//+-----------------------------------------------------------------------------+
//| Daily Scalping v1.0e.mq4 |
//| Skyline 2007 |
//| |
//+-----------------------------------------------------------------------------+
#property copyright "Skyline 2007"
#property link ""
#include <stdlib.mqh>
// v1.0 (07 Feb 2007) : Start Project
// v1.0a (07 Feb 2007) : Add GMT_Shift variable
// v1.0b (16 Feb 2007) : Added MagicNumber routine based on pair and timeframe
// v1.0c (17 Feb 2007) : Added routine TotalOrders to count only active order related to current EA (Thanks to Vitalykk)
// Added routine OrdersLossInDay to control losses in the same day. Users have the option to change how much loss trade they want setting external variable MaxLossesTradesPerDay.
// v1.0d (19 Feb 2007) : Fixed bug that prevent , when an order was not dispatched, to open reverse trade correctly.
// Handled the case of doji candle that EA now will ignore to determine the trend situation from last 3 candles.
// v1.0e (19 Feb 2007) : Fixed bug on CheckTrend for doji candle routine (Thanks to Vitalykk)
// Added function OrdersTakeProfit to avoid EA enter again the market until next day.
//---- Definizione parametri esterni
extern double GMT_Shift = 0;
extern int TakeProfit = 100;
extern int StopLoss = 40;
extern int HourToCloseOrders = 23;
extern bool SundayCandleExists = true;
extern double Lots = 0.1;
extern bool UseMoneyManagement = false;
extern int Risk = 0;
extern int Slippage = 3;
extern int MaxLossesTradesPerDay = 2;
extern string EAComment;
//----- Definizione parametri interni
static int TradeStatus = 0; //0 = Trades disabilitati , 1 = Solo Buy permessi, 2 = Solo Sell permessi
int MagicNumber;
string EA_Comment="";
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
string TradeMode;
// Calcola dimensione Lot in base all'Equity
if (UseMoneyManagement==true) Lots = CalcolaLot(Risk);
// Calcola MagicNumber a seconda della coppia e timeframe
MagicNumber = MagicFromSymbol();
// Attiva ordine alle 00:00 GMT
OpenOrderMidnight(Lots);
// Controlla ordini chiusi in perdita
OrdersLossInDay();
// Controlla se TP è stato raggiunto
OrdersTakeProfit();
// Attiva ordini successivi
OpenNextOrders(Lots);
// Chiude ordini allo scadere di HourToCloseOrders
CloseAllOrders(HourToCloseOrders);
// Commenti
if (TradeStatus == 0) TradeMode = "NONE";
if (TradeStatus == 1) TradeMode = "BUY";
if (TradeStatus == 2) TradeMode = "SELL";
Comment("\nDaily Scalping EA v1.0b (Skyline 2007.e3)",
"\nCompiled version on 16 Feb 2007",
"\n\n---------------------------------------",
"\nMagicNumber : ",MagicNumber,
"\nNext Trade : ",TradeMode,
"\nTimeFrame to be used : H1",
"\n---------------------------------------");
EA_Comment = EAComment + " Skyline";
return(0);
}
// ===== Routine per controllare se il TP è stato raggiunto e disabilitare i trades =====
int OrdersTakeProfit()
{
int total,cnt;
int TradeWin=0;
int hstTotal=OrdersHistoryTotal();
for(cnt=0;cnt<hstTotal;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_HISTORY);
if (OrderMagicNumber()==MagicNumber)
{
if (NormalizeDouble(OrderClosePrice(),Digits)==NormalizeDouble(OrderTakeProfit(),Digits) && TimeDay(OrderCloseTime())==Day()) TradeWin++;
} // if (OrderMagicNumber()==MagicNumber)
} // for
if ( TradeWin == 1 ) TradeStatus = 0; // disable trades
//Print("TradeLoss = ",TradeLoss);
}
// ===== Routine per contare gli ordini chiusi in perdita nello stesso giorno =====
int OrdersLossInDay()
{
int total,cnt;
int TradeLoss=0;
int hstTotal=OrdersHistoryTotal();
for(cnt=0;cnt<hstTotal;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_HISTORY);
if (OrderMagicNumber()==MagicNumber)
{
if (NormalizeDouble(OrderClosePrice(),Digits)==NormalizeDouble(OrderStopLoss(),Digits) && TimeDay(OrderCloseTime())==Day()) TradeLoss++;
} // if (OrderMagicNumber()==MagicNumber)
} // for
if ( TradeLoss == MaxLossesTradesPerDay ) TradeStatus = 0; // disable trades
//Print("TradeLoss = ",TradeLoss);
}
// ===== Routine per chiudere tutti gli ordini =====
void CloseAllOrders(int Ora)
{
int total,cnt;
total = TotalOrders();
if ( Hour()==MathMod(Ora+GMT_Shift,24) )
{
TradeStatus = 0; // azzera variabile globale per non aprire più trade
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderMagicNumber()==MagicNumber)
{
if (OrderType() == OP_BUY) OrderClose(OrderTicket(),OrderLots(), Bid, Slippage, LimeGreen);
if (OrderType() == OP_SELL) OrderClose(OrderTicket(),OrderLots(), Ask, Slippage, Red);
} // if (OrderMagicNumber()==MagicNumber)
} // for
} // if
}
// ===== Routine per aprire il primo ordine alle 00:00 GMT =====
void OpenOrderMidnight(double Lot)
{ int Ticket,Errore;
double SL,TP;
int ActualSpread;
RefreshRates();
int Total = TotalOrders();
if ( Total < 1 && Hour()==MathMod(24+GMT_Shift,24) && DayOfWeek()>=1 && DayOfWeek()<=5 )
{
TradeStatus = 0; // azzera variabile globale
// Controlla BUY Order
if (CheckTrend()=="BUY")
{
// Controlla SL
if (StopLoss < MarketInfo(Symbol(),MODE_STOPLEVEL)) StopLoss = MarketInfo(Symbol(),MODE_STOPLEVEL);
if (StopLoss == 0) SL = 0;
SL = Ask-StopLoss*Point;
if (TakeProfit == 0) TP = 0;
else TP = Ask+TakeProfit*Point;
// Piazza l'ordine BUY
Ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,EA_Comment,MagicNumber,0,Blue);
if(Ticket<0)
{
Errore=GetLastError();
Print("ERROR ON BUY ORDER (",Errore,") : ",ErrorDescription(Errore));
}
else
{
TradeStatus = 2; // Prossimo trade è Sell
}
}
}
// Rileva ordini relativi a questa EA (thanks to Vitalykk)
Total = TotalOrders();
if ( Total < 1 && Hour()==MathMod(24+GMT_Shift,24) && DayOfWeek()>=1 && DayOfWeek()<=5 )
{
// Controlla SELL Order
if (CheckTrend()=="SELL")
{
// Setta SL
if (StopLoss < MarketInfo(Symbol(),MODE_STOPLEVEL)) StopLoss = MarketInfo(Symbol(),MODE_STOPLEVEL);
if (StopLoss == 0) SL = 0;
SL = Bid+StopLoss*Point;
if (TakeProfit == 0) TP = 0;
else TP = Bid-TakeProfit*Point;
// Piazza Ordine SELL
Ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,EA_Comment,MagicNumber,0,Blue);
if(Ticket<0)
{
Errore=GetLastError();
Print("ERROR ON SELL ORDER (",Errore,") : ",ErrorDescription(Errore));
}
else
{
TradeStatus = 1; // Prossimo trade è Buy
}
}
}
}
// ===== Routine per aprire ordini durante la giornata al raggiungimento dello SL o TP =====
void OpenNextOrders(double Lot)
{ int Ticket,Errore;
double SL,TP;
int ActualSpread;
RefreshRates();
int Total = TotalOrders();
if ( Total < 1 && DayOfWeek()>=1 && DayOfWeek()<=5 )
{
// Controlla BUY Order
if ( TradeStatus == 1 )
{
// Controlla SL
if (StopLoss < MarketInfo(Symbol(),MODE_STOPLEVEL)) StopLoss = MarketInfo(Symbol(),MODE_STOPLEVEL);
if (StopLoss == 0) SL = 0;
SL = Ask-StopLoss*Point;
if (TakeProfit == 0) TP = 0;
else TP = Ask+TakeProfit*Point;
// Piazza l'ordine BUY
Ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,EA_Comment,MagicNumber,0,Blue);
if(Ticket<0)
{
Errore=GetLastError();
Print("ERROR ON BUY ORDER (",Errore,") : ",ErrorDescription(Errore));
}
else
{
TradeStatus = 2; // Prossimo trade è Sell
}
}
}
Total = TotalOrders();
if ( Total < 1 && DayOfWeek()>=1 && DayOfWeek()<=5 )
{
// Controlla SELL Order
if ( TradeStatus == 2 )
{
// Setta SL
if (StopLoss < MarketInfo(Symbol(),MODE_STOPLEVEL)) StopLoss = MarketInfo(Symbol(),MODE_STOPLEVEL);
if (StopLoss == 0) SL = 0;
SL = Bid+StopLoss*Point;
if (TakeProfit == 0) TP = 0;
else TP = Bid-TakeProfit*Point;
// Piazza Ordine SELL
Ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,EA_Comment,MagicNumber,0,Blue);
if(Ticket<0)
{
Errore=GetLastError();
Print("ERROR ON SELL ORDER (",Errore,") : ",ErrorDescription(Errore));
}
else
{
TradeStatus = 1; // Prossimo trade è Buy
}
}
}
}
// ===== Routine per controllare il trend =====
string CheckTrend()
{
// Check 1 day ago candle
int DaysShift = 1;
string C1="NONE",C2="NONE",C3="NONE";
//if ( SundayCandleExists == true && DayOfWeek() == 1 ) DaysShift++; // if today is Monday then skip the Sunday candle
if (SundayCandleExists == true && TimeDayOfWeek(iTime(NULL,PERIOD_D1,DaysShift)) == 0) DaysShift++; // if candle is Monday then skip Sunday candle
if (iOpen(NULL,PERIOD_D1,DaysShift)==iClose(NULL,PERIOD_D1,DaysShift)) DaysShift++;
if (iOpen(NULL,PERIOD_D1,DaysShift)<iClose(NULL,PERIOD_D1,DaysShift)) C1 = "BULLISH";
if (iOpen(NULL,PERIOD_D1,DaysShift)>iClose(NULL,PERIOD_D1,DaysShift)) C1 = "BEARISH";
// Print("C1_DaysShift = ",DaysShift); // for debug purpouse
// Check 2 days ago candle
DaysShift++;
if (SundayCandleExists == true && TimeDayOfWeek(iTime(NULL,PERIOD_D1,DaysShift)) == 0) DaysShift++; // if candle is Monday then skip Sunday candle
if (iOpen(NULL,PERIOD_D1,DaysShift)==iClose(NULL,PERIOD_D1,DaysShift)) DaysShift++;
if (iOpen(NULL,PERIOD_D1,DaysShift)<iClose(NULL,PERIOD_D1,DaysShift)) C2 = "BULLISH";
if (iOpen(NULL,PERIOD_D1,DaysShift)>iClose(NULL,PERIOD_D1,DaysShift)) C2 = "BEARISH";
//Print("C2_DaysShift = ",DaysShift); // for debug purpouse
// Check 3 days ago candle
DaysShift++;
if (SundayCandleExists == true && TimeDayOfWeek(iTime(NULL,PERIOD_D1,DaysShift)) == 0) DaysShift++; // if candle is Monday then skip Sunday candle
if (iOpen(NULL,PERIOD_D1,DaysShift)==iClose(NULL,PERIOD_D1,DaysShift)) DaysShift++;
if (iOpen(NULL,PERIOD_D1,DaysShift)<iClose(NULL,PERIOD_D1,DaysShift)) C3 = "BULLISH";
if (iOpen(NULL,PERIOD_D1,DaysShift)>iClose(NULL,PERIOD_D1,DaysShift)) C3 = "BEARISH";
// Print("C3_DaysShift = ",DaysShift);
// Print("C1 = ",C1," C2 = ",C2," C3 = ",C3); // for debug purpouse
// BULLISH Condition
if (
(C1=="BULLISH" && C2=="BEARISH" && C3=="BULLISH") ||
(C1=="BULLISH" && C2=="BULLISH" && C3=="BEARISH") ||
(C1=="BULLISH" && C2=="BEARISH" && C3=="BEARISH") ||
(C1=="BEARISH" && C2=="BEARISH" && C3=="BEARISH")
)
return("BUY");
// BEARISH Condition
if (
(C1=="BEARISH" && C2=="BULLISH" && C3=="BEARISH") ||
(C1=="BEARISH" && C2=="BEARISH" && C3=="BULLISH") ||
(C1=="BEARISH" && C2=="BULLISH" && C3=="BULLISH") ||
(C1=="BULLISH" && C2=="BULLISH" && C3=="BULLISH")
)
return("SELL");
}
// ===== Routine per il calcolo del Lot nel caso di Money Management =====
double CalcolaLot(int Rischio)
{
double Lot=0;
Lot=AccountEquity()* Rischio/100/1000;
if( Lot>=0.1 )
{
Lot = NormalizeDouble(Lot,1);
}
else Lot = NormalizeDouble(Lot,2);
if (Lot > MarketInfo(Symbol(),MODE_MAXLOT)) { Lot = MarketInfo(Symbol(),MODE_MAXLOT); } // Avoid possible Lot value overflow if lot exceed maximum value allowed by broker
if (Lot < MarketInfo(Symbol(),MODE_MINLOT)) { Lot = MarketInfo(Symbol(),MODE_MINLOT); } // Avoid possible Lot value overflow if lot exceed minimum value allowed by broker
return(Lot);
}
// ===== Routine per calcolare MagicNumber diverso per ogni coppia e periodo =====
int MagicFromSymbol()
{ // included by Renato
int MagicNumber=0;
for (int i=0; i<5; i++)
{
MagicNumber=MagicNumber*3+30+StringGetChar(Symbol(),i);
}
MagicNumber=MagicNumber*3+30+Period();
return(MagicNumber);
}
// ===== Routine per calcolare quanti ordini aperti ci sono per questa EA =====
int TotalOrders()
{
int cnt;
int Total = 0;
for(cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderMagicNumber()==MagicNumber) Total ++;
}
return(Total);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of closed orders
It Closes Orders by itself
It automatically opens orders when conditions are reached
Checks for the total of open orders
Other Features: