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//+------------------------------------------------------------------+
//| e-PassLevCCI-EMA.mq4 |
//| Èäåÿ Gentor, ðåàëèçàöèÿ â ÌÒ4 KimIV |
//| http://www.kimiv.ru |
//| Ôèêñàöèÿ ïðèáûëè â ïîðÿäêå ïðèîðèòåòà: |
//| 1. TrailingStop |
//| 2. TakeProfit |
//| 3. Ïî ñèãíàëó âûõîäà |
//| Ôèëüòð EMA |
//+------------------------------------------------------------------+
#property copyright "Gentor, KimIV"
#property link "http://www.kimiv.ru"
#define MAGIC 20050822
//------- Âíåøíèå ïàðàìåòðû ------------------------------------------
extern double Lots = 0.1; // Ðàçìåð òîðãóåìîãî ëîòà
extern int StopLoss = 27; // Ðàçìåð ôèêñèðîâàííîãî ñòîïà
extern bool UseTakeProfit = True; // Èñïîëüçîâàòü òýéê
extern int TakeProfit = 70; // Ðàçìåð ôèêñèðîâàííîãî òýéêà
extern bool UseTrailing = False; // Èñïîëüçîâàòü òðàë
extern int TrailingStop = 50; // Ðàçìåð òðàëà
extern int CCI_Period = 18; // Ïåðèîä CCI
extern int EMA_Period = 34; // Ïåðèîä EMA
extern int BarsForCheck = 4; // Êîëè÷åñòâî áàðîâ äëÿ ïðîâåðêè
//------- Ãëîáàëüíûå ïåðåìåííûå --------------------------------------
datetime OldBar;
//+------------------------------------------------------------------+
//| Ïðîâåðêà óñëîâèé îòêðûòèÿ ïîçèöèè |
//+------------------------------------------------------------------+
void CheckForOpen() {
bool PosExist=False; // Åñòü îòêðûòàÿ ïîçèöèÿ ïî òåêóùåìó èíñòðóìåíòó
double cci1, cci2, ema;
double take;
// Ïîèñê ïîçèöèé ïî òåêóùåìó èíñòðóìåíòó, îòêðûòûõ èìåííî ýòèì ñîâåòíèêîì
for (int i=0; i<OrdersTotal(); i++) {
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
if (OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC) {
PosExist=True;
}
}
}
// Íåò îòêðûòûõ ïîçèöèé.
if (!PosExist) {
// Ôèêñèðóåì çíà÷åíèÿ ÑÑÈ.
cci1 = iCCI(NULL, 0, CCI_Period, PRICE_TYPICAL, 1);
cci2 = iCCI(NULL, 0, CCI_Period, PRICE_TYPICAL, BarsForCheck);
ema = iMA (NULL, 0, EMA_Period, 0, MODE_EMA, PRICE_TYPICAL, 1);
// Ñèãíàë íà ïîêóïêó.
if (cci1>100 && cci2<-100 && ema>Close[1]) {
if (UseTakeProfit) take = Ask+TakeProfit*Point;
else take = 0;
OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Ask-StopLoss*Point,take,"e-PassLevCCI",MAGIC,0,Blue);
OldBar = Time[1];
return;
}
// Ñèãíàë íà ïðîäàæó.
if (cci1<-100 && cci2>100 && ema<Close[1]) {
if (UseTakeProfit) take = Bid-TakeProfit*Point;
else take = 0;
OrderSend(Symbol(),OP_SELL,Lots,Bid,3,Bid+StopLoss*Point,take,"e-PassLevCCI",MAGIC,0,Red);
OldBar = Time[1];
return;
}
}
}
//+------------------------------------------------------------------+
//| Ïðîâåðêà óñëîâèé çàêðûòèÿ ïîçèöèè |
//+------------------------------------------------------------------+
void CheckForClose() {
bool fs=False; // Ôëàã íàëè÷èÿ ñèãíàëà çàêðûòèÿ
int cci1, cci2;
// Ôèêñèðóåì çíà÷åíèÿ ÑÑÈ.
cci1 = iCCI(NULL, 0, CCI_Period, PRICE_TYPICAL, 1);
cci2 = iCCI(NULL, 0, CCI_Period, PRICE_TYPICAL, 2);
// Ñèãíàë íà çàêðûòèå ïîçèöèè.
if (cci1*cci2<0 && OldBar!=Time[1]) fs = True;
// Ïîèñê ïîçèöèé ïî òåêóùåìó èíñòðóìåíòó, îòêðûòûõ èìåííî ýòèì ñîâåòíèêîì
for (int i=0; i<OrdersTotal(); i++) {
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
if (OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC) {
if (OrderType()==OP_BUY && fs) {
OrderClose(OrderTicket(), Lots, Bid, 3, Aqua);
return;
}
if (OrderType()==OP_SELL && fs) {
OrderClose(OrderTicket(), Lots, Ask, 3, Violet);
return;
}
}
}
}
}
//+------------------------------------------------------------------+
//| Ñîïðîâîæäåíèå ïîçèöèè |
//+------------------------------------------------------------------+
void TrailingPosition() {
for (int i=0; i<OrdersTotal(); i++) {
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
if (OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC) {
if (OrderType()==OP_BUY) {
if ((Bid-OrderOpenPrice())>TrailingStop*Point) {
if (OrderStopLoss()<Bid-TrailingStop*Point) {
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-TrailingStop*Point,OrderTakeProfit(),Blue);
return;
}
}
}
if (OrderType()==OP_SELL) {
if ((OrderOpenPrice()-Ask)>TrailingStop*Point) {
if (OrderStopLoss()>Ask+TrailingStop*Point) {
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+TrailingStop*Point,OrderTakeProfit(),Red);
return;
}
}
}
}
}
}
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
void start() {
CheckForOpen();
if (UseTrailing) TrailingPosition();
else if (!UseTakeProfit) CheckForClose();
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Commodity channel 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:
