/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| EWOCCI_v3 |
//| |
//| 10/23/06 Robert Hill |
//| Added Magic Number |
//| Added MoneyManagement for Mini or Standard accounts | |
//| Lost track of other additions but has trailing stop |
//+------------------------------------------------------------------+
#include <stdlib.mqh>
#include <stderror.mqh>
extern int MinWidth = 20;
extern int StopLoss = 40;
extern double Lots=1;
extern bool UseTrailingStop = true;
extern int TrailingStopType = 1; // Type 1 moves stop immediately, Type 2 waits til value of TS is reached
extern double TrailingStop = 25; // Change to whatever number of pips you wish to trail your position with.
extern int ProfitTarget = 50;
extern int Slippage = 3;
extern double BIG_JUMP=1000; //30.0; // Check for too-big candlesticks (avoid them)
extern double DOUBLE_JUMP=1000; //55.0;
extern int SignalCandle=1; //set to 1 if you want to get the cangle close 0 for current
//+---------------------------------------------------+
//|Money Management |
//+---------------------------------------------------+
extern bool UseMoneyManagement = true; // Change to false to shutdown money management controls.
extern int MM_Type = 1;
//+---------------------------------------------------+
//|Money Management type 1 |
//+---------------------------------------------------+
extern string StrSep1 = "-----MoneyManagementType 1 -----";
extern double MMRisk=0.15; // Risk Factor
extern double LossMax=1000; // Maximum Loss by 1 Lot
//+---------------------------------------------------+
//|Money Management type 2 |
//+---------------------------------------------------+
extern string StrSep2 = "-----MoneyManagementType 2 -----";
extern bool AccountIsMini = true; // Change to true if trading mini account
extern double TradeSizePercent = 15; // Change to whatever percent of equity you wish to risk.
double MaxLots = 100;
//+---------------------------------------------------+
double ao ;
double ao1;
double MA5,MA35, EWO;
double MA5prev,MA35prev, EWOprev;
double cci;
double cci1;
double Lotsi;
int MagicNumber; // Magic number of the trades. must be unique to identify
double PrevPrice=0, PrevHigh=0, PrevLow=0, Pivot=0, Price=0;
bool TradeAllowed=false;
// Bar handling
datetime bartime=0; // used to determine when a bar has moved
int bartick=0; //Tick counter
int totalTries = 5;
int retryDelay = 1000;
int init()
{
MagicNumber = 3000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period());
}
int start()
{
//{
// bar counting
if(bartime!=Time[0])
{
bartime=Time[0];
bartick++;
TradeAllowed=true;
}
// ao =iAO (NULL,0,0);
// ao1 =iAO (NULL,0,1);
MA5=iMA(NULL,0,5,0,MODE_SMA,PRICE_MEDIAN,SignalCandle);
MA35=iMA(NULL,0,35,0,MODE_SMA,PRICE_MEDIAN,SignalCandle);
MA5prev=iMA(NULL,0,5,0,MODE_SMA,PRICE_MEDIAN,SignalCandle+1);
MA35prev=iMA(NULL,0,35,0,MODE_SMA,PRICE_MEDIAN,SignalCandle+1);
EWO=MA5-MA35;
EWOprev = MA5prev - MA35prev;
cci =iCCI(NULL,0,55,PRICE_CLOSE,SignalCandle+0);
cci1=iCCI(NULL,0,55,PRICE_CLOSE,SignalCandle+1);
PrevPrice = iClose(NULL,PERIOD_D1,SignalCandle+1);
PrevHigh = iHigh(NULL,PERIOD_D1,SignalCandle+1);
PrevLow = iLow(NULL,PERIOD_D1,SignalCandle+1);
Pivot = (PrevHigh + PrevLow + PrevPrice)/3;
Price = iClose(NULL,PERIOD_H1,1); //gets close of last closed candle
// Was there a sudden jump? Ignore it...
