//+------------------------------------------------------------------+
//| MA2CCI.mq4 |
//| Copyright © 2005, George-on-Don |
//| http://www.forex.aaanet.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, George-on-Don"
#property link "http://www.forex.aaanet.ru"
#include <stdlib.mqh>
#include <stderror.mqh>
#define MAGICMA 20050610
//---- input parameters
extern int FMa=4; // Fast MA
extern int SMa=8; // Slow MA
extern int PCCi=4; // CCI Period
extern int pATR=4; // ATR Period for S/L
extern double Lots=0.1; // Lot
extern bool SndMl=true; // E-mail Sending Parameter
extern double DcF = 3; // Optimization Factor
extern double MaxR = 0.02; // Maximum Risk
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
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)
{
if(OrderType()==OP_BUY)
buys++;
if(OrderType()==OP_SELL)
sells++;
}
}
//---- return orders volume
if(buys>0)
return(buys);
else
return(-sells);
}
void CheckForOpen()
{
double mas;
double maf;
double mas_p;
double maf_p;
double Atr;
double icc;
double icc_p;
int res;
string sHeaderLetter;
string sBodyLetter;
//---- trading will be started with first tick of new bar only
if(Volume[0]>1) return;
//---- define Moving Average
mas=iMA(NULL,0,SMa,0,MODE_SMA,PRICE_CLOSE,1); // Slow MA shifted on 1 Period
maf=iMA(NULL,0,FMa,0,MODE_SMA,PRICE_CLOSE,1); // Fast MA shifted on 1 Period
mas_p=iMA(NULL,0,SMa,0,MODE_SMA,PRICE_CLOSE,2); // Slow MA shifted on 2 Period
maf_p=iMA(NULL,0,FMa,0,MODE_SMA,PRICE_CLOSE,2); // Fast MA shifted on 2 Period
Atr = iATR(NULL,0,pATR,0);
icc = iCCI(NULL,0,PCCi,PRICE_CLOSE,1); // CCI shifted on 1 Period
icc_p = iCCI(NULL,0,PCCi,PRICE_CLOSE,2); // CCI shifted on 2 Period
//---- check for open sell order
if ( (maf<mas && maf_p>=mas_p)&&(icc<0 && icc_p >=0 ))
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Ask+Atr,0,"",MAGICMA,0,Red);
if (SndMl == True && res != -1)
{
sHeaderLetter = "Operation SELL by " + Symbol()+"";
sBodyLetter = "Order Sell by "+ Symbol() + " at " + DoubleToStr(Bid,4)+ ", and set stop/loss at " + DoubleToStr(Ask+Atr,4)+"";
sndMessage(sHeaderLetter, sBodyLetter);
}
return;
}
//---- check for open buy order
if ((maf>mas && maf_p<=mas_p)&& (icc > 0 && icc_p <=0 ))
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Bid-Atr,0,"",MAGICMA,0,Blue);
if ( SndMl == True && res != -1)
{
sHeaderLetter = "Operation BUY at " + Symbol()+"";
sBodyLetter = "Order Buy at "+ Symbol() + " for " + DoubleToStr(Ask,4)+ ", and set stop/loss at " + DoubleToStr(Bid-Atr,4)+"";
sndMessage(sHeaderLetter, sBodyLetter);
}
return;
}
}
void CheckForClose()
{
double mas;
double maf;
double mas_p;
double maf_p;
string sHeaderLetter;
string sBodyLetter;
bool CloseOrd;
//----
if(Volume[0]>1) return;
//----
mas=iMA(NULL,0,SMa,0,MODE_SMA,PRICE_CLOSE,1); // Slow MA shifted on 1 Period
maf=iMA(NULL,0,FMa,0,MODE_SMA,PRICE_CLOSE,1); // Fast MA shifted on 1 Period
mas_p=iMA(NULL,0,SMa,0,MODE_SMA,PRICE_CLOSE,2); // Slow MA shifted on 2 Period
maf_p=iMA(NULL,0,FMa,0,MODE_SMA,PRICE_CLOSE,2); // Fast MA shifted on 2 Period
//----
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(maf<mas && maf_p>=mas_p) CloseOrd=OrderClose(OrderTicket(),OrderLots(),Bid,3,Lime);
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(maf>mas && maf_p<=mas_p) OrderClose(OrderTicket(),OrderLots(),Ask,3,Lime);
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;
}
}
}
//+------------------------------------------------------------------+
//| Optimized Lot Value Calculation |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
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);
}
//-------------------------------------------------------------------+
// Send e-mail message function |
//-------------------------------------------------------------------+
void sndMessage(string HeaderLetter, string BodyLetter)
{
int RetVal;
SendMail( HeaderLetter, BodyLetter );
RetVal = GetLastError();
if (RetVal!= ERR_NO_MQLERROR) Print ("Îøèáêà, ñîîáùåíèå íå îòïðàâëåíî: ", ErrorDescription(RetVal));
}
//+------------------------------------------------------------------+
//| Expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
if(Bars<25 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose();
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains tick volumes of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Indicator of the average true range
Commodity channel index
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
Other Features:
It sends emails
