/*-----------------------------+ | | | Shared by www.Aptrafx.com | | | +------------------------------*/ //+------------------------------------------------------------------+ //| SilverTrendTrading v4 | //+------------------------------------------------------------------+ #include <stdlib.mqh> #property copyright "fukinagashi" #property link "http://www.strategybuilderfx.com/forums/showthread.php?t=15429" #property stacksize 1024 extern int MAPeriod=60; extern double TrailingStop = 8; extern double TakeProfit = 55; extern double InitialStopLoss=0; extern double FridayNightHour=22; double Lots = 1; int risk=3; datetime bartime = 0; double Slippage=3; int Signal, OldSignal; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int start() { int cnt, ticket, err, result, total; int has_a_short_trade=0, has_a_long_trade=0; int MagicNumber; double ts, tp, Min_OrderPrice; double MA, MAPrevious; double ADX; double dummy1[], dummy2[]; bool LongSignal, ShortSignal, ExitLong, ExitShort; string setup; static double lastslope= 0.0; static int didbreakalert= false; if(IsTesting() && Bars<100) return(0); MagicNumber = 40000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period()); setup="STv3_" + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period())); if (bartime == Time[0]) { return(0); } else { bartime = Time[0]; } Signal=SilverTrendSignal(); double J_TPO=J_TPO(14); if (OldSignal!=Signal && Signal>0 && J_TPO>0) { LongSignal=true; ShortSignal=false; } else if (OldSignal!=Signal && Signal<0 && J_TPO<0){ LongSignal=false; ShortSignal=true; } else { LongSignal=false; ShortSignal=false; } Signal=OldSignal; if (Signal>0) { ExitLong=false; ExitShort=true; } else if (Signal<0) { ExitLong=true; ExitShort=false; } else { ExitLong=false; ExitShort=false; } ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////// ///////////////// MODIFICATIONS ON OPEN ORDERS //////////////////////////////////////////////////////////////////// ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////// total = OrdersTotal(); for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_BUY && OrderMagicNumber()==MagicNumber) { if(ExitLong) { OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position if (err>1) { Print("Error closing BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); } } else if(TrailingStop>0) { if(Bid-OrderOpenPrice()>Point*TrailingStop) { ts = Bid-Point*TrailingStop; } if((OrderStopLoss()<ts) || (OrderStopLoss()==0)) { result=OrderModify(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,Blue); err = GetLastError(); if (err>1) { Print("Error modifying BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); } } } } else if (OrderType()==OP_SELL && OrderMagicNumber()==MagicNumber) { if (ExitShort) { OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position if (err>1) { Print("Error closing SELL order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); } } else if(TrailingStop>0) { if((OrderOpenPrice()-Ask)>(Point*TrailingStop)) { ts=Ask+Point*TrailingStop; } if((ts!=0) && ((OrderStopLoss()>ts) || (OrderStopLoss()==0))) { result=OrderModify(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,Red); err = GetLastError(); if (err>1) { Print("Error modifying Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); } } } } } ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////// ///////////////// SETTING ORDERS //////////////////////////////////////////////////////////////////// ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////// if(AccountFreeMargin()<(1000*Lots)) return(0); for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderMagicNumber()==MagicNumber) return(0); // atm only one trade at a time } if(LongSignal) { if (FridayNightHour>0 &&TimeDayOfWeek(Time[0])==5 && TimeHour(Time[0])>FridayNightHour) { if (!IsTesting()) Print("Friday: No New Trades: " + TimeToStr(Time[0],TIME_DATE|TIME_MINUTES)); return(0); } /*if(InitialStopLoss>0) { ts = Ask-(InitialStopLoss*Point); } else { ts = 0; } if(TakeProfit>0) { tp = Ask+(TakeProfit*Point); } else { tp = 0;}*/ if(InitialStopLoss>0) { ts = Bid+(InitialStopLoss*Point); } else { ts = 0;} if(TakeProfit>0) { tp = Bid-(TakeProfit*Point); } else { tp = 0;} //ticket=OrderSendExtended(Symbol(),OP_BUY,Lots,Ask,Slippage,ts,tp,setup,MagicNumber,0,Blue); ticket=OrderSendExtended(Symbol(),OP_SELL,Lots,Bid,Slippage,ts,tp,setup,MagicNumber,0,Red); if (!IsTesting()) PlaySound("expert.wav"); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { OrderPrint(); } } else { err = GetLastError(); Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); if (!IsTesting()) PlaySound("alert2.wav"); } } if(ShortSignal) { if (FridayNightHour>0 &&TimeDayOfWeek(Time[0])==5 && TimeHour(Time[0])>FridayNightHour) { if (!IsTesting()) Print("Friday: No New Trades: " + TimeToStr(Time[0],TIME_DATE|TIME_MINUTES)); return(0); } /*if(InitialStopLoss>0) { ts = Bid+(InitialStopLoss*Point); } else { ts = 0;} if(TakeProfit>0) { tp = Bid-(TakeProfit*Point); } else { tp = 0;}*/ if(InitialStopLoss>0) { ts = Ask-(InitialStopLoss*Point); } else { ts = 0; } if(TakeProfit>0) { tp = Ask+(TakeProfit*Point); } else { tp = 0;} //ticket=OrderSendExtended(Symbol(),OP_SELL,Lots,Bid,Slippage,ts,tp,setup,MagicNumber,0,Red); ticket=OrderSendExtended(Symbol(),OP_BUY,Lots,Ask,Slippage,ts,tp,setup,MagicNumber,0,Blue); if (!IsTesting()) PlaySound("expert.wav"); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { OrderPrint(); } } else { err = GetLastError(); Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); if (!IsTesting()) PlaySound("alert2.wav"); } } return(0); } int func_TimeFrame_Const2Val(int Constant ) { switch(Constant) { case 1: // M1 return(1); case 5: // M5 return(2); case 15: return(3); case 30: return(4); case 60: return(5); case 240: return(6); case 1440: return(7); case 10080: return(8); case 43200: return(9); } } //+------------------------------------------------------------------+ //| Time frame string appropriation function | //+------------------------------------------------------------------+ string func_TimeFrame_Val2String(int Value ) { switch(Value) { case 1: // M1 return("PERIOD_M1"); case 2: // M1 return("PERIOD_M5"); case 3: return("PERIOD_M15"); case 4: return("PERIOD_M30"); case 5: return("PERIOD_H1"); case 6: return("PERIOD_H4"); case 7: return("PERIOD_D1"); case 8: return("PERIOD_W1"); case 9: return("PERIOD_MN1"); default: return("undefined " + Value); } } int func_Symbol2Val(string symbol) { if(symbol=="AUDUSD") { return(01); } else if(symbol=="CHFJPY") { return(10); } else if(symbol=="EURAUD") { return(10); } else if(symbol=="EURCAD") { return(11); } else if(symbol=="EURCHF") { return(12); } else if(symbol=="EURGBP") { return(13); } else if(symbol=="EURJPY") { return(14); } else if(symbol=="EURUSD") { return(15); } else if(symbol=="GBPCHF") { return(20); } else if(symbol=="GBPJPY") { return(21); } else if(symbol=="GBPUSD") { return(22); } else if(symbol=="USDCAD") { return(40); } else if(symbol=="USDCHF") { return(41); } else if(symbol=="USDJPY") { return(42); } else if(symbol=="GOLD") { return(90); } else { Comment("unexpected Symbol"); return(0); } } int OrderSendExtended(string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment, int magic, datetime expiration=0, color arrow_color=CLR_NONE) { datetime OldCurTime; int timeout=30; int ticket; OldCurTime=CurTime(); while (GlobalVariableCheck("InTrade") && !IsTradeAllowed()) { if(OldCurTime+timeout<=CurTime()) { Print("Error in OrderSendExtended(): Timeout encountered"); return(0); } Sleep(1000); } GlobalVariableSet("InTrade", CurTime()); // set lock indicator ticket = OrderSend(symbol, cmd, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color); GlobalVariableDel("InTrade"); // clear lock indicator return(ticket); } double SilverTrendSignal() { int RISK=3; int CountBars=350; int SSP=9; int i; int i1,i2,K; double Range,AvgRange,smin,smax,SsMax,SsMin,price,val=0; bool uptrend,old; K=33-RISK; for (i = CountBars-SSP; i>=0; i--) { Range=0; AvgRange=0; for (i1=i; i1<=i+SSP; i1++) {AvgRange=AvgRange+MathAbs(High[i1]-Low[i1]); } Range=AvgRange/(SSP+1); SsMax=High[i]; SsMin=Low[i]; for (i2=i;i2<=i+SSP-1;i2++) { price=High[i2]; if(SsMax<price) SsMax=price; price=Low[i2]; if(SsMin>=price) SsMin=price; } smin = SsMin+(SsMax-SsMin)*K/100; smax = SsMax-(SsMax-SsMin)*K/100; val=0; if (Close[i]<smin) { uptrend = false; } if (Close[i]>smax) { uptrend = true; } /* if (uptrend!=old && uptrend==true) { val=1; } else if (uptrend!=old && uptrend==false) { val=-1; } else { val=0; } */ if (uptrend==true) { val=1; } else if (uptrend==false) { val=-1; } else { val=0; } old=uptrend; } return(val); } double J_TPO(int Len) { double f0, f8, f10, f18, f20, f28, f30, f40, k, var14, var18, var1C, var20, var24, shift, value; int f38, f48, var6, var12, varA, varE; double arr0[300], arr1[300], arr2[300], arr3[300]; //f38=0; for(int i=200-Len-100; i>=0; i--) { var14=0; var1C=0; if(f38==0) { f38=1; f40=0; if (Len-1>= 2) f30=Len-1; else f30=2; f48=f30+1; f10=Close[i]; arr0[f38] = Close[i]; k=f48; f18 = 12 / (k * (k - 1) * (k + 1)); f20 = (f48 + 1) * 0.5; } else { if (f38 <= f48) f38 = f38 + 1; else f38 = f48 + 1; f8 = f10; f10 = Close[i]; if (f38 > f48) { for (var6 = 2; var6<=f48; var6++) arr0[var6-1] = arr0[var6]; arr0[f48] = Close[i]; } else arr0[f38] = Close[i]; if ((f30 >= f38) && (f8 != f10)) f40 = 1; if ((f30 == f38) && (f40 == 0)) f38 = 0; } if (f38 >= f48) { for (varA=1; varA<=f48; varA++) { arr2[varA] = varA; arr3[varA] = varA; arr1[varA] = arr0[varA]; } for (varA=1; varA<=(f48-1); varA++) { var24 = arr1[varA]; var12 = varA; var6 = varA + 1; for (var6=varA+1; var6<=f48; var6++) { if (arr1[var6] < var24) { var24 = arr1[var6]; var12 = var6; } } var20 = arr1[varA]; arr1[varA] = arr1[var12]; arr1[var12] = var20; var20 = arr2[varA]; arr2[varA] = arr2[var12]; arr2[var12] = var20; } varA = 1; while (f48 > varA) { var6 = varA + 1; var14 = 1; var1C = arr3[varA]; while (var14 != 0) { if (arr1[varA] != arr1[var6]) { if ((var6 - varA) > 1) { var1C = var1C / (var6 - varA); varE = varA; for (varE=varA; varE<=(var6-1); varE++) arr3[varE] = var1C; } var14 = 0; } else { var1C = var1C + arr3[var6]; var6 = var6 + 1; } } varA = var6; } var1C = 0; for (varA=1; varA<=f48; varA++) var1C = var1C + (arr3[varA] - f20) * (arr2[varA] - f20); var18 = f18 * var1C; } else var18 = 0; value = var18; if (value == 0) value = 0.00001; //ExtMapBuffer1[i]=value; } //---- done return(value); }
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for 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 can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
Other Features:
It plays sound alerts