//+------------------------------------------------------------------+
//| FurureMACD.mq4 |
//| Copyright © 2008, Äåì¸õèí Âèòàëèé Åâãåíüåâè÷ |
//| vitalya_1983@list.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, Äåì¸õèí Âèòàëèé Åâãåíüåâè÷"
#property link "vitalya_1983@list.ru"
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
extern int Kol_vo_sovpadenii = 5,
tocnost = 10,
analiz_bars = 8,
poisk_fractals = 4,
minTP = 30;
extern bool TrailingStop = false,
Ruchnik = false,
dokupka = true;
extern double Stat_Take_Profit = 0.5,
zabyvaemost = 1.5;
bool Proverka_buy,Proverka_sell;
string nash_grafik;
static datetime New_time;
int i,magic_number;
int init()
{
//----
magic_number = Period();
nash_grafik = Symbol() +"_"+ Period ();
New_time=Time[0];
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
nash_grafik = NULL;
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
//----------------------------------------------ñîñòàâëåíèå ïîñëåäîâàòåëüíîñòè áàðîâ
if (TrailingStop)
Trailing_start ();
if (New_time!=Time[0])
{
int history [1000];
for (int i=analiz_bars+poisk_fractals;i>poisk_fractals;i--)
{
history [i] = NormalizeDouble((tocnost*(iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,i)-iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,i)))/(100*Point),0);
}
//--------------------------------îòêðûâàåì èëè ñîçäàåì ôàéë ñ äàííîé ïîñëåäîâàòåëüíîñòüþ
for (i=analiz_bars+poisk_fractals;i>poisk_fractals;i--)
{
string posledovatelnost =posledovatelnost+history [i]+"_";
}
posledovatelnost = posledovatelnost +".csv";
int nash_file=FileOpen ("FutureMACD_"+nash_grafik+"/"+posledovatelnost, FILE_CSV|FILE_READ,',');
if (nash_file<0)
{
bool new_file=true;
}
else
{
new_file=false;
FileClose (nash_file);
}
nash_file=FileOpen ("FutureMACD_"+nash_grafik+"/"+posledovatelnost, FILE_CSV|FILE_READ|FILE_WRITE,',');
//---------------------------------------------------------îïðåäåëÿåì ñðåäè íèõ ôðàêòàëû
double MaxHighPik = High [poisk_fractals]; //Íà÷èíàåì ñðàâíèâàòü áàðû
double MaxLowPik = Low [poisk_fractals];
for (i=poisk_fractals; i>=1; i--)
{
if (MaxHighPik < High [i])
{
MaxHighPik = High [i];
}
if (MaxLowPik > Low [i])
{
MaxLowPik = Low [i];
}
}
double Fractal_Up = (MaxHighPik - Open [poisk_fractals])/Point;
double Fractal_Down = (Open [poisk_fractals]-MaxLowPik)/Point;
//-------------------------------------------------ðåäàêòèðóåì íàø ôàéë
double setka [1] [1];
/*
|êîë-âî îáðàùåíèé |Òåéêïðîôèò |
| | |
------------------------------------|
Buy | 0 | 0 |
------------------------------------|
Sell | 0 | 0 |
*/ if (!new_file)
{
FileSeek (nash_file, 0,SEEK_SET);
int Buy_Kol_vo_obraschenii = FileReadNumber (nash_file);
int Buy_Take_Profit = FileReadNumber (nash_file);
int Sell_Kol_vo_obraschenii = FileReadNumber (nash_file);
int Sell_Take_Profit = FileReadNumber (nash_file);
}
if (new_file)
{
Buy_Kol_vo_obraschenii = 0;
Buy_Take_Profit = 0;
Sell_Kol_vo_obraschenii = 0;
Sell_Take_Profit = 0;
}
//----------------------------------------------------Ðàáîòà ñ äàííûìè
if (Fractal_Up>=Fractal_Down)
{
Buy_Kol_vo_obraschenii++;
Buy_Take_Profit=NormalizeDouble((Buy_Take_Profit+Fractal_Up*zabyvaemost)/(1+zabyvaemost),0);
Sell_Take_Profit=NormalizeDouble((Sell_Take_Profit-Fractal_Up*zabyvaemost)/(1+zabyvaemost),0);
}
if (Fractal_Down>=Fractal_Up)
{
Sell_Kol_vo_obraschenii++;
Sell_Take_Profit=NormalizeDouble((Sell_Take_Profit+Fractal_Down*zabyvaemost)/(1+zabyvaemost),0);
Buy_Take_Profit=NormalizeDouble((Buy_Take_Profit-Fractal_Down*zabyvaemost)/(1+zabyvaemost),0);
}
//-------------------------------------------------------------------çàïèñü â ôàéë
FileSeek (nash_file,0,SEEK_SET);
FileWrite (nash_file,
Buy_Kol_vo_obraschenii,
Buy_Take_Profit);
FileWrite (nash_file,
Sell_Kol_vo_obraschenii,
Sell_Take_Profit);
FileClose (nash_file);
//------------------------------------------------------------------èùåì ñîâïàäåíèÿ â ãðàôèêå
for (i=analiz_bars+poisk_fractals;i>poisk_fractals;i--)
{
history [i] = NormalizeDouble((tocnost*(iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,i)-iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,i)))/(100*Point),0);
}
//---------------------------------------------------îòêðûâàåì ôàéë ñ äàííîé ïîñëåäîâàòåëüíîñòüþ
for (i=analiz_bars;i>=1;i--)
{
string nasha_posledovatelnost=nasha_posledovatelnost+history [i]+"_";
}
nasha_posledovatelnost= nasha_posledovatelnost +".csv";
nash_file=FileOpen ("FutureMACD_"+nash_grafik+"/"+nasha_posledovatelnost, FILE_CSV|FILE_READ,',');
if (nash_file>0)
{
FileClose (nash_file);
nash_file=FileOpen ("FutureMACD_"+nash_grafik+"/"+posledovatelnost, FILE_CSV|FILE_READ|FILE_WRITE,',');
FileSeek (nash_file, 0,SEEK_SET);
Buy_Kol_vo_obraschenii = FileReadNumber (nash_file);
Buy_Take_Profit = FileReadNumber (nash_file);
Sell_Kol_vo_obraschenii = FileReadNumber (nash_file);
Sell_Take_Profit = FileReadNumber (nash_file);
FileClose (nash_file);
if (!Proverka_buy ()||(dokupka&&New_time!= Time [0]))
{
if (!Ruchnik&& Buy_Take_Profit>=Sell_Take_Profit)// Åñëè Àëëèãàòîð äàë êîìàíäó èëè íå ìåøàåò...
{
double TP = NormalizeDouble ((Buy_Take_Profit*Stat_Take_Profit)*Point,Digits);
for (i=OrdersTotal();i>=1;i--)
{
OrderSelect (i-1,SELECT_BY_POS,MODE_TRADES);
if (OrderType () == OP_SELL&&OrderSymbol() == Symbol()&& OrderMagicNumber () == magic_number)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
}
}
if (Buy_Kol_vo_obraschenii>Kol_vo_sovpadenii&&Buy_Take_Profit>minTP)
{
OrderSend (Symbol(),OP_BUY, 0.1,Ask,3,Bid-Buy_Take_Profit*Point,Bid+TP,0,magic_number);
}
}
}
if (!Proverka_sell()||(dokupka&&New_time != Time[0])) //Åñëè îòêðûòûõ îðäåðîâ íåò...
{
if (!Ruchnik&& Buy_Take_Profit<=Sell_Take_Profit)
{
for (i=OrdersTotal();i>=1;i--)
{
OrderSelect (i-1,SELECT_BY_POS,MODE_TRADES);
if (OrderType () == OP_BUY&&OrderSymbol() == Symbol()&& OrderMagicNumber () == magic_number)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Blue);
}
}
if (Sell_Kol_vo_obraschenii>Kol_vo_sovpadenii&&Sell_Take_Profit>minTP)
{
TP = NormalizeDouble ((Sell_Take_Profit*Stat_Take_Profit)*Point,Digits);
OrderSend (Symbol(),OP_SELL, 0.1,Bid,3,Ask+Sell_Take_Profit*Point,Ask-TP,0,magic_number);
}
}
}
}
}
//----
return(0);
}
//+------------------------------------------------------------------+
bool Proverka_buy()
{
bool Otkryt_orders_buy = false; //ôëàã "îòêðûòûõ îðäåðîâ íåò"
for (i = OrdersTotal(); i>=1; i--)
{
OrderSelect(i-1, SELECT_BY_POS, MODE_TRADES);
if(OrderType() == OP_BUY && OrderSymbol () ==Symbol() && OrderMagicNumber() == magic_number)
Otkryt_orders_buy = true; //Ïîïàëñÿ!!!
}
if (Otkryt_orders_buy==true)
return(true);
else
{
return (false);
}
}
//--------------------------
bool Proverka_sell()
{
bool Otkryt_orders_sell = false;
for (i = OrdersTotal() ; i>=1; i--)
{
OrderSelect(i-1, SELECT_BY_POS, MODE_TRADES);
if(OrderType() == OP_SELL && OrderSymbol () ==Symbol() && OrderMagicNumber() == magic_number)
Otkryt_orders_sell= true;
}
if (Otkryt_orders_sell==true)
return(true);
else
{
return (false);
}
}
//------------------------------------------------------------
int Trailing_start ()
{
for (i = OrdersTotal(); i>=1; i--)
{
RefreshRates();
OrderSelect(i-1, SELECT_BY_POS, MODE_TRADES);
if(OrderType() == OP_BUY && OrderSymbol () ==Symbol() && OrderMagicNumber() == magic_number)
{
int Trailing = NormalizeDouble ((OrderTakeProfit()-OrderOpenPrice())/4,0);
if(Bid>Point*Trailing +OrderOpenPrice()&&OrderStopLoss()<Bid-Point*Trailing)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*Trailing,OrderTakeProfit(),0,0);
Sleep (1000);
}
}
if(OrderType() == OP_SELL && OrderSymbol () ==Symbol() && OrderMagicNumber() == magic_number)
{
Trailing = NormalizeDouble ((OrderOpenPrice()-OrderTakeProfit())/4,0);
if(OrderOpenPrice()-Ask>Point*Trailing&&OrderStopLoss()>Ask+Point*Trailing)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*Trailing,OrderTakeProfit(),0,0);
Sleep (1000);
}
}
}
return (0);
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
MACD Histogram
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
Other Features: