//+------------------------------------------------------------------+
//| Exp_karacatica |
//| Äìèòðèé |
//+------------------------------------------------------------------+
extern double Risk=0.5;
extern int StopLoss=50;
extern int TakeProfit=150;
extern int iPeriod=70;
extern int OptPeriod=250;
extern int WorkPeriod=50;
extern int OptStart=10;
extern int OptStep=5;
extern int OptEnd=150;
extern int Magic_N=12345;
//----
int lso;
int WorkedBars;
int lbt;
//----
bool ft=true;
bool DontOpen;
bool DontOpenBuy;
bool DontOpenSell;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
if(Symbol()!="EURUSD" || Period()!=15)
{
Alert("exp_Karakatica: Ïîæàëóéñòà ïîäêëþ÷èòå ìåíÿ íà EURUSD M15, çäåñü ÿ ðàáîòàòü íå õî÷ó:-)");
return(0);
}
if(Bars<OptPeriod+OptEnd+10)return(0);
if(ft)
{
ft=false;
Optimization();
}
if(Bars<iPeriod)return(0);
double bt=iCustom(NULL,0,"iKarakatica",iPeriod,0,1);
double st=iCustom(NULL,0,"iKarakatica",iPeriod,1,1);
int bs,ss;
if(bt!=0 && bt!=EMPTY_VALUE)
{
bs=1;
}
if(st!=0 && st!=EMPTY_VALUE)
{
ss=1;
}
for(int i=OrdersTotal()-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
{
if(OrderSymbol()==Symbol() && (OrderType()==OP_BUY || OrderType()==OP_SELL))
{
if(ss==1 && OrderType()==OP_BUY)
{
OrderClose(OrderTicket(),OrderLots(),Bid,0,Red);
}
if(bs==1 && OrderType()==OP_SELL)
{
OrderClose(OrderTicket(),OrderLots(),Ask,0,Blue);
}
}
}
}
if(EOrdersTotal()==0)
{
if(!DontOpen && !DontOpenBuy && bs==1 && lso!=1){// && Close[1]>ma){
OrderSend(Symbol(),OP_BUY,LotsOpt(),ND(Ask),2,ND(ND(Ask)-ND(StopLoss*Point)),ND(ND(Ask)+ND(TakeProfit*Point)),NULL,Magic_N);
lso=1;
}
if(!DontOpen && !DontOpenSell && ss==1 && lso!=2){// && Close[1]<ma){
OrderSend(Symbol(),OP_SELL,LotsOpt(),ND(Bid),2,ND(ND(Bid)+ND(StopLoss*Point)),ND(ND(Bid)-ND(TakeProfit*Point)),NULL,Magic_N);
lso=2;
}
}
Optimization();
//-----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double LotsOpt()
{
double ls=MarketInfo(Symbol(),MODE_MINLOT)+MarketInfo(Symbol(),MODE_LOTSTEP)*MathFloor((Risk*AccountBalance()/1000-MarketInfo(Symbol(),MODE_MINLOT))/MarketInfo(Symbol(),MODE_LOTSTEP));
if(ls>MarketInfo(Symbol(),MODE_MAXLOT))
{
ls=MarketInfo(Symbol(),MODE_MAXLOT);
}
if(ls<MarketInfo(Symbol(),MODE_MINLOT))
{
ls=MarketInfo(Symbol(),MODE_MINLOT);
}
return(ls);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int Optimization()
{
if(lbt!=Time[0])
{
lbt=Time[0];
WorkedBars--;
}
if(WorkedBars<=0)
{
WorkedBars=WorkPeriod;
Print(TimeToStr(Time[0])," Íà÷àë îïòèìèçàöèþ");
double Spr=Ask-Bid;
double BuyProf;
double SellProf;
double Prof;
int OrdType;
double OrdOpPr;
double MaxProf=-999999999;
double BuyMaxProf=-999999999;
double SellMaxProf=-999999999;
int BestPeriod;
int BuyBestPeriod;
int SellBestPeriod;
for(int p=OptStart;p<=OptEnd;p+=OptStep)
{//ïåðèîä èíäèêàòîðà
Prof=0;
BuyProf=0;
SellProf=0;
OrdType=0;
for(int i=OptPeriod;i>=0;i--)
{
double bt=iCustom(NULL,0,"iKarakatica",p,0,i+1);
double st=iCustom(NULL,0,"iKarakatica",p,1,i+1);
int bs=0,ss=0;
if(bt!=0 && bt!=EMPTY_VALUE)
{
bs=1;
}
if(st!=0 && st!=EMPTY_VALUE)
{
ss=1;
}
//çàêðûòèå
if(OrdType==1 && ss==1)
{
BuyProf+=Open[i]-OrdOpPr-Spr;
Prof+=Open[i]-OrdOpPr-Spr;
OrdType=0;
}
if(OrdType==2 && bs==1)
{
SellProf+=OrdOpPr-Open[i]-Spr;
Prof+=OrdOpPr-Open[i]-Spr;
OrdType=0;
}
if(OrdType==0)
{
if(bs==1)OrdType=1;
if(ss==1)OrdType=2;
OrdOpPr=Open[i];
}
}
if(OrdType==1)
{
BuyProf+=Open[0]-OrdOpPr-Spr;
Prof+=Open[0]-OrdOpPr-Spr;
}
if(OrdType==2 && bs==1)
{
SellProf+=OrdOpPr-Open[0]-Spr;
Prof+=OrdOpPr-Open[0]-Spr;
}
if(MaxProf<Prof)
{
MaxProf=Prof;
BestPeriod=p;
}
if(BuyMaxProf<BuyProf)
{
BuyMaxProf=BuyProf;
BuyBestPeriod=p;
}
if(SellMaxProf<SellProf)
{
SellMaxProf=SellProf;
SellBestPeriod=p;
}
}
DontOpen=false;
DontOpenBuy=false;
DontOpenSell=false;
Print(TimeToStr(Time[0])," Çàêîí÷èë îïòèìèçàöèþ");
if(BuyMaxProf<0 && SellMaxProf<0)
{
DontOpen=true;
DontOpenBuy=true;
DontOpenSell=true;
}
else
{
if(BuyMaxProf==SellMaxProf)
{
iPeriod=BestPeriod;
}
if(BuyMaxProf>SellMaxProf)
{
DontOpenSell=true;
iPeriod=BuyBestPeriod;
}
if(BuyMaxProf<SellMaxProf)
{
DontOpenBuy=true;
iPeriod=SellBestPeriod;
}
}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double ND(double v)
{
return(NormalizeDouble(v,Digits));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int EOrdersTotal()
{
int tcnt;
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
{
if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic_N)
{
if(OrderType()==OP_BUY || OrderType()==OP_SELL)
{
tcnt++;
}
}
}
else
{
return(-1);
}
}
//----
return(tcnt);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains open prices of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
iKarakatica
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It automatically opens orders when conditions are reached
Other Features:
It issuies visual alerts to the screen
