//+------------------------------------------------------------------+
//| CrossMa.mq4 |
//| Copyright © 2005, George-on-Don |
//| http://www.forex.aaanet.ru |
//+------------------------------------------------------------------+
#include <stdlib.mqh>
#include <stderror.mqh>
#define MAGICMA 20050610
extern double Lots = 0.1;
extern double MaximumRisk = 0.02;
extern double DecreaseFactor = 3;
extern double MovingPeriod = 12;
extern double MovingShift = 0;
extern double MovingPeriod1 = 4;
extern double AtrPer = 6;
extern bool SndMl = True ;
//+------------------------------------------------------------------+
//| Ðàñ÷åò îòêðûòèÿ ïîçèöèè |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//---- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Ðàñ÷åò îïòèìàëüíîé âåëè÷èíû ëîòà |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
if(DecreaseFactor>0)
{
for(int i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Ïðîâåðêà äëÿ îòêðûòèÿ ïîçèöèè ñ ïåðâûì òèêîì íîâîãî áàðà. |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double mas;
double maf;
double mas_p;
double maf_p;
double Atr;
int res;
string sHeaderLetter;
string sBodyLetter;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
mas=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,1); // äèííûé ìóâèíã 12
maf=iMA(NULL,0,MovingPeriod1,MovingShift,MODE_SMA,PRICE_CLOSE,1);// êîðîòêèé ìóâèíã 4
mas_p=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,2); // äèííûé ìóâèíã 12
maf_p=iMA(NULL,0,MovingPeriod1,MovingShift,MODE_SMA,PRICE_CLOSE,2);// êîðîòêèé ìóâèíã 4
Atr = iATR(NULL,0,AtrPer,0);
//---- Óñëîâèå ïðîäàæè
if(maf<mas && maf_p>=mas_p)
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Ask+Atr,0,"",MAGICMA,0,Red);
if (SndMl == True && res != -1)
{
sHeaderLetter = "Operation SELL by" + Symbol()+"";
sBodyLetter = "Order Sell by"+ Symbol() + " at " + DoubleToStr(Bid,4)+ ", and set stop/loss at " + DoubleToStr(Ask+Atr,4)+"";
sndMessage(sHeaderLetter, sBodyLetter);
}
return;
}
//---- Óñëîâèå ïîêóïêè
if(maf>mas && maf_p<=mas_p)
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Bid-Atr,0,"",MAGICMA,0,Blue);
if ( SndMl == True && res != -1)
{
sHeaderLetter = "Operation BUY at" + Symbol()+"";
sBodyLetter = "Order Buy at"+ Symbol() + " for " + DoubleToStr(Ask,4)+ ", and set stop/loss at " + DoubleToStr(Bid-Atr,4)+"";
sndMessage(sHeaderLetter, sBodyLetter);
}
return;
}
//----
}
//+------------------------------------------------------------------+
//| ÏÐîâåðêà äëÿ çàêðûòèÿ îòêðûòîé ïîçèöèè |
//+------------------------------------------------------------------+
void CheckForClose()
{
double mas;
double maf;
double mas_p;
double maf_p;
string sHeaderLetter;
string sBodyLetter;
bool rtvl;
//----
if(Volume[0]>1) return;
//----
mas=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,1); // äèííûé ìóâèíã 12
maf=iMA(NULL,0,MovingPeriod1,MovingShift,MODE_SMA,PRICE_CLOSE,1);// êîðîòêèé ìóâèíã 4
mas_p=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,2); // äèííûé ìóâèíã 12
maf_p=iMA(NULL,0,MovingPeriod1,MovingShift,MODE_SMA,PRICE_CLOSE,2);// êîðîòêèé ìóâèíã 4
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//----
if(OrderType()==OP_BUY)
{
if(maf<mas && maf_p>=mas_p) rtvl=OrderClose(OrderTicket(),OrderLots(),Bid,3,Lime);
if ( SndMl == True && rtvl != False )
{
sHeaderLetter = "Operation CLOSE BUY at" + Symbol()+"";
sBodyLetter = "Close order Buy at"+ Symbol() + " for " + DoubleToStr(Bid,4)+ ", and finish this Trade";
sndMessage(sHeaderLetter, sBodyLetter);
}
break;
}
if(OrderType()==OP_SELL)
{
if(maf>mas && maf_p<=mas_p) rtvl=OrderClose(OrderTicket(),OrderLots(),Ask,3,Lime);
if ( SndMl == True && rtvl != False )
{
sHeaderLetter = "Operation CLOSE SELL at" + Symbol()+"";
sBodyLetter = "Close order Sell at"+ Symbol() + " for " + DoubleToStr(Ask,4)+ ", and finish this Trade";
sndMessage(sHeaderLetter, sBodyLetter);
}
break;
}
}
//----
}
//--------------------------------------------------------------------
// ôóíêöèÿ îòïðàâêè ññîáùåíèÿ îá îòðûòèè èëè çàêðûòèè ïîçèöèè
//--------------------------------------------------------------------
void sndMessage(string HeaderLetter, string BodyLetter)
{
int RetVal;
SendMail( HeaderLetter, BodyLetter );
RetVal = GetLastError();
if (RetVal!= ERR_NO_MQLERROR) Print ("Îøèáêà, ñîîáùåíèå íå îòïðàâëåíî: ", ErrorDescription(RetVal));
}
//+------------------------------------------------------------------+
//| Ìàéí ôóíêöèÿ |
//+------------------------------------------------------------------+
void start()
{
//---- check for history and trading
if(Bars<25 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose();
//----
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains tick volumes of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Indicator of the average true range
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:
It sends emails
