionEnd,tLastComputedSessionStart,tLastComputedSessionEnd;
double boxHigh,boxLow,boxExtent,boxMedianPrice;

int magic1,magic2,magic3,magic4,magic5;

string symbol;

string            TradingStatus;

bool              ClosedForFriday;
bool              ClosedForSaturday;
double            TradingStartHHMM,TradingEndHHMM;
bool              TradeHour = false, prev_TradeHour=false;

int               LastOrderProfitable=false;
bool              UseMartingale=false;
double            MartFactor[],LastLotMultiplier=0;
int               MartDepth=0;
int               Mart_Idx=0;

int               TradesOpen, TradesOpenThisSession, TradesWon, TradesLost, TradesTotal;

string            comment;
bool              RobotDisabled;
string            DisabledMessage;

int pipMult; // multiplier to convert pips to Points;
double pip,pipvalue;
int digits;
double minlot,lotstep;
int SLIPPAGE;

double previousAsk,currentAsk,previousBid,currentBid;

int    maxSL;

string op_str[6] = { "BUY","SELL","BUYLIMIT","SELLLIMIT","BUYSTOP","SELLSTOP"};

void DisplayUserFeedback()

{
   static bool alreadyPrinted=false;

   if (IsTesting()&& !IsVisualMode() && alreadyPrinted) return; // saves cpu time when backtesting

   comment = Gap+WindowExpertName()+ " "+ EA_VERSION+ NL;
   if (MaxRisk <= 0) {
     comment = comment+Gap+ "Lot size = "+ Lot+ " (MaxRisk not used)"+ NL;
   } else {
     comment = comment+Gap+ "MaxRisk = "+ MaxRisk+ "% => "+ DoubleToStr(Lot,2)+ "Lots, AccountFreeMargin = "+ DoubleToStr(AccountFreeMargin(),0)+ AccountCurrency()+ NL;
   }
   comment = comment+Gap+ "Magic number = "+ MagicNumber+ NL
                    +Gap+ "Trading Hours: "+ DoubleToStr(TradingStartHHMM/100,2)+ " - "+ DoubleToStr(TradingEndHHMM/100,2)+ NL
                    +Gap+ "Box=["+StartTime+"-"+EndTime+"] Session ends at "+SessionEndTime+", Box min "+DoubleToStr(MinBoxSizeInPips,0)+"p,"+" max "+DoubleToStr(MaxBoxSizeInPips,0)+"p,"+NL
                    +Gap+ "OPENING "+ NumTradesToOpen + " TRADES each time" +NL
                    +Gap+ "Buy at "+ DoubleToStr(BuyEntry, Digits)+NL
                    +Gap+ "Sell at "+ DoubleToStr(SellEntry, Digits)+ NL
                    +Gap+ " SL="+DoubleToStr(SL_pips,0)+"p"+",TP1="+DoubleToStr(TP1_pips,0)+"p";
   if (TP2Factor>0) comment = comment+",TP2="+DoubleToStr(TP2_pips,0)+"p";
   if (TP3Factor>0) comment = comment+",TP3="+DoubleToStr(TP3_pips,0)+"p";
   if (TP4Factor>0) comment = comment+",TP4="+DoubleToStr(TP4_pips,0)+"p";
   if (TP5Factor>0) comment = comment+",TP5="+DoubleToStr(TP5_pips,0)+"p";
   comment = comment+NL+Gap+ "Moving to BE+"+BreakEvenProfitInPips+"p after "+MoveToBE_pips+"p"+ NL
                    +Gap+ "Local time: "+ TimeToStr(TimeLocal())+ " Broker time: "+ TimeToStr(TimeCurrent())+ " Current Bar time: "+ TimeToStr(Time[0])+ NL
                    ;
/*
    if (TrailingStopPips>0) {
      comment = comment+Gap+ "     Trailing stops at "+TrailingStopPips+" pips, by steps of "+TrailingStopStep+" pips"+ NL;
    }
*/

   if (UseMartingale) {
     if (AutoMartingale) {
        comment =comment+Gap+"     AUTO-MARTINGALE ENABLED"+NL;
     } else {
        comment =comment+Gap+"     MARTINGALE FACTORS: ";
        for (int i=0;i<MartDepth;i++) {
          if (i==Mart_Idx) comment=comment+" ->";
          comment=comment+DoubleToStr(MartFactor[i],0);
          if (i==Mart_Idx) comment=comment+"<- ";
          comment=comment+",";
        }
        comment=comment+NL;
     }
   } else {
     comment =comment+Gap+"     Martingale NOT used"+NL;
   }

   comment = comment+Gap+ EA_VERSION+ " " + TradingStatus+ NL;

   if (IsTesting() && !IsVisualMode()) {
      Print(comment);
      alreadyPrinted = true;
      return;
   }

   Comment(comment);
}//void DisplayUserFeedback()

string StartTime, EndTime, SessionEndTime;

int init()

{
      // код доступен только после оплаты
   }

int deinit()

{
  if (!IsTesting()) RemoveObjects(objPrefix);	

  Comment("");

  return(0);

}

void OnTick()

{
      // код доступен только после оплаты
   }//End start()

void compute_LB_Indi_LEVELS(datetime now)

{
  int boxStartShift,boxEndShift;

  if (tBoxEnd <= now && now < tBoxEnd+86400) return; // box is less than 24h in the past: it is up-to-date

  tBoxStart = StrToTime(TimeToStr(now,TIME_DATE) + " "  + StartTime);
  tBoxEnd   = StrToTime(TimeToStr(now,TIME_DATE) + " "  + EndTime);
  if (tBoxStart > tBoxEnd) tBoxStart -= 86400; // midnight wrap fix
  if (now < tBoxEnd) { // consider the last PAST box
    tBoxStart -= 86400;
    tBoxEnd   -= 86400;
    while ((TimeDayOfWeek(tBoxStart)==0 || TimeDayOfWeek(tBoxStart)==6)
        && (TimeDayOfWeek(tBoxEnd)==0 || TimeDayOfWeek(tBoxEnd)==6) ) {

      tBoxStart -= 86400;
      tBoxEnd   -= 86400;
    }
  }

  tSessionStart = tBoxEnd;
  tSessionEnd = StrToTime(TimeToStr(tSessionStart,TIME_DATE) + " "  + SessionEndTime);
  if (tSessionStart > tSessionEnd) tSessionEnd = tSessionEnd + 86400; // midnight wrap fix

  if (TimeDayOfWeek(tSessionEnd)==6/*saturday*/) tSessionEnd += 2*86400;
  if (TimeDayOfWeek(tSessionEnd)==0/*sunday*/) tSessionEnd += 86400;

  tLastComputedSessionStart = tSessionStart;
  tLastComputedSessionEnd   = tSessionEnd;

  boxStartShift = iBarShift(NULL,0,tBoxStart);
  boxEndShift   = iBarShift(NULL,0,tBoxEnd);
  boxHigh = High[iHighest(NULL,0,MODE_HIGH,(boxStartShift-boxEndShift+1),boxEndShift)];
  boxLow  = Low[iLowest(NULL,0,MODE_LOW,(boxStartShift-boxEndShift+1),boxEndShift)];
  boxMedianPrice = (boxHigh+boxLow)/2;
  boxExtent = boxHigh - boxLow;

  if (boxExtent == 0) {
    _Alert("boxExtent is ZERO: remove the EA, refresh your chart and history data, then reload EA.");
    return; // no clue yet why this could ever be, but it happens sometimes!
  }

  if (boxExtent >= MaxBoxSizeInPips * pip && LimitBoxToMaxSize==true) { // box too large, but we allow to trade it at its max acceptable value
    if (StickBoxToLatestExtreme==true) {

      int boxStartShiftM1 = iBarShift(NULL,PERIOD_M1,tBoxStart);
      int boxEndShiftM1   = iBarShift(NULL,PERIOD_M1,tBoxEnd);
      int boxHighShift    = iHighest(NULL,PERIOD_M1,MODE_HIGH,(boxStartShiftM1-boxEndShiftM1+1),boxEndShiftM1);
      int boxLowShift     = iLowest(NULL,PERIOD_M1,MODE_LOW,(boxStartShiftM1-boxEndShiftM1+1),boxEndShiftM1);
      boxExtent = MaxBoxSizeInPips * pip;

      if (boxHighShift <= boxLowShift) {

        boxMedianPrice = boxHigh - boxExtent/2;
      } else {

        boxMedianPrice = boxLow + boxExtent/2;
      }
    } else {

      boxExtent      = MaxBoxSizeInPips * pip;
      boxMedianPrice = iMA(NULL,0,boxStartShift-boxEndShift,0,MODE_EMA,PRICE_MEDIAN,boxEndShift);
    }
  }

  boxExtent *= LevelsResizeFactor;

  boxHigh = NormalizeDouble(boxMedianPrice + boxExtent/2,Digits);
  boxLow  = NormalizeDouble(boxMedianPrice - boxExtent/2,Digits);

  TP1Factor = TP1FactorInput;
  TP3Factor = TP3FactorInput;
  TP5Factor = TP5FactorInput;
  SLFactor  = SLFactorInput;

  BuyEntry  = boxHigh;
  SellEntry = boxLow;

  if (TP1Factor < 10) TP1_pips = boxExtent*TP1Factor/pip;
  else { TP1_pips = TP1Factor; TP1Factor = TP1_pips*pip/boxExtent; }
  BuyTP1  = NormalizeDouble(BuyEntry  + TP1_pips*pip,Digits);
  SellTP1 = NormalizeDouble(SellEntry - TP1_pips*pip,Digits);

  BuyTP2 = 0; SellTP2 = 0;
  BuyTP3 = 0; SellTP3 = 0;
  if (TP3Factor>0) { // Trades 2&3 enabled
    if (TP3Factor < 10) TP3_pips = boxExtent*TP3Factor/pip;
    else { TP3_pips = TP3Factor; TP3Factor = TP3_pips*pip/boxExtent; }
    BuyTP3  = NormalizeDouble(BuyEntry  + TP3_pips*pip,Digits);
    SellTP3 = NormalizeDouble(SellEntry - TP3_pips*pip,Digits);

    TP2Factor = (TP1Factor+TP3Factor)/2;
    if (TP2Factor < 10) TP2_pips = boxExtent*TP2Factor/pip;
    else { TP2_pips = TP2Factor; TP2Factor = TP2_pips*pip/boxExtent; }
    BuyTP2  = NormalizeDouble(BuyEntry  + TP2_pips*pip,Digits);
    SellTP2 = NormalizeDouble(SellEntry - TP2_pips*pip,Digits);
  }

  BuyTP4 = 0; SellTP4 = 0;
  BuyTP5 = 0; SellTP5 = 0;
  if (TP5Factor>0) { // Trades 4&5 enabled
    if (TP5Factor < 10) TP5_pips = boxExtent*TP5Factor/pip;
    else { TP5_pips = TP5Factor; TP5Factor = TP5_pips*pip/boxExtent; }
    BuyTP5  = NormalizeDouble(BuyEntry  + TP5_pips*pip,Digits);
    SellTP5 = NormalizeDouble(SellEntry - TP5_pips*pip,Digits);

    TP4Factor = (TP3Factor+TP5Factor)/2;
    if (TP4Factor < 10) TP4_pips = boxExtent*TP4Factor/pip;
    else { TP4_pips = TP4Factor; TP4Factor = TP4_pips*pip/boxExtent; }
    BuyTP4  = NormalizeDouble(BuyEntry  + TP4_pips*pip,Digits);
    SellTP4 = NormalizeDouble(SellEntry - TP4_pips*pip,Digits);
  }

  if (SLFactor < 10) SL_pips = boxExtent*SLFactor/pip;
  else { SL_pips = SLFactor; SLFactor = SL_pips*pip/boxExtent; }
  BuySL  = NormalizeDouble(BuyEntry  - SL_pips*pip,Digits);
  SellSL = NormalizeDouble(SellEntry + SL_pips*pip,Digits);

  if (MoveToBEFactor <= 1) MoveToBE_pips = MoveToBEFactor * TP1_pips;
  else MoveToBE_pips = MoveToBEFactor;

}//compute_LB_Indi_LEVELS

void show_boxes(datetime now)

{

  bool new_box = drawBoxOnce (objPrefix+"Session-"+TimeToStr(tSessionStart,TIME_DATE | TIME_SECONDS),tSessionStart,0,tSessionEnd,BuyEntry*2,SessionColor,1, STYLE_SOLID, true);

  if (new_box == true) {

    string boxName = objPrefix+"Box-"+TimeToStr(now,TIME_DATE)+"-"+StartTime+"-"+EndTime;
    if (boxExtent >= MaxBoxSizeInPips * pip) { // box too large: DON'T TRADE !
      if (LimitBoxToMaxSize==false) { // box too large, but we allow to trade it at its max acceptable value
        drawBox (boxName,tBoxStart,boxLow,tBoxEnd,boxHigh,BoxColorNOK,1, STYLE_SOLID, true);
        DrawLbl(objPrefix+"Lbl-"+TimeToStr(now,TIME_DATE)+"-"+StartTime+"-"+EndTime, "NO TRADE! ("+DoubleToStr(boxExtent/pip,0)+"p)", tBoxStart+(tBoxEnd-tBoxStart)/2,boxLow, 12, "Arial Black", LevelColor, 3);
      } else {
        drawBox (boxName,tBoxStart,boxLow,tBoxEnd,boxHigh,BoxColorMAX,1, STYLE_SOLID, true);
        DrawLbl(objPrefix+"Lbl-"+TimeToStr(now,TIME_DATE)+"-"+StartTime+"-"+EndTime, "MAX LIMIT! ("+DoubleToStr(boxExtent/pip,0)+"p)", tBoxStart+(tBoxEnd-tBoxStart)/2,boxLow, 12, "Arial Black", LevelColor, 3);
      }
    } else if (boxExtent >= MinBoxSizeInPips * pip) { // box OK
      drawBox (boxName,tBoxStart,boxLow,tBoxEnd,boxHigh,BoxColorOK,1, STYLE_SOLID, true);
      DrawLbl(objPrefix+"Lbl-"+TimeToStr(now,TIME_DATE)+"-"+StartTime+"-"+EndTime, DoubleToStr(boxExtent/pip,0)+"p", tBoxStart+(tBoxEnd-tBoxStart)/2,boxLow, 12, "Arial Black", LevelColor, 3);
    } else { // "Caution!" box
      drawBox (boxName,tBoxStart,boxLow,tBoxEnd,boxHigh,BoxColorNOK,1, STYLE_SOLID, true);
      DrawLbl(objPrefix+"Lbl-"+TimeToStr(now,TIME_DATE)+"-"+StartTim

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