//+------------------------------------------------------------------+
//| ASC++.mq4 |
//| Copyright © 2005, Forex-Experts |
//| http://www.forex-experts.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Forex-Experts"
#property link "http://www.forex-experts.com"
//---- input parameters
extern double Lots = 0.10;
extern int TakeProfit = 100;
extern int StopLoss = 40;
extern int TrailingStop = 20;
extern int Risk=3;
extern int EntryStopLevel=10;
extern int EntryRange=27;
extern int TSLevel1=30;
extern int TSLevel2=60;
extern int SigValMin=5;
extern int Slippage=3; // Sllipage
double value2=0, value3=0, x1=70, x2=30;
double TrueCount=0,Range=0, AvgRange=0, MRO1=0, MRO2=0;
double val1=0, val2=0,t0=0,TradesOnSymbol=0;
double AvgRange3=0,price2=0,value30=0,dK2=0;
double V1=0,V2=0,P1=9,n1=9,n2=49,V3=0,V4=0,P2=54,wprfast=0,wprslow=0,cnt=0;
double value=0,price=0,dK=0, AvgRange2=0,WATR=0,AveragePeriod=10,Reg=1;
double ESLevel=0,vartime=0,SigValBuy=0,SigValSell=0,SigValBuy1=0,SigValSell1=0,timecntsell=0,timecntbuy=0,sl=0;
double nrtrr[10],nrtrg[10],nrtrwatrr[10],nrtrwatrg[10],ascsigbuy[30],ascsigsell[30],Table_value2[50];
int i=0,StartBars=1,bar=0,trend=0,trend2=0,shift=0,Counter=0,i1=0,cnt1=0,value10=10,value11=0;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
//t0 = StrToTime("2000.01.01 0:00");
//if (CurTime()>t0){
value10=3+Risk*2;
x1=67+Risk;
x2=33-Risk;
value11=value10;
//--------------------------------------------------------------------------------------------------------------------
wprfast=0;
wprslow=0;
V1=iWPR(NULL,0,P1,cnt)*iWPR(NULL,0,P1,0)/100;
V2=MathCeil(V1);
if (V2<n1) wprfast=V2;
if (V2>n2) wprfast=-(V2);
V3=iWPR(NULL,0,P2,cnt)*iWPR(NULL,0,P2,0)/100;
V4=MathCeil(V3);
if (V4<n1) wprslow=V4;
if (V4>n2) wprslow=-(V4);
//----------------------------------------------------------------------------------------------------------------------
AvgRange2=0;
for (i=AveragePeriod;i>=1; i--) {
dK = 1+(AveragePeriod-i)/AveragePeriod;
AvgRange2=AvgRange2+ dK*MathAbs(High[i]-Low[i]);
}
WATR = AvgRange2/AveragePeriod;
if (Close[StartBars-1] > Open[StartBars-1]) {
value = Close[StartBars - 1] * (1 - WATR);
trend = 1;
nrtrwatrg[0]= value;
nrtrwatrr[0]= 0;
}
if (Close[StartBars-1] < Open[StartBars-1]) {
value = Close[StartBars - 1] * (1 + WATR);
trend = -1;
nrtrwatrr[0]= value;
nrtrwatrg[0]= 0;
}
for (bar=50;bar>=0; bar--) {
if (trend >= 0) {
if (Close[bar] > price) price = Close[bar];
value = price * (1 - WATR);
if (Close[bar] < value) {
price = Close[bar];
value = price * (1 + WATR);
trend = -1;
}
}
else
if (trend <= 0) {
if (Close[bar] < price) price = Close[bar];
value = price * (1 + WATR);
if (Close[bar] > value) {
price = Close[bar];
value = price * (1 - WATR);
trend = 1;
}
}
if (trend == -1) {
nrtrwatrr[bar]= value;
nrtrwatrg[bar]= 0;
}
if (trend == 1) {
nrtrwatrg[bar]= value;
nrtrwatrr[bar]= 0;
}
}
//----------------------------------------------------------------------------------------------------
AvgRange3=0;
for (i=1; i<=AveragePeriod; i++) {
AvgRange3=AvgRange3 + MathAbs(High[i]-Low[i]);
}
dK2 = AvgRange3/AveragePeriod;
if (Close[0] > Open[0]) {
value30 = Close[0] * (1 - dK2);
trend2 = 1;
nrtrg[0]= value30;
nrtrr[0]=0;
}
if (Close[0] < Open[0]) {
value30 = Close[0] * (1 + dK2);
trend2 = -1;
nrtrr[0]=value30;
nrtrg[0]=0;
}
for (bar = 50; bar>=0; bar--) {
if (trend2 >= 0){
if (Close[bar] > price2) price2 = Close[bar];
value30 = price2 * (1 - dK2);
if (Close[bar] < value30) {
price2 = Close[bar];
value30 = price2 * (1 + dK2);
trend2 = -1;
}
}
else
if (trend2 <= 0) {
if (Close[bar] < price2) price2 = Close[bar];
value30 = price2 * (1 + dK2);
if (Close[bar] > value30) {
price2 = Close[bar];
value30 = price2 * (1 - dK2);
trend2 = 1;
}
}
if (trend2 == -1) {
nrtrr[bar]= value30;
nrtrg[bar]= 0;
}
if (trend2 == 1) {
nrtrg[bar]= value30;
nrtrr[bar]= 0;
}
}
//----------------------------------------------------------------------------------------------------
//ArrayInitialize(Table_value2,0);
//ArrayInitialize(ascsigbuy,0);
//ArrayInitialize(ascsigsell,0);
for (shift=30; shift>=0; shift--) {
// Table_value2[shift,1]=0;
// Table_value2[shift,2]=0;
// ascsigbuy[shift]=0;
// ascsigsell[shift]=0;
Counter=shift;
Range=0.0;
AvgRange=0.0;
for (Counter=shift; Counter<=shift+9; Counter++) AvgRange=AvgRange+MathAbs(High[Counter]-Low[Counter]);
Range=AvgRange/10;
Counter=shift;
TrueCount=0;
while (Counter<shift+9 && TrueCount<1)
{if (MathAbs(Open[Counter]-Close[Counter+1])>=Range*2.0) TrueCount=TrueCount+1;
Counter=Counter+1;
}
if (TrueCount>=1) {MRO1=Counter;} else {MRO1=-1;}
Counter=shift;
TrueCount=0;
while (Counter<shift+6 && TrueCount<1)
{if (MathAbs(Close[Counter+3]-Close[Counter])>=Range*4.6) TrueCount=TrueCount+1;
Counter=Counter+1;
}
if (TrueCount>=1) {MRO2=Counter;} else {MRO2=-1;}
if (MRO1>-1) {value11=3;} else {value11=value10;}
if (MRO2>-1) {value11=4;} else {value11=value10;}
value2=100-MathAbs(iWPR(NULL,0,value11,shift)); // PercentR(value11=9)
Table_value2[shift]=value2;
value3=0;
if (value2<x2)
{i1=1;
while (Table_value2[shift+i1]>=x2 && Table_value2[shift+i1]<=x1){i1++;}
if (Table_value2[shift+i1]>x1)
{
value3=High[shift]+Range*0.5;
val1=value3;
val2=0;
}
}
if (value2>x1)
{i1=1;
while (Table_value2[shift+i1]>=x2 && Table_value2[shift+i1]<=x1){i1++;}
if (Table_value2[shift+i1]<x2)
{
value3=Low[shift]-Range*0.5;
val2=value3;
val1=0;
}
}
ascsigsell[shift]=val1;
ascsigbuy[shift]=val2;
}
if (ascsigsell[1]>0 && ascsigsell[0]>0)
{
SigValSell=Period();
timecntbuy=0;
SigValBuy=0;
}
if (ascsigbuy[1]>0 && ascsigsell[0]>0){
timecntbuy=0;
SigValBuy=0;
if (timecntsell!=Minute())
{
SigValSell=SigValSell+1;
timecntsell=Minute();
}
}
if (ascsigbuy[1]>0 && ascsigbuy[0]>0)
{
SigValBuy=Period();
timecntsell=0;
SigValSell=0;
}
if (ascsigsell[1]>0 && ascsigbuy[0]>0)
{
timecntsell=0;
SigValSell=0;
if (timecntbuy!=Minute())
{
SigValBuy=SigValBuy+1;
timecntbuy=Minute();
}
}
//----------------------------------------------------------------------------------------------------------
//----------------------------------------------------------------------------------------------------------
Comment("ascbuy: ",ascsigbuy[0]," ","buysigval: ",SigValBuy,"\n",
"ascsell: ",ascsigsell[0]," ","sellsigval: ",SigValSell,"\n",
"nrtrwatrg[0]: ",nrtrwatrg[0]," ","nrtrg[0]: ",nrtrg[0],"\n",
"nrtrwatrg[1]: ",nrtrwatrg[1]," ","nrtrg[1]: ",nrtrg[1],"\n",
"nrtrwatrr[0]: ",nrtrwatrr[0]," ","nrtrr[0]: ",nrtrr[0],"\n",
"nrtrwatrr[1]: ",nrtrwatrr[1]," ","nrtrr[1]: ",nrtrr[1],"\n",
"wprfast: ",wprfast," ","wprslow :",wprslow,"\n",
"Range: ",NormalizeDouble(Range/Point,0));
//----------------------------------------------------------------------------------------------------------
TradesOnSymbol=0;
for(cnt1=0;cnt1<OrdersTotal();cnt1++)
{
OrderSelect(cnt1, SELECT_BY_POS, MODE_TRADES);
if ((OrderType()==OP_SELLSTOP || OrderType()==OP_BUYSTOP ||
OrderType()==OP_SELLLIMIT || OrderType()==OP_BUYLIMIT ||
OrderType()==OP_BUY || OrderType()==OP_SELL) &&
OrderSymbol()==Symbol()) { TradesOnSymbol=TradesOnSymbol+1;}
}
if (TradesOnSymbol==0) {
//BuySetup-----------------------------------------------------------------------------------------------
if (ascsigbuy[0]!=0) {
if (wprfast>0) {
if (wprslow>=0) {
if (Range<EntryRange*Point && Table_value2[0]>x1 && SigValBuy>SigValMin) {
if (nrtrwatrg[0]>0 || Ask>nrtrwatrr[0]) {
if (nrtrwatrg[1]==0) sl=ascsigbuy[0]; else sl = nrtrwatrg[1];
OrderSend(Symbol(),OP_BUYSTOP,Lots,Ask+EntryStopLevel*Point,Slippage,sl,Ask+EntryStopLevel*Point+TakeProfit*Point,"ASC++",16384,0,Lime);
vartime=TimeHour(Time[0]);
return(0);
}
}
}
}
}
//SellSetup-----------------------------------------------------------------------------------
if (ascsigsell[0]!=0) {
if (wprfast<0) {
if (wprslow<=0) {
if (Range<EntryRange*Point && Table_value2[0]<x2 && SigValSell>SigValMin) {
if (nrtrwatrr[0]>0 || Bid<nrtrwatrg[0]) {
if (nrtrwatrr[1]==0) sl =ascsigsell[0]; else sl = nrtrwatrr[1];
OrderSend(Symbol(),OP_SELLSTOP,Lots,Bid-EntryStopLevel*Point,Slippage,sl,Bid-EntryStopLevel*Point-TakeProfit*Point,"ASC++",16384,0,Red);
vartime=TimeHour(Time[0]);
return(0);
}
}
}
}
}
}
//Trademanagment-------------------------------------------------------------------------------
for(i=0;i<OrdersTotal();i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol()==Symbol()) {
if (ascsigbuy[0]!=0) {
if (wprfast>0) {
if (OrderType()==OP_SELLSTOP) {
OrderDelete(OrderTicket());
return(0);
}
if (OrderType()==OP_SELL) {
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
return(0);
}
}
}
if (ascsigsell[0]!=0) {
if (wprfast<0) {
if (OrderType()==OP_BUYSTOP) {
OrderDelete(OrderTicket());
return(0);
}
if (OrderType()==OP_BUY) {
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Lime);
return(0);
}
}
}
if (OrderType()==OP_BUYSTOP)
{
if (TimeHour(Time[0])!= vartime)
{
if (High[2]>High[1])
{
OrderModify(OrderTicket(),OrderOpenPrice()-(High[2]-High[1]),OrderStopLoss(),OrderTakeProfit(),Red);
vartime=TimeHour(Time[0]);
}
}
}
if (OrderType()==OP_SELLSTOP)
{
if (TimeHour(Time[0])!= vartime)
{
if (Low[2]<Low[1] )
{
OrderModify(OrderTicket(),OrderOpenPrice()+(Low[1]-Low[2]),OrderStopLoss(),OrderTakeProfit(),Red);
vartime=TimeHour(Time[0]);
}
}
}
if (OrderType()==OP_BUY)
{
if (OrderStopLoss()<nrtrwatrg[1])
{
OrderModify(OrderTicket(),OrderOpenPrice(),nrtrwatrg[1],OrderTakeProfit(),Red);
}
}
if (OrderType()==OP_SELL)
{
if (OrderStopLoss()>nrtrwatrr[1])
{
OrderModify(OrderTicket(),OrderOpenPrice(),nrtrwatrr[1],OrderTakeProfit(),Red);
}
}
if (OrderType()==OP_BUY)
{
if ((Bid-OrderOpenPrice())>(Point*TSLevel1) && (Bid-OrderOpenPrice())<(Point*TSLevel2))
{
if (OrderStopLoss()<nrtrwatrg[1])
{
OrderModify(OrderTicket(),OrderOpenPrice(),nrtrwatrg[1],OrderTakeProfit(),Red);
}
}
}
if (OrderType()==OP_SELL)
{
if ((OrderOpenPrice()-Ask)>(Point*TSLevel1) && (OrderOpenPrice()-Ask)<(Point*TSLevel2))
{
if (OrderStopLoss()>nrtrwatrr[1])
{
OrderModify(OrderTicket(),OrderOpenPrice(),nrtrwatrr[1],OrderTakeProfit(),Red);
}
}
}
if (OrderType()==OP_BUY)
{
if ((Bid-OrderOpenPrice())>(Point*TSLevel2))
{
if (OrderStopLoss()<nrtrg[1])
{
OrderModify(OrderTicket(),OrderOpenPrice(),nrtrg[1],OrderTakeProfit(),Red);
}
}
}
if (OrderType()==OP_SELL)
{
if ((OrderOpenPrice()-Ask)>=(Point*TSLevel2))
{
if (OrderStopLoss()>nrtrr[1])
{
OrderModify(OrderTicket(),OrderOpenPrice(),nrtrr[1],OrderTakeProfit(),Red);
}
}
}
}
}
//}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Larry William percent range indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
Other Features:
