/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| MakeGrid.mq4 |
//| Copyright © 2005, hdb |
//| http://www.dubois1.net/hdb |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, hdb"
#property link "http://www.dubois1.net/hdb"
//#property version "1.6beta" ========= can use for all pairs, but prefer MAJORS =================
// modified by cori. Using OrderMagicNumber to identify the trades of the grid
extern int uniqueGridMagic = 11111; // Magic number of the trades. must be unique to identify
// the trades of one grid
extern double Lots = 0.05; //
extern double GridSize = 20; // pips between orders - grid or mesh size
extern double GridSteps = 10; // total number of orders to place
extern double TakeProfit = 30; // number of ticks to take profit. normally is = grid size but u can override
extern double StopLoss = 70; // if u want to add a stop loss. normal grids dont use stop losses
extern double UpdateInterval = 1; // update orders every x minutes
extern bool wantLongs = true; // do we want long positions
extern bool wantShorts = true; // do we want short positions
extern bool wantBreakout = true; // do we want longs above price, shorts below price
extern bool wantCounter = true; // do we want longs below price, shorts above price
extern bool limitEMA50 = true; // do we want longs above ema only, shorts below ema only
extern bool limitEMA100 = true; // do we want longs above ema only, shorts below ema only
extern bool limitEMA200 = true; // do we want longs above ema only, shorts below ema only
extern double GridMaxOpen = 0; // maximum number of open positions : not yet implemented..
extern bool UseMACD = true; // if true, will use macd >0 for longs only, macd >0 for shorts only
// on crossover, will cancel all pending orders. This will override any
// wantLongs and wantShort settings - at least for now.
extern bool CloseOpenPositions = false;// if UseMACD, do we also close open positions with a loss?
// modified by cori. internal variables only
string GridName = "MakeGrid_50_100_200_30pips_stop100"; // identifies the grid. allows for several co-existing grids
double LastUpdate = 0; // counter used to note time of last update
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
#property show_inputs // shows the parameters - thanks Slawa...
if ( TakeProfit <= 0 ) //
{ TakeProfit = GridSize; }
//----
// added my corri and removed by hdb!! lol.. just to stay compatible with open grids...
// GridName = StringConcatenate( "Grid", Symbol() );
return(0);
}
//+------------------------------------------------------------------------+
//| tests if there is an open position or order in the region of atRate |
//| will check for longs if checkLongs is true, else will check |
//| for shorts |
//+------------------------------------------------------------------------+
bool IsPosition(double atRate, double inRange, bool checkLongs )
{
int totalorders = OrdersTotal();
for(int j=0;j<totalorders;j++) // scan all orders and positions...
{
OrderSelect(j, SELECT_BY_POS);
// modified by cori. Using OrderMagicNumber to identify the trades of the grid // hdb added or gridname for compatibility
if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol...
{ int type = OrderType();
if (MathAbs( OrderOpenPrice() - atRate ) < (inRange*0.9)) // dont look for exact price but price proximity (less than gridsize)
{ if ( ( checkLongs && ( type == OP_BUY || type == OP_BUYLIMIT || type == OP_BUYSTOP ) ) || (!checkLongs && ( type == OP_SELL || type == OP_SELLLIMIT || type == OP_SELLSTOP ) ) )
{
return(true);
}
}
}
}
return(false);
}
//+------------------------------------------------------------------------+
//| cancells all pending orders |
//+------------------------------------------------------------------------+
void CloseAllPendingOrders( )
{
int totalorders = OrdersTotal();
for(int j=totalorders-1;j>=0;j--) // scan all orders and positions...
{
OrderSelect(j, SELECT_BY_POS);
// modified as per cori. Using OrderMagicNumber to identify the trades of the grid // hdb added or gridname for compatibility
if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol...
{
int type = OrderType();
bool result = false;
switch(type)
{
case OP_BUY : result = true ;
case OP_SELL : result = true ;
//Close pending orders
case OP_BUYLIMIT : result = OrderDelete( OrderTicket() );
case OP_BUYSTOP : result = OrderDelete( OrderTicket() );
case OP_SELLLIMIT : result = OrderDelete( OrderTicket() );
case OP_SELLSTOP : result = OrderDelete( OrderTicket() );
}
}
}
return;
}
//+------------------------------------------------------------------------+
//| cancells all pending orders and closes open positions |
//+------------------------------------------------------------------------+
void CloseOpenOrders()
{
int total = OrdersTotal();
for(int i=total-1;i>=0;i--)
{
OrderSelect(i, SELECT_BY_POS);
int type = OrderType();
bool result = false;
// modified by cori. Using OrderMagicNumber to identify the trades of the grid // hdb added or gridname for compatibility
if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol...
{
// Print("Closing 2 ",type);
switch(type)
{
//Close opened long positions
case OP_BUY : result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red );
break;
//Close opened short positions
case OP_SELL : result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red );
break;
//Close pending orders
case OP_BUYLIMIT :
case OP_BUYSTOP :
case OP_SELLLIMIT :
case OP_SELLSTOP : result = OrderDelete( OrderTicket() );
}
}
if(result == false)
{
// Alert("Order " , OrderTicket() , " failed to close. Error:" , GetLastError() );
// Sleep(3000);
}
}
return;
}
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
int start()
{
//----
int i, j,k, ticket, entermode, totalorders;
bool doit;
double point, startrate, traderate;
//----
if (MathAbs(CurTime()-LastUpdate)> UpdateInterval*60) // we update the first time it is called and every UpdateInterval minutes
{
LastUpdate = CurTime();
point = MarketInfo(Symbol(),MODE_POINT);
startrate = ( Ask + point*GridSize/2 ) / point / GridSize; // round to a number of ticks divisible by GridSize
k = startrate ;
k = k * GridSize ;
startrate = k * point - GridSize*GridSteps/2*point ; // calculate the lowest entry point
double EMA50=iMA(NULL,0,50,0,MODE_EMA,PRICE_CLOSE,0);
double EMA100=iMA(NULL,0,100,0,MODE_EMA,PRICE_CLOSE,0);
double EMA200=iMA(NULL,0,200,0,MODE_EMA,PRICE_CLOSE,0);
if ( UseMACD ) {
double Macd0=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0);
double Macd1=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
double Macd2=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,2);
if( Macd0>0 && Macd1>0 && Macd2<0) // cross up
{
CloseAllPendingOrders();
if ( CloseOpenPositions == true ) { CloseOpenOrders(); }
}
if( Macd0<0 && Macd1<0 && Macd2>0) // cross down
{
CloseAllPendingOrders();
if ( CloseOpenPositions == true ) { CloseOpenOrders(); }
}
wantLongs = false;
wantShorts = false;
if( Macd0>0 && Macd1>0 && Macd2>0) // is well above zero
{
wantLongs = true;
}
if( Macd0<0 && Macd1<0 && Macd2<0) // is well below zero
{
wantShorts = true;
}
}
for( i=0;i<GridSteps;i++)
{
traderate = startrate + i*point*GridSize;
if ( wantLongs && (!limitEMA200 || traderate > EMA200) && (!limitEMA50 || traderate > EMA50) && (!limitEMA100 || traderate > EMA100))
{
if ( IsPosition(traderate,point*GridSize,true) == false ) // test if i have no open orders close to my price: if so, put one on
{
double myStopLoss = 0;
if ( StopLoss > 0 )
{ myStopLoss = traderate-point*StopLoss ; }
if ( traderate > Ask )
{ entermode = OP_BUYSTOP; }
else
{ entermode = OP_BUYLIMIT ; }
if ( ((traderate > Ask ) && (wantBreakout)) || ((traderate <= Ask ) && (wantCounter)) )
{
// modified by cori. Using OrderMagicNumber to identify the trades of the grid
ticket=OrderSend(Symbol(),entermode,Lots,traderate,0,myStopLoss,traderate+point*TakeProfit,GridName,uniqueGridMagic,0,Green);
}
}
}
if ( wantShorts && (!limitEMA200 || traderate < EMA200) && (!limitEMA50 || traderate < EMA50) && (!limitEMA100 || traderate < EMA100))
{
if (IsPosition(traderate,point*GridSize,false)== false ) // test if i have no open orders close to my price: if so, put one on
{
myStopLoss = 0;
if ( StopLoss > 0 )
{ myStopLoss = traderate+point*StopLoss ; }
if ( traderate > Bid )
{ entermode = OP_SELLLIMIT; }
else
{ entermode = OP_SELLSTOP ; }
if ( ((traderate < Bid ) && (wantBreakout)) || ((traderate >= Bid ) && (wantCounter)) )
{
// modified by cori. Using OrderMagicNumber to identify the trades of the grid
ticket=OrderSend(Symbol(),entermode,Lots,traderate,0,myStopLoss,traderate-point*TakeProfit,GridName,uniqueGridMagic,0,Red);
}
}
}
}
}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Moving average indicator
MACD Histogram
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It automatically opens orders when conditions are reached
Other Features:
