//+-------------------------------------------------------------------------------------+
//| SessionTrade_Expert.mq4 |
//| Scriptong |
//| scriptong@mail.ru |
//+-------------------------------------------------------------------------------------+
#property copyright "Scriptong"
#property link "scriptong@mail.ru"
//---- input parameters
extern double Lots = 0.1;
extern int Delta = 1;
extern int AzianFlatStart = 0;
extern int AzianFlatEnd = 8;
extern int EuropeanFlatStart = 8;
extern int EuropeanFlatEnd = 16;
extern int AmericanFlatStart = 16;
extern int AmericanFlatEnd = 24;
extern string OpenOrderSound = "ok.wav";
extern int MagicNumber = 47589;
bool Activate, FreeMarginAlert, FatalError;
double Tick, Spread, StopLevel, MinLot, MaxLot, LotStep, LastLots,
LowV, HighV, SessionLow, SessionHigh;
datetime LastBar, NowDay, LastOpen[3];
int Start[3], Finish[3], CurSession;
//+-------------------------------------------------------------------------------------+
//| expert initialization function |
//+-------------------------------------------------------------------------------------+
int init()
{
//----
Activate = False;
FatalError = False;
// - 1 - == Ñáîð èíôîðìàöèè îá óñëîâèÿõ òîðãîâëè ========================================
Tick = MarketInfo(Symbol(), MODE_TICKSIZE); // ìèíèìàëüíûé òèê
Spread = ND(MarketInfo(Symbol(), MODE_SPREAD)*Point); // òåêóùèé ñïðýä
StopLevel = ND(MarketInfo(Symbol(), MODE_STOPLEVEL)*Point); // òåêóùèé óðîâåíü ñòîïîâ
MinLot = MarketInfo(Symbol(), MODE_MINLOT); // ìèíèìàëüíûé ðàçðåøåííûé îáúåì ñäåëêè
MaxLot = MarketInfo(Symbol(), MODE_MAXLOT); // ìàêñèìàëüíûé ðàçðåøåííûé îáúåì ñäåëêè
LotStep = MarketInfo(Symbol(), MODE_LOTSTEP); // øàã ïðèðàùåíèÿ îáúåìà ñäåëêè
// - 1 - == Îêîí÷àíèå áëîêà =============================================================
// - 2 - == Ïðèâåäåíèå îáúåìà ñäåëêè ê äîïóñòèìîìó è ïðîâåðêà êîððåêòíîñòè îáúåìà =======
Lots = MathRound(Lots/LotStep)*LotStep; // îêðóãëåíèå îáúåìà äî áëèæàéøåãî äîïóñòèìîãî
if(Lots < MinLot || Lots > MaxLot) // îáúåì ñäåëêè íå ìåíüøå MinLot è íå áîëüøå MaxLot
{
Comment("Ïàðàìåòðîì Lots áûë çàäàí íåïðàâèëüíûé îáúåì ñäåëêè! Ñîâåòíèê îòêëþ÷åí!");
return(0);
}
// - 2 - == Îêîí÷àíèå áëîêà =============================================================
// - 3 - === Ïåðåêîìïîíîâêà âðåìåíè ñåññèé â ìàññèâû è ïðîâåðêà êîððåêòíîñòè äàííûõ =====
if (!ToArray(0, AzianFlatStart, AzianFlatEnd) ||
!ToArray(1, EuropeanFlatStart, EuropeanFlatEnd) ||
!ToArray(2, AmericanFlatStart, AmericanFlatEnd))
return(0);
// - 3 - === Îêîí÷àíèå áëîêà ============================================================
ArrayInitialize(LastOpen, 0);
// - 4 - === Âîññòàíîâëåíèå çíà÷åíèé ýëåìåíòîâ ìàññèâà LastOpen =========================
for (int i = OrdersHistoryTotal() - 1; i >= 0; i--)
if (OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) // ïîèñê â èñòîðèè ñ÷åòà
if (OrderSymbol() == Symbol() && MathFloor(OrderMagicNumber()/10) == MagicNumber)
{
int ID = MathMod(OrderMagicNumber(), 10);
LastOpen[ID] = MathMax(LastOpen[ID], OrderOpenTime());
}
for (i = OrdersTotal() - 1; i >= 0; i--)
if (OrderSelect(i, SELECT_BY_POS)) // ïîèñê â îêíå òåðìèíàëà
if (OrderSymbol() == Symbol() && MathFloor(OrderMagicNumber()/10) == MagicNumber)
{
ID = MathMod(OrderMagicNumber(), 10);
LastOpen[ID] = MathMax(LastOpen[ID], OrderOpenTime());
}
// - 4 - === Îêîí÷àíèå áëîêà ============================================================
LastBar = 0;
Activate = True;
//----
return(0);
}
//+-------------------------------------------------------------------------------------+
//| expert deinitialization function |
//+-------------------------------------------------------------------------------------+
int deinit()
{
//----
Comment("");
//----
return(0);
}
//+-------------------------------------------------------------------------------------+
//| Ïåðåêîìïîíîâêà âõîäíûõ ïàðàìåòðîâ â ìàññèâ |
//+-------------------------------------------------------------------------------------+
bool ToArray(int Num, int St, int End)
{
if (St < 0 || End < 0 || St > 24 || End > 24 || St >= End)
{
Comment("Çíà÷åíèÿ âðåìåíè Start è End äîëæíû ëåæàòü â äèàïàçîíå îò 0 äî 24 è Start < End.");
Print("Çíà÷åíèÿ âðåìåíè Start è End äîëæíû ëåæàòü â äèàïàçîíå îò 0 äî 24 è Start < End.");
return(False);
}
int i = Num-1;
while (i >= 0)
{
if (Start[i] >= St || Finish[i] >= End || Finish[i] > St)
{
Comment("Îáíàðóæåíî ïåðåñå÷åíèå ñåññèé. Ñîâåòíèê îòêëþ÷åí.");
Print("Îáíàðóæåíî ïåðåñå÷åíèå ñåññèé. Ñîâåòíèê îòêëþ÷åí.");
return(False);
}
i--;
}
Start[Num] = St;
Finish[Num] = End;
return(True);
}
//+------------------------------------------------------------------------------------+
//| Ïðèâåäåíèå çíà÷åíèé ê òî÷íîñòè îäíîãî òèêà |
//+------------------------------------------------------------------------------------+
double ND(double A)
{
return(NormalizeDouble(A, Digits));
}
//+-------------------------------------------------------------------------------------+
//| Ðàñ÷åò ãðàíèö êàíàëà |
//+-------------------------------------------------------------------------------------+
void GetSignal()
{
// - 1 - ==== Åñëè êàíàë íå áóäåò ðàññ÷èòàí, òî âñå çíà÷åíèÿ îñòàíóòñÿ íóëåâûìè =========
LowV = 0;
HighV = 0;
CurSession = -1;
int DayBar = 0;
int k = 0;
// - 1 - ============================= Îêîí÷àíèå áëîêà ==================================
// - 2 - ==== Îïðåäåëåíèå òåêóùåé òîðãîâîé ñåñèèè =======================================
for (k = 0; k < 3; k++)
if (Hour() >= Start[k] && Hour() < Finish[k])
{
if (k == 0)
{
DayBar++;
int j = 2;
}
else
j = k - 1;
// - 2 - ============================= Îêîí÷àíèå áëîêà ==================================
// - 3 - ==== Ðàñ÷åò óðîâíåé ============================================================
datetime BeginDay = iTime(Symbol(), PERIOD_D1, DayBar); // Âðåìÿ íà÷àëà äíÿ
if (!(TimeDayOfWeek(BeginDay) == 5 && k == 0)) // Èñêëþ÷àåì àçèàòñêóþ ñåññèþ
{ // ïîíåäåëüíèêà
// Áàð, ñîîòâåòñòâóþùèé íà÷àëó ïðåäûäóùåé ñåñèè
int StartBar = iBarShift(Symbol(), 0, BeginDay+Start[j]*3600);
// Áàð, ñîîòâåòñòâóþùèé îêîí÷àíèþ ïðåäûäóùåé ñåñèè
int FinishBar = iBarShift(Symbol(), 0, BeginDay+Finish[j]*3600)+1;
// Íèæíÿÿ ãðàíèöà
LowV = Low[iLowest(Symbol(), 0, MODE_LOW, StartBar-FinishBar+1, FinishBar)];
// Âåðõíÿÿ ãðàíèöà
HighV = High[iHighest(Symbol(), 0, MODE_HIGH, StartBar-FinishBar+1, FinishBar)];
// Ìèíèìóì òåêóùåé ñåññèè
SessionLow = Low[iLowest(Symbol(), 0, MODE_LOW, FinishBar+1)];
// Ìàêñèìóì òåêóùåé ñåññèè
SessionHigh = High[iHighest(Symbol(), 0, MODE_HIGH, FinishBar+1)];
}
CurSession = k;// íîìåð òåêóùåé ñåññèè (0-àçèàòñêàÿ, 1-åâðîïåéñêàÿ, 2-àìåðèêàíñêàÿ)
break;
}
// - 3 - ============================= Îêîí÷àíèå áëîêà ==================================
}
//+-------------------------------------------------------------------------------------+
//| Ðàñøèôðîâêà ñîîáùåíèÿ îá îøèáêå |
//+-------------------------------------------------------------------------------------+
string ErrorToString(int Error)
{
switch(Error)
{
case 2: return("çàôèêñèðîâàíà îáùàÿ îøèáêà, îáðàòèòåñü â òåõïîääåðæêó.");
case 5: return("ó âàñ ñòàðàÿ âåðñèÿ òåðìèíàëà, îáíîâèòå åå.");
case 6: return("íåò ñâÿçè ñ ñåðâåðîì, ïîïðîáóéòå ïåðåçàãðóçèòü òåðìèíàë.");
case 64: return("ñ÷åò çàáëîêèðîâàí, îáðàòèòåñü â òåõïîääåðæêó.");
case 132: return("ðûíîê çàêðûò.");
case 133: return("òîðãîâëÿ çàïðåùåíà.");
case 149: return("çàïðåùåíî ëîêèðîâàíèå.");
}
}
//+-------------------------------------------------------------------------------------+
//| "Ïðàâèëüíîå" îòêðûòèå ïîçèöèè |
//|  îòëè÷èå îò OpenOrder ïðîâåðÿåò ñîîòíîøåíèå òåêóùèõ óðîâíåé è óñòàíàâëèâàåìûõ |
//| Âîçâðàùàåò: |
//| 0 - íåò îøèáîê |
//| 1 - Îøèáêà îòêðûòèÿ |
//| 2 - Îøèáêà çíà÷åíèÿ Price |
//| 3 - Îøèáêà çíà÷åíèÿ SL |
//| 4 - Îøèáêà çíà÷åíèÿ TP |
//| 5 - Îøèáêà çíà÷åíèÿ Lot |
//+-------------------------------------------------------------------------------------+
int OpenOrderCorrect(int Type, double Lot, double Price, double SL, double TP,
bool Redefinition = True)
// Redefinition - ïðè True äîîïðåäåëÿòü ïàðàìåòðû äî ìèíèìàëüíî äîïóñòèìûõ
// ïðè False - âîçâðàùàòü îøèáêó
{
// - 1 - == Ïðîâåðêà äîñòàòî÷íîñòè ñâîáîäíûõ ñðåäñòâ ====================================
if(AccountFreeMarginCheck(Symbol(), OP_BUY, Lot) <= 0 || GetLastError() == 134)
{
if(!FreeMarginAlert)
{
Print("Íåäîñòàòî÷íî ñðåäñòâ äëÿ îòêðûòèÿ ïîçèöèè. Free Margin = ",
AccountFreeMargin());
FreeMarginAlert = True;
}
return(5);
}
FreeMarginAlert = False;
// - 1 - == Îêîí÷àíèå áëîêà =============================================================
// - 2 - == Êîððåêòèðîâêà çíà÷åíèé Price, SL è TP èëè âîçâðàò îøèáêè ====================
RefreshRates();
switch (Type)
{
case OP_BUY:
string S = "BUY";
if (MathAbs(Price-Ask)/Point > 3)
if (Redefinition) Price = ND(Ask);
else return(2);
if (ND(TP-Bid) <= StopLevel && TP != 0)
if (Redefinition) TP = ND(Bid+StopLevel+Tick);
else return(4);
if (ND(Bid-SL) <= StopLevel)
if (Redefinition) SL = ND(Bid-StopLevel-Tick);
else return(3);
break;
case OP_SELL:
S = "SELL";
if (MathAbs(Price-Bid)/Point > 3)
if (Redefinition) Price = ND(Bid);
else return(2);
if (ND(Ask-TP) <= StopLevel)
if (Redefinition) TP = ND(Ask-StopLevel-Tick);
else return(4);
if (ND(SL-Ask) <= StopLevel && SL != 0)
if (Redefinition) SL = ND(Ask+StopLevel+Tick);
else return(3);
break;
case OP_BUYSTOP:
S = "BUYSTOP";
if (ND(Price-Ask) <= StopLevel)
if (Redefinition) Price = ND(Ask+StopLevel+Tick);
else return(2);
if (ND(TP-Price) <= StopLevel && TP != 0)
if (Redefinition) TP = ND(Price+StopLevel+Tick);
else return(4);
if (ND(Price-SL) <= StopLevel)
if (Redefinition) SL = ND(Price-StopLevel-Tick);
else return(3);
break;
case OP_SELLSTOP:
S = "SELLSTOP";
if (ND(Bid-Price) <= StopLevel)
if (Redefinition) Price = ND(Bid-StopLevel-Tick);
else return(2);
if (ND(Price-TP) <= StopLevel)
if (Redefinition) TP = ND(Price-StopLevel-Tick);
else return(4);
if (ND(SL-Price) <= StopLevel && SL != 0)
if (Redefinition) SL = ND(Price+StopLevel+Tick);
else return(3);
break;
case OP_BUYLIMIT:
S = "BUYLIMIT";
if (ND(Ask-Price) <= StopLevel)
if (Redefinition) Price = ND(Ask-StopLevel-Tick);
else return(2);
if (ND(TP-Price) <= StopLevel && TP != 0)
if (Redefinition) TP = ND(Price+StopLevel+Tick);
else return(4);
if (ND(Price-SL) <= StopLevel)
if (Redefinition) SL = ND(Price-StopLevel-Tick);
else return(3);
break;
case OP_SELLLIMIT:
S = "SELLLIMIT";
if (ND(Price - Bid) <= StopLevel)
if (Redefinition) Price = ND(Bid+StopLevel+Tick);
else return(2);
if (ND(Price-TP) <= StopLevel)
if (Redefinition) TP = ND(Price-StopLevel-Tick);
else return(4);
if (ND(SL-Price) <= StopLevel && SL != 0)
if (Redefinition) SL = ND(Price+StopLevel+Tick);
else return(3);
break;
}
// - 2 - == Îêîí÷àíèå áëîêà =============================================================
// - 3 - == Îòêðûòèå îðäåðà ñ îæèäàíèå òîðãîâîãî ïîòîêà =================================
if(WaitForTradeContext()) // îæèäàíèå îñâîáîæäåíèÿ òîðãîâîãî ïîòîêà
{
Comment("Îòïðàâëåí çàïðîñ íà îòêðûòèå îðäåðà ", S, " ...");
datetime Exp = NowDay + Finish[CurSession]*3600;
if (Exp - TimeCurrent() <= 600)
Exp = TimeCurrent() + 660;
int ticket=OrderSend(Symbol(), Type, Lot, Price, 3,
SL, TP, NULL, MagicNumber*10+CurSession, Exp);// îòêðûòèå ïîçèöèè
// Ïîïûòêà îòêðûòèÿ ïîçèöèè çàâåðøèëàñü íåóäà÷åé
if(ticket<0)
{
int Error = GetLastError();
if(Error == 2 || Error == 5 || Error == 6 || Error == 64
|| Error == 132 || Error == 133 || Error == 149) // ñïèñîê ôàòàëüíûõ îøèáîê
{
Comment("Ôàòàëüíàÿ îøèáêà ïðè îòêðûòèè ïîçèöèè ò. ê. "+
ErrorToString(Error)+" Ñîâåòíèê îòêëþ÷åí!");
FatalError = True;
}
else
Comment("Îøèáêà îòêðûòèÿ ïîçèöèè ", S, ": ", Error); // íåôàòàëüíàÿ îøèáêà
return(1);
}
// ---------------------------------------------
// Óäà÷íîå îòêðûòèå ïîçèöèè
Comment("Ïîçèöèÿ ", S, " îòêðûòà óñïåøíî!");
PlaySound(OpenOrderSound);
return(0);
// ------------------------
}
else
{
Comment("Âðåìÿ îæèäàíèÿ îñâîáîæäåíèÿ òîðãîâîãî ïîòîêà èñòåêëî!");
return(1);
}
// - 3 - == Îêîí÷àíèå áëîêà =============================================================
}
//+-----------------------------------------------------------------------------------+
//| Îæèäàíèå òîðãîâîãî ïîòîêà. Åñëè ïîòîê ñâîáîäåí, òî ðåçóëüòàò True, èíà÷å - False |
//+-----------------------------------------------------------------------------------+
bool WaitForTradeContext()
{
int P = 0;
// öèêë "ïîêà"
while(IsTradeContextBusy() && P < 5)
{
P++;
Sleep(1000);
}
// -------------
if(P == 5)
return(False);
return(True);
}
//+-------------------------------------------------------------------------------------+
//| Óñòàíîâêà îòëîæåííûõ îðäåðîâ |
//+-------------------------------------------------------------------------------------+
void DoTransactions()
{
// - 1 - == Óñòàíîâêà îðäåðà Buy Stop ===================================================
if (LastOpen[CurSession] < NowDay) // Óñòàíàâëèâàëñÿ ëè îðäåð çà âðåìÿ òåêóùåé ñåññèè?
if (Close[1] < LowV && Open[1] < LowV) // Öåíà çàêðåïèëàñü çà íèæíåé ãðàíèöåé êàíàëà
{
RefreshRates();
double Price = ND(LowV + Spread + Delta*Tick); // Öåíà îòêðûòèÿ Buy Stop - íèæíÿÿ
// ãðàíèöà êàíàëà
double SL = ND(SessionLow - (HighV - LowV) - Tick); // Ñòîï äëÿ Buy Stop
double TP = ND(HighV); // ïðîôèò äëÿ Buy Stop - ïðîòèâîïîëîæíàÿ ãðàíèöà êàíàëà
if (OpenOrderCorrect(OP_BUYSTOP, Lots, Price, SL, TP, False) == 0)
LastOpen[CurSession] = TimeCurrent(); // Îðäåð óñïåøíî îòêðûò, çàïèñûâàåì âðåìÿ
else
return;
}
// - 1 - === Îêîí÷àíèå áëîêà ============================================================
// - 2 - === Óñòàíîâêà îðäåðà Sell Stop =================================================
if (LastOpen[CurSession] < NowDay) // Óñòàíàâëèâàëñÿ ëè îðäåð çà âðåìÿ òåêóùåé ñåññèè?
if (Close[1] > HighV && Open[1] > HighV)// Öåíà çàêðåïèëàñü çà âåðõíåé ãðàíèöåé êàíàëà
{
RefreshRates();
Price = ND(HighV); // Öåíà îòêðûòèÿ Sell Stop - âåðõíÿÿ ãðàíèöà êàíàëà
SL = ND(SessionHigh + (HighV - LowV) + Spread + Tick); // Ñòîï äëÿ Sell Stop
TP = ND(LowV + Spread); // ïðîôèò äëÿ Sell Stop - ïðîòèâîïîëîæíàÿ ãðàíèöà êàíàëà
if (OpenOrderCorrect(OP_SELLSTOP, Lots, Price, SL, TP, False) == 0)
LastOpen[CurSession] = TimeCurrent(); // Îðäåð óñïåøíî îòêðûò, çàïèñûâàåì âðåìÿ
else
return;
}
// - 2 - === Îêîí÷àíèå áëîêà ============================================================
LastBar = Time[0]; // Áîëüøå íà òåêóùåì áàðå íå ðàáîòàåì
}
//+-------------------------------------------------------------------------------------+
//| Ôóíêöèÿ START ýêñïåðòà |
//+-------------------------------------------------------------------------------------+
int start()
{
// - 1 - === Ðàçðåøåíî ëè ñîâåòíèêó ðàáîòàòü? ===========================================
if (!Activate || FatalError) // Îòêëþ÷àåòñÿ ðàáîòà ñîâåòíèêà, åñëè ôóíêöèÿ
return(0); // init çàâåðøèëàñü ñ îøèáêîé èëè èìåëà ìåñòî ôàòàëüíàÿ îøèáêà
// - 1 - === Îêîí÷àíèå áëîêà ============================================================
// - 2 - == Êîíòðîëü îáðàçîâàíèÿ íîâîãî áàðà äëÿ óñêîðåíèÿ ðàáîòû ýêñïåðòà ==============
if (LastBar == Time[0])
return(0);
// - 2 - === Îêîí÷àíèå áëîêà ============================================================
// - 3 - == Ñáîð èíôîðìàöèè îá óñëîâèÿõ òîðãîâëè ========================================
Spread = ND(MarketInfo(Symbol(), MODE_SPREAD)*Point); // òåêóùèé ñïðýä
StopLevel = ND(MarketInfo(Symbol(), MODE_STOPLEVEL)*Point); // òåêóùèé óðîâåíü ñòîïîâ
// - 3 - === Îêîí÷àíèå áëîêà ============================================================
// - 4 - == Îïðåäåëåíèå âðåìåíè íà÷àëà òåêóùåãî äíÿ è ðàñ÷åò óðîâíåé ====================
NowDay = iTime(Symbol(), PERIOD_D1, 0);
GetSignal();
// - 4 - === Îêîí÷àíèå áëîêà ============================================================
// - 5 - == Óñòàíîâêà îòëîæåííîãî îðäåðà, åñëè îïðåäåëåíû óðîâíè ========================
if (LowV != 0 && HighV != 0 && CurSession != -1)
DoTransactions();
// - 5 - === Îêîí÷àíèå áëîêà ============================================================
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains close prices for each bar
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of closed orders
Checks for the total of open orders
Other Features:
It plays sound alerts