/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| DojiTrader.mq4 |
//| Alex |
//| |
//+------------------------------------------------------------------+
#property copyright "Alex"
#property link ""
//---- input parameters
extern double Lots =0.1;
extern double MaximumRisk =0.02;
extern double DecreaseFactor =3;
extern int TakeProfit =50;
extern int StopLoss =50;
extern int TimeOpen =0;
extern int TimeClose =23;
double SPoint; SPoint=MarketInfo(NULL, MODE_POINT);
double Spread; Spread=Ask-Bid;
double SDigits; SDigits=MarketInfo(NULL, MODE_DIGITS);
int MagicNumber =89354658;
string MagicName ="Doji.Trdr.Mod";
int dBar; //doji bar index
double dHigh; //doji bar high
double dLow; //doji bar low
int eDirection = 0; //direction
double ePrice,btsl,stsl; //entry price,trailing stops
double CalcSlBuy() { return (MathMin((Low[Lowest(NULL,0,MODE_LOW,13,0)]-Spread),(Bid-(StopLoss*Point)))); }
double CalcSlSell() { return (MathMin((High[Highest(NULL,0,MODE_HIGH,13,0)]+Spread),(Ask+(StopLoss*Point)))); }
double CalcTpBuy() { return (MathMin((High[Highest(NULL,0,MODE_HIGH,13,0)]),(Ask+(TakeProfit*Point)))); }
double CalcTpSell() { return (MathMin((Low[Lowest(NULL,0,MODE_LOW,13,0)]),(Bid-(TakeProfit*Point)))); }
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
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);
}
if(lot<0.1) lot=0.1;
return(lot);
}
void PrintComments() {
Comment(
"------------ Debugger -------------","\n",
"dBar: ",dBar,"\n",
"dBar Time: ",TimeHour(Time[dBar]), ":", TimeMinute(Time[dBar]), "\n",
"Current Time: ",Hour(),":",Minute(),"\n",
"dHigh: ",dHigh,"\n",
"dLow: ",dLow,"\n",
"eDirection: ",eDirection,"\n",
"ePrice: ",ePrice,"\n");
}
int init() {return(0);}
int deinit(){return(0);}
int start() {
int orders = 0;
int d = 0;
//check if we have a current order, if we do select it
for(d = 0; d < OrdersTotal(); d++ ) {
OrderSelect(d,SELECT_BY_POS);
if( OrderMagicNumber() == MagicNumber && OrderSymbol() == Symbol()) {
orders ++;
break;
}
}
//check for open order
if(orders > 0) {
if(eDirection == 1) {
//if last candle closed below the doji low
if(Close[1] < dLow) {
OrderClose(OrderTicket(),OrderLots(),Bid,5,White);
}
}
if(eDirection == -1){
//if last candle closed higher then doji high
if(Close[1] > dHigh){
OrderClose(OrderTicket(),OrderLots(),Ask,5,White);
}
}
}
//trade EU and US sessions only
if(Hour() < TimeOpen || Hour() >= TimeClose) return(0);
//check that we don't already have an order going
if(orders < 1) {
for(int i = 1; i < Bars; i++ ) {
// if we got a doji then save the high and low
if(Open[i] == Close[i]) {
dHigh = High[i];
dLow = Low[i];
dBar = i;
break;
}
}
//if we had a doji within the last 3 Bars
if(dBar < 4 && dBar > 1) {
//did we already determine the direction/entry price?
if(eDirection == 0) {
//if last candle closed higher than the doji high, long is our direction
if(Close[1] > dHigh) {
eDirection = 1;
ePrice = Close[1];
}
if(Close[1] < dLow) {
eDirection = -1;
ePrice = Close[1];
}
}
}
else {
eDirection = 0;
}
if(eDirection == 1 && Ask > ePrice) {
//buy
OrderSend(Symbol(),
OP_BUY,
LotsOptimized(),
Ask,
5,
CalcSlBuy(),
CalcTpBuy(),
MagicName,
MagicNumber,0,Green);
}
if(eDirection == -1 && Bid < ePrice) {
//sell
OrderSend(Symbol(),
OP_SELL,
LotsOptimized(),
Bid,
5,
CalcSlSell(),
CalcTpSell(),
MagicName,MagicNumber,0,Red);
}
}
PrintComments();
int c;
for(c = 0; c < OrdersTotal(); c++ ) {
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderMagicNumber()==MagicNumber &&
OrderSymbol()==Symbol()) {
btsl=(Low[Lowest(NULL,0,MODE_LOW,10,0)]-Spread);
stsl=(High[Highest(NULL,0,MODE_HIGH,10,0)]+Spread);
if(OrderType()==OP_BUY &&
Bid>OrderOpenPrice() &&
btsl>OrderStopLoss()) {
OrderModify(OrderTicket(),
OrderOpenPrice(),
btsl,
OrderTakeProfit(),
0,
LimeGreen);
return(0);
}
if(OrderType()==OP_SELL &&
Ask<OrderOpenPrice() &&
stsl<OrderStopLoss()) {
OrderModify(OrderTicket(),
OrderOpenPrice(),
stsl,
OrderTakeProfit(),
0,
HotPink);
return(0);
}
}
}
return(0);}
Sample
Analysis
Market Information Used:
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains open time of each bar
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
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
Other Features: