// trade assistant - to watch after SL's for your trades
// some ideas and code fragments: "S.Projects" - "cortex.snowcron.com"
extern int logging=1;
//logging=1 - if you want logs in Experts\Files directory
extern int nTrailingStop=35;
//nTrailingStop [pips] - initial trailing stop. It will be used until your trade will reach profit = nPropSLThreshold
extern int nPropSLThreshold=12;
//nPropSLThreshold [pips] - after reaching this profit proportional trailing stop will be used
extern double dPropSLRatio=0.35;
//dPropSLRatio [decimal] - multiplying factor ( PropSL = Profit * dPropSLRatio - Spred )
extern int nUseEscape=0;
//nUseEscape [ 1 or 0 ] - escape misplaced trades as soon as they reach some minimal profit
extern int nEscapeLevel=0;
//nEscapeLevel [pips] - lose size after which we want our trade to terminate
//as soon as it will reach next high
extern int nEscapeTP=35;
//nEscapeTP [pips] - take profit level in pips (you can set to negative value
//- then it will be a lose that you would be happy to get,
//in the case your trade reached some impressive negative pips value)
double dEscapeLevel;
double dStopLoss;
double dTrailingStop;
double dEscapeTP;
double dPropSLThreshold;
double dTakeProfit;
double dTakeProfitMin;
double dTakeProfitMax;
double dTakeProfitT;
int nBars, nSpread, nDigits, nBarsSameTrend, nCloseErr, nOpenErr, i;
double dDeltaPrice, dnBid, dnAsk, dSpread, dStopLevel, dMax, dMin, dMacdDelta, dMacd1, dMacd2;
// double dOldBalance, dNewBalance;
int nTakeProfitMax=100;
extern int nSlip = 2;
int nBarsSinceTrade=0;
string strExpert = "tp-1.0.0";
// ------
int init ()
{
nBars = Bars;
nSpread = MarketInfo(Symbol(), MODE_SPREAD);
dSpread = NormalizeDouble(nSpread * Point,4);
nDigits = MarketInfo(Symbol(), MODE_DIGITS);
dEscapeTP = NormalizeDouble(nEscapeTP * Point,4);
dEscapeLevel = nEscapeLevel * Point;
return(0);
}
// ------
int deinit()
{
return(0);
}
// ------
int start()
{
// ------
// to let MT rest a bit after new bar:
// Sleep(2500);
// RefreshRates();
dnBid=NormalizeDouble(Bid,nDigits);
dnAsk=NormalizeDouble(Ask,nDigits);
ModifyOrders();
// ------
return(0);
}
// ------
void ModifyOrders()
{
double dSl;
double arrSL[4];
double arrTP[4];
dTrailingStop = NormalizeDouble(nTrailingStop * Point,4);
dEscapeTP = NormalizeDouble(nEscapeTP * Point,4);
dPropSLThreshold = nPropSLThreshold * Point;
dSpread = MarketInfo(Symbol(),MODE_SPREAD) * Point;
dStopLevel = MarketInfo(Symbol(),MODE_STOPLEVEL) * Point;
for(int nCnt = 0; nCnt < OrdersTotal(); nCnt++)
{
OrderSelect(nCnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol() == Symbol() ) //(OrderMagicNumber() == nMagic)
{
if(OrderType() == OP_BUY)
{
dSl=OrderStopLoss();
if( dSl == 0 )
dSl = dnBid - dTrailingStop;
arrSL[0]=dSl;
arrSL[1]=dSl;
arrSL[2]=dSl;
arrSL[3]=dSl;
LogSL("OP_BUY-check",dSl,arrSL[0],arrSL[1],arrSL[2],arrSL[3]);
// if( Bid > OrderOpenPrice() + dMaSLDelta )
// arrSL[3]=OrderOpenPrice() + dMaSLDelta;
if( dPropSLRatio > 0 )
{
if( Bid > (OrderOpenPrice() + dPropSLThreshold) )
{
dSl = NormalizeDouble( OrderOpenPrice() + dPropSLRatio*(Bid - OrderOpenPrice()) - dSpread,4 );
if(OrderStopLoss() < dSl)
arrSL[1]=dSl;
}
}
if(Bid < OrderOpenPrice() + 4*dSpread )
arrSL[2]=dnBid - dTrailingStop;
dSl=arrSL[ArrayMaximum(arrSL)];
LogSL("OP_BUY - max",dSl,arrSL[0],arrSL[1],arrSL[2],arrSL[3]);
if( dSl > OrderStopLoss() || OrderStopLoss() == 0 )
{
OrderModify(OrderTicket(), OrderOpenPrice(),
dSl, OrderTakeProfit(), 0, Yellow);
Log("Buy - modify", 8888, 8888, 0, nBarsSameTrend, OrderOpenPrice(), dSl);
}
// Escape buy
//if( dEscape != 0 && dnBid < OrderOpenPrice() - dEscape - 5 * Point )
if( nUseEscape == 1 && dnBid < OrderOpenPrice() - dEscapeLevel - 5 * Point )
{
OrderModify(OrderTicket(), OrderOpenPrice(),
OrderStopLoss(), OrderOpenPrice() + dEscapeTP, 0, Aqua);
Log("Buy - EscapeLevel", 8888, 8888, 0, nBarsSameTrend, OrderOpenPrice(), dSl);
}
} // end OP_BUY
//////////////////////////////////////////////////////////////////////////////////////////////////
if(OrderType() == OP_SELL)
{
dSl=OrderStopLoss();
if( dSl == 0 )
dSl = dnAsk + dTrailingStop;
arrSL[0]=dSl;
arrSL[1]=dSl;
arrSL[2]=dSl;
arrSL[3]=dSl;
nBarsSinceTrade=GlobalVariableGet("tp-100-BarsSinceTrade") + 1;
GlobalVariableSet("tp-100-BarsSinceTrade",nBarsSinceTrade);
//if( nBarsSinceTrade >= 1 && nBarsSinceTrade < 3 )
// if( Ask < OrderOpenPrice() - dMaSLDelta )
// arrSL[3]=OrderOpenPrice() - dMaSLDelta;
if( dPropSLRatio > 0 )
{
if( Ask < (OrderOpenPrice() - dPropSLThreshold) )
{
dSl = NormalizeDouble( OrderOpenPrice() - dPropSLRatio*(OrderOpenPrice() - Ask) + dSpread,4 );
if( dSl < OrderStopLoss() )
arrSL[1]=dSl;
}
}
if( Ask > OrderOpenPrice() - 4*dSpread )
arrSL[2]=dnAsk + dTrailingStop;
// + dSpread;
dSl=arrSL[ArrayMinimum(arrSL)];
//if( dSl == 0 )
// dSl = arrSL[0];
LogSL("OP_SELL - min",dSl,arrSL[0],arrSL[1],arrSL[2],arrSL[3]);
if( dSl < OrderStopLoss() || OrderStopLoss() == 0 )
{
OrderModify(OrderTicket(), OrderOpenPrice(),
dSl, OrderTakeProfit(), 0, Yellow);
Log("Sell - modify", 8888, 8888, 0, nBarsSameTrend, OrderOpenPrice(), dSl);
}
// Escape sell
//if( dEscape != 0 && dnAsk > OrderOpenPrice() + dEscape + 5 * Point )
if( nUseEscape == 1 && dnAsk > OrderOpenPrice() + dEscapeLevel + 5 * Point )
{
OrderModify(OrderTicket(), OrderOpenPrice(),
OrderStopLoss(), OrderOpenPrice() - dEscapeTP, 0, Aqua);
Log("Buy - EscapeLevel", 8888, 8888, 0, nBarsSameTrend, OrderOpenPrice(), dSl);
}
} // End OP_SELL
} //end if(OrderMagicNumber() == nMagic)
} //end for(int nCnt = 0; nCnt < OrdersTotal(); nCnt++)
} // end ModifyOrders()
//////////////////////////////////////////////////////////////////////////////////////////////////
void Log(string msg, double val1, double val2, double val3, double val4, double val5, double val6)
{
if(logging > 0 )
{
int handle;
handle=FileOpen("tp-100-log.txt",FILE_CSV|FILE_READ|FILE_WRITE,';');
if(handle<1)
{
Print("File tp-100-log.txt not found, the last error is ", GetLastError());
return(false);
}
FileSeek(handle, 0, SEEK_END);
//---- add data to the end of file
//FileWrite(handle, Year(), Month(), Day(), Hour(), Minute(), "Bid, Ask ", msg, Bid, Ask, "___", val1, val2, val3, val4, val5, val6);
FileWrite(handle, Year(), Month(), Day(), Hour(), Minute(), msg, Bid, Ask, 8888, "___", val1, val2, "___", val3, val4, "___", val5, val6);
FileClose(handle);
}
}
void LogSL(string msg, double val1, double val2, double val3, double val4, double val5)
{
if(logging > 0 )
{
int handle;
handle=FileOpen("tp-100-log-sl.txt",FILE_CSV|FILE_READ|FILE_WRITE,';');
if(handle<1)
{
Print("File tp-100-log-sl.txt not found, the last error is ", GetLastError());
return(false);
}
FileSeek(handle, 0, SEEK_END);
//---- add data to the end of file
FileWrite(handle, Year(), Month(), Day(), Hour(), Minute(), msg, Bid, Ask, val1, val2, val3, val4, val5);
FileClose(handle);
}
}
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
Other Features:
Uses files from the file system
It writes information to file