/*-----------------------------+
| |
| 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 |
//| magic number and backtesting mod by Nick Bilak |
//| TSD Trade version 0.10 |
//+------------------------------------------------------------------+
#property copyright "Copyright ® 2005 Bob O\'Brien / Barcode"
#include <stdlib.mqh>
#define MAGICNUM 20050720
#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
// 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);
TradeSymbol = Symbol();
Spread = MarketInfo (TradeSymbol, MODE_SPREAD)*Point;
SPoint = 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 ( IsNewDayBar() ) {
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", MAGICNUM, 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", MAGICNUM, 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 || OrderMagicNumber() != MAGICNUM) continue;
if ( OrderType () == OP_BUYSTOP ) {
if ( Direction != 1 ) {
MarkTrade();
OrderDelete ( OrderTicket() );
return(0);
}
if ( iHigh(TradeSymbol, PeriodTrade, 1) < iHigh(TradeSymbol, PeriodTrade, 2) &&
( !CompareDoublesMy (CalcSlBuy(), OrderStopLoss()) ||
!CompareDoublesMy (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) &&
( !CompareDoublesMy (CalcSlSell(), OrderStopLoss()) ||
!CompareDoublesMy (CalcTpSell(), OrderTakeProfit()) ) ) {
MarkTrade();
OrderModify (OrderTicket(), CalcOpenSell(), CalcSlSell(), CalcTpSell(), 0, Gold);
return(0);
}
}
} // End of Pending Order Management
} //new day bar
/////////////////////////////////////////////////
// Stop Loss Management
/////////////////////////////////////////////////
if ( TrailingStop > 0 ) {
for (i = 0; i < OrdersTotal(); i++) {
if ( OrderSelect (i, SELECT_BY_POS) == false ) continue;
if ( OrderSymbol() != TradeSymbol || OrderMagicNumber() != MAGICNUM ) continue;
if ( TrailStop (i, TrailingStop) ) return(0);
}
}
return(0);
}
//+------------------------------------------------------------------+
/*
double CalcOpenBuy () { return (dMax (iHigh(TradeSymbol, PeriodTrade, 1) + 1*SPoint + Spread,
Ask + 16*SPoint)); }
double CalcOpenSell () { return (dMin (iLow(TradeSymbol, PeriodTrade, 1) - 1*SPoint,
Bid - 16*SPoint)); }
*/
double CalcOpenBuy() { return (iHigh(TradeSymbol, PeriodTrade, 1) + 1*SPoint + Spread); }
double CalcOpenSell() { return (iLow(TradeSymbol, PeriodTrade, 1) - 1*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 ( Bid < OrderOpenPrice () ) return;
StopLoss = iLow(TradeSymbol, PeriodTrailing, Lowest (TradeSymbol, PeriodTrailing, MODE_LOW, CandlesTrailing+1, 0)) - 1*Point;
StopLoss = dMin (Bid-TrailingStop*SPoint, StopLoss);
if ( StopLoss > OrderStopLoss() ) {
MarkTrade();
OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, White);
return(true);
}
}
if ( OrderType() == OP_SELL ) {
if ( Ask > OrderOpenPrice () ) return;
StopLoss = iHigh(TradeSymbol, PeriodTrailing, Highest (TradeSymbol, PeriodTrailing, MODE_HIGH, CandlesTrailing+1, 0)) + 1*Point
+ Spread;
StopLoss = dMax (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 && OrderMagicNumber() == MAGICNUM)
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();
}
bool CompareDoublesMy(double number1,double number2)
{
if( NormalizeDouble(number1,4)-NormalizeDouble(number2,4)==0.0 ) return(true);
else return(false);
}
bool IsNewDayBar() {
if ( TimeDay(Time[0]) != TimeDay(Time[1]) )
return (true);
else
return (false);
}
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 open time 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: