/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| HaosExp01final.mq4 |
//| |
//| |
//+------------------------------------------------------------------+
#property copyright " Copyright © 2005, HomeSoft Corp."
#property link " spiky@sinet.spb.ru"
#include <stdlib.mqh>
//+------------------------------------------------------------------+
//| Common External variables |
//+------------------------------------------------------------------+
extern double Lots = 0.10;
extern double StopLoss = 1000.00;
extern double TakeProfit = 1000.00;
extern double TrailingStop = 0.00;
//+------------------------------------------------------------------+
//| External variables |
//+------------------------------------------------------------------+
extern double mgod = 2006;
extern double per = 24;
extern int tp = 96;
extern double cbars = 300;
extern double test = 0;
extern double MM = 1;
extern double depth = 15;
extern double deviation = 5;
extern double backstep = 3;
extern double stop = 0.75;
extern double kh = 20;
extern double mstl = 5;
//+------------------------------------------------------------------+
//| Special Convertion Functions |
//+------------------------------------------------------------------+
int LastTradeTime;
bool MOrderModify( int ticket, double price, double stoploss, double takeprofit, datetime expiration, color arrow_color=CLR_NONE)
{
LastTradeTime = CurTime();
price = MathRound(price*10000)/10000;
stoploss = MathRound(stoploss*10000)/10000;
takeprofit = MathRound(takeprofit*10000)/10000;
return ( OrderModify( ticket, price, stoploss, takeprofit, expiration, arrow_color) );
}
int MOrderSend( string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment="", int magic=0, datetime expiration=0, color arrow_color=CLR_NONE)
{
LastTradeTime = CurTime();
price = MathRound(price*10000)/10000;
stoploss = MathRound(stoploss*10000)/10000;
takeprofit = MathRound(takeprofit*10000)/10000;
return ( OrderSend( symbol, cmd, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color ) );
}
int OrderValueTicket(int index)
{
OrderSelect(index, SELECT_BY_POS);
return(OrderTicket());
}
int OrderValueType(int index)
{
OrderSelect(index, SELECT_BY_POS);
return(OrderType());
}
double OrderValueLots(int index)
{
OrderSelect(index, SELECT_BY_POS);
return(OrderLots());
}
double OrderValueOpenPrice(int index)
{
OrderSelect(index, SELECT_BY_POS);
return(OrderOpenPrice());
}
double OrderValueStopLoss(int index)
{
OrderSelect(index, SELECT_BY_POS);
return(OrderStopLoss());
}
double OrderValueTakeProfit(int index)
{
OrderSelect(index, SELECT_BY_POS);
return(OrderTakeProfit());
}
double OrderValueProfit(int index)
{
OrderSelect(index, SELECT_BY_POS);
return(OrderProfit());
}
string OrderValueSymbol(int index)
{
OrderSelect(index, SELECT_BY_POS);
return(OrderSymbol());
}
void SetArrow(datetime ArrowTime, double Price, double ArrowCode, color ArrowColor)
{
int err;
string ArrowName = DoubleToStr(ArrowTime,0);
if (ObjectFind(ArrowName) != -1) ObjectDelete(ArrowName);
if(!ObjectCreate(ArrowName, OBJ_ARROW, 0, ArrowTime, Price))
{
err=GetLastError();
Print("error: can't create Arrow! code #",err," ",ErrorDescription(err));
return;
}
else
{
ObjectSet(ArrowName, OBJPROP_ARROWCODE, ArrowCode);
ObjectSet(ArrowName, OBJPROP_COLOR , ArrowColor);
ObjectsRedraw();
}
}
//+------------------------------------------------------------------+
//| End |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Initialization |
//+------------------------------------------------------------------+
int init()
{
return(0);
}
int start()
{
//+------------------------------------------------------------------+
//| Local variables |
//+------------------------------------------------------------------+
int cnt = 0;
double summa = 0;
double pl = 0;
double s = 0;
double b = 0;
double mlot = 0;
double zznul = 0;
double cci = 0;
double zzone = 0;
double ssum = 0;
double fzz = 0;
double szz = 0;
double vtr = 0;
double msum = 0;
double sumblk = 0;
double stopor = 0;
string candl = "";
double bsum = 0;
double j = 0;
bool ft = true;
double ccione = 0;
double zzold = 0;
double blok = 0;
double trs = 0;
double top = 0;
double trend = 0;
double delta = 0;
double ks = 0;
double kb = 0;
double tpr = 0;
double stpr = 0;
double btpr = 0;
double mods = 0;
double modb = 0;
double risk = 0;
if( mgod != Year() /*or Month!=12*/ ) return(0);
j=j+1;if( Minute() == 0 ) j=0;
if( Hour() == 0 ) top=Close[tp];
if( ft ) { cnt=0;
while( fzz == szz ) {cnt=cnt+1;
fzz=iCustom(NULL, 0, "HistoZZ",cbars,depth,deviation,backstep,0,cnt-1);
szz=iCustom(NULL, 0, "HistoZZ",cbars,depth,deviation,backstep,0,cnt);
if( fzz != szz ) zzold=szz;} ft=false;top=Close[tp];}
if( CurTime()-LastTradeTime<15 ) return(0);
if( MM == 0 ) { mlot=Lots;risk=0.20;}
if( MM == 1 ) { risk=0.25;
if( AccountFreeMargin()<=10000 && AccountFreeMargin()>1500 ) mlot=Lots;
if( AccountFreeMargin()>10000 ) mlot=2*Lots;
if( AccountFreeMargin()>=15000 ) mlot=3*Lots;
if( AccountFreeMargin()>=20000 ) mlot=4*Lots;
if( AccountFreeMargin()>=25000 ) mlot=5*Lots;
if( AccountFreeMargin()>=30000 ) mlot=6*Lots;
if( AccountFreeMargin()>=35000 ) mlot=7*Lots;
if( AccountFreeMargin()>=40000 ) mlot=8*Lots;
if( AccountFreeMargin()>=45000 ) mlot=9*Lots;
if( AccountFreeMargin()>=50000 ) mlot=10*Lots;
if( AccountFreeMargin()>=55000 ) mlot=12*Lots;
if( AccountFreeMargin()>=60000 ) mlot=15*Lots;}
trs=0;
for(cnt=tp;cnt>=0 ;cnt--){
trs=trs+(Close[cnt]-Open[cnt]);}
vtr=MathRound((10*trs/tp)/Point);
//-----------------------------------Ïîäñ÷¸ò àêòèâíûõ îðäåðîâ è ïðîôèòà ïî íèì---------------------------------------
s=0;b=0;summa=0;ssum=0;bsum=0;
for(cnt=1;cnt<=OrdersTotal() ;cnt++){
if( OrderValueSymbol(cnt) == Symbol() && (OrderValueType(cnt) == OP_SELL || OrderValueType(cnt) == OP_BUY) )
summa=summa+OrderValueProfit(cnt);
if( OrderValueType(cnt) == OP_SELL && OrderValueSymbol(cnt) == Symbol() ) {
ssum=ssum+OrderValueProfit(cnt);s=s+1;}
if( OrderValueType(cnt) == OP_BUY && OrderValueSymbol(cnt) == Symbol() ) {
bsum=bsum+OrderValueProfit(cnt);b=b+1;} }
if( s+b == 0 ) { msum=0;pl=0;stopor=0;sumblk=0;mods=0;modb=0;}
if( s>1 && mods == 1 ) mods=0; if( s == 0 ) mods=0;
if( b>1 && modb == 1 ) modb=0; if( b == 0 ) modb=0;
if( summa>=500*mlot ) sumblk=1;
if( s+b == 1 && sumblk == 1 ) {
if( msum<summa ) msum=summa;
stopor=NormalizeDouble((summa/msum),2);
if( stopor<=stop ) pl=1;}
//------------------------------------------------Òðåéëèíã-Ñòîï-----------------------------------------------------
if( TrailingStop>0 && s+b>0 ) {
for(cnt=1;cnt<=OrdersTotal() ;cnt++){
if( OrderValueSymbol(cnt) == Symbol() && OrderValueProfit(cnt)>0 ) {
if( (Bid-OrderValueOpenPrice(cnt))>(Point*TrailingStop) ) {
if( OrderValueStopLoss(cnt)<(Bid-Point*TrailingStop) ) {
MOrderModify(OrderValueTicket(cnt),OrderValueOpenPrice(cnt),
Bid-Point*TrailingStop,OrderValueTakeProfit(cnt),0,Red);return(0);} }
if( (OrderValueOpenPrice(cnt)-Ask)>(Point*TrailingStop) ) {
if( OrderValueStopLoss(cnt)>(Ask+Point*TrailingStop) ) {
MOrderModify(OrderValueTicket(cnt),OrderValueOpenPrice(cnt),
Ask+Point*TrailingStop,OrderValueTakeProfit(cnt),0,Red);return(0);} } } } }
//-----------------------Ïðîöåäóðà ìîäèôèêàöèè ñòîïà äî áåçúóáûòî÷íîñòè ïðîôèòíîé ïîçèöèè-----------------------------
if( (s == 1 && ssum>0 && mods == 0) || (b == 1 && bsum>0 && modb == 0) ) {
for(cnt=1;cnt<=OrdersTotal() ;cnt++){
if( OrderValueSymbol(cnt) == Symbol() && OrderValueType(cnt) == OP_SELL && mods == 0
&& s>0 && ((OrderValueOpenPrice(cnt)-Close[0])/Point)>15 ) {
MOrderModify(OrderValueTicket(cnt),OrderValueOpenPrice(cnt),
OrderValueOpenPrice(cnt)-mstl*Point,OrderValueTakeProfit(cnt),0,Gold);mods=1;return(0);}
if( OrderValueSymbol(cnt) == Symbol() && OrderValueType(cnt) == OP_BUY && modb == 0
&& b>0 && ((Close[0]-OrderValueOpenPrice(cnt))/Point)>15 ) {
MOrderModify(OrderValueTicket(cnt),OrderValueOpenPrice(cnt),
OrderValueOpenPrice(cnt)+mstl*Point,OrderValueTakeProfit(cnt),0,Gold);modb=1;return(0);} } }
//--------------------------------------------Èíäèêàòîðíûé áëîê-----------------------------------------------------
cci=iCCI(NULL, 0, 14, PRICE_CLOSE, 0);ccione=iCCI(NULL, 0, 14, PRICE_CLOSE, 1);
zznul=iCustom(NULL, 0, "HistoZZ",cbars,depth,deviation,backstep,0,0);
zzone=iCustom(NULL, 0, "HistoZZ",cbars,depth,deviation,backstep,0,1);
if( zznul != 0 && zzone != 0 && zznul != zzone ) zzold=zzone;
if( zzold<0 ) zzold=0;
if( zznul != 0 && zzold != 0 ) tpr=MathRound(0.75*MathAbs(zznul-zzold)/Point);
trend=MathRound((Close[0]-top)/Point);
if( trend>15 ) { ks=1;kb=2;}
if( trend<-15 ) { ks=2;kb=1;}
if( trend<=15 && trend>=-15 ) { ks=1;kb=1;}
delta=MathRound((MathAbs(Close[0]-zzold))/Point);
if( zzold == 0 ) delta=0;
if( ssum != 0 ) btpr=tpr ; else btpr=delta;
if( bsum != 0 ) stpr=tpr ; else stpr=delta;
if( Close[0]>Open[0] ) candl="White";
if( Close[0]<Open[0] ) candl="Black";
if( Close[0] == Open[0] ) candl="Dodjy";
//----------------------------------------Çàêðûòèå àêòèâíûõ ïîçèöèé ïî ïðîôèòó-------------------------------------
if( s+b>2 && summa>=600*mlot ) pl=1;
if( summa>=mlot*300 && s+b == 1 ) pl=1;
if( s+b == 2 && summa>50 ) pl=1;
if( pl == 1 ) {
for(cnt=1;cnt<=OrdersTotal() ;cnt++){
if( OrderValueType(cnt) == OP_SELL && OrderValueSymbol(cnt) == Symbol() ) {
OrderClose(OrderValueTicket(cnt),OrderValueLots(cnt),Ask,5,Red);return(0);}
if( OrderValueType(cnt) == OP_BUY && OrderValueSymbol(cnt) == Symbol() ) {
OrderClose(OrderValueTicket(cnt),OrderValueLots(cnt),Bid,5,Red);return(0);} } }
if( summa<-MathRound(risk*AccountFreeMargin()) && s+b>=2 ) {
for(cnt=1;cnt<=OrdersTotal() ;cnt++){
if( OrderValueType(cnt) == OP_SELL && OrderValueSymbol(cnt) == Symbol() ) {
OrderClose(OrderValueTicket(cnt),OrderValueLots(cnt),Ask,5,Red);return(0);}
if( OrderValueType(cnt) == OP_BUY && OrderValueSymbol(cnt) == Symbol() ) {
OrderClose(OrderValueTicket(cnt),OrderValueLots(cnt),Bid,5,Red);return(0);} } }
//-----------------------------------------------Îòëàäî÷íàÿ èíôîðìàöèÿ----------------------------------------------
if( stpr<10 ) stpr=10;if( btpr<10 ) btpr=10;
if( test == 1 ) {
Print("Data: ",Month()," ",Day()," Time: ",Hour()," ",Minute()," 0ZZ=",zznul," ZZOld=",zzold," 0CCI=",MathRound(cci),
" FMargin=",MathRound(AccountFreeMargin())," STpr=",stpr," BTPr=",btpr," Ssum=",MathRound(ssum)," Bsum=",MathRound(bsum),
" Profit=",MathRound(summa));}
if( test == 0 ) {
Comment("Data: ",Month()," ",Day()," Time: ",Hour()," ",Minute()," JInd=",j,"'#10'","0ZZ=",zznul," ZZOld=",zzold,
" 1CCI=",MathRound(ccione)," 0CCI=",MathRound(cci)," Stop=",stopor," STPr=",stpr," BTPr=",btpr," Trend=",trend,
" Vtr=",vtr," Ssum=",MathRound(ssum)," Bsum=",MathRound(bsum)," Profit=",MathRound(summa));}
//------------------------------------Âûñòàâëåíèå õåäæ-îðäåðîâ è äîëèâêà ïîçèöèé--------------------------------------
if( s+b == 2 ) {
if( b == 1 && s == 1 && cci>=250 && bsum<-150 && trend<-15 && vtr<0 ) {
Alert("Âûñòàâëåí õåäæ-îðäåð ïî öåíå: ",Bid);if( summa<-500 ) { btpr=100;kh=40;}
MOrderSend(Symbol(),OP_SELL,kh*mlot,Bid,3,Bid+StopLoss*Point,Bid-stpr*Point,"",16384,0,Violet);blok=1;return(0);}
if( s == 1 && b == 1 && cci<=-250 && ssum<-150 && trend>15 && vtr>0 ) {
Alert("Âûñòàâëåí õåäæ-îðäåð ïî öåíå: ",Ask);if( summa<-500 ) { btpr=100;kh=40;}
MOrderSend(Symbol(),OP_BUY,kh*mlot,Ask,3,Ask-StopLoss*Point,Ask+btpr*Point,"",16384,0,Gold);blok=1;return(0);} }
//--------------------------------------------------Òîðãóþùèé áëîê----------------------------------------------------
if( s+b<=1 ) blok=0;
if( s+b<=1 && zznul != zzold ) {
if( s == 0 && zznul>zzold && cci>200 && blok == 0 ) {
if( b == 1 && s == 0 && bsum<-150 && trend<-15 && vtr<=0 ) { stpr=100;mlot=kh*Lots;}
Alert("Âûñòàâëåí îðäåð íà ïðîäàæó ïî öåíå: ",Bid);
SetArrow(Time[0],High[0],242,GreenYellow);
MOrderSend(Symbol(),OP_SELL,ks*mlot,Bid,3,Bid+StopLoss*Point,Bid-stpr*Point,"",16384,0,Violet);return(0);}
if( b == 0 && zznul<zzold && cci<-200 && blok == 0 ) {
if( b == 0 && s == 1 && ssum<-150 && trend>15 && vtr>=0 ) { btpr=100;mlot=kh*Lots;}
Alert("Âûñòàâëåí îðäåð íà ïîêóïêó ïî öåíå: ",Ask);
SetArrow(Time[0],Low[0],241,Violet);
MOrderSend(Symbol(),OP_BUY,kb*mlot,Ask,3,Ask-StopLoss*Point,Ask+btpr*Point,"",16384,0,Gold);return(0);} }
}
//-------------------------------------------------------End-----------------------------------------------------------
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains open time of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Indicators Used:
Commodity channel index
Custom Indicators Used:
HistoZZ
Order Management characteristics:
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
Checks for the total of open orders
It Closes Orders by itself
Other Features:
It issuies visual alerts to the screen
