Desynced Forex

//+------------------------------------------------------------------+
//|                                                    Plech_vol.mq4 |
//|                                                      space cowboy|
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Lizhniyk E"
#property link      "http://www.metaquotes.net"

extern double k=5.0;//ìíîæèòåëü äëÿ îòêðûòèÿ ñäåëêè îòíîñèò. òåêóùåé âîëàòèëüíîñòè ò.å. äâèæåíèå_äëÿ_îòêðûòèÿ=âîëàòèëüíîñòü_çà_ïåðèîä*k 
extern int period=24;//ïåðèîä äëÿ ðàñ÷¸òà âîëàòèëüíîñòè â áàðàõ
extern int exp=0;//ðåæèì ñãëàæèâàíèÿ âîëàòèëüíîñòè 0-ïîñòîå ñêîëüçÿùåå 1-ëèíåéíî-âçâåøåííîå 
extern int open.close=0;//ðåæèì ðàñ÷¸òà âîëàòèëüíîñòè ïî 1-open/close, 0-High/Low
extern double SL_pp=0;//óñòàíîâêà ñòîïà â ïðîöåíòàõ îò ñîñòîÿâøåãîñÿ äâèæåíÿ (îò 0 äî 1, 0-ñòîï íå ñòàâèì âîîáùå)
extern bool visualize=true; //îòðèñîâêà äâèæåíèé

//extern double rsi=70;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int spread, stoplevel, freeze;
int tf=4; 

double lh=0, ll=0;
bool trend;
double udat[100000][2];
int ucnt=0;
double ddat[100000][2];
int dcnt=0;
int tc, tl=0, th=0;
double koef[];
int plech=0;
int ttf;

int init()
  {
//----
  int highest=iHighest(NULL,0,MODE_HIGH,period*3,0);
  int lowest=iLowest(NULL,0,MODE_LOW,period*3,0);
  if(highest<lowest) {trend=false;} 
  else {trend=true;} 
  
  lh=High[highest]; th=Time[highest]; udat[ucnt][0]=High[highest]; 
  udat[ucnt][1]=Time[highest]; udat[ucnt][2]=1; ucnt++;
  ll=Low[highest]; tl=Time[highest]; ddat[dcnt][0]=Low[lowest]; 
  ddat[dcnt][1]=Time[lowest]; ddat[dcnt][2]=1; dcnt++;

  //**************
  plech=calc_vol()*k;
  //**************
  if(period<1) period=1; 
  ArrayResize(koef, period);
  double val=2.0/period;
  double inc=2.0;
  for(int j=0;j<period;j++)
    {
    koef[j]=inc;
    inc-=val;
    }
  //*********************  
  stoplevel=MarketInfo(Symbol(), MODE_STOPLEVEL)+1;
  spread=MarketInfo(Symbol(), MODE_SPREAD);
  freeze=MarketInfo(Symbol(), MODE_FREEZELEVEL)+1; 
  //***********************
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
bool work=true;
int tmp;
double vol=0;
double positive=0, negative=0, per, prsi=0;
int objs=0;
double nakl=0;

int start()
  {
//----
  tc=TimeCurrent(); 
  //***********************
  int tfbars=Bars;
  if(tmp!=tfbars)
   {
   plech=calc_vol()*k;
   }
  tmp=tfbars; 
  //************************
  if(Bid>lh) {lh=Bid;th=tc;} 
  if(Bid<ll) {ll=Bid;tl=tc;} 
  //************************
  if(trend && Bid<lh-plech*Point)
        {
        trend=false;
        if(ucnt>99999) ucnt=0;
        udat[ucnt][0]=lh;
        udat[ucnt][1]=th;
        ucnt++;
        if(visualize) vis();
        ll=Bid; tl=tc;   
        close_all();
        sell();
        }
   if(!trend && Bid>ll+plech*Point)
        {
        trend=true;
        if(dcnt>99999) dcnt=0;
        ddat[dcnt][0]=ll;
        ddat[dcnt][1]=tl;
        dcnt++;
        if(visualize) vis();
        lh=Bid; th=tc;
        close_all();
        buy();
        }
  //*************************** 
//----
   return(0);
  }
//+------------------------------------------------------------------+
void close_all()
{
int tot=OrdersTotal();
for(int i=0;i<tot;i++)
 {
 OrderSelect(i,SELECT_BY_POS);
 if(OrderType()==0) OrderClose(OrderTicket(),OrderLots(),Bid,0);
 if(OrderType()==1) OrderClose(OrderTicket(),OrderLots(),Ask,0);
 }
}

int sell()
{
double ssl=0;
if(SL_pp>0)
 {
 int ppl=plech*SL_pp;
 if(ppl<stoplevel) ppl=stoplevel;
 ssl=NormalizeDouble(Ask+ppl*Point, Digits);
 }
int t=-1;
t=OrderSend(Symbol(),OP_SELL,1,Bid,0,ssl,0,"order_sell",29072007,0,0x0000FF);
return(t);
}

int buy()
{
double ssl=0;
if(SL_pp>0)
 {
 int ppl=plech*SL_pp;
 if(ppl<stoplevel) ppl=stoplevel;
 ssl=NormalizeDouble(Bid-ppl*Point, Digits);
 }
int t=-1;
t=OrderSend(Symbol(),OP_BUY,1,Ask,0,ssl,0,"order_buy",19072007,0,0xFF0000);
return(t);
}

void vis()
{
string nnn=TimeToStr(tc)+" "+DoubleToStr(objs,0);
ObjectCreate(nnn,OBJ_TREND,0,ddat[dcnt-1][1],ddat[dcnt-1][0],udat[ucnt-1][1],udat[ucnt-1][0]);
ObjectSet(nnn,OBJPROP_RAY,false);
objs++;
}

double calc_vol()
{
double res=0;
for(int j=0;j<period;j++)
 {
 if(!open.close)
  {
  if(!exp)
  res+=(High[j+1]-Low[j+1])/Point;
  else res+=((High[j+1]-Low[j+1])/Point) * koef[j];
  }
 else
  {
  if(!exp)
  res+=MathAbs(Open[j+1]-Close[j+1])/Point;
  else res+=(MathAbs(Open[j+1]-Close[j+1])/Point) * koef[j];
  } 
 }
res/=period; 
if(res==0) res=(High[2]-Low[2])/Point;
return(res);
}

Sample

Analysis

Market Information Used:

Series array that contains the highest prices of each bar
Series array that contains open time of each bar
Series array that contains the lowest prices 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:



Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders

It Closes Orders by itself
It automatically opens orders when conditions are reached

Other Features:

2009-2010 - Desynced Tech