/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| eFXSI.mq4 |
//| Copyright © 2005, Forex-Experts |
//| http://www.forex-experts.com |
//+------------------------------------------------------------------+
#define expiryDate "2006.12.31" //expiration date yyyy.mm.dd
#define accountNum 0 //if 0 works on all accounts, if >0 then works only on this account number
#property copyright "Copyright © 2005, Forex-Experts"
#property link "http://www.forex-experts.com"
#include <stdlib.mqh>
#define MAGICNUM 1777
extern double TakeProfit = 150; //pips value for take profit level
extern double MaxStopLoss = 30; //pips value for maximum stop loss level
extern double BreakEven = 15; //pips for BreakEven
extern double TrailingProfit = 30; //pips of profit when turning trailing stop on
extern double TrailingStop = 15; //pips value for trailing stop level
extern double Lots = 0.1; //number of lots to trade
extern bool FixedLot = true; //trade either fixed lots or calculate lots as % of balance function
extern double MaximumRisk = 8; //%% of balance to calculate lots
//For alert system
extern int Repeat=3,Periods=5;
extern int UseAlert=1;
extern int SendEmail=0;
int Crepeat=0;
//indicator parameters
extern bool useITrend=false;
extern bool useZeroLag=true;
extern bool useADX=false;
extern bool ConfirmOnCurrent=false;
extern int A_period=50;
extern int ADX_Period=14;
extern int Bands_Mode_0_2=0; // =0-2 MODE_MAIN, MODE_LOW, MODE_HIGH
extern int Power_Price_0_6=0; // =0-6 PRICE_CLOSE,PRICE_OPEN,PRICE_HIGH,PRICE_LOW,PRICE_MEDIAN,PRICE_TYPICAL,PRICE_WEIGHTED
extern int Price_Type_0_3=0; // =0-3 PRICE_CLOSE,PRICE_OPEN,PRICE_HIGH,PRICE_LOW
extern int Bands_Period=20;
extern int Bands_Deviation=2;
extern int Power_Period=13;
extern int slippage=3; //slippage for market order processing
extern int shift=0; //shift to current bar,
bool buysig,sellsig,closebuy,closesell; int lastsig,ttime;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
Crepeat=Repeat;
//----
return(0);
}
//Alert function
void CheckAlert()
{
string AlertStr="";
AlertStr="";
int AlertTime=0;
//Alert system
if (UseAlert==1)
{
if (sellsig)
{
if (Crepeat==Repeat)
{
AlertTime=0;
}
if (Crepeat>0 && (CurTime()-AlertTime)>Periods)
{
if (sellsig) AlertStr=AlertStr+"FXSI SELL; ";
Alert(Symbol()," ",Period(), ": ", AlertStr);
if (SendEmail==1)
{
SendMail(Symbol()+" "+Period()+ ": ",Symbol()+" "+Period()+": "+AlertStr);
}
Crepeat=Crepeat-1;
AlertTime=CurTime();
}
}
if (buysig)
{
if (Crepeat==Repeat)
{
AlertTime=0;
}
if (Crepeat>0 && (CurTime()-AlertTime)>Periods)
{
if (buysig) AlertStr=AlertStr+"FXSI BUY; ";
Alert(Symbol()," ",Period(), ": ",AlertStr);
if (SendEmail==1)
{
SendMail(Symbol()+" "+Period()+ ": ",Symbol()+" "+Period()+": "+AlertStr);
}
Crepeat=Crepeat-1;
AlertTime=CurTime();
}
}
if (!buysig && !sellsig)
{
Crepeat=Repeat;
AlertTime=0;
}
}
}
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
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()==MAGICNUM)
{
if(OrderType()==OP_BUY || OrderType()==OP_BUYSTOP) buys++;
if(OrderType()==OP_SELL || OrderType()==OP_SELLSTOP) sells++;
}
}
//---- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
//---- select lot size
if (!FixedLot)
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/10000.0,1);
else
lot=Lots;
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForSignals() {
double buyval,sellval,cci_cur,cci_prev;
buyval=0;
sellval=0;
cci_cur=0;
cci_prev=0;
//buyval=iCustom(NULL,0,"iFXSI",useITrend,useZeroLag,useADX,ConfirmOnCurrent,false,false,false,A_period,ADX_Period,Bands_Mode_0_2,Power_Price_0_6,Price_Type_0_3,Bands_Period,Bands_Deviation,Power_Period,0,0,shift);
//sellval=iCustom(NULL,0,"iFXSI",useITrend,useZeroLag,useADX,ConfirmOnCurrent,false,false,false,A_period,ADX_Period,Bands_Mode_0_2,Power_Price_0_6,Price_Type_0_3,Bands_Period,Bands_Deviation,Power_Period,0,1,shift);
buyval=iFXSI(0,shift);
sellval=iFXSI(1,shift);
//Comment("buyval=",buyval," sellval=",sellval);
cci_cur=iCCI(NULL,0,A_period,PRICE_TYPICAL,shift);
cci_prev=iCCI(NULL,0,A_period,PRICE_TYPICAL,shift+1);
if (cci_cur>0 && cci_prev<0) closesell=true; else closesell=false;
if (cci_cur<0 && cci_prev>0) closebuy=true; else closebuy=false;
buysig=false;
if ( buyval>0.01 )
buysig=true;
sellsig=false;
if ( sellval>0.01 )
sellsig=true;
return;
}
void CheckForOpen() {
int res;
double entryPrice,stopPrice;
if (CalculateCurrentOrders(Symbol())>0) {
CheckForClose();
}
if (CalculateCurrentOrders(Symbol())==0) {
//---- sell conditions
if(sellsig) {
entryPrice=Bid;
stopPrice=entryPrice+MaxStopLoss*Point;
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),entryPrice,slippage,stopPrice,entryPrice-TakeProfit*Point,"FXSI",MAGICNUM,0,Red);
sellsig=false;
return;
}
//---- buy conditions
if(buysig) {
entryPrice=Ask;
stopPrice=entryPrice-MaxStopLoss*Point;
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),entryPrice,slippage,stopPrice,entryPrice+TakeProfit*Point,"FXSI",MAGICNUM,0,Blue);
buysig=false;
return;
}
}
return;
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose() {
int i;
//close on the opposite signal
for(i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICNUM || OrderSymbol()!=Symbol()) continue;
//---- check order type
if(OrderType()==OP_BUY)
{
if (closebuy) OrderClose(OrderTicket(),OrderLots(),Bid,slippage,White);
break;
}
if(OrderType()==OP_SELL)
{
if (closesell) OrderClose(OrderTicket(),OrderLots(),Ask,slippage,White);
break;
}
if(OrderType()==OP_BUYSTOP)
{
if (closebuy) OrderDelete(OrderTicket());
break;
}
if(OrderType()==OP_SELLSTOP)
{
if (closesell) OrderDelete(OrderTicket());
break;
}
}
return;
}
//+------------------------------------------------------------------+
//| Start function |
//+------------------------------------------------------------------+
void start() {
if (CurTime() > StrToTime(expiryDate)) {
Alert("Version expired!");
return;
}
if (accountNum!=0 && accountNum!=AccountNumber()) {
Alert("This expert is not licensed to your account number!");
return;
}
//---- check for history and trading
//if(Bars<100 || IsTradeAllowed()==false) return;
buysig=false;
sellsig=false;
closesell=buysig;
closebuy=sellsig;
CheckForSignals();
CheckAlert();
CheckForOpen();
TrailStop(Symbol(), MAGICNUM, TrailingStop);
}
//+------------------------------------------------------------------+
void TrailStop(string mySymbol, int myMagic, int TrailingStop) {
double StopLoss;
if ( TrailingStop > 8 ) {
for (int i = 0; i < OrdersTotal(); i++) {
if ( OrderSelect (i, SELECT_BY_POS) == false ) continue;
if ( OrderSymbol() != mySymbol || OrderMagicNumber() != myMagic ) continue;
if ( OrderType() == OP_BUY ) {
if (BreakEven!=0)
{
if ((Bid-OrderOpenPrice())>BreakEven*Point)
{
if ((OrderStopLoss()-OrderOpenPrice())<0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+Point,OrderTakeProfit(),Aqua);
return(0);
}
}
}
if ((Bid-OrderOpenPrice())>BreakEven*Point) {
if ( Bid < OrderOpenPrice () ) return;
StopLoss = Bid-BreakEven*Point;
if ( StopLoss > OrderStopLoss() ) {
OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, White);
}
}
}
if ( OrderType() == OP_SELL ) {
//Modify stoploss to zero profit
if (BreakEven!=0)
{
if ((OrderOpenPrice()-Ask)>BreakEven*Point)
{
if ((OrderOpenPrice()-OrderStopLoss())<0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-Point,OrderTakeProfit(),Aqua);
return(0);
}
}
}
if ((OrderOpenPrice()-Ask)>TrailingProfit*Point) {
if ( Ask > OrderOpenPrice () ) return;
StopLoss = Ask+TrailingStop*Point;
if ( StopLoss < OrderStopLoss() ) {
OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, Gold);
}
}
}
}
}
return;
}
double ZeroLag(int mode, int index) {
int k, numbars=100;
double stok1=0,stok2=0,stok3=0,stok4=0,stok5=0,mov=0,stoksmoothed=0,smoothing=15;
double TrendBuffer[101];
double LoBuffer[101];
for (k=101;k>=0;k--) {
TrendBuffer[k]=0;
LoBuffer[k]=0;
}
for (k = numbars; k>= 0 ;k--) {
stok1 = (iStochastic(NULL,0,8,3,3,MODE_SMA,NULL,MODE_MAIN,k))*0.05;
stok2 = (iStochastic(NULL,0,89,21,3,MODE_SMA,NULL,MODE_MAIN,k))*0.43;
stok3 = (iStochastic(NULL,0,55,13,3,MODE_SMA,NULL,MODE_MAIN,k))*0.26;
stok4 = (iStochastic(NULL,0,34,8,3,MODE_SMA,NULL,MODE_MAIN,k))*0.16;
stok5 = (iStochastic(NULL,0,21,5,3,MODE_SMA,NULL,MODE_MAIN,k))*0.10;
mov = stok1+stok2+stok3+stok4+stok5;
stoksmoothed = mov/smoothing + LoBuffer[k+1]*(smoothing-1)/smoothing;
TrendBuffer[k]=mov;
LoBuffer[k]=stoksmoothed;
}
if (mode==0) return (TrendBuffer[index]);
if (mode==1) return (LoBuffer[index]);
}
double iTrend (int mode, int index)
{
int Bands_Mode;
double Power_Price,CurrentPrice;
if (Bands_Mode_0_2==1) Bands_Mode=MODE_LOW;
if (Bands_Mode_0_2==2) Bands_Mode=MODE_HIGH;
if (Bands_Mode_0_2==0) Bands_Mode=MODE_MAIN;
if (Power_Price_0_6==1) Power_Price=PRICE_OPEN;
if (Power_Price_0_6==2) Power_Price=PRICE_HIGH;
if (Power_Price_0_6==3) Power_Price=PRICE_LOW;
if (Power_Price_0_6==4) Power_Price=PRICE_MEDIAN;
if (Power_Price_0_6==5) Power_Price=PRICE_TYPICAL;
if (Power_Price_0_6==6) Power_Price=PRICE_WEIGHTED;
if (Power_Price_0_6==0) Power_Price=PRICE_CLOSE;
if (Price_Type_0_3==1) CurrentPrice=Open[index];
if (Price_Type_0_3==2) CurrentPrice=High[index];
if (Price_Type_0_3==3) CurrentPrice=Low[index];
if (Price_Type_0_3==0) CurrentPrice=Close[index];
if (mode==0) return (CurrentPrice-iBands(NULL,0,Bands_Period,Bands_Deviation,0,Bands_Mode,Power_Price,index));
if (mode==1) return(-(iBearsPower(NULL,0,Power_Period,Power_Price,index)+iBullsPower(NULL,0,Power_Period,Power_Price,index)));
}
double iFXSI(int mode, int i) {
int DotLoc=7;
double BuySig[30];
double SellSig[30];
double cci_cur[2],cci_prev[2];
double BuyCCI[2],SellCCI[2];
for (int cnt=0; cnt<=1; cnt++) {
//check cci crossing
cci_cur[cnt]=iCCI(NULL,0,A_period,PRICE_TYPICAL,i+cnt);
cci_prev[cnt]=iCCI(NULL,0,A_period,PRICE_TYPICAL,i+1+cnt);
if (cci_cur[cnt]>0 && cci_prev[cnt]<0) BuyCCI[cnt]=Low[i]-DotLoc*Point; else BuyCCI[cnt]=0;
if (cci_cur[cnt]<0 && cci_prev[cnt]>0) SellCCI[cnt]=High[i]+DotLoc*Point; else SellCCI[cnt]=0;
}
//check iTrend crossing
double itrendg_cur[2],itrendg_prev[2],itrendr_cur[2],itrendr_prev[2],BuyiTrendCross[2],SelliTrendCross[2];
bool BuyITrend=false, SellITrend=false;
for (cnt=0; cnt<=1; cnt++) {
itrendg_cur[cnt]=iTrend(0,i+cnt);
itrendg_prev[cnt]=iTrend(0,i+1+cnt);
itrendr_cur[cnt]=iTrend(1,i+cnt);
itrendr_prev[cnt]=iTrend(1,i+1+cnt);
if (itrendr_prev[cnt]>itrendg_prev[cnt] && itrendr_cur[cnt]<itrendg_cur[cnt]) BuyiTrendCross[cnt]=1; else BuyiTrendCross[cnt]=0;
if (itrendr_prev[cnt]<itrendg_prev[cnt] && itrendr_cur[cnt]>itrendg_cur[cnt]) SelliTrendCross[cnt]=1; else SelliTrendCross[cnt]=0;
}
if ((!ConfirmOnCurrent && ((BuyiTrendCross[0] && (BuyCCI[0]>0 || BuyCCI[1]>0)) || (BuyiTrendCross[1] && BuyCCI[0]>0))) ||
(ConfirmOnCurrent && BuyiTrendCross[0] && BuyCCI[0]>0)) BuyITrend=true; else BuyITrend=false;
if ((!ConfirmOnCurrent && ((SelliTrendCross[0] && (SellCCI[0]>0 || SellCCI[1]>0)) || (SelliTrendCross[1] && SellCCI[0]>0))) ||
(!ConfirmOnCurrent && SelliTrendCross[0] && SellCCI[0]>0)) SellITrend=true; else SellITrend=false;
//ZeroLag Crossing
double zlsw_cur[2],zlsw_prev[2],zlsr_cur[2],zlsr_prev[2],BuyZeroLagCross[2],SellZeroLagCross[2];
bool BuyZeroLag=false, SellZeroLag=false;
for (cnt=0; cnt<=1; cnt++) {
//zlsw_cur[cnt]=iCustom(NULL,0,"Zerolagstochs",0,i+cnt);
//zlsw_prev[cnt]=iCustom(NULL,0,"Zerolagstochs",0,i+1+cnt);
//zlsr_cur[cnt]=iCustom(NULL,0,"Zerolagstochs",1,i+cnt);
//zlsr_prev[cnt]=iCustom(NULL,0,"Zerolagstochs",1,i+1+cnt);
zlsw_cur[cnt]=ZeroLag(0,i+cnt);
zlsw_prev[cnt]=ZeroLag(0,i+1+cnt);
zlsr_cur[cnt]=ZeroLag(1,i+cnt);
zlsr_prev[cnt]=ZeroLag(1,i+1+cnt);
if (zlsr_prev[cnt]>zlsw_prev[cnt] && zlsr_cur[cnt]<zlsw_cur[cnt]) BuyZeroLagCross[cnt]=1; else BuyZeroLagCross[cnt]=0;
if (zlsr_prev[cnt]<zlsw_prev[cnt] && zlsr_cur[cnt]>zlsw_cur[cnt]) SellZeroLagCross[cnt]=1; else SellZeroLagCross[cnt]=0;
}
if ((!ConfirmOnCurrent && ((BuyZeroLagCross[0] && (BuyCCI[0]>0 || BuyCCI[1]>0)) || (BuyZeroLagCross[1] && BuyCCI[0]>0))) ||
(ConfirmOnCurrent && BuyZeroLagCross[0] && BuyCCI[0]>0)) BuyZeroLag=true; else BuyZeroLag=false;
if ((!ConfirmOnCurrent && ((SellZeroLagCross[0] && (SellCCI[0]>0 || SellCCI[1]>0)) || (SellZeroLagCross[1] && SellCCI[0]>0))) ||
(ConfirmOnCurrent && SellZeroLagCross[0] && SellCCI[0]>0)) SellZeroLag=true; else SellZeroLag=false;
//Adx crossing
double b4plusdi[2],b4minusdi[2],nowplusdi[2],nowminusdi[2],BuyADXCross[2],SellADXCross[2];
bool BuyADX=false, SellADX=false;
for (cnt=0; cnt<=1; cnt++) {
b4plusdi[cnt]=iADX(NULL,0,ADX_Period,PRICE_CLOSE,MODE_PLUSDI,i+1+cnt);
nowplusdi[cnt]=iADX(NULL,0,ADX_Period,PRICE_CLOSE,MODE_PLUSDI,i+cnt);
b4minusdi[cnt]=iADX(NULL,0,ADX_Period,PRICE_CLOSE,MODE_MINUSDI,i+1+cnt);
nowminusdi[cnt]=iADX(NULL,0,ADX_Period,PRICE_CLOSE,MODE_MINUSDI,i+cnt);
if (b4plusdi[cnt]>b4minusdi[cnt] && nowplusdi[cnt]<nowminusdi[cnt]) SellADXCross[cnt]=1; else SellADXCross[cnt]=0;
if (b4plusdi[cnt]<b4minusdi[cnt] && nowplusdi[cnt]>nowminusdi[cnt]) BuyADXCross[cnt]=1; else BuyADXCross[cnt]=0;
}
if ((!ConfirmOnCurrent && ((BuyADXCross[0] && (BuyCCI[0]>0 || BuyCCI[1]>0)) || (BuyADXCross[1] && BuyCCI[0]>0))) ||
(ConfirmOnCurrent && BuyADXCross[0] && BuyCCI[0]>0)) BuyADX=true; else BuyADX=false;
if ((!ConfirmOnCurrent && ((SellADXCross[0] && (SellCCI[0]>0 || SellCCI[1]>0)) || (SellADXCross[1] && SellCCI[0]>0))) ||
(ConfirmOnCurrent && SellADXCross[0] && SellCCI[0]>0)) SellADX=true; else SellADX=false;
if ((BuyITrend || !useITrend) && (BuyZeroLag || !useZeroLag) && (BuyADX ||!useADX)) BuySig[i]=Low[i]-DotLoc*Point; else BuySig[i]=0.0;
if ((SellITrend || !useITrend) && (SellZeroLag || !useZeroLag)&& (SellADX||!useADX)) SellSig[i]=High[i]+DotLoc*Point; else SellSig[i]=0.0;
if (!useITrend && !useZeroLag && !useADX) {
BuySig[i]=0.0;
SellSig[i]=0.0;
}
if (mode==0) return (BuySig[i]);
if (mode==1) return (SellSig[i]);
}
Sample
Analysis
Market Information Used:
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Commodity channel index
Stochastic oscillator
Bollinger bands indicator
Bears Power indicator
Bulls Power indicator
Movement directional index
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
It can change open orders parameters, due to possible stepping strategy
Other Features:
It issuies visual alerts to the screen
It sends emails
