//+------------------------------------------------------------------+
//| BLOCKBUSTER EA.mq4 |
//| Copyright © 2006, |
//| |
//+------------------------------------------------------------------+
#property copyright "Ron Thompson"
#property link "http://www.lightpatch.com/forex"
// user input
extern double ProfitMade= 3; // how much money do you expect to make
extern double LossLimit= 20; // how much loss can you tolorate
extern double BDistance= 3; // plus how much
extern int BPeriod= 4; // Bollinger period
extern int Deviation= 2; // Bollinger deviation
extern double Lots = 1.0; // how many lots to trade at a time
extern bool LotIncrease= true; // grow lots based on balance = true
// non-external flag settings
int Slippage=2; // how many pips of slippage can you tolorate
bool logging=false; // log data or not
bool logerrs=false; // log errors or not
bool logtick=false; // log tick data while orders open (or not)
bool OneOrderOnly=true; // one order at a time or not
// naming and numbering
int MagicNumber =200607121116; // allows multiple experts to trade on same account
string TradeComment="_bolltrade_v01.txt"; // comment so multiple EAs can be seen in Account History
double StartingBalance=0; // lot size control if LotIncrease == true
// Bar handling
datetime bartime=0; // used to determine when a bar has moved
int bartick=0; // number of times bars have moved
// Trade control
bool TradeAllowed=true; // used to manage trades
// Min/Max tracking and tick logging
int maxOrders; // statistic for maximum numbers or orders open at one time
double maxEquity; // statistic for maximum equity level
double minEquity; // statistic for minimum equity level
double maxOEquity; // statistic for maximum equity level per order
double minOEquity; // statistic for minimum equity level per order
double EquityPos=0; // statistic for number of ticks order was positive
double EquityNeg=0; // statistic for number of ticks order was negative
double EquityZer=0; // statistic for number of ticks order was zero
// used for verbose error logging
#include <stdlib.mqh>
//+------------------------------------------------------------+
//| Custom init |
//|------------------------------------------------------------+
// Called ONCE when EA is added to chart or recompiled
int init()
{
if(LotIncrease)
{
StartingBalance=AccountBalance()/Lots;logwrite(TradeComment,"LotIncrease ACTIVE Account balance="+AccountBalance()+" Lots="+Lots+" StartingBalance="+StartingBalance);
}
else
{
logwrite(TradeComment,"LotIncrease NOT ACTIVE Account balance="+AccountBalance()+" Lots="+Lots);
}
logwrite(TradeComment,"Init Complete");
Comment(" ");
}
// Called ONCE when EA is removed from chart
//+------------------------------------------------------------------+
//|Custom DE-init |
//+------------------------------------------------------------------+
int deinit()
{
// always indicate deinit statistics
logwrite(TradeComment,"MAX number of orders "+maxOrders);
logwrite(TradeComment,"MAX equity "+maxEquity);
logwrite(TradeComment,"MIN equity "+minEquity);
// so you can see stats in journal
Print("MAX number of orders "+maxOrders);
Print("MAX equity "+maxEquity);
Print("MIN equity "+minEquity);
//
logwrite(TradeComment,"DE-Init Complete");
//
Comment(" ");
}
// Called EACH TICK and each Bar[]
//+------------------------------------------------------------------+
//| Main |
//+------------------------------------------------------------------+
int start()
{
int cnt=0;
int gle=0;
int ticket=0;
int OrdersPerSymbol=0;
int OrdersBUY=0;
int OrdersSELL=0;
// stoploss and takeprofit and close control
double SL=0;
double TP=0;
double CurrentProfit=0;
double CurrentBasket=0;
// direction control
bool BUYme=false;
bool SELLme=false;
// bar counting
if(bartime!=Time[0])
{
bartime=Time[0];
bartick++;
TradeAllowed=true;
}
// Lot increasement based on AccountBalance when expert is started
// this will trade 1.0, then 1.1, then 1.2 etc as account balance grows
// or 0.9 then 0.8 then 0.7 as account balance shrinks
if(LotIncrease)
{
Lots=NormalizeDouble(AccountBalance()/StartingBalance,1);
if(Lots>500.0) Lots=500.0;
}
OrdersPerSymbol=0;
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
{
OrdersPerSymbol++;
if(OrderType()==OP_BUY) {OrdersBUY++;}
if(OrderType()==OP_SELL){OrdersSELL++;}
}
}
// keep some statistics
if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol;
//+--------------------------------------------------------+
//| Insert your indicator here |
//| And set either BUYme or |
//| SELLme true to place orders |
//+--------------------------------------------------------+
double bup=iBands(Symbol(),0,BPeriod,Deviation,0,PRICE_OPEN,MODE_UPPER,0);
double bdn=iBands(Symbol(),0,BPeriod,Deviation,0,PRICE_OPEN,MODE_LOWER,0);
//
if(Close[0]>bup+(BDistance*Point)) SELLme=true;
if(Close[0]<bdn-(BDistance*Point)) BUYme=true;
//+--------------------------------------------------------+
//| End Insert |
//+--------------------------------------------------------+
//ENTRY LONG (buy, Ask)
if((OneOrderOnly && OrdersPerSymbol==0 && BUYme)||(!OneOrderOnly && TradeAllowed && BUYme) )
{
while(true)
{
if(LossLimit ==0) SL=0; else SL=Ask-((LossLimit+10)*Point );
if(ProfitMade==0) TP=0; else TP=Ask+((ProfitMade+10)*Point );
//
ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,TradeComment,MagicNumber,Blue);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"BUY Ticket="+ticket+" Ask="+Ask+" Lots="+Lots+" SL="+SL+" TP="+TP);
maxOEquity=0;
minOEquity=0;
EquityPos=0;
EquityNeg=0;
EquityZer=0;
TradeAllowed=false;
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- opening BUY order :"+gle+" ticket="+ticket+" "+ErrorDescription(gle));
}
}//while
}//BUYme
//ENTRY SHORT (sell, Bid)
if((OneOrderOnly && OrdersPerSymbol==0 && SELLme)||(!OneOrderOnly && TradeAllowed && SELLme) )
{
while(true)
{
if(LossLimit ==0) SL=0; else SL=Bid+((LossLimit+10)*Point );
if(ProfitMade==0) TP=0; else TP=Bid-((ProfitMade+10)*Point );
//
ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"SELL Ticket="+ticket+" Bid="+Bid+" Lots="+Lots+" SL="+SL+" TP="+TP);
maxOEquity=0;
minOEquity=0;
EquityPos=0;
EquityNeg=0;
EquityZer=0;
TradeAllowed=false;
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR-----opening SELL order :"+gle+" ticket="+ticket+" "+ErrorDescription(gle));
}
}//while
}//SELLme
// accumulate statistics
CurrentBasket=AccountEquity()-AccountBalance();
if(CurrentBasket>maxEquity)
{
maxEquity=CurrentBasket;
maxOEquity=CurrentBasket;
}
if(CurrentBasket<minEquity)
{
minEquity=CurrentBasket;
minOEquity=CurrentBasket;
}
if(CurrentBasket>0) EquityPos++;
if(CurrentBasket<0) EquityNeg++;
if(CurrentBasket==0) EquityZer++;
// Order Management
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber )
{
if(OrderType()==OP_BUY)
{
CurrentProfit=Bid-OrderOpenPrice() ;
if(logtick) logwrite(TradeComment,"BUY CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point);
// Did we make a profit
//======================
if(ProfitMade>0 && CurrentProfit>=(ProfitMade*Point))
{
while(true)
{
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Purple);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"CLOSE BUY PROFIT Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer);
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE BUY PROFIT Bid="+Bid+" error="+gle+" "+ErrorDescription(gle));
}
}//while
}//if
// Did we take a loss
//====================
if(LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) )
{
while(true)
{
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Purple);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"CLOSE BUY LOSS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer);
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE BUY LOSS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle));
}
}//while
}//if
} // if BUY
if(OrderType()==OP_SELL)
{
CurrentProfit=OrderOpenPrice()-Ask;
if(logtick) logwrite(TradeComment,"SELL CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point);
// Did we make a profit
//======================
if(ProfitMade>0 && CurrentProfit>=(ProfitMade*Point) )
{
while(true)
{
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"CLOSE SELL PROFIT Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer);
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR-----CLOSE SELL PROFIT Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
}
}//while
}//if
// Did we take a loss
//====================
if(LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) )
{
while(true)
{
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"CLOSE SELL LOSS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer);
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR-----CLOSE SELL LOSS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
}
}//while
}//if
} //if SELL
} // if(OrderSymbol)
} // for
} // start()
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void logwrite (string filename, string mydata)
{
int myhandle;
myhandle=FileOpen(Symbol()+"_"+filename,
FILE_CSV|FILE_WRITE|FILE_READ, ";");
if(myhandle>0)
{
FileSeek(myhandle,0,SEEK_END);
FileWrite(myhandle, mydata+" "+CurTime());
FileClose(myhandle);
}
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Bollinger bands 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
Other Features:
Uses files from the file system
It writes information to file
