SMC Skeleton v3





/*-----------------------------+
|			       |
| Shared by www.Aptrafx.com    |
|			       |
+------------------------------*/

//+------------------------------------------------------------------+
//|                                                           SMC.mq4 
//|              inspired by my own efforts
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+

 extern double Lots = 0.1;
 extern double RiskPercent = 1;
 
 extern double TakeProfit = 50;
 extern double LockProfit = 2;
 extern double InitialStop = 30;
 extern double TrailingStop = 25;
 extern int    PP1=15;
 extern int    PP2=35;
 extern int    PP3=55;
 extern int    PP4=65;
 extern int    PV1=15;
 extern int    PV2=45;



 extern int TrendTimescale= 1440; // daily in minutes
 extern int TrendLongMA = 70;
 extern int TrendMediumMA = 45;
 
 extern int SignalSMA=12;
 extern int SignalMMA=45;
 extern int SignalLMA=70;
 
 datetime BarTime;
 int cnt,tmp;
//#####################################################################
int init()
{
//----
//ObjectCreate("Trend",21,1,Time[5],75);
//ObjectSetText("Trend","NONE");
//----
   return(0);
  }
//#############################################################################

int start()
  {
   double SL;
   double Spread, ATR, MinDist;
   double MaxRisk;

   double HighVal, LowVal;  //Breakout Prices

   bool   CloseLongs,CloseShorts;
   bool   Buy,Sell;
   bool   BuyZone, SellZone;

   int    total,ticket,err,tmp;
   int    NumberofPositions;
   
   string MaxRiskStr;
   datetime tmpstring;
   
//##############Alternative Strategy  MA's####################################
   double DLMAP1,DLMAP2,DMMAP1,DMMAP2;
   double LMAP1,LMAP2,MMAP1,MMAP2,SMAP1,SMAP2;
      
   
   
//############################################################################
  if(Bars<100){Print("bars less than 100"); return(0); }
//exit if not new bar
 if(BarTime == Time[0]) {return(0);}
//new bar, update bartime
 BarTime = Time[0];
//#############################################################################
//~~~~~~~~~~~~~~~~Miscellaneous setup stuff~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 MinDist=(MarketInfo(Symbol(),MODE_STOPLEVEL)*Point);
 Spread=(Ask-Bid);
 MaxRisk=(AccountFreeMargin()*RiskPercent/100)*Point();
 MaxRiskStr=DoubleToStr(MaxRisk,4);

//#############################################################################
//~~~~~~~~~~~~~~~~~~INDICATOR CALCULATIONS~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

DLMAP1= iMA(NULL,0,70,1440,MODE_EMA,PRICE_CLOSE,1);  //Daily = 1440 minutes
DMMAP1= iMA(NULL,0,45,1440,MODE_EMA,PRICE_CLOSE,1);  //Daily = 1440 minutes

LMAP1= iMA(NULL,0,120,0,MODE_SMA,PRICE_CLOSE,1);
LMAP2= iMA(NULL,0,120,0,MODE_SMA,PRICE_CLOSE,2);
MMAP1= iMA(NULL,0,100,0,MODE_SMA,PRICE_CLOSE,1);
MMAP2= iMA(NULL,0,100,0,MODE_SMA,PRICE_CLOSE,2);
SMAP1= iMA(NULL,0,3,0,MODE_EMA,PRICE_CLOSE,1);
SMAP2= iMA(NULL,0,3,0,MODE_EMA,PRICE_CLOSE,2);

//####################OPENING RULES######################################
//BUY and SELL rules:
SL=0;
 if(MMAP1 > LMAP1)// Trend
  {
  if(Open[1] < MMAP1 && Close[1] > MMAP1) 
   {
    Buy=true;
    SL=LMAP1+MinDist;
     }}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Sell =false;
 if(MMAP1 < LMAP1)// Trend
  {
  if(Open[1] < MMAP1 && Close[1] > MMAP1)
   {  
    Sell=true;
    SL=LMAP1-MinDist;
     }}

//######################CLOSING RULES###################################
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//CLOSE CloseShorts = false;
//LONG & SHORT Rules:  PROBLEM IF LINES MOVE DURING TRADE
CloseLongs = false;
CloseShorts = false;

if(Close[0]<LMAP1) CloseLongs = true;
if(Close[0]>LMAP1) CloseShorts= true;

if(0==1) // CHECK THIS IS OFF
{
CloseLongs = true;
CloseShorts = true;
}

//~~~~~~~~~~~~~~~~  ORDER CLOSURE  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//CLOSE LONG Entries
 if(CloseLongs == true)
 {                                 
  total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
   {
    OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
    if(OrderType()==OP_BUY && OrderSymbol()==Symbol())
     {CloseLongs=false;
      OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close LONG position
      SendMail(Symbol()+" BUY Order Closed @ "+Bid," ");
   }}}}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//CLOSE SHORT ENTRIES: 
 if(CloseShorts == true)
 { 
  total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
   {CloseShorts=false;   
    OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); 
    if(OrderType()==OP_SELL && OrderSymbol()==Symbol()) // check for symbol
     {
      OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close SHORT position
      SendMail(Symbol()+" SELL Order Closed @ "+ Ask," ");
   }}}}
//##############################################################################################
//~~~~~~~~~~~~~~~~~~~LOCK IN PROFIT~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
    { 
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()==OP_BUY && OrderSymbol()==Symbol())
     { 
      SL = OrderStopLoss();
      if(Bid > OrderOpenPrice() + (PP1*Point)) SL= OrderOpenPrice();             //PP def 15,35,55,65
      if(Bid > OrderOpenPrice() + (PP2*Point)) SL= OrderOpenPrice()+(PV1*Point); //PV def 15,45
      if(Bid > OrderOpenPrice() + (PP3*Point)) SL= OrderOpenPrice()+(PV2*Point);
      if(Bid > OrderOpenPrice() + (PP4*Point)) SL= Bid-(TrailingStop*Point);
      if(SL > OrderStopLoss())
      { 
       OrderModify(OrderTicket(),OrderOpenPrice(),SL,OrderTakeProfit(),0,Orange);
       return(0);}
       }}}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
  total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
    {
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()==OP_SELL && OrderSymbol()==Symbol())
     {
      SL = OrderStopLoss();
      if(Ask < OrderOpenPrice() - (PP1*Point)) SL= OrderOpenPrice();
      if(Ask < OrderOpenPrice() - (PP2*Point)) SL= OrderOpenPrice()-(PV1*Point);
      if(Ask < OrderOpenPrice() - (PP3*Point)) SL= OrderOpenPrice()-(PV2*Point);
      if(Ask < OrderOpenPrice() - (PP4*Point)) SL= Ask+(TrailingStop*Point);
      if(SL < OrderStopLoss() || OrderStopLoss()==0)
      {
       OrderModify(OrderTicket(),OrderOpenPrice(),SL,OrderTakeProfit(),0,Red);
       return(0);}
       }}}
//##############################################################################

//~~~~~~~~~~~ END OF ORDER Closure routines & Stoploss changes  ~~~~~~~~~~~~~~~~~~~~
//##################################################################################
//##################################################################################
//~~~~~~~~~~~~START of NEW ORDERS ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

   if(AccountFreeMargin()<(1000*Lots))
   {Print("We have no money. Free Margin = ", AccountFreeMargin());
    return(0);}

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
if (0==1) // switch to turn ON/OFF history check
{  
 total=HistoryTotal();
 if(total>0)
  { 
   for(cnt=0;cnt<total;cnt++)
    {
     OrderSelect(cnt, SELECT_BY_POS, MODE_HISTORY);            //Needs to be next day not as below
     if(OrderSymbol()==Symbol()&& CurTime()- OrderCloseTime() < (Period() * 60 )
        )
        {
        return(0);
 }}}}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

 NumberofPositions = 0;
 total=OrdersTotal();
  if(total>0)
   { 
    for(cnt=0;cnt<total;cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
       if(OrderSymbol()==Symbol()) NumberofPositions=NumberofPositions+1;
       }
//may require extra code to determine exposure on any one pair
       if (NumberofPositions >= 1) return(0);
   }

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

//OPEN ORDER: LONG 
 if(Buy==true) 
  {
   ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,SL,0,"System Long",16384,0,Orange); //Bid-(Point*(MinDist+2))
   if(ticket>0)
    { 
     Print("BUY order opened : ",OrderOpenPrice());
     Alert(Symbol()," Buy");
     if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) 
      {Print("BUY order opened : ",OrderOpenPrice());     
       //SendMail(Symbol()+" "+Period()+" BUY Order Opened @ "+Ask,"Comments: SL ="+SL+" Risk = "+DoubleToStr((Bid-SL),4)+" Max Risk "+MaxRiskStr);
       }
     }
     else Print("Error opening BUY order : ",GetLastError()); 
     return(0); 
   } 
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

//OPEN ORDER: SHORT                                   
 if(Sell==true) 
  {
   ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,SL,0,"System Short",16384,0,Red);
   if(ticket>0)
    {
      Print("SELL order opened : ",OrderOpenPrice());
      Alert(Symbol()," Sell");
      if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) 
       {Print("SELL order opened : ",OrderOpenPrice());
        //SendMail(Symbol()+" "+Period()+" SELL Order Opened @ "+Bid,"Comments: SL ="+SL+" Risk = "+DoubleToStr((SL-Ask),4)+" Max Risk "+MaxRiskStr);
        }
      }
      else Print("Error opening SELL order : ",GetLastError()); 
      return(0); 
   }

//####################################################################################
//############               End of PROGRAM                  #########################   
   return(0);
}





Sample





Analysis



Market Information Used:

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:

Moving average indicator


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 sends emails
It issuies visual alerts to the screen