//+------------------------------------------------------------------+
//| Heiken299_EApk.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
// edits by P. Kubitzki, fxtogo4me@yahoo.com
// 9/09/07 PK changed iCustom Heiken Ashi to Heiken_Ashi_Smoothed
// change MA200 to MA24, running on 15M MA200 is too far out
// change signal candle from 0 to 1 on HA
// 9/10/07 2:50pm KC remove all Awesome Oscillator coding, it delays entry
// 9/11/07 BUG FOUND! This EA doen't work well with others.
// If another EA opens a trade, this EA might close it. Possibly if only in the opposite direction.
// 09/12/07 added Magic Number coding when checking for close to fix former bug
//
// Edits by Robert Hill
// 9/15/07 Added code for trading sessions
// Added code to check if last trade stopped out for delay of trading
#define MAGICMA 20050000
extern double Lots = 0.1;
extern double MaximumRisk = 0.5;
extern double TakeProfit = 2000; //TakeProfit in not really used, it closes at reverse direction
extern double TrailingStop = 0;
extern double Stoploss = 70; //changed from 60
extern double risk = 2; // changed from 10%
double lotMM;
extern string sm0="--Trading Hours Filter--";
extern string sm1=" Times are Broker Chart times";
extern string sm2="UseTradingHours - Enter 0 for false, 1 for true";
extern int UseTradingHours = 0;
extern string sm3="Trade Session 1 - Enter 0 for false, 1 for true";
extern int TradeSession1 = 1;
extern int Session1Start = 2200; // Start trades after time
extern int Session1Stop = 100; // Stop trading after time
extern string sm4="Trade Session 2 - Enter 0 for false, 1 for true";
extern int TradeSession2 = 1;
extern int Session2Start = 400; // Start trades after time
extern int Session2Stop = 600; // Stop trading after time
extern string sm5="Trade Session 3 - Enter 0 for false, 1 for true";
extern int TradeSession3 = 0;
extern int Session3Start = 700; // Start trades after time
extern int Session3Stop = 900; // Stop trading after time
extern string sm6="Trade Session 4 - Enter 0 for false, 1 for true";
extern int TradeSession4 = 0;
extern int Session4Start = 1330; // Start trades after time
extern int Session4Stop = 1500; // Stop trading after time
extern string sm7="Trade Session 5 - Enter 0 for false, 1 for true";
extern int TradeSession5 = 0;
extern int Session5Start = 1700; // Start trades after time
extern int Session5Stop = 1900; // Stop trading after time
extern string hd = " --Delay time--";
extern int useDelay = 1;
extern int useDelayAfterWin = 1;
extern int MinutesToDelay = 180;
bool YesStop;
datetime StopTime; // Time to wait after a trade is stopped out
bool StoppedOut=false;
int init()
{
return(0);
}
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
// if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
// Since you pass the Symbol() you can use this
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);
}
// =================================================================================
// PYRAMIDING - LINEAR
// Money Management risk exposure compounding
// =================================================================================
//+------------------------------------------------------------------+
//| Check Heikin Ashi for buy or sell signal |
//| Use OP_BUY to check for enter buy or exit sell |
//| Use OP_SELL to check for enter sell or exit buy |
//| Changes by Robert |
//| Added passing of boolean to determine check of |
//| Bid < HA1 for Sell |
//| Bid > HA1 for Buy |
//| Modified code for faster backtesting |
//| The checks are still done correctly |
//| The iCustom call is only done when needed |
//+------------------------------------------------------------------+
bool CheckHeikenAshi(int cmd, bool checkBid)
{
bool rule1;
double HA0, HA1, HA2, HA3;
HA1 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",1,1);
if (cmd == OP_SELL)
{
rule1 = true;
if (checkBid == true)
{
if (Bid > HA1) rule1 = false; // reverse check for failure
}
if (rule1 == true)
{
HA0 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",0,1);
if (HA1 < HA0)
{
HA2 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",2,1);
HA3 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",3,1);
if (HA2 > HA3) return(true);
}
}
}
if (cmd == OP_BUY)
{
rule1 = true;
if (checkBid == true)
{
if (Bid < HA1) rule1 = false; // reverse check for failure
}
if (rule1 == true)
{
HA0 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",0,1);
if (HA1 > HA0)
{
HA2 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",2,1);
HA3 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",3,1);
if (HA2 < HA3) return(true);
}
}
}
return(false);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
int res;
// Use Variables for speed
// Same values are used to check buy or sell so no need to get values twice
// also easier to read
// double HA0, HA1, HA2, HA3; // delete this line if you use CheckHeikenAshi function
double Close1, MA24; //, AO;
Close1 = Close[1];
// MA200 = iMA(NULL,0,200,0,MODE_EMA,PRICE_CLOSE,0); previous
MA24 = iMA(NULL,0,24,0,MODE_EMA,PRICE_CLOSE,1);
// Comment ("\nUSE ON ANY CHART TIMEFRAME","\nEMA24[1] = ",MA24,"\nHA1: High of Blue OR Low of Red HA Candle","\nHA1 = ",HA1);
// AO = iAO(NULL,0,0);
//---- sell conditions
// if (CheckHeikenAshi(OP_SELL) && Close1 < MA24 && Bid < HA1) // && AO < 0) // Function version
// Change by Robert
// Also changed checks for speed of backtest
if (Close1 < MA24) // && AO < 0) // If this is true then check HeikenAshi
{
// may need to change Bid< HA1 to Bid < Low[1] PK
// If this change is made then modify the CheckHeikenAshi function to not check against HA1
// if (HA2 > HA3 && HA1 < HA0 && Close1 < MA200 && AO < 0)
if (CheckHeikenAshi(OP_SELL, true)) // && AO < 0) // New Function version
{
res=OrderSend(Symbol(),OP_SELL,MathCeil(AccountBalance() * risk / 100000),Bid,1,Bid+Stoploss*Point,Bid-TakeProfit*Point,"",MAGICMA,0,Red);
return;
}
}
//---- buy conditions
// if (CheckHeikenAshi(OP_BUY) && Close1 > MA24 && Bid > HA1) // && AO > 0) // Function version
// Change by Robert
if (Close1 > MA24) // && AO > 0) // If this is true then check HeikenAshi
{
// may need to change Bid > HA1 to Bid > High[1] PK
// If this change is made then modify the CheckHeikenAshi function to not check against HA1
// if (HA2 < HA3 && HA1 > HA0 && Close1 > MA200 && AO > 0)
if (CheckHeikenAshi(OP_BUY, true)) // && AO > 0) // New Function version
{
res=OrderSend(Symbol(),OP_BUY,MathCeil(AccountBalance() * risk / 100000),Ask,1,Ask-Stoploss*Point,Ask+TakeProfit*Point,"",MAGICMA,0,Blue);
return;
}
}
//----
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
// Use Variables for speed
// Same values are used to check close buy or close sell so no need to get values twice
// also easier to read
// double HA0, HA1, HA2, HA3, MA24; // delete this line if you use CheckHeikenAshi function
// HA0 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",0,1); // delete this line if you use CheckHeikenAshi function
// HA1 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",1,1); // delete this line if you use CheckHeikenAshi function
// HA2 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",2,1); // delete this line if you use CheckHeikenAshi function
// HA3 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",3,1); // delete this line if you use CheckHeikenAshi function
// MA24 = iMA(NULL,0,24,0,MODE_EMA,PRICE_CLOSE,1);
// Comment ("\nUSE ON ANY CHART TIMEFRAME","\nEMA24[1] = ",MA24,"\nHA1: High of Blue OR Low of Red HA Candle","\nHA1 = ",HA1);
//----
for(int i=0;i<OrdersTotal();i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderType()<=OP_SELL && // check for opened position
OrderSymbol()==Symbol() && // check for symbol
OrderMagicNumber()==MAGICMA) // Check Magic Number
{
if(OrderType()==OP_BUY) // long position is opened
{
// should it be closed?
if (CheckHeikenAshi(OP_SELL, false)) // Function version check Sell condition to exit Buy
// if(HA2 > HA3 && HA1 < HA0)
{
OrderClose(OrderTicket(),OrderLots(),Bid,1,Violet); // close position
return(0); // exit
}
// check for trailing stop
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>Point*TrailingStop)
{
if(OrderStopLoss()<Bid-Point*TrailingStop)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
return(0);
}
}
}
}
else // go to short position
{
// should it be closed?
if (CheckHeikenAshi(OP_BUY, false)) // Function version check Buy condition to exit Sell
// if (HA2 < HA3 && HA0 > HA1)
{
OrderClose(OrderTicket(),OrderLots(),Ask,1,Violet); // close position
return(0); // exit
}
// check for trailing stop
if(TrailingStop>0)
{
if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
{
if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
return(0);
}
}
}
}
}
}
return(0);
}
// Return true if time is not in session for trading
bool CheckOutsideSession(int SessionStart, int SessionStop, int ct)
{
if (SessionStart < SessionStop)
{
if (ct >= SessionStart && ct <= SessionStop) return (false); else return(true);
}
else
{
if (ct > SessionStop && ct < SessionStart) return (true); else return(false);
}
}
bool CheckTradingTimes()
{
bool StopTrading;
int ct;
ct = Hour() * 100 + Minute();
StopTrading = true;
if (TradeSession1 == 1)
{
StopTrading = CheckOutsideSession(Session1Start, Session1Stop, ct);
}
if (StopTrading == true)
{
if (TradeSession2 == 1)
{
StopTrading = CheckOutsideSession(Session2Start, Session2Stop, ct);
}
}
if (StopTrading == true)
{
if (TradeSession3 == 1)
{
StopTrading = CheckOutsideSession(Session3Start, Session3Stop, ct);
}
}
if (StopTrading == true)
{
if (TradeSession4 == 1)
{
StopTrading = CheckOutsideSession(Session4Start, Session4Stop, ct);
}
}
if (StopTrading == true)
{
if (TradeSession5 == 1)
{
StopTrading = CheckOutsideSession(Session5Start, Session5Stop, ct);
}
}
return(StopTrading);
}
//+------------------------------------------------------------------+
//| LastTradeStoppedOut |
//| Check History to see if last trade stopped out |
//| Return Time for next trade |
//+------------------------------------------------------------------+
datetime LastTradeStoppedOut()
{
int cnt, total;
datetime NextTime;
bool Stopped;
NextTime = 0;
total = HistoryTotal();
for (cnt = total - 1; cnt >= 0; cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_HISTORY);
if(OrderSymbol()==Symbol() && OrderMagicNumber() == MAGICMA)
{
Stopped = false;
if (OrderType() == OP_BUY)
{
if (OrderClosePrice() - OrderOpenPrice() < 0)
{
Stopped = true;
}
if(useDelayAfterWin == 1) Stopped = true;
cnt = 0;
}
if (OrderType() == OP_SELL)
{
if (OrderOpenPrice() - OrderClosePrice() < 0)
{
Stopped = true;
}
if(useDelayAfterWin == 1) Stopped = true;
cnt = 0;
}
}
}
if (Stopped)
{
StopTime = OrderCloseTime() + MinutesToDelay*60;
}
return (Stopped);
}
// the end.
//----
//+------------------------------------------------------------------+
//| Start function |
//+------------------------------------------------------------------+
void start()
{
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0)
{
//+------------------------------------------------------------------+
//| Check if OK to make new trades |
//+------------------------------------------------------------------+
// Check if last trade stopped out
if (useDelay == 1)
{
StoppedOut = LastTradeStoppedOut();
if (CurTime() < StopTime)
{
// Comment("No Trades Until : " + TimeToStr(StopTime,TIME_DATE|TIME_MINUTES));
return(0);
}
}
YesStop = false;
if (UseTradingHours == 1)
{
YesStop = CheckTradingTimes();
if (YesStop == true)
{
Comment ("Trading has been stopped - wrong time of day");
}
else
{
Comment ("Trading has resumed - time is OK");
}
}
if (YesStop == false) CheckForOpen();
}
else CheckForClose();
//----
}
//+--------------------------------------------------------------
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Heiken_Ashi_Smoothed
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:
