/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Hans123 testing version.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "If AdjustDSTwhenBacktesting is true, expert assumes when backtesting that times are non-DST and adjusts by -1 for Apr-Oct."
//---- input parameters
extern double Lots=1;
extern int blOneTradeOnly=1;
extern bool AdjustDSTwhenBacktesting?=false;
extern bool Skip1stFriOfMonthIfBacktesting?=false;
extern int ClosedBarLowTrailAfterBE=0;
extern int Multiplier15mATR3TrailAfterBE=0;
extern int MultiplierH1ATR4TrailAfterBE=4;
extern int OrderHoursExpiry=0;
extern int blCancelPendingAtStartTime=1;
extern int blTakePartialProfitAtBEtime=0;
extern bool TakeRemainingSettingsFromCode?=false;
extern int TradeOpenTime=10;
extern int LookBackHrs=2;
extern int EOD=21;
extern int blCloseAtEOD=0;
extern int PipsAddedToRange=10;
extern int StopLossMax=80;
extern int BreakEven=20;
extern int TakeProfit=999;
extern int RangeMax=90;
extern int blIfRangeMaxStillOpenFarTrade=1;
//+------------------------------------------------------------------+
//| 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 EntryLong,EntryShort,SLLong,SLShort,TPLong,TPShort,CurrH1BarTime,LookbackBars,ATRtrail;
if ( ! IsTesting() ) Comment(" Tick no. ", iVolume(NULL,0,0));
//Settings
if (TakeRemainingSettingsFromCode?){
if (Symbol()=="EURUSD"){
TradeOpenTime=10;
LookBackHrs=4;
EOD=24;
blCloseAtEOD=1;
PipsAddedToRange=5;
StopLossMax=50;
BreakEven=30;
TakeProfit=80;
RangeMax=70;
blIfRangeMaxStillOpenFarTrade=0;
}
else if (Symbol()=="GBPUSD"){
TradeOpenTime=10;
LookBackHrs=4;
EOD=24;
blCloseAtEOD=1;
PipsAddedToRange=5;
StopLossMax=70;
BreakEven=40;
TakeProfit=120;
RangeMax=0;
blIfRangeMaxStillOpenFarTrade=0;
}
else {
TradeOpenTime=10;
LookBackHrs=4;
EOD=24;
blCloseAtEOD=1;
PipsAddedToRange=5;
StopLossMax=50;
BreakEven=30;
TakeProfit=80;
RangeMax=999;
blIfRangeMaxStillOpenFarTrade=0;
}
}
/*
if (IsTesting()) PeriodToReference=0;
else PeriodToReference=PERIOD_M1;
*/
PeriodToReference=0; //I.e. whatever timeframe the chart/backtest is in
CurrH1BarTime=iTime(NULL,PERIOD_H1,0);
//Count time
//if(TimeHour(CurrH1BarTime)>=TradeOpenTime-1)
if(IsTesting() && AdjustDSTwhenBacktesting? && TimeMonth(CurrH1BarTime)>=4 && TimeMonth(CurrH1BarTime)<=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 && CurrH1BarTime<StartTime){
for (i=0;i<OrdersTotal();i++){
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()==Symbol() && (OrderType()==OP_BUYSTOP || OrderType()==OP_SELLSTOP)) OrderDelete(OrderTicket());
}
}
//Set orders
if(CurrH1BarTime>= StartTime && CurrH1BarTime<StartTime+60*60){
//if(CurrH1BarTime>= StartTime && CurTime()<StartTime+5*60){
//Determine range
LookbackBars=0;
for (i=0;i<Bars;i++){
if (iTime(NULL,PeriodToReference,i) < CurrH1BarTime-(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);
TPLong =EntryLong+TakeProfit*Point;
TPShort =EntryShort-TakeProfit*Point;
//Check Orders
for (i=0;i<OrdersTotal();i++){
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()==Symbol() && (OrderType()==OP_BUYSTOP || OrderType()==OP_BUY)) Bought++;
if(Bought>1){ //more than 1 buy order
//if(CurTime()<=GlobalVariableGet("LastOrderTime")+10) Sleep(10000);
if(OrderSymbol()==Symbol() && OrderType()==OP_BUY) OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP) OrderDelete(OrderTicket());
}
if(OrderSymbol()==Symbol() && (OrderType()==OP_SELLSTOP || OrderType()==OP_SELL)) Sold++;
if(Sold>1){ //more than 1 sell order
//if(CurTime()<=GlobalVariableGet("LastOrderTime")+10) Sleep(10000);
if(OrderSymbol()==Symbol() && OrderType()==OP_SELL) OrderClose(OrderTicket(),OrderLots(),Ask,3,Red);
if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP) OrderDelete(OrderTicket());
}
}
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
//if(CurTime()<=GlobalVariableGet("LastOrderTime")+10) Sleep(10000);
ErrTemp=GetLastError(); //In order to clear any previous error
Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,EntryLong,3,SLLong,TPLong,NULL,0,0,Green);
/*
ErrTemp=GetLastError();
if(Ticket<0 && ErrTemp==130)
Print("INVALID STOPS??? EntryLong:",EntryLong, " SLLong:",SLLong, " TPLong:",TPLong);
Ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,SLLong,TPLong,NULL,0,0,Green);
*/
}
if(Sold==0 && EntryShort<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point){ //no sell order and price not right at the bottom of the range
//if(CurTime()<=GlobalVariableGet("LastOrderTime")+10) Sleep(10000);
ErrTemp=GetLastError(); //In order to clear any previous error
Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,EntryShort,3,SLShort,TPShort,NULL,0,0,Green);
/*
ErrTemp=GetLastError();
if(Ticket<0 && ErrTemp==130)
Print("INVALID STOPS??? EntryShort:",EntryShort, " SLShort:",SLShort, " TPShort:",TPShort);
Ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,SLShort,TPShort,NULL,0,0,Green);
*/
}
}
}
//Manage opened orders
if (blOneTradeOnly==1 && CurrH1BarTime>=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(OrderSymbol()==Symbol() && (OrderType()==OP_BUY || OrderType()==OP_SELL)) {OpenTicket=OrderTicket();}
if(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(CurTime()<=GlobalVariableGet("LastOrderTime")+10) Sleep(10000);
//uzavøení otevøených pozic na konci dne
if(OrderHoursExpiry>0 && CurrH1BarTime>=CloseUnhitOrdersTime){
if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP) OrderDelete(OrderTicket());
if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP) OrderDelete(OrderTicket());
}
if(blCloseAtEOD==1 && CurrH1BarTime>=EODTime){
if(OrderSymbol()==Symbol() && OrderType()==OP_BUY) OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
if(OrderSymbol()==Symbol() && OrderType()==OP_SELL) OrderClose(OrderTicket(),OrderLots(),Ask,3,Red);
if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP) OrderDelete(OrderTicket());
if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP) OrderDelete(OrderTicket());
}
//move at BE if profit>BE
else {
if(BreakEven>0 && OrderSymbol()==Symbol() && OrderType()==OP_BUY){
if(OrderStopLoss()<OrderOpenPrice() && iHigh(NULL,PeriodToReference,1)-OrderOpenPrice() >= BreakEven*Point){
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+5*Point,OrderTakeProfit(),0,Green);
if (blTakePartialProfitAtBEtime==1) OrderClose(OrderTicket(),OrderLots()/2,Bid,3,Green);
}
}
if(BreakEven>0 && OrderSymbol()==Symbol() && OrderType()==OP_SELL){
if(OrderStopLoss()>OrderOpenPrice() && OrderOpenPrice()-(iLow(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point) >= BreakEven*Point){
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-5*Point,OrderTakeProfit(),0,Green);
if (blTakePartialProfitAtBEtime==1) OrderClose(OrderTicket(),OrderLots()/2,Ask,3,Green);
}
}
}
}
if (ClosedBarLowTrailAfterBE>0) {
for (i=0;i<OrdersTotal();i++){
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(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(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(OrderSymbol()==Symbol() && OrderType()==OP_BUY){
ATRtrail=iATR(Symbol(),PERIOD_M15,3,1)*Multiplier15mATR3TrailAfterBE;
if(OrderStopLoss()>=OrderOpenPrice() && iOpen(NULL,PeriodToReference,1)-OrderStopLoss() > ATRtrail){
OrderModify(OrderTicket(),OrderOpenPrice(),iOpen(NULL,PeriodToReference,1)-ATRtrail,OrderTakeProfit(),0,Green);
}
}
if(OrderSymbol()==Symbol() && OrderType()==OP_SELL){
ATRtrail=iATR(Symbol(),PERIOD_M15,3,1)*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(OrderSymbol()==Symbol() && OrderType()==OP_BUY){
ATRtrail=iATR(Symbol(),PERIOD_H1,4,1)*MultiplierH1ATR4TrailAfterBE;
if(OrderStopLoss()>=OrderOpenPrice() && iOpen(NULL,PeriodToReference,1)-OrderStopLoss() > ATRtrail){
OrderModify(OrderTicket(),OrderOpenPrice(),iOpen(NULL,PeriodToReference,1)-ATRtrail,OrderTakeProfit(),0,Green);
}
}
if(OrderSymbol()==Symbol() && OrderType()==OP_SELL){
ATRtrail=iATR(Symbol(),PERIOD_H1,4,1)*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 Closes Orders by itself
It automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy
Other Features: