//+------------------------------------------------------------------+
//| SAR Trading v2.mq4 |
//| Copyright © 2005, Cronex. |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Cronex"
#include <stdlib.mqh>
#include <stderror.mqh>
//----
extern double Lots = 0.1;
extern double MaximumLots = 0.5;
extern double TakeProfit = 100;
extern double StopLoss = 15;
extern double TrailingStep = 1;
extern double MaximumRisk = 0.025;
extern double DecreaseFactor = 20;
extern double MAPeriod = 18;
extern double MAShift = 2;
//----
#define MAGICSAR 19680213
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int Buys = 0, Sells = 0;
//----
for(int i = 0; i < OrdersTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == false)
break;
//----
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MAGICSAR)
{
if(OrderType() == OP_BUY)
Buys++;
//----
if(OrderType()==OP_SELL)
Sells++;
}
}
//---- return orders volume
if(Buys > 0)
return(Buys);
else
return(-Sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double Lot = Lots;
int orders = HistoryTotal(); // history orders total
int losses = 0; // number of losses orders without a break
//---- select lot size
Lot = NormalizeDouble(AccountFreeMargin()*MaximumRisk / 1000.0, 1);
//---- calcuulate number of losses orders without a break
if(DecreaseFactor > 0)
{
for(int i = orders - 1; i >= 0; i--)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY) == false)
{
Print("Error in history!");
break;
}
//----
if(OrderSymbol() != Symbol() || OrderType() > OP_SELL)
continue;
//----
if(OrderProfit() > 0)
break;
//----
if(OrderProfit() < 0)
losses++;
}
if(losses > 1)
Lot = NormalizeDouble(Lot - Lot*losses / DecreaseFactor, 1);
}
//---- return lot size
if(Lot < 0.1)
Lot = 0.1;
if(MaximumLots != 0 && Lot > MaximumLots)
Lot = MaximumLots;
return(Lot);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OrderTrailingStop()
{
if(StopLoss > 0)
{
for(int i = 0; i < OrdersTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == false)
break;
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MAGICSAR)
{
if(OrderType() == OP_BUY)
{
if(Bid - OrderOpenPrice() > Point*(StopLoss + TrailingStep) &&
OrderStopLoss()<Bid-Point*(StopLoss+TrailingStep))
ErrorCheckOut(OrderModify(OrderTicket(), 0, Bid - Point*(StopLoss),
OrderTakeProfit(), 0, Blue));
}
if(OrderType() == OP_SELL)
{
if(OrderOpenPrice() - Ask > Point*(StopLoss+TrailingStep) &&
OrderStopLoss() > Ask + Point*(StopLoss + TrailingStep))
ErrorCheckOut(OrderModify(OrderTicket(), 0, Ask + Point*(StopLoss),
OrderTakeProfit(), 0, Blue));
}
}
}
}
//----
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double SAR,MA;
SAR = iSAR(NULL, 0, 0.02, 0.2, 0);
MA = iMA(NULL, 0, MAPeriod, MAShift, MODE_SMA, PRICE_MEDIAN, 0);
//============================== Ïîêóïêà ============================
if(SAR < MA || iClose(NULL, 0, MAShift) < MA)
{
ErrorCheckOut(OrderSend(Symbol(), OP_BUY, LotsOptimized(), Ask, 3,
Bid - StopLoss*Point, Ask + TakeProfit*Point, "", MAGICSAR,
0, Lime));
}
//============================== Ïðîäàæà ============================
else
if(SAR > MA || iClose(NULL, 0, MAShift) > MA)
{
ErrorCheckOut(OrderSend(Symbol(), OP_SELL, LotsOptimized(), Bid, 3,
Ask + StopLoss*Point, Bid - TakeProfit*Point , "",
MAGICSAR, 0, DarkOrange));
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void ErrorCheckOut(bool LastErr)
{
int Error;
if(LastErr != TRUE)
{
Error = GetLastError();
if(Error != 0)
Print("LastError = ",Error," : ",ErrorDescription(Error));
}
}
//+------------------------------------------------------------------+
//| Start of expert |
//+------------------------------------------------------------------+
int start()
{
if(Bars < 100 || IsTradeAllowed() == false)
return;
if(CalculateCurrentOrders(Symbol()) == 0)
CheckForOpen();
else
OrderTrailingStop();
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Parabolic Stop and Reverse system
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
Other Features: