//+-------------------------------------------------------------------------------+
//| Sonic_StoIK |
//| Copyright © 2008, DGC, mthalmei, Lowen, SonicDeejay |
//+------------------------------------------------------------------+
//| 13.03.2008: mthalmei - Added ATR functionality |
//| 02.05.2008: Lowen - Let user choose amount of TP-increments, etc
//| V2.0 Using Sonic EA V2.0 and Sonic Ind V1.0
//| V2.1 Using Sonic EA V2.0 and Sonic Ind V2.1
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, DGC, Sonicdeejay"
extern string SEP01 = "*----Execution Options-----*";
extern int EA_Mode = 0; // 0 = trade and manage, 1 = trade only, 2 = manage only
extern bool Use_SMA_Filter = false;
extern bool Use_RSI_Filter = false;
extern int Max_Open_Orders = 10; // this determines the maximum number of open orders the EA may have at any time.
extern string SEP02 = "*----Parameter Values------*";
extern double Lot_Size = 0.5;
extern int Lot_Divider = 5; // Lot_Size must be dividable by this number; number must be 1 or higher. Also Broker must support the resulting Lotsize
extern int Stop_Loss = 80;
extern int TP_Increment = 30;
extern bool LetLastLotRun = true; // if true, last Lot-part will run till manual closed, BE, or reversing signal
extern int Trade_Window = 10; // number of minutes after open of bar to set new trades
extern int Magic_Number = 1234567;
extern string SEP03 = "*----ATR Settings----------*";
extern bool Use_ATR_Stop = false;
extern bool Use_ATR_TP = false;
extern int ATR_Length = 14;
extern string SEP04 = "*----Time Settings----------*";
extern bool Use.Time.Filter = true;
//extern string FromHourTrade = "21:00";
//extern string ToHourTrade = "05:00";
extern int Server.Time.To.Start = 4; //All Europe with US pairs (such as EUR/USD,USD/CHF), use 4 to 16 hour
extern int Server.Time.To.Stop = 16; // All Asian pairs (such as AUD/USD,USD/JPY), use 23 to 16 hour
//datetime start_time,end_time;
int k;
int iTicket;
int iTradeDir;
int HourT;
double dLastTP;
double dThisProfit;
double iTradesClosed;
double dSL;
double dOriginal;
double dSignal;
double dSMAFilter;
double dRSIFilter;
int iNumBars;
double dATRVal;
double TP_Increment_Int;
double Lot_Part;
bool oktotrade;
int init()
{
iTicket = 0;
iTradeDir = 0;
dLastTP = 0.0;
dThisProfit = 0.0;
iTradesClosed = 0;
dSL = -Stop_Loss * Point;
dSignal = 0.0;
dSMAFilter = 0;
dRSIFilter = 0;
iNumBars = Bars;
dATRVal = 0.0;
TP_Increment_Int = TP_Increment * Point;
Lot_Part = Lot_Size / Lot_Divider;
return(0);
}
int start()
{
//---- Time period calculation
//start_time = StrToTime(TimeToStr(TimeCurrent(), TIME_DATE) + " " + Server.Time.To.Start); //---- Date and time to start
//end_time = StrToTime(TimeToStr(TimeCurrent(), TIME_DATE) + " " + Server.Time.To.Stop); //---- Date and time to stop
if(Use.Time.Filter)
{
if(TimeHour(TimeCurrent())>=Server.Time.To.Start && TimeHour(TimeCurrent())<=Server.Time.To.Stop)
{
HourT = 1;
}
else
{
HourT = 0;
EA_Mode = 2;
}
}
// determine number of open orders still at risk of a loss and if greater than max orders set bool to false this code also checks to see if there is an order Open
// for this pair already. if there is, it will block additional orders from being placed.
int totalatrisk=0;
bool activetrade=false;
for(int x=0;x<=OrdersTotal(); x++)
{
OrderSelect(x,SELECT_BY_POS,MODE_TRADES);
if(OrderMagicNumber() == Magic_Number)
{
if(OrderType() == OP_BUY && OrderOpenPrice() < OrderStopLoss()) totalatrisk++;
if(OrderType() == OP_SELL && OrderOpenPrice() > OrderStopLoss())totalatrisk++;
if(OrderSymbol() == Symbol() && OrderType() == OP_BUY && OrderOpenPrice() < OrderStopLoss())activetrade=true;
if(OrderSymbol() == Symbol() && OrderType() == OP_SELL && OrderOpenPrice() > OrderStopLoss())activetrade=true;
}
}
if (totalatrisk>= Max_Open_Orders)oktotrade=false;
else oktotrade=true;
// Calculate ATR Values
if (Use_ATR_TP == true || Use_ATR_Stop == true)
{
dATRVal=NormalizeDouble(iATR(NULL,0,ATR_Length,1),Digits);
if (Use_ATR_TP == true)
TP_Increment_Int = TP_Increment * 0.01 * dATRVal;
if (Use_ATR_Stop == true)
dSL = -Stop_Loss * 0.01 * dATRVal;
}
/*------------------*/
/* GET TRADE INFO */
/*------------------*/
iTicket = 0;
iTradeDir = 0;
for (k = 0; k < OrdersTotal(); k++)
if (OrderSelect(k, SELECT_BY_POS, MODE_TRADES) == true)
if (OrderSymbol() == Symbol()
&& (OrderType() == OP_BUY || OrderType() == OP_SELL))
iTicket = OrderTicket();
if ((EA_Mode == 0 || EA_Mode == 1) && OrderMagicNumber() != Magic_Number)
iTicket = 0;
if (iTicket == 0)
{
ObjectDelete("StopLine");
ObjectDelete("TPLine");
}
if (iTicket != 0)
{
OrderSelect(iTicket, SELECT_BY_TICKET);
if (OrderType() == OP_BUY)
{
iTradeDir = 1;
dThisProfit = Bid - OrderOpenPrice();
}
if (OrderType() == OP_SELL)
{
iTradeDir = -1;
dThisProfit = OrderOpenPrice() - Ask;
}
iTradesClosed = Lot_Divider - (OrderLots() / Lot_Part); //number of closed Trades (x of Lot_Divider)
if (Use_ATR_Stop == true)
dSL = -Stop_Loss * 0.01 * dATRVal; // StopLoss is x percent of ATR
else
dSL = -Stop_Loss * Point;
if (iTradesClosed > 0) //StopLoss to BE when first Lot-part is closed
dSL = 0.0;
dLastTP = iTradesClosed * TP_Increment_Int;
}
/*----------------*/
/* MANAGE TRADE */
/*----------------*/
if (iTicket != 0 && (EA_Mode == 0 || EA_Mode == 2))
{
ObjectDelete("StopLine");
switch (iTradeDir)
{
case 1:
ObjectCreate("StopLine", OBJ_HLINE, 0, 0, OrderOpenPrice() + dSL);
break;
case -1:
ObjectCreate("StopLine", OBJ_HLINE, 0, 0, OrderOpenPrice() - dSL);
break;
}
ObjectSet("StopLine", OBJPROP_COLOR, Red);
ObjectSet("StopLine", OBJPROP_STYLE, STYLE_DASHDOTDOT);
if (dThisProfit <= dSL) //close lots if SL reached
{
if (iTradeDir == 1)
OrderClose(OrderTicket(), OrderLots(), Bid, 5, Blue);
if (iTradeDir == -1)
OrderClose(OrderTicket(), OrderLots(), Ask, 5, Red);
iTicket = 0;
iTradeDir = 0;
dLastTP = 0.0;
dThisProfit = 0.0;
iTradesClosed = 0;
dSL = -Stop_Loss * Point;
return(0);
}
ObjectDelete("TPLine");
switch (iTradeDir)
{
case 1:
ObjectCreate("TPLine", OBJ_HLINE, 0, 0, OrderOpenPrice() + (dLastTP + TP_Increment_Int));
break;
case -1:
ObjectCreate("TPLine", OBJ_HLINE, 0, 0, OrderOpenPrice() - (dLastTP + TP_Increment_Int));
break;
}
ObjectSet("TPLine", OBJPROP_COLOR, Green);
ObjectSet("TPLine", OBJPROP_STYLE, STYLE_DASHDOTDOT);
if (dThisProfit >= dLastTP + TP_Increment_Int)
{
dSL = 0.0;
if (Lot_Divider == 1) //if single TP, close whole Lot_Size when price reaches TP
{
switch(iTradeDir)
{
case 1:
OrderClose (OrderTicket(), Lot_Size, Bid, 3, Blue);
case -1:
OrderClose (OrderTicket(), Lot_Size, Ask, 3, Red);
}
}
else if (LetLastLotRun == true)
{
if (iTradesClosed <= (Lot_Divider - 2)) //if multiple TP, close 1 part of Lot_Size for each TP increment; let last part run till manual closed, till BE, or reverse signal
{
dLastTP += TP_Increment_Int;
switch(iTradeDir)
{
case 1:
OrderClose (OrderTicket(), Lot_Part, Bid, 3, Blue);
case -1:
OrderClose (OrderTicket(), Lot_Part, Ask, 3, Red);
}
}
}
else if (LetLastLotRun == false)
{
if (iTradesClosed <= (Lot_Divider - 1)) //if multiple TP, close 1 part of Lot_Size for each TP increment
{
dLastTP += TP_Increment_Int;
switch(iTradeDir)
{
case 1:
OrderClose (OrderTicket(), Lot_Part, Bid, 3, Blue);
case -1:
OrderClose (OrderTicket(), Lot_Part, Ask, 3, Red);
}
}
}
}
}
/*-----------------------*/
/* INITIATE NEW TRADES */
/*-----------------------*/
if (EA_Mode == 0 || EA_Mode == 1 && oktotrade && !activetrade)
{
if (Bars > iNumBars)
{
dOriginal = iCustom(Symbol(), 0, "Sonic_StoIK", "", true, true, "", true, 200, true, 45, "", false, false, false, 0, false, false, 0, 0);
dSMAFilter = iCustom(Symbol(), 0, "Sonic_StoIK", "", true, true, "", true, 200, true, 45, "", false, false, false, 0, false, false, 2, 0);
dRSIFilter = iCustom(Symbol(), 0, "Sonic_StoIK", "", true, true, "", true, 200, true, 45, "", false, false, false, 0, false, false, 3, 0);
if (TimeCurrent() - Time[0] > Trade_Window * 60)
iNumBars = Bars;
dSignal = dOriginal;
if (Use_SMA_Filter == true && dSMAFilter != dSignal) dSignal = 0.0;
if (Use_RSI_Filter == true && dRSIFilter != dSignal) dSignal = 0.0;
if (dSignal > 0)
switch (iTradeDir)
{
case -1:
if (OrderSelect(iTicket, SELECT_BY_TICKET) == true)
OrderClose(iTicket, OrderLots(), Ask, 3, Red);
case 0:
// if(!Use.Time.Filter || (Use.Time.Filter && (TimeCurrent() > start_time && TimeCurrent() < end_time)))
OrderSend(Symbol(), OP_BUY, Lot_Size, Ask, 3, 0, 0, NULL, Magic_Number, 0, Blue);
}
if (dSignal < 0)
switch (iTradeDir)
{
case 1:
if (OrderSelect(iTicket, SELECT_BY_TICKET) == true)
OrderClose(iTicket, OrderLots(), Bid, 3, Blue);
case 0:
// if(!Use.Time.Filter || (Use.Time.Filter && (TimeCurrent() > start_time && TimeCurrent() < end_time)))
OrderSend(Symbol(), OP_SELL, Lot_Size, Bid, 3, 0, 0, NULL, Magic_Number, 0, Red);
}
}
}
/*-------------------------*/
/* REPORT TRADING STATUS */
/*-------------------------*/
string zTradeDir = "No Trade";
if (iTradeDir == 1) zTradeDir = "Long";
if (iTradeDir == -1) zTradeDir = "Short";
string zProfit = DoubleToStr(dThisProfit / Point, 0);
string zStop = DoubleToStr(dSL / Point, 0);
string zNextTP = DoubleToStr((dLastTP + TP_Increment_Int) / Point, 0);
string zATR = "";
if (Use_ATR_TP == true || Use_ATR_Stop == true)
zATR = "\n ATR: " + DoubleToStr(dATRVal / Point, 0);
string com = "";
if(!Use.Time.Filter) com = "Off";
//if(Use.Time.Filter && (TimeCurrent() > start_time && TimeCurrent() < end_time)) com = "Active";
//if(Use.Time.Filter && (TimeCurrent() < start_time && TimeCurrent() > end_time)) com = "Standby";
if(Use.Time.Filter&&HourT==1)com = "Active";
if(Use.Time.Filter&&HourT==0)com = "Standby";
Comment(" Time Filter: ", com, "\n",
"Current Position: ", zTradeDir, "\n",
" Current Profit: ", zProfit, "\n",
" Stop Loss: ", zStop, "\n",
" Next TP: ", zNextTP,
zATR);
return(0);
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Indicator of the average true range
Custom Indicators Used:
Sonic_StoIK
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It automatically opens orders when conditions are reached
Other Features:
