//+------------------------------------------------------------------+
//| SMA_MultiHdege.mq4 |
//| Copyright © 2006, Little Evil |
//| vixenme@gmail.com |
//+------------------------------------------------------------------+
#property copyright "Little Evil"
#property link "vixenme@gmail.com"
//----
#include <stdlib.mqh>
//----
extern bool TradeAllowed = false;
extern string _........SMA.Zone.........="________________________________";
extern int periodSMA = 20;
extern string _........CorRelation.......="________________________________";
extern int cPeriod = 20;
extern string _........................._="________________________________";
extern string BaseSymbol = "GBPUSD";
extern bool AutoLot = false;
extern int MMBase = 3;
extern double MaxRisk = 0.1;// 10% by default
extern double Not.AutoLot.LotSize = 0.1;
extern string _........Hedge.Symbol......="________________________________";
extern bool HedgeH1 = true;
extern string H1.Symbol = "EURUSD";
extern bool H1.followBase = false;
extern double H1.LotsRatio = 2;
extern double H1.Expect.CorRelation = 0.88;
extern string _._._._._._._._._._._._._._="________________________________";
extern bool HedgeH2 = true;
extern string H2.Symbol = "USDCHF";
extern bool H2.followBase = true;
extern double H2.LotsRatio = 1.5;
extern double H2.Expect.CorRelation = -0.90;
extern string _.._.._.._.._.._.._.._.._.._="________________________________";
extern bool HedgeH3 = false;
extern string H3.Symbol = "USDJPY";
extern bool H3.followBase = true;
extern double H3.LotsRatio = 2;
extern double H3.Expect.CorRelation = -0.90;
extern string _.__.__.__.__.__.__.__.__.__="________________________________";
extern double Expect.Profit = 30;
extern int MagicNo = 111;
extern bool ShowStatus = true;
extern bool PlayAudio = false;
//----
int BaseSP,
H1.SP,
H2.SP,
H3.SP,
BaseOP = -1,
H1.OP = -1,
H2.OP = -1,
H3.OP = -1,
up;
double Lot,
BaseOpen,
H1.Open, H2.Open, H3.Open,
BaseLots,
H1.Lots, H2.Lots, H3.Lots,
Baseswapshort,
Baseswaplong,
H1.swapshort, H2.swapshort, H3.swapshort,
H1.swaplong, H2.swaplong, H3.swaplong,
H1.Correlation,
H2.Correlation,
H3.Correlation,
LotSize,
TP2Close;
bool SResult = false, BResult = false, H1.profitswap, H2.profitswap, H3.profitswap;
bool SwapMode = true;
string H1.string = "", H2.string = "", H3.string = "", OrdComment = "";
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
Baseswapshort = MarketInfo(BaseSymbol, MODE_SWAPSHORT);
Baseswaplong = MarketInfo(BaseSymbol, MODE_SWAPLONG);
//----
H1.swapshort = MarketInfo(H1.Symbol, MODE_SWAPSHORT);
H1.swaplong = MarketInfo(H1.Symbol, MODE_SWAPLONG);
//----
H2.swapshort = MarketInfo(H2.Symbol, MODE_SWAPSHORT);
H2.swaplong = MarketInfo(H2.Symbol, MODE_SWAPLONG);
//----
H3.swapshort = MarketInfo(H3.Symbol, MODE_SWAPSHORT);
H3.swaplong = MarketInfo(H3.Symbol, MODE_SWAPLONG);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
LotSize = Not.AutoLot.LotSize;
TP2Close = Expect.Profit;
//----
if(SMA(0) > SMA(1) && SMA(1) > SMA(2))
up = 1;
else
if(SMA(0) < SMA(1) && SMA(1) < SMA(2))
up = -1;
else
up= 0;
//----
if(AutoLot)
{
BaseLots = Lots(BaseSymbol, MaxRisk) ;
H1.Lots = Lots(H1.Symbol, MaxRisk*H1.LotsRatio);
H2.Lots = Lots(H2.Symbol, MaxRisk*H2.LotsRatio);
H3.Lots = Lots(H3.Symbol, MaxRisk*H3.LotsRatio);
}
else
{
BaseLots = LotSize;
H1.Lots = NormalizeDouble(LotSize*H1.LotsRatio, 1);
H2.Lots = NormalizeDouble(LotSize*H2.LotsRatio, 1);
H3.Lots = NormalizeDouble(LotSize*H3.LotsRatio, 1);
}
BaseSP = MarketInfo(BaseSymbol, MODE_SPREAD);
//----
if(BaseSP == 0)
BaseSP = MathRound((MarketInfo(BaseSymbol, MODE_ASK) -
MarketInfo(BaseSymbol, MODE_BID)) /
MarketInfo(BaseSymbol, MODE_POINT));
//----
if(up == 1)
{
BaseOP = OP_BUY;
BaseOpen = MarketInfo(BaseSymbol, MODE_ASK);
}
//----
if(up == -1)
{
BaseOP = OP_SELL;
BaseOpen = MarketInfo(BaseSymbol, MODE_BID);
}
//----
if(H1.Symbol != "" && HedgeH1)
{
H1.Correlation = Cor(BaseSymbol, H1.Symbol);
H1.SP = MarketInfo(H1.Symbol, MODE_SPREAD);
//----
if(H1.SP == 0)
H1.SP = MathRound((MarketInfo(H1.Symbol, MODE_ASK) -
MarketInfo(H1.Symbol, MODE_BID)) /
MarketInfo(H1.Symbol, MODE_POINT));
//----
if(H1.Expect.CorRelation > 0 && H1.Correlation >= H1.Expect.CorRelation)
bool H1.meetCor = true;
else
if(H1.Expect.CorRelation < 0 && H1.Correlation <= H1.Expect.CorRelation)
H1.meetCor = true;
else
H1.meetCor = false;
//----
if(up == 1)// base long
{
//----
if(H1.followBase) // H.long
{
H1.OP = OP_BUY;
H1.Open = MarketInfo(H1.Symbol, MODE_ASK);
H1.profitswap = (((Baseswaplong*BaseLots) + (H1.swaplong*H1.Lots)) > 0);
}
else // H.short
{
H1.OP = OP_SELL;
H1.Open = MarketInfo(H1.Symbol, MODE_BID);
H1.profitswap = (((Baseswaplong*BaseLots) + (H1.swapshort*H1.Lots)) > 0);
}
}
//----
if(up == -1) // base short
{
//----
if(H1.followBase) // H.short
{
H1.OP = OP_SELL;
H1.Open = MarketInfo(H1.Symbol, MODE_BID);
H1.profitswap = (((Baseswaplong*BaseLots) + (H1.swapshort*H1.Lots)) > 0);
}
else //H.long
{
H1.OP = OP_BUY;
H1.Open = MarketInfo(H1.Symbol, MODE_ASK);
H1.profitswap = (((Baseswaplong*BaseLots) + (H1.swaplong*H1.Lots)) > 0);
}
}
H1.string = "\n--------------------------------"
+ "\n" + BaseSymbol + "->" + Val2String(BaseOP)
+ " ~ " + H1.Symbol + "->" + Val2String(H1.OP)
+ "\n" + BaseSymbol + "->" + DoubleToStr(BaseLots, 2)
+ " ~ " + H1.Symbol + "->" + DoubleToStr(H1.Lots, 2)
+ "\nFollow Base : " + bool2string(H1.followBase)
+ "\nRaito : " + DoubleToStr(H1.LotsRatio, 2)
+ "\nMagic No. : " + MagicNo
+ "\nCur Correlation : " + DoubleToStr(H1.Correlation, 2)
+ "\n" + "Expected Correlation : " + DoubleToStr(H1.Expect.CorRelation, 2)
+ "\nOverAllProfit : " + DoubleToStr(TotalSwapnProfit(MagicNo), 2)
+ "\nExpected : $" + DoubleToStr(TP2Close, 2);
}
else
H1.string = "";
//----
if(H2.Symbol != "" && HedgeH2)
{
H2.Correlation = Cor(BaseSymbol, H2.Symbol);
H2.SP = MarketInfo(H2.Symbol, MODE_SPREAD);
//----
if(H2.SP == 0)
H2.SP = MathRound((MarketInfo(H2.Symbol, MODE_ASK) -
MarketInfo(H2.Symbol, MODE_BID)) /
MarketInfo(H2.Symbol, MODE_POINT));
//----
if(H2.Expect.CorRelation > 0 && H2.Correlation >= H2.Expect.CorRelation)
bool H2.meetCor = true;
else
if(H2.Expect.CorRelation < 0 && H2.Correlation <= H2.Expect.CorRelation)
H2.meetCor = true;
else
H2.meetCor = false;
//----
if(up == 1) // base long
{
if(H2.followBase) // H.long
{
H2.OP = OP_BUY;
H2.Open = MarketInfo(H2.Symbol, MODE_ASK);
H2.profitswap = (((Baseswaplong*BaseLots) + (H2.swaplong*H2.Lots)) > 0);
}
else // H.short
{
H2.OP = OP_SELL;
H2.Open = MarketInfo(H2.Symbol, MODE_BID);
H2.profitswap = (((Baseswaplong*BaseLots) + (H2.swapshort*H2.Lots)) > 0);
}
}
//----
if(up == -1) // base short
{
if(H2.followBase) // H.short
{
H2.OP = OP_SELL;
H2.Open = MarketInfo(H2.Symbol, MODE_BID);
H2.profitswap = (((Baseswaplong*BaseLots) + (H2.swapshort*H2.Lots)) > 0);
}
else // H.long
{
H2.OP = OP_BUY;
H2.Open = MarketInfo(H2.Symbol, MODE_ASK);
H2.profitswap = (((Baseswaplong*BaseLots) + (H2.swaplong*H2.Lots)) > 0);
}
}
H2.string = "\n--------------------------------"
+ "\n" + BaseSymbol + "->" + Val2String(BaseOP)
+ " ~ " + H2.Symbol+"->" + Val2String(H2.OP)
+ "\n" + BaseSymbol+"->" + DoubleToStr(BaseLots, 2)
+ " ~ " + H2.Symbol + "->" + DoubleToStr(H2.Lots, 2)
+ "\nFollow Base : " + bool2string(H2.followBase)
+ "\nRaito : " + DoubleToStr(H2.LotsRatio, 2)
+ "\nMagic No. : " + DoubleToStr(MagicNo+1, 0)
+ "\nCur Correlation : " + DoubleToStr(H2.Correlation, 2)
+ "\n" + "Expected Correlation : " + DoubleToStr(H2.Expect.CorRelation, 2)
+ "\nOverAllProfit : " + DoubleToStr(TotalSwapnProfit(MagicNo + 1), 2)
+ "\nExpected : $" + DoubleToStr(TP2Close, 2);
}
else
{
H2.string = "";
}
//----
if(H3.Symbol != "" && HedgeH3)
{
H3.Correlation = Cor(BaseSymbol, H3.Symbol);
H3.SP = MarketInfo(H3.Symbol, MODE_SPREAD);
//----
if(H3.SP == 0)
H3.SP = MathRound((MarketInfo(H3.Symbol, MODE_ASK) -
MarketInfo(H3.Symbol, MODE_BID)) /
MarketInfo(H3.Symbol, MODE_POINT));
//----
if(H3.Expect.CorRelation > 0 && H3.Correlation >= H3.Expect.CorRelation)
bool H3.meetCor = true;
else
if(H3.Expect.CorRelation < 0 && H3.Correlation <= H3.Expect.CorRelation)
H3.meetCor = true;
else
H3.meetCor = false;
//----
if(up == 1) // base long
{
if(H3.followBase) // H.long
{
H3.OP = OP_BUY;
H3.Open = MarketInfo(H3.Symbol, MODE_ASK);
H3.profitswap = (((Baseswaplong*BaseLots) + (H3.swaplong*H3.Lots)) > 0);
}
else // H.short
{
H3.OP = OP_SELL;
H3.Open = MarketInfo(H3.Symbol, MODE_BID);
