/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//=============================================================================
// EMA_CROSS_Derk_v01.mq4
// Originally by: Coders Guru
// http://www.forex-tsd.com
//
// Modified by Robert Hill as follows:
// -----------------------------------
// 6/4/2006 Fixed bugs and added exit on fresh cross option
//
// Added use of TakeProfit of 0
//
// Modified for trade on open of closed candle
//
// Added Trades in this symbol and MagicNumber check
// to allow trades on different currencies at same time
//
// 7/21/2006 Added money management
//
// Added calculation of MagicNumber
//
// Added EMA Angle filter
//
//
// Modified by Derk Wehler as follows:
// -----------------------------------
// 7/19/2006 Reformatted code, added comments
//
// Added HandleTrailingStop() function and changed start()
// function to use it.
//
// Added use of OrderReliable library
//
// Added extern TrailingStopType (which should always be
// set to either 1 or 2), for use with new HandleTrailingStop()
//
// 7/23/2006 Added UsePrevClose parameter, and usage in FreshCross()
//
//
// TODO: Add Money Management routine DONE
//
//=============================================================================
#property copyright "Coders Guru"
#property link "http://www.forex-tsd.com"
#include <OrderReliable_V0_2_5.mqh>
//+---------------------------------------------------+
//|Money Management |
//+---------------------------------------------------+
extern bool MoneyManagement = true; // Change to false if you want to shutdown money management controls.
// Lots = 1 will be in effect and only 1 lot will be open regardless of equity.
extern double TradeSizePercent = 10; // Change to whatever percent of equity you wish to risk.
extern double Lots = 1;
extern double MaxLots = 100.0;
//---- input parameters
extern double TakeProfit = 130;
extern double StopLoss = 100;
extern bool UseTrailingStop = true;
extern int TrailingStopType = 2;
extern double TrailingStop = 40;
extern double FirstMove = 20; // Type 3 first level pip gain
extern double FirstStopLoss = 15; // Move Stop to Breakeven
extern double SecondMove = 30; // Type 3 second level pip gain
extern double SecondStopLoss = 20; // Move stop to lock is profit
extern double ThirdMove = 40;
extern double TrailingStop3 = 20; // Move stop and trail from there
extern int ShortEma = 10; // 17?
extern int LongEma = 80; // 40?
extern bool ExitOnCross = false;
extern bool UsePrevClose = true;
extern int SignalCandle = 1;
extern string ExpertName="EMA_CROSS_";
extern int MagicCode = 5;
//==============================
// EMA Angle parameters
//==============================
extern bool UseEMA_Angle = true;
extern double AngleTreshold=0.2;
extern int StartEMAShift=3;
extern int EndEMAShift=0;
int MagicNumber; // Magic number of the trades. must be unique to identify
string nameEA; // identifies the expert
//=============================================================================
// expert initialization function
//=============================================================================
int init()
{
MagicNumber = MagicCode*1000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period());
nameEA = ExpertName + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period()));
return(0);
}
//=============================================================================
// expert deinitialization function
//=============================================================================
int deinit()
{
return(0);
}
//===================================================================
// EMA_Angle.mq4
// jpkfox
//
// You can use this indicator to measure when the EMA angle is
// "near zero". AngleTreshold determines when the angle for the
// EMA is "about zero": This is when the value is between
// [-AngleTreshold, AngleTreshold] (or when the histogram is red).
// EMAPeriod: EMA period
// AngleTreshold: The angle value is "about zero" when it is
// between the values [-AngleTreshold, AngleTreshold].
// StartEMAShift: The starting point to calculate the
// angle. This is a shift value to the left from the
// observation point. Should be StartEMAShift > EndEMAShift.
// StartEMAShift: The ending point to calculate the
// angle. This is a shift value to the left from the
// observation point. Should be StartEMAShift > EndEMAShift.
//
// Return 1 for up OK
// Return -1 for down OK
// Return 0 for too flat
//===================================================================
int EMA_Angle(int EMAPeriod)
{
double fEndMA, fStartMA;
double fAngle, mFactor, dFactor;
double angle;
int ShiftDif;
string Sym;
dFactor = 2*3.14159/180.0;
mFactor = 10000.0;
Sym = StringSubstr(Symbol(),3,3);
if (Sym == "JPY") mFactor = 100.0;
ShiftDif = StartEMAShift-EndEMAShift;
mFactor /= ShiftDif;
fEndMA=iMA(NULL,0,EMAPeriod,0,MODE_EMA,PRICE_MEDIAN,SignalCandle+EndEMAShift);
fStartMA=iMA(NULL,0,EMAPeriod,0,MODE_EMA,PRICE_MEDIAN,SignalCandle+StartEMAShift);
// 10000.0 : Multiply by 10000 so that the fAngle is not too small
// for the indicator Window.
fAngle = mFactor * (fEndMA - fStartMA)/2.0;
// fAngle = MathArctan(fAngle)/dFactor;
if(fAngle > AngleTreshold)
{
return(1);
}
else if (fAngle < -AngleTreshold)
{
return(-1);
}
else return(0);
}
//=============================================================================
//
// FreshCross()
//
// Function to tell whether or not there is a "fresh" cross.
//
// RETURN VALUE:
//
// 1: If the short MA line is above the long, and was below on the
// previous candle
//
// 2: If the short MA line is below the long, and was above on the
// previous candle
//
// 0: If the the EMA lines of the current and previous candle are
// in the same position relative to each other
//
//=============================================================================
int FreshCross()
{
double SEma, LEma,SEmaP, LEmaP;
int emaAngle;
SEma = iMA(NULL, 0, ShortEma, 0, MODE_EMA, PRICE_CLOSE, SignalCandle);
LEma = iMA(NULL, 0, LongEma, 0, MODE_EMA, PRICE_CLOSE, SignalCandle);
SEmaP = iMA(NULL, 0, ShortEma, 0, MODE_EMA, PRICE_CLOSE, SignalCandle+1);
LEmaP = iMA(NULL, 0, LongEma, 0, MODE_EMA, PRICE_CLOSE, SignalCandle+1);
emaAngle = EMA_Angle(LongEma);
// Don't work in the first load, wait for the first cross!
if (UsePrevClose) // use cross plus previous candle's close
{
if(SEma>LEma && SEmaP < LEmaP && Close[SignalCandle+1] > SEmaP && Ask > SEmaP && emaAngle == 1) return(1); //up
if(SEma<LEma && SEmaP > LEmaP && Close[SignalCandle+1] < SEmaP && Bid < SEmaP && emaAngle == -1) return(2); //down
}
else // Normal method --just use cross
{
if (SEma > LEma && SEmaP < LEmaP && emaAngle == 1) return(1); // up
if (SEma < LEma && SEmaP > LEmaP && emaAngle == -1) return(2); // down
}
return (0); // has not changed
}
//=============================================================================
//
// CheckOpenTrades()
//
// RETURN VALUE:
//
// The number of trades this EA has currently open
//
//=============================================================================
int CheckOpenTrades()
{
int cnt;
int NumTrades; // Number of buy and sell trades in this symbol
NumTrades = 0;
for (cnt=OrdersTotal()-1; cnt>=0; cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() != Symbol())
continue;
if (OrderMagicNumber() != MagicNumber)
continue;
if (OrderType() == OP_BUY)
NumTrades++;
if (OrderType() == OP_SELL)
NumTrades++;
}
return (NumTrades);
}
//=============================================================================
// expert start function
//=============================================================================
int start()
{
int cnt, ticket, total, isCrossed;
double lotMM;
double TP;
if (Bars < 100)
{
Print("bars less than 100");
return(0);
}
isCrossed = FreshCross();
total = CheckOpenTrades();
if (total < 1)
{
lotMM = GetLots();
if (isCrossed == 1)
{
TP = 0;
if (TakeProfit > 0)
TP = Ask + TakeProfit * Point;
ticket = OrderSendReliable(Symbol(), OP_BUY, lotMM, Ask, 3, Ask - StopLoss*Point,
TP, nameEA, MagicNumber, 0, Green);
if (ticket > 0)
{
if (OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
Print("BUY order opened : ", OrderOpenPrice());
}
else
Print("Error opening BUY order : ", GetLastError());
return(0);
}
if (isCrossed == 2)
{
TP = 0;
if (TakeProfit > 0)
TP = Bid - TakeProfit * Point;
ticket = OrderSendReliable(Symbol(), OP_SELL, lotMM, Bid, 3, Bid + StopLoss*Point,
TP, nameEA, MagicNumber, 0, Red);
if (ticket > 0)
{
if (OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES))
Print("SELL order opened : ", OrderOpenPrice());
}
else
Print("Error opening SELL order : ", GetLastError());
return(0);
}
return(0);
}
for (cnt=0; cnt < total; cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() != Symbol() || OrderMagicNumber() != MagicNumber)
continue;
// Should it be closed because of a cross reversal?
bool result = false;
if (ExitOnCross && isCrossed != 0)
{
// We have a long position open and MAs have switched
if (OrderType() == OP_BUY && isCrossed == 2)
{
// Close position
result = OrderCloseReliable(OrderTicket(), OrderLots(), Bid, 3, Violet);
if (!result)
{
Print("In OP_BUY, ExitOnCross=TRUE && isCrossed=2, but FAILED to exit.");
Alert("In OP_BUY, ExitOnCross=TRUE && isCrossed=2, but FAILED to exit.");
}
}
// We have a short position open and MAs have switched
else if (OrderType() == OP_SELL && isCrossed == 1)
{
// Close position
result = OrderCloseReliable(OrderTicket(), OrderLots(), Ask, 3, Violet);
if (!result)
{
Print("In OP_SELL, ExitOnCross=TRUE && isCrossed=1, but FAILED to exit.");
Alert("In OP_SELL, ExitOnCross=TRUE && isCrossed=1, but FAILED to exit.");
}
}
}
if (!result && UseTrailingStop) // Handle mods to trailing stop
HandleTrailingStop(OrderType(), OrderTicket(), OrderOpenPrice(), OrderStopLoss(), OrderTakeProfit());
}
return(0);
}
//=============================================================================
//
// HandleTrailingStop()
//
// Type 1 moves the stoploss without delay.
//
// Type 2 waits for price to move the amount of the trailStop
// before moving stop loss then moves like type 1
//
// Type 3 uses up to 3 levels for trailing stop
// Level 1 Move stop to 1st level
// Level 2 Move stop to 2nd level
// Level 3 Trail like type 1 by fixed amount other than 1
// NOTE: Level3 Removed for now (see below)
//
// Possible future types
// Type 4 uses 2 for 1, every 2 pip move moves stop 1 pip
// Type 5 uses 3 for 1, every 3 pip move moves stop 1 pip
//
// PARAMETERS:
//
// type: OP_BUY or OP_SELL
// ticket: the ticket number
// open_price: the order's open price
// cur_sl: the order's current StopLoss value
// cur_tp: the order's current TakeProfit value
//
// RETURN VALUE:
// zero for now
//
// Calling example
// HandleTrailingStop("BUY",OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
//
//=============================================================================
int HandleTrailingStop(int type, int ticket, double open_price, double cur_sl, double cur_tp)
{
double pt, TS = 0;
if (type == OP_BUY)
{
switch (TrailingStopType)
{
case 1:
pt = Point * StopLoss;
if (Bid - cur_sl > pt)
OrderModifyReliable(ticket, open_price, Bid - pt, cur_tp, 0, Aqua);
break;
case 2:
pt = Point * TrailingStop;
if (Bid - open_price > pt && (cur_sl < Bid - pt || cur_sl == 0))
OrderModifyReliable(ticket, open_price, Bid - pt, cur_tp, 0, Aqua);
break;
//* Removed until we decide if we really want this for this EA
case 3:
if (Bid - open_price > FirstMove * Point)
{
TS = open_price + FirstMove * Point - FirstStopLoss * Point;
if (cur_sl < TS)
OrderModifyReliable(ticket, open_price, TS, cur_tp, 0, Aqua);
}
if (Bid - open_price > SecondMove * Point)
{
TS = open_price + SecondMove * Point - SecondStopLoss * Point;
if (cur_sl < TS)
OrderModifyReliable(ticket, open_price, TS, cur_tp, 0, Aqua);
}
if (Bid - open_price > ThirdMove * Point)
{
TS = Bid - TrailingStop3 * Point;
if (cur_sl < TS)
OrderModifyReliable(ticket, open_price, TS, cur_tp, 0, Aqua);
}
break;
//*/
}
return(0);
}
else if (type == OP_SELL)
{
switch (TrailingStopType)
{
case 1:
pt = Point * StopLoss;
if (cur_sl - Ask > pt)
OrderModifyReliable(ticket, open_price, Ask+pt, cur_tp, 0, Aqua);
break;
case 2:
pt = Point * TrailingStop;
if (open_price - Ask > pt && (cur_sl > Ask + pt || cur_sl == 0))
OrderModifyReliable(ticket, open_price, Ask+pt, cur_tp, 0, Aqua);
break;
//* Removed until we decide if we really want this for this EA
case 3:
if (open_price - Ask > FirstMove * Point)
{
TS = open_price - FirstMove * Point + FirstStopLoss * Point;
if (cur_sl > TS)
OrderModifyReliable(ticket, open_price, TS, cur_tp, 0, Aqua);
}
if (open_price - Ask > SecondMove * Point)
{
TS = open_price - SecondMove * Point + SecondStopLoss * Point;
if (cur_sl > TS)
OrderModifyReliable(ticket, open_price, TS, cur_tp, 0, Aqua);
}
if (open_price - Ask > ThirdMove * Point)
{
TS = Ask + TrailingStop3 * Point;
if (cur_sl > TS)
OrderModifyReliable(ticket, open_price, TS, cur_tp, 0, Aqua);
}
break;
//*/
}
}
return(0);
}
//+------------------------------------------------------------------+
//| Get number of lots for this trade |
//+------------------------------------------------------------------+
double GetLots()
{
double lot;
lot = Lots;
if(MoneyManagement)
{
lot = LotsOptimized();
}
if (lot >= 1.0) lot = MathFloor(lot); else lot = 1.0;
return(lot);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
//---- select lot size
lot=NormalizeDouble(MathFloor(AccountFreeMargin()*TradeSizePercent/10000)/10,1);
// Check if mini or standard Account
if (lot < 1.0) lot = 1.0;
if (lot > MaxLots) lot = MaxLots;
return(lot);
}
//+------------------------------------------------------------------+
//| Time frame interval appropriation function |
//+------------------------------------------------------------------+
int func_TimeFrame_Const2Val(int Constant ) {
switch(Constant) {
case 1: // M1
return(1);
case 5: // M5
return(2);
case 15:
return(3);
case 30:
return(4);
case 60:
return(5);
case 240:
return(6);
case 1440:
return(7);
case 10080:
return(8);
case 43200:
return(9);
}
}
//+------------------------------------------------------------------+
//| Time frame string appropriation function |
//+------------------------------------------------------------------+
string func_TimeFrame_Val2String(int Value ) {
switch(Value) {
case 1: // M1
return("M1");
case 2: // M1
return("M5");
case 3:
return("M15");
case 4:
return("M30");
case 5:
return("H1");
case 6:
return("H4");
case 7:
return("D1");
case 8:
return("W1");
case 9:
return("MN1");
default:
return("undefined " + Value);
}
}
int func_Symbol2Val(string symbol) {
string mySymbol = StringSubstr(symbol,0,6);
if(mySymbol=="AUDCAD") return(1);
if(mySymbol=="AUDJPY") return(2);
if(mySymbol=="AUDNZD") return(3);
if(mySymbol=="AUDUSD") return(4);
if(mySymbol=="CHFJPY") return(5);
if(mySymbol=="EURAUD") return(6);
if(mySymbol=="EURCAD") return(7);
if(mySymbol=="EURCHF") return(8);
if(mySymbol=="EURGBP") return(9);
if(mySymbol=="EURJPY") return(10);
if(mySymbol=="EURUSD") return(11);
if(mySymbol=="GBPCHF") return(12);
if(mySymbol=="GBPJPY") return(13);
if(mySymbol=="GBPUSD") return(14);
if(mySymbol=="NZDUSD") return(15);
if(mySymbol=="USDCAD") return(16);
if(mySymbol=="USDCHF") return(17);
if(mySymbol=="USDJPY") return(18);
return(19);
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
Other Features:
It issuies visual alerts to the screen