//+------------------------------------------------------------------+
//| ExFractals.mq4 |
//| Copyright © 2006, Alex Sidd (Executer) |
//| mailto:work_st@mail.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Alex Sidd (Executer)"
#property link "mailto:work_st@mail.ru"
//----
#define MAGIC 612457
//----
extern double lStopLoss = 40;
extern double sStopLoss = 40;
extern double lTakeProfit = 100;
extern double sTakeProfit = 100;
extern double lTrailingStop = 30;
extern double sTrailingStop = 30;
extern double Lots = 0.10;
extern int a = 3;
extern double DecreaseFactor = 100;
extern double MaximumRisk = 0.025;
extern double MaximumLots = 100;
extern int coeff = 0;
//----
int IsLastBuy = 0;
int what = 0;
color clOpenBuy = Blue;
color clCloseBuy = Aqua;
color clOpenSell = Red;
color clCloseSell = Violet;
color clModiBuy = Blue;
color clModiSell = Red;
string Name_Expert = "ExFractals";
int Slippage = 0;
bool UseSound = True;
string NameFileSound = "alert.wav";
//----
double FractUp1 = 0;
double FractUp2 = 0;
double FractDn1 = 0;
double FractDn2 = 0;
datetime FTimeUp1, FTimeUp2, FTimeDn1, FTimeDn2, curTime;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double GetSizeLot()
{
double Lot = Lots;
int cycle;
int prof = 0;
int orders = HistoryTotal(); // history orders total
int losses = 0; // number of losses orders without a break
int vinn = 0;
int i = orders;
//---- select lot size
Lot = NormalizeDouble(AccountFreeMargin()*MaximumRisk / 100, 1);
if(AccountFreeMargin() <= 10000 && AccountFreeMargin() > 5000)
DecreaseFactor = NormalizeDouble(AccountFreeMargin() / 100, 1);
if(AccountFreeMargin() <= 5000 && AccountFreeMargin() > 3000)
DecreaseFactor = NormalizeDouble(AccountFreeMargin() / 200, 1);
if(AccountFreeMargin() <= 14)
DecreaseFactor = 14;
if(AccountFreeMargin() > 10000)
DecreaseFactor = 60;
if(DecreaseFactor > 0 && orders > DecreaseFactor)
{
for(cycle = 1; cycle < DecreaseFactor; cycle++)
{
i--;
if(OrderSelect(i, SELECT_BY_TICKET, MODE_HISTORY) == false)
{
Print("Error in history!");
break;
}
if(OrderCloseTime()>0)
{
prof = prof + OrderProfit();
if(OrderProfit() <= 0 )
losses++;
else
vinn++;
}
}
if(prof <= 0 )
Lot = 0.1;//Lot - (0.1*losses); //Lot = 0.1;//
// if(prof <=0 && vinn>losses) Lot = Lot - (0.1*losses);
if(prof > 0 && losses > vinn)
{
Lot = Lot + (0.1*NormalizeDouble(vinn / 4, 0.1));
}
if(prof > 0 && losses <= vinn )
{
Lot = Lot + (0.1*NormalizeDouble(vinn / 2, 0.1));
}
}
if(AccountFreeMargin() < 300 || Lot < 0.1)
Lot = 0.1;
if(Lot*1275 >= AccountFreeMargin())
Lot = NormalizeDouble(AccountFreeMargin()*MaximumRisk / 100, 1);
if(MaximumLots != 0 && Lot > MaximumLots)
Lot = MaximumLots;
if(DecreaseFactor > orders)
Lot = Lots;
Lot = Lots;
//----
return(Lot);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void deinit()
{
//----
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double LevelCalculate(double Price1, double Time1, double Price2,
double Time2, double NewTime)
{
double level;
if(Time2 != Time1) // Íà âñÿêèé ñëó÷àé, ÷òîáû íå áûëî äåëåíèÿ íà 0.
level = (NewTime - Time1)*(Price2 - Price1) / (Time2-Time1) + Price1;
else
return(Price2);
return(level);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
if(Bars < 100)
{
Print("bars less than 100");
return(0);
}
if(lStopLoss < 3)
{
Print("StopLoss less than 3");
return(0);
}
if(lTakeProfit < 3)
{
Print("TakeProfit less than 3");
return(0);
}
if(sStopLoss < 3)
{
Print("StopLoss less than 3");
return(0);
}
if(sTakeProfit < 3)
{
Print("TakeProfit less than 3");
return(0);
}
if(AccountFreeMargin() < (1000*Lots))
{
Print("We have no money. Free Margin = ", AccountFreeMargin());
return(0);
}
double Fup, Fdn;
Fup = iFractals(NULL, 0, MODE_UPPER, 3);
Fdn = iFractals(NULL, 0, MODE_LOWER, 3);
double AO_1, AO_2, AO_D1, AO_D2;
AO_1 = iAO(NULL, 60, 1);
AO_2 = iAO(NULL, 60, 2);
AO_D1 = iAO(NULL, 240, 1);
AO_D2 = iAO(NULL, 240, 2);
if(AO_1 > AO_2 && AO_D1 > AO_D2)
what = 1;
if(AO_1 < AO_2 && AO_D1 < AO_D2)
what = 2;
if(AO_1 > AO_2 && AO_D1 < AO_D2)
what = 3;
if(AO_1 < AO_2 && AO_D1 > AO_D2)
what = 4;
if(Fup > 0)
{
if(FractUp1 == 0 && FractUp2 == 0)
{
FractUp1 = Fup;
FTimeUp1 = Time[3];
}
if(FractUp1 != 0&&FractUp2 == 0 && FTimeUp1 != Time[3])
{
FractUp2 = Fup;
FTimeUp2 = Time[3];
}
if(FractUp1 != 0 && FractUp2 != 0 && FTimeUp2 != Time[3])
{
FractUp1 = FractUp2;
FTimeUp1 = FTimeUp2;
FractUp2 = Fup;
FTimeUp2 = Time[3];
}
}
if(Fdn > 0)
{
if(FractDn1 == 0 && FractDn2 == 0)
{
FractDn1 = Fdn;
FTimeDn1 = Time[3];
}
if(FractDn1 != 0 && FractDn2 == 0 && FTimeDn1 != Time[3])
{
FractDn2 = Fdn;
FTimeDn2 = Time[3];
}
if(FractDn1 != 0 && FractDn2 != 0 && FTimeDn2 != Time[3])
{
FractDn1 = FractDn2;
FTimeDn1 = FTimeDn2;
FractDn2 = Fdn;
FTimeDn2 = Time[3];
}
}
double lvldn, lvlup;
double I1 = iCustom(NULL, 0, "ExVol", 0, 1);
if(FractUp1 != 0 && FractUp2 != 0)
{
lvlup = LevelCalculate(FractUp1, FTimeUp1, FractUp2, FTimeUp2, Time[0]);
lvldn = LevelCalculate(FractDn1, FTimeDn1, FractDn2, FTimeDn2, Time[0]);
ObjectCreate("FractalLineUp", OBJ_TREND, 0, FTimeUp1, FractUp1, FTimeUp2, FractUp2);
ObjectSet("FractalLineUp", OBJPROP_TIME1, FTimeUp1);
ObjectSet("FractalLineUp", OBJPROP_PRICE1, FractUp1);
ObjectSet("FractalLineUp", OBJPROP_TIME2, FTimeUp2);
ObjectSet("FractalLineUp", OBJPROP_PRICE2, FractUp2);
if(!ExistPositionsBuy())
{
if(Ask > lvlup && Close[1] > lvlup&&I1 < 0)
{
OpenBuy(lvlup);
ObjectCreate("FractUp" + Bars, OBJ_ARROW, 0, Time[0], lvlup);
ObjectSet("FractUp" + Bars, OBJPROP_COLOR, Blue);
ObjectSet("FractUp" + Bars, OBJPROP_ARROWCODE, SYMBOL_ARROWUP);
return(0);
}
}
}
if(ExistPositionsBuy())
{
if((what == 1 && AO_1 < AO_2 || AO_D1 < AO_D2) || (what == 2 && AO_1 > AO_2 ||
AO_D1 > AO_D2) || (what == 3 && AO_1 < AO_2 || AO_D1 > AO_D2) ||
(what == 4 && AO_1 > AO_2 || AO_D1 < AO_D2))
CloseBuy();
}
if(FractDn1 != 0 && FractDn2 != 0)
{
lvldn = LevelCalculate(FractDn1, FTimeDn1, FractDn2, FTimeDn2, Time[0]);
lvlup = LevelCalculate(FractUp1, FTimeUp1, FractUp2, FTimeUp2, Time[0]);
ObjectCreate("FractalLineDn", OBJ_TREND, 0, FTimeDn1, FractDn1, FTimeDn2, FractDn2);
ObjectSet("FractalLineDn", OBJPROP_TIME1, FTimeDn1);
ObjectSet("FractalLineDn", OBJPROP_PRICE1, FractDn1);
ObjectSet("FractalLineDn", OBJPROP_TIME2, FTimeDn2);
ObjectSet("FractalLineDn", OBJPROP_PRICE2, FractDn2);
if(!ExistPositionsSell())
{
if(lvldn > Bid && Close[1] < lvldn && I1 > 0)
{
OpenSell(lvldn);
ObjectCreate("FractDn" + Bars, OBJ_ARROW, 0, Time[0], lvldn);
ObjectSet("FractDn" + Bars, OBJPROP_COLOR, Red);
ObjectSet("FractDn" + Bars, OBJPROP_ARROWCODE, SYMBOL_ARROWDOWN);
return(0);
}
}
}
if(ExistPositionsSell())
{
if((what == 1 && AO_1 < AO_2 || AO_D1 < AO_D2) || (what == 2 && AO_1 > AO_2 ||
AO_D1 > AO_D2) || (what == 3 && AO_1 < AO_2 || AO_D1 > AO_D2) ||
(what == 0 && AO_1 > AO_2 || AO_D1 < AO_D2))
CloseSell();// ;
}
TrailingPositionsBuy(lTrailingStop);
TrailingPositionsSell(sTrailingStop);
//----
return (0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool ExistPositionsSell()
{
for(int i = 0; i < OrdersTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MAGIC &&
OrderType() == OP_SELL)
{
return(True);
}
}
}
//----
return(false);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool ExistPositionsBuy()
{
for(int i = 0; i < OrdersTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MAGIC &&
OrderType() == OP_BUY)
{
return(True);
}
}
}
//----
return(false);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void TrailingPositionsBuy(int trailingStop)
{
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)
ModifyStopLoss(Bid - trailingStop*Point);
}
}
}
}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void TrailingPositionsSell(int trailingStop)
{
for(int i = 0; i < OrdersTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MAGIC)
{
if(OrderType() == OP_SELL)
{
if(OrderOpenPrice() - Ask > trailingStop*Point)
{
if(OrderStopLoss() > Ask + trailingStop*Point || OrderStopLoss() == 0)
ModifyStopLoss(Ask + trailingStop*Point);
}
}
}
}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void ModifyStopLoss(double ldStopLoss)
{
bool fm;
fm = OrderModify(OrderTicket(), OrderOpenPrice(), ldStopLoss, OrderTakeProfit(),
0, CLR_NONE);
if(fm && UseSound)
PlaySound(NameFileSound);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CloseBuy()
{
bool fc;
fc = OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, clCloseBuy);
if(fc && UseSound)
PlaySound(NameFileSound);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CloseSell()
{
bool fc;
fc = OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, clCloseSell);
if(fc && UseSound)
PlaySound(NameFileSound);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int OpenBuy(double pr_op)
{
double ldLot, ldStop, ldTake;
string lsComm;
ldLot = GetSizeLot();
ldStop = GetStopLossBuy();
ldTake = GetTakeProfitBuy();
lsComm = GetCommentForOrder();
int i = OrderSend(Symbol(), OP_BUY, ldLot, NormalizeDouble(Ask, 4), Slippage,
ldStop, ldTake, lsComm, MAGIC, 0, clOpenBuy);
if(UseSound)
PlaySound(NameFileSound);
return(i);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int OpenSell(double pr_op)
{
double ldLot, ldStop, ldTake;
string lsComm;
ldLot = GetSizeLot();
ldStop = GetStopLossSell();
ldTake = GetTakeProfitSell();
lsComm = GetCommentForOrder();
int i = OrderSend(Symbol(), OP_SELL, ldLot, NormalizeDouble(Bid, 4), Slippage,
ldStop, ldTake, lsComm, MAGIC, 0, clOpenSell);
if(UseSound)
PlaySound(NameFileSound);
return(i);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
string GetCommentForOrder()
{
return(Name_Expert);
}
//double GetSizeLot() { return(Lots); }
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double GetStopLossBuy()
{
return (Bid - lStopLoss*Point);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double GetStopLossSell()
{
return(Ask + sStopLoss*Point);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double GetTakeProfitBuy()
{
return(Ask + lTakeProfit*Point);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double GetTakeProfitSell()
{
return(Bid - sTakeProfit*Point);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Fractals
Bill Williams Awesome oscillator
Custom Indicators Used:
ExVol
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself
Other Features:
It plays sound alerts