/*-----------------------------+ | | | Shared by www.Aptrafx.com | | | +------------------------------*/ //+------------------------------------------------------------------+ //| MakeGrid192.mq4 | //| Copyright © 2005, hdb | //| http://www.dubois1.net/hdb | //+------------------------------------------------------------------+ #property copyright "Copyright © 2005, hdb" #property link "http://www.dubois1.net/hdb" //#property version "1.92" // DISCLAIMER ***** IMPORTANT NOTE ***** READ BEFORE USING ***** // This expert advisor can open and close real positions and hence do real trades and lose real money. // This is not a 'trading system' but a simple robot that places trades according to fixed rules. // The author has no pretentions as to the profitability of this system and does not suggest the use // of this EA other than for testing purposes in demo accounts. // Use of this system is free - but u may not resell it - and is without any garantee as to its // suitability for any purpose. // By using this program you implicitly acknowledge that you understand what it does and agree that // the author bears no responsibility for any losses. // Before using, please also check with your broker that his systems are adapted for the frequest trades // associated with this expert. // 1.8 changes // made wantLongs and wantShorts into local variables. Previously, if u set UseMACD to true, // it did longs and shorts and simply ignored the wantLongs and wantShorts flags. // Now, these flags are not ignored. // added a loop to check if there are 'illicit' open orders above or below the EMA when the limitEMA34 // flag is used. These accumulate over time and are never removed and is due to the EMA moving. // removed the switch instruction as they dont seem to work - replaced with if statements // made the EMA period variable // // 1.9 changes - as per kind suggestions of Gideon // Added a routine to delete orders and positions if they are older than keepOpenTimeLimit hours. // Added OsMA as a possible filter. Acts exactly like MACD. // Added 4 parameters for MACD or OsMA so that we can optimise // Also cleaned up the code a bit. // 1.92 changes by dave // added function openPOsitions to count the number of open positions // modified the order logic so that openPOsitions is not > GridMaxOpen // 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 = 0.1; // extern double GridSize = 6; // pips between orders - grid or mesh size extern double GridSteps = 12; // total number of orders to place extern double TakeProfit = 12 ; // number of ticks to take profit. normally is = grid size but u can override extern double StopLoss = 0; // if u want to add a stop loss. normal grids dont use stop losses extern int trailStop = 0; // will trail if > 0 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 limitEMA = true; // do we want longs above ema only, shorts below ema only extern int EMAperiod = 34; // the length of the EMA.. was previously fixed at 34 extern double GridMaxOpen = 0; // maximum number of open positions : implemented in v1.92 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. Works in conjunction with wantLongs and wantShorts. extern bool UseOsMA = false; // if true, will use OSMA > 0 for longs only, OSMA <0 for shorts only. used in same way as MACD. // If both UseMACD and UseOSMA atr true, OSMA is taken. extern bool CloseOpenPositions = false;// if UseMACD, do we also close open positions with a loss? extern bool doHouseKeeping = true; // this will remove long orders below the 34 ema and vv if limitEMA flag is true extern double keepOpenTimeLimit = 0; // in hours - if > 0, all open orders or positions will be closed after this period. fractions are permitted extern int emaFast = 12; // parameters for MACD and OSMA extern int emaSlow = 26; // parameters for MACD and OSMA extern int signalPeriod = 9; // parameters for MACD and OSMA extern int timeFrame = 0; // parameters for MACD and OSMA extern int minFromPrice = 0; // minimum distance from price to place trades. // modified by cori. internal variables only string GridName = "Grid"; // identifies the grid. allows for several co-existing grids - old variable.. shold not use any more double LastUpdate = 0; // counter used to note time of last update //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- #property show_inputs // shows the parameters - thanks Slawa... //---- // 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 i=0;i<totalorders;i++) // scan all orders and positions... { OrderSelect(i, 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) - added 0.9 because of floating point errors { 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); } //+------------------------------------------------------------------+ //| Delete order after x hours | //+------------------------------------------------------------------+ void DeleteAfter( double xHours ) // delete pending orders or open positions after x hours { int totalorders = OrdersTotal(); for(int i=totalorders-1;i>=0;i--) OrderSelect(i, SELECT_BY_POS, MODE_TRADES); // we use iTime so it works in backtesting if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { if (( MathAbs(iTime(Symbol(),5,0)-OrderOpenTime()) >= xHours*60*60 ) && (iTime(Symbol(),5,0)>0)) { bool result = false; //Close opened long position if ( OrderType() == OP_BUY ) result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red ); //Close opened short position if ( OrderType() == OP_SELL ) result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red ); //Close pending order if ( OrderType() > 1 ) result = OrderDelete( OrderTicket() ); } } } // proc DeleteAfter() //+------------------------------------------------------------------------+ //| cancells all pending orders | //+------------------------------------------------------------------------+ void CloseAllPendingOrders( ) { int totalorders = OrdersTotal(); for(int i=totalorders-1;i>=0;i--) // scan all orders and positions... { OrderSelect(i, 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... { if ( OrderType() > 1 ) bool result = OrderDelete( OrderTicket() ); } } return; } //+------------------------------------------------------------------------+ //| cancells all pending orders and closes open positions | //+------------------------------------------------------------------------+ void ClosePendingOrdersAndPositions() { int totalorders = OrdersTotal(); for(int i=totalorders-1;i>=0;i--) { OrderSelect(i, SELECT_BY_POS); 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... { //Close opened long positions if ( OrderType() == OP_BUY ) result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red ); //Close opened short positions if ( OrderType() == OP_SELL ) result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red ); //Close pending orders if ( OrderType() > 1 ) result = OrderDelete( OrderTicket() ); } } return; } //+------------------------------------------------------------------------+ //| cancells all open orders which fall on the wrong side of the EMA | //+------------------------------------------------------------------------+ void CloseOrdersfromEMA( double theEMAValue ) { int totalorders = OrdersTotal(); for(int i=totalorders-1;i>=0;i--) // scan all orders and positions... { OrderSelect(i, SELECT_BY_POS); if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { int type = OrderType(); bool result = false; //if (type > 1) Print(type," ",theEMAValue," ",OrderOpenPrice()); if ( type == OP_BUYLIMIT && OrderOpenPrice() <= theEMAValue ) result = OrderDelete( OrderTicket() ); if ( type == OP_BUYSTOP && OrderOpenPrice() <= theEMAValue ) result = OrderDelete( OrderTicket() ); if ( type == OP_SELLLIMIT && OrderOpenPrice() >= theEMAValue ) result = OrderDelete( OrderTicket() ); if ( type == OP_SELLSTOP && OrderOpenPrice() >= theEMAValue ) result = OrderDelete( OrderTicket() ); } } return; } //+------------------------------------------------------------------------+ //| counts the number of open positions | //+------------------------------------------------------------------------+ int openPositions( ) { int op =0; int totalorders = OrdersTotal(); for(int i=totalorders-1;i>=0;i--) // scan all orders and positions... { OrderSelect(i, SELECT_BY_POS); if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { int type = OrderType(); if ( type == OP_BUY ) {op=op+1;} if ( type == OP_SELL ) {op=op+1;} } } return(op); } //+------------------------------------------------------------------+ //| Trailing stop procedure | //+------------------------------------------------------------------+ void TrailIt( int byPips ) // based on trailing stop code from MT site... thanks MT! { if (byPips >=5) { for (int i = 0; i < OrdersTotal(); i++) { OrderSelect(i, SELECT_BY_POS, MODE_TRADES); if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { if (OrderType() == OP_BUY) { //if (Bid > (OrderValue(cnt,VAL_OPENPRICE) + TrailingStop * Point)) { // OrderClose(OrderTicket(), OrderLots(), Bid, 3, Violet); // break; //} if (Bid - OrderOpenPrice() > byPips * MarketInfo(OrderSymbol(), MODE_POINT)) { if (OrderStopLoss() < Bid - byPips * MarketInfo(OrderSymbol(), MODE_POINT)) { OrderModify(OrderTicket(), OrderOpenPrice(), Bid - byPips * MarketInfo(OrderSymbol(), MODE_POINT), OrderTakeProfit(), Red); } } } else if (OrderType() == OP_SELL) { if (OrderOpenPrice() - Ask > byPips * MarketInfo(OrderSymbol(), MODE_POINT)) { if ((OrderStopLoss() > Ask + byPips * MarketInfo(OrderSymbol(), MODE_POINT)) || (OrderStopLoss() == 0)) { OrderModify(OrderTicket(), OrderOpenPrice(), Ask + byPips * MarketInfo(OrderSymbol(), MODE_POINT), OrderTakeProfit(), Red); } } } } } } } // proc TrailIt() //+------------------------------------------------------------------+ //| script program start function | //+------------------------------------------------------------------+ int start() { //---- int i, j,k, ticket, entermode, totalorders; bool doit; double point, startrate, traderate; //---- setup parameters if ( TakeProfit <= 0 ) // { TakeProfit = GridSize; } bool myWantLongs = wantLongs; bool myWantShorts = wantShorts; //---- 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 myEMA=iMA(NULL,0,EMAperiod,0,MODE_EMA,PRICE_CLOSE,0); int currentOpen = 0; if ( GridMaxOpen > 0 ) { currentOpen = openPositions(); if (currentOpen >= GridMaxOpen) {CloseAllPendingOrders(); } } if (limitEMA) { if (doHouseKeeping) CloseOrdersfromEMA(myEMA);} if (keepOpenTimeLimit > 0) DeleteAfter(keepOpenTimeLimit); if (trailStop >0) TrailIt(trailStop); if ( UseMACD || UseOsMA) { if ( UseMACD ) { double Trigger0=iMACD(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,MODE_MAIN,0); double Trigger1=iMACD(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,MODE_MAIN,1); double Trigger2=iMACD(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,MODE_MAIN,2); } if ( UseOsMA ) { Trigger0=iOsMA(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,0); Trigger1=iOsMA(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,1); Trigger2=iOsMA(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,2); } if( Trigger0>0 && Trigger1>0 && Trigger2<0) // cross up { CloseAllPendingOrders(); if ( CloseOpenPositions == true ) { ClosePendingOrdersAndPositions(); } } if( Trigger0<0 && Trigger1<0 && Trigger2>0) // cross down { CloseAllPendingOrders(); if ( CloseOpenPositions == true ) { ClosePendingOrdersAndPositions(); } } myWantLongs = false; myWantShorts = false; if( Trigger0>0 && Trigger1>0 && Trigger2>0 && wantLongs ) // is well above zero { myWantLongs = true; } if( Trigger0<0 && Trigger1<0 && Trigger2<0 && wantShorts ) // is well below zero { myWantShorts = true; } } int myGridSteps = GridSteps; if (( GridMaxOpen > 0 ) && (currentOpen >= GridMaxOpen)) { myGridSteps = 0; } for( i=0;i<myGridSteps;i++) { traderate = startrate + i*point*GridSize; if ( myWantLongs && (!limitEMA || traderate > myEMA)) { 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 +minFromPrice*Point) ) && (wantBreakout)) || ((traderate <= (Ask-minFromPrice*Point) ) && (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 ( myWantShorts && (!limitEMA || traderate < myEMA)) { 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 -minFromPrice*Point) ) && (wantBreakout)) || ((traderate >= (Bid+minFromPrice*Point) ) && (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
Moving Average of Oscillator
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
It automatically opens orders when conditions are reached
Other Features: