/////////////////////////////////////////////////////////////////////////
// //
// Óíèâåðñàëüíûé ýêñïåðò, äëÿ äîëãîñðî÷íîé, ïîðòôåëüíîé òîðãîâëè. //
// Ìåòîä èñïîëüçîâàíèÿ ñðåäíèõ â äàííîì ýêñïåðòå, ïîêàçûâàåò ïðèáûëü //
// íà ìíîãèõ èíñòðóìåíòàõ. //
// //
// ÂÍÈÌÀÍÈÅ! //
// Ðåêîìåíäóåìûé òàéì ôðåéì äëÿ forex (Äåíü). //
// Ðåêîìåíäóåìûé òàéì ôðåéì äëÿ CFD è Futures (15 - 30 ìèíóò) //
// Òåñòèðîâàòü è îïòèìèçèðîâàòü ïî òèêàì (òðåáóåòñÿ ìèíóòíàÿ èñòîðèÿ). //
// Åñëè ìèíóòíîé èñòîðèè íåò, òåñòèðîâàòü âõîäû Long è Short ïî //
// îòäåëüíîñòè. (Ìåòîä "ïî öåíàì îòêðûòèÿ".) //
// Olek //
/////////////////////////////////////////////////////////////////////////
extern int MovingPeriod = 23; //ïåðèîä ñãëàæèâàíèÿ "îïòèìèçèðóåòñÿ"
extern int Magic_¹ = 1; // äëÿ êàæäîãî èíñòðóìåíòà, äîëæåí áûòü ñâîé íîìåð
extern double MaximumRisk = 0.05;// ÌàíèÌåíåäæìåíò
extern double Lots = 0.1; // ÌàíèÌåíåäæìåíò
extern int DecreaseFactor = 0; // ÌàíèÌåíåäæìåíò
double EMA1 = 0;
double LWMA1 =0;
double EMA2 =0;
double LWMA2 =0;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic_¹)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//----
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal();
int losses=0;
//----
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1); //äëÿ forex
// lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/(10*Close[1]),1); //äëÿ CFD è Futures
//----
if(DecreaseFactor>0)
{
for(int i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in 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/DecreaseFactor,1);
}
//----
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
//----
int ticket;
bool Sell=0, Buy=0;
//----
static datetime prevtime1=0;
if(prevtime1 == Time[0]) return(0);
prevtime1 = Time[0];
//----
EMA1=iMA(0,0,MovingPeriod,0,MODE_EMA,PRICE_CLOSE,1);
EMA2=iMA(0,0,MovingPeriod,0,MODE_EMA,PRICE_CLOSE,2);
LWMA1=iMA(0,0,MovingPeriod,0,MODE_LWMA,PRICE_CLOSE,1);
LWMA2=iMA(0,0,MovingPeriod,0,MODE_LWMA,PRICE_CLOSE,2);
//----
Sell= LWMA1 < EMA1 && LWMA1 < LWMA2 && EMA1 < EMA2;
Buy= LWMA1 > EMA1 && LWMA1 > LWMA2 && EMA1 > EMA2;
//----
if(Sell ==1 )
{
ticket=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",Magic_¹,0,Red);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { Print("SELL order opened : ",OrderOpenPrice());}
}
else Print("Error opening SELL order : ",GetLastError());
return(0);
}
if(Buy == 1)
{
ticket=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",Magic_¹,0,Blue);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { Print("BUY order opened : ",OrderOpenPrice());}
}
else Print("Error opening BUY order : ",GetLastError());
return(0);
}
//----
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
//----
bool Sell=0, Buy=0;
//----
static datetime prevtime2=0;
if(prevtime2 == Time[0]) return(0);
prevtime2 = Time[0];
//----
EMA1=iMA(0,0,MovingPeriod,0,MODE_EMA,PRICE_CLOSE,1);
LWMA1=iMA(0,0,MovingPeriod,0,MODE_LWMA,PRICE_CLOSE,1);
//----
Sell= LWMA1 < EMA1 ;
Buy= LWMA1 > EMA1 ;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=Magic_¹ || OrderSymbol()!=Symbol()) continue;
if(OrderType()==OP_BUY)
{
if (Sell==1)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
return(0);
}
}
if(OrderType()==OP_SELL)
{
if (Buy==1)
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Blue);
return(0);
}
}
}
//----
}
//+------------------------------------------------------------------+
//| Start function |
//+------------------------------------------------------------------+
void start()
{
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose();
//----
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
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
Other Features:
