//+------------------------------------------------------------------+
//|                     ultimate-oscillator-reversal-ea.mq5          |
//|  An Ultimate Oscillator reversal EA: trades UO crossing back out |
//|  of its oversold/overbought zone (custom calculated, no built-in |
//|  UO function), with ATR-based Stop Loss/Take Profit and          |
//|  risk-based position sizing. One position at a time.              |
//|  EDUCATIONAL — test on a demo account first. Past performance     |
//|  does not guarantee future results. This is not financial advice.|
//|  Source: web-forex (educational, free to use and modify)          |
//+------------------------------------------------------------------+
#property copyright "web-forex"
#include <Trade\Trade.mqh>

CTrade trade;

input string       ___Strategy___       = "--- Ultimate Oscillator Reversal Strategy ---";
input int          FastPeriod           = 7;
input int          MiddlePeriod         = 14;
input int          SlowPeriod           = 28;
input double       OversoldLevel        = 30.0;
input double       OverboughtLevel      = 70.0;

input string       ___RiskManagement___ = "--- Risk Management ---";
input int          ATRPeriod            = 14;
input double       ATRMultiplier        = 2.0;
input double       RiskRewardRatio      = 2.0;
input bool         UseFixedLot          = false;
input double       FixedLotSize         = 0.01;
input double       RiskPercent          = 1.0;

input string       ___Filters___        = "--- Filters ---";
input int          MaxSpreadPoints      = 30;

input string       ___General___        = "--- General ---";
input ulong        MagicNumber          = 20260825;
input bool         EnableTrading        = true;

int atrHandle = INVALID_HANDLE;
datetime lastBarTime = 0;

double hArr[], lArr[], cArr[];

int OnInit()
{
   trade.SetExpertMagicNumber(MagicNumber);
   atrHandle = iATR(_Symbol, _Period, ATRPeriod);
   ArraySetAsSeries(hArr, true);
   ArraySetAsSeries(lArr, true);
   ArraySetAsSeries(cArr, true);
   return(INIT_SUCCEEDED);
}

void OnDeinit(const int reason)
{
   IndicatorRelease(atrHandle);
}

void OnTick()
{
   if (!EnableTrading)
      return;

   datetime currentBarTime = iTime(_Symbol, _Period, 0);
   if (currentBarTime == lastBarTime)
      return; // only evaluate once per new bar
   lastBarTime = currentBarTime;

   if (CountOpenPositions() > 0)
      return; // one position at a time

   long spreadPoints = SymbolInfoInteger(_Symbol, SYMBOL_SPREAD);
   if (spreadPoints > MaxSpreadPoints)
      return; // spread too wide right now, skip this bar

   int longest = MathMax(FastPeriod, MathMax(MiddlePeriod, SlowPeriod));
   int needed  = longest + 4;
   if (CopyHigh(_Symbol, _Period, 0, needed, hArr) < needed) return;
   if (CopyLow(_Symbol, _Period, 0, needed, lArr) < needed) return;
   if (CopyClose(_Symbol, _Period, 0, needed, cArr) < needed) return;

   double uoLast = CalculateUO(1);
   double uoPrev = CalculateUO(2);

   double atrArr[];
   ArraySetAsSeries(atrArr, true);
   if (CopyBuffer(atrHandle, 0, 0, 2, atrArr) < 2) return;
   double atr = atrArr[1];

   bool exitedOversold   = (uoPrev <= OversoldLevel && uoLast > OversoldLevel);
   bool exitedOverbought = (uoPrev >= OverboughtLevel && uoLast < OverboughtLevel);

   if (exitedOversold)
      OpenTrade(ORDER_TYPE_BUY, atr);
   else if (exitedOverbought)
      OpenTrade(ORDER_TYPE_SELL, atr);
}

//--- buying pressure and true range for a single bar
void BpTr(int idx, double &bp, double &tr)
{
   double prevClose = cArr[idx + 1];
   double trueLow   = MathMin(lArr[idx], prevClose);
   double trueHigh  = MathMax(hArr[idx], prevClose);

   bp = cArr[idx] - trueLow;
   tr = trueHigh - trueLow;
}

double AverageBpTr(int shift, int period)
{
   double bpSum = 0.0, trSum = 0.0, bp, tr;

   for (int j = 0; j < period; j++)
   {
      BpTr(shift + j, bp, tr);
      bpSum += bp;
      trSum += tr;
   }

   if (trSum <= 0.0)
      return(0.0);
   return(bpSum / trSum);
}

double CalculateUO(int shift)
{
   double avgFast   = AverageBpTr(shift, FastPeriod);
   double avgMiddle = AverageBpTr(shift, MiddlePeriod);
   double avgSlow   = AverageBpTr(shift, SlowPeriod);

   return(100.0 * ((4.0 * avgFast) + (2.0 * avgMiddle) + avgSlow) / 7.0);
}

int CountOpenPositions()
{
   int count = 0;
   for (int i = 0; i < PositionsTotal(); i++)
   {
      ulong ticket = PositionGetTicket(i);
      if (ticket > 0 && PositionSelectByTicket(ticket))
      {
         if (PositionGetString(POSITION_SYMBOL) == _Symbol && PositionGetInteger(POSITION_MAGIC) == (long)MagicNumber)
            count++;
      }
   }
   return(count);
}

void OpenTrade(ENUM_ORDER_TYPE type, double atr)
{
   double slDistance = atr * ATRMultiplier;
   double tpDistance = slDistance * RiskRewardRatio;
   double lots       = CalculateLotSize(slDistance);
   double price, sl, tp;

   if (type == ORDER_TYPE_BUY)
   {
      price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      sl = price - slDistance;
      tp = price + tpDistance;
      trade.Buy(lots, _Symbol, price, sl, tp, "Ultimate Oscillator Reversal EA");
   }
   else
   {
      price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      sl = price + slDistance;
      tp = price - tpDistance;
      trade.Sell(lots, _Symbol, price, sl, tp, "Ultimate Oscillator Reversal EA");
   }
}

double CalculateLotSize(double slDistance)
{
   if (UseFixedLot || slDistance <= 0)
      return(NormalizeLotSize(FixedLotSize));

   double riskAmount = AccountInfoDouble(ACCOUNT_BALANCE) * (RiskPercent / 100.0);
   double tickValue   = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
   double tickSize    = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
   if (tickSize <= 0 || tickValue <= 0)
      return(NormalizeLotSize(FixedLotSize));

   double slTicks = slDistance / tickSize;
   double lots    = riskAmount / (slTicks * tickValue);

   return(NormalizeLotSize(lots));
}

double NormalizeLotSize(double lots)
{
   double minLot  = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
   double maxLot  = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
   double lotStep = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
   if (lotStep <= 0)
      return(minLot);

   lots = MathFloor(lots / lotStep) * lotStep;
   if (lots < minLot)
      lots = minLot;
   if (lots > maxLot)
      lots = maxLot;
   return(lots);
}