/*-----------------------------+ | | | Shared by www.Aptrafx.com | | | +------------------------------*/ //+-----------------------------------------------------------------------+ //| Goblin.mq4 Rel.1 | //| Original 10Point 3.mq4 Copyright © 2005, Alejandro Galindo | //| http://elCactus.com | //| | //| Modified ver. of 10points 3_dynamic_stop to provide multiple options | //| for better trend detection using customized Jurik based indicators. | //| | //| bluto @ www.forex-tsd.com; 11/22/2006 | //+-----------------------------------------------------------------------+ #property copyright "Copyright © 2005, Alejandro Galindo" #property link "http://elCactus.com" extern double TakeProfit = 20; // Profit Goal for the latest order opened extern double Lots = 0.1; // First order will be for this lot size extern double InitialStop = 1; // StopLoss extern double TrailingStop = 10; // Pips to trail the StopLoss extern int MaxTrades=10; // Maximum number of orders to open extern int Pips=15; // Distance in Pips from one order to another extern int SecureProfit=10; // If profit made is bigger than SecureProfit we close the orders extern int AccountProtection=0; // If one the account protection will be enabled, 0 is disabled extern int OrderstoProtect=0; // This number subtracted from MaxTrades is the number of open orders to enable the account protection. // Example: (MaxTrades=10) minus (OrderstoProtect=3)=7 orders need to be open before account protection is enabled. extern double EquityProtectionLevel; // Min. equity to preserve in the event things go bad; all orders for Symbol/Magic will be closed. extern double MaxLossPerOrder; // Max. loss tolerance per order; once reached, order will be closed. extern int ReverseCondition=0; // If one the decision to go long/short will be reversed extern int StartYear=2005; // Year to start (only for backtest) extern int StartMonth=1; // Month to start (only for backtest) extern int EndYear=2050; // Year to stop trading (backtest and live) extern int EndMonth=12; // Month to stop trading (backtest and live) // extern int EndHour=22; // Not used for now // extern int EndMinute=30; // Not used for now extern int mm=0; // if 1, the lots size will increase based on account size extern int risk=12; // risk to calculate the lots size (only if mm is enabled) extern int AccountisNormal=0; // Zero if account is not mini/micro extern int Magic = 123987; // Magic number for the orders placed int OpenOrders=0, cnt=0; int slippage=5; double sl=0, tp=0; double BuyPrice=0, SellPrice=0; double lotsi=0, mylotsi=0; int mode=0, myOrderType=0; bool ContinueOpening=True; double LastPrice=0; int PreviousOpenOrders=0; double Profit=0; int LastTicket=0, LastType=0; double LastClosePrice=0, LastLots=0; double Pivot=0; double PipValue=0; string text="", text2=""; double DnTrendVal=0,UpTrendVal=0,TrendVal=0; string TrendTxt="analyzing..."; int RSX_Period=17; int trendtype=0; bool AllowTrading=true; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- if (AllowTrading==false) {return(0);} if (AccountisNormal==1) { if (mm!=0) { lotsi=MathCeil(AccountBalance()*risk/10000); } else { lotsi=Lots; } } else { // then is mini if (mm!=0) { lotsi=MathCeil(AccountBalance()*risk/10000)/10; } else { lotsi=Lots; } } // Added optional provision to specify maximum loss per order; primordial risk management at it's finest. if (MathAbs(MaxLossPerOrder) > 0) { for(cnt=OrdersTotal();cnt>=0;cnt--) { RefreshRates(); OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if (OrderSymbol() == Symbol()) { if (OrderType() == OP_BUY && OrderMagicNumber() == Magic && OrderProfit() <= MathAbs(MaxLossPerOrder) * (-1)) { OrderClose(OrderTicket(),OrderLots(),Bid,slippage,White); } if (OrderType() == OP_SELL && OrderMagicNumber() == Magic && OrderProfit() <= MathAbs(MaxLossPerOrder) * (-1)) { OrderClose(OrderTicket(),OrderLots(),Ask,slippage,White); } } } } // Added Minimum Equity Level to protect to protect from being wiped out in the event things really get wicked...more elegant risk control stuff. if(EquityProtectionLevel > 0 && AccountEquity() <= EquityProtectionLevel) { AllowTrading = false; Print("Min. Equity Level Reached - Trading Halted For ",Symbol()); Alert("Min. Equity Level Reached - Trading Halted For ",Symbol()); for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); mode=OrderType(); if (OrderSymbol()==Symbol() && OrderMagicNumber() == Magic) { if (mode==OP_BUY) { OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,Blue); } if (mode==OP_SELL) { OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,Red); } return(0); } } } if (lotsi>100){ lotsi=100; } OpenOrders=0; for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()==Symbol() && OrderMagicNumber() == Magic) { OpenOrders++; } } if (OpenOrders<1) { if (TimeYear(CurTime())<StartYear) { return(0); } if (TimeMonth(CurTime())<StartMonth) { return(0); } if (TimeYear(CurTime())>EndYear) { return(0); } if (TimeMonth(CurTime())>EndMonth ) { return(0); } } double PipValue = MarketInfo(Symbol(),MODE_TICKVALUE); if (PipValue==0) { PipValue=5; } if (PreviousOpenOrders>OpenOrders) { for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); mode=OrderType(); if (OrderSymbol()==Symbol() && OrderMagicNumber() == Magic) { if (mode==OP_BUY) { OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,Blue); } if (mode==OP_SELL) { OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,Red); } return(0); } } } PreviousOpenOrders=OpenOrders; if (OpenOrders>=MaxTrades) { ContinueOpening=False; } else { ContinueOpening=True; } if (LastPrice==0) { for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); mode=OrderType(); if (OrderSymbol()==Symbol() && OrderMagicNumber() == Magic) { LastPrice=OrderOpenPrice(); if (mode==OP_BUY) { myOrderType=2; } if (mode==OP_SELL) { myOrderType=1; } } } } if (OpenOrders<1) { myOrderType=OpenOrdersBasedOnTrendRSX(); if (ReverseCondition==1) { if (myOrderType==1) { myOrderType=2; } else { if (myOrderType==2) { myOrderType=1; } } } } Check_Trend(); // if we have opened positions we take care of them for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol() == Symbol() && OrderMagicNumber() == Magic) { if (OrderType()==OP_SELL) { if (TrailingStop>0) { if (OrderOpenPrice()-Ask>=(TrailingStop+Pips)*Point) { if (OrderStopLoss()>(Ask+Point*TrailingStop)) { OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderClosePrice()-TakeProfit*Point-TrailingStop*Point,800,Purple); return(0); } } } } if (OrderType()==OP_BUY) { if (TrailingStop>0) { if (Bid-OrderOpenPrice()>=(TrailingStop+Pips)*Point) { if (OrderStopLoss()<(Bid-Point*TrailingStop)) { OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderClosePrice()+TakeProfit*Point+TrailingStop*Point,800,Yellow); return(0); } } } } } } Profit=0; LastTicket=0; LastType=0; LastClosePrice=0; LastLots=0; for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()==Symbol() && OrderMagicNumber() == Magic) { LastTicket=OrderTicket(); if (OrderType()==OP_BUY) { LastType=OP_BUY; } if (OrderType()==OP_SELL) { LastType=OP_SELL; } LastClosePrice=OrderClosePrice(); LastLots=OrderLots(); if (LastType==OP_BUY) { //Profit=Profit+(Ord(cnt,VAL_CLOSEPRICE)-Ord(cnt,VAL_OPENPRICE))*PipValue*Ord(cnt,VAL_LOTS); if (OrderClosePrice()<OrderOpenPrice()) { Profit=Profit-(OrderOpenPrice()-OrderClosePrice())*OrderLots()/Point; } if (OrderClosePrice()>OrderOpenPrice()) { Profit=Profit+(OrderClosePrice()-OrderOpenPrice())*OrderLots()/Point; } } if (LastType==OP_SELL) { //Profit=Profit+(Ord(cnt,VAL_OPENPRICE)-Ord(cnt,VAL_CLOSEPRICE))*PipValue*Ord(cnt,VAL_LOTS); if (OrderClosePrice()>OrderOpenPrice()) { Profit=Profit-(OrderClosePrice()-OrderOpenPrice())*OrderLots()/Point; } if (OrderClosePrice()<OrderOpenPrice()) { Profit=Profit+(OrderOpenPrice()-OrderClosePrice())*OrderLots()/Point; } } //Print(Symbol,":",Profit,",",LastLots); } } Profit=Profit*PipValue; text2="Profit: $"+DoubleToStr(Profit,2)+" +/-"; if (OpenOrders>=(MaxTrades-OrderstoProtect) && AccountProtection==1) { //Print(Symbol,":",Profit); if (Profit>=SecureProfit) { OrderClose(LastTicket,LastLots,LastClosePrice,slippage,Yellow); ContinueOpening=False; return(0); } } if (!IsTesting()) { if (myOrderType==3) { text="No conditions to open trades"; } else { text=" "; } Comment("LastPrice=",LastPrice," Previous open orders=",PreviousOpenOrders," Trend Direction: ",TrendTxt," Slope == ",TrendVal,"\nContinue opening=",ContinueOpening," OrderType=",myOrderType,"\n",text2,"\nLots=",lotsi,"\n",text); } if (myOrderType==1 && ContinueOpening) { if ((Bid-LastPrice)>=Pips*Point || OpenOrders<1) { SellPrice=Bid; LastPrice=0; if (TakeProfit==0) { tp=0; } else { tp=SellPrice-TakeProfit*Point; } if (InitialStop==0) { sl=0; } else { sl=NormalizeDouble(SellPrice+InitialStop*Point + (MaxTrades-OpenOrders)*Pips*Point, Digits); } if (OpenOrders!=0) { mylotsi=lotsi; for(cnt=1;cnt<=OpenOrders;cnt++) { if (MaxTrades>12) { mylotsi=NormalizeDouble(mylotsi*1.5,2); } else { mylotsi=NormalizeDouble(mylotsi*2,2); } } } else { mylotsi=lotsi; } if (mylotsi>100) { mylotsi=100; } OrderSend(Symbol(),OP_SELL,mylotsi,SellPrice,slippage,sl,tp,"RF1",Magic,0,Red); return(0); } } if (myOrderType==2 && ContinueOpening) { if ((LastPrice-Ask)>=Pips*Point || OpenOrders<1) { BuyPrice=Ask; LastPrice=0; if (TakeProfit==0) { tp=0; } else { tp=BuyPrice+TakeProfit*Point; } if (InitialStop==0) { sl=0; } else { sl=NormalizeDouble(BuyPrice-InitialStop*Point - (MaxTrades-OpenOrders)*Pips*Point, Digits); } if (OpenOrders!=0) { mylotsi=lotsi; for(cnt=1;cnt<=OpenOrders;cnt++) { if (MaxTrades>12) { mylotsi=NormalizeDouble(mylotsi*1.5,2); } else { mylotsi=NormalizeDouble(mylotsi*2,2); } } } else { mylotsi=lotsi; } if (mylotsi>100) { mylotsi=100; } OrderSend(Symbol(),OP_BUY,mylotsi,BuyPrice,slippage,sl,tp,"RF1",Magic,0,Blue); return(0); } } return(0); } //+---------------------------------------- End of mainline order processing logic ---------------------------------+ int OpenOrdersBasedOnTrendRSX() { int myOrderType=3; Check_Trend(); double rsxcurr = iCustom(Symbol(),Period(),"Turbo_JRSX",RSX_Period,0,0); double rsxprev = iCustom(Symbol(),Period(),"Turbo_JRSX",RSX_Period,0,1); if ((rsxcurr > rsxprev) && (trendtype == 2 || trendtype == 3)) { myOrderType = 2; } if ((rsxcurr < rsxprev) && (trendtype == 2 || trendtype == 1)) { myOrderType = 1; } return(myOrderType); } void Check_Trend() { UpTrendVal = iCustom(Symbol(),Period(), "Turbo_JVEL",7,-100,0,0); DnTrendVal = iCustom(Symbol(),Period(), "Turbo_JVEL",7,-100,1,0); TrendVal = (UpTrendVal + DnTrendVal); Comment("LastPrice=",LastPrice," Previous open orders=",PreviousOpenOrders," Trend Direction: ",TrendTxt," Slope == ",TrendVal,"\nContinue opening=",ContinueOpening," OrderType=",myOrderType,"\n",text2,"\nLots=",lotsi,"\n",text); if(TrendVal <= -0.09) { trendtype = 1; TrendTxt = "Strong Downtrend"; } if(TrendVal > -0.09 && TrendVal < 0) { trendtype = 2; TrendTxt = "Weak Downtrend/Ranging"; } if(TrendVal > 0 && TrendVal < 0.09) { trendtype = 2; TrendTxt = "Weak Uptrend/Ranging"; } if(TrendVal >= 0.09) { trendtype = 3; TrendTxt = "Strong Uptrend"; } return(0); }
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Turbo_JVEL
Turbo_JRSX
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
It automatically opens orders when conditions are reached
Other Features:
It issuies visual alerts to the screen