/*-----------------------------+ | | | Shared by www.Aptrafx.com | | | +------------------------------*/ //+------------------------------------------------------------------+ //| version.mq4 | //| Copyright © 2005, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "http://www.strategybuilderfx.com/showpost.php?p=166491&postcount=5807" //---- input parameters extern double LotsIfNoMM=1; extern bool UseMM=false; extern double MMRiskFactor=0.2; extern double MMBalanceExcludeAmt=0; extern double MMBalanceShareDivisor=1; extern int TradeOpenTime=10; extern int LookBackHrs=2; extern int PipsAddedToRange=10; extern int StopLossMax=80; extern int BreakEvenPlus5At=20; extern int TakeProfit=999; extern int blTakeProfitOverrideMatchSL=0; int blExitAtDailyBarRangeIfInProfit=0; //Left experimental code in, but results no good and needs to be made to work on both closed bars and every tick int DailyBarRange=120; extern int blCloseAtEOD=0; extern int EOD=21; extern int blOneTradeOnly=1; extern int ClosedBarLowTrailAfterBE=0; extern int Multiplier15mATR3TrailAfterBE=0; extern int MultiplierH1ATR4TrailAfterBE=4; extern int RangeMax=90; extern int blIfRangeMaxStillOpenFarTrade=1; extern int OrderHoursExpiry=0; extern int blCancelPendingAtStartTime=1; extern bool AdjustDSTwhenBacktesting?=false; extern bool Skip1stFriOfMonthIfBacktesting?=false; int blTakePartialProfitAtBEtime=0; //The code is not reliable for anything but backtest extern int MagicNum=253660 ; extern string TradeComment="BO_Trend"; //--- MM calculation double CalculateMMLot() { double lot_min =MarketInfo(Symbol(),MODE_MINLOT); double lot_max =MarketInfo(Symbol(),MODE_MAXLOT); double lot_step=MarketInfo(Symbol(),MODE_LOTSTEP); double lot; //--- check data if(lot_min<0 || lot_max<=0.0 || lot_step<=0.0) { Print("CalculateMMLot: invalid MarketInfo() results [",lot_min,",",lot_max,",",lot_step,"]"); return(0); } if(AccountLeverage()<=0) { Print("CalculateMMLot: invalid AccountLeverage() [",AccountLeverage(),"]"); return(0); } //--- basic formula lot=NormalizeDouble((AccountBalance()-MMBalanceExcludeAmt)/MMBalanceShareDivisor*MMRiskFactor/AccountLeverage()/10.0,2); //--- additional calculation // ... //--- check min, max and step lot=NormalizeDouble(lot/lot_step,0)*lot_step; if(lot<lot_min) lot=lot_min; if(lot>lot_max) lot=lot_max; //--- return(lot); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- int i,Ticket,LastOrderTime,StartTime,EODTime,CloseUnhitOrdersTime,Bought=0,Sold=0,PeriodToReference=0,ErrTemp=0; int PendingTicket,OpenTicket,Last15mATRTrailBarTime,LastH1ATRTrailBarTime; double Lots,EntryLong,EntryShort,SLLong,SLShort,TPLong,TPShort,CurrBarTime,LookbackBars,ATRtrail; if ( ! IsTesting() ) Comment(" Time ", StringSubstr(TimeToStr(CurTime()),StringLen(TimeToStr(CurTime()))-1-5)," Tick no. ", iVolume(NULL,0,0)); if (UseMM) Lots=CalculateMMLot(); else Lots=LotsIfNoMM; /* if (IsTesting()) PeriodToReference=0; else PeriodToReference=PERIOD_M1; */ PeriodToReference=0; //I.e. whatever timeframe the chart/backtest is in CurrBarTime=iTime(NULL,PeriodToReference,0); //Count time //if(TimeHour(CurrBarTime)>=TradeOpenTime-1) if(IsTesting() && AdjustDSTwhenBacktesting? && TimeMonth(CurrBarTime)>=4 && TimeMonth(CurrBarTime)<=10) { StartTime= StrToTime(TradeOpenTime-1+":00"); CloseUnhitOrdersTime= StrToTime(TradeOpenTime+OrderHoursExpiry-1+":00"); if(DayOfWeek()==5) EODTime = MathMin(StrToTime("22:00"),StrToTime(EOD-1+":00")); else EODTime = StrToTime(EOD-1+":00"); } else { StartTime= StrToTime(TradeOpenTime+":00"); CloseUnhitOrdersTime= StrToTime(TradeOpenTime+OrderHoursExpiry+":00"); if(DayOfWeek()==5) EODTime = MathMin(StrToTime("22:00"),StrToTime(EOD+":00")); else EODTime = StrToTime(EOD+":00"); } if(blCancelPendingAtStartTime == 1 && CurTime()> StartTime-15*60 && CurrBarTime<StartTime) { for (i=0;i<OrdersTotal();i++) { OrderSelect(i,SELECT_BY_POS,MODE_TRADES); if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && (OrderType()==OP_BUYSTOP || OrderType()==OP_SELLSTOP)) OrderDelete(OrderTicket()); } } //Set orders //The first criteria tests for a bug where StrToTime returns the previous date until 3:00 AM. if(TimeDay(StrToTime(TimeHour(CurrBarTime)+":00")) == TimeDay(CurrBarTime) && CurrBarTime>= StartTime && StrToTime(TimeHour(CurrBarTime)+":00")<StartTime+60*60) { //Determine range LookbackBars=0; for (i=0;i<Bars;i++) { if (iTime(NULL,PeriodToReference,i) < StrToTime(TimeHour(CurrBarTime)+":00")-(LookBackHrs*60*60)) { LookbackBars=i+1; break; } } if (LookbackBars==0) return(0); //exit if not enough bars on current timeframe EntryLong =iHigh(NULL,PeriodToReference,Highest(NULL,PeriodToReference,MODE_HIGH,LookbackBars,1))+(PipsAddedToRange+MarketInfo(Symbol(),MODE_SPREAD))*Point; EntryShort =iLow (NULL,PeriodToReference,Lowest (NULL,PeriodToReference,MODE_LOW, LookbackBars,1))-PipsAddedToRange*Point; SLLong =MathMax(EntryLong-StopLossMax*Point,EntryShort); SLShort =MathMin(EntryShort+StopLossMax*Point,EntryLong); if (blTakeProfitOverrideMatchSL==0) { TPLong =EntryLong+TakeProfit*Point; TPShort =EntryShort-TakeProfit*Point; } else { TPLong =EntryLong+(EntryLong-SLLong); TPShort =EntryShort-(SLShort-EntryShort); } //Check Orders for (i=0;i<OrdersTotal();i++) { OrderSelect(i,SELECT_BY_POS,MODE_TRADES); if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && (OrderType()==OP_BUYSTOP || OrderType()==OP_BUY)) { Bought++; //Fix stop if too wide due to slippage if (OrderStopLoss()<OrderOpenPrice()-(StopLossMax+2)*Point) OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-StopLossMax*Point,OrderTakeProfit(),OrderExpiration(),Green); } if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && (OrderType()==OP_SELLSTOP || OrderType()==OP_SELL)) { Sold++; //Fix stop if too wide due to slippage if (OrderStopLoss()>OrderOpenPrice()+(StopLossMax+2)*Point) OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+StopLossMax*Point,OrderTakeProfit(),OrderExpiration(),Green); } } if (RangeMax != 0 && EntryLong-EntryShort>=RangeMax*Point) //So we can filter out large ranges { if (blIfRangeMaxStillOpenFarTrade==1) { //Ensures that only the trigger furthest from the current price will be set. If price moves back to the other side of the range within the hour, the second trade will also be set. if (iClose(NULL,PeriodToReference,1)-EntryShort < EntryLong-iClose(NULL,PeriodToReference,1)) { Sold=1; //Print("HERE"); } else { Bought=1; } } else { // Ensures that no trades will be opened Bought=1; Sold=1; } } if (! (IsTesting() && Skip1stFriOfMonthIfBacktesting? && DayOfWeek()==5 && Day()<8)) { if(Bought==0 && EntryLong>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point) //no buy order and price not right at the top of the range { Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,EntryLong,3,SLLong,TPLong,TradeComment,MagicNum,0,Green); } if(Sold==0 && EntryShort<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point) //no sell order and price not right at the bottom of the range { Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,EntryShort,3,SLShort,TPShort,TradeComment,MagicNum,0,Green); } } } //Manage opened orders if (blOneTradeOnly==1 && CurrBarTime>=StartTime+60*60) //Delete the second pending trade if the other has been hit and new orders are no longer being placed { OpenTicket=0; PendingTicket=0; for (i=0;i<OrdersTotal();i++) { OrderSelect(i,SELECT_BY_POS,MODE_TRADES); if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && (OrderType()==OP_BUY || OrderType()==OP_SELL)) {OpenTicket=OrderTicket();} if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && (OrderType()==OP_BUYSTOP || OrderType()==OP_SELLSTOP)) {PendingTicket=OrderTicket();} } if (OpenTicket != 0 && PendingTicket != 0) //This assumes that there will only be two trades set at any given time { OrderDelete(PendingTicket); } } for (i=0;i<OrdersTotal();i++) { OrderSelect(i,SELECT_BY_POS,MODE_TRADES); if(OrderHoursExpiry>0 && CurrBarTime>=CloseUnhitOrdersTime) { if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP) OrderDelete(OrderTicket()); if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP) OrderDelete(OrderTicket()); } if(blCloseAtEOD==1 && CurrBarTime>=EODTime) { if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY) OrderClose(OrderTicket(),OrderLots(),Bid,3,Red); if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL) OrderClose(OrderTicket(),OrderLots(),Ask,3,Red); if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP) OrderDelete(OrderTicket()); if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP) OrderDelete(OrderTicket()); } else { //move at BE if profit>BE if(BreakEvenPlus5At>0 && OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY) { if(OrderStopLoss()<OrderOpenPrice() && iHigh(NULL,PeriodToReference,1)-OrderOpenPrice() >= BreakEvenPlus5At*Point) { OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+5*Point,OrderTakeProfit(),0,Green); if (blTakePartialProfitAtBEtime==1) OrderClose(OrderTicket(),OrderLots()/2,Bid,3,Green); } } if(BreakEvenPlus5At>0 && OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL) { if(OrderStopLoss()>OrderOpenPrice() && OrderOpenPrice()-(iLow(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point) >= BreakEvenPlus5At*Point) { OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-5*Point,OrderTakeProfit(),0,Green); if (blTakePartialProfitAtBEtime==1) OrderClose(OrderTicket(),OrderLots()/2,Ask,3,Green); } } //If blExitAtDailyBarRangeIfInProfit turned on, exit at daily range if in profit if (blExitAtDailyBarRangeIfInProfit==1) { if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY) { if(OrderProfit()>0 && iHigh(Symbol(),PERIOD_D1,0)-iLow(Symbol(),PERIOD_D1,0)>DailyBarRange*Point) { OrderClose(OrderTicket(),OrderLots(),Bid,3,Red); } } if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL) { if(OrderProfit()>0 && iHigh(Symbol(),PERIOD_D1,0)-iLow(Symbol(),PERIOD_D1,0)>DailyBarRange*Point) { OrderClose(OrderTicket(),OrderLots(),Ask,3,Red); } } } } } if (ClosedBarLowTrailAfterBE>0) { for (i=0;i<OrdersTotal();i++) { OrderSelect(i,SELECT_BY_POS,MODE_TRADES); if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY) { if(OrderStopLoss()>=OrderOpenPrice() && iLow(NULL,PeriodToReference,1)-OrderStopLoss() > ClosedBarLowTrailAfterBE*Point) { OrderModify(OrderTicket(),OrderOpenPrice(),iLow(NULL,PeriodToReference,1)-ClosedBarLowTrailAfterBE*Point,OrderTakeProfit(),0,Green); } } if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL) { if(OrderStopLoss()<=OrderOpenPrice() && OrderStopLoss()-((iHigh(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point)) > ClosedBarLowTrailAfterBE*Point) { OrderModify(OrderTicket(),OrderOpenPrice(),((iHigh(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point))+ClosedBarLowTrailAfterBE*Point,OrderTakeProfit(),0,Green); } } } } if (Multiplier15mATR3TrailAfterBE>0 && iTime(Symbol(),PERIOD_M15,0)> Last15mATRTrailBarTime) { Last15mATRTrailBarTime=iTime(Symbol(),PERIOD_M15,0); for (i=0;i<OrdersTotal();i++) { OrderSelect(i,SELECT_BY_POS,MODE_TRADES); if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY) { if (Digits==4) { ATRtrail=iATR(Symbol(),PERIOD_M15,3,1)*Multiplier15mATR3TrailAfterBE; } else { ATRtrail=NormalizeDouble(iATR(Symbol(),PERIOD_M15,3,1),Digits)*Multiplier15mATR3TrailAfterBE; } if(OrderStopLoss()>=OrderOpenPrice() && iOpen(NULL,PeriodToReference,1)-OrderStopLoss() > ATRtrail) { OrderModify(OrderTicket(),OrderOpenPrice(),iOpen(NULL,PeriodToReference,1)-ATRtrail,OrderTakeProfit(),0,Green); } } if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL) { if (Digits==4) { ATRtrail=iATR(Symbol(),PERIOD_M15,3,1)*Multiplier15mATR3TrailAfterBE; } else { ATRtrail=NormalizeDouble(iATR(Symbol(),PERIOD_M15,3,1),Digits)*Multiplier15mATR3TrailAfterBE; } if(OrderStopLoss()<=OrderOpenPrice() && OrderStopLoss()-((iOpen(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point)) > ATRtrail) { OrderModify(OrderTicket(),OrderOpenPrice(),((iOpen(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point))+ATRtrail,OrderTakeProfit(),0,Green); } } } } if (MultiplierH1ATR4TrailAfterBE>0 && iTime(Symbol(),PERIOD_H1,0)> LastH1ATRTrailBarTime) { LastH1ATRTrailBarTime=iTime(Symbol(),PERIOD_H1,0); for (i=0;i<OrdersTotal();i++) { OrderSelect(i,SELECT_BY_POS,MODE_TRADES); if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY) { if (Digits==4) { ATRtrail=iATR(Symbol(),PERIOD_H1,4,1)*MultiplierH1ATR4TrailAfterBE; } else { ATRtrail=NormalizeDouble(iATR(Symbol(),PERIOD_H1,4,1),Digits)*MultiplierH1ATR4TrailAfterBE; } if(OrderStopLoss()>=OrderOpenPrice() && iOpen(NULL,PeriodToReference,1)-OrderStopLoss() > ATRtrail) { OrderModify(OrderTicket(),OrderOpenPrice(),iOpen(NULL,PeriodToReference,1)-ATRtrail,OrderTakeProfit(),0,Green); } } if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL) { if (Digits==4) { ATRtrail=iATR(Symbol(),PERIOD_H1,4,1)*MultiplierH1ATR4TrailAfterBE; } else { ATRtrail=NormalizeDouble(iATR(Symbol(),PERIOD_H1,4,1),Digits)*MultiplierH1ATR4TrailAfterBE; } if(OrderStopLoss()<=OrderOpenPrice() && OrderStopLoss()-((iOpen(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point)) > ATRtrail) { OrderModify(OrderTicket(),OrderOpenPrice(),((iOpen(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point))+ATRtrail,OrderTakeProfit(),0,Green); } } } } return(0); } //+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains tick volumes of each bar
Series array that contains the highest prices of each bar
Series array that contains close prices for each bar
Series array that contains the lowest prices of each bar
Series array that contains open prices of each bar
Indicator Curves created:
Indicators Used:
Indicator of the average true range
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
It Closes Orders by itself
Other Features: