/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| TradeChannel.mq4 |
//| Copyright © 2005, George-on-Don |
//| http://www.forex.aaanet.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, George-on-Don"
#property link "http://www.forex.aaanet.ru"
#include <stdlib.mqh>
#include <stderror.mqh>
#define MAGICMA 20050610
extern double Lots=0.1; // Lot size
extern bool SndMl=true; // Flag to send e-mail message
extern bool isFloatLots = true; // flag to calculate size lot
extern double DcF = 3;// factor to optimisation
extern double MaxR = 0.02; // max risk
extern int pATR=4; // periods ÀÒÐ
extern int rChannel = 20; // periods channel
extern double Trailing = 30; // value tralings
//--------- global variables
double Atr;
double Resist;
double ResistPrev;
double Support;
double SupportPrev;
double Pivot;
//------------------
int CalculateCurrentOrders(string symbol)
{
int buys=0;
int sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)
break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
{
if(OrderType()==OP_BUY)
buys++;
if(OrderType()==OP_SELL)
sells++;
}
}
//---- return orders volume
if(buys>0)
return(buys);
else
return(-sells);
}
//+------------------------------------------------------------------+
//| calculate value trade lots |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
if (isFloatLots == true) // if isFloatLots true then optimise value lots else value lots = const
{
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaxR/1000.0,1);
//---- calcuulate number of losses orders without a break
if(DcF>0)
{
for(int i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false)
{
Print("Error on History!");
break;
}
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL)
continue;
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DcF,1);
}
}
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
// calculate channel periods
void defPcChannel()
{
Resist=High[Highest(NULL,0,MODE_HIGH,rChannel,1)]; // up channel
ResistPrev=High[Highest(NULL,0,MODE_HIGH,rChannel,2)];
Support=Low[Lowest(NULL,0,MODE_LOW,rChannel,1)];
SupportPrev=Low[Lowest(NULL,0,MODE_LOW,rChannel,2)];
Pivot = (Resist+Support+Close[1])/3;
}
// is open trade BUY?
bool isOpenBuy()
{
defPcChannel() ;
if ( High[1] >= Resist && Resist == ResistPrev)
return (true);
if ( Close [1] < Resist && Resist == ResistPrev && Close [1] > Pivot)
return(true);
return(false);
}
// is open trade SELL?
bool isOpenSell()
{
defPcChannel();
if (Low[1] <= Support && Support==SupportPrev )
return (true);
if (Close [1] > Support && Support==SupportPrev && Close [1] < Pivot )
return (true);
return (false);
}
// is open trade on?
void CheckForOpen()
{
int res;
string sHeaderLetter;
string sBodyLetter;
//---- is First value bar?
if(Volume[0]>1)
return;
//----
Atr = iATR(NULL,0,pATR,1);
//---- is Sell?
if (isOpenBuy() == True)
{
res=OrderSend(Symbol(),OP_SELL, LotsOptimized(),Bid,3, Resist+Atr,0,"",MAGICMA,0,Red);
if (SndMl == True && res != -1)
{
sHeaderLetter = "Operation SELL by " + Symbol()+"";
sBodyLetter = "Order Sell by "+ Symbol() + " at " + DoubleToStr(Bid,4)+ ", and set stop/loss at " + DoubleToStr(Resist+Atr,4)+"";
sndMessage(sHeaderLetter, sBodyLetter);
}
return;
}
//---- is Buy?
if (isOpenSell() == true)
{
res=OrderSend(Symbol(),OP_BUY, LotsOptimized() ,Ask,3,Support-Atr,0,"order",MAGICMA,0,Blue);
if ( SndMl == True && res != -1)
{
sHeaderLetter = "Operation BUY at " + Symbol()+"";
sBodyLetter = "Order Buy at "+ Symbol() + " for " + DoubleToStr(Ask,4)+ ", and set stop/loss at " + DoubleToStr(Support-Atr,4)+"";
sndMessage(sHeaderLetter, sBodyLetter);
}
return;
}
return;
}
// is close trade?
bool isCloseSell()
{
defPcChannel();
if (Low[1] <= Support && Support==SupportPrev )
return (true);
return (false);
}
bool isCloseBuy()
{
defPcChannel();
if ( High[1] >= Resist && Resist == ResistPrev)
return (true);
return (false);
}
void CheckForClose()
{
string sHeaderLetter;
string sBodyLetter;
bool CloseOrd;
//----
if(Volume[0]>1) return;
//----
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)
break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol())
continue;
//----
if(OrderType()==OP_BUY)
{
if (isCloseBuy() == true )
{
CloseOrd=OrderClose(OrderTicket(),OrderLots(),Bid,3,Lime);
if ( SndMl == True && CloseOrd == True)
{
sHeaderLetter = "Operation CLOSE BUY at" + Symbol()+"";
sBodyLetter = "Close order Buy at "+ Symbol() + " for " + DoubleToStr(Bid,4)+ ", and finish this Trade";
sndMessage(sHeaderLetter, sBodyLetter);
}
break;
}
else
{
// is traling stop?
if(Trailing>0)
{
if(Bid-OrderOpenPrice()>Point*Trailing)
{
if(OrderStopLoss()<Bid-Point*Trailing)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*Trailing,OrderTakeProfit(),0,Green);
return ;
}
}
}
}
}
if(OrderType()==OP_SELL)
{
if (isCloseSell() == true)
{
CloseOrd=OrderClose(OrderTicket(),OrderLots(),Ask,3,Lime);
if ( SndMl == True && CloseOrd == True)
{
sHeaderLetter = "Operation CLOSE SELL at" + Symbol()+"";
sBodyLetter = "Close order Sell at "+ Symbol() + " for " + DoubleToStr(Ask,4)+ ", and finish this Trade";
sndMessage(sHeaderLetter, sBodyLetter);
}
break;
}
else
{
// is trailing stop,?
if(Trailing>0)
{
if((OrderOpenPrice()-Ask)>(Point*Trailing))
{
if((OrderStopLoss()>(Ask+Point*Trailing)) || (OrderStopLoss()==0))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*Trailing,OrderTakeProfit(),0,Red);
return;
}
}
}
}
}
}
//----
}
//--------------------------------------------------------------------
// fumction send e-mail message then open trade
//--------------------------------------------------------------------
void sndMessage(string HeaderLetter, string BodyLetter)
{
int RetVal;
SendMail( HeaderLetter, BodyLetter );
RetVal = GetLastError();
if (RetVal!= ERR_NO_MQLERROR)
Print ("Error, message not send: ", ErrorDescription(RetVal));
return;
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
if(Bars<25 || IsTradeAllowed()==false)
return (0);
if (AccountFreeMargin()<(100*Point*Lots))
{
Print("Stop!Our account not enable for trade.Free margin is = ", AccountFreeMargin());
return(0);
}
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose();
//-
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the highest prices 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 tick volumes of each bar
Indicator Curves created:
Indicators Used:
Indicator of the average true range
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
Other Features:
It sends emails
