//+------------------------------------------------------------------+
//| Lager.mq4 |
//| |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
//ÈÃÐÀÅÌ ÍÀ ×ÀÑÎÂÊÅ H1
extern double MaximumRisk = 0.01;
extern double DecreaseFactor = 3;
extern double OrderPeriod=300;
extern double StopL=1000;
extern double Ga=0.9;
extern double UpLine=0.95;
extern double MiddleLine=0.5;
extern double DownLine=0.05;
extern int prevbars;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/500,1);
//---- calcuulate number of losses orders without a break
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);
}
//---- return lot size
if(lot<1) lot=1;
if(lot>10000) lot=10000;
return(lot);
}
double LaGuerre(double gamma, int shift)
{
double RSI;
double L0[100];
double L1[100];
double L2[100];
double L3[100];
double CU, CD;
for (int i=shift+99; i>=shift; i--)
{
L0[i] = (1.0 - gamma)*Close[i] + gamma*L0[i+1];
L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1];
L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1];
L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1];
CU = 0;
CD = 0;
if (L0[i] >= L1[i]) CU = L0[i] - L1[i];
else CD = L1[i] - L0[i];
if (L1[i] >= L2[i]) CU = CU + L1[i] - L2[i];
else CD = CD + L2[i] - L1[i];
if (L2[i] >= L3[i]) CU = CU + L2[i] - L3[i];
else CD = CD + L3[i] - L2[i];
if (CU + CD != 0) RSI = CU / (CU + CD);
}
return(RSI);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
double Laguerre, LaguPrev;
//+-- double Juice;
int cnt, ticket, total;
bool est_s, est_b, wend;
// Print ("prevbars=", prevbars, "; Bars=", Bars);
if (prevbars==Bars) return(0);
prevbars=Bars;
// Laguerre=LaGuerre(Ga, 0);
// LaguPrev=LaGuerre(Ga, 1);
Laguerre=iCustom(NULL, 0, "Laguerre", 0, 0);
LaguPrev=iCustom(NULL, 0, "Laguerre", 0, 1);
wend=((DayOfWeek()==5) && (Hour()>12));
total=OrdersTotal();
// it is important to enter the market correctly,
// but it is more important to exit it correctly...
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()<=OP_SELL && // check for opened position
OrderSymbol()==Symbol()) // check for symbol
{
if(OrderType()==OP_BUY) // long position is opened
{
// should it be closed?
// if(Laguerre==0)
// {
// OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
// Print("âåðíóëñÿ");
// return(0); // exit
// }
// if((Laguerre>=(MiddleLine-0.05)) && ((Bid-OrderOpenPrice())>0))
if((Bid-OrderOpenPrice())>0)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
// Print("êëîç ñ ïðîôèòîì");
return(0); // exit
}
// check for stop
// if(wend && (Hour()>22 && (Minute()>45)))
// {
// OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
// return(0); // exit
// }
}
else // go to short position
{
// should it be closed?
// if(Laguerre==1)
// {
// OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
// Print("âåðíóëñÿ");
// return(0); // exit
// }
// if((Laguerre>=(MiddleLine+0.05)) && ((OrderOpenPrice()-Ask)>0))
if((OrderOpenPrice()-Ask)>0)
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
// Print("êëîç ñ ïðîôèòîì");
return(0); // exit
}
// check for stop
// if(wend && (Hour()>22 && (Minute()>45)))
// {
// OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
// return(0); // exit
// }
}
}
}
if (total<50)
{
est_s=true;
est_b=true;
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if((OrderType()==OP_SELL) && (OrderSymbol()==Symbol()) && ((CurTime()-OrderOpenTime()<OrderPeriod))) est_s=false;
if((OrderType()==OP_BUY) && (OrderSymbol()==Symbol()) && ((CurTime()-OrderOpenTime()<OrderPeriod))) est_b=false;
}
//Print (Laguerre, "; ", LaguPrev, "; ", wend, "; ", est_s, "; ", est_b, "; ");
//Print ("(Laguerre>DownLine)=", (Laguerre>DownLine), "; (Laguerre<UpLine)=", (Laguerre<UpLine), "; (Laguerre>LaguPrev)=", (Laguerre>LaguPrev));
if(AccountFreeMargin()<(1000*LotsOptimized()))
{
// Print("We have no money. Free Margin = ", AccountFreeMargin());
return(0);
}
// check for long position (BUY) possibility
if(!wend && (Laguerre>DownLine) && (Laguerre<UpLine) && (LaguPrev<DownLine) && (Laguerre>LaguPrev) && est_b)
{
Print(" ", LaguPrev, " ", Laguerre);
ticket=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopL*Point,0,"lager",16384,0,Green);
}
// check for short position (SELL) possibility
if(!wend && (Laguerre>DownLine) && (Laguerre<UpLine) && (LaguPrev>UpLine) && (Laguerre<LaguPrev) && est_s)
{
Print(" ", LaguPrev, " ", Laguerre);
ticket=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+StopL*Point,0,"starter",16384,0,Red);
}
}
return(0);
}
// the end.
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Laguerre
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:
