/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Starter_v4.mq4 |
//| Copyright © 2005, GCM |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, GCM"
#property link "http://"
#include <stdlib.mqh>
extern int TakeProfit = 0;
extern double Lots = 1;
extern double TrailingStop = 0;
extern double StopLoss = 0;
extern int mm = 1;
extern double Riskpercent = 5;
extern int AccountIsMini = 0;
extern int LiveTrading = 1;
extern double DecreaseFactor = 3;
extern double Margincutoff = 800;
extern int Turnon = 1;
extern int MaximumLosses = 5;
extern double Stop = 5;
extern double MAPeriod=120;
string OrderText = "";
double lotMM;
int TradesInThisSymbol;
int cnt=0, total;
datetime LastTime;
double Sl;
double Tr;
int ticket;
int trstop = 0;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
double LotsOptimized(int Mnr)
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
int tolosses=0;
//---- select lot size
lot=NormalizeDouble(MathCeil(AccountBalance()*Riskpercent/10000)/10,1);
//---- calcuulate number of losses orders without a break
if(DecreaseFactor>0)
{
for(int i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL || OrderMagicNumber()!=Mnr) continue;
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
for(i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
if(TimeDay(OrderCloseTime()) != TimeDay(CurTime())) continue;
//----
if(OrderProfit()<0) tolosses++;
}
if (tolosses >= MaximumLosses) trstop=1;
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
if(lot > 1)
lot = MathCeil(lot);
if(AccountIsMini==1)
lot = lot * 10;
//---- return lot size
if(lot<0.1) lot=0.1;
if(LiveTrading == 1)
{
if (AccountIsMini == 0 && lot < 1.0)
lot = 1.0;
}
if(lot > 100)
lot = 100;
return(lot);
}
double LaGuerre(double gamma, int shift)
{
double RSI;
double L0[100];
double L1[100];
double L2[100];
double L3[100];
double CU, CD;
for (int i=shift+99; i>=shift; i--)
{
L0[i] = (1.0 - gamma)*Close[i] + gamma*L0[i+1];
L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1];
L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1];
L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1];
CU = 0;
CD = 0;
if (L0[i] >= L1[i]) CU = L0[i] - L1[i];
else CD = L1[i] - L0[i];
if (L1[i] >= L2[i]) CU = CU + L1[i] - L2[i];
else CD = CD + L2[i] - L1[i];
if (L2[i] >= L3[i]) CU = CU + L2[i] - L3[i];
else CD = CD + L3[i] - L2[i];
if (CU + CD != 0) RSI = CU / (CU + CD);
}
return(RSI);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
double Laguerre;
double Laguerreprevious;
double Alpha;
double MA, MAprevious, Min_OrderPrice;
int donttrade, allexit, err;
trstop = 0;
int MagicNumber = 3000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period());
string setup="s4m1_" + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period()));
if(mm == 1)
{
lotMM = LotsOptimized(MagicNumber);
}
else {
lotMM = Lots; // Change mm to 0 if you want the Lots parameter to be in effect
}
Laguerre=LaGuerre(0.7, 0);
Laguerreprevious=LaGuerre(0.7, 1);
Alpha=iCCI(NULL, 0, 14, PRICE_CLOSE, 0);
MA=iMA(NULL,0,MAPeriod,0,MODE_EMA,PRICE_MEDIAN,0);
MAprevious=iMA(NULL,0,MAPeriod,0,MODE_EMA,PRICE_MEDIAN,1);
donttrade = 0;
allexit = 0;
if(DayOfWeek()==5 && Hour()>=18) donttrade=1;
if(DayOfWeek()==5 && Hour()>=20) allexit=1;
total=OrdersTotal();
TradesInThisSymbol = 0;
for(cnt=0;cnt<total;cnt++)
{
if ( OrderSelect (cnt, SELECT_BY_POS) == false ) continue;
if ( OrderSymbol() != Symbol() || OrderMagicNumber() != MagicNumber) continue;
if((OrderType() == OP_BUY || OrderType() == OP_BUYSTOP) && (OrderSymbol()==Symbol()))
{
TradesInThisSymbol++;
if(Laguerre>0.9 || allexit==1)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
return(0); // exit
}
// check for stop
if(Stop>0)
{
if(Bid-OrderOpenPrice()>=Point*Stop)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
return(0);
}
}
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>Point*TrailingStop)
{
if(OrderStopLoss()<Bid-Point*TrailingStop)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Aqua);
return(0);
}
}
}
}
if((OrderType() == OP_SELL || OrderType() == OP_SELLSTOP) && (OrderSymbol()==Symbol()))
{
TradesInThisSymbol++;
if(Laguerre<0.1 || allexit==1)
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
return(0); // exit
}
// check for stop
if(Stop>0)
{
if(OrderOpenPrice()-Ask>=Point*Stop)
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
return(0);
}
}
if(TrailingStop>0)
{
if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
{
if(OrderStopLoss()==0.0 ||
OrderStopLoss()>(Ask+Point*TrailingStop))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Aqua);
return(0);
}
}
}
}
}
if(AccountFreeMargin() < Margincutoff) {
return(0);}
if(TradesInThisSymbol > 0) {
return(0);}
if(CurTime() < LastTime) {
return(0);}
OrderText = ""; //Must be blank before going into the main section
// Is current bar a bull candle?
if((Turnon == 1) && (Laguerreprevious<=0) && (Laguerre<=0) && (MA>MAprevious) && (Alpha<-5) && donttrade==0)
{
OrderText = "BUY";
if (StopLoss>0) {
Sl = Ask-StopLoss*Point;
} else {
Sl=0;
}
if (TakeProfit == 0)
Tr = 0;
else
Tr = Ask+TakeProfit*Point;
}
// Is current bar a bear candle?
if((Turnon == 1) && (Laguerreprevious>=1) && (Laguerre>=1) && (MA<MAprevious) && (Alpha>5) && donttrade==0)
{
OrderText = "SELL";
if (StopLoss>0) {
Sl = Bid+StopLoss*Point;
} else {
Sl = 0;
}
if (TakeProfit == 0)
Tr = 0;
else
Tr = Bid-TakeProfit*Point;
}
if(OrderText != "" && trstop == 0 && TradesInThisSymbol == 0)
{
LastTime = CurTime();
if(OrderText == "BUY")
{
Min_OrderPrice=MinOrderPrice(OP_BUY, MagicNumber);
if (Min_OrderPrice>0 && Min_OrderPrice<=Ask*1.05) {
Print("Buy too expensive => MinOrderPrice= " + Min_OrderPrice + " Ask=" + Ask);
} else {
ticket = OrderSend(Symbol(),OP_BUY,lotMM,Ask,3,Sl,Tr,setup,MagicNumber,0,Green);
LastTime += 12;
if(ticket<=0) {
err = GetLastError();
Alert("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err));
}
return(0);
}
}
else if(OrderText == "SELL")
{
Min_OrderPrice=MinOrderPrice(OP_SELL, MagicNumber);
if (Min_OrderPrice>0 && Min_OrderPrice<=Bid) {
Print("Buy too expensive MinOrderPrice= " + Min_OrderPrice + " Bid=" + Bid);
} else {
ticket = OrderSend(Symbol(),OP_SELL,lotMM,Bid,3,Sl,Tr,setup,MagicNumber,0,Red);
LastTime += 12;
if(ticket<=0) {
err = GetLastError();
Alert("Error opening Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err));
}
return(0);
}
}
return(0);
}
//----
return(0);
}
//+------------------------------------------------------------------+
int func_TimeFrame_Const2Val(int Constant ) {
switch(Constant) {
case 1: // M1
return(1);
case 5: // M1
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);
}
}
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=="USDCHF") {
return(1);
} else if(symbol=="GBPUSD") {
return(2);
} else if(symbol=="EURUSD") {
return(3);
} else if(symbol=="USDJPY") {
return(4);
} else if(symbol=="AUDUSD") {
return(5);
} else if(symbol=="USDCAD") {
return(6);
} else {
Comment("unexpected Symbol");
}
}
double MinOrderPrice(int OType, int OMagicNumber) {
double MinPrice;
if (OrderType()==OP_BUY) {
MinPrice=1000000;
} else {
MinPrice=0;
}
for(int cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OType && OrderSymbol()==Symbol() && OrderMagicNumber()==OMagicNumber) {
if (OrderType()==OP_BUY) {
if (OrderOpenPrice()<MinPrice) {
MinPrice=OrderOpenPrice();
}
} else {
if (OrderOpenPrice()>MinPrice) {
MinPrice=OrderOpenPrice();
}
}
}
}
if (MinPrice==1000000) MinPrice=0;
return(MinPrice);
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Commodity channel index
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 issuies visual alerts to the screen
