ScalpExp03All_ver24





//+------------------------------------------------------------------+
//|                                                    Scalp-M15.mq4 |
//|                                                Modified by Jazz. |
//|                                       http://www.metaquotes.net/ |
//| âåðñèÿ 2.4                                                       |
//|   - Äîáàâëåí êîíòðîëü ëîòà íà äîïóñòèìûé ðàçìåð                  |
//|     (÷òîá no money íå ïîëó÷èòü )                                 |
//| âåðñèÿ 2.3                                                       |
//|   - èçìåíåí ÌÌ: òåïåðü ðàçìåð ëîòà èçìåíÿåòñÿ ïî ñëåä. àëãîðèòìó:|
//|     íà÷èíàåòñÿ òîðãîâëÿ ñ ëîòîì = mlot, ïîñëå êàæäîé óñïåøíîé    |
//|     ñäåëêè ëîò óìåíüøàåòñÿ âäâîå äî ìèíèìàëüíîãî = 0.1,          |
//|     åñëè âñòðåòèëàñü ïðîèãðàâøàÿ ñäåëêà ëîò ñòàâèòñÿ ïî          |
//|     ìàðòèíãåéëó äëÿ òîãî, ÷òî áû ñëåäóþùàÿ âîñïîëíèëà óáûòîê     |
//|     (ïðè óñïåõå ðàçóìååòñÿ :)) èëè = mlot, åñëè ïî Ìà ïîëó÷èëîñü |
//|     ìåíüøå ÷åì mlot                                              |
//|   - Äîáàâëåíà çàäåðæêà = !!!3 äíÿ!!! ïîñëå íåóñïåøíîé ñäåëêè, ýòî|
//|     çà÷àñòóþ ïîçâîëÿåò èçáåæàòü ïîëó÷åíèÿ âòîðîãî ëîñÿ ïîäðÿä    |
//|   - Èñïðàâëåí êîä, îòâå÷àþùèé çà óäàëåíèå íåñðàáîòàâøèõ îðäåðîâ  |
//|     (òåïåðü ðàáîòàåò :))                                         |
//|   - Äîáàâëåí ïàðàìåòð UseMG âêëþ÷àþùèé èñïîëüçîâàíèå ÌÌ          |
//|   - Òåïåðü ýêïåðò ïîä÷èùàåò ÷àðò çà ñîáîé                        |
//+------------------------------------------------------------------+
#include <stdlib.mqh>

#property show_inputs
#property copyright "Jazz, Tartan"

extern double TakeProfit = 15;
extern double StopLoss = 100;
extern double Lots = 0.1;
extern double TrailingStop = 10;
extern int per=14;
extern int mgod=2006;
extern int ttime=60;
extern int m1=0;
extern int zap=15;
extern int msec=45;
extern int Pause=450;
extern double mlot=0.1;
extern bool UseMG=true; // èñïîëüçîâàòü òàêòèêó ìàðòèíãåéëà äëÿ êîìïåíñàöèè ëîñåé
double canal,ob,os,dl,dh,lb,b,s,oppr,porog,hod,MidLine,MaxH,MinL,MaxPr,ls;
   double lbsig,ssig,bsig,lssig,pb=200,ps, ord_lot;
   datetime ctm1;
string MaxHi="lime";
string MinLow="ww",MidLin="ee";
int korl,korh,blok,i,reg=1,j,MinPr,blokd,Prec=4,k,cmd,cmd1,h;
bool isHedj=false;
//+------------------------------------------------------------------+
int deinit(){
   ObjectsDeleteAll(WindowOnDropped());
   return(0);
}
//+------------------------------------------------------------------+
int init(){
   
   return(0);
}



//+------------------------------------------------------------------+
int start()
  {
   double price,stl;
   int cnt,i,ticket;
   string arrup,arrdown;
   datetime ctm;
   if(mgod!=Year()) return(0);
   if(m1==Minute() && msec<=Seconds() && j==0) j=j+1;
//---------------------------------------Ïîäñ÷åò îòêðûòûõ ïîçèöèé----------------
b=0;s=0;ob=0;os=0;ls=0;lb=0;
   for (cnt=0;cnt<OrdersTotal();cnt++) 
      {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(OrderType()==OP_SELL && OrderSymbol()==Symbol()) {b=b+1;oppr=OrderOpenPrice();}
      if(OrderType()==OP_BUY && OrderSymbol()==Symbol()) {s=s+1;oppr=OrderOpenPrice();}
      if(OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol() && h==0) {os=os+1;oppr=OrderOpenPrice();}
      if(OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol() && h==0) {ob=ob+1;oppr=OrderOpenPrice();}
      if(OrderType()==OP_SELLLIMIT && OrderSymbol()==Symbol()) {ls=ls+1;oppr=OrderOpenPrice();}
      if(OrderType()==OP_BUYLIMIT && OrderSymbol()==Symbol()) {lb=lb+1;oppr=OrderOpenPrice();}
      }
if((os+ob)>0) {blok=1;blokd=1;}
if ((s+b+os+ob+ls+lb)==0) 
   {//Print((s+b+os+ob+ls+lb),"+",h);
   h=0;
   for (cnt=0;cnt<OrdersTotal();cnt++) 
      {
       OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
       Print(OrderType());
        if (OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol()) OrderDelete(OrderTicket());
        if (OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol()) OrderDelete(OrderTicket());
       }
   }


//-----------------------------------------  MM  ----------------------------------------

ord_lot = mlot;
if (UseMG){
   for(i=HistoryTotal()-1;i>=0;i--)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
      if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL || OrderMagicNumber() > 2) continue; // ýòî îòëîæåíûé îðäåð 
      //----
      if(OrderProfit()>0) {
         ord_lot = NormalizeDouble(OrderLots()/2,1);
         if (ord_lot<0.1) ord_lot=0.1;
         break;
      }
      if(OrderProfit()<0 && OrderClosePrice() == OrderStopLoss()) {
         ord_lot = OrderLots()*MathRound(StopLoss/TakeProfit);  
         if (ord_lot < mlot) ord_lot=mlot;
         if (ord_lot > NormalizeDouble(AccountFreeMargin()/1000.0,1))
            ord_lot = NormalizeDouble(AccountFreeMargin()/1000.0,1);        
         break;
      }
   }
}
if (StringSubstr(Symbol(),3,3) == "USD"){
   //Print("USD íå îñíîâíàÿ âàëþòà! Ïðîâåðèì ëîò.");
   if (ord_lot > NormalizeDouble(AccountFreeMargin()/1000.0/Bid,1))
      ord_lot = NormalizeDouble(AccountFreeMargin()/1000.0/Bid,1);                 
   //Print("Ëîò=",ord_lot);
}
//-----------------------------------------------MiniMax Setting------------------------------------------------

MaxH=High[per];MinL=Low[per];
for (cnt=0;cnt<per;cnt++)
{
if (MaxH<High[cnt]) MaxH=High[cnt];
if (MinL>Low[cnt]) MinL=Low[cnt];
}
MidLine=NormalizeDouble((MaxH+MinL)/2,Prec);
ObjectMove("MaxHi",OBJ_HLINE,CurTime(),MaxH);
ObjectMove("MinLow",OBJ_HLINE,CurTime(),MinL);
ObjectMove("MidLine",OBJ_HLINE,CurTime(),MidLine);
canal=MathRound((MaxH-MinL)/Point); 
   ObjectCreate(MaxHi, OBJ_HLINE, 0, Time[0], MaxH);
      ObjectsRedraw();
   ObjectCreate(MinLow, OBJ_HLINE, 0, Time[0], MinL);
      ObjectsRedraw();
   ObjectCreate(MidLin, OBJ_HLINE, 0, Time[0],MidLine);
      ObjectsRedraw();
   ObjectSet(MaxHi, OBJPROP_PRICE1,MaxH);
   ObjectsRedraw();
   ObjectSet(MinLow, OBJPROP_PRICE1,MinL);
   ObjectsRedraw();
   ObjectSet(MidLin, OBJPROP_PRICE1,MidLine);
   ObjectsRedraw();
 //Comment("ps - ",ps," pb - ",pb,"\nos - ",os," ob - ",ob);
if(os==1 && ((oppr-MidLine)/Point)>=5) reg=0;
if(ob==1 && ((oppr-MidLine)/Point)<=-5) reg=0;
if((os+ob)==0 && (s+b)==0 && canal<30) return(0);
if(MidLine<oppr && ssig==1) reg=0; 
if(MidLine<oppr && bsig==1) reg=1; 
if(MidLine>oppr && ssig==1) reg=1; 
if(MidLine>oppr && bsig==1) reg=0; 
if(mlot==0.1)
{
   if(reg==0) porog=canal/10; else porog=5;
   if(canal<50) porog=canal/10;
   porog=MathRound(porog);
}
if (mlot==1.0)
{
   if (reg==0) porog=canal; else porog=50;
   if (canal<50) porog=canal;
}

//------------------------------------Îïðåäåëåíèå õîäîâûõ ïàðàìåòðîâ ïàðû---------------------------------
hod=(Open[3]-Close[3]+Open[2]-Close[2]+Open[1]-Close[1]+Open[0]-Close[0])/Point;  

if ((MidLine-Close[0])/Point<-5) korh=1; else korh=0;
if ((MidLine-Close[0])/Point>5) korl=1;else korl=0;

//---------------------------------------------Ñíÿòèå ñëèâîê----------------------------------------------
//if((CurTime()-OrderCloseTime())<15) return(0);
if ((s+b+os+ob+ls+lb)>0) {MaxPr=0; MinPr=0;}
if(( b+s)>0 && TrailingStop==0 && h==0)  
   {
   for (cnt=0;cnt<OrdersTotal();cnt++) 
      {//Comment("HistoryTotal - ",HistoryTotal());
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(OrderSymbol()==Symbol())
         {
            cmd=OrderType();
            if(cmd==OP_BUY) {price=Bid;cmd1=OP_SELL;stl=OrderOpenPrice()-Bid;}
            if(cmd==OP_SELL) {price=Ask;cmd1=OP_BUY;stl=Ask-OrderOpenPrice();}
         //if (OrderProfit()>MaxPr) MaxPr=OrderProfit();
         //if (OrderProfit()<MinPr) MinPr=OrderProfit();
         if (OrderProfit()>porog||stl>=50*Point)
            {
            OrderClose(OrderTicket(),OrderLots(),price,5,Violet); // close position
            return(0);
            }
         }
       } 
   }    
if ((ob+os)==0 && (b+s)==0 && (ls+lb)==0 && Hour()!=0){blok=0; oppr=0; blokd=0;}
if ((os+ob)>0) {blok=1;blokd=1;}
if (((MathAbs(oppr-Close[0]))/Point)>=15) blokd=0;
if (j>0) { blokd=0;j=0;} else blokd=1;

if (blokd==0) 
{
 for (cnt=OrdersTotal()-1;cnt>=0;cnt--) 
 {
   if(OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES)==false) { Print("Error in OrderSelect!"); break; }

   if (OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol()) OrderDelete(OrderTicket());
   if (OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol()) OrderDelete(OrderTicket());
  }
}

   

//-----------------------------------------------Indicators Setting--------------------------------------------

ssig=0;bsig=0; 
if ((s+b+os+ob+ls+lb)>0){korh=0;korl=0;}

if (korh==1 && hod>0) {ssig=1;SetIndexArrow(0,242);}
if ((MaxH-Close[0])>10*Point) 
{
   if (korh==1 && hod<=-5) {bsig=1;SetIndexArrow(0,241);}
} 
else 
{
   if (korh==1 && hod<=-5) {ssig=1;SetIndexArrow(0,242);}
}
if (korl==1 && hod<0) {bsig=1;SetIndexArrow(0,241);}
if ((Close[0]-MinL)>10*Point)
{ 
   if (korl==1 && hod>=5){ssig=1;SetIndexArrow(0,242);}
}
else
{
   if (korh==1 && hod>=5) {bsig=1;SetIndexArrow(0,241);}
}

Comment("Data: ",Year(),".",Month(),".",Day(),"  Time ",Hour(),":",Minute(),"   MidLine=",(MaxH+MinL)/2,"  MaxPr: ",MaxPr,
       "  MinPr=",MinPr,"  Blok=",blok,"  TInd=",j,"  Reg=",reg,"\n","StoProfit=",porog,"  Canal=",canal,
       "  Profit=",MathRound(OrderProfit()),"  Hod=",hod,"  KorL=",korl,"  KorH=",korh,"  DBlok=",blokd,"  OrdPrice=",oppr);
  
//-------------------------------------------------Open Positions---------------------------------------------
if ((ob+os+lb+ls)==0) blok=0;

if (blok==0) 
{
   int t = ttime;
   for(i=HistoryTotal()-1;i>=0;i--)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
      if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL || OrderMagicNumber() > 2) continue; // ýòî îòëîæåíûé îðäåð 
      //----
      if(OrderProfit()>0) break;
      if(OrderProfit()<0 && OrderClosePrice() == OrderStopLoss()) {
         t = 3600*72;   // ïîñëå ëîñÿ âûäåðæèì ïàóçó ÷òî áû íå íàðâàòüñÿ íà åùå îäíîãî 
         break;
      }
   }
   
   
   if ((CurTime()-OrderCloseTime())<t) return(0); 

   if (ssig==1 && s==0 && os==0) 
      {
       arrdown=CharToStr(Time[0]);
       ObjectCreate(arrdown, OBJ_ARROW, 0,Time[0],High[0]+10*Point);
         ObjectSet(arrdown,OBJPROP_ARROWCODE,242);
         ObjectSet(arrdown,OBJPROP_COLOR,Yellow);
      ticket=OrderSend(Symbol(),OP_SELLSTOP,ord_lot,Bid-zap*Point,5,Bid+StopLoss*Point-zap*Point,Bid-TakeProfit*Point-zap*Point,"Sculp_Sell",1,CurTime()+3600*6,GreenYellow);
      ps=Bid;
      return(0);
      } 
    if (bsig==1 && b==0 && ob==0 && (Bid+5*Point)>Ask)
      {
       arrup=CharToStr(Time[0]);
       ObjectCreate(arrup, OBJ_ARROW, 0,Time[0],Low[0]-10*Point);
         ObjectSet(arrup,OBJPROP_ARROWCODE,241);
         ObjectSet(arrup,OBJPROP_COLOR,Blue);

      ticket=OrderSend(Symbol(),OP_BUYSTOP,ord_lot,Ask+zap*Point,5,Ask-StopLoss*Point+zap*Point,Ask+TakeProfit*Point+zap*Point,"Sculp_Buy",2,CurTime()+3600*6,Violet);
      pb=Ask;
      return(0);
      }
}
 
//----------------------------TrailingStop--------------------------
if ((b+s)>0 && TrailingStop>0)
   {
      for (cnt=0;cnt<OrdersTotal();cnt++) 
      {
      os=0;ob=0;
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      
      if(OrderType()==OP_BUY && OrderSymbol()==Symbol())  // check for symbol
         {
            if ((Bid-OrderOpenPrice())>TrailingStop*Point)
               {
                  if(OrderStopLoss()<Bid-Point*TrailingStop)
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
                     return(0);
                    }
      	      }
      	 }

      if(OrderType()==OP_SELL && OrderSymbol()==Symbol())  // check for symbol
         {  
             if((OrderOpenPrice()-Ask)>Point*TrailingStop)
                 {
                  if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
                     return(0);
                    }
                 }

         }
       }
    } 

//-------------------------Ïîäòÿíåì îòëîæåííûå îðäåðà--------------------  
/*if((ob+os)>0)
   {
   for (cnt=0;cnt<OrdersTotal();cnt++) 
      {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol())
         {
         //Comment("Hello");  
         if (ps< Bid)
            {
            arrdown=CharToStr(Time[0]);
            ObjectCreate(arrdown, OBJ_ARROW, 0,Time[0],High[0]+10*Point);
            ObjectSet(arrdown,OBJPROP_ARROWCODE,242);
            ObjectSet(arrdown,OBJPROP_COLOR,Yellow);
      	   ps=Bid; 
            OrderModify(OrderTicket(),Bid-zap*Point,0,0,0,Green);
            OrderModify(OrderTicket(),Bid-zap*Point,Bid+StopLoss*Point-zap*Point,Bid-Point*TakeProfit-zap*Point,0,Green);
            return(0);
      	   } 
      	}

      if(OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol())
         {  

         if (pb>Ask)
            {
            arrup=CharToStr(Time[0]);
            ObjectCreate(arrup, OBJ_ARROW, 0,Time[0],Low[0]-10*Point);
            ObjectSet(arrup,OBJPROP_ARROWCODE,241);
            ObjectSet(arrup,OBJPROP_COLOR,Blue);
	         pb=Ask;
            OrderModify(OrderTicket(),Ask+zap*Point,0,0,0,Violet);
            OrderModify(OrderTicket(),Ask+zap*Point,Ask+zap*Point-StopLoss*Point,Ask+zap*Point+TakeProfit*Point,0,Violet);
            return(0);
            }
         }
    } 
}*/
return(0);
}//---------End------------





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
Series array that contains close prices for each bar
Series array that contains open prices of each bar


Indicator Curves created:


Indicators Used:



Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders

It Closes Orders by itself
It automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy

Other Features:

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.00 Total Net Profit:0.00

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.00 Total Net Profit:0.00

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.00 Total Net Profit:0.00

BackTest : EURUSD on H1

From 2010-05-01 to 2010-05-31 Profit Factor:0.00 Total Net Profit:0.00

BackTest : EURUSD on H1

From 2010-06-01 to 2010-06-30 Profit Factor:0.00 Total Net Profit:0.00

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.00 Total Net Profit:0.00

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.00 Total Net Profit:0.00

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.00 Total Net Profit:0.00

Request Backtest for ScalpExp03All_ver24


From : (yyyy/mm/dd) To: (yyyy/mm/dd)

Pair: Period: