/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| SilverTrendTrading v6 |
//+------------------------------------------------------------------+
#include <stdlib.mqh>
#property copyright "fukinagashi"
#property link "http://www.strategybuilderfx.com/forums/showthread.php?t=15429"
#property stacksize 1024
extern int MAPeriod=120;
extern int PrimaryType=1; // 1 = SilverTrend / 2 =
extern int SecondaryType=2; // 0 = nothing / 1 = EMAAngle / 2 = CCIAngle
extern int SignalOfFullCandle=1; // 1 - yes / 0 - no
extern double AngleTreshold=0.3;
extern int TrailingStop =0;
extern int TakeProfit = 10;
extern int InitialStopLoss=25;
extern double Lots = 1;
extern double FridayNightHour=16;
datetime bartime;
double Slippage=3;
int Signal=0, OldSignal=0;
int start()
{
int cnt, ticket, err, result, total, shift;
int has_a_short_trade=0, has_a_long_trade=0;
int MagicNumber;
double ts, tp, Min_OrderPrice;
bool LongSignal, ShortSignal, ExitLong, ExitShort;
double dummy1[], dummy2[], dummy3[], dummy4[];
string setup;
MagicNumber = 3500 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period());
setup="STv7_" + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period()));
if (SignalOfFullCandle==1) {
shift=1;
} else {
shift=0;
}
if(PrimaryType==1) {
double Plus=iCustom(NULL, 0, "SilverTrend_Signal", 0, shift);
double Minus=iCustom(NULL, 0, "SilverTrend_Signal", 1, shift);
if (Plus>0) {
Signal=1;
} else if (Minus>0) {
Signal=-1;
} else {
Signal=0;
}
} else if(PrimaryType==2) {
//Signal=AndropovSignal(0, shift);
}
if (SecondaryType==0) {
if (OldSignal!=Signal && Signal>0) {
Print("EnterLong");
LongSignal=true;
ShortSignal=false;
} else if (OldSignal!=Signal && Signal<0) {
Print("EnterShort");
LongSignal=false;
ShortSignal=true;
} else {
LongSignal=false;
ShortSignal=false;
}
OldSignal=Signal;
} else if (SecondaryType==1) { // EMAAngle
double EMA_Angle=EMAAngle(MAPeriod, 0, shift);
if (OldSignal!=Signal && Signal>0 && EMA_Angle>AngleTreshold) {
Print("EnterLong");
LongSignal=true;
ShortSignal=false;
} else if (OldSignal!=Signal && Signal<0 && EMA_Angle<-AngleTreshold) {
Print("EnterShort");
LongSignal=false;
ShortSignal=true;
} else {
LongSignal=false;
ShortSignal=false;
}
OldSignal=Signal;
} else if (SecondaryType==2) { // CCIANgle
double CCI_Angle=CCIAngle(MAPeriod, 0, shift);
if (OldSignal!=Signal && Signal>0 && CCI_Angle>AngleTreshold) {
Print("EnterLong");
LongSignal=true;
ShortSignal=false;
} else if (OldSignal!=Signal && Signal<0 && CCI_Angle<-AngleTreshold){
Print("EnterShort");
LongSignal=false;
ShortSignal=true;
} else {
LongSignal=false;
ShortSignal=false;
}
OldSignal=Signal;
}
if (Signal>0) {
Print("ExitShort");
ExitLong=false;
ExitShort=true;
} else if (Signal<0) {
Print("ExitLong");
ExitLong=true;
ExitShort=false;
} else {
ExitLong=false;
ExitShort=false;
}
Comment(Signal + " " + OldSignal + " " + CCI_Angle);
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// MODIFICATIONS ON OPEN ORDERS ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
total = OrdersTotal();
for(cnt=total;cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
OrderPrint();
if(OrderType()==OP_BUY && OrderMagicNumber()==MagicNumber) {
Print("Identified");
if(ExitLong) {
Print("Close Long");
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Violet); // close position
err = GetLastError();
if (err>1) {
Print("Error closing BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup);
}
return(0);
} 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,White);
err = GetLastError();
if (err>1) {
Print("Error modifying BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup);
}
}
}
} else if (OrderType()==OP_SELL && OrderMagicNumber()==MagicNumber) {
Print("Identified");
if (ExitShort) {
Print("Close Short");
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Violet); // close position
err = GetLastError();
if (err>1) {
Print("Error closing SELL order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup);
}
return(0);
} 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,White);
err = GetLastError();
if (err>1) {
Print("Error modifying Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup);
}
}
}
}
}
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// SETTING ORDERS ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
if(AccountFreeMargin()<(1000*Lots)) return(0);
total = OrdersTotal();
if (LongSignal || ShortSignal) {
for(cnt=total;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;}
ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,ts,tp,setup,MagicNumber,0,Green);
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;}
ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,ts,tp,setup,MagicNumber,0,Green);
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);
}
}
double EMAAngle(int EMAPeriod, int period, int shift) {
int StartEMAShift=6;
int EndEMAShift=0;
double fEndMA=iMA(NULL,period,EMAPeriod,0,MODE_EMA,PRICE_MEDIAN,shift+EndEMAShift);
double fStartMA=iMA(NULL,period,EMAPeriod,0,MODE_EMA,PRICE_MEDIAN,shift+StartEMAShift);
// 10000.0 : Multiply by 10000 so that the fAngle is not too small
// for the indicator Window.
return(10000.0 * (fEndMA - fStartMA)/(StartEMAShift-EndEMAShift));
}
double CCIAngle(int CCIPeriod, int period, int shift) {
int StartCCIShift=2;
int EndCCIShift=0;
double fEndCCI=iCCI(NULL, period, CCIPeriod, PRICE_MEDIAN, shift+EndCCIShift);
double fStartCCI=iCCI(NULL, period, CCIPeriod, PRICE_MEDIAN, shift+StartCCIShift);
// 10000.0 : Multiply by 10000 so that the fAngle is not too small
// for the indicator Window.
return((fEndCCI - fStartCCI)/(StartCCIShift-EndCCIShift));
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Commodity channel index
Custom Indicators Used:
SilverTrend_Signal
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