H3.profitswap = (((Baseswaplong*BaseLots) + (H3.swapshort*H3.Lots)) > 0);
}
}
if(up == -1) // base short
{
if(H3.followBase) // H.short
{
H3.OP = OP_SELL;
H3.Open = MarketInfo(H3.Symbol, MODE_BID);
H3.profitswap = (((Baseswaplong*BaseLots) + (H3.swapshort*H3.Lots)) > 0);
}
else // H.long
{
H3.OP = OP_BUY;
H3.Open = MarketInfo(H3.Symbol, MODE_ASK);
H3.profitswap = (((Baseswaplong*BaseLots) + (H3.swaplong*H3.Lots)) > 0);
}
}
H3.string = "\n--------------------------------"
+ "\n" + BaseSymbol + "->" + Val2String(BaseOP)
+ " ~ " + H3.Symbol + "->" + Val2String(H3.OP)
+ "\n" + BaseSymbol + "->" + DoubleToStr(BaseLots, 2)
+ " ~ " + H3.Symbol + "->" + DoubleToStr(H3.Lots, 2)
+ "\nFollow Base : " + bool2string(H3.followBase)
+ "\nRaito : " + DoubleToStr(H3.LotsRatio, 2)
+ "\nMagic No. : " + DoubleToStr(MagicNo + 2, 0)
+ "\nCur Correlation : " +DoubleToStr(H3.Correlation, 2)
+ "\n" + "Expected Correlation : " + DoubleToStr(H3.Expect.CorRelation, 2)
+ "\nOverAllProfit : " + DoubleToStr(TotalSwapnProfit(MagicNo + 2), 2)
+ "\nExpected : $" + DoubleToStr(TP2Close, 2);
}
else
{
H3.string = "";
} // END
//----
if(TradeAllowed && (up == 1 || up == -1))
{
//----
if(H1.Symbol != "" && H1.meetCor && HedgeH1)
{
//----
if(ExistPositions(BaseSymbol, BaseOP,MagicNo) == 0)
{
OrdComment = DoubleToStr(MagicNo, 0) + ":B"; // RefreshRates();
//----
if(OrderSend(BaseSymbol
,BaseOP
,BaseLots
,BaseOpen
,BaseSP
,0
,0
,OrdComment
,MagicNo
,CLR_NONE)>0)
{
//----
if(PlayAudio)
PlaySound("expert.wav");
}
else
Print(BaseSymbol,": " ,Val2String(BaseOP), ", ", MagicNo," : ",
ErrorDescription(GetLastError()));
}
//----
if(ExistPositions(H1.Symbol, H1.OP, MagicNo) == 0)
{
OrdComment = DoubleToStr(MagicNo, 0) + ":H"; // RefreshRates();
//----
if(OrderSend(H1.Symbol
,H1.OP
,H1.Lots
,H1.Open
,H1.SP
,0
,0
,OrdComment
,MagicNo
,CLR_NONE)>0)
{
//----
if(PlayAudio)
PlaySound("expert.wav");
}
else
Print(H1.Symbol,": ",Val2String(H1.OP),", ",MagicNo," : ",
ErrorDescription(GetLastError()));
}
}
// end H1
if(H2.Symbol != "" && H2.meetCor && HedgeH2)
{
//----
if(ExistPositions(BaseSymbol, BaseOP, MagicNo + 1) == 0)
{
OrdComment = DoubleToStr(MagicNo + 1, 0) + ":B"; // RefreshRates();
//----
if(OrderSend(BaseSymbol
,BaseOP
,BaseLots
,BaseOpen
,BaseSP
,0
,0
,OrdComment
,MagicNo+1
,CLR_NONE)>0)
{
//----
if(PlayAudio)
PlaySound("expert.wav");
}
else
Print(BaseSymbol,": ", Val2String(BaseOP), ", ", MagicNo + 1, " : ",
ErrorDescription(GetLastError()));
}
//----
if(ExistPositions(H2.Symbol, H2.OP, MagicNo + 1) == 0)
{
OrdComment = DoubleToStr(MagicNo + 1, 0) + ":H"; // RefreshRates();
//----
if(OrderSend(H2.Symbol
,H2.OP
,H2.Lots
,H2.Open
,H2.SP
,0
,0
,OrdComment
,MagicNo+1
,CLR_NONE)>0)
{
//----
if(PlayAudio)
PlaySound("expert.wav");
}
else
Print(H2.Symbol, ": ", Val2String(H2.OP), ", ", MagicNo + 1, " : ",
ErrorDescription(GetLastError()));
}
}
// end H2
if(H3.Symbol != "" && H3.meetCor && HedgeH3)
{
//----
if(ExistPositions(BaseSymbol, BaseOP, MagicNo + 2) == 0)
{
OrdComment = DoubleToStr(MagicNo + 2, 0) + ":B"; // RefreshRates();
//----
if(OrderSend(BaseSymbol
,BaseOP
,BaseLots
,BaseOpen
,BaseSP
,0
,0
,OrdComment
,MagicNo+2
,CLR_NONE)>0)
{
//----
if(PlayAudio)
PlaySound("expert.wav");
}
else
Print(BaseSymbol,": ", Val2String(BaseOP), ", ", MagicNo + 2, " : ",
ErrorDescription(GetLastError()));
}
//----
if(ExistPositions(H3.Symbol, H3.OP, MagicNo + 2) == 0)
{
OrdComment = DoubleToStr(MagicNo + 3, 0) + ":H"; // RefreshRates();
//----
if(OrderSend(H3.Symbol
,H3.OP
,H3.Lots
,H3.Open
,H3.SP
,0
,0
,OrdComment
,MagicNo+2
,CLR_NONE)>0)
{
//----
if(PlayAudio)
PlaySound("expert.wav");
}
else
Print(H3.Symbol,": ", Val2String(H3.OP), ", ", MagicNo + 2, " : ",
ErrorDescription(GetLastError()));
}
}
// end H3
} // TradeAllowed
//----
if(H1.profitswap)
{
if(TotalCurProfit(MagicNo) > TP2Close)
{
if(CloseHedge(MagicNo))
{
}
}
}
else
{
if(TotalSwapnProfit(MagicNo) > TP2Close)
{
if(CloseHedge(MagicNo))
{
}
}
}
// end H1.profitswap
if(H2.profitswap)
{
if(TotalCurProfit(MagicNo+1) > TP2Close)
{
if(CloseHedge(MagicNo + 1))
{
}
}
}
else
{
if(TotalSwapnProfit(MagicNo + 1) > TP2Close)
{
if(CloseHedge(MagicNo + 1))
{
}
}
}
// end H2.profitswap
if(H3.profitswap)
{
if(TotalCurProfit(MagicNo + 2) > TP2Close)
{
if(CloseHedge(MagicNo + 2))
{
}
}
}
else
{
if(TotalSwapnProfit(MagicNo + 2) > TP2Close)
{
if(CloseHedge(MagicNo + 2))
{
}
}
}
// end H3.profitswap
if(ShowStatus)
Comment("\nTradeAllowed : ",bool2string(TradeAllowed) + H1.string + H2.string +
H3.string + "\n--------------------------------" + "\nCurBalance: ",
DoubleToStr(AccountBalance(), 2) + "\nCurEquity : ",
DoubleToStr(AccountEquity(), 2));
else
Comment("");
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool CloseHedge(int magic)
{
//_______________________________________________________________________
for(int i = OrdersTotal() - 1; i >= 0; i--)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) && OrderMagicNumber() == magic)
{
if(OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(),
MarketInfo(OrderSymbol(), MODE_SPREAD), CLR_NONE))
SResult = true;
}
}
if(SResult || BResult)
{
if(PlayAudio)
{
PlaySound("ok.wav");
}
return(true);
}
else
Print("CloseHedge Error: ", ErrorDescription(GetLastError()));
RefreshRates();
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double Lots(string symbol, double risk)
{
if(risk > 1)
risk=1;
double Min_Lot = MarketInfo(symbol, MODE_MINLOT);
double Max_Lot = MarketInfo(symbol, MODE_MAXLOT);
double lot_step = MarketInfo(symbol, MODE_LOTSTEP);
Lot = NormalizeDouble(Base(MMBase)*risk / AccountLeverage() / 10.0, 2);
Lot = NormalizeDouble(Lot / lot_step, 0)*lot_step;
if(Lot < Min_Lot)
Lot = Min_Lot;
if(Lot > Max_Lot)
Lot = Max_Lot;
return(Lot);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double Base(int MM)
{
switch(MM)
{
case 1: return(AccountBalance()); break;
case 2: return(AccountEquity()); break;
case 3: return(AccountFreeMargin());
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double TotalCurProfit(int magic)
{
double MyCurrentProfit = 0;
for(int cnt = 0 ; cnt < OrdersTotal() ; cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber() == magic)
{
MyCurrentProfit += OrderProfit();
}
}
return(MyCurrentProfit);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double TotalSwapnProfit(int magic)
{
double MyCurrentProfit = 0, CurSwap = 0;
for(int cnt = 0 ; cnt < OrdersTotal() ; cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber() == magic)
{
MyCurrentProfit += OrderProfit();
CurSwap += OrderSwap();
}
}
return(MyCurrentProfit+CurSwap);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
string Val2String(int val)
{
string S2R;
switch(val)
{
case 0: S2R = "BUY"; break;
case 1: S2R = "SELL"; break;
case 2: S2R = "BUYLIMIT"; break;
case 3: S2R = "SELLLIMIT"; break;
case 4: S2R = "BUYSTOP"; break;
case 5: S2R = "SELLSTOP"; break;
default : S2R = "NONE"; break;
}
return(S2R);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
string bool2string(bool cond)
{
if(cond)
return("Yes");
else
return("No");
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double SMA(int shift)
{
double sma = iMA(BaseSymbol, 0, periodSMA, 0, MODE_SMA, PRICE_CLOSE, shift);
return(sma);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double symboldif(string symbol, int shift)
{
return(iClose(symbol, 0, shift) - iMA(symbol, 0, cPeriod, 0,MODE_SMA,
PRICE_CLOSE, shift));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double powdif(double val)
{
return(MathPow(val, 2));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double u(double val1, double val2)
{
return((val1*val2));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double Cor(string base, string hedge)
{
double u1 = 0, l1 = 0, s1 = 0;
for(int i = cPeriod - 1; i >= 0; i--)
{
u1 += u(symboldif(base, i), symboldif(hedge, i));
l1 += powdif(symboldif(base, i));
s1 += powdif(symboldif(hedge, i));
}
double dMathSqrt = MathSqrt(l1*s1);
if(dMathSqrt > 0)
return(u1 / dMathSqrt);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int ExistPositions(string symbol, int op, int magic)
{
int NumPos = 0;
for(int i = 0; i < OrdersTotal(); i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) &&
OrderSymbol() == symbol &&
OrderMagicNumber() == magic &&
OrderType() == op)
{
NumPos++;
}
}
return(NumPos);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
Other Features:
It plays sound alerts