//+------------------------------------------------------------------+
//| Swaper_1.1.mq4 |
//| Copyright © 2007, Yury V. Reshetov |
//| http://reshetov.xnet.uz |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, Yury V. Reshetov"
#property link "http://reshetov.xnet.uz"
//---- input parameters
extern double experts = 1;
extern double beginPrice = 1.8014;
extern int magicnumber = 777;
static int prevtime = 0;
static double bl = 1000;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
if(Time[0] == prevtime)
return(0);
prevtime = Time[0];
if(!IsTradeAllowed())
{
prevtime = Time[1];
return(0);
}
//----
int total = OrdersHistoryTotal();
double money = bl * beginPrice;
int i = 0;
for (i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_HISTORY);
if(OrderSymbol() == Symbol() && OrderMagicNumber() == magicnumber)
{
if(OrderType() == OP_BUY)
{
money = money + (OrderClosePrice() -
OrderOpenPrice()) * 10 * OrderLots();
}
else
{
money = money - (OrderClosePrice() -
OrderOpenPrice()) * 10 * OrderLots();
}
}
}
total = OrdersTotal();
double com = bl;
int tickbuy = -1;
double buyvolume = 0;
int ticksell = -1;
double sellvolume = 0;
for(i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber() == magicnumber)
{
if(OrderType() == OP_BUY)
{
if(OrderSymbol() == Symbol())
{
money = money - 10 * buyvolume * OrderOpenPrice();
if ((MarketInfo(Symbol(), MODE_SWAPLONG) < 0) || (AccountFreeMargin() < 0 && OrderProfit() < 0)) {
buyvolume = OrderLots();
tickbuy = OrderTicket();
}
}
com = com + 10 * OrderLots();
}
else
{
if(OrderSymbol() == Symbol())
{
money = money + 10 * sellvolume * OrderOpenPrice();
if ((MarketInfo(Symbol(), MODE_SWAPSHORT) < 0) || (AccountFreeMargin() < 0 && OrderProfit() < 0)) {
sellvolume = OrderLots();
ticksell = OrderTicket();
}
}
com = com - 10 * OrderLots();
}
}
}
double fv = money / com;
Comment("Fair value ", fv);
if(! IsTradeAllowed())
{
prevtime = Time[1];
return(0);
}
closeby(ticksell, tickbuy);
if(!IsTradeAllowed())
{
prevtime = Time[1];
return(0);
}
double lots = 0;
double price = 0;
double dt = (money / (MathMax(High[1], High[0]) + MarketInfo(Symbol(), MODE_SPREAD) * Point) - com) * experts / (experts + 1);
if(dt < 0)
{
dt = (com - money / MathMin(Low[1], Low[0])) * experts / (experts + 1);
if(dt < 1)
{
closeby(tickbuy, ticksell);
return(0);
}
lots = MathFloor(dt) / 10;
if(tickbuy >= 0)
{
if(buyvolume > lots)
{
OrderClose(tickbuy, lots, Bid, 3, Blue);
Sleep(30000);
}
else
{
OrderClose(tickbuy, buyvolume, Bid, 3, Blue);
tickbuy = -1;
Sleep(30000);
}
}
else
{
lots = getLots(lots);
if(lots > 0)
{
ticksell = OrderSend(Symbol(), OP_SELL, lots, Bid, 3,
0, 0, "Swaper", magicnumber, 0, Red);
Sleep(30000);
}
}
}
else
{
if(dt < 1)
{
closeby(ticksell, tickbuy);
return(0);
}
lots = MathFloor(dt) / 10;
if(ticksell >= 0)
{
if(sellvolume > lots)
{
OrderClose(ticksell, lots, Ask, 3, Red);
Sleep(30000);
}
else
{
OrderClose(ticksell, sellvolume, Ask, 3, Red);
ticksell = -1;
Sleep(30000);
}
}
else
{
lots = getLots(lots);
if(lots > 0)
{
tickbuy = OrderSend(Symbol(), OP_BUY, lots, Ask, 3, 0,
0, "Swaper", magicnumber, 0, Blue);
Sleep(30000);
}
}
}
//----
if(!IsTradeAllowed())
{
prevtime = Time[1];
return(0);
}
closeby(tickbuy, ticksell);
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void closeby(int sell, int buy)
{
if(sell >= 0 && buy >= 0)
{
OrderCloseBy(buy, sell, Green);
Sleep(30000);
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double getLots(double lt)
{
double marginrequired = MarketInfo(Symbol(), MODE_MARGINREQUIRED);
double freemargin = AccountFreeMargin();
if(freemargin > (marginrequired * lt))
{
return(lt);
}
double result = freemargin / marginrequired;
result = MathFloor(result * 10) / 10;
return(result);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of closed orders
Checks for the total of open orders
It Closes Orders by itself
Other Features: