//+------------------------------------------------------------------+
//| MACD_signal.mq4 |
//| tom112 |
//| tom112@mail.wplus.net |
//+------------------------------------------------------------------+
#property copyright "tom112"
#property link "tom112@mail.wplus.net"
//---- input parameters
extern double TakeProfit = 10;
extern double Lots = 10;
extern double TrailingStop = 25;
extern int Pfast = 9;
extern int Pslow = 15;
extern int Psignal = 8;
extern double LEVEL = 0.004;
double Points;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
Points = MarketInfo(Symbol(), MODE_POINT);
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
double MacdCurrent = 0, MacdPrevious = 0, SignalCurrent = 0;
double SignalPrevious = 0, MaCurrent = 0, MaPrevious = 0;
int cnt = 0, total;
int i1, pp, shift;
double Tv[2][500] ;
double Range, rr, Delta, Delta1, val3;
// ïåðâè÷íûå ïðîâåðêè äàííûõ
// âàæíî óäîñòîâåðèòüñÿ ÷òî ýêñïåðò ðàáîòàåò íà íîðìàëüíîì ãðàôèêå è
// ïîëüçîâàòåëü ïðàâèëüíî âûñòàâèë âíåøíèå ïåðåìåííûå (Lots, StopLoss,
// TakeProfit, TrailingStop)
// â íàøåì ñëó÷àå ïðîâåðÿåì òîëüêî TakeProfit
if(Bars < 100)
{
Print("bars less than 100");
return(0); // íà ãðàôèêå ìåíåå 100 áàðîâ
}
if(TakeProfit < 10)
{
Print("TakeProfit less than 10");
return(0); // ïðîâåðÿåì TakeProfit
}
Range = iATR(NULL, 0, 200, 1);
rr = Range*LEVEL;
Delta = iMACD(NULL, 0, Pfast, Pslow, Psignal, PRICE_CLOSE, MODE_MAIN, 0)-
iMACD(NULL, 0, Pfast, Pslow, Psignal, PRICE_CLOSE, MODE_SIGNAL, 0);
Delta1 = iMACD(NULL, 0, Pfast, Pslow, Psignal, PRICE_CLOSE, MODE_MAIN, 1)-
iMACD(NULL, 0, Pfast, Pslow, Psignal, PRICE_CLOSE, MODE_SIGNAL, 1);
// òåïåðü íàäî îïðåäåëèòüñÿ - â êàêîì ñîñòîÿíèè òîðãîâûé òåðìèíàë?
// ïðîâåðèì, åñòü ëè ðàíåå îòêðûòûå ïîçèöèè èëè îðäåðû?
if(OrdersTotal() < 1)
{
// íåò íè îäíîãî îòêðûòîãî îðäåðà
// íà âñÿêèé ñëó÷àé ïðîâåðèì, åñëè ó íàñ ñâîáîäíûå äåíüãè íà ñ÷åòó?
// çíà÷åíèå 1000 âçÿòî äëÿ ïðèìåðà, îáû÷íî ìîæíî îòêðûòü 1 ëîò
if(AccountFreeMargin() < (1000*Lots))
{
Print("We have no money");
return(0); // äåíåã íåò - âûõîäèì
}
// ïðîâåðèì, íå ñëèøêîì ëè ÷àñòî ïûòàåìñÿ îòêðûòüñÿ?
// åñëè ïîñëåäíèé ðàç òîðãîâàëè ìåíåå ÷åì 5 ìèíóò(5*60=300 ñåê)
// íàçàä, òî âûõîäèì
// If((CurTime-LastTradeTime)<300) return(0);
// ïðîâåðÿåì íà âîçìîæíîñòü âñòàòü â äëèííóþ ïîçèöèþ (BUY)
if(Delta > rr && Delta1 < rr )
{
OrderSend(Symbol(), OP_BUY, Lots, Ask, 3, 0, Ask + TakeProfit*Points,
"macd signal", 16384, 0, Red); // èñïîëíÿåì
if(GetLastError() == 0)
Print("Order opened : ", OrderOpenPrice());
return(0); // âûõîäèì, òàê êàê âñå ðàâíî ïîñëå ñîâåðøåíèÿ òîðãîâîé îïåðàöèè
// íàñòóïèë 10-òè ñåêóíäíûé òàéìàóò íà ñîâåðøåíèå òîðãîâûõ îïåðàöèé
}
// ïðîâåðÿåì íà âîçìîæíîñòü âñòàòü â êîðîòêóþ ïîçèöèþ (SELL)
if(Delta < -rr && Delta1 > -rr )
{
OrderSend(Symbol(), OP_SELL, Lots, Bid, 3, 0, Bid - TakeProfit*Points,
"macd sample", 16384, 0, Red); // èñïîëíÿåì
if(GetLastError() == 0)
Print("Order opened : ", OrderOpenPrice());
return(0); // âûõîäèì
}
// çäåñü ìû çàâåðøèëè ïðîâåðêó íà âîçìîæíîñòü îòêðûòèÿ íîâûõ ïîçèöèé.
// íîâûå ïîçèöèè îòêðûòû íå áûëè è ïðîñòî âûõîäèì ïî Exit, òàê êàê
// âñå ðàâíî àíàëèçèðîâàòü íå÷åãî
return(0);
}
// ïåðåõîäèì ê âàæíîé ÷àñòè ýêñïåðòà - êîíòðîëþ îòêðûòûõ ïîçèöèé
// 'âàæíî ïðàâèëüíî âîéòè â ðûíîê, íî âûéòè - åùå âàæíåå...'
total = OrdersTotal();
for(cnt = 0; cnt < total; cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType() <= OP_SELL && // ýòî îòêðûòàÿ ïîçèöèÿ? OP_BUY èëè OP_SELL
OrderSymbol()==Symbol()) // èíñòðóìåíò ñîâïàäàåò?
{
if(OrderType() == OP_BUY) // îòêðûòà äëèííàÿ ïîçèöèÿ
{
// ïðîâåðèì, ìîæåò óæå ïîðà çàêðûâàòüñÿ?
if(Delta < 0)
{
// çàêðûâàåì ïîçèöèþ
OrderClose(OrderTicket(), OrderLots(), Bid, 3, Violet);
return(0); // âûõîäèì
}
// ïðîâåðèì - ìîæåò ìîæíî/íóæíî óæå òðåéëèíã ñòîï ñòàâèòü?
if(TrailingStop > 0) // ïîëüçîâàòåëü âûñòàâèë â íàñòðîéêàõ òðåéëèíãñòîï
{ // çíà÷èò ìû èäåì åãî ïðîâåðÿòü
if(Bid - OrderOpenPrice() > Points*TrailingStop)
{
if(OrderStopLoss() < Bid - Points*TrailingStop)
{
OrderModify(OrderTicket(), OrderOpenPrice(),
Bid - Points*TrailingStop,
OrderTakeProfit(), 0, Red);
return(0);
}
}
}
}
else // èíà÷å ýòî êîðîòêàÿ ïîçèöèÿ
{
// ïðîâåðèì, ìîæåò óæå ïîðà çàêðûâàòüñÿ?
if(Delta > 0)
{
// çàêðûâàåì ïîçèöèþ
OrderClose(OrderTicket(), OrderLots(), Ask, 3, Violet);
return(0); // âûõîäèì
}
// ïðîâåðèì - ìîæåò ìîæíî/íóæíî óæå òðåéëèíã ñòîï ñòàâèòü?
if(TrailingStop > 0) // ïîëüçîâàòåëü âûñòàâèë â íàñòðîéêàõ òðåéëèíãñòîï
{ // çíà÷èò ìû èäåì åãî ïðîâåðÿòü
if((OrderOpenPrice() - Ask) > (Points*TrailingStop))
{
if(OrderStopLoss() == 0.0 || OrderStopLoss() >
(Ask + Points*TrailingStop))
{
OrderModify(OrderTicket(), OrderOpenPrice(),
Ask + Points*TrailingStop,
OrderTakeProfit(), 0, Red);
return(0);
}
}
}
}
}
}
return(0);
}
// the end.
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Indicator of the average true range
MACD Histogram
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
Other Features: