//+------------------------------------------------------------------+
//| OrderGuardian.mq4 |
//| Greatshore |
//| greatshore@live.cn |
//+------------------------------------------------------------------+
#property copyright "Greatshore"
#property link "greatshore@live.cn"
#define TP_PRICE_LINE "OG TP Price Line"
#define SL_PRICE_LINE "OG SL Price Line"
//---- input parameters
extern string Orders = "*"; // ¹ÜÀíÄÄЩ¶©µ¥
extern int TP_Method = 2; // »ñÀû·½Ê½£º1-Envelopes°üÂçÏߺ;ùÏߣ¬2-Ç÷ÊÆÏß
extern int SL_Method = 2; // »ñÀû·½Ê½£º1-Envelopes°üÂçÏߺ;ùÏߣ¬2-Ç÷ÊÆÏß, 3-SAR
extern bool ShowLines = true; // ÊÇ·ñÏÔʾ»ñÀûÖ¹ËðÏß
extern string SPLIT1 = "=== Parameters for TP ===";
extern color TP_LineColor = LimeGreen; // »ñÀû¼Û¸ñÏßÑÕÉ«
extern int TP_TimeFrame = 0; // »ñÀû¼Û¼ÆËãµÄʱ¼äͼÖÜÆÚ
extern int TP_MA_Period = 31; // »ñÀû¾ùÏßÖÜÆÚ
extern int TP_MA_Method = MODE_EMA; // »ñÀû¾ùÏß¼ÆËã·½·¨
extern int TP_MA_Price = PRICE_CLOSE; // »ñÀû¾ùÏß¼ÆËã¼Û¸ñ
extern double TP_Env_Dev = 0.2; // »ñÀûEnvelopesÆ«sÒÆ°Ù·Ö±È
extern int TP_Shift = 0; // »ñÀû¼Û¼ÆËãµÄshiftÖµ
extern string SPLIT2 = "=== Parameters of SL ===";
extern color SL_LineColor = Red; // Ö¹Ëð¼Û¸ñÏßÑÕÉ«
extern int SL_TimeFrame = 0; // Ö¹Ëð¼Û¼ÆËãµÄʱ¼äͼÖÜÆÚ
extern int SL_MA_Period = 31; // Ö¹Ëð¾ùÏß¼ÆËã·½·¨
extern int SL_MA_Method = MODE_EMA; // Ö¹Ëð¾ùÏß¼ÆËã·½·¨
extern int SL_MA_Price = PRICE_CLOSE; // Ö¹Ëð¾ùÏß¼ÆËã¼Û¸ñ
extern double SL_Env_Dev = 0; // Ö¹ËðEnvelopesÆ«ÒÆ°Ù·Ö±È
extern double SL_SARStep = 0.02; // SARÖ¹ËðµÄ²½³¤
extern double SL_SARMax = 0.5; // SARÖ¹Ëð×î´óÖµ
extern int SL_Shift = 0; // Ö¹Ëð¼Û¼ÆËãµÄshiftÖµ
string TPObjName, SLObjName;
int OrdersID[], OrdersCount, OpType;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
if ((SL_Method == 3) && (SL_Shift < 1))
SL_Shift = 1;
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
ObjectDelete(TP_PRICE_LINE);
ObjectDelete(SL_PRICE_LINE);
Comment("");
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
int i;
double TPPrice, SLPrice;
bool SetTPObj = false, SetSLObj = false;
string MesgText;
GetOrdersID(); // »ñÈ¡ÐèÒª¹ÜÀíµÄ¶©µ¥ID
if (OpType >= 0) // ·½ÏòÒ»ÖÂ
{
if (TP_Method == 2)
SetTPObj = FindObject(TPObjName) < 0;
if (SL_Method == 2)
SetSLObj = FindObject(SLObjName) < 0;
if (SetTPObj || SetSLObj)
SearchObjName(OpType, SetTPObj, SetSLObj); // ËÑÑ°»ñÀûÖ¹ËðÏߵĶÔÏóÃû
CalcPrice(TPPrice, SLPrice);
MesgText = "S/L @ ";
if (SLPrice < 0)
MesgText = MesgText + " __ ";
else
MesgText = MesgText + DoubleToStr(SLPrice, Digits);
MesgText = MesgText + " T/P @ ";
if (TPPrice < 0)
MesgText = MesgText + " __ ";
else
MesgText = MesgText + DoubleToStr(TPPrice, Digits);
Comment(MesgText);
if (ShowLines)
ShowTPSLLines(TPPrice, SLPrice);
for (i = 0; i < OrdersCount; i++)
{
if ((SLPrice > 0) &&
(((OpType == OP_BUY) && (Bid <= SLPrice)) ||
((OpType == OP_SELL) && (Bid >= SLPrice))))
CloseOrder(OrdersID[i], 1);
if ((TPPrice > 0) &&
(((OpType == OP_BUY) && (Bid >= TPPrice)) ||
((OpType == OP_SELL) && (Bid <= TPPrice))))
CloseOrder(OrdersID[i], 2);
}
}
return(0);
}
//+------------------------------------------------------------------+
// === »ñÈ¡¶©µ¥ID ===
void GetOrdersID()
{
int i, n, t, o;
bool all;
n = OrdersTotal();
ArrayResize(OrdersID, n);
all = StringFind(Orders, "*") >= 0;
OpType = -1;
for (i = 0, OrdersCount = 0; i < n; i++)
{
OrderSelect(i, SELECT_BY_POS);
if (Symbol() == OrderSymbol())
{
t = OrderTicket();
if (all || (StringFind(Orders, DoubleToStr(t, 0)) >= 0))
{
o = OrderType();
if (o < 2)
{
if ((OpType >= 0) && (o != OpType))
{
OpType = -1;
break;
}
else
{
OpType = o;
OrdersID[OrdersCount] = t;
OrdersCount++;
}
}
}
}
}
if (OrdersCount == 0)
{
if (ObjectFind(TP_PRICE_LINE) >= 0)
ObjectDelete(TP_PRICE_LINE);
if (ObjectFind(SL_PRICE_LINE) >= 0)
ObjectDelete(SL_PRICE_LINE);
}
}
// === Ñ°ÕÒ»ñÀûÖ¹ËðÏß ===
void SearchObjName(int Type, bool GetTPObj = true, bool GetSLObj = true)
{
int i, ObjType, iAbove, iBelow, iTP, iSL;
double MinAbove, MaxBelow, y1, y2;
string ObjName;
MinAbove = 999999;
MaxBelow = 0;
iAbove = -1;
iBelow = -1;
for (i = 0; i < ObjectsTotal(); i++)
{
ObjName = ObjectName(i);
ObjType = ObjectType(ObjName);
switch (ObjType)
{
case OBJ_TREND :
case OBJ_TRENDBYANGLE :
y1 = CalcLineValue(ObjName, 0, 1, ObjType);
y2 = y1;
break;
case OBJ_CHANNEL :
y1 = CalcLineValue(ObjName, 0, MODE_UPPER, ObjType);
y2 = CalcLineValue(ObjName, 0, MODE_LOWER, ObjType);
break;
default :
y1 = -1;
y2 = -1;
}
if ((y1 > 0) && (y1 < Bid) && (y1 > MaxBelow)) // Á½ÌõÏ߶¼ÔÚµ±Ç°¼ÛÏ·½
{
MaxBelow = y1;
iBelow = i;
}
else if ((y2 > Bid) && (y2 < MinAbove)) // Á½ÌõÏ߶¼ÔÚµ±Ç°¼ÛÉÏ·½
{
MinAbove = y2;
iAbove = i;
}
else // Á½ÌõÏßÒ»ÉÏÒ»ÏÂ
{
if ((y1 > 0) && (y1 < MinAbove))
{
MinAbove = y1;
iAbove = i;
}
if (y2 > MaxBelow)
{
MaxBelow = y2;
iBelow = i;
}
}
}
switch (Type)
{
case OP_BUY :
iTP = iAbove;
iSL = iBelow;
break;
case OP_SELL :
iTP = iBelow;
iSL = iAbove;
break;
default :
iTP = -1;
iSL = -1;
}
if (GetTPObj)
{
if (iTP >= 0)
TPObjName = ObjectName(iTP);
}
if (GetSLObj)
{
if (iSL >= 0)
SLObjName = ObjectName(iSL);
}
}
// === ¼ÆËã»ñÀû¼ÛºÍÖ¹Ëð¼Û ===
void CalcPrice(double &TPPrice, double &SLPrice)
{
// »ñÀû¼Û
switch (TP_Method)
{
case 1 :
TPPrice = (1 + TP_Env_Dev * 0.01) * iMA(NULL, TP_TimeFrame, TP_MA_Period, 0, TP_MA_Method, TP_MA_Price, TP_Shift);
break;
case 2 :
TPPrice = CalcLineValue(TPObjName, TP_Shift, 1 + OpType);
break;
default :
TPPrice = -1;
}
// Ö¹Ëð¼Û
switch (SL_Method)
{
case 1 :
SLPrice = (1 + SL_Env_Dev * 0.01) * iMA(NULL, SL_TimeFrame, SL_MA_Period, 0, SL_MA_Method, TP_MA_Price, SL_Shift);
break;
case 2 :
SLPrice = CalcLineValue(SLObjName, SL_Shift, 2 - OpType);
break;
case 3 :
SLPrice = iSAR(NULL, SL_TimeFrame, SL_SARStep, SL_SARMax, SL_Shift);
break;
default :
SLPrice = -1;
}
}
// === ¼ÆËãÖ±ÏßÔÚij¸ökÏßµÄÖµ ===
double CalcLineValue(string ObjName, int Shift, int ValueIndex = 1, int ObjType = -1)
{
double y1, y2, delta, ret;
int i;
if ((ObjType < 0) && (StringLen(ObjName) > 0))
ObjType = ObjectType(ObjName);
switch (ObjType)
{
case OBJ_TREND :
case OBJ_TRENDBYANGLE :
ret = LineGetValueByShift(ObjName, Shift);
break;
case OBJ_CHANNEL :
i = GetBarShift(Symbol(), 0, ObjectGet(ObjName, OBJPROP_TIME3));
delta = ObjectGet(ObjName, OBJPROP_PRICE3) - LineGetValueByShift(ObjName, i);
y1 = LineGetValueByShift(ObjName, Shift);
y2 = y1 + delta;
if (ValueIndex == MODE_UPPER)
ret = MathMax(y1, y2);
else if (ValueIndex == MODE_LOWER)
ret = MathMin(y1, y2);
else
ret = -1;
break;
default :
ret = -1;
}
return(ret);
}
// === ÏÔʾ»ñÀûÖ¹Ëð¼ÛˮƽÏß ===
void ShowTPSLLines(double TPPrice, double SLPrice)
{
if (TPPrice < 0)
ObjectDelete(TP_PRICE_LINE);
else
{
if (FindObject(TP_PRICE_LINE) < 0)
{
ObjectCreate(TP_PRICE_LINE, OBJ_HLINE, 0, 0, 0);
ObjectSet(TP_PRICE_LINE, OBJPROP_COLOR, TP_LineColor);
ObjectSet(TP_PRICE_LINE, OBJPROP_STYLE, STYLE_DASHDOTDOT);
ObjectSet(TP_PRICE_LINE, OBJPROP_WIDTH, 1);
}
ObjectMove(TP_PRICE_LINE, 0, Time[0], TPPrice);
}
if (SLPrice < 0)
ObjectDelete(SL_PRICE_LINE);
else
{
if (FindObject(SL_PRICE_LINE) < 0)
{
ObjectCreate(SL_PRICE_LINE, OBJ_HLINE, 0, 0, 0);
ObjectSet(SL_PRICE_LINE, OBJPROP_COLOR, SL_LineColor);
ObjectSet(SL_PRICE_LINE, OBJPROP_STYLE, STYLE_DASHDOTDOT);
ObjectSet(SL_PRICE_LINE, OBJPROP_WIDTH, 1);
}
ObjectMove(SL_PRICE_LINE, 0, Time[0], SLPrice);
}
}
// === ²éÕÒ¶ÔÏó ===
int FindObject(string Name)
{
if (StringLen(Name) <= 0)
return(-1);
else
return(ObjectFind(Name));
}
// === ƽ²Ö ===
void CloseOrder(int Ticket, int type)
{
double ClosePrice;
string str[2] = {"TP", "SL"};
if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES))
{
if (OrderType() == OP_BUY)
ClosePrice = MarketInfo(Symbol(), MODE_BID);
else
ClosePrice = MarketInfo(Symbol(), MODE_ASK);
if (OrderClose(Ticket, OrderLots(), ClosePrice, 0))
Print("Order #", Ticket, " was closed successfully at ", str[type], " ", ClosePrice);
else
Print("Order #", Ticket, " reached ", str[type], " ", ClosePrice, ", but failed to close for error ", GetLastError());
}
}
// === ¼ÆËãÖ±ÏßÉϵÄÖµ ===
double LineGetValueByShift(string ObjName, int Shift)
{
double i1, i2, i, y1, y2, y;
i1 = GetBarShift(Symbol(), 0, ObjectGet(ObjName, OBJPROP_TIME1));
i2 = GetBarShift(Symbol(), 0, ObjectGet(ObjName, OBJPROP_TIME2));
y1 = ObjectGet(ObjName, OBJPROP_PRICE1);
y2 = ObjectGet(ObjName, OBJPROP_PRICE2);
if (i1 < i2)
{
i = i1;
i1 = i2;
i2 = i;
y = y1;
y1 = y2;
y2 = y;
}
if (Shift > i1)
y = (y2 - y1) / (i2 - i1) * (Shift - i1) + y1;
else
y = ObjectGetValueByShift(ObjName, Shift);
return(y);
}
// === ȡʱ¼äÖµµÄshiftÊý ===
int GetBarShift(string symbol, int timeframe, datetime time)
{
int now;
now = iTime(symbol, timeframe, 0);
if (time < now + timeframe * 60)
return(iBarShift(symbol, timeframe, time));
else
{
if (timeframe == 0)
timeframe = Period();
return((now - time) / timeframe / 60);
}
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Parabolic Stop and Reverse system
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
Other Features: