//+------------------------------------------------------------------+
//| UmnickTrader.mq4 |
//| © 2009 Umnick. All rights reserved. |
//| http://www.umnick.com |
//+------------------------------------------------------------------+
#property copyright "© 2009 Umnick. All rights reserved."
#property link "http://www.umnick.com"
//---- input parameters
extern double StopBase=0.0170;
extern bool marketOrderOn = false; // âêëþ÷èòü ðåæèì îòêðûòèÿ ñäåëîê ïî ðûíêó
extern double spred = 0.0005; // ðàçìåð ñïðýäà
extern int slippage = 200; // ïðîñêàëüçûâàíèå â ïóíêòàõ
extern double absAmount = 0.1; // àáñîëþòíûé ðàçìåð ëîòà
int currentBuySell = 1;
double pricePrev = 0;
double equityPrev = 0;
bool isOpenPosition = false;
double arrayProfit[8];
double arrayLoss[8];
int currentIndex = 0;
double drawDown = 0;
double maxProfit = 0;
string currentIdOrder = "1";
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
int i;
for( i=0; i<8; i++ ) {
arrayProfit[i] = 0;
arrayLoss[i] = 0;
}
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
string action = "";
double limit = StopBase, stop = StopBase;
double sumProfit = 0., sumLoss = 0.;
int i;
// if(Bars<100 || IsTradeAllowed()==false) return;
CalcDrawDown( currentIdOrder );
if( NextBar() == true ) {
// ðàçðåøåíèå íà àíàëèç ïðè îòêðûòèè ñëåäóþùåé ïîçèöèè
if( GetCountOpenOrders() == 0 ) {
// îòêðûòûõ ïîçèöèé íåò - ïðîâåðÿåì ðåçóëüòàò ïîñëåäíåé ñäåëêè
double resultTransaction = AccountEquity()-equityPrev;
equityPrev = AccountEquity();
if( isOpenPosition == true ) {
// ïîçèöèÿ áûëà îòêðûòà - çàêðûëàñü
isOpenPosition = false;
if( resultTransaction > 0 ) {
// ïîñëåäíÿÿ ñäåëêà ïðèáûëüíàÿ
arrayProfit[currentIndex] = maxProfit-spred*3;
arrayLoss[currentIndex] = StopBase+spred*7;
}
else {
// ïîñëåäíÿÿ ñäåëêà óáûòî÷íàÿ
arrayProfit[currentIndex] = StopBase-spred*3;
arrayLoss[currentIndex] = drawDown+spred*7;
// èçìåíÿåì íàïðàâëåíèå ñäåëîê
currentBuySell = -currentBuySell;
}
if( currentIndex+1 < 8 )
currentIndex = currentIndex+1;
else
currentIndex = 0;
}
// âû÷èñëÿåì ëèìèòû è ñòîïû
sumProfit = 0.;
sumLoss = 0.;
for( i=0; i<8; i++ ) {
sumProfit = sumProfit+arrayProfit[i];
sumLoss = sumLoss+arrayLoss[i];
}
if( sumProfit > StopBase/2 )
limit = sumProfit/8;
if( sumLoss > StopBase/2 )
stop = sumLoss/8;
// îòêðûâàåì íîâóþ ïîçèöèþ
if( currentBuySell == 1 )
action = "Buy";
else
action = "Sell";
ActionPosition( action, currentIdOrder, absAmount, limit, stop );
if( GetCountOpenOrders() > 0 ) {
// ïîçèöèÿ îòêðûëàñü
isOpenPosition = true;
maxProfit = 0;
drawDown = 0;
}
}
}
return(0);
}
//+------------------------------------------------------------------+
bool NextBar()
{
bool rt = false;
double price = (Open[1]+High[1]+Low[1]+Close[1])/4;
if( MathAbs(price-pricePrev) >= StopBase ) {
pricePrev = price;
rt = true;
}
return(rt);
}
int GetCountOpenOrders()
{
return(OrdersTotal());
}
void CalcDrawDown( string idSignal )
{
int j, order, typeOrder;
double openPrice = 0;
for( j=0; j<OrdersTotal(); j++) {
if( OrderSelect( j, SELECT_BY_POS, MODE_TRADES ) ) {
if( Symbol() == OrderSymbol() && idSignal == OrderComment() ) {
typeOrder = OrderType();
openPrice = OrderOpenPrice();
if( typeOrder == OP_BUY ) {
RefreshRates();
if( maxProfit < High[0]-openPrice )
maxProfit = High[0]-openPrice;
if( drawDown < openPrice-Low[0] )
drawDown = openPrice-Low[0];
}
if( typeOrder == OP_SELL ) {
RefreshRates();
if( maxProfit < openPrice-Low[0] )
maxProfit = openPrice-Low[0];
if( drawDown < High[0]-openPrice )
drawDown = High[0]-openPrice;
}
}
}
}
}
void ActionPosition( string action, string idSignal, double amount, double limit, double stop )
{
bool result;
int i, j, order, typeOrder;
double price = 0.;
if( action == "Buy" ) {
// ïîêóïàåì
for( i=0; i<7; i++ ) {
if( IsTradeAllowed() ) {
RefreshRates();
if( marketOrderOn == false )
order = OrderSend( Symbol(), OP_BUY, amount, Ask, slippage, Ask-stop-spred, Ask+limit, idSignal, 0, 0, CLR_NONE );
else {
// îòêðûâàåìñÿ ïî öåíå ðûíêà
order = OrderSend( Symbol(), OP_BUY, amount, Ask, slippage, 0, 0, idSignal, 0, 0, CLR_NONE );
if( order > 0 ) {
OrderSelect( order, SELECT_BY_TICKET );
OrderModify( order, OrderOpenPrice(), Ask-stop-spred, Ask+limit, 0, CLR_NONE );
}
}
if( order <= 0 )
Print("Îøèáêà: ",GetLastError());
else {
Print( "Êóïèëè "+Symbol()+" id="+idSignal+" stop="+stop+" limit="+limit+" amount="+amount );
PlaySound("ok.wav");
return( 0 );
}
}
Sleep( 10000 );
}
Print( "Îøèáêà îòêðûòèÿ ïîçèöèè "+Symbol()+" id="+idSignal+" stop="+stop+" limit="+limit );
PlaySound( "disconnect.wav" );
}
else
if( action == "BuyClose" ) {
// çàêðûâàåì ïîêóïêó
for( j=0; j<OrdersTotal(); j++) {
if( OrderSelect( j, SELECT_BY_POS, MODE_TRADES ) ) {
if( Symbol() == OrderSymbol() && idSignal == OrderComment() ) {
typeOrder = OrderType();
if( typeOrder == OP_BUY ) {
for( i=0; i<7; i++ ) {
if( IsTradeAllowed() ) {
RefreshRates();
if( typeOrder == OP_BUY )
price = Bid;
else
price = Ask;
result = OrderClose( OrderTicket(), OrderLots(), price, slippage, CLR_NONE );
if( !result )
Print("Îøèáêà: ",GetLastError());
else {
Print( "çàêðûëè ïîêóïêó "+Symbol()+" id="+idSignal );
PlaySound("ok.wav");
return( 0 );
}
}
Sleep( 10000 );
}
}
}
}
}
Print( "Îøèáêà çàêðûòèÿ ïîçèöèè "+Symbol()+" id="+idSignal );
PlaySound( "disconnect.wav" );
}
else
if( action == "Sell" ) {
// ïðîäà¸ì
for( i=0; i<7; i++ ) {
if( IsTradeAllowed() ) {
RefreshRates();
if( marketOrderOn == false )
order = OrderSend( Symbol(), OP_SELL, amount, Bid, slippage, Bid+stop+spred, Bid-limit, idSignal, 0, 0, CLR_NONE );
else {
// îòêðûâàåìñÿ ïî öåíå ðûíêà
order = OrderSend( Symbol(), OP_SELL, amount, Bid, slippage, 0, 0, idSignal, 0, 0, CLR_NONE );
if( order > 0 ) {
OrderSelect( order, SELECT_BY_TICKET );
OrderModify( order, OrderOpenPrice(), Bid+stop+spred, Bid-limit, 0, CLR_NONE );
}
}
if( order <= 0 )
Print("Îøèáêà: ",GetLastError());
else {
Print( "Ïðîäàëè "+Symbol()+" id="+idSignal+" stop="+stop+" limit="+limit+" amount="+amount );
PlaySound("ok.wav");
return( 0 );
}
}
Sleep( 10000 );
}
Print( "Îøèáêà îòêðûòèÿ ïîçèöèè "+Symbol()+" id="+idSignal+" stop="+stop+" limit="+limit );
PlaySound( "disconnect.wav" );
}
else
if( action == "SellClose" ) {
// çàêðûâàåì ïðîäàæó
for( j=0; j<OrdersTotal(); j++) {
if( OrderSelect( j, SELECT_BY_POS, MODE_TRADES ) ) {
if( Symbol() == OrderSymbol() && idSignal == OrderComment() ) {
typeOrder = OrderType();
if( typeOrder == OP_SELL ) {
for( i=0; i<7; i++ ) {
if( IsTradeAllowed() ) {
RefreshRates();
if( typeOrder == OP_SELL )
price = Ask;
else
price = Bid;
result = OrderClose( OrderTicket(), OrderLots(), price, slippage, CLR_NONE );
if( !result )
Print("Îøèáêà: ",GetLastError());
else {
Print( "çàêðûëè ïðîäàæó "+Symbol()+" id="+idSignal );
PlaySound("ok.wav");
return( 0 );
}
}
Sleep( 10000 );
}
}
}
}
}
Print( "Îøèáêà çàêðûòèÿ ïîçèöèè "+Symbol()+" id="+idSignal );
PlaySound( "disconnect.wav" );
}
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
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 prices of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself
Other Features:
It plays sound alerts