/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| ross-exp.mq4 |
//| Copyright © 2005, Nick Bilak, beluck[AT]gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Nick Bilak"
#property link "http://metatrader.50webs.com/"
#include <stdlib.mqh>
extern int myMagic = 20051203;
extern double AllProfit = 100;
extern double AllLoss = 50;
extern double TakeProfit = 100;
extern double StopLoss = 40;
extern double TrailingStop = 15;
extern int slippage=2; //slippage for market order processing
extern int shift=0; //shift to current bar,
extern double Lots = 0.1;
extern int AOLongLevel=60;
extern int AOShortLevel=-30;
extern int OrderTriesNumber=5;
bool buysig1,sellsig1,buysig2,sellsig2,buysig3,sellsig3,closeall,closeloss,closebuy,closesell;
int lastsig,last,tries,a1,a2,a3,a4;
double openPrice1,openPrice2,openPrice3;
double openProfit,openLoss;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders()
{
int orders;
openProfit=0;
openLoss=0;
for(int i=0;i<OrdersTotal();i++) {
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==myMagic) {
orders++;
if (OrderProfit()>0) openProfit+=OrderProfit(); else openLoss+=-OrderProfit();
}
}
return(orders);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForSignals() {
double ao1=iAO(NULL,0,shift);
double ao2=iAO(NULL,0,shift+1);
double ao3=iAO(NULL,0,shift+2);
double ao4=iAO(NULL,0,shift+3);
double ao5=iAO(NULL,0,shift+4);
buysig1=false;
buysig2=false;
buysig3=false;
sellsig1=false;
sellsig2=false;
sellsig3=false;
if ((ao1>AOLongLevel*Point && ao2<=AOLongLevel*Point) || (ao1>AOShortLevel*Point && ao2<=AOShortLevel*Point)) {
if (a1!=Time[0]) {
Alert(Symbol()+Period()+" 0.AO - level cross up");
a1=Time[0];
}
}
if ((ao2>AOLongLevel*Point && ao3<=AOLongLevel*Point) || (ao2>AOShortLevel*Point && ao3<=AOShortLevel*Point) && ao1>ao2) {
if (a2!=Time[0]) {
Alert(Symbol()+Period()+" 1.AO-enter long 1 lot");
a2=Time[0];
}
buysig1=true;
}
if ((ao3>AOLongLevel*Point && ao4<=AOLongLevel*Point) || (ao3>AOShortLevel*Point && ao4<=AOShortLevel*Point) && ao2>ao3 && ao1>ao2 && Bid-openPrice1>0.0) {
if (a3!=Time[0]) {
Alert(Symbol()+Period()+" 2.AO-enter long 2 lots");
a3=Time[0];
}
buysig2=true;
}
if ((ao4>AOLongLevel*Point && ao5<=AOLongLevel*Point) || (ao4>AOShortLevel*Point && ao5<=AOShortLevel*Point) && ao3>ao4 && ao2>ao3 && ao1>ao2 && Bid-openPrice2>0.0) {
if (a4!=Time[0]) {
Alert(Symbol()+Period()+" 3.AO-enter long 1 lot");
a4=Time[0];
}
buysig3=true;
}
if ((ao1<AOLongLevel*Point && ao2>=AOLongLevel*Point) || (ao1<AOShortLevel*Point && ao2>=AOShortLevel*Point)) {
if (a1!=Time[0]) {
Alert(Symbol()+Period()+" 0.AO - level cross down");
a1=Time[0];
}
}
if ((ao2<AOLongLevel*Point && ao3>=AOLongLevel*Point) || (ao2<AOShortLevel*Point && ao3>=AOShortLevel*Point) && ao1<ao2) {
if (a2!=Time[0]) {
Alert(Symbol()+Period()+" 1.AO-enter short 1 lot");
a2=Time[0];
}
sellsig1=true;
}
if ((ao3<AOLongLevel*Point && ao4>=AOLongLevel*Point) || (ao3<AOShortLevel*Point && ao4>=AOShortLevel*Point) && ao2<ao3 && ao1<ao2 && openPrice1-Ask>0.0) {
if (a3!=Time[0]) {
Alert(Symbol()+Period()+" 2.AO-enter short 2 lots");
a3=Time[0];
}
sellsig2=true;
}
if ((ao4<AOLongLevel*Point && ao5>=AOLongLevel*Point) || (ao4<AOShortLevel*Point && ao5>=AOShortLevel*Point) && ao3<ao4 && ao2<ao3 && ao1<ao2 && openPrice2-Ask>0.0) {
if (a4!=Time[0]) {
Alert(Symbol()+Period()+" 3.AO-enter short 1 lot");
a4=Time[0];
}
sellsig3=true;
}
closeall=false;
closeloss=false;
if (openProfit>AllProfit) closeall=true;
if (openLoss>AllLoss) closeloss=true;
}
void CheckForOpen() {
int res,tr;
//---- buy conditions
if(CalculateCurrentOrders()==0 && buysig1 && last!=Time[0]) {
res=0;
tries=0;
while (res<=0 && tries<OrderTriesNumber) {
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
RefreshRates();
res=OrderSend(Symbol(),OP_BUY,Lots,Ask,slippage,Ask-StopLoss*Point,Ask+TakeProfit*Point,"ao1b",myMagic,0,Blue);
if (res<0) Print("Error opening BUY order : ",ErrorDescription(GetLastError()));
tries++;
}
if (res>0) { last=Time[0]; openPrice1=Ask; }
return;
}
if(CalculateCurrentOrders()==1 && buysig2 && last!=Time[0]) {
res=0;
tries=0;
while (res<=0 && tries<OrderTriesNumber) {
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
RefreshRates();
res=OrderSend(Symbol(),OP_BUY,Lots*2,Ask,slippage,Ask-StopLoss*Point,Ask+TakeProfit*Point,"ao2b",myMagic,0,Blue);
if (res<0) Print("Error opening BUY order : ",ErrorDescription(GetLastError()));
tries++;
}
if (res>0) { last=Time[0]; openPrice2=Ask; }
return;
}
if(CalculateCurrentOrders()==2 && buysig3 && last!=Time[0]) {
res=0;
tries=0;
while (res<=0 && tries<OrderTriesNumber) {
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
RefreshRates();
res=OrderSend(Symbol(),OP_BUY,Lots*2,Ask,slippage,Ask-StopLoss*Point,Ask+TakeProfit*Point,"ao3b",myMagic,0,Blue);
if (res<0) Print("Error opening BUY order : ",ErrorDescription(GetLastError()));
tries++;
}
if (res>0) { last=Time[0]; openPrice3=Ask; }
return;
}
//---- sell conditions
if(CalculateCurrentOrders()==0 && sellsig1 && last!=Time[0]) {
res=0;
tries=0;
while (res<=0 && tries<OrderTriesNumber) {
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
RefreshRates();
res=OrderSend(Symbol(),OP_SELL,Lots,Bid,slippage,Bid+StopLoss*Point,Bid-TakeProfit*Point,"ao1s",myMagic,0,Red);
if (res<0) Print("Error opening SELL order : ",ErrorDescription(GetLastError()));
tries++;
}
if (res>0) { last=Time[0]; openPrice1=Bid; }
return;
}
if(CalculateCurrentOrders()==1 && sellsig2 && last!=Time[0]) {
res=0;
tries=0;
while (res<=0 && tries<OrderTriesNumber) {
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
RefreshRates();
res=OrderSend(Symbol(),OP_SELL,Lots*2,Bid,slippage,Bid+StopLoss*Point,Bid-TakeProfit*Point,"ao2s",myMagic,0,Red);
if (res<0) Print("Error opening SELL order : ",ErrorDescription(GetLastError()));
tries++;
}
if (res>0) { last=Time[0]; openPrice2=Bid; }
return;
}
if(CalculateCurrentOrders()==2 && sellsig3 && last!=Time[0]) {
res=0;
tries=0;
while (res<=0 && tries<OrderTriesNumber) {
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
RefreshRates();
res=OrderSend(Symbol(),OP_SELL,Lots,Bid,slippage,Bid+StopLoss*Point,Bid-TakeProfit*Point,"ao3s",myMagic,0,Red);
if (res<0) Print("Error opening SELL order : ",ErrorDescription(GetLastError()));
tries++;
}
if (res>0) { last=Time[0]; openPrice3=Bid; }
return;
}
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose() {
bool bres; int tr;
for(int i=0;i<OrdersTotal();i++) {
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=myMagic || OrderSymbol()!=Symbol()) continue;
if (closeall) {
bres=false;
tries=0;
while (!bres && tries<OrderTriesNumber) {
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
RefreshRates();
bres=OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,White);
Sleep(3000);
if (!bres) Print("Error closing order : ",ErrorDescription(GetLastError()));
tries++;
}
}
if (closeloss && OrderProfit()<0) {
bres=false;
tries=0;
while (!bres && tries<OrderTriesNumber) {
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
RefreshRates();
bres=OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,White);
Sleep(3000);
if (!bres) Print("Error closing order : ",ErrorDescription(GetLastError()));
tries++;
}
}
}
}
void TickTrailing() {
bool bres; int tr;
double StopLoss;
for (int i = 0; i < OrdersTotal(); i++) {
if ( OrderSelect (i, SELECT_BY_POS) == false ) continue;
if ( OrderSymbol() != Symbol() || OrderMagicNumber() != myMagic ) continue;
if ( OrderType() == OP_BUY ) {
StopLoss = OrderStopLoss()+Point;
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
bres=OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, White);
Sleep(3000);
if (!bres) Print("Error Modifying BUY order : ",ErrorDescription(GetLastError()));
}
if ( OrderType() == OP_SELL ) {
StopLoss = OrderStopLoss()-Point;
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
bres=OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, Gold);
Sleep(3000);
if (!bres) Print("Error Modifying SELL order : ",ErrorDescription(GetLastError()));
}
}
}
void TrailStop() {
bool bres; int tr;
double StopLoss;
if ( TrailingStop > 2 ) {
for (int i = 0; i < OrdersTotal(); i++) {
if ( OrderSelect (i, SELECT_BY_POS) == false ) continue;
if ( OrderSymbol() != Symbol() || OrderMagicNumber() != myMagic ) continue;
if ( OrderType() == OP_BUY ) {
if ( Bid < OrderOpenPrice()+TrailingStop*Point ) continue;
StopLoss = Bid-TrailingStop*Point;
if ( StopLoss > OrderStopLoss() ) {
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
bres=OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, White);
Sleep(3000);
if (!bres) Print("Error Modifying BUY order : ",ErrorDescription(GetLastError()));
}
}
if ( OrderType() == OP_SELL ) {
if ( Ask > OrderOpenPrice()-TrailingStop*Point ) continue;
StopLoss = Ask+TrailingStop*Point;
if ( StopLoss < OrderStopLoss() ) {
tr=0;
while(tr<7 && !IsTradeAllowed()) { tr++; Sleep(5000); }
bres=OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, Gold);
Sleep(3000);
if (!bres) Print("Error Modifying SELL order : ",ErrorDescription(GetLastError()));
}
}
}
}
return;
}
void start() {
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- check for signals
CheckForSignals();
//---- calculate open orders by current symbol
if (CalculateCurrentOrders()<3)
CheckForOpen();
if (CalculateCurrentOrders()>0)
CheckForClose();
TickTrailing();
TrailStop();
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Bill Williams Awesome oscillator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It Closes Orders by itself
Other Features:
It issuies visual alerts to the screen
