/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
/*[[
Name := TSD
Author := Copyright © 2005 Bob O'Brien / Barcode, MT4 code by Jesse Breaker, modified by TR
Link :=
Notes := Based on Alexander Elder's Triple Screen system. To be run on ANY chart timeframe, but assumes that each daily bar starts at 00:00.
Lots := 1
Stop Loss := 0
Take Profit := 100
Trailing Stop := 60
]]*/
//+------------------------------------------------------------------+
//| External Variables |
//+------------------------------------------------------------------+
extern double LotsIfNoMM = 0.2;
extern int TakeProfit = 200;
extern int Stoploss = 55;
extern int TrailingStop = 65;
extern int EveryTwelveHoursUntilBEtrail = 50;
extern int EveryTwelveHoursAfterBEtrail = 35;
extern int EntryDistanceFromBar = 1;
extern int StopDistanceFromBar = 1;
extern int WPRperiod=35;
extern int Slippage=5; // Slippage
extern int MM_Mode=0,MM_Risk=10;
int cnt=0,total=0;
double MacdCurrent=0, MacdPrevious=0, MacdPrevious2=0, Direction=0, OsMAPrevious=0, OsMAPrevious2=0, OsMADirection=0;
double newbar=999,LastLogTime=0,PrevDay=0,PrevMonth=0,PrevYear=0,PrevCurtime=0,NextScheduledTrailTime=0;
double PriceOpen=0,Lots; // Price Open
bool First=True,OperationSuccess;
double TradesThisSymbol=0;
double WilliamsBuy=0, WilliamsSell=0, ForcePos=0, ForceNeg=0, Force=0,NewPrice=0;
double StartMinute1=0,EndMinute1=0,StartMinute2=0,EndMinute2=0,StartMinute3=0,EndMinute3=0;
double StartMinute4=0,EndMinute4=0,StartMinute5=0,EndMinute5=0,StartMinute6=0,EndMinute6=0;
double StartMinute7=0,EndMinute7=0,DummyField=0;
int start()
{
if (! IsTesting())
Comment("\n","Weekly MacdPrevious = ",MacdPrevious," Weekly OsMAPrevious = ",OsMAPrevious,
"\n","Weekly MacdPrevious2 = ",MacdPrevious2," Weekly OsMAPrevious2 = ",OsMAPrevious2,
"\n","Weekly Direction = ",Direction," Weekly OsMADirection = ",OsMADirection,
"\n",
"\n","Is Daily Williams Bullish = ",WilliamsBuy,
"\n","Is Daily Williams Bearish = ",WilliamsSell,
"\n",
"\n","Total Orders = ",total,
"\n","Trades this Symbol(",Symbol(),") = ",TradesThisSymbol,
"\n",
"\n","New Bar day of week (0-Sunday,1,2,3,4,5,6): ",newbar,
"\n","Current tick: ",iVolume(Symbol(),0,0),
"\n",
"\n","Daily High[1] = ",iHigh(Symbol(),PERIOD_D1, 1),
"\n","Daily High[2] = ",iHigh(Symbol(),PERIOD_D1, 2),
"\n","Daily Low[1] = ",iLow(Symbol(),PERIOD_D1, 1),
"\n","Daily Low[2] = ",iLow(Symbol(),PERIOD_D1, 2),
"\n",
"\n","Current Ask Price + 16 pips = ",Ask+(16*Point),
"\n","Current Bid Price - 16 pips = ",Bid-(16*Point));
if (MM_Mode < 0) {
Lots = MathCeil(AccountBalance()*MM_Risk/10000)/10;
if (Lots > 100) {
Lots = 100;
}
} else {
Lots = LotsIfNoMM;
}
if (MM_Mode > 0)
{
Lots = MathCeil(AccountBalance()*MM_Risk/10000)/10;
if (Lots > 1)
{
Lots = MathCeil(Lots);
}
if (Lots < 1)
{
Lots = 1;
}
if (Lots > 100)
{
Lots = 100;
}
}
/////////////////////////////////////////////////
// Process the next bar details
/////////////////////////////////////////////////
if (newbar != TimeDayOfWeek(CurTime()))
{
newbar = TimeDayOfWeek(CurTime());
//Newbar will be reset to 999 if the once-a-day order operations below fail, to ensure that they are retried on the next tick.
NextScheduledTrailTime=CurTime()+43200;
MacdPrevious = iMACD(NULL,10080,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
MacdPrevious2 = iMACD(NULL,10080,12,26,9,PRICE_CLOSE,MODE_MAIN,2);
if (newbar<4) //Modify this to switch to using current week's OSMA on a specific day of the week (0-Sunday,1,2,3,4,5,6)
{
OsMAPrevious = iOsMA(NULL,10080,12,26,9,PRICE_CLOSE,1);
OsMAPrevious2 = iOsMA(NULL,10080,12,26,9,PRICE_CLOSE,2);
}
else
{
OsMAPrevious = iOsMA(NULL,10080,12,26,9,PRICE_CLOSE,0);
OsMAPrevious2 = iOsMA(NULL,10080,12,26,9,PRICE_CLOSE,1);
}
//OsMAPrevious = iCustom(NULL,10080,"OsMAtestclone_0.5",12,26,9,0,1);
//OsMAPrevious2 = iCustom(NULL,10080,"OsMAtestclone_0.5",12,26,9,0,2);
//OsMAPrevious = iCustom(NULL,PERIOD_D1,"OsMA_5_bar_rolling_0.4",12,26,9,0,1);
//OsMAPrevious2 = iCustom(NULL,PERIOD_D1,"OsMA_5_bar_rolling_0.4",12,26,9,0,2);
/*
Force = iForce(NULL,1440,2,MODE_EMA,PRICE_CLOSE,1);
ForcePos = iForce(NULL,1440,2,MODE_EMA,PRICE_CLOSE,1) > 0;
ForceNeg = iForce(NULL,1440,2,MODE_EMA,PRICE_CLOSE,1) < 0;
*/
WilliamsBuy = iWPR(NULL,1440,WPRperiod,1) < -25;
WilliamsSell = iWPR(NULL,1440,WPRperiod,1) > -75;
if (MacdPrevious > MacdPrevious2) Direction = 1;
if (MacdPrevious < MacdPrevious2) Direction = -1;
if (MacdPrevious == MacdPrevious2) Direction = 0;
if (OsMAPrevious > OsMAPrevious2) OsMADirection = 1;
if (OsMAPrevious < OsMAPrevious2) OsMADirection = -1;
if (OsMAPrevious == OsMAPrevious2) OsMADirection = 0;
/////////////////////////////////////////////////
// Pending Order Management
/////////////////////////////////////////////////
total=OrdersTotal();
TradesThisSymbol=0;
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol())
{
TradesThisSymbol ++;
} // close for if(OrderSymbol()==Symbol())
} // close for for(cnt=0;cnt<total;cnt++)
if(TradesThisSymbol > 0)
{
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP)
{
if(OsMADirection == -1)
{
Print("BEGIN OP ", Symbol());
OperationSuccess=OrderDelete(OrderTicket());
if (OperationSuccess==FALSE)
{
newbar=999;
return(0);
}
Print("SUCCESS OP ", Symbol());
} // close for if(Direction == -1)
} // close for if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP)
if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP)
{
if(OsMADirection == 1)
{
Print("BEGIN OP ", Symbol());
OperationSuccess=OrderDelete(OrderTicket());
if (OperationSuccess==FALSE)
{
newbar=999;
return(0);
}
Print("SUCCESS OP ", Symbol());
} //close for if(Direction == 1)
} //close for if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP)
if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP)
{
if(iHigh(Symbol(),PERIOD_D1, 1) < iHigh(Symbol(),PERIOD_D1, 2))
{
if(iHigh(Symbol(),PERIOD_D1, 1) > (Ask + 16 * Point))
{
Print("BEGIN OP ", Symbol());
OperationSuccess=OrderModify(OrderTicket(),iHigh(Symbol(),PERIOD_D1, 1) + EntryDistanceFromBar * Point,iLow(Symbol(),PERIOD_D1, 1) - StopDistanceFromBar * Point,iHigh(Symbol(),PERIOD_D1, 1) + EntryDistanceFromBar * Point + TakeProfit * Point,0,Cyan);
if (OperationSuccess==FALSE)
{
newbar=999;
return(0);
}
Print("SUCCESS OP ", Symbol());
} //close for if(iHigh(Symbol(),PERIOD_D1, 1) > (Ask + 16 * Point))
else
{
Print("BEGIN OP ", Symbol());
OperationSuccess=OrderModify(OrderTicket(),Ask + (16 + EntryDistanceFromBar) * Point,iLow(Symbol(),PERIOD_D1, 1) - StopDistanceFromBar * Point,Ask + (16 + EntryDistanceFromBar) * Point + TakeProfit * Point,0,Cyan);
if (OperationSuccess==FALSE)
{
newbar=999;
return(0);
}
Print("SUCCESS OP ", Symbol());
} //close for else statement
} //close for if(iHigh(Symbol(),PERIOD_D1, 1) < iHigh(Symbol(),PERIOD_D1, 2))
} //close for if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP)
if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP)
{
if(iLow(Symbol(),PERIOD_D1, 1) > iLow(Symbol(),PERIOD_D1, 2))
{
if(iLow(Symbol(),PERIOD_D1, 1) < (Bid - 16 * Point))
{
Print("BEGIN OP ", Symbol());
OperationSuccess=OrderModify(OrderTicket(),iLow(Symbol(),PERIOD_D1, 1) - EntryDistanceFromBar * Point,iHigh(Symbol(),PERIOD_D1, 1) + StopDistanceFromBar * Point,iLow(Symbol(),PERIOD_D1, 1) - EntryDistanceFromBar * Point - TakeProfit * Point,0,Cyan);
if (OperationSuccess==FALSE)
{
newbar=999;
return(0);
}
Print("SUCCESS OP ", Symbol());
} // close for if(iLow(Symbol(),PERIOD_D1, 1) < (Bid - 16 * Point))
else
{
Print("BEGIN OP ", Symbol());
OperationSuccess=OrderModify(OrderTicket(),Bid - (16 + EntryDistanceFromBar) * Point,iHigh(Symbol(),PERIOD_D1, 1) + StopDistanceFromBar * Point,Bid - (16 + EntryDistanceFromBar) * Point - TakeProfit * Point,0,Cyan);
if (OperationSuccess==FALSE)
{
newbar=999;
return(0);
}
Print("SUCCESS OP ", Symbol());
} //close for else statement
} //close for if(iLow(Symbol(),PERIOD_D1, 1) > iLow(Symbol(),PERIOD_D1, 2))
} //close for if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP)
} // close for for(cnt=0;cnt<total;cnt++)
} // close for if(TradesThisSymbol > 0)
/////////////////////////////////////////////////
// NEW Orders to Place
/////////////////////////////////////////////////
total=OrdersTotal();
TradesThisSymbol=0;
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol())
{
TradesThisSymbol ++;
} // close for if(OrderSymbol()==Symbol())
} // close for for(cnt=0;cnt<total;cnt++)
if(TradesThisSymbol < 1)
{
if(OsMADirection == 1 && WilliamsBuy)
{
PriceOpen = iHigh(Symbol(),PERIOD_D1, 1) + EntryDistanceFromBar * Point; // Buy 1 point above high of previous candle
if(PriceOpen > (Ask + 16 * Point)) // Check if buy price is a least 16 points > Ask
{
Print("BEGIN OP ", Symbol());
OperationSuccess=OrderSend(Symbol(),OP_BUYSTOP,Lots,PriceOpen,Slippage,iLow(Symbol(),PERIOD_D1, 1) - StopDistanceFromBar * Point,PriceOpen + TakeProfit * Point,"Buy Entry Order placed at "+CurTime(),0,0,Green);
if (OperationSuccess==FALSE)
{
newbar=999;
return(0);
}
Print("SUCCESS OP ", Symbol());
} // close for if(PriceOpen > (Ask + 16 * Point))
else
{
NewPrice = Ask + (16 + EntryDistanceFromBar) * Point;
Print("BEGIN OP ", Symbol());
OperationSuccess=OrderSend(Symbol(),OP_BUYSTOP,Lots,NewPrice,Slippage,iLow(Symbol(),PERIOD_D1, 1) - StopDistanceFromBar * Point,NewPrice + TakeProfit * Point,"Buy Entry Order placed at "+CurTime(),0,0,Green);
if (OperationSuccess==FALSE)
{
newbar=999;
return(0);
}
Print("SUCCESS OP ", Symbol());
} // close for else statement
} // close for if(Direction == 1 && WilliamsSell)
if(OsMADirection == -1 && WilliamsSell)
{
PriceOpen = iLow(Symbol(),PERIOD_D1, 1) - EntryDistanceFromBar * Point;
if(PriceOpen < (Bid - 16 * Point)) // Check if buy price is a least 16 points < Bid
{
Print("BEGIN OP ", Symbol());
OperationSuccess=OrderSend(Symbol(),OP_SELLSTOP,Lots,PriceOpen,Slippage,iHigh(Symbol(),PERIOD_D1, 1) + StopDistanceFromBar * Point,PriceOpen - TakeProfit * Point,"Sell Entry Order placed at "+CurTime(),0,0,Green);
if (OperationSuccess==FALSE)
{
newbar=999;
return(0);
}
Print("SUCCESS OP ", Symbol());
} // close for if(PriceOpen < (Bid - 16 * Point))
else
{
NewPrice = Bid - (16 + EntryDistanceFromBar) * Point;
Print("BEGIN OP ", Symbol());
OperationSuccess=OrderSend(Symbol(),OP_SELLSTOP,Lots,NewPrice,Slippage,iHigh(Symbol(),PERIOD_D1, 1) + StopDistanceFromBar * Point,NewPrice - TakeProfit * Point,"Sell Entry Order placed at "+CurTime(),0,0,Green);
if (OperationSuccess==FALSE)
{
newbar=999;
return(0);
}
Print("SUCCESS OP ", Symbol());
} // close for else statement
} // close for if(Direction == -1 && WilliamsBuy)
} //Close of if(TradesThisSymbol < 1)
} // close for if (newbar != Time[0])
/////////////////////////////////////////////////
// Stop Loss Management
/////////////////////////////////////////////////
total=OrdersTotal();
TradesThisSymbol=0;
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol())
{
TradesThisSymbol ++;
} // close for if(OrderSymbol()==Symbol())
} // close for for(cnt=0;cnt<total;cnt++)
if(TradesThisSymbol > 0)
{
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol() && OrderType()==OP_BUY)
{
if (IsTesting() && LastLogTime != iTime(NULL,PERIOD_H1,1))
{
LastLogTime=iTime(NULL,PERIOD_H1,1);
OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()+Point*1,0,Cyan);
}
if(CurTime()> NextScheduledTrailTime && OrderStopLoss() < OrderOpenPrice())
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss() + EveryTwelveHoursUntilBEtrail * Point,Ask + TakeProfit * Point,0,Cyan);
NextScheduledTrailTime=CurTime()+43200;
return(0);
}
if(CurTime()> NextScheduledTrailTime && OrderStopLoss() >= OrderOpenPrice())
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss() + EveryTwelveHoursAfterBEtrail * Point,Ask + TakeProfit * Point,0,Cyan);
NextScheduledTrailTime=CurTime()+43200;
return(0);
}
if(Ask-OrderOpenPrice() > (TrailingStop * Point))
{
if(OrderStopLoss() < (Ask - TrailingStop * Point))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask - TrailingStop * Point,Ask + TakeProfit * Point,0,Cyan);
//return(0);
} // close for if(OrderStopLoss() < (Ask - TrailingStop * Point))
} // close for if(Ask-OrderOpenPrice() > (TrailingStop * Point))
} // close for if(OrderSymbol()==Symbol() && OrderType()==OP_BUY)
if(OrderSymbol()==Symbol() && OrderType()==OP_SELL)
{
if (IsTesting() && LastLogTime != iTime(NULL,PERIOD_H1,1))
{
LastLogTime=iTime(NULL,PERIOD_H1,1);
OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()-Point*1,0,Cyan);
}
if(CurTime()> NextScheduledTrailTime && OrderStopLoss() > OrderOpenPrice())
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss() - EveryTwelveHoursUntilBEtrail * Point,Bid - TakeProfit * Point,0,Cyan);
NextScheduledTrailTime=CurTime()+43200;
return(0);
}
if(CurTime()> NextScheduledTrailTime && OrderStopLoss() <= OrderOpenPrice())
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss() - EveryTwelveHoursAfterBEtrail * Point,Bid - TakeProfit * Point,0,Cyan);
NextScheduledTrailTime=CurTime()+43200;
return(0);
}
if(OrderOpenPrice() - Bid > (TrailingStop * Point))
{
if(OrderStopLoss() > (Bid + TrailingStop * Point))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid + TrailingStop * Point,Bid - TakeProfit * Point,0,Cyan);
//return(0);
} // close for if(OrderStopLoss() > (Bid + TrailingStop * Point))
} // close for if(OrderOpenPrice() - Bid > (TrailingStop * Point))
//else if (IsTesting()) OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()-Point*1,0,Cyan);
} // close for if(OrderSymbol()==Symbol() && OrderType()==OP_SELL)
} // close for for(cnt=0;cnt<total;cnt++)
} // close for if(TradesThisSymbol > 0)
//return(0);
} // close for start
Sample
Analysis
Market Information Used:
Series array that contains tick volumes 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:
MACD Histogram
Moving Average of Oscillator
Force index
Larry William percent range indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
Other Features: