//+------------------------------------------------------------------+
//| ytg_Parabolic_exp.mq4 |
//| Yuriy Tokman |
//| yuriytokman@gmail.com |
//+------------------------------------------------------------------+
#property copyright "Yuriy Tokman"
#property link "yuriytokman@gmail.com"
extern int timeframe = 240;
extern double step = 0.009;
extern double maximum = 0.2;
extern int StopLoss = 500; // Ðàçìåð ñòîïà â ïóíêòàõ
extern int TakeProfit = 500; // Ðàçìåð òåéêà â ïóíêòàõ
extern double Lotsi = 0.1;
extern int MagicNumber = 28081975; //Ìàãè÷åñêîå ÷èñëî îðäåðîâ
color clOpenBuy = LightBlue; // Öâåò çíà÷êà îòêðûòèÿ ïîêóïêè
color clOpenSell = LightCoral; // Öâåò çíà÷êà îòêðûòèÿ ïðîäàæè
color clCloseBuy = Blue; // Öâåò çíà÷êà çàêðûòèÿ ïîêóïêè
color clCloseSell = Coral; // Öâåò çíà÷êà çàêðûòèÿ ïðîäàæè
extern int Slippage = 30; // Ïðîñêàëüçûâàíèå öåíû
extern int NumberOfTry = 5; // Êîëè÷åñòâî òîðãîâûõ ïîïûòîê
bool UseSound = True; // Èñïîëüçîâàòü çâóêîâîé ñèãíàë
string NameFileSound = "expert.wav"; // Íàèìåíîâàíèå çâóêîâîãî ôàéëà
int NumberAccount = 0; // Íîìåð òîðãîâîãî ñ÷¸òà
bool ShowComment = True; // Ïîêàçûâàòü êîììåíòàðèé
//------- Ãëîáàëüíûå ïåðåìåííûå ñîâåòíèêà -------------------------------------+
bool gbDisabled = False; // Ôëàã áëîêèðîâêè ñîâåòíèêà
bool gbNoInit = False; // Ôëàã íåóäà÷íîé èíèöèàëèçàöèè
//------- Ïîäêëþ÷åíèå âíåøíèõ ìîäóëåé -----------------------------------------+
#include <stdlib.mqh> // Ñòàíäàðòíàÿ áèáëèîòåêà ÌÒ4
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
int dg=MarketInfo(OrderSymbol(), MODE_DIGITS);
double parab = NormalizeDouble(iSAR(Symbol(),timeframe,step,maximum,0),dg);
double sl=0, tp=0,ti=0,new_sl,new_tp;
double SPREAD = MarketInfo(Symbol(),MODE_SPREAD);//Ñïðýä â ïóíêòàõ
double STOPLEVEL = MarketInfo(Symbol(),MODE_STOPLEVEL);
double low = iLow(Symbol(),timeframe,0);
double high = iHigh(Symbol(),timeframe,0);
double mp=MarketInfo(Symbol(), MODE_POINT);
double pa=MarketInfo(Symbol(), MODE_ASK);
double pb=MarketInfo(Symbol(), MODE_BID);
//----
if(NevBar())
{
//-------------------------------------------------------------buy
if(!ExistOrders(NULL,OP_BUYLIMIT,MagicNumber) && parab<low && pb>parab+STOPLEVEL*mp)//îðäåðà íåò
{//óñòàíàâëèâàåì
if (StopLoss >0) sl=parab-StopLoss*mp; else sl=0;
if (TakeProfit>0) tp=parab+TakeProfit*mp; else tp=0;
SetOrder(NULL,OP_BUYLIMIT,Lotsi,parab,sl,tp,MagicNumber,0);
}
if(ExistOrders(NULL,OP_BUYLIMIT,MagicNumber) && pb>parab+STOPLEVEL*mp)//îðäåð åñòü
{//ìîäèôèöèðóåì
ti = TicketPos(NULL,OP_BUYLIMIT,MagicNumber);
if (OrderSelect(ti, SELECT_BY_TICKET))
{
if (StopLoss >0) sl=parab-StopLoss*mp; else sl=0;
if (TakeProfit>0) tp=parab+TakeProfit*mp; else tp=0;
ModifyOrder(parab,sl,tp,Turquoise);
}
}
//--------------------------------------------------------------sell
if(!ExistOrders(NULL,OP_SELLLIMIT,MagicNumber) && parab>high && pa<parab-STOPLEVEL*mp)//îðäåðà íåò
{//óñòàíàâëèâàåì
if (StopLoss >0) sl=parab+StopLoss*mp; else sl=0;
if (TakeProfit>0) tp=parab-TakeProfit*mp; else tp=0;
SetOrder(NULL,OP_SELLLIMIT,Lotsi,parab,sl,tp,MagicNumber,0);
}
if(ExistOrders(NULL,OP_SELLLIMIT,MagicNumber) && pa<parab-STOPLEVEL*mp)//îðäåð åñòü
{//ìîäèôèöèðóåì
ti = TicketPos(NULL,OP_SELLLIMIT,MagicNumber);
if (OrderSelect(ti, SELECT_BY_TICKET))
{
if (StopLoss >0) sl=parab+StopLoss*mp; else sl=0;
if (TakeProfit>0) tp=parab-TakeProfit*mp; else tp=0;
ModifyOrder(parab,sl,tp,Turquoise);
}
}
//-----------------------------------------------------------------
}
//----
return(0);
}
//+------------------------------------------------------------------+
//+----------------------------------------------------------------------------+
// Ôóíêöèÿ êîíòðîëÿ íîâîãî áàðà |
//-----------------------------------------------------------------------------+
bool NevBar(){
static int PrevTime=0;
if (PrevTime==iTime(Symbol(),timeframe,0)) return(false);
PrevTime=iTime(Symbol(),timeframe,0);
return(true);}
//+----------------------------------------------------------------------------+
//| Àâòîð : Êèì Èãîðü Â. aka KimIV, http://www.kimiv.ru |
//+----------------------------------------------------------------------------+
//| Âåðñèÿ : 12.03.2008 |
//| Îïèñàíèå : Âîçâðàùàåò ôëàã ñóùåñòâîâàíèÿ îðäåðîâ. |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| sy - íàèìåíîâàíèå èíñòðóìåíòà ("" - ëþáîé ñèìâîë, |
//| NULL - òåêóùèé ñèìâîë) |
//| op - îïåðàöèÿ (-1 - ëþáîé îðäåð) |
//| mn - MagicNumber (-1 - ëþáîé ìàãèê) |
//| ot - âðåìÿ îòêðûòèÿ ( 0 - ëþáîå âðåìÿ óñòàíîâêè) |
//+----------------------------------------------------------------------------+
bool ExistOrders(string sy="", int op=-1, int mn=-1, datetime ot=0) {
int i, k=OrdersTotal(), ty;
if (sy=="0") sy=Symbol();
for (i=0; i<k; i++) {
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
ty=OrderType();
if (ty>1 && ty<6) {
if ((OrderSymbol()==sy || sy=="") && (op<0 || ty==op)) {
if (mn<0 || OrderMagicNumber()==mn) {
if (ot<=OrderOpenTime()) return(True);
}
}
}
}
}
return(False);
}
//+----------------------------------------------------------------------------+
//+----------------------------------------------------------------------------+
//| Àâòîð : Êèì Èãîðü Â. aka KimIV, http://www.kimiv.ru |
//+----------------------------------------------------------------------------+
//| Âåðñèÿ : 13.03.2008 |
//| Îïèñàíèå : Óñòàíîâêà îðäåðà. |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| sy - íàèìåíîâàíèå èíñòðóìåíòà (NULL èëè "" - òåêóùèé ñèìâîë) |
//| op - îïåðàöèÿ |
//| ll - ëîò |
//| pp - öåíà |
//| sl - óðîâåíü ñòîï |
//| tp - óðîâåíü òåéê |
//| mn - Magic Number |
//| ex - Ñðîê èñòå÷åíèÿ |
//+----------------------------------------------------------------------------+
void SetOrder(string sy, int op, double ll, double pp,
double sl=0, double tp=0, int mn=0, datetime ex=0) {
color clOpen;
datetime ot;
double pa, pb, mp;
int err, it, ticket, msl;
string lsComm=WindowExpertName()+" "+GetNameTF(Period());
if (sy=="" || sy=="0") sy=Symbol();
msl=MarketInfo(sy, MODE_STOPLEVEL);
if (op==OP_BUYLIMIT || op==OP_BUYSTOP) clOpen=clOpenBuy; else clOpen=clOpenSell;
if (ex>0 && ex<TimeCurrent()) ex=0;
for (it=1; it<=NumberOfTry; it++) {
if (!IsTesting() && (!IsExpertEnabled() || IsStopped())) {
Print("SetOrder(): Îñòàíîâêà ðàáîòû ôóíêöèè");
break;
}
while (!IsTradeAllowed()) Sleep(5000);
RefreshRates();
ot=TimeCurrent();
ticket=OrderSend(sy, op, ll, pp, Slippage, sl, tp, lsComm, mn, ex, clOpen);
if (ticket>0) {
if (UseSound) PlaySound(NameFileSound); break;
} else {
err=GetLastError();
if (err==128 || err==142 || err==143) {
Sleep(1000*66);
if (ExistOrders(sy, op, mn, ot)) {
if (UseSound) PlaySound(NameFileSound); break;
}
Print("Error(",err,") set order: ",ErrorDescription(err),", try ",it);
continue;
}
mp=MarketInfo(sy, MODE_POINT);
pa=MarketInfo(sy, MODE_ASK);
pb=MarketInfo(sy, MODE_BID);
// Íåïðàâèëüíûå ñòîïû
if (err==130) {
switch (op) {
case OP_BUYLIMIT:
if (pp>pa-msl*mp) pp=pa-msl*mp;
if (sl>pp-(msl+1)*mp) sl=pp-(msl+1)*mp;
if (tp>0 && tp<pp+(msl+1)*mp) tp=pp+(msl+1)*mp;
break;
case OP_BUYSTOP:
if (pp<pa+(msl+1)*mp) pp=pa+(msl+1)*mp;
if (sl>pp-(msl+1)*mp) sl=pp-(msl+1)*mp;
if (tp>0 && tp<pp+(msl+1)*mp) tp=pp+(msl+1)*mp;
break;
case OP_SELLLIMIT:
if (pp<pb+msl*mp) pp=pb+msl*mp;
if (sl>0 && sl<pp+(msl+1)*mp) sl=pp+(msl+1)*mp;
if (tp>pp-(msl+1)*mp) tp=pp-(msl+1)*mp;
break;
case OP_SELLSTOP:
if (pp>pb-msl*mp) pp=pb-msl*mp;
if (sl>0 && sl<pp+(msl+1)*mp) sl=pp+(msl+1)*mp;
if (tp>pp-(msl+1)*mp) tp=pp-(msl+1)*mp;
break;
}
Print("SetOrder(): Ñêîððåêòèðîâàíû öåíîâûå óðîâíè");
}
Print("Error(",err,") set order: ",ErrorDescription(err),", try ",it);
Print("Ask=",pa," Bid=",pb," sy=",sy," ll=",ll," op=",GetNameOP(op),
" pp=",pp," sl=",sl," tp=",tp," mn=",mn);
if (pa==0 && pb==0) Message("SetOrder(): Ïðîâåðüòå â îáçîðå ðûíêà íàëè÷èå ñèìâîëà "+sy);
// Áëîêèðîâêà ðàáîòû ñîâåòíèêà
if (err==2 || err==64 || err==65 || err==133) {
gbDisabled=True; break;
}
// Äëèòåëüíàÿ ïàóçà
if (err==4 || err==131 || err==132) {
Sleep(1000*300); break;
}
// Ñëèøêîì ÷àñòûå çàïðîñû (8) èëè ñëèøêîì ìíîãî çàïðîñîâ (141)
if (err==8 || err==141) Sleep(1000*100);
if (err==139 || err==140 || err==148) break;
// Îæèäàíèå îñâîáîæäåíèÿ ïîäñèñòåìû òîðãîâëè
if (err==146) while (IsTradeContextBusy()) Sleep(1000*11);
// Îáíóëåíèå äàòû èñòå÷åíèÿ
if (err==147) {
ex=0; continue;
}
if (err!=135 && err!=138) Sleep(1000*7.7);
}
}
}
//+----------------------------------------------------------------------------+
//| Îïèñàíèå : Âîçâðàùàåò íàèìåíîâàíèå òàéìôðåéìà |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| TimeFrame - òàéìôðåéì (êîëè÷åñòâî ñåêóíä) (0 - òåêóùèé ÒÔ) |
//+----------------------------------------------------------------------------+
string GetNameTF(int TimeFrame=0) {
if (TimeFrame==0) TimeFrame=Period();
switch (TimeFrame) {
case PERIOD_M1: return("M1");
case PERIOD_M5: return("M5");
case PERIOD_M15: return("M15");
case PERIOD_M30: return("M30");
case PERIOD_H1: return("H1");
case PERIOD_H4: return("H4");
case PERIOD_D1: return("Daily");
case PERIOD_W1: return("Weekly");
case PERIOD_MN1: return("Monthly");
default: return("UnknownPeriod");
}
}
//| Îïèñàíèå : Âîçâðàùàåò íàèìåíîâàíèå òîðãîâîé îïåðàöèè |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| op - èäåíòèôèêàòîð òîðãîâîé îïåðàöèè |
//+----------------------------------------------------------------------------+
string GetNameOP(int op) {
switch (op) {
case OP_BUY : return("Buy");
case OP_SELL : return("Sell");
case OP_BUYLIMIT : return("Buy Limit");
case OP_SELLLIMIT: return("Sell Limit");
case OP_BUYSTOP : return("Buy Stop");
case OP_SELLSTOP : return("Sell Stop");
default : return("Unknown Operation");
}
}
//+----------------------------------------------------------------------------+
//| Îïèñàíèå : Âûâîä ñîîáùåíèÿ â êîììåíò è â æóðíàë |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| m - òåêñò ñîîáùåíèÿ |
//+----------------------------------------------------------------------------+
void Message(string m) {
Comment(m);
if (StringLen(m)>0) Print(m);
}
//+----------------------------------------------------------------------------+
//| Àâòîð : Êèì Èãîðü Â. aka KimIV, http://www.kimiv.ru |
//+----------------------------------------------------------------------------+
//| Âåðñèÿ : 28.11.2006 |
//| Îïèñàíèå : Ìîäèôèêàöèÿ îäíîãî ïðåäâàðèòåëüíî âûáðàííîãî îðäåðà. |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| pp - öåíà óñòàíîâêè îðäåðà |
//| sl - öåíîâîé óðîâåíü ñòîïà |
//| tp - öåíîâîé óðîâåíü òåéêà |
//| cl - öâåò çíà÷êà ìîäèôèêàöèè |
//+----------------------------------------------------------------------------+
void ModifyOrder(double pp=-1, double sl=0, double tp=0, color cl=CLR_NONE) {
bool fm;
double op, pa, pb, os, ot;
int dg=MarketInfo(OrderSymbol(), MODE_DIGITS), er, it;
if (pp<=0) pp=OrderOpenPrice();
if (sl<0 ) sl=OrderStopLoss();
if (tp<0 ) tp=OrderTakeProfit();
pp=NormalizeDouble(pp, dg);
sl=NormalizeDouble(sl, dg);
tp=NormalizeDouble(tp, dg);
op=NormalizeDouble(OrderOpenPrice() , dg);
os=NormalizeDouble(OrderStopLoss() , dg);
ot=NormalizeDouble(OrderTakeProfit(), dg);
if (pp!=op || sl!=os || tp!=ot) {
for (it=1; it<=NumberOfTry; it++) {
if (!IsTesting() && (!IsExpertEnabled() || IsStopped())) break;
while (!IsTradeAllowed()) Sleep(5000);
RefreshRates();
fm=OrderModify(OrderTicket(), pp, sl, tp, 0, cl);
if (fm) {
if (UseSound) PlaySound(NameFileSound); break;
} else {
er=GetLastError();
pa=MarketInfo(OrderSymbol(), MODE_ASK);
pb=MarketInfo(OrderSymbol(), MODE_BID);
Print("Error(",er,") modifying order: ",ErrorDescription(er),", try ",it);
Print("Ask=",pa," Bid=",pb," sy=",OrderSymbol(),
" op="+GetNameOP(OrderType())," pp=",pp," sl=",sl," tp=",tp);
Sleep(1000*10);
}
}
}
}
//+----------------------------------------------------------------------------+
//| Àâòîð : Êèì Èãîðü Â. aka KimIV, http://www.kimiv.ru |
//+----------------------------------------------------------------------------+
//| Âåðñèÿ : 19.02.2008 |
//| Îïèñàíèå : Âîçâðàùàåò òèêåò ïîñëåäíåé îòêðûòîé ïîçèöèè èëè -1 |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| sy - íàèìåíîâàíèå èíñòðóìåíòà ("" - ëþáîé ñèìâîë, |
//| NULL - òåêóùèé ñèìâîë) |
//| op - îïåðàöèÿ (-1 - ëþáàÿ ïîçèöèÿ) |
//| mn - MagicNumber (-1 - ëþáîé ìàãèê) |
//+----------------------------------------------------------------------------+
int TicketPos(string sy="", int op=-1, int mn=-1) {
datetime o;
int i, k=OrdersTotal(), r=-1;
if (sy=="0") sy=Symbol();
for (i=0; i<k; i++) {
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
if (OrderSymbol()==sy || sy=="") {
if (OrderType()==OP_BUYLIMIT || OrderType()==OP_SELLLIMIT) {
if (op<0 || OrderType()==op) {
if (mn<0 || OrderMagicNumber()==mn) {
if (o<OrderOpenTime()) {
o=OrderOpenTime();
r=OrderTicket();
}
}
}
}
}
}
}
return(r);
}
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
Indicator Curves created:
Indicators Used:
Parabolic Stop and Reverse system
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
Other Features:
It plays sound alerts
