/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| vol adx and t3 rsi.mq4 |
//| Copyright © 2005, tageiger aka fxid10t@yahoo.com |
//| MetaTrader_Experts_and_Indicators@yahoogroups.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, tageiger aka fxid10t@yahoo.com"
#property link "MetaTrader_Experts_and_Indicators@yahoogroups.com"
extern int ChartPeriod =60;
//extern int TimeBegin =8;//
//extern int TimeEnd =16;//
extern int ADXPeriod =14;
extern int ADXShift =1;
extern int ADXTrigger =20;
extern int T3_Period =8;
extern double T3_Curvature =0.618;
extern int CatastrophicSL =500;
extern int WishfulTP =200;
extern int TSLPeriod =15;
extern int TSLBarsBack =13;
extern int TSLBarShift =0;
extern int slippage =0;
extern double Lots =0.1;
extern double MaximumRisk =0.02;
extern double DecreaseFactor =3;
extern int MagicNumber =357;
double Spread; Spread=Ask-Bid;
string comment; comment="m vol adx & t3.rsi v.1";
string TradeSymbol; TradeSymbol=Symbol();
double t3,rsi;
double e1,e2,e3,e4,e5,e6;
double c1,c2,c3,c4;
double n,w1,w2,b2,b3;
int cnt,ticket;
int init(){
if(Period()!=ChartPeriod) {Alert("Period() does not equal Chart Period!"); return(0);}
e1=0; e2=0; e3=0; e4=0; e5=0; e6=0;
c1=0; c2=0; c3=0; c4=0;
n=0;
w1=0; w2=0;
b2=0; b3=0;
b2=T3_Curvature*T3_Curvature;
b3=b2*T3_Curvature;
c1=-b3;
c2=(3*(b2+b3));
c3=-3*(2*b2+T3_Curvature+b3);
c4=(1+3*T3_Curvature+b3+3*b2);
n=T3_Period;
if (n<1) n=1;
n = 1 + 0.5*(n-1);
w1 = 2 / (n + 1);
w2 = 1 - w1;
return(0);}
int deinit(){return(0);}
int start(){
if(TotalTradesThisSymbol(TradeSymbol)==0) {
if(T3.RSI()=="Long" &&
ADXTrend()=="Long" &&
VolumeTrend()=="Long" /*&&
Hour()>=TimeBegin && Hour()<TimeEnd*/) {
ticket=OrderSend(Symbol(),
OP_BUY,
LotsOptimized(),
Ask,
slippage,
Bid-(CatastrophicSL*Point),
Ask+(WishfulTP*Point),
Period()+comment,
MagicNumber,
0,//datetime expiration
MediumSpringGreen);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) {Print(ticket);}
else Print("Error Opening Buy Order: ",GetLastError());
return(0); } }
if(T3.RSI()=="Short" &&
ADXTrend()=="Short" &&
VolumeTrend()=="Short" /*&&
Hour()>=TimeBegin && Hour()<TimeEnd*/) {
ticket=OrderSend(Symbol(),
OP_SELL,
LotsOptimized(),
Bid,
slippage,
Ask+(CatastrophicSL*Point),
Bid-(WishfulTP*Point),
Period()+comment,
MagicNumber,
0,//datetime expiration
Crimson);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) {Print(ticket);}
else Print("Error Opening Sell Order: ",GetLastError());
return(0); } } }
for(cnt=0;cnt<OrdersTotal();cnt++) {
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber()==MagicNumber && OrderSymbol()==Symbol()) {
if(OrderType()==OP_BUY) {
if(T3.RSI()!="Long" &&
ADXTrend()!="Long" &&
VolumeTrend()!="Long" /*||
Minute()==59*/) {
OrderClose(OrderTicket(),
OrderLots(),
Bid,
slippage,
MediumVioletRed); }
if(Bid>OrderOpenPrice() && btsl()>OrderOpenPrice() && btsl()>OrderStopLoss()) {
OrderModify(OrderTicket(),
OrderOpenPrice(),
btsl(),
OrderTakeProfit(),
0,
LightSeaGreen); } }
if(OrderType()==OP_SELL) {
if(T3.RSI()!="Short" &&
ADXTrend()!="Short" &&
VolumeTrend()!="Short" /*||
Minute()==59*/) {
OrderClose(OrderTicket(),
OrderLots(),
Ask,
slippage,
MediumTurquoise); }
if(Ask<OrderOpenPrice() && stsl()<OrderOpenPrice() && stsl()<OrderStopLoss()) {
OrderModify(OrderTicket(),
OrderOpenPrice(),
stsl(),
OrderTakeProfit(),
0,
FireBrick); } } } }
if(!IsTesting()){PrintComments();}
return(0);
}
//Functions
double btsl() { return (MathMax((Low[Lowest(Symbol(),TSLPeriod,MODE_LOW,TSLBarsBack,TSLBarShift)]-Spread),
iSAR(Symbol(),Period(),0.02,0.2,0))); }
double stsl() { return (MathMin((High[Highest(Symbol(),TSLPeriod,MODE_HIGH,TSLBarsBack,TSLBarShift)]+Spread),
iSAR(Symbol(),Period(),0.02,0.2,0))); }
void PrintComments() { Comment("Current Time:",TimeToStr(CurTime(),TIME_MINUTES),"\n",
"VolumeTrend:",VolumeTrend(),"\n",
"ADXTrend:",ADXTrend(),"\n",
"T3.RSI:",T3.RSI(),"\n",
"BTSL:",btsl(),"\n",
"STSL:",stsl(),"\n"); }
string T3.RSI(){
int limit=Bars; string t3rsi;
for(int i=limit; i>=0; i--) {
rsi/*Array[i]*/ = iRSI(Symbol(),0,T3_Period,PRICE_CLOSE,i);
e1 = w1*rsi/*Array[i]*/ + w2*e1;
e2 = w1*e1 + w2*e2;
e3 = w1*e2 + w2*e3;
e4 = w1*e3 + w2*e4;
e5 = w1*e4 + w2*e5;
e6 = w1*e5 + w2*e6;
t3/*Array[i]*/=c1*e6 + c2*e5 + c3*e4 + c4*e3; }
//Print("RSI:",rsi," T3:",t3);
if(rsi>t3) t3rsi="Long";
if(rsi<t3) t3rsi="Short";
if(rsi==t3) t3rsi="Flat";
return(t3rsi);
}//end T3.RSI
string ADXTrend(){
double plus,minus;string adxtrend="Flat";
plus=iADX(Symbol(),ChartPeriod,ADXPeriod,PRICE_CLOSE,MODE_PLUSDI,ADXShift);
minus=iADX(Symbol(),ChartPeriod,ADXPeriod,PRICE_CLOSE,MODE_MINUSDI,ADXShift);
if(plus>minus && plus>ADXTrigger) {adxtrend="Long";}
if(minus>plus && minus>ADXTrigger) {adxtrend="Short";}
//Print("PlusDI:",plus," MinusDI:",minus," adxtrend:",adxtrend);
return(adxtrend);
}//end ADXTrend
string VolumeTrend(){
int vol.1=Volume[1],vol.2=Volume[2];string voltrend="Flat";
if(vol.1<vol.2) voltrend="Long";
if(vol.1>vol.2) voltrend="Short";
if(vol.1==vol.2) voltrend="Flat";
return(voltrend);
}//end void VolumeTrend
double LotsOptimized() {
double lot=Lots;
int orders=HistoryTotal();
int losses=0;
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
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); }//end LotsOptimized
int TotalTradesThisSymbol(string TradeSymbol) {
int i, TradesThisSymbol=0;
for(i=0;i<OrdersTotal();i++) {
OrderSelect(i,SELECT_BY_POS);
if(OrderSymbol()==TradeSymbol &&
OrderMagicNumber()==MagicNumber ) { TradesThisSymbol++; } }
return(TradesThisSymbol); }//end TotalTradesThisSymbol
Sample
Analysis
Market Information Used:
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains tick volumes of each bar
Indicator Curves created:
Indicators Used:
Parabolic Stop and Reverse system
Relative strength index
Movement directional index
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
Other Features:
It issuies visual alerts to the screen