//+------------------------------------------------------------------+
//| gpfTCPivotLimit.mq4 |
//| Copyright © 2006, George-on-Don |
//| http://www.forex.aaanet.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, George-on-Don"
#property link "http://www.forex.aaanet.ru"
#include <stdlib.mqh>
#include <stderror.mqh>
#define MAGICMA 20050610
extern double Lots=0.1; // lot size
extern bool SndMl=true; // is send e-mail message?
extern bool isFloatLots = false; // is cals lot size
extern double DcF = 3; // optimization factor
extern double MaxR = 0.02; // max risk
extern int TgtProfit = 1; //
extern int Trailing = 30; //
extern bool isTradeDay = False; // is trade intraday or extraday?
extern bool isTrace = False; // is tracer on?
double Pivot;
double Resist1;
double Resist2;
double Support1;
double Support2;
double Support3;
double Resist3;
double StpBuy;
double StpSell;
double PrftBuy;
double PrftSell;
double pPoint;
double r1 , s1 ,s2, r2, r3, s3;
int err;
bool isCals=false;
//+------------------------------------------------------------------+
//| CalculateCurrentOrders function |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0;
int sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)
break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
{
if(OrderType()==OP_BUY)
buys++;
if(OrderType()==OP_SELL)
sells++;
}
}
//---- return orders volume
if(buys>0)
return(buys);
else
return(-sells);
}
//+------------------------------------------------------------------+
//| LotsOptimized function |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
if (isFloatLots == true)
{
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaxR/1000.0,1);
//---- calcuulate number of losses orders without a break
if(DcF>0)
{
for(int i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false)
{
Print("Îøèáêà â èñòîðèè!"); break;
}
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1)
lot=NormalizeDouble(lot-lot*losses/DcF,1);
}
}
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| initialization of Calspivot function |
//+------------------------------------------------------------------+
bool isCalsPivot()
{
int tHour;
double hLine;
double lLine;
int i,k;
if(Volume[0]>1)
return(false);
if (TimeHour(Time[1])== 0 )
{
tHour = TimeHour(Time[2]);
k= tHour+1;
if (isTrace == true)
{
Print("tHour",tHour);
Print("K",k);
}
hLine = High[tHour];
lLine = Low[tHour];
for (i = tHour+1; i > 0; i--)
{
if (Low[i+1] < lLine)
lLine = Low[i+1];
if (High[i+1] > hLine)
hLine = High[i+1];
if (isTrace == true)
{
Print("i# ",i," lLine# ", lLine, " Low# ", Low[i+1], " hLine #", hLine, " High #",
High[i+1], " time #" , TimeHour(Time[i+1]), " day #", TimeDay(Time[i+1]));
}
}
pPoint = (lLine + hLine + Close[2]) / 3;
r1 = 2 * pPoint - lLine;
s1 = 2 * pPoint - hLine;
r2 = pPoint + (r1 - s1);
s2 = pPoint - (r1 - s1);
r3 = hLine + 2 * (pPoint - lLine);
s3 = lLine - 2 * (hLine - pPoint);
CalsPivot();
isCals = true;
return (true);
}
return (false);
}
//+------------------------------------------------------------------+
//| Cals Pivot function |
//+------------------------------------------------------------------+
void CalsPivot()
{
Pivot =NormalizeDouble(pPoint,Digits);
Resist1 =NormalizeDouble(r1,Digits);
Resist2 =NormalizeDouble(r2,Digits);
Resist3 =NormalizeDouble(r3,Digits);
Support1 =NormalizeDouble(s1,Digits);
Support2 =NormalizeDouble(s2,Digits);
Support3 =NormalizeDouble(s3,Digits);
if (isTrace == true)
{
Print("Pivot# ",Pivot," Resist1# ",Resist1," Support1# ",Support1);
Print("Pivot# ",Pivot," Resist2# ",Resist2," Support2# ",Support2);
Print("Pivot# ",Pivot," Resist3# ",Resist3," Support3# ",Support3);
}
}
//+------------------------------------------------------------------+
//| CheckForOpen trade function |
//+------------------------------------------------------------------+
void CheckForOpen()
{
string sHeaderLetter;
string sBodyLetter;
int err2;
double StopBuy;
double ProfitBuy;
double bLevel;
double StopSell;
double ProfitSell;
double sLevel;
// is first tick?
if(Volume[0]>1) return;
switch (TgtProfit)
{
case 1 : sLevel = Resist1;
StopSell = Resist2;
ProfitSell = Support1;
bLevel = Support1;
StopBuy = Support2;
ProfitBuy = Resist1;
break;
case 2 : sLevel = Resist1;
StopSell = Resist2;
ProfitSell = Support2;
bLevel = Support1;
StopBuy = Support2;
ProfitBuy = Resist2;
break;
case 3 : sLevel = Resist2;
StopSell = Resist3;
ProfitSell = Support1;
bLevel = Support2;
StopBuy = Support3;
ProfitBuy = Resist1;
break;
case 4 : sLevel = Resist2;
StopSell = Resist3;
ProfitSell = Support2;
bLevel = Support2;
StopBuy = Support3;
ProfitBuy = Resist2;
break;
case 5 : sLevel = Resist2;
StopSell = Resist3;
ProfitSell = Support3;
bLevel = Support2;
StopBuy = Support3;
ProfitBuy = Resist3;
break;
//default :
}
//---- Sell trade
if ( ((High[2]>sLevel || Close[2]>=sLevel) && Open[2]< sLevel) && Close[1]<=sLevel)
{
if (isTrace == true)
{
Print("Close1#", Close[1]);
Print("Pivot#",Pivot);
Print("Close2#",Close[2]);
}
err = OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,StopSell,ProfitSell,"",MAGICMA,0,Red);
if (err < 0)
{
Print("OrderSend Sell failed err#", GetLastError());
if (isTrace == true)
{
Print("Bid#",Bid);
Print("Pivot #",Pivot);
Print("Stop loss#",Resist1);
Print("Take prof#",Support2);
}
if (GetLastError()== 130)
err2 =OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Resist2,Support3,"",MAGICMA,0,Red);
if ( err2 <0)
{
Print("OrderSend Sell failed err2#", GetLastError());
if (isTrace == True)
{
Print("Bid#",Bid);
Print("Pivot #",Pivot);
Print("Stop loss#",Resist2);
Print("Take prof#",Support3);
}
}
return(0);
}
else
{
if (SndMl == True )
{
sHeaderLetter = "Operation SELL by " + Symbol()+"";
sBodyLetter = "Order Sell by "+ Symbol() + " at " + DoubleToStr(Bid,4)+ ", and set stop/loss at " + DoubleToStr(StpSell,4)+"";
sndMessage(sHeaderLetter, sBodyLetter);
}
}
//return;
}
//---- Buy trade
if ((( Low[2]<bLevel || Close[2]<=bLevel) && Open[2]> bLevel) && Close[1]>=bLevel)
{
if (isTrace == true)
{
Print("Close1#", Close[1]);
Print("Pivot#",Pivot);
Print("Close2#",Close[2]);
}
err=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,StopBuy,ProfitBuy,"",MAGICMA,0,Blue);
if (err < 0)
{
Print("OrderSend Buy failed err#", GetLastError());
if (isTrace== true)
{
Print("Bid#",Bid);
Print("Pivot #",Pivot);
Print("Stop loss#",Support2);
Print("Take prof#",Resist3);
}
if (GetLastError() == 130)
err2=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Support2,Resist3,"",MAGICMA,0,Blue);
StpBuy = Support2;
PrftBuy = Resist2;
if (err2 < 0)
{
Print("OrderSend Buy failed err2#", GetLastError());
if (isTrace== true)
{
Print("Bid#",Bid);
Print("Pivot #",Pivot);
Print("Stop loss#",Support2);
Print("Take prof#",Resist3);
}
}
return(0);
}
else
{
if ( SndMl == True )
{
sHeaderLetter = "Operation BUY at " + Symbol()+"";
sBodyLetter = "Order Buy at "+ Symbol() + " for " + DoubleToStr(Ask,4)+ ", and set stop/loss at " + DoubleToStr(StpBuy,4)+"";
sndMessage(sHeaderLetter, sBodyLetter);
}
}
return;
}
}
//+------------------------------------------------------------------+
//| CheckForClose open trade function |
//+------------------------------------------------------------------+
void CheckForClose()
{
string sHeaderLetter;
string sBodyLetter;
bool CloseOrd;
//----
if(Volume[0]>1)
return;
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)
break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol())
continue;
//----
if(OrderType()==OP_BUY)
{
if (isTrace== true)
{
Print("in OP_BUY");
}
if (isTradeDay == True && TimeHour(Time[1])== 23)
{
CloseOrd=OrderClose(OrderTicket(),OrderLots(),Bid,3,Lime);
}
// trailing stop
if(Trailing>0)
{
if (isTrace == true)
{
Print("in BUY modify");
}
if(Bid-OrderOpenPrice()>Point*Trailing)
{
if(OrderStopLoss()<Bid-Point*Trailing)
{
err = OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*Trailing,OrderTakeProfit(),0,Green);
if (err < 0)
{
Print("OrderModify Buy failed err#", GetLastError());
if (isTrace== true)
{
Print("Bid#",Bid);
Print("Pivot #",OrderOpenPrice());
}
return(0);
}
return ;
}
}
}
if ( SndMl == True && CloseOrd == True)
{
sHeaderLetter = "Operation CLOSE BUY at" + Symbol()+"";
sBodyLetter = "Close order Buy at "+ Symbol() + " for " + DoubleToStr(Bid,4)+ ", and finish this Trade";
sndMessage(sHeaderLetter, sBodyLetter);
}
break;
}
if(OrderType()==OP_SELL)
{
if (isTrace== true)
{
Print("in OP_SELL");
}
if (isTradeDay == True && TimeHour(Time[1])== 23 )
{
CloseOrd=OrderClose(OrderTicket(),OrderLots(),Ask,3,Lime);
}
// trailing stop
if(Trailing>0)
{
if (isTrace== true)
{
Print("in Sell modify");
}
if((OrderOpenPrice()-Ask)>(Point*Trailing))
{
if((OrderStopLoss()>(Ask+Point*Trailing)) || (OrderStopLoss()==0))
{
err = OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*Trailing,OrderTakeProfit(),0,Red);
if (err < 0)
{
Print("OrderModify Sell failed err#", GetLastError());
if (isTrace== true)
{
Print("Bid#",Bid);
Print("Pivot #",OrderOpenPrice());
}
return(0);
}
return;
}
}
}
if ( SndMl == True && CloseOrd == True)
{
sHeaderLetter = "Operation CLOSE SELL at" + Symbol()+"";
sBodyLetter = "Close order Sell at "+ Symbol() + " for " + DoubleToStr(Ask,4)+ ", and finish this Trade";
sndMessage(sHeaderLetter, sBodyLetter);
}
break;
}
}
//----
}
//--------------------------------------------------------------------
// message sending function |
//--------------------------------------------------------------------
void sndMessage(string HeaderLetter, string BodyLetter)
{
int RetVal;
SendMail( HeaderLetter, BodyLetter );
RetVal = GetLastError();
if (isTrace== true)
{
if (RetVal!= ERR_NO_MQLERROR)
Print ("Error, message not sending: ", ErrorDescription(RetVal));
}
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
if (Period() != PERIOD_H1)
{
Print("Error, Time Frame is not 1 hour!");
return ;
}
if(Bars<25 || IsTradeAllowed()==false)
return;
isCalsPivot();
if(CalculateCurrentOrders(Symbol())==0)
CheckForOpen();
else
CheckForClose();
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains tick volumes of each bar
Series array that contains open time of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
Other Features:
It sends emails