if((MathAbs(Open[1]-Open[0])/Point)>=BIG_JUMP) {
return(0);
}
if((MathAbs(Open[2]-Open[1])/Point)>=BIG_JUMP) {
return(0);
}
if((MathAbs(Open[3]-Open[2])/Point)>=BIG_JUMP) {
return(0);
}
if((MathAbs(Open[4]-Open[3])/Point)>=BIG_JUMP) {
return(0);
}
if((MathAbs(Open[5]-Open[4])/Point)>=BIG_JUMP) {
return(0);
}
if((MathAbs(Open[2]-Open[0])/Point)>=DOUBLE_JUMP) {
return(0);
}
if((MathAbs(Open[3]-Open[1])/Point)>=DOUBLE_JUMP) {
return(0);
}
if((MathAbs(Open[4]-Open[2])/Point)>=DOUBLE_JUMP) {
return(0);
}
if((MathAbs(Open[5]-Open[3])/Point)>=DOUBLE_JUMP) {
return(0);
}
int NumTrades = 0;
for (int i = 0; i < OrdersTotal(); i++)
{
OrderSelect(i, SELECT_BY_POS);
if (OrderSymbol() == Symbol())
{
if (OrderType() == OP_BUY ) NumTrades++;
if (OrderType() == OP_SELL ) NumTrades++;
}
}
if (NumTrades == 0)
{
if( TradeAllowed )
{
if (MM_Type == 1)
Lotsi = MoneyManagement ( UseMoneyManagement, Lots, MMRisk, LossMax);
else
Lotsi = GetLots();
if( EWO>0 && cci>=0 && Ask>Pivot && (EWOprev<0 || cci1<=0 || Price<Pivot))
{
OrderSend(Symbol(), OP_BUY, Lotsi, Ask, 2, Ask - StopLoss * Point, Ask + ProfitTarget * Point, 0);
return(0);
}
if( EWO > 0 && cci>=0 && Ask>Pivot && (EWOprev<0 || cci1<=0 || Price<Pivot))
{
OrderSend(Symbol(), OP_SELL, Lotsi, Bid, 2, Bid + StopLoss * Point, Bid - ProfitTarget * Point, 0);
return(0);
}
}
}
if (UseTrailingStop)
{
for (i = 0; i < OrdersTotal(); i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if ( OrderSymbol() == Symbol() )
{
if ( OrderType() == OP_BUY )
{
HandleTrailingStop(OP_BUY,OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
}
if ( OrderType() == OP_SELL)
{
HandleTrailingStop(OP_SELL,OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
}
}
}
}
return(0);
}
//+------------------------------------------------------------------+
// ---- Money Management
double MoneyManagement ( bool flag, double Lots, double risk, double maxloss)
{
Lotsi=Lots;
if ( flag ) Lotsi=NormalizeDouble(Lots*AccountFreeMargin()*risk/maxloss,1);
if (Lotsi<0.1) Lotsi=0.1;
return(Lotsi);
}
//+------------------------------------------------------------------+
//| Get number of lots for this trade |
//+------------------------------------------------------------------+
double GetLots()
{
double lot;
if(UseMoneyManagement)
{
lot = LotsOptimized();
}
else
{
lot = Lots;
}
if(AccountIsMini)
{
if (lot < 0.1) lot = 0.1;
}
else
{
if (lot >= 1.0) lot = MathFloor(lot); else lot = 1.0;
}
if (lot > MaxLots) lot = MaxLots;
return(lot);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
//---- select lot size
lot=NormalizeDouble(MathFloor(AccountFreeMargin()*TradeSizePercent/10000)/10,1);
// lot at this point is number of standard lots
// if (Debug) Print ("Lots in LotsOptimized : ",lot);
// Check if mini or standard Account
if(AccountIsMini)
{
lot = MathFloor(lot*10)/10;
}
return(lot);
}
//+------------------------------------------------------------------+
//| Modify Open Position Controls |
//| Try to modify position 3 times |
//+------------------------------------------------------------------+
bool ModifyOrder(int nOrderType, int ord_ticket,double op, double price,double tp, color mColor = CLR_NONE)
{
int cnt, err;
double myStop;
myStop = ValidStopLoss (nOrderType, price);
cnt=0;
while (cnt < totalTries)
{
if (OrderModify(ord_ticket,op,myStop,tp,0,mColor))
{
return(true);
}
else
{
err=GetLastError();
if (err > 1) Print(cnt," Error modifying order : (", ord_ticket , ") " + ErrorDescription(err), " err ",err);
if (err>0) cnt++;
Sleep(retryDelay);
}
}
return(false);
}
// Adjust stop loss so that it is legal.
double ValidStopLoss(int cmd, double sl)
{
if (sl == 0) return(0.0);
double mySL, myPrice;
double dblMinStopDistance = MarketInfo(Symbol(),MODE_STOPLEVEL)*MarketInfo(Symbol(), MODE_POINT);
mySL = sl;
// Check if SlopLoss needs to be modified
switch(cmd)
{
case OP_BUY:
myPrice = MarketInfo(Symbol(), MODE_BID);
if (myPrice - sl < dblMinStopDistance)
mySL = myPrice - dblMinStopDistance; // we are long
break;
case OP_SELL:
myPrice = MarketInfo(Symbol(), MODE_ASK);
if (sl - myPrice < dblMinStopDistance)
mySL = myPrice + dblMinStopDistance; // we are long
}
return(NormalizeDouble(mySL,MarketInfo(Symbol(), MODE_DIGITS)));
}
//+------------------------------------------------------------------+
//| 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 |
//| 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 |
//+------------------------------------------------------------------+
int HandleTrailingStop(int type, int ticket, double op, double os, double tp)
{
double pt, TS=0, myAsk, myBid;
double bos,bop,opa,osa;
switch(type)
{
case OP_BUY:
{
myBid = MarketInfo(Symbol(),MODE_BID);
switch(TrailingStopType)
{
case 1: pt = Point*StopLoss;
if(myBid-os > pt)
ModifyOrder(type, ticket,op,myBid-pt,tp, Aqua);
break;
case 2: pt = Point*TrailingStop;
if(myBid-op > pt && os < myBid - pt)
ModifyOrder(type, ticket,op,myBid-pt,tp, Aqua);
break;
}
return(0);
break;
}
case OP_SELL:
{
myAsk = MarketInfo(Symbol(),MODE_ASK);
switch(TrailingStopType)
{
case 1: pt = Point*StopLoss;
if(os - myAsk > pt)
ModifyOrder(type, ticket,op,myAsk+pt,tp, Aqua);
break;
case 2: pt = Point*TrailingStop;
if(op - myAsk > pt && os > myAsk+pt)
ModifyOrder(type, ticket,op,myAsk+pt,tp, Aqua);
break;
}
}
return(0);
}
}
//+------------------------------------------------------------------+
//| 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);
}
}
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);
Comment("unexpected Symbol");
return(19);
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for 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 open prices of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
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 can change open orders parameters, due to possible stepping strategy
Other Features:
