//+------------------------------------------------------------------+
//| "Anubis" .mq4 |
//| |
//| compiled for |
//| |
//| Automated |
//| Trading Championship |
//| 2006 |
//+------------------------------------------------------------------+
#property copyright "Copyright c 2006, Andrew Tikhonov"
#include <stdlib.mqh>
#define TRENDMAGIC 23061234
#define FLATMAGIC 23065678
#define UNDEF 0
#define LONG 1
#define SHORT -1
//---- input parameters
extern string expName = "Anubis";
extern double Lots = 1;
extern double CCIthres = 80; // 82
extern int CCIPeriod = 11; // 12
extern int Stoploss = 100;
extern int breakeven = 65;
extern int M_FastEMA = 20; // 24
extern int M_ShowEMA = 50; // 26
extern int M_Signal = 2;
extern double RFactor = 0.6;
int shortOrders = 2;
int longOrders = 2;
extern double closeK = 2; // 4.5 // 3.5
extern int thres = 28; // 25
extern double stdK = 2.9; // 3 // 6.2
int openLongBar = 0;
int openShortBar = 0;
double lastLongPrice;
double lastShortPrice;
datetime expTime = 0;
//=================================================================
void init() {}
//=================================================================
bool numOrders(int & longs, int & shorts)
{
int i;
longs = 0;
shorts = 0;
for(i=OrdersTotal()-1; i>=0; i--) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber()==FLATMAGIC) {
if (OrderType() == OP_BUY || OrderType() == OP_BUYLIMIT) { longs++; }
if (OrderType() == OP_SELL || OrderType() == OP_SELLLIMIT) { shorts++; }
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
void setFlatBreakeven() {
int i;
if (OrdersTotal()==0) return;
for (i=OrdersTotal()-1; i>=0; i--)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_BUY && OrderMagicNumber()==FLATMAGIC)
{
if (Bid-breakeven*Point>OrderOpenPrice() && OrderOpenPrice()>OrderStopLoss())
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice(),OrderTakeProfit(),0,Aqua);
return;
}
}
if(OrderType()==OP_SELL && OrderMagicNumber()==FLATMAGIC)
{
if (Ask+breakeven*Point<OrderOpenPrice() && OrderOpenPrice()<OrderStopLoss())
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice(),OrderTakeProfit(),0,Magenta);
return;
}
}
}
}
//=================================================================
double calculateLoss()
{
if (OrderSelect(HistoryTotal()-1, SELECT_BY_POS, MODE_HISTORY))
{
if (OrderProfit() < 0) { return (RFactor); }
}
return (1.0);
}
//=================================================================
double getLots()
{
double lotsize = MarketInfo(Symbol(),MODE_LOTSIZE);
double leverage = AccountLeverage();
double minlot = MarketInfo(Symbol(),MODE_MINLOT);
double percent = 0.15;
double factor = calculateLoss();
double mylots = Lots;
double moneyAvailable = AccountBalance();
double opt_lots = (percent * moneyAvailable) / (Ask * lotsize/leverage);
opt_lots = NormalizeDouble(opt_lots, 1);
if (opt_lots < Lots){ Print (" --- OPTIMIZED LOTS --- "+opt_lots); mylots = opt_lots; }
else if (AccountBalance() > 22000) { mylots = mylots * 3.2; }
else if (AccountBalance() > 14000) { mylots = mylots * 2; }
return(NormalizeDouble(mylots * factor, 1));
}
//=================================================================
bool checkFreeMargin()
{
double lotsize = MarketInfo(Symbol(),MODE_LOTSIZE);
double leverage = AccountLeverage();
double minlot = MarketInfo(Symbol(),MODE_MINLOT);
if (AccountFreeMargin() < (Ask * lotsize/leverage * minlot)) {
Print ("--- NOT ENOUGH MONEY ---");
return (false);
}
return (true);
}
//=================================================================
int start_flatSystem()
{
if (expTime != Time[0]) { expTime = Time[0]; }
else { return; }
if (!checkFreeMargin()) { return(0); }
if (!IsConnected()) { Print("not connected!"); }
if (IsStopped()) { Print("stopped!"); }
if (!IsTradeAllowed()) { Print("Trade NOT allowed!"); }
if (IsTradeContextBusy()) { Print("Trade context busy!"); }
int i;
double iCCI0;
double iMACD1, iMACD2, iMACDs1, iMACDs2;
int openLong = 0;
int openShort = 0;
int openCmd = UNDEF;
int numLongs;
int numShorts;
numOrders(numLongs, numShorts);
double stDev = iStdDev(Symbol(),PERIOD_H4,20,0,MODE_SMA,PRICE_CLOSE,1);
iCCI0 = iCCI(Symbol(), PERIOD_H4, CCIPeriod, PRICE_CLOSE, 0);
iMACD1 = iMACD(Symbol(),PERIOD_M15,M_FastEMA,M_ShowEMA,M_Signal,PRICE_CLOSE,MODE_MAIN,1);
iMACD2 = iMACD(Symbol(),PERIOD_M15,M_FastEMA,M_ShowEMA,M_Signal,PRICE_CLOSE,MODE_MAIN,2);
iMACDs1 = iMACD(Symbol(),PERIOD_M15,M_FastEMA,M_ShowEMA,M_Signal,PRICE_CLOSE,MODE_SIGNAL,1);
iMACDs2 = iMACD(Symbol(),PERIOD_M15,M_FastEMA,M_ShowEMA,M_Signal,PRICE_CLOSE,MODE_SIGNAL,2);
if (iCCI0 > CCIthres && IsTesting())
{
// ObjectCreate("UP"+Bars,OBJ_ARROW,0,Time[1],Low[1]-iATR(NULL,0,12,1));
// ObjectSet("UP"+Bars,OBJPROP_ARROWCODE,159);
// ObjectSet("UP"+Bars,OBJPROP_COLOR,Red);
}
if (iCCI0 < (-1)*CCIthres && IsTesting())
{
// ObjectCreate("DN"+Bars,OBJ_ARROW,0,Time[1],High[1]+iATR(NULL,0,12,1));
// ObjectSet("DN"+Bars,OBJPROP_ARROWCODE,159);
// ObjectSet("DN"+Bars,OBJPROP_COLOR,Blue);
}
double take;
//double take= TakeProfit*Point;
take= stdK * iStdDev(Symbol(),PERIOD_H4,30,MODE_EMA,0,PRICE_CLOSE,1);
if(iCCI0 > CCIthres && iMACD2 >= iMACDs2 && iMACD1 < iMACDs1 && iMACD1 > 0)
{ openCmd = SHORT; }
if (iCCI0 < (-1)*CCIthres && iMACD2 <= iMACDs2 && iMACD1 > iMACDs1 && iMACD1 < 0)
{ openCmd = LONG; }
if (numShorts == 0) { lastShortPrice = 0 ;}
if (numLongs == 0) { lastLongPrice = 0 ;}
double myprice;
if (openCmd == SHORT && openShortBar != Bars && numShorts < shortOrders)
{
if (MathAbs(Ask-lastShortPrice) > 20*Point)
{
RefreshRates();
OrderSend(Symbol(),OP_SELL,getLots(),Bid,3,Bid+Stoploss*Point,Bid-take,expName,FLATMAGIC,0,Blue);
openShortBar = Bars;
lastShortPrice = Ask;
}
}
if (openCmd == LONG && openLongBar != Bars && numLongs < longOrders)
{
if (MathAbs(Ask-lastLongPrice) > 20*Point)
{
RefreshRates();
OrderSend(Symbol(),OP_BUY,getLots(),Ask,3,Ask-Stoploss*Point,Ask+take,expName,FLATMAGIC,0,Red);
openLongBar = Bars;
lastLongPrice = Ask;
}
}
setFlatBreakeven();
if (OrdersTotal() > 0)
{
double iATR1 = iATR(Symbol(),PERIOD_M15,12,1);
double iClose1 = iClose(Symbol(),PERIOD_M15,1);
double iOpen1 = iClose(Symbol(),PERIOD_M15,1);
for(i=OrdersTotal()-1; i>=0; i--)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber()==FLATMAGIC)
{
if(OrderType()==OP_BUY)
{
if((iClose1 - iOpen1 > closeK * iATR1) ||
(iMACD1 < iMACD2 && Bid - OrderOpenPrice() > thres*Point))
OrderClose(OrderTicket(),OrderLots(),Bid,3,Green);
}
if(OrderType()==OP_SELL)
{
if((iOpen1 - iClose1 > closeK * iATR1) ||
(iMACD1 > iMACD2 && OrderOpenPrice() - Ask > thres*Point ))
OrderClose(OrderTicket(),OrderLots(),Ask,3,Green);
}
}
}
}
return(0);
}
//=================================================================
int start()
{
start_flatSystem();
return (0);
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Standard Deviation indicator
Commodity channel index
MACD Histogram
Indicator of the average true range
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
It Closes Orders by itself
Other Features:
