//+------------------------------------------------------------------+
//| DLMv1.4-MQL4Contest.mq4 |
//| Copyright © 2006, Alejandro Galindo |
//| http://elCactus.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Alejandro Galindo"
#property link "http://elCactus.com"
//----
int TakeProfit=0; // Profit Goal for the latest order opened
double Lots=0.1; // We start with this lots number
int StopLoss=0; // StopLoss
int TrailingStop=0; // Pips to trail the StopLoss
int MaxTrades=5; // Maximum number of orders to open
int Pips=15; // Distance in Pips from one order to another
bool SecureProfitProtection=False;
int SecureProfit=20; // If profit made is bigger than SecureProfit we close the orders
int OrderstoProtect=3; // Number of orders to enable the account protection
bool AllSymbolsProtect=False; // if one will check profit from all symbols, if cero only this symbol
bool EquityProtection=True; // if true, then the expert will protect the account equity to the percent specified
int AccountEquityPercentProtection=90; // percent of the account to protect on a set of trades
bool AccountMoneyProtection=False;
double AccountMoneyProtectionValue=3000.00;
bool TradeOnFriday=True;
int OrdersTimeAlive=0; // in seconds
bool ReverseCondition=False; // if one the desition to go long/short will be reversed
bool SetLimitOrders=True; // if true, instead open market orders it will open limit orders
// (from order 2, not from first order
int mm=0; // if one the lots size will increase based on account size
int risk=12; // risk to calculate the lots size (only if mm is enabled)
int AccountType=1; // 0 if Normal Lots, 1 for mini lots, 2 for micro lots
int MagicNumber=222777; // Magic number for the orders placed
int Manual=0; // If set to one then it will not open trades automatically
int OpenOrdersBasedOn=16; // Method to decide if we start long or short
bool ExitWithOpenOrdersBasedON=True;
color ArrowsColor=Black; // color for the orders arrows
int OpenOrders=0, cnt=0;
int MarketOpenOrders=0, LimitOpenOrders=0;
int slippage=5;
double sl=0, tp=0;
double BuyPrice=0, SellPrice=0;
double lotsi=0, mylotsi=0;
int mode=0, myOrderType=0, myOrderTypetmp=0;
bool ContinueOpening=True;
double LastPrice=0;
int PreviousOpenOrders=0;
double Profit=0;
int LastTicket=0, LastType=0;
double LastClosePrice=0, LastLots=0;
double Pivot=0;
double PipValue=0;
bool Reversed=False;
double tmp=0;
double iTmpH=0;
double iTmpL=0;
datetime NonTradingTime[][2];
bool FileReaded=false;
string dateLimit="2030.01.12 23:00";
int CurTimeOpeningFlag=0;
datetime LastOrderOpenTime=0;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
DeleteAllObjects();
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
int cnt=0;
bool result;
string text="";
string version="This version has expired. Alejandro Galindo. http://elCactus.com";
//----
if (AccountType==0)
{
if (mm!=0) { lotsi=MathCeil(AccountBalance()*risk/10000); }
else { lotsi=Lots; }
}
if (AccountType==1)
{ // then is mini
if (mm!=0) { lotsi=MathCeil(AccountBalance()*risk/10000)/10; }
else { lotsi=Lots; }
}
if (AccountType==2)
{
if (mm!=0) { lotsi=MathCeil(AccountBalance()*risk/10000)/100; }
else { lotsi=Lots; }
}
if (lotsi<0.01) lotsi=0.01;
if (lotsi>100) lotsi=100;
//----
OpenOrders=0;
MarketOpenOrders=0;
LimitOpenOrders=0;
for(cnt=0;cnt<OrdersTotal();cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES))
{
if (OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
{
if (OrderType()==OP_BUY || OrderType()==OP_SELL)
{
MarketOpenOrders++;
LastOrderOpenTime=OrderOpenTime();
}
if (OrderType()==OP_SELLLIMIT || OrderType()==OP_BUYLIMIT) LimitOpenOrders++;
OpenOrders++;
}
}
}
if (OpenOrders<1)
{
if (!TradeOnFriday && DayOfWeek()==5)
{
Comment("TradeOnfriday is False");
return(0);
}
}
PipValue=MarketInfo(Symbol(),MODE_TICKVALUE);
//----
if (PipValue==0) { PipValue=5; }
if (AccountMoneyProtection && AccountBalance()-AccountEquity()>=AccountMoneyProtectionValue)
{
text=text + "\nClosing orders because account money protection was triggered.";
Print("Closing orders because account money protection was triggered. Balance: ",AccountBalance()," Equity: ",AccountEquity());
PreviousOpenOrders=OpenOrders+1;
ContinueOpening=False;
return(0);
}
// Account equity protection
if (EquityProtection && AccountEquity()<=AccountBalance()*AccountEquityPercentProtection/100)
{
text=text + "\nClosing orders because account equity protection was triggered.";
Print("Closing orders because account equity protection was triggered. Balance: ",AccountBalance()," Equity: ", AccountEquity());
//Comment("Closing orders because account equity protection was triggered. Balance: ",AccountBalance()," Equity: ", AccountEquity());
//OrderClose(LastTicket,LastLots,LastClosePrice,slippage,Orange);
PreviousOpenOrders=OpenOrders+1;
ContinueOpening=False;
return(0);
}
// if dont trade at fridays then we close all
if (!TradeOnFriday && DayOfWeek()==5)
{
PreviousOpenOrders=OpenOrders+1;
ContinueOpening=False;
text=text +"\nClosing all orders and stop trading because TradeOnFriday protection.";
Print("Closing all orders and stop trading because TradeOnFriday protection.");
}
// Orders Time alive protection
if (OrdersTimeAlive>0 && CurTime() - LastOrderOpenTime>OrdersTimeAlive)
{
PreviousOpenOrders=OpenOrders+1;
ContinueOpening=False;
text=text + "\nClosing all orders because OrdersTimeAlive protection.";
Print("Closing all orders because OrdersTimeAlive protection.");
}
if (PreviousOpenOrders>OpenOrders)
{
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES))
{
mode=OrderType();
if ((OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) || AllSymbolsProtect)
{
if (mode==OP_BUY || mode==OP_SELL)
{
OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,ArrowsColor);
return(0);
}
}
}
}
for(cnt=0;cnt<OrdersTotal();cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES))
{
mode=OrderType();
if ((OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) || AllSymbolsProtect)
{
if (mode==OP_SELLLIMIT || mode==OP_BUYLIMIT || mode==OP_BUYSTOP || mode==OP_SELLSTOP)
{
OrderDelete(OrderTicket());
return(0);
}
}
}
}
}
PreviousOpenOrders=OpenOrders;
//----
if (OpenOrders>=MaxTrades)
{
ContinueOpening=False;
}
else
{
ContinueOpening=True;
}
if (LastPrice==0)
{
for(cnt=0;cnt<OrdersTotal();cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES))
{
mode=OrderType();
if (OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
{
LastPrice=OrderOpenPrice();
if (mode==OP_BUY) { myOrderType=2; }
if (mode==OP_SELL) { myOrderType=1; }
}
}
}
}
// SecureProfit protection
//if (SecureProfitProtection && MarketOpenOrders>=(MaxTrades-OrderstoProtect)
// Modified to make easy to understand
if (SecureProfitProtection && MarketOpenOrders>=OrderstoProtect)
{
Profit=0;
for(cnt=0;cnt<OrdersTotal();cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES))
{
if ((OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) || AllSymbolsProtect)
Profit=Profit+OrderProfit();
}
}
if (Profit>=SecureProfit)
{
text=text + "\nClosing orders because account protection with SecureProfit was triggered.";
Print("Closing orders because account protection with SeureProfit was triggered. Balance: ",AccountBalance()," Equity: ", AccountEquity()," Profit: ",Profit);
PreviousOpenOrders=OpenOrders+1;
ContinueOpening=False;
return(0);
}
}
myOrderTypetmp=3;
switch(OpenOrdersBasedOn)
{
case 16:
myOrderTypetmp=OpenOrdersBasedOnFXFish2MA();
break;
default:
myOrderTypetmp=OpenOrdersBasedOnFXFish2MA();
break;
}
if (OpenOrders<1 && Manual==0)
{
myOrderType=myOrderTypetmp;
if (ReverseCondition)
{
if (myOrderType==1) { myOrderType=2; }
else
{ if (myOrderType==2) { myOrderType=1; } }
}
}
if (ReverseCondition)
{
if (myOrderTypetmp==1) { myOrderTypetmp=2; }
else
{ if (myOrderTypetmp==2) { myOrderTypetmp=1; } }
}
// if we have opened positions we take care of them
cnt=OrdersTotal()-1;
while(cnt>=0)
{
if(OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES)==false) break;
if (OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) // && Reversed==False)
{
//Print("Ticket ",OrderTicket()," modified.");
if (OrderType()==OP_SELL)
{
if (ExitWithOpenOrdersBasedON && myOrderTypetmp==2)
{
PreviousOpenOrders=OpenOrders+1;
ContinueOpening=False;
text=text +"\nClosing all orders because Indicator triggered another signal.";
Print("Closing all orders because Indicator triggered another signal.");
//return(0);
}
if (TrailingStop>0)
{
if ((OrderOpenPrice()-OrderClosePrice())>=(TrailingStop*Point+Pips*Point))
{
if (OrderStopLoss()>(OrderClosePrice()+TrailingStop*Point))
{
result=OrderModify(OrderTicket(),OrderOpenPrice(),OrderClosePrice()+TrailingStop*Point,OrderClosePrice()-TakeProfit*Point-TrailingStop*Point,0,Purple);
if(result!=TRUE) Print("LastError = ", GetLastError());
else OrderPrint();
return(0);
}
}
}
}
if (OrderType()==OP_BUY)
{
if (ExitWithOpenOrdersBasedON && myOrderTypetmp==1)
{
PreviousOpenOrders=OpenOrders+1;
ContinueOpening=False;
text=text +"\nClosing all orders because Indicator triggered another signal.";
Print("Closing all orders because Indicator triggered another signal.");
//return(0);
}
if (TrailingStop>0)
{
if ((OrderClosePrice()-OrderOpenPrice())>=(TrailingStop*Point+Pips*Point))
{
if (OrderStopLoss()<(OrderClosePrice()-TrailingStop*Point))
{
result=OrderModify(OrderTicket(),OrderOpenPrice(),OrderClosePrice()-TrailingStop*Point,OrderClosePrice()+TakeProfit*Point+TrailingStop*Point,0,ArrowsColor);
if(result!=TRUE) Print("LastError = ", GetLastError());
else OrderPrint();
return(0);
}
}
}
}
}
cnt--;
}
if (!IsTesting())
{
if (myOrderType==3 && OpenOrders<1) { text=text + "\nNo conditions to open trades"; }
//else { text= text + "\n "; }
Comment("LastPrice=",LastPrice," Previous open orders=",PreviousOpenOrders,"\nContinue opening=",ContinueOpening," OrderType=",myOrderType,"\nLots=",lotsi,text);
}
if (OpenOrders<1)
OpenMarketOrders();
else
if (SetLimitOrders) OpenLimitOrders();
else OpenMarketOrders();
//----
return(0);
}
//+------------------------------------------------------------------+
void OpenMarketOrders()
{
int cnt=0;
if (myOrderType==1 && ContinueOpening)
{
if ((Bid-LastPrice)>=Pips*Point || OpenOrders<1)
{
SellPrice=Bid;
LastPrice=0;
if (TakeProfit==0) { tp=0; }
else { tp=SellPrice-TakeProfit*Point; }
if (StopLoss==0) { sl=0; }
else { sl=SellPrice+StopLoss*Point; }
if (OpenOrders!=0)
{
mylotsi=lotsi;
for(cnt=0;cnt<OpenOrders;cnt++)
{
if (MaxTrades>12) { mylotsi=NormalizeDouble(mylotsi*1.5,2); }
else { mylotsi=NormalizeDouble(mylotsi*2,2); }
}
}
else { mylotsi=lotsi; }
if (mylotsi>100) { mylotsi=100; }
OrderSend(Symbol(),OP_SELL,mylotsi,SellPrice,slippage,sl,tp,"DLM"+MagicNumber,MagicNumber,0,ArrowsColor);
return(0);
}
}
if (myOrderType==2 && ContinueOpening)
{
if ((LastPrice-Ask)>=Pips*Point || OpenOrders<1)
{
BuyPrice=Ask;
LastPrice=0;
if (TakeProfit==0) { tp=0; }
else { tp=BuyPrice+TakeProfit*Point; }
if (StopLoss==0) { sl=0; }
else { sl=BuyPrice-StopLoss*Point; }
if (OpenOrders!=0)
{
mylotsi=lotsi;
for(cnt=0;cnt<OpenOrders;cnt++)
{
if (MaxTrades>12) { mylotsi=NormalizeDouble(mylotsi*1.5,2); }
else { mylotsi=NormalizeDouble(mylotsi*2,2); }
}
}
else { mylotsi=lotsi; }
if (mylotsi>100) { mylotsi=100; }
OrderSend(Symbol(),OP_BUY,mylotsi,BuyPrice,slippage,sl,tp,"DLM"+MagicNumber,MagicNumber,0,ArrowsColor);
return(0);
}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OpenLimitOrders()
{
int cnt=0;
if (myOrderType==1 && ContinueOpening)
{
//if ((Bid-LastPrice)>=Pips*Point || OpenOrders<1)
//{
//SellPrice=Bid;
SellPrice=LastPrice+Pips*Point;
LastPrice=0;
if (TakeProfit==0) { tp=0; }
else { tp=SellPrice-TakeProfit*Point; }
if (StopLoss==0) { sl=0; }
else { sl=SellPrice+StopLoss*Point; }
if (OpenOrders!=0)
{
mylotsi=lotsi;
for(cnt=0;cnt<OpenOrders;cnt++)
{
if (MaxTrades>12) { mylotsi=NormalizeDouble(mylotsi*1.5,2); }
else { mylotsi=NormalizeDouble(mylotsi*2,2); }
}
}
else { mylotsi=lotsi; }
if (mylotsi>100) { mylotsi=100; }
OrderSend(Symbol(),OP_SELLLIMIT,mylotsi,SellPrice,slippage,sl,tp,"DLM"+MagicNumber,MagicNumber,0,ArrowsColor);
return(0);
//}
}
if (myOrderType==2 && ContinueOpening)
{
//if ((LastPrice-Ask)>=Pips*Point || OpenOrders<1)
//{
//BuyPrice=Ask;
BuyPrice=LastPrice-Pips*Point;
LastPrice=0;
if (TakeProfit==0) { tp=0; }
else { tp=BuyPrice+TakeProfit*Point; }
if (StopLoss==0) { sl=0; }
else { sl=BuyPrice-StopLoss*Point; }
if (OpenOrders!=0)
{
mylotsi=lotsi;
for(cnt=0;cnt<OpenOrders;cnt++)
{
if (MaxTrades>12) { mylotsi=NormalizeDouble(mylotsi*1.5,2); }
else { mylotsi=NormalizeDouble(mylotsi*2,2); }
}
}
else { mylotsi=lotsi; }
if (mylotsi>100) { mylotsi=100; }
OrderSend(Symbol(),OP_BUYLIMIT,mylotsi,BuyPrice,slippage,sl,tp,"DLM"+MagicNumber,MagicNumber,0,ArrowsColor);
return(0);
//}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void DeleteAllObjects()
{
int obj_total=ObjectsTotal();
string name;
for(int i=0;i<obj_total;i++)
{
name=ObjectName(i);
if (name!="")
ObjectDelete(name);
}
ObjectDelete("FLP_txt");
ObjectDelete("P_txt");
}
// 16
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int OpenOrdersBasedOnFXFish2MA()
{
int myOrderType=3;
double tm0, tm1;
double line;
//----
tm0=iCustom(Symbol(),0,"FX_FISH_2MA",10,0,False,False,9,45,"-","-",0,3,3,0);
tm1=iCustom(Symbol(),0,"FX_FISH_2MA",10,0,False,False,9,45,"-","-",0,3,4,0);
line=iCustom(Symbol(),0,"FX_FISH_2MA",10,0,False,False,9,45,"-","-",0,3,2,0);
// sell
if(line<tm0)
{
myOrderType=1;
}
// buy
if(line>tm0)
{
myOrderType=2;
}
//----
return(myOrderType);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
FX_FISH_2MA
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
Other Features: