/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| TSD_MR_Trade_MACD_WPR_0_10.mq4 |
//| Copyright ® 2005 Bob O'Brien / Barcode |
//| TSD v1.2 rewritten to MQL4 and enhanced by Mindaugas |
//| TSD Trade version 0.10 |
//+------------------------------------------------------------------+
#property copyright "Copyright ® 2005 Bob O'Brien / Barcode"
#include <stdlib.mqh>
#define DIRECTION_MACD 1
#define DIRECTION_OSMA 2
#define FILTER_WPR 1
#define FILTER_FORCE 2
// which indicators to use
int DirectionMode = DIRECTION_MACD, FilterMode = FILTER_WPR;
// trading periods
int PeriodDirection = PERIOD_W1, PeriodTrade = PERIOD_D1, PeriodTrailing = PERIOD_H4, CandlesTrailing = 3;
// currency pairs to trade
string pairs[] = { "AUDUSD", "EURCHF", "EURGBP", "EURJPY", "EURUSD", "GBPCHF", "GBPJPY", "GBPUSD",
"USDCAD", "USDCHF", "USDJPY" };
// parameters for iWPR and iForce indicators
int WilliamsP = 24, WilliamsL = -75, WilliamsH = -25;
int ForceP = 2;
int TakeProfit = 100, TrailingStop = 60;
int Slippage = 5, LotsMax = 50;
double Lots = 0.1;
int MM = 0, Leverage = 1, MarginChoke = 200;
string TradeSymbol;
int Pair = 0;
datetime LastTrade = 0;
double Spread, SPoint;
//+------------------------------------------------------------------+
int init() { return(0); }
int deinit() { return(0); }
//+------------------------------------------------------------------+
int start() {
int TradesThisSymbol, Direction;
int i, ticket;
bool okSell, okBuy;
double PriceOpen, Buy_Sl, Buy_Tp, LotMM, WilliamsValue;
string ValueComment;
if ( (LastTrade + 15) > CurTime() ) return(0);
Pair = (Pair+1) % ArraySize(pairs);
TradeSymbol = pairs[Pair];
Spread = MarketInfo (TradeSymbol, MODE_ASK) - MarketInfo (TradeSymbol, MODE_BID);
SPoint = MarketInfo (TradeSymbol, MODE_POINT);
TradesThisSymbol = TotalTradesThisSymbol (TradeSymbol);
Direction = Direction (TradeSymbol, PeriodDirection, DirectionMode);
ValueComment = Filter(TradeSymbol, PeriodTrade, FilterMode, okBuy, okSell);
Comment ("\nSymbol: ", TradeSymbol, "\nMACD Direction: ", Direction, "\n", ValueComment);
/////////////////////////////////////////////////
// Place new order
/////////////////////////////////////////////////
if ( TradesThisSymbol < 1 ) {
LotMM = CalcMM(MM);
if ( LotMM < 0 ) return(0);
ticket = 0;
if ( Direction == 1 && okBuy ) {
MarkTrade();
Print ("TSD BuyStop: ", TradeSymbol, " ", LotMM, " ", CalcOpenBuy(), " ", CalcSlBuy(), " ", CalcTpBuy());
ticket = OrderSend (TradeSymbol, OP_BUYSTOP, LotMM, CalcOpenBuy(), Slippage, CalcSlBuy(), CalcTpBuy(),
"TSD BuyStop", 0, 0, Blue);
}
if ( Direction == -1 && okSell ) {
MarkTrade();
Print ("TSD SellStop: ", TradeSymbol, " ", LotMM, " ", CalcOpenSell(), " ", CalcSlSell(), " ", CalcTpSell());
ticket = OrderSend (TradeSymbol, OP_SELLSTOP, LotMM, CalcOpenSell(), Slippage, CalcSlSell(), CalcTpSell(),
"TSD SellStop", 0, 0, Red);
}
if ( ticket == -1 ) ReportError ();
if ( ticket != 0 ) return(0);
} // End of TradesThisSymbol < 1
/////////////////////////////////////////////////
// Pending Order Management
/////////////////////////////////////////////////
for (i = 0; i < OrdersTotal(); i++) {
if ( OrderSelect (i, SELECT_BY_POS) == false ) continue;
if ( OrderSymbol() != TradeSymbol ) continue;
if ( OrderType () == OP_BUYSTOP ) {
if ( Direction != 1 ) {
MarkTrade();
OrderDelete ( OrderTicket() );
return(0);
}
if ( iHigh(TradeSymbol, PeriodTrade, 1) < iHigh(TradeSymbol, PeriodTrade, 2) &&
( !CompareDoubles (CalcSlBuy(), OrderStopLoss()) ||
!CompareDoubles (CalcTpBuy(), OrderTakeProfit()) ) ) {
MarkTrade();
OrderModify (OrderTicket(), CalcOpenBuy(), CalcSlBuy(), CalcTpBuy(), 0, White);
return(0);
}
}
if ( OrderType () == OP_SELLSTOP ) {
if ( Direction != -1 ) {
MarkTrade();
OrderDelete ( OrderTicket() );
return(0);
}
if ( iLow(TradeSymbol, PeriodTrade, 1) > iLow(TradeSymbol, PeriodTrade, 2) &&
( !CompareDoubles (CalcSlSell(), OrderStopLoss()) ||
!CompareDoubles (CalcTpSell(), OrderTakeProfit()) ) ) {
MarkTrade();
OrderModify (OrderTicket(), CalcOpenSell(), CalcSlSell(), CalcTpSell(), 0, Gold);
return(0);
}
}
} // End of Pending Order Management
/////////////////////////////////////////////////
// Stop Loss Management
/////////////////////////////////////////////////
if ( TrailingStop > 0 ) {
for (i = 0; i < OrdersTotal(); i++) {
if ( OrderSelect (i, SELECT_BY_POS) == false ) continue;
if ( OrderSymbol() != TradeSymbol ) continue;
if ( TrailStop (i, TrailingStop) ) return(0);
}
}
return(0);
}
//+------------------------------------------------------------------+
double CalcOpenBuy () { return (dMax (iHigh(TradeSymbol, PeriodTrade, 1) + 1*SPoint + Spread,
MarketInfo(TradeSymbol, MODE_ASK) + 16*SPoint)); }
double CalcOpenSell () { return (dMin (iLow(TradeSymbol, PeriodTrade, 1) - 1*SPoint,
MarketInfo(TradeSymbol, MODE_BID) - 16*SPoint)); }
double CalcSlBuy () { return (iLow (TradeSymbol, PeriodTrade, 1) - 1*SPoint); }
double CalcSlSell () { return (iHigh(TradeSymbol, PeriodTrade, 1) + 1*SPoint + Spread); }
double CalcTpBuy () {
double PriceOpen = CalcOpenBuy(), SL = CalcSlBuy();
return (PriceOpen + dMax(TakeProfit*SPoint, (PriceOpen - SL)*2));
}
double CalcTpSell () {
double PriceOpen = CalcOpenSell(), SL = CalcSlSell();
return (PriceOpen - dMax(TakeProfit*SPoint, (SL - PriceOpen)*2));
}
//+------------------------------------------------------------------+
bool TrailStop (int i, int TrailingStop) {
double StopLoss;
if ( OrderType() == OP_BUY ) {
if ( MarketInfo (TradeSymbol, MODE_BID) < OrderOpenPrice () ) return;
StopLoss = iLow(TradeSymbol, PeriodTrailing, Lowest (TradeSymbol, PeriodTrailing, MODE_LOW, CandlesTrailing+1, 0)) - 1*Point;
StopLoss = dMin (MarketInfo (TradeSymbol, MODE_BID)-TrailingStop*SPoint, StopLoss);
if ( StopLoss > OrderStopLoss() ) {
MarkTrade();
OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, White);
return(true);
}
}
if ( OrderType() == OP_SELL ) {
if ( MarketInfo (TradeSymbol, MODE_ASK) > OrderOpenPrice () ) return;
StopLoss = iHigh(TradeSymbol, PeriodTrailing, Highest (TradeSymbol, PeriodTrailing, MODE_HIGH, CandlesTrailing+1, 0)) + 1*Point
+ Spread;
StopLoss = dMax (MarketInfo (TradeSymbol, MODE_ASK)+TrailingStop*SPoint, StopLoss);
if ( StopLoss < OrderStopLoss() ) {
MarkTrade();
OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, Gold);
return(true);
}
}
}
//+------------------------------------------------------------------+
int Direction (string TradeSymbol, int PeriodDirection, int Mode) {
double Previous, Previous2;
if (Mode == DIRECTION_MACD ) {
Previous = iMACD (TradeSymbol, PeriodDirection, 5, 34, 5, PRICE_MEDIAN, MODE_MAIN, 1);
Previous2 = iMACD (TradeSymbol, PeriodDirection, 5, 34, 5, PRICE_MEDIAN, MODE_MAIN, 2);
}
else {
Previous = iOsMA (TradeSymbol, PeriodDirection, 5, 34, 5, PRICE_MEDIAN, 1);
Previous2 = iOsMA (TradeSymbol, PeriodDirection, 5, 34, 5, PRICE_MEDIAN, 2);
}
if ( Previous > Previous2 )
return(1);
if ( Previous < Previous2 )
return(-1);
return(0);
}
//+------------------------------------------------------------------+
string Filter (string TradeSymbol, int PeriodTrade, int Mode, bool &okBuy, bool &okSell) {
double Value;
okBuy = false; okSell = false;
if (Mode == FILTER_WPR) {
Value = iWPR(TradeSymbol, PeriodTrade, WilliamsP, 1);
if (Value < WilliamsH) okBuy = true;
if (Value > WilliamsL) okSell = true;
return ("iWPR: " + DoubleToStr(Value, 2));
}
else if (Mode == FILTER_FORCE) {
Value = iForce (TradeSymbol, PeriodTrade, ForceP, MODE_EMA, PRICE_CLOSE, 1);
if (Value < 0) okBuy = true;
if (Value > 0) okSell = true;
return ("iForce: " + DoubleToStr(Value, 2));
}
}
//+------------------------------------------------------------------+
double CalcMM (int MM) {
double LotMM;
if ( MM < -1) {
if ( AccountFreeMargin () < 5 ) return(-1);
LotMM = MathFloor (AccountBalance()*Leverage/1000);
if ( LotMM < 1 ) LotMM = 1;
LotMM = LotMM/100;
}
if ( MM == -1 ) {
if ( AccountFreeMargin() < 50 ) return(-1);
LotMM = MathFloor(AccountBalance()*Leverage/10000);
if ( LotMM < 1 ) LotMM = 1;
LotMM = LotMM/10;
}
if ( MM == 0 ) {
if ( AccountFreeMargin() < MarginChoke ) return(-1);
LotMM = Lots;
}
if ( MM > 0 ) {
if ( AccountFreeMargin() < 500 ) return(-1);
LotMM = MathFloor(AccountBalance()*Leverage/100000);
if ( LotMM < 1 ) LotMM = 1;
}
if ( LotMM > LotsMax ) LotMM = LotsMax;
return(LotMM);
}
//+------------------------------------------------------------------+
int TotalTradesThisSymbol (string TradeSymbol) {
int i, TradesThisSymbol = 0;
for (i = 0; i < OrdersTotal(); i++)
if ( OrderSelect (i, SELECT_BY_POS) )
if ( OrderSymbol() == TradeSymbol )
TradesThisSymbol++;
return (TradesThisSymbol);
}
//+------------------------------------------------------------------+
void ReportError () {
int err = GetLastError();
Print("Error(",err,"): ", ErrorDescription(err));
}
//+------------------------------------------------------------------+
double dMax (double val1, double val2) {
if (val1 > val2) return(val1);
return(val2);
}
//+------------------------------------------------------------------+
double dMin (double val1, double val2) {
if (val1 < val2) return(val1);
return(val2);
}
//+------------------------------------------------------------------+
void MarkTrade () {
LastTrade = CurTime();
}
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
Indicator Curves created:
Indicators Used:
Larry William percent range indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
Other Features: