//+------------------------------------------------------------------+
//| simplefx.mq4 |
//| Copyright © 2007, GLENNBACON.COM LLC |
//| http://www.GetForexSoftware.com |
//+------------------------------------------------------------------+
// Shift of moving average
#define Shift 1
int MATrend ;
int SARTrend;
int RSITrend;
double rsi0;
double rsi1;
string rsi;
int stochTrend;
int bearsBullsTrend;
// Trend Detection function
//#define MABULL 1
//#define MABEAR -1
//#define NOTREND -2
//parametros Medias moveis
int Long_MA_Period = 200;
int Long_MA_Method = 0;
int Long_MA_Applied_Price = 4;
int Short_MA_Period = 50;
int Short_MA_Method = 0;
int Short_MA_Applied_Price = 4;
#define MABULL 1
#define MABEAR -1
#define NOTREND -2
// Input variables
extern double Lots = 0.30;
extern int Slippage = 3;
extern string Order_Comment = "EL FODEURO";
extern color Order_Arrow_Color = Green;
extern double PercentMargin = 0.005;
extern int NOGOVolatility = 200;
extern int SMALLGOVolatility = 100;
extern int SSP = 34; // bars - calculating period
extern int SSK = 29; // tolerance of second line
extern double StopLoss = 0;
// Global variables
int Total_Open_Orders = 1; // we only want to open one order at a time and only manage the one order
int cnt = 0; // counter variable, used in for() loops
bool init_variables; // init variable when program starts
datetime PreviousBar; // record the candle/bar time
int NowTrend = NOTREND;
int Magic = 1;
string pairs[9] ;
int SSPS[9] ;
int SSKS[9];
int logHandler;
string logFileName;
double profits[1];
int profitIdx = 1;
int lastSARTrend;
//Indicators
double ExtMapBuffer1[];
double ExtMapBuffer2[];
double Wal1[];
double Wal2[];
double ExtMapBuffer4[];
int i, i1, i2, shift;
double SsMax, SsMin, SsMax05, SsMin05, Rsmin, Rsmax, Tsmin, Tsmax;
int val1, val2, AvgRange;
bool uptrend, old;
double iClose0,iClose1,iIchi,iLine1,iLine2;
int init()
{
init_variables = true; // Allows us to init variables in the start function because
// we cannot do this in the init function because the variables
// use values from the chart ~
logFileName = StringConcatenate( Symbol() , ".log") ;
pairs[0] = "EURUSD";
pairs[1] = "GBPCHF";
pairs[2] = "EURJPY";
pairs[3] = "USDJPY";
pairs[4] = "GBPUSD";
pairs[5] = "EURGBP";
pairs[6] = "CADCHF";
pairs[7] = "GBPJPY";
pairs[8] = "EURCHF";
/*
Pair Time SSP SSK
CADJPY 4H 48 36
EURCHF 4H 72 50
USDCAD 4H 24 60
USDCHF 4H 34 29
*/
SSPS[8] = 72;
SSKS[8] =50;
SSPS[7] = 36;
SSKS[7] =29;
SSPS[6] = 62;
SSKS[6] =52;
SSPS[5] = 44;
SSKS[5] =38;
SSPS[0] = 34;
SSKS[0] =34;
SSPS[0] = 34;
SSKS[0] =34;
SSPS[1] = 34;
SSKS[1] =29;
SSPS[2] = 36;
SSKS[2] =29;
SSPS[3] = 34;
SSKS[3] =29;
SSPS[4] = 44;
SSKS[4] =36;
int i;
for(i=0;i<ArraySize(pairs) ;i++ ) {
if ( pairs[i] == Symbol() ) {
SSP = SSPS[i];
SSK = SSKS[i];
break;
}
}
/*
Pair Time SSP SSK
EURGBP 4H 44 38
CADCHF 4H 62 52
CADJPY 4H 48 36
GBPUSD 4H 44 36
GBPCHF 4H 34 29
GBPJPY 4H 36 29
EURUSD 4H 34 34
EURCHF 4H 72 50
EURJPY 4H 72 36
USDCAD 4H 24 60
USDCHF 4H 34 29
USDJPY 4H 34 29
*/
Magic = createMagicNumber();
return(0);
}
int deinit()
{
// clear chart when EA is removed
ObjectsDeleteAll();
return(0);
}
int start()
{
logHandler=FileOpen(logFileName, FILE_CSV | FILE_READ | FILE_WRITE , ';');
FileSeek(logHandler, 0, SEEK_END);
if(logHandler<1)
{
Print("file error the last error is ", GetLastError());
return (false);
}
// make sure trader has set Lots to at least the minimum lot size of the broker and
// we will normalize the Lots variable so we can properly open an order
if(MarketInfo(Symbol(),MODE_MINLOT) == 0.01)
{
Lots = NormalizeDouble(Lots,2);
if(Lots < 0.01)
{
Comment("The variable Lots must be 0.01 or greater to open an order. ");
return(0);
}
}
if(MarketInfo(Symbol(),MODE_MINLOT) == 0.1)
{
Lots = NormalizeDouble(Lots,1);
if(Lots < 0.1)
{
Comment("The variable Lots must be 0.1 or greater to open an order. ");
return(0);
}
}
if(MarketInfo(Symbol(),MODE_MINLOT) == 1)
{
Lots = NormalizeDouble(Lots,0);
if(Lots < 1)
{
Comment("The variable Lots must be 1 or greater to open an order. ");
return(0);
}
}
// init variables when the expert advisor first starts running
if(init_variables == true)
{
PreviousBar = Time[0]; // record the current canle/bar open time
// place code here that you only wnat to run one time
MathSrand(TimeLocal());
init_variables = false; // change to false so we only init variable once
// Magic = MathRand();
}
// perform analysis and open orders on new candle/bar
if(NewBar() == true)
{
NowTrend = TrendDetection();
MATrend = MATrend();
SARTrend = getPSarTrend();
RSITrend = getRSITrend();
stochTrend = stochasticAlert();
bearsBullsTrend = bearsBullsAlert();
rsi0 = iRSI(NULL,0,14,PRICE_CLOSE,0);
rsi1 = iRSI(NULL,0,14,PRICE_CLOSE,1);
rsi = StringConcatenate(rsi0,";",rsi1);
// logInfo(logHandler, StringConcatenate( "stoch trend ", stochTrend, " bearbuls " , bearsBullsTrend) );
// only perform analysis and close order if we only have one order open
if(TotalOpenOrders() == Total_Open_Orders && SelectTheOrder() == true)
{
StoreCurrentProfit();
double currentProfit = OrderProfit();
if ( currentProfit < 0 && OrderType() == OP_SELL ) {
//estou a ter prejuizo e é uma venda , vamos olhar para o rsi current
/*
if ( stochTrend == MABULL && bearsBullsTrend == MABULL ) {
logInfo(logHandler,StringConcatenate("SAIDAVENDA",";",Symbol(),";",OrderTicket(),";",OrderProfit(),";",TimeLocal()));
logInfo(logHandler,getProfitAsString(OrderTicket()));
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Order_Arrow_Color);
FileClose(logHandler);
return(0);
}
*/
/*
if ( rsi0 < 35 ) {
logInfo(logHandler,StringConcatenate("SAIDAVENDA",";",Symbol(),";",OrderTicket(),";",OrderProfit(),";",TimeLocal()));
logInfo(logHandler,getProfitAsString(OrderTicket()));
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Order_Arrow_Color);
FileClose(logHandler);
return(0);
}
*/
}
if ( currentProfit < 0 && OrderType() == OP_BUY ) {
/*
if ( stochTrend == MABEAR && bearsBullsTrend == MABEAR ) {
logInfo(logHandler,StringConcatenate("SAIDACOMPRA",";",Symbol(),";",OrderTicket(),";",OrderProfit(),";",TimeLocal()));
logInfo(logHandler,getProfitAsString(OrderTicket()));
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Order_Arrow_Color);
FileClose(logHandler);
return (0);
}
*/
/*
if ( rsi0 > 65 ) {
logInfo(logHandler,StringConcatenate("SAIDACOMPRA",";",Symbol(),";",OrderTicket(),";",OrderProfit(),";",TimeLocal()));
logInfo(logHandler,getProfitAsString(OrderTicket()));
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Order_Arrow_Color);
FileClose(logHandler);
return (0);
}
*/
}
string rep = StringConcatenate(profitIdx , " " , currentProfit , " ", rsi0 , " " , OrderType() );
logInfo(logHandler,rep);
if((OrderType()) == OP_BUY && ((NowTrend == MABEAR) || (NowTrend == NOTREND )))
{
logInfo(logHandler,StringConcatenate("SAIDACOMPRA",";",Symbol(),";",OrderTicket(),";",OrderProfit(),";",TimeLocal()));
logInfo(logHandler,getProfitAsString(OrderTicket()));
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Order_Arrow_Color);
}
if((OrderType() == OP_SELL) && ((NowTrend == MABULL) || (NowTrend == NOTREND )))
{
logInfo(logHandler,StringConcatenate("SAIDAVENDA",";",Symbol(),";",OrderTicket(),";",OrderProfit(),";",TimeLocal()));
logInfo(logHandler,getProfitAsString(OrderTicket()));
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Order_Arrow_Color);
}
}
// only perform analysis and open new order if we have not reached our Total_Open_Orders max
if(TotalOpenOrders() < Total_Open_Orders)
{
double buyPower = evaluateTrend(MABULL) ;
double sellPower = evaluateTrend(MABEAR);
if ( buyPower > 0 ) {
Print("Sinal de compra força " , buyPower/10);
}
if ( sellPower > 0 ) {
Print("Sinal de venda força " , sellPower/10);
}
int tickOrder ;
// open buy
if ( buyPower > 1 )
// if(NowTrend == MABULL && ( MATrend == MABULL && iRSI(NULL,0,14,PRICE_CLOSE,0)<25 && stochTrend == MABULL && bearsBullsTrend == MABULL ) )
{
// open order
// if ( MATrend == MABULL && (rsi0 > 45 && rsi0 <= 70 ) && stochTrend == MABULL && bearsBullsTrend == MABULL ) {
tickOrder = OrderSend(Symbol(),OP_BUY,buyPower/10,Ask,Slippage,0,0,Order_Comment,Magic,0,Order_Arrow_Color);
Print("Comprei " , Symbol(), rsi );
PlaySound("alert2.wav");
logInfo(logHandler,StringConcatenate("Compra",";",Symbol(),";",tickOrder,";",rsi,";",SARTrend,";",TimeLocal()));
if(tickOrder <0)
{
Print("OrderSend failed with error #",GetLastError());
}
}
// open sell
else if ( sellPower > 1 )
//if(NowTrend == MABEAR && ( MATrend== MABEAR && stochTrend == MABEAR && bearsBullsTrend == MABEAR ) )
{
// open order
// if ( MATrend== MABEAR && stochTrend == MABEAR && bearsBullsTrend == MABEAR ) {
tickOrder = OrderSend(Symbol(),OP_SELL,sellPower/10,Bid,Slippage, 0,0,Order_Comment,Magic,0,Order_Arrow_Color);
Print("Vendi " , Symbol(),rsi );
PlaySound("alert2.wav");
logInfo(logHandler,StringConcatenate("VENDA",";",Symbol(),";",tickOrder,";",rsi,";",SARTrend,";",TimeLocal()));
if(tickOrder <0)
{
Print("OrderSend failed with error #",GetLastError());
}
}
}
/*
Print("Date: ",Month(),"-",Day(),"-",Year()," Server Time: ",Hour(),":",Minute(),":",Seconds(),
" volatility:", AvgRange,
" iClose0: ",iClose0,
" iClose1: ",iClose1,
" iIchi: ",iIchi,
" iLine1: ",iLine1,
" iLine2: ",iLine2,
" Trend: ",NowTrend);
*/
Display_Info();
}
lastSARTrend = SARTrend;
FileClose(logHandler);
return(0);
}
/////////////////////////////////////////////////////////////////////////
// Common functions //
///////////////////////////////////////////////////////////////////////
void StoreCurrentProfit() {
profits[profitIdx-1] = OrderProfit();
profitIdx++;
ArrayResize(profits,profitIdx);
}
string getProfitAsString(int orderTicket ) {
string result = "PROFITREPORT;";
result = StringConcatenate(result,orderTicket,";");
for(int i=0;i<ArraySize(profits);i++) {
result = StringConcatenate(result,profits[i],";");
}
return (result);
}
void logInfo(int handle, string value) {
//Print(" handle ", handle);
Print( value);
FileWrite(handle,value);
}
// This function returns the total amount of orders the expert advisor has open
int TotalOpenOrders()
{
cnt=OrdersTotal();
int TotalOpenOrders = 0;
if(cnt==0)
{
return(0);
}
else
{
for(;cnt>=0;cnt--)
{
RefreshRates();
OrderSelect(cnt,SELECT_BY_POS);
if(OrderMagicNumber()==Magic && OrderSymbol() == Symbol() )
{
TotalOpenOrders++;
}
}
}
return(TotalOpenOrders);
}
// This function finds the open order and selects it
int SelectTheOrder()
{
cnt=OrdersTotal();
if(cnt==0)
{
return(false);
}
else
{
for(;cnt>=0;cnt--)
{
RefreshRates();
OrderSelect(cnt,SELECT_BY_POS);
if(OrderