//+-----------------------------------------------------------------------------+
//| Firebird v3.1 - MA envelope exhaustion system |
//+-----------------------------------------------------------------------------+
#property copyright "Copyright © 2005, TraderSeven"
#property link "TraderSeven@gmx.net"
// \\|// +-+-+-+-+-+-+-+-+-+-+-+ \\|//
// ( o o ) |T|r|a|d|e|r|S|e|v|e|n| ( o o )
// ~~~~oOOo~(_)~oOOo~~~~ +-+-+-+-+-+-+-+-+-+-+-+ ~~~~oOOo~(_)~oOOo~~~~
// Firebird calculates a X day SMA and then shifts it up and down X % to form a channel.
// For the calculation of this SMA either close (more trades) or Hi+Lo (safer trades) is used.
// When the price breaks a band a postion in the opposite of the current trend is taken.
// If the position goes against us we simply open an extra position to average.
// 50% of the trades last a day. 45% 2-6 days 5% longer or just fail.
//
//01010100 01110010 01100001 01100100 01100101 01110010 01010011 01100101 01110110 01100101 01101110
// Credits fly to:
// Vooch for the backtesting fix.
// Hugues Du Bois for the multi currency code.
// Jackie Griffin for some debugging.
// Many people in the MT forum for testing and feedback
// Ron added [2006 03 08 (Mar 08)]
// maxDrawDown and maxOrders to track DD and number of open orders
// Divergence to protect from trends
//----------------------- USER INPUT
extern bool UseEquityProtection = true; // Close all orders when negative Float is excessive.
extern double FloatPercent = 10; // Percent of Balance for max Float level.
extern int MA_length = 10; // Used in Moving Average iMA(). Number of periods to scan.
extern int MA_timeframe = 15; // Timeframe reference for Moving Average iMA().
extern int MAtype = 0; // 0=close, 1=High Low (0 is perferred setting).
extern double Percent = 0.1; // Used to calculate iMA() channel (envelope) width.
int TradeOnFriday = 1; // >0 trades on friday.
extern int slip = 100; // exits only.
extern bool UseMM = 1; // Money Management - 1 = true & 0 = false.
extern double Risk = 5; // Percent of account equity to risk per trade.
extern double Lots = 0.1;
extern double TakeProfit = 50;
extern double Stoploss = 300;
extern int PipStep = 40; //if position goes this amount of pips against you add another.
extern double TrailingStop = 15;
extern int MaxOpenOrders = 3; // Sets maximum number of open orders at same time.
extern double MinMarginLevel = 250; // Below this Minimum Margin Level percent % trading stops.
extern int CloseDays = 10; // Number of days order is open before auto closing.
extern int LossLevel = 250; // Loss amount before auto closing after CloseDays.
extern bool UseHedge = true; // Places reverse order with PipStep order.
extern int HedgeLotFactor = 3; // Hedge order Lots will be increase by this factor.
extern int HedgeTakeProfit= 30;
extern int HedgeStoploss = 300;
extern bool AutoCal = false; // True = iRSI() auto calculation of TakeProfit, StopLoss, PipStep
// Ron added for iFXAnalyzer
extern int Fast_Period = 23;
extern int Fast_Price = PRICE_OPEN;
extern int Slow_Period = 84;
extern int Slow_Price = PRICE_OPEN;
extern double DivergenceLimit= 0.002;
extern bool Use_V63D_Divergence = 1; // 0 - Use original method for divergence, 1 - use in iFXAnalyzer
extern double IncreasementType = 0;//0=just add every PipStep, >0 =OrdersToal()^x *Pipstep
extern bool UseTradeScheduler = 1;
/*
Each "Trading Time" zone 1 through 4 has a Start and an End.
To trade all day , set "day"...Start1=0 and "day"...End4=24. This is needed for each trading day.
To skip a full day, set "day"...Start1=0 and "day"...End4=0.
Note: EA is coded to use your Local PC Time.
Here is a Monday example.
MonTradeHourStart1 = 0; - (Trading Time zone 1 start)
MonTradeHourEnd1 = 8; - (Trading Time zone 1 end)
MonTradeHourStart2 = 10;
MonTradeHourEnd2 = 16;
MonTradeHourStart3 = 18;
MonTradeHourEnd3 = 20;
MonTradeHourStart4 = 22;
MonTradeHourEnd4 = 24;
In above schedule, EA trades from 00:00 (midnight) to 08:00, then from 10:00 to 16:00, then from 18:00 to 20:00, then from 22:00 to 24:00.
Non-Trading Time is from 08:00 to 10:00, then from 16:00 to 18:00, then from 20:00 to 22:00.
*/
extern int SunTradeHourStart1 = 0; // 4 trading zones per day. To bypass a day, all zeros (=0)for that day.
extern int SunTradeHourEnd1 = 0;
extern int SunTradeHourStart2 = 0;
extern int SunTradeHourEnd2 = 0;
extern int SunTradeHourStart3 = 0;
extern int SunTradeHourEnd3 = 0;
extern int SunTradeHourStart4 = 0;
extern int SunTradeHourEnd4 = 24;
extern int MonTradeHourStart1 = 0;
extern int MonTradeHourEnd1 = 0;
extern int MonTradeHourStart2 = 0;
extern int MonTradeHourEnd2 = 0;
extern int MonTradeHourStart3 = 0;
extern int MonTradeHourEnd3 = 0;
extern int MonTradeHourStart4 = 0;
extern int MonTradeHourEnd4 = 24;
extern int TueTradeHourStart1 = 0;
extern int TueTradeHourEnd1 = 0;
extern int TueTradeHourStart2 = 0;
extern int TueTradeHourEnd2 = 0;
extern int TueTradeHourStart3 = 0;
extern int TueTradeHourEnd3 = 0;
extern int TueTradeHourStart4 = 0;
extern int TueTradeHourEnd4 = 24;
extern int WedTradeHourStart1 = 0;
extern int WedTradeHourEnd1 = 0;
extern int WedTradeHourStart2 = 0;
extern int WedTradeHourEnd2 = 0;
extern int WedTradeHourStart3 = 0;
extern int WedTradeHourEnd3 = 0;
extern int WedTradeHourStart4 = 0;
extern int WedTradeHourEnd4 = 24;
extern int ThurTradeHourStart1 = 0;
extern int ThurTradeHourEnd1 = 0;
extern int ThurTradeHourStart2 = 0;
extern int ThurTradeHourEnd2 = 0;
extern int ThurTradeHourStart3 = 0;
extern int ThurTradeHourEnd3 = 0;
extern int ThurTradeHourStart4 = 0;
extern int ThurTradeHourEnd4 = 24;
extern int FriTradeHourStart1 = 0;
extern int FriTradeHourEnd1 = 0;
extern int FriTradeHourStart2 = 0;
extern int FriTradeHourEnd2 = 0;
extern int FriTradeHourStart3 = 0;
extern int FriTradeHourEnd3 = 0;
extern int FriTradeHourStart4 = 0;
extern int FriTradeHourEnd4 = 24;
double Stopper=0;
double KeepStopLoss=0;
double KeepAverage;
double dummy;
double spread=0;
double CurrentPipStep;
int OrderWatcher=0;
// Ron Adds
int maxDD=0;
int maxOO=0;
extern int DVLimit = 10; // included by Renato
color clOpenBuy = DodgerBlue; // included by Renato
color clModiBuy = DodgerBlue; // included by Renato
color clCloseBuy = DodgerBlue; // included by Renato
color clOpenSell = Red; // included by Renato
color clModiSell = Red; // included by Renato
color clCloseSell = Red; // included by Renato
color clDelete = White; // included by Renato
string Name_Expert = "Firebird v3.1"; // included by Renato
string NameFileSound = "expert.wav"; // included by Renato
int MODE_DIV=0; // included by Renato
int MODE_SLOPE=1; // included by Renato
int MODE_ACEL=2; // included by Renato
extern int writelog = 0;
string text="";
// MrPip adds
int MagicNumber; // Made a global variable to aid in modularizing expert code
int Direction; //1=long, 11=avoid long, 2=short, 22=avoid short
double LastPrice;
double PriceTarget;
double AveragePrice;
int iFXA=0;
int init() {
LogWrite(Symbol()+",M"+Period());
}
//----------------------- MAIN PROGRAM LOOP
int start()
{
int flag, retval, total, myTotal, value;
LogWrite(TimeToStr(TimeCurrent())+" - "+"Bid="+Bid);
MagicNumber=MagicfromSymbol();
Comment(MagicNumber);
//SetupGlobalVariables();
// ====== Money Management for Lot Size routine ======
if(UseMM)
{
Lots=AccountEquity()* Risk/100/1000;
if( Lots>=0.1)
{
Lots=NormalizeDouble(Lots,1);
}
else
Lots=NormalizeDouble(Lots,2);
}
if(MyOrdersTotal()>0)
{
Lots=Lots * MyOrdersTotal();
}
double value1 = iATR(NULL,PERIOD_D1,21,0);
if(AutoCal==True)
{
if(Point == 0.01) value1 = value1*100;
if(Point == 0.0001) value1 = value1*10000;
TakeProfit = value1*2/10;
Stoploss = value1*2;
PipStep = value1/10;
}
//Comment("Percent=",Percent); // included by Renato
int OpeningDay;
//Ron Adds
double diverge;
if(AccountBalance()-AccountEquity() > maxDD) maxDD=AccountBalance()-AccountEquity();
if(MyOrdersTotal()>maxOO) maxOO=MyOrdersTotal(); //modified by Renato
diverge=divergence(Fast_Period,Slow_Period,Fast_Price,Slow_Price,0);
Comment("maxDrawDown = ",maxDD,"\nOpen Orders = ",MyOrdersTotal()," Total Orders = ",OrdersTotal(),
"\nCurrent Divergence = ",diverge,"\n",text);
text="";
//----------------------- CALCULATE THE NEW PIPSTEP
CurrentPipStep=PipStep;
if(IncreasementType>0)
{
CurrentPipStep=MathSqrt(MyOrdersTotal())*PipStep; // modified by Renato
CurrentPipStep=MathPow(MyOrdersTotal(),IncreasementType)*PipStep; // modified by Renato
}
LogWrite("CurrentPipStep="+CurrentPipStep);
//-----------------------
Direction=0;//1=long, 11=avoid long, 2=short, 22=avoid short
if (Day()!=5 || TradeOnFriday >0)
{
total=OrdersTotal();
myTotal = MyOrdersTotal();
LogWrite("OrdersTotal="+total);
LogWrite("MyOrdersTotal="+myTotal);
if(myTotal==0) OpeningDay=DayOfYear(); // modified by Renato
if (myTotal > 0)
LastPrice = GetPreviousOpenPrice();
else
LogWrite("LastPrice="+LastPrice);
flag = CheckJustClosedOrder();
if(flag!=1)
{
//----------------------- PREVIOUS OPEN PRICE
OrderWatcher=0;
LastPrice = GetPreviousOpenPrice();
LogWrite("LastPrice="+LastPrice);
//Print("ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10), " lastprice= ",DoubleToStr(LastPrice, 10 ));
iFXA=0;
// Ron added divergence check
if(MathAbs(diverge)<=DivergenceLimit) {
if ( (iFXAnalyser(0,MODE_DIV,0)>DVLimit*Point
&& iFXAnalyser(0,MODE_SLOPE,0)>0 ) ) { iFXA=1; text="trending market up!";} else {// included by Renato
}
if ( (iFXAnalyser(0,MODE_DIV,0)<-DVLimit*Point
&& iFXAnalyser(0,MODE_SLOPE,0)<0 ) ) { iFXA=-1; text="trending market down!";} else {// included by Renato
}
//----------------------- ENTER POSITION BASED ON OPEN
if(MAtype==0)
{
retval = EnterPositionBasedOnOpen();
if (retval == 1) // Opened Short position
{
OrderWatcher=1;
Direction=2;
}
if (retval == 2) // Opened Long Position
{
OrderWatcher=1;
Direction=1;
}
}
//----------------------- ENTER POSITION BASED ON HIGH/LOW
if(MAtype==1)
{
retval = EnterPositionBasedOnHL();
if (retval == 1)
{
OrderWatcher=1;
Direction=2;
}
if (retval == 2)
{
OrderWatcher=1;
Direction=1;
}
}
} // included by Ron
} // end of flag test
//----------------------- CALCULATE AVERAGE OPENING PRICE
myTotal = MyOrdersTotal();
if (myTotal>0 && OrderWatcher==1)
{
AveragePrice = CalculateAverageOpeningPrice(myTotal);
Comment("AveragePrice: ",AveragePrice," myTotal: ",myTotal); // modified by Renato
}
//----------------------- IF NEEDED CHANGE ALL OPEN ORDERS TO THE NEWLY CALCULATED PROFIT TARGET
if(OrderWatcher==1 && myTotal>1)// check if average has really changed
{
ChangeOpenOrders(false, myTotal, AveragePrice);
}
//----------------------- KEEP TRACK OF STOPLOSS TO AVOID RUNAWAY MARKETS
if (myTotal > 0) KeepTrackOfStopLoss(AveragePrice);
}
}
// Modules moved using cut/paste and modified by MrPip
double GetPreviousOpenPrice()
{
int cnt;
double LstPrice;
for(cnt=OrdersTotal()-1;cnt>=0;cnt--){
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
// Print("ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10));
if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) ) // hdb - only symbol and magic // modified by Renato
{
LstPrice=OrderOpenPrice();
// Comment("LastPrice= ",DoubleToStr(LastPrice, 10));
// Print("cnt= ", cnt, " ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10), " lastprice= ",DoubleToStr(LastPrice, 10 ));
break;
}
}
return(LstPrice);
}
/////////////////////////////////////////////////////////////////////////////////////////
// BACKTESTER FIX: DO NOT PLACE AN ORDER IF WE JUST CLOSED
// AN ORDER WITHIN Period() MINUTES AGO
/////////////////////////////////////////////////////////////////////////////////////////
int CheckJustClosedOrder()
{
int cnt;
datetime orderclosetime;
string rightnow;
int rightnow2;
int TheHistoryTotal=HistoryTotal();
int difference;
int flag=0;
for(cnt=0;cnt<TheHistoryTotal;cnt++)
{
if(OrderSelect(cnt,SELECT_BY_POS,MODE_HISTORY)==true)
{
if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) ) // hdb - only symbol and magic // modified by Renato
{
orderclosetime=OrderCloseTime();
rightnow=Year()+"-"+Month()+"-"+Day()+" "+Hour()+":"+Minute()+":"+Seconds();
rightnow2=StrToTime(rightnow);
difference=rightnow2-orderclosetime;
if(Period()*60*2>difference)
{ // At least 2 periods away!
flag=1; // Throw a flag
break;
}
}
}
}
return(flag);
}
//----------------------- ENTER POSITION BASED ON OPEN
int EnterPositionBasedOnOpen()
{
int ret;
double myMA =iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_OPEN,0);
double RVI=iRVI(NULL,0,10,MODE_MAIN,0)-iRVI(NULL,0,10,MODE_MAIN,1); // included by Renato
// Print(" Top, Bid ",myMA*(1+Percent/100)," ",Bid);
// if((myMA*(1+Percent/100))<Bid) Print(" Top, Bid ",myMA*(1+Percent/100)," ",Bid);
CloseTheseTrades();
if(UseEquityProtection) EquityProtection();
if(MyOrdersTotal()<MaxOpenOrders && AccountEquity()/(AccountMargin()+0.0001)>(MinMarginLevel/100))
{
int h=TimeHour(TimeLocal());
int trade=0;
trade=0;
if(UseTradeScheduler==true)
{
if( (DayOfWeek()==0 && ((h >= SunTradeHourStart1) && (h <= (SunTradeHourEnd1-1))) || ((h >= SunTradeHourStart2) && (h <= (SunTradeHourEnd2-1))) || ((h >= SunTradeHourStart3) && (h <=(SunTradeHourEnd3-1))) || ((h >= SunTradeHourStart4) && (h <= (SunTradeHourEnd4-1)))) ||
(DayOfWeek()==1 && ((h >= MonTradeHourStart1) && (h <= (MonTradeHourEnd1-1))) || ((h >= MonTradeHourStart2) && (h <= (MonTradeHourEnd2-1))) || ((h >= MonTradeHourStart3) && (h <=(MonTradeHourEnd3-1))) || ((h >= MonTradeHourStart4) && (h <= (MonTradeHourEnd4-1)))) ||
(DayOfWeek()==2 && ((h >= TueTradeHourStart1) && (h <= (TueTradeHourEnd1-1))) || ((h >= TueTradeHourStart2) && (h <= (TueTradeHourEnd2-1))) || ((h >= TueTradeHourStart3) && (h <=(TueTradeHourEnd3-1))) || ((h >= TueTradeHourStart4) && (h <= (TueTradeHourEnd4-1)))) ||
(DayOfWeek()==3 && ((h >= WedTradeHourStart1) && (h <= (WedTradeHourEnd1-1))) || ((h >= WedTradeHourStart2) && (h <= (WedTradeHourEnd2-1))) || ((h >= WedTradeHourStart3) && (h <=(WedTradeHourEnd3-1))) || ((h >= WedTradeHourStart4) && (h <= (WedTradeHourEnd4-1)))) ||
(DayOfWeek()==4 && ((h >= ThurTradeHourStart1) && (h <= (ThurTradeHourEnd1-1))) || ((h >= ThurTradeHourStart2) && (h <= (ThurTradeHourEnd2-1))) || ((h >= ThurTradeHourStart3) && (h <=(ThurTradeHourEnd3-1))) || ((h >= ThurTradeHourStart4) && (h <= (ThurTradeHourEnd4-1)))) ||
(DayOfWeek()==5 && ((h >= FriTradeHourStart1) && (h <= (FriTradeHourEnd1-1))) || ((h >= FriTradeHourStart2) && (h <= (FriTradeHourEnd2-1))) || ((h >= FriTradeHourStart3) && (h <=(FriTradeHourEnd3-1))) || ((h >= FriTradeHourStart4) && (h <= (FriTradeHourEnd4-1)))))
{
trade=1;
}
}
if(UseTradeScheduler==false) trade=1;
if(trade==0)text="Non-Trading Time";
// Go SHORT -> Only sell if >= 30 pips above previous position entry
if( trade==1 && (myMA*(1+Percent/100))<Bid && Direction!=22 && (Bid>=(LastPrice+(CurrentPipStep*Point)) || MyOrdersTotal()==0) && RVI<0 && iFXA==0 ) // modified by Renato
{
OrderSend(Symbol(),OP_SELL,Lots,Bid,slip,Bid+(Stoploss*Point),Bid-(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenSell); // modified by Renato
if(UseHedge==true && (myMA*(1+Percent/100))<Bid && Direction!=22 && (Bid>=(LastPrice+(CurrentPipStep*Point))
&& MyOrdersTotal()>0) && MyOrdersTotal()<3 && RVI<0)
{
OrderSend(Symbol(),OP_BUY,Lots*HedgeLotFactor,Ask,slip,Ask-HedgeStoploss*Point,Ask+HedgeTakeProfit*Point,GetCommentForOrder(),MagicNumber,0,clOpenBuy);
}
ret = 1;
PlaySound("ricochet.wav");
}
if( trade==1 && (myMA*(1-Percent/100))>Ask && Direction!=11 && (Ask<=(LastPrice-(CurrentPipStep*Point)) || MyOrdersTotal()==0) && RVI>0 && iFXA==0) // Go LONG -> Only buy if >= 30 pips below previous position entry // modified by Renato
{
OrderSend(Symbol(),OP_BUY,Lots,Ask,slip,Ask-(Stoploss*Point),Ask+(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenBuy); // modified by Renato
if(UseHedge==true && (myMA*(1-Percent/100))>Ask && Direction!=11 && (Ask<=(LastPrice-(CurrentPipStep*Point))
&& MyOrdersTotal()>0) && MyOrdersTotal()<3 && RVI>0)
{
OrderSend(Symbol(),OP_SELL,Lots*HedgeLotFactor,Bid,slip,Bid+HedgeStoploss*Point,Bid-HedgeTakeProfit*Point,GetCommentForOrder(),MagicNumber,0,clOpenSell);
}
ret = 2;
PlaySound("ricochet.wav");
}
}
//=============== TRAILING STOP ROUTINE
int cnt, total;
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) )
{
if(OrderType() == OP_BUY)
{
if(TrailingStop > 0)
{
if((Bid-OrderOpenPrice()) > (Point*TrailingStop))
{
if((OrderStopLoss()) < (Bid-Point*TrailingStop))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-(Point*5),OrderTakeProfit(),0,GreenYellow);
return(0);
}
}
}
}
if(OrderType() == OP_SELL)
{
if(TrailingStop > 0)
{
if(OrderOpenPrice()-Ask>Point*TrailingStop)
{
if(OrderStopLoss()>Ask+Point*TrailingStop)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+(Point*5),OrderTakeProfit(),0,Red);
return(0);
}
}
}
}
}
}
return(ret);
}
//----------------------- ENTER POSITION BASED ON HIGH/LOW
int EnterPositionBasedOnHL()
{
int ret;
if((iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_HIGH,0)*(1+Percent/100))<Bid && Direction!=22 && (Bid>=(LastPrice+(CurrentPipStep*Point)) || MyOrdersTotal()==0)) // Go SHORT -> Only sell if >= 30 pips above previous position entry // modified by Renato
{
OrderSend(Symbol(),OP_SELL,Lots,Bid,slip,Bid+(Stoploss*Point),Bid-(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenSell); // modified by Renato
ret = 1;
PlaySound("ricochet.wav");
}
if((iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_LOW,0)*(1-Percent/100))>Ask && Direction!=11 && (Ask<=(LastPrice-(CurrentPipStep*Point)) || MyOrdersTotal()==0)) // Go LONG -> Only buy if >= 30 pips below previous position entry // modified by Renato
{
OrderSend(Symbol(),OP_BUY,Lots,Ask,slip,Ask-(Stoploss*Point),Ask+(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenBuy); // modified by Renato
ret = 2;
PlaySound("ricochet.wav");
}
return(ret);
}
//----------------------- CALCULATE AVERAGE OPENING PRICE
double CalculateAverageOpeningPrice(int myTot)
{
int cnt;
double AvePrice;
AvePrice=0;
for(cnt=OrdersTotal() - 1;cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) ) // hdb - only symbol and magic // modified by Renato
{
AvePrice=AvePrice+OrderOpenPrice();
}
}
AvePrice=AvePrice/MathMax(myTot,1); // hdb myTotal
return(AvePrice);
}
//----------------------- RECALCULATE STOPLOSS & PROFIT TARGET BASED ON AVERAGE OPENING PRICE
//----------------------- IF NEEDED CHANGE ALL OPEN ORDERS TO THE NEWLY CALCULATED PROFIT TARGET
void ChangeOpenOrders(bool ChangeIt, int myTot, double AvePrice)
{
int cnt, total;
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) ) // hdb - only symbol and magic // modified by Renato
{
if(OrderType()==OP_BUY ) // Calculate profit/stop target for long // modified by Renato
{
PriceTarget=AvePrice+(TakeProfit*Point);
Stopper=AvePrice-(((Stoploss*Point)/myTot));
}
if(OrderType()==OP_SELL ) // Calculate profit/stop target for short // modified by Renato
{
PriceTarget=AvePrice-(TakeProfit*Point);
Stopper=AvePrice+(((Stoploss*Point)/myTot));
}
if (ChangeIt) OrderModify(OrderTicket(),0,Stopper,PriceTarget,0,Yellow);//set all positions to averaged levels
}
}
}
//----------------------- KEEP TRACK OF STOPLOSS TO AVOID RUNAWAY MARKETS
// Sometimes the market keeps trending so strongly the system never reaches it's target.
// This means huge drawdown. After stopping out it falls in the same trap over and over.
// The code below avoids this by only accepting a signal in teh opposite direction after a SL was hit.
// After that all signals are taken again. Luckily this seems to happen rarely.
void KeepTrackOfStopLoss(double AvePrice)
{
int myOrderType, total, cnt;
myOrderType = -1; // hdb
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) ) // hdb - only symbol and magic // modified by Renato
{
KeepStopLoss=OrderStopLoss();
myOrderType = OrderType(); // hdb - keep order type
}
}
KeepAverage=AvePrice;
Direction =0;
if(myOrderType==OP_BUY)
{ Direction=1; } //long
else
{ if (myOrderType==OP_SELL) Direction=2; }//short
if(KeepStopLoss!=0)
{
spread=MathAbs(KeepAverage-KeepStopLoss)/2;
dummy=(Bid+Ask)/2;
if (KeepStopLoss<(dummy+spread) && KeepStopLoss>(dummy-spread))
{
// a stoploss was hit
if(Direction==1) Direction=11;// no more longs
if(Direction==2) Direction=22;// no more shorts
}
KeepStopLoss=0;
}
}
int MagicfromSymbol() { // included by Renato
int MagicNumber=0;
for (int i=0; i<5; i++) {
MagicNumber=MagicNumber*3+StringGetChar(Symbol(),i);
}
MagicNumber=MagicNumber*3+Period();
return(MagicNumber);
}
void CloseTheseTrades() { // included by Renato
for (int i=0; i<OrdersTotal(); i++) {
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicfromSymbol()) && (OrderComment()==GetCommentForOrder()) ) {
if (OrderType()==OP_BUY)
if ( TimeCurrent()-OrderOpenTime()>= ( CloseDays * 24 * 3600) && OrderProfit()< -LossLevel )
OrderClose(OrderTicket(),OrderLots(),Bid,GetSlippage(),clCloseBuy);
if (OrderType()==OP_SELL)
if ( TimeCurrent()-OrderOpenTime()>= ( CloseDays * 24 * 3600) && OrderProfit()< -LossLevel )
OrderClose(OrderTicket(),OrderLots(),Ask,GetSlippage(),clCloseSell);
}
}
}
}
void EquityProtection() { // included by Renato
for (int i=0; i<OrdersTotal(); i++) {
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicfromSymbol()) && (OrderComment()==GetCommentForOrder()) ) {
if (OrderType()==OP_BUY)
if ( AccountBalance() - AccountEquity() >= AccountBalance() * FloatPercent/100 )
OrderClose(OrderTicket(),OrderLots(),Bid,GetSlippage(),clCloseBuy);
if (OrderType()==OP_SELL)
if ( AccountBalance() - AccountEquity() >= AccountBalance() * FloatPercent/100 )
OrderClose(OrderTicket(),OrderLots(),Ask,GetSlippage(),clCloseSell);
}
}
}
}
double iFXAnalyser(int FXA_Period, int mode, int shift)// Made local function by MrPip
{
double ind_buffer0, ind_buffer1, ind_buffer2;
switch(mode)
{
// MODE_DIV
case 0 : ind_buffer0=iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift)
-iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift);
return (ind_buffer0);
break;
//---- Shaun's Slope counted in the 2-nd buffer
// MODE_SLOPE
case 1 : ind_buffer1=(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift)
-iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift))
-(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+1)
-iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+1));
return (ind_buffer1);
break;
//---- Shaun's Slope of Slope counted in the 3-3d buffer
// MODE_ACEL
case 2 : ind_buffer2=((iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift)
-iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift))
-(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+1)
-iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+1))
-(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+1)
-iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+1))
-(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+2)
-iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+2)));
return (ind_buffer2);
break;
}
}
// Ron added for divergence filter
double divergence(int F_Period, int S_Period, int F_Price, int S_Price, int mypos)
{
int i;
double maF1, maF2, maS1, maS2;
double dv1, dv2;
maF1=iMA(Symbol(),0,F_Period,0,MODE_SMA,F_Price,mypos);
maS1=iMA(Symbol(),0,S_Period,0,MODE_SMA,S_Price,mypos);
dv1=maF1-maS1;
maF2=iMA(Symbol(),0,F_Period,0,MODE_SMA,F_Price,mypos+1);
maS2=iMA(Symbol(),0,S_Period,0,MODE_SMA,S_Price,mypos+1);
if (Use_V63D_Divergence)
{
dv2=((maF1-maS1)-(maF2-maS2));
}
else
{
dv2=maF2-maS2;
}
if ((Symbol()=="EURJPY") || (Symbol()=="EURJPYm") || // FIXED BY SKYLINE ON 11 Aug 2006
(Symbol()=="USDJPY") || (Symbol()=="USDJPYm") ||
(Symbol()=="CHFJPY") || (Symbol()=="CHFJPYm") ||
(Symbol()=="AUDJPY") || (Symbol()=="AUDJPYm") ||
(Symbol()=="CADJPY") || (Symbol()=="CADJPYm") ||
(Symbol()=="NZDJPY") || (Symbol()=="NZDJPYm") ||
(Symbol()=="GBPJPY") || (Symbol()=="GBPJPYm") ||
(Symbol()=="SGDJPY") || (Symbol()=="SGDJPYm"))
{
return((dv1-dv2)/100);
}
else
{
return(dv1-dv2);
}
}
void LogWrite(string content) {
if (writelog==1) {
int handle = FileOpen(Name_Expert+".log",FILE_CSV|FILE_WRITE,";");
FileSeek(handle,0,SEEK_END);
FileWrite(handle,content);
FileFlush(handle);
FileClose(handle);
}
}
int MyOrdersTotal() { // included by Renato
int Mytotal=0;
for (int i=0; i<OrdersTotal(); i++) {
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
if ( (OrderSymbol()==Symbol()) )
Mytotal++;
}
return(Mytotal);
}
string GetCommentForOrder() { return(Name_Expert); } // included by Renato
//double GetSizeLot() { return(Lots);} // included by Renato
double GetSlippage() { return((Ask-Bid)/Point); } // included by Renato
//----------------------- TO DO LIST
// 1st days profit target is the 30 pip line *not* 30 pips below average as usually. -----> Day()
// Trailing stop -> trailing or S/R or pivot target
// Realistic stop loss
// Avoid overly big positions
// EUR/USD 30 pips / use same value as CurrentPipStep
// GBP/CHF 50 pips / use same value as CurrentPipStep
// USD/CAD 35 pips / use same value as CurrentPipStep
//----------------------- OBSERVATIONS
// GBPUSD not suited for this system due to not reversing exhaustions. Maybe use other types of MA
// EURGBP often sharp reversals-> good for trailing stops?
// EURJPY deep pockets needed.
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Indicator of the average true range
Moving average indicator
Relative Vigor 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
It Closes Orders by itself
Other Features:
It plays sound alerts
Uses files from the file system
It writes information to file