/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Hans123Trader v9 |
//+------------------------------------------------------------------+
#include <stdlib.mqh>
#property copyright "hans123"
#property link "http://www.strategybuilderfx.com/forums/showthread.php?t=15439"
// programmed by fukinagashi
#import "Kernel32.dll"
int CreateEventA(int attr, int bManualReset, int bInitialState, string lpName);
int SetEvent(int hEvent);
int WaitForSingleObject(int hEvent, int dwMilliseconds);
int CloseHandle(int hEvent);
#import
extern int BeginSession1=6;
extern int LengthSession1=4;
extern int BeginSession2=10;
extern int LengthSession2=4;
extern double Lots = 0.5;
// 0 for GMT time and 1 for CET time
extern int OffsetToGMT = 0;
extern int ClsOnlUnprTX=1; // 1 = yes / 0 = no
extern int ProtectYourInvestments=1; // 1 = yes / 0 = no
extern int Type_TS_Calc=1; // 1 - classic / 2 - ATR / 3 - HalfVotality
extern double FactorTSCalculation = 0.5;
datetime bartime = 0;
double Slippage=3;
int OrderInterval = 8000;
int RetryConnect = 5; // how many times to retry.
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
if (!GlobalVariableCheck("tradeevent")) {
int hEvent = CreateEventA(0, 0, 1, "HansMetaTraderEvent");
GlobalVariableSet("tradeevent", hEvent);
}
}
int deinit()
{
if (GlobalVariableCheck("tradeevent")) {
int hEvent = GlobalVariableGet("tradeevent");
CloseHandle(hEvent);
GlobalVariableDel("tradeevent");
}
}
int start()
{
int cnt, ticket, err, i, j;
int MagicNumber;
double ts, tp, sl, LowestPrice, HighestPrice, Price;
bool Order[5];
string setup;
datetime Validity=0;
double TrailingStop;
double TakeProfit;
double InitialStopLoss;
int PipsForEntry;
int retry;
int TimeZoneDiff= OffsetToGMT - 1;
MagicNumber = func_Symbol2Val(Symbol());
setup="H123v9_" + Symbol();
if (Symbol()=="GBPUSD") {
PipsForEntry= 5;
TrailingStop = 40;
TakeProfit = 120;
InitialStopLoss=70;
} else if (Symbol()=="EURUSD") {
PipsForEntry= 5;
TrailingStop = 30;
TakeProfit = 80;
InitialStopLoss=60;
} else if (Symbol()=="USDCHF") {
PipsForEntry= 10;
TrailingStop = 30;
TakeProfit = 120;
InitialStopLoss=30;
} else {
PipsForEntry= 5;
TrailingStop = 40;
TakeProfit = 120;
InitialStopLoss=50;
}
if (bartime == Time[0]) {
return(0);
} else {
bartime = Time[0];
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// MODIFICATIONS ON OPEN ORDERS ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES)) {
err = GetLastError();
if (err>1) { Print("Error selecting order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && (OrderMagicNumber()==(MagicNumber+1) || OrderMagicNumber()==(MagicNumber+3))) {
if(TimeDay(OrderOpenTime())!=TimeDay(Time[0])) {
if (ClsOnlUnprTX==1) {
if(Bid-OrderOpenPrice()<Point*TrailingStop) {
OrderCloseExtended(OrderTicket(), Lots, Bid, 3, Red);
}
} else {
OrderCloseExtended(OrderTicket(), Lots, Bid, 3, Red);
}
err = GetLastError();
if (err>1) { Print("Error closing buy order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
} else if (TrailingStop>0) {
if (ProtectYourInvestments==1 && Bid-OrderOpenPrice()>Point*TrailingStop) {
ts = OrderOpenPrice();
} else {
if (Type_TS_Calc==1) {
ts = Bid-(Point*TrailingStop);
} else if (Type_TS_Calc==2) {
ts = Low[0] - FactorTSCalculation * iATR(NULL,0,14,0);
} else if (Type_TS_Calc==3) {
ts = Low[0] - (FactorTSCalculation *(High[0]-Low[0]));
}
}
if (OrderStopLoss()<ts && Bid-OrderOpenPrice()>Point*TrailingStop) OrderModifyExtended(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,White);
err = GetLastError();
if (err>1) { Print("Error modifying buy order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
}
} else if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && (OrderMagicNumber()==(MagicNumber+2) || OrderMagicNumber()==(MagicNumber+4))) {
if(TimeDay(OrderOpenTime())!=TimeDay(Time[0])) {
if (ClsOnlUnprTX==1) {
if((OrderOpenPrice()-Ask)<(Point*TrailingStop)) {
OrderCloseExtended(OrderTicket(), Lots, Ask, 3, Red);
}
} else {
OrderCloseExtended(OrderTicket(), Lots, Ask, 3, Red);
}
err = GetLastError();
if (err>1) { Print("Error closing Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
} else if (TrailingStop>0) {
if (ProtectYourInvestments==1 && (OrderOpenPrice()-Ask)>(Point*TrailingStop)) {
ts = OrderOpenPrice();
} else {
if (Type_TS_Calc==1) {
ts = Ask+(Point*TrailingStop);
} else if (Type_TS_Calc==2) {
ts = High[0] + FactorTSCalculation * iATR(NULL,0,14,0);
} else if (Type_TS_Calc==3) {
ts = High[0] + (FactorTSCalculation *(High[0]-Low[0]));
}
}
if (OrderStopLoss()>ts && (OrderOpenPrice()-Ask)>(Point*TrailingStop)) OrderModifyExtended(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,White);
err = GetLastError();
if (err>1) { Print("Error modifyin sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
}
}
}
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// SETTING ORDERS ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// if(AccountFreeMargin()<(1000*Lots)) return(0);
Validity=StrToTime(TimeYear(Time[0]) + "." + TimeMonth(Time[0]) + "." + TimeDay(Time[0]) + " 23:59")+(TimeZoneDiff*3600);
for(i=1;i<5;i++) { Order[i]=false; }
for(cnt=OrdersTotal();cnt>=0;cnt--) {
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
err = GetLastError();
if(OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+1)) {
Order[1]=true;
} else if (OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+2)) {
Order[2]=true;
} else if (OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+3)) {
Order[3]=true;
} else if (OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+4)) {
Order[4]=true;
}
}
if (TimeHour(Time[0])==BeginSession1+LengthSession1+TimeZoneDiff && TimeMinute(Time[0])==0) {
LowestPrice=Low[Lowest(NULL, 0, MODE_LOW, LengthSession1*60/Period(), 0)];
HighestPrice=High[Highest(NULL, 0, MODE_HIGH, LengthSession1*60/Period(), 0)];
Print("Determine Low: " + LowestPrice + " and High: " + HighestPrice + " for timephase " + TimeToStr(Time[240/Period()]) + " - " + TimeToStr(Time[0]));
Price = HighestPrice+PipsForEntry*Point;
if (TakeProfit>0) { tp=Price+TakeProfit*Point;
} else { tp=0; }
if (InitialStopLoss>0) {
if((Price-InitialStopLoss*Point)<LowestPrice-PipsForEntry*Point) {
sl = LowestPrice-PipsForEntry*Point;
} else {
sl = Price-InitialStopLoss*Point;
}
} else { sl=0; }
if (!Order[1])
ticket=OrderSendExtendedRetry(Symbol(),OP_BUYSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+1),Validity,Green);
Price = LowestPrice-PipsForEntry*Point;
if (TakeProfit>0) { tp=Price-TakeProfit*Point;
} else { tp=0; }
if (InitialStopLoss>0) {
if((Price+InitialStopLoss*Point)>HighestPrice+PipsForEntry*Point) {
sl = HighestPrice+PipsForEntry*Point;
} else {
sl = Price+InitialStopLoss*Point;
}
} else { sl=0; }
if (!Order[2])
ticket=OrderSendExtendedRetry(Symbol(),OP_SELLSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+2),Validity,Green);
}
if (TimeHour(Time[0])==BeginSession2+LengthSession2+TimeZoneDiff && TimeMinute(Time[0])==0) {
LowestPrice=Low[Lowest(NULL, 0, MODE_LOW, LengthSession2*60/Period(), 0)];
HighestPrice=High[Highest(NULL, 0, MODE_HIGH, LengthSession2*60/Period(), 0)];
Print("Determine Low: " + LowestPrice + " and High: " + HighestPrice + " for timephase " + TimeToStr(Time[240/Period()]) + " - " + TimeToStr(Time[0]));
Price = HighestPrice+PipsForEntry*Point;
if (TakeProfit>0) { tp=Price+TakeProfit*Point;
} else { tp=0; }
if (InitialStopLoss>0) {
if((Price-InitialStopLoss*Point)<LowestPrice-PipsForEntry*Point) {
sl = LowestPrice-PipsForEntry*Point;
} else {
sl = Price-InitialStopLoss*Point;
}
} else { sl=0; }
if (!Order[3])
ticket=OrderSendExtendedRetry(Symbol(),OP_BUYSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+3),Validity,Green);
Price = LowestPrice-PipsForEntry*Point;
if (TakeProfit>0) { tp=Price-TakeProfit*Point;
} else { tp=0; }
if (InitialStopLoss>0) {
if((Price+InitialStopLoss*Point)>HighestPrice+PipsForEntry*Point) {
sl = HighestPrice+PipsForEntry*Point;
} else {
sl = Price+InitialStopLoss*Point;
}
} else { sl=0; }
if (!Order[4])
ticket=OrderSendExtendedRetry(Symbol(),OP_SELLSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+4),Validity,Green);
}
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// DIVERSE SUBROUTINES /////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
int func_Symbol2Val(string symbol) {
if(symbol=="AUDUSD") { return(01);
} else if(symbol=="CHFJPY") { return(02);
} else if(symbol=="EURAUD") { return(10);
} else if(symbol=="EURCAD") { return(11);
} else if(symbol=="EURCHF") { return(12);
} else if(symbol=="EURGBP") { return(13);
} else if(symbol=="EURJPY") { return(14);
} else if(symbol=="EURUSD") { return(15);
} else if(symbol=="GBPCHF") { return(20);
} else if(symbol=="GBPJPY") { return(21);
} else if(symbol=="GBPUSD") { return(22);
} else if(symbol=="USDCAD") { return(40);
} else if(symbol=="USDCHF") { return(41);
} else if(symbol=="USDJPY") { return(42);
} else if(symbol=="GOLD") { return(90);
} else { Comment("unexpected Symbol"); return(0);
}
}
int OrderSendExtendedRetry(string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment, int magic,datetime expiration=0, color arrow_color=CLR_NONE) {
// This is a wrapper for OrderSendExtended which attempts retries upon failures,
// and will execute at market if a buystop/sellstop is too close
// to market and hence gives an error. Only makes sense for cmd==OP_BUYSTOP or cmd==OP_SELLSTOP.
//
// Uses global variable "int RetryConnect", number of times to retry an err=6 before failing.
//
// this function is rather talkative and sends informational Print() messages to the log.
//
// written by mbkennel@gmail.com
int err;
int ticket;
int retry;
string buysellstr;
if ((cmd != OP_BUYSTOP) && (cmd != OP_SELLSTOP)) {
Print("Error in OrderSendExtendedRetry: only OP_BUYSTOP or OP_SELLSTOP is allowed.");
return(0);
}
if (cmd == OP_BUYSTOP) buysellstr="buy";
if (cmd == OP_SELLSTOP) buysellstr="sell";
ticket=OrderSendExtended(symbol,cmd,volume,price,slippage,stoploss,takeprofit,comment,magic,expiration,arrow_color);
err = GetLastError();
if (err==130) {
// too close to current price for comfort, will send market orders.
Print("OrderSendExtendedRetry: stop order not feasible, going to market order.");
if (cmd == OP_BUYSTOP) {
ticket=OrderSendExtended(symbol,OP_BUY,volume,Ask,slippage,stoploss,takeprofit,comment,magic,expiration,arrow_color);
} else {
ticket=OrderSendExtended(symbol,OP_SELL,volume,Bid,slippage,stoploss,takeprofit,comment,magic,expiration,arrow_color);
}
} else {
// there may be an error which may be retryable.
retry = RetryConnect;
while (err == 6 && retry > 0) {
Sleep(3000); // sleep now moved to before sending new order so that success returns immediately.
Print("OrderSendExtendedRetry: attempting retry " + (RetryConnect-retry+1) + " of " + RetryConnect);
ticket=OrderSendExtended(symbol,cmd,volume,price,slippage,stoploss,takeprofit,comment,magic,expiration,arrow_color);
err = GetLastError();
retry--;
}
}
if (err>1) {
Print("Error setting "+buysellstr+" order [" + comment + "]: (" + err + ") " + ErrorDescription(err));
}
string result;
if (ticket !=0) result = "success"; else result = "failure";
Print("OrderSendExtendedRetry: " + result + " opening " + buysellstr + " for " + symbol);
return(ticket);
}
int OrderSendExtended(string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment, int magic, datetime expiration=0, color arrow_color=CLR_NONE) {
datetime OldCurTime;
int timeout=60;
int ticket;
if (!IsTesting()) {
MathSrand(LocalTime());
Sleep(MathRand()/6);
}
OldCurTime=CurTime();
while (!IsTradeAllowed()) {
if(OldCurTime+timeout<=CurTime()) {
Print("Error in OrderSendExtended(): Timeout encountered");
return(0);
}
Sleep(1000);
}
int hEvent = GlobalVariableGet("tradeevent");
int ret = WaitForSingleObject(hEvent, 60000);
if (ret != 0)
return (0);
ticket = OrderSend(symbol, cmd, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color);
Sleep(OrderInterval);
SetEvent(hEvent);
return(ticket);
}
bool OrderModifyExtended(int ticket, double price, double stoploss, double takeprofit, datetime expiration, color clr) {
datetime OldCurTime;
int timeout=60;
bool ret=true;
OldCurTime=CurTime();
while (!IsTradeAllowed()) {
if(OldCurTime+timeout<=CurTime()) {
Print("Error in OrderSendExtended(): Timeout encountered");
return(false);
}
Sleep(1000);
}
int hEvent = GlobalVariableGet("tradeevent");
if(WaitForSingleObject(hEvent, 60000) != 0)
return (false);
ret = OrderModify(ticket, price, stoploss, takeprofit, expiration, clr);
Sleep(OrderInterval); // sleep 10 seconds
SetEvent(hEvent);
return(ret);
}
bool OrderCloseExtended(int ticket,double lots, double price,int slippage,color clr) {
datetime OldCurTime;
int timeout=60;
bool ret = true;
OldCurTime=CurTime();
while (!IsTradeAllowed()) {
if(OldCurTime+timeout<=CurTime()) {
Print("Error in OrderSendExtended(): Timeout encountered");
return(false);
}
Sleep(1000);
}
int hEvent = GlobalVariableGet("tradeevent");
if (WaitForSingleObject(hEvent, 60000) != 0)
return (false);
ret = OrderClose(ticket, lots, price, slippage, clr);
Sleep(OrderInterval);
SetEvent(hEvent);
return(ret);
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Indicator Curves created:
Indicators Used:
Indicator of the average true range
Custom Indicators Used:
kernel32
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:
