//+------------------------------------------------------------------+
//|                                            ExpertRSI20240329.mq5 |
//|                                                          panbobo |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2022, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"

#include "./components/GlobalVariables.mqh"
#include "./components/Indicators.mqh"
#include "MySignal.mqh"
#include "MyExpert.mqh"
#include <Expert\Trailing\TrailingNone.mqh>
#include <Expert\Money\MoneyNone.mqh>

input string Inp_Expert_Title            = "ExpertRSI";
int          Expert_MagicNumber          = 10086;
bool         Expert_EveryTick            = false;
// 所有输入
bool is_need_db = true; // 是否需要数据库，默认关闭
bool is_delay_signal = true; // 是否使用延迟信号，不立即开单，配合 k 线模式使用
bool is_signal_rsi = true; // 是否采用 rsi 作为信号，默认开启
bool is_signal_lrsi = false; // 是否采用 lrsi 作为信号，默认关闭

bool is_filter_candle_pattern = true; // 是否采用 k 线模式校验过滤
bool is_filter_bollinger_threshold = true; // 是否采用 bollinger 阈值过滤
bool is_filter_atr_peak = false; // 是否根据 atr 过滤
bool is_filter_rsi_breakout = true; // 两个小时是否有对侧 rsi
bool is_filter_institution = true; // 是否判断半个小时是否有机构在场

double filter_bollinger_threshold_value = 120; // bollinger 阈值
int filter_atr_peak_value = 3; // 需要多少条 k 的 atr 递增


CMyExpert ExtExpert;

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- 十秒钟执行一次
   EventSetTimer(10);
   ExtExpert.OnTimerProcess(true);
//--- Initializing expert

// 调用初始化全局变量的函数，并传入初始值
   initGlobalVariables(
      is_need_db,  // init_need_db
      is_delay_signal,  // init_delay_signal
      is_signal_rsi,   // init_signal_rsi
      is_signal_lrsi,  // init_signal_lrsi
      is_filter_candle_pattern,  // init_filter_candle_pattern
      is_filter_bollinger_threshold,  // init_filter_bollinger_threshold
      is_filter_atr_peak,  // init_filter_atr_peak
      is_filter_rsi_breakout,  
      is_filter_institution,
      filter_bollinger_threshold_value,
      filter_atr_peak_value
   );

   if(!ExtExpert.Init(Symbol(), Period(), Expert_EveryTick, Expert_MagicNumber))
     {
      //--- failed
      printf(__FUNCTION__ + ": error initializing expert");
      ExtExpert.Deinit();
      return INIT_FAILED;
     }

   MySignal *mySignal = new MySignal;
   if(mySignal == NULL)
     {
      //--- failed
      printf(__FUNCTION__ + ": error creating RSI signal");
      ExtExpert.Deinit();
      return INIT_FAILED;
     }

   if(!ExtExpert.InitSignal(mySignal))
     {
      //--- failed
      printf(__FUNCTION__ + ": error initializing RSI signal");
      ExtExpert.Deinit();
      return INIT_FAILED;
     }

   if(!mySignal.ValidationSettings())
     {
      //--- failed
      printf(__FUNCTION__ + ": error RSI signal parameters");
      ExtExpert.Deinit();
      return INIT_FAILED;
     }

   CTrailingNone *trailing = new CTrailingNone;
   if(trailing == NULL)
     {
      //--- failed
      printf(__FUNCTION__ + ": error creating trailing");
      ExtExpert.Deinit();
      return INIT_FAILED;
     }

   if(!ExtExpert.InitTrailing(trailing))
     {
      //--- failed
      printf(__FUNCTION__ + ": error initializing trailing");
      ExtExpert.Deinit();
      return INIT_FAILED;
     }

   CMoneyNone *money = new CMoneyNone;
   if(money == NULL)
     {
      //--- failed
      printf(__FUNCTION__ + ": error creating money");
      ExtExpert.Deinit();
      return INIT_FAILED;
     }

   if(!ExtExpert.InitMoney(money))
     {
      //--- failed
      printf(__FUNCTION__ + ": error initializing money");
      ExtExpert.Deinit();
      return INIT_FAILED;
     }

   if(!ExtExpert.InitIndicators())
     {
      //--- failed
      printf(__FUNCTION__ + ": error initializing indicators");
      ExtExpert.Deinit();
      return INIT_FAILED;
     }

// 初始化成功，返回成功标志。
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//--- destroy timer
   EventKillTimer();
   ExtExpert.Deinit();
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
// printf("lrsi: %f, rsi: %f, Bollinger Width: %f, ATR: %f, Stoch: %f", getLRSI(), getRSI(), getBollingerWidth(), getAtr(), getStoch());
//---
   ExtExpert.OnTick();
  }
//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void OnTimer()
  {
//--- 每秒执行一次
   ExtExpert.OnTimer();
  }
//+------------------------------------------------------------------+
//| Trade function                                                   |
//+------------------------------------------------------------------+
void OnTrade()
  {
//---
   ExtExpert.OnTrade();
  }
//+------------------------------------------------------------------+
//| TradeTransaction function                                        |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction& trans,
                        const MqlTradeRequest& request,
                        const MqlTradeResult& result)
  {
//---

  }
//+------------------------------------------------------------------+
//| ChartEvent function                                              |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
                  const long &lparam,
                  const double &dparam,
                  const string &sparam)
  {
//---

  }
//+------------------------------------------------------------------+
//| BookEvent function                                               |
//+------------------------------------------------------------------+
void OnBookEvent(const string &symbol)
  {
//---

  }
//+------------------------------------------------------------------+