//+------------------------------------------------------------------+
//| ProtoType.mq4 |
//| Rosh |
//| http://www.alpari-idc.ru/ru/experts/articles/ |
//+------------------------------------------------------------------+
#property copyright "Rosh"
#property link "http://www.alpari-idc.ru/ru/experts/articles/"
extern int EMN=10000; //Expert Magic number
extern int Slippage=3;
extern double RiskDelta=5.0; // ðèñê â ïðîöåíòàõ
extern int PeriodWPR=8;
extern double CriteriaWPR=25;
extern int ATRPeriod=40;// ïåðèîä ATR äëÿ èíäèêàòîðà
extern double kATR=0.5;
extern int ZeroBar=8; // âûõîä â áåçóáûòîê ÷åðåç ZeroBar áàðîâ
extern double MinTargetinSpread=5.0;
extern double TP_SL_Criteria=2.0;
extern int MaxOpenedOrders=3;
extern double MaxOrderSize=5.0;
string SymbolsArray[13]={"","USDCHF","GBPUSD","EURUSD","USDJPY","AUDUSD","USDCAD","EURGBP","EURAUD","EURCHF","EURJPY","GBPJPY","GBPCHF"};
int TrendOnSymbol[13,7]; // òðåíä ïî ñèìâîëó è òàéìôðåéìó
int MyBarsArrays[13,7];// õðàíèì êîëè÷åñòâî áàðîâ ïî èíñòðóìåíòó è òàéìôðåéìó
int TimeNullArrays[13,7];// õðàíèì âðåìÿ Time[0] ïî èíñòðóìåíòó è òàéìôðåéìó
double GatorTrend[13,7];// òðåíä ïî êàæäîìó ñèìâîëó è òàéì-ôðåéìó èç èíäèêàòîðà NRTR-GATOR (Alligator)
double NRTR_Trend[13,7];// òðåíä ïî êàæäîìó ñèìâîëó è òàéì-ôðåéìó èç èíäèêàòîðà NRTR-GATOR (NRTR)
double Complextrend[13,7];// ñîáèðàåì âñå òðåíäû (Z,A è N òðåíäû) â îäíî çíà÷åíèå.
double TPvsSL[13,7];// îòíîøåíèå TakeProfit ê StopLoss íà äàííîì ñèìâîëå è òàéìôðåéìå
int BestTPvsSLSymbol[20]; // ëó÷øèå ñèìâîëû ïî ñîîòíîøåíèþ TP/SL
int BestTPvsSLPeriod[20]; // ëó÷øèå òàéìôðåéìû ïî ñîîòíîøåíèþ TP/SL
int LastUpArray[13,7];
int PreLastUpArray[13,7];
int LastDownArray[13,7];
int PreLastDownArray[13,7];
int eurIndex[5]={3,7,8,9,10};
int gbpIndex[4]={2,-7,11,12};
int chfIndex[3]={1,9,12};
int jpyIndex[3]={4.10,11};
int usdIndex[5]={1,-2,4,5,6};
int TestingIndexPeriod=0;
int TestingIndexSymbol=0;
datetime UP1Time,UP2Time,Down1Time,Down2Time;
double UP1Price,UP2Price,Down1Price,Down2Price;
//+------------------------------------------------------------------+
//| ñîïðîâîæäåíèå îðäåðà íà òàéì-ôðåéìå íîìåð period_Count |
//+------------------------------------------------------------------+
int GetMagicNumber(int period_Count)
{
int res=EMN+PeriodNumber(period_Count);
return(res);
}
//+------------------------------------------------------------------+
//| string SymbolByNumber |
//+------------------------------------------------------------------+
string GetSymbolString(int Number)
{
//----
string res="";
res=SymbolsArray[Number];
//----
return(res);
}
//+------------------------------------------------------------------+
//| Î÷åíü ïðîñòàÿ ôóíêöèÿ ðàñ÷åòà ìàðæè äëÿ ôîðåêñíûõ ñèìâîëîâ. |
//| Ðàñ÷åò àâòîìàòè÷åñêè èäåò â áàçîâîé âàëþòå ñ÷åòà è íå ðàáîòàåò |
//| äëÿ ñëîæíûõ âèäîâ êóðñîâ, êîòîðûå íå èìåþò ïðÿìîãî ïåðåñ÷åòà |
//| â áàçîâóþ âàëþòó òîðãîâîãî ñ÷åòà. |
//+------------------------------------------------------------------+
double MarginCalculate(string symbol,double volume)
{
string first =StringSubstr(symbol,0,3); // ïåðâûé ñèìâîë, íàïðèìåð EUR
string second =StringSubstr(symbol,3,3); // âòîðîé ñèìâîë, íàïðèìåð USD
string currency=AccountCurrency(); // âàëþòà äåïîçèòà, íàïðèìåð USD
double leverage=AccountLeverage(); // êðåäèòíîå ïëå÷î, íàïðèìåð 100
double contract=MarketInfo(symbol,MODE_LOTSIZE); // ðàçìåð êîíòðàêòà, íàïðèìåð 100000
double bid =MarketInfo(symbol,MODE_BID); // öåíà áèä
//---- äîïóñêàåì òîëüêî ñòàíäàðòíûå ôîðåêñíûå ñèìâîëû XXXYYY
if(StringLen(symbol)!=6)
{
Print("MarginCalculate: '",symbol,"' must be standard forex symbol XXXYYY");
return(0.0);
}
//---- ïðîâåðêà íàëè÷èÿ äàííûõ
if(bid<=0 || contract<=0)
{
Print("MarginCalculate: no market information for '",symbol,"'");
return(0.0);
}
//---- ïðîâåðÿåì ñàìûå ïðîñòûå âàðèàíòû - áåç êðîññîâ
if(first==currency) return(contract*volume/leverage); // USDxxx
if(second==currency) return(contract*bid*volume/leverage); // xxxUSD
//---- ïðîâåðÿåì îáû÷íûå êðîññû, èùåì ïðÿìîå ïðåîáðàçîâàíèå ÷åðåç âàëþòó äåïîçèòà
string base=currency+first; // USDxxx
if(MarketInfo(base,MODE_BID)>0) return(contract/MarketInfo(base,MODE_BID)*volume/leverage);
//---- ïîïðîáóåì íàîáîðîò
base=first+currency; // xxxUSD
if(MarketInfo(base,MODE_BID)>0) return(contract*MarketInfo(base,MODE_BID)*volume/leverage);
//---- íåò âîçìîæíîñòè ïðÿìîãî ïåðåðàñ÷åòà
Print("MarginCalculate: can not convert '",symbol,"'");
return(0.0);
}
/*
//+------------------------------------------------------------------+
//|ïîäòÿãèâàåò ñòîï ïî ïàðàáîëå |
//+------------------------------------------------------------------+
void ParabolTrailingStop()
{
int type;
int EnterBar;// áàð âõîäà â ïîçèöèþ
double a; // óñêîðåíèå â ôîðóìóëå S=a*t^2/2
double Zbar=ZeroBar,CurrParStop,TSdouble=TSpar;
double minStopLevel=MarketInfo(Symbol(),MODE_STOPLEVEL);
a=TSdouble*2./Zbar/Zbar;
//----
for (int i=0;i<OrdersTotal();i++)
{
if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
{
type=OrderType();
if (type==OP_BUY)
{
EnterBar=iBarShift(NULL,0,OrderOpenTime());
if (EnterBar==0) continue;
CurrParStop=NormalizeDouble(OrderOpenPrice()-(TSpar-a*EnterBar*EnterBar/2.0)*Point,Digits);
if (CurrParStop>OrderStopLoss())
{
if (Bid-CurrParStop>minStopLevel*Point)OrderModify(OrderTicket(),OrderOpenPrice(),
CurrParStop,OrderTakeProfit(),0,Blue);
else OrderModify(OrderTicket(),OrderOpenPrice(),Bid-minStopLevel*Point,OrderTakeProfit(),0,Blue);
}
}
if (type==OP_SELL)
{
EnterBar=iBarShift(NULL,0,OrderOpenTime());
if (EnterBar==0) continue;
CurrParStop=NormalizeDouble(OrderOpenPrice()+(TSpar-a*EnterBar*EnterBar/2.0)*Point,Digits);
if (CurrParStop<OrderStopLoss())
{
if (CurrParStop-Ask>minStopLevel*Point)OrderModify(OrderTicket(),OrderOpenPrice(),
CurrParStop,OrderTakeProfit(),0,Red);
else OrderModify(OrderTicket(),OrderOpenPrice(),Ask+minStopLevel*Point,OrderTakeProfit(),0,Red);
}
}
}
}
//----
return;
}
*/
//+------------------------------------------------------------------+
//| âîçâðàùàåò ïåðèîä |
//+------------------------------------------------------------------+
int PeriodNumber(int number)
{
int per_min;
switch (number)
{
case 0: per_min=PERIOD_M1;break;
case 1: per_min=PERIOD_M5;break;
case 2: per_min=PERIOD_M15;break;
case 3: per_min=PERIOD_M30;break;
case 4: per_min=PERIOD_H1;break;
case 5: per_min=PERIOD_H4;break;
default: per_min=PERIOD_D1;break;
}
return(per_min);
}
//+------------------------------------------------------------------+
//| ïðèçíàê ïîÿâëåíèÿ íîâîãî áàðà íà ïåðèîäå íîìåð period_counter |
//+------------------------------------------------------------------+
bool isNewBar(int SymbolNumber,int period_counter)
{
bool res=false;
if (IsTesting())
{
if (MyBarsArrays[SymbolNumber,period_counter]!=iBars(GetSymbolString(SymbolNumber),PeriodNumber(period_counter)))
{
MyBarsArrays[SymbolNumber,period_counter]=iBars(GetSymbolString(SymbolNumber),PeriodNumber(period_counter));
//Print("Êîä îøèáêè â isNewBar=",GetLastError());
//Print("isNewBar SymbolNumber=",SymbolNumber," period_counter=",period_counter," MyBarsArrays[SymbolNumber,period_counter]=",MyBarsArrays[SymbolNumber,period_counter]," iBars(GetSymbolString(SymbolNumber),PeriodNumber(period_counter))=",iBars(GetSymbolString(SymbolNumber),PeriodNumber(period_counter)) );
res=true;
}
}
else
{
if (TimeNullArrays[SymbolNumber,period_counter]!=iTime(GetSymbolString(SymbolNumber),PeriodNumber(period_counter),0))
{
TimeNullArrays[SymbolNumber,period_counter]=iTime(GetSymbolString(SymbolNumber),PeriodNumber(period_counter),0);
res=true;
}
}
return(res);
}
//+------------------------------------------------------------------+
//| îïðåäåëåíèå òðåíäà ïî ÷åòûðåì ïîñëåäíèì ýêñòðåìóìàì |
//+------------------------------------------------------------------+
int TrendByWPR(int SymbolNumber,int period_counter)
{
//----
int res=0;
string StringSymbol=GetSymbolString(SymbolNumber);
int PeiodMinute=PeriodNumber(period_counter);
int curPos,LastUpPos,PreLastUpPos,LastDownPos,PreLastDownPos,LastPeak,newPos;
double LastPeakWPR=-1000;
bool FindUp=true,FindDown=true,SearchCompleted=false;
double CurWPR=iWPR(StringSymbol,PeiodMinute,PeriodWPR,0);
//----
//======= îïðåäåëèì - ãäå ìû íàõîäèìñÿ â äàííûé ìîìåíò
if (CurWPR<=CriteriaWPR-100)
{
FindDown=false;
LastPeak=0;
}
if (CurWPR>=-CriteriaWPR)
{
FindUp=false;
LastPeak=0;
}
// ================ íà÷èàíåì ïîèñê ïè÷êîâ-äîíûøêîâ
while(!SearchCompleted && curPos<Bars)
{
if (iWPR(StringSymbol,PeiodMinute,PeriodWPR,curPos)>=-CriteriaWPR && LastPeak<0)
{
FindUp=false;
LastPeak=curPos;
curPos++;
continue;
}
if (iWPR(StringSymbol,PeiodMinute,PeriodWPR,curPos)<=CriteriaWPR-100 && LastPeak<0)
{
FindDown=false;
LastPeak=curPos;
curPos++;
continue;
}
if (iWPR(StringSymbol,PeiodMinute,PeriodWPR,curPos)>=-CriteriaWPR && FindUp)
{//èñêàëè âåðõóøêó è íàøëè
newPos=curPos;
while(iWPR(StringSymbol,PeiodMinute,PeriodWPR,curPos)>CriteriaWPR-100 && curPos<Bars)
{// òåïåðü íóæíî íàéòè äîíûøêî, ÷òîáû ìåæäó íèìè íàéòè òî÷íûé ïè÷îê
curPos++;
}
if (LastUpPos==0)
{
LastUpPos=Highest(StringSymbol,PeiodMinute,MODE_HIGH,curPos-LastPeak,LastPeak);
LastPeak=LastUpPos;
}
else
{
PreLastUpPos=Highest(StringSymbol,PeiodMinute,MODE_HIGH,curPos-LastPeak,LastPeak);
LastPeak=PreLastUpPos;
}
curPos=newPos;
FindUp=false;
FindDown=true;
curPos++;
continue;
}//==============
if (iWPR(StringSymbol,PeiodMinute,PeriodWPR,curPos)<=CriteriaWPR-100 && FindDown)
{
newPos=curPos;
while(iWPR(StringSymbol,PeiodMinute,PeriodWPR,curPos)<-CriteriaWPR && curPos<Bars)
{
curPos++;
}
if (LastDownPos==0)
{
LastDownPos=Lowest(StringSymbol,PeiodMinute,MODE_LOW,curPos-LastPeak,LastPeak);
LastPeak=LastDownPos;
}
else
{
PreLastDownPos=Lowest(StringSymbol,PeiodMinute,MODE_LOW,curPos-LastPeak,LastPeak);
LastPeak=PreLastDownPos;
}
curPos=newPos;
FindDown=false;
FindUp=true;
curPos++;
continue;
}
if (PreLastDownPos!=0 && PreLastUpPos!=0) SearchCompleted=true;
curPos++;
}
if (Symbol()==StringSymbol && Period()==PeiodMinute)
{
Comment("LastUpPos=",LastUpPos," PreLastUpPos",PreLastUpPos," LastDownPos=",LastDownPos," PreLastDownPos=",PreLastDownPos," Âðåìÿ ",TimeToStr(CurTime()));
SetUpArrows(LastUpPos,PreLastUpPos,LastDownPos,PreLastDownPos);
}
LastUpArray[SymbolNumber,period_counter]=LastUpPos;
PreLastUpArray[SymbolNumber,period_counter]=PreLastUpPos;
LastDownArray[SymbolNumber,period_counter]=LastDownPos;
PreLastDownArray[SymbolNumber,period_counter]=PreLastDownPos;
if (High[LastUpPos]-High[PreLastUpPos]>=kATR*iATR(StringSymbol,PeiodMinute,ATRPeriod,LastUpPos)&&Low[LastDownPos]>Low[PreLastDownPos]) res=1;
if (Low[PreLastDownPos]-Low[LastDownPos]>=kATR*iATR(StringSymbol,PeiodMinute,ATRPeriod,LastDownPos)&&High[PreLastUpPos]>High[LastUpPos]) res=-1;
return(res);
}
//+------------------------------------------------------------------+
//| ïîñòàâèì ñòðåëêó |
//+------------------------------------------------------------------+
void SetArrow(datetime _time,double _price,string _Description ,int _arrowType, color _arrowColor)
{
if (ObjectFind(_Description)==-1)
{
ObjectCreate(_Description,OBJ_ARROW,0,_time,_price);
ObjectSet(_Description,OBJPROP_ARROWCODE,_arrowType);
ObjectSet(_Description,OBJPROP_COLOR,_arrowColor);
}
else
{
ObjectSet(_Description,OBJPROP_TIME1,_time);
ObjectSet(_Description,OBJPROP_PRICE1,_price);
}
return;
}
//+------------------------------------------------------------------+
//| óñòàíîâèòü ñòðåëêè ýêñòåðìóìîâ |
//+------------------------------------------------------------------+
void SetUpArrows(int firstUpBar, int secondUpBar,int firstDownBar, int secondDownBar)
{
//----
SetArrow(Time[firstUpBar],High[firstUpBar],"FirstUp",241,Blue);
SetArrow(Time[secondUpBar],High[secondUpBar],"SecondUp",241,Blue);
SetArrow(Time[firstDownBar],Low[firstDownBar],"FirstDown",242,Red);
SetArrow(Time[secondDownBar],Low[secondDownBar],"SecondDown",242,Red);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Ïðîâåðèòü íàëè÷èå òðåíäà |
//+------------------------------------------------------------------+
bool TrendExist()
{
bool res=false;
double TP,SL,Spread,trend;
double target,support,SymbolPoint;
int listCounter;
//----
for (int SymbolIndex=1;SymbolIndex<13;SymbolIndex++)
{
for (int tf=2;tf<5;tf++)
{
if (Complextrend[SymbolIndex,tf]*Complextrend[SymbolIndex,tf+2]==1 || Complextrend[SymbolIndex,tf]*Complextrend[SymbolIndex,tf+3]==1)
{
trend=Complextrend[SymbolIndex,tf];
if (trend==1.0)
{
target=MathMax(iHigh(GetSymbolString(SymbolIndex),PeriodNumber(tf),LastUpArray[SymbolIndex,tf]),iHigh(GetSymbolString(SymbolIndex),PeriodNumber(tf),PreLastUpArray[SymbolIndex,tf]));
support=MathMax(iLow(GetSymbolString(SymbolIndex),PeriodNumber(tf),LastDownArray[SymbolIndex,tf]),iLow(GetSymbolString(SymbolIndex),PeriodNumber(tf),PreLastDownArray[SymbolIndex,tf]));
TP=target-support;
SL=MarketInfo(GetSymbolString(SymbolIndex),MODE_BID)-support;
Spread=MarketInfo(GetSymbolString(SymbolIndex),MODE_SPREAD);
SymbolPoint=MarketInfo(GetSymbolString(SymbolIndex),MODE_POINT);
if (SL<=0.0 && TP>MinTargetinSpread*Spread*SymbolPoint) TPvsSL[SymbolIndex,tf]=100.0;
else
{
if (SL==0) return(false);
TPvsSL[SymbolIndex,tf]=(TP-Spread*SymbolPoint)/SL;
}
//if (IsTesting())
//Print("UpTrend íà ",GetSymbolString(SymbolIndex),PeriodNumber(tf),"M TP=",TP," SL=",SL," Spread=",Spread," TP/SL=",TPvsSL[SymbolIndex,tf]);
}
else
{
target=MathMin(iLow(GetSymbolString(SymbolIndex),PeriodNumber(tf),LastDownArray[SymbolIndex,tf]),iLow(GetSymbolString(SymbolIndex),PeriodNumber(tf),PreLastDownArray[SymbolIndex,tf]));
support=MathMin(iHigh(GetSymbolString(SymbolIndex),PeriodNumber(tf),LastUpArray[SymbolIndex,tf]),iHigh(GetSymbolString(SymbolIndex),PeriodNumber(tf),PreLastUpArray[SymbolIndex,tf]));
TP=support-target;
Spread=MarketInfo(GetSymbolString(SymbolIndex),MODE_SPREAD);
SymbolPoint=MarketInfo(GetSymbolString(SymbolIndex),MODE_POINT);
SL=support-MarketInfo(GetSymbolString(SymbolIndex),MODE_BID);
if (SL<=0.0 && TP>MinTargetinSpread*Spread*SymbolPoint) TPvsSL[SymbolIndex,tf]=100.0;
else
{
if (SL==0) return(false);
TPvsSL[SymbolIndex,tf]=(TP-Spread*SymbolPoint)/SL;
}
//if (IsTesting())
//Print("DownTrend íà ",GetSymbolString(SymbolIndex),PeriodNumber(tf),"M TP=",TP," SL=",SL," Spread=",Spread," TP/SL=",TPvsSL[SymbolIndex,tf]);
}
if (TPvsSL[SymbolIndex,tf]>=TP_SL_Criteria)
{
BestTPvsSLSymbol[listCounter]=SymbolIndex;
BestTPvsSLPeriod[listCounter]=tf;
//Print("Çàïèñàëè BestTPvsSLSymbol[listCounter] è BestTPvsSLPeriod[listCounter],SymbolIndex=",SymbolIndex," tf=",tf);
listCounter++;
res=true;
}
//if (IsTesting()) Print("Åñòü òðåíäîâûé âõîä íà ",GetSymbolString(SymbolIndex),PeriodNumber(tf),"M");
}
}
}
//----
return(res);
}
//+------------------------------------------------------------------+
//| Ïîïðîáóåì îòêðûòü íîâûé îðäåð |
//+------------------------------------------------------------------+
void TryOpenOrder()
{
int BestTPSLindex=-1000;
int i=0;
int ticket,SymbolIndex,PeriodIndex;
double target,support,SL,Spread,SymbolPoint,StopLevel,TP,openPrice,lots;
string TPvsSLcomment;
double StopPrice,TakePrice,ATR_Range;
int err;
//----
if (AccountFreeMargin()<0) return;
while (i<=19 &&BestTPvsSLSymbol[i]!=0)
{
if (TPvsSL[BestTPvsSLSymbol[i],BestTPvsSLPeriod[i]]>BestTPSLindex)
{
if (AccountFreeMargin()<MarginCalculate(GetSymbolString(BestTPvsSLSymbol[i]),MarketInfo(GetSymbolString(BestTPvsSLSymbol[i]),MODE_MINLOT)))
{
i++;
continue;
}
//BestTPSLindex=TPvsSL[BestTPvsSLSymbol[i],BestTPvsSLPeriod[i]];
BestTPSLindex=i;
}
//Print("Symbol ",GetSymbolString(BestTPvsSLSymbol[i]),PeriodNumber(BestTPvsSLPeriod[i])," TP/SL=",TPvsSL[BestTPvsSLSymbol[i],BestTPvsSLPeriod[i]]);
i++;
}
if (BestTPSLindex>=0)
{
SymbolIndex=BestTPvsSLSymbol[BestTPSLindex];
PeriodIndex=BestTPvsSLPeriod[BestTPSLindex];
//Print("Ëó÷øèé ñèãíàë TP/SL=",TPvsSL[BestTPvsSLSymbol[BestTPSLindex],BestTPvsSLPeriod[BestTPSLindex]]," íà ",GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex)," BestTPSLindex=",BestTPSLindex);
if (TrendOnSymbol[SymbolIndex,PeriodIndex]>0)
{// ïîêóïàåì
if (OrderOnSymbolExist(GetSymbolString(SymbolIndex),OP_BUY)) return;
target=MathMax(iHigh(GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex),LastUpArray[SymbolIndex,PeriodIndex]),iHigh(GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex),PreLastUpArray[SymbolIndex,PeriodIndex]));
support=MathMax(iLow(GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex),LastDownArray[SymbolIndex,PeriodIndex]),iLow(GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex),PreLastDownArray[SymbolIndex,PeriodIndex]));
ATR_Range=2.0*iATR(GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex),ATRPeriod,1);
TP=target-support;
if (TP<ATR_Range) TP=ATR_Range;
SL=MarketInfo(GetSymbolString(SymbolIndex),MODE_BID)-support;
if (SL<ATR_Range) SL=ATR_Range;
Spread=MarketInfo(GetSymbolString(SymbolIndex),MODE_SPREAD);
SymbolPoint=MarketInfo(GetSymbolString(SymbolIndex),MODE_POINT);
RefreshRates();
openPrice=MarketInfo(GetSymbolString(SymbolIndex),MODE_ASK);
StopPrice=NormalizeDouble(openPrice-SL,Digits);
StopLevel=MarketInfo(GetSymbolString(SymbolIndex),MODE_STOPLEVEL);
//if (SL/SymbolPoint<=StopLevel+Spread) StopPrice=NormalizeDouble(openPrice-(StopLevel+Spread+1)*SymbolPoint,Digits);
TakePrice=NormalizeDouble(openPrice+TP,Digits);
TPvsSLcomment=DoubleToStr(TPvsSL[SymbolIndex,PeriodIndex],2);
lots=GetLotsOnRisk(GetSymbolString(SymbolIndex),RiskDelta,SL,SymbolPoint);
Print("lots=",lots);
if (lots>=MarketInfo(GetSymbolString(SymbolIndex),MODE_MINLOT))
{
if (IsTesting()) ticket=OrderSend(GetSymbolString(SymbolIndex),OP_BUY,lots,openPrice,Slippage,StopPrice,TakePrice,TPvsSLcomment,GetMagicNumber(PeriodIndex),0,Blue);
else ticket=OrderSend(GetSymbolString(SymbolIndex),OP_BUY,lots,openPrice,Slippage,0,0,TPvsSLcomment,GetMagicNumber(PeriodIndex),0,Blue);
if (ticket<0)
{
err=GetLastError();
Print("Íå óäàëîñü îòêðûòü îðäåð â ïîêóïêó ",lots," lots at ",GetSymbolString(SymbolIndex)," on price ",openPrice,", sl ",StopPrice,", tp ",TakePrice );
if (err==134) Print("Îøèáêà îòêðûòèÿ îðäåðà ",err," AccountFreeMargin=",AccountFreeMargin());
if (err==130) Print("Îøèáêà îòêðûòèÿ îðäåðà ",err," StopLevel=",StopLevel," Spread=",Spread);
}
else
{
if (!GlobalVariableCheck(ticket+"FirstStop")) GlobalVariableSet(ticket+"FirstStop",SL);
else GlobalVariableSet(ticket+"FirstStop",SL);
if (!GlobalVariableCheck(ticket+"FirstTarget")) GlobalVariableSet(ticket+"FirstTarget",TakePrice);
else GlobalVariableSet(ticket+"FirstTarget",TakePrice);
if (!GlobalVariableCheck(ticket+"TimeFrame")) GlobalVariableSet(ticket+"TimeFrame",PeriodIndex);
else GlobalVariableSet(ticket+"TimeFrame",PeriodIndex);
}
}
}
if (TrendOnSymbol[SymbolIndex,PeriodIndex]<0)
{// ïðîäàåì
if (OrderOnSymbolExist(GetSymbolString(SymbolIndex),OP_SELL)) return;
target=MathMin(iLow(GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex),LastDownArray[SymbolIndex,PeriodIndex]),iLow(GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex),PreLastDownArray[SymbolIndex,PeriodIndex]));
support=MathMin(iHigh(GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex),LastUpArray[SymbolIndex,PeriodIndex]),iHigh(GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex),PreLastUpArray[SymbolIndex,PeriodIndex]));
ATR_Range=2.0*iATR(GetSymbolString(SymbolIndex),PeriodNumber(PeriodIndex),ATRPeriod,1);
TP=support-target;
if (TP<ATR_Range) TP=ATR_Range;
SL=support-MarketInfo(GetSymbolString(SymbolIndex),MODE_BID);
if (SL<ATR_Range) SL=ATR_Range;
Spread=MarketInfo(GetSymbolString(SymbolIndex),MODE_SPREAD);
SymbolPoint=MarketInfo(GetSymbolString(SymbolIndex),MODE_POINT);
RefreshRates();
openPrice=MarketInfo(GetSymbolString(SymbolIndex),MODE_BID);
StopPrice=NormalizeDouble(openPrice+SL,Digits);
StopLevel=MarketInfo(GetSymbolString(SymbolIndex),MODE_STOPLEVEL);
//if (SL/SymbolPoint<=StopLevel+Spread) StopPrice=NormalizeDouble(openPrice-(StopLevel+Spread+1)*SymbolPoint,Digits);
TakePrice=NormalizeDouble(openPrice-TP,Digits);
TPvsSLcomment=DoubleToStr(TPvsSL[SymbolIndex,PeriodIndex],2);
lots=GetLotsOnRisk(GetSymbolString(SymbolIndex),RiskDelta,SL,SymbolPoint);
if (lots>=MarketInfo(GetSymbolString(SymbolIndex),MODE_MINLOT))
{
if (IsTesting()) ticket=OrderSend(GetSymbolString(SymbolIndex),OP_SELL,lots,openPrice,Slippage,StopPrice,TakePrice,TPvsSLcomment,GetMagicNumber(PeriodIndex),0,Red);
else ticket=OrderSend(GetSymbolString(SymbolIndex),OP_SELL,lots,openPrice,Slippage,0,0,TPvsSLcomment,GetMagicNumber(PeriodIndex),0,Red);
if (ticket<0)
{
err=GetLastError();
Print("Íå óäàëîñü îòêðûòü îðäåð â ïðîäàæó ",lots," lots at ",GetSymbolString(SymbolIndex)," on price ",openPrice,", sl ",StopPrice,", tp ",TakePrice );
if (err==134) Print("Îøèáêà îòêðûòèÿ îðäåðà ",err," AccountFreeMargin=",AccountFreeMargin());
if (err==130) Print("Îøèáêà îòêðûòèÿ îðäåðà ",err," StopLevel=",StopLevel," Spread=",Spread);
}
else
{
if (!GlobalVariableCheck(ticket+"FirstStop")) GlobalVariableSet(ticket+"FirstStop",SL);
else GlobalVariableSet(ticket+"FirstStop",SL);
if (!GlobalVariableCheck(ticket+"FirstTarget")) GlobalVariableSet(ticket+"FirstTarget",TakePrice);
else GlobalVariableSet(ticket+"FirstTarget",TakePrice);
if (!GlobalVariableCheck(ticket+"TimeFrame")) GlobalVariableSet(ticket+"TimeFrame",PeriodIndex);
else GlobalVariableSet(ticket+"TimeFrame",PeriodIndex);
}
}
}
}
//----
return;
}
//+------------------------------------------------------------------+
//| Ïðîâåðÿåì íàëè÷èå îðäåðà íà íà ñèìâîëå è ïî òèïó |
//+------------------------------------------------------------------+
bool OrderOnSymbolExist(string SymbolName, int Type)
{
//----
bool res=false;
for (int i=0; i<OrdersTotal();i++)
{
if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
{
if (OrderSymbol()==SymbolName&&OrderType()==Type) res=true;
}
}
//----
return(res);
}
//+------------------------------------------------------------------+
//| Ïîïðîáóåì ñîêðàòèòü êîëè÷åñâòî îðäåðîâ |
//+------------------------------------------------------------------+
void TryCloseOrder()
{
//----
//----
return;
}
//+------------------------------------------------------------------+
//| Ïðîâåðÿåì îðäåðà íà òðåéëèíã è ÷àñòè÷íîå çàêðûòèå |
//+------------------------------------------------------------------+
void CheckOrdersForTrailing()
{
//----
int EnterBar,ticket,total=OrdersTotal();
datetime timeOpen;
int tf,type,TSpar;
double SymbolPoint,CurrParStop,a;
double openPrice,StopPrice,ClosePrice,NewClosePrice,ATR2,Zbar=ZeroBar;
int SymbolDigits,minStopLevel;
if (total==0) return;
for (int cnt=total-1;cnt>=0;cnt--)
{
if (OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES))
{
ticket=OrderTicket();
timeOpen=OrderOpenTime();
if (GlobalVariableCheck(ticket+"TimeFrame")) tf=PeriodNumber(GlobalVariableGet(ticket+"TimeFrame"));
EnterBar=iBarShift(OrderSymbol(),tf,timeOpen);
if (EnterBar==0) continue;
SymbolPoint=MarketInfo(OrderSymbol(),MODE_POINT);
SymbolDigits=MarketInfo(OrderSymbol(),MODE_DIGITS);
minStopLevel=MarketInfo(OrderSymbol(),MODE_STOPLEVEL);
openPrice=OrderOpenPrice();
StopPrice=OrderStopLoss();
if (GlobalVariableCheck(ticket+"FirstStop")) TSpar=GlobalVariableGet(ticket+"FirstStop")/SymbolPoint;
a=TSpar*2./Zbar/Zbar;
type=OrderType();
RefreshRates();
if (type==OP_BUY)
{
if (StopPrice<openPrice)
{
CurrParStop=NormalizeDouble(OrderOpenPrice()-(TSpar-a*EnterBar*EnterBar/2.0)*SymbolPoint,SymbolDigits);
if (CurrParStop>OrderStopLoss())
{
if (MarketInfo(OrderSymbol(),MODE_BID)-CurrParStop>minStopLevel*SymbolPoint)OrderModify(OrderTicket(),OrderOpenPrice(),
CurrParStop,OrderTakeProfit(),0,Blue);
else OrderModify(OrderTicket(),OrderOpenPrice(),MarketInfo(OrderSymbol(),MODE_BID)-minStopLevel*SymbolPoint,OrderTakeProfit(),0,Blue);
}
continue;
}
else
{
if (EnterBar>Zbar)
{
ClosePrice=MarketInfo(OrderSymbol(),MODE_BID);
ATR2=2*iATR(OrderSymbol(),tf,ATRPeriod,1);
NewClosePrice=NormalizeDouble(ClosePrice-ATR2,MarketInfo(OrderSymbol(),MODE_DIGITS));
if (StopPrice<NewClosePrice) OrderModify(OrderTicket(),OrderOpenPrice(),NewClosePrice,OrderTakeProfit(),0,Red);
}
continue;
}
}
if (type==OP_SELL)
{
if (StopPrice>openPrice||StopPrice==0.0)
{
CurrParStop=NormalizeDouble(OrderOpenPrice()+(TSpar-a*EnterBar*EnterBar/2.0)*SymbolPoint,SymbolDigits);
if (CurrParStop<OrderStopLoss()||OrderStopLoss()==0)
{
if (CurrParStop-MarketInfo(OrderSymbol(),MODE_ASK)>minStopLevel*SymbolPoint)OrderModify(OrderTicket(),OrderOpenPrice(),
CurrParStop,OrderTakeProfit(),0,Red);
else OrderModify(OrderTicket(),OrderOpenPrice(),MarketInfo(OrderSymbol(),MODE_ASK)+minStopLevel*SymbolPoint,OrderTakeProfit(),0,Red);
}
continue;
}
else
{
if (EnterBar>Zbar)
{
ClosePrice=MarketInfo(OrderSymbol(),MODE_ASK);
ATR2=2*iATR(OrderSymbol(),tf,ATRPeriod,1);
NewClosePrice=NormalizeDouble(ClosePrice+ATR2,MarketInfo(OrderSymbol(),MODE_DIGITS));
if (StopPrice>NewClosePrice) OrderModify(OrderTicket(),OrderOpenPrice(),NewClosePrice,OrderTakeProfit(),0,Red);
continue;
}
}
}
}
}
//----
return;
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
double GetLotsOnRisk(string SymbolName, double RiskPecentage,double StoplossInPoint,double PointValue)
{
//----
double res=0.0;
double MaxLoss=AccountFreeMargin()*RiskPecentage/100.0;
if (RiskPecentage==0)
{
res=MarketInfo(SymbolName,MODE_MINLOT);
return(res);
}
res=MathCeil( MaxLoss/(MarketInfo(SymbolName,MODE_TICKVALUE)*StoplossInPoint/PointValue)*10);
res=NormalizeDouble(res/10.0,1);
if (MarginCalculate(SymbolName,res)>AccountFreeMargin()) res=res-MarketInfo(SymbolName,MODE_LOTSTEP);
if (res>MaxOrderSize) res=MaxOrderSize;
//----
return(res);
}
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
/*
for (int i=0;i<13;i++)
{
Print("i=",i," Symbol=",GetSymbolString(i)," spread=",MarketInfo(GetSymbolString(i),MODE_SPREAD)," ìàðæà íà 0.1 ëîò=",MarginCalculate(GetSymbolString(i),0.1)," ñòîèìîñòü ïóíêòà=",MarketInfo(GetSymbolString(i),MODE_TICKVALUE));
}
*/
int index=0;
if (IsTesting())
{
while(Period()!=PeriodNumber(index))
{
index++;
}
TestingIndexPeriod=index;
int indexSymbol=1;
while(Symbol()!=GetSymbolString(indexSymbol))
{
indexSymbol++;
}
TestingIndexSymbol=indexSymbol;
Print("indexPeriod=",index," PeriodTesting=",PeriodNumber(index), " Symbol index=",indexSymbol," SymbolTesting=",GetSymbolString(indexSymbol));
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
int PeriodCounter=2,SymbolCounter=1,trendOnTF;
string ComString;
int tf;
//----
if (IsTesting())
{
Print("Ïðîøëè ïðîâåðêó íà IsTesting");
for (int indexCount=TestingIndexPeriod;indexCount<=6;indexCount++)
{
if (isNewBar(TestingIndexSymbol,indexCount))
{
Print("Âûçîâåì òðåéëèíã");
if (OrdersTotal()>0) CheckOrdersForTrailing();
//Print("NewBar on ",GetSymbolString(TestingIndexSymbol),PeriodNumber(indexCount),"M");
trendOnTF=TrendByWPR(TestingIndexSymbol,indexCount);
TrendOnSymbol[TestingIndexSymbol,indexCount]=trendOnTF;
GatorTrend[TestingIndexSymbol,indexCount]=iCustom(GetSymbolString(TestingIndexSymbol),PeriodNumber(indexCount),"NRTR_GATOR",40,2,false,7,0);
//Print("GatorTrend on",PeriodNumber(indexCount),"M =",GatorTrend[TestingIndexSymbol,indexCount]);
NRTR_Trend[TestingIndexSymbol,indexCount]=iCustom(GetSymbolString(TestingIndexSymbol),PeriodNumber(indexCount),"NRTR_GATOR",40,2,false,6,1);
//Print("NRTR_Trend on",PeriodNumber(indexCount),"M =",NRTR_Trend[TestingIndexSymbol,indexCount]);
Complextrend[TestingIndexSymbol,indexCount]=(TrendOnSymbol[TestingIndexSymbol,indexCount]+GatorTrend[TestingIndexSymbol,indexCount]+NRTR_Trend[TestingIndexSymbol,indexCount])/3.0;
ComString="";
for (tf=indexCount;tf<7;tf++)
{
//ComString=ComString+StringConcatenate("Period ",PeriodNumber(tf),"M Z_trend=",TrendOnSymbol[TestingIndexSymbol,tf]," G_trend=",
//GatorTrend[TestingIndexSymbol,tf]," N_trend=",NRTR_Trend[TestingIndexSymbol,tf],"\n");
ComString=ComString+StringConcatenate("Period ",PeriodNumber(tf),"M Complextrend=",Complextrend[TestingIndexSymbol,tf],"\n");
}
Comment(ComString);
Print("Trend on ",GetSymbolString(SymbolCounter),PeriodNumber(PeriodCounter),"M=",trendOnTF);
}
}
}
else
{
for (SymbolCounter=1;SymbolCounter<13;SymbolCounter++)
{
for (PeriodCounter=2;PeriodCounter<=6;PeriodCounter++)
{
if (isNewBar(SymbolCounter,PeriodCounter))
{
if (OrdersTotal()>0) CheckOrdersForTrailing();
//Print("NewBar on ",GetSymbolString(SymbolCounter),PeriodNumber(PeriodCounter),"M");
trendOnTF=TrendByWPR(SymbolCounter,PeriodCounter);
TrendOnSymbol[SymbolCounter,PeriodCounter]=trendOnTF;
GatorTrend[SymbolCounter,PeriodCounter]=iCustom(GetSymbolString(SymbolCounter),PeriodNumber(PeriodCounter),"NRTR_GATOR",40,2,false,7,0);
NRTR_Trend[SymbolCounter,PeriodCounter]=iCustom(GetSymbolString(SymbolCounter),PeriodNumber(PeriodCounter),"NRTR_GATOR",40,2,false,6,1);
Complextrend[SymbolCounter,PeriodCounter]=(TrendOnSymbol[SymbolCounter,PeriodCounter]+GatorTrend[SymbolCounter,PeriodCounter]+NRTR_Trend[SymbolCounter,PeriodCounter])/3.0;
if (Symbol()==GetSymbolString(SymbolCounter))
{
ComString="";
for (tf=2;tf<7;tf++)
{
ComString=ComString+StringConcatenate("Period ",PeriodNumber(tf),"M Z_trend=",TrendOnSymbol[SymbolCounter,tf]," G_trend=",
GatorTrend[SymbolCounter,tf]," N_trend=",NRTR_Trend[SymbolCounter,tf],"\n");
}
Comment(ComString);
//Print("Trend on ",GetSymbolString(SymbolCounter),PeriodNumber(PeriodCounter),"M=",trendOnTF);
}
}
}
}
}
ArrayInitialize(TPvsSL,0.0);
ArrayInitialize(BestTPvsSLSymbol,0);
ArrayInitialize(BestTPvsSLPeriod,0);
if (TrendExist())
{
if (OrdersTotal()<MaxOpenedOrders) TryOpenOrder();
else TryCloseOrder();
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Larry William percent range indicator
Indicator of the average true range
Custom Indicators Used:
NRTR_GATOR
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
Other Features:
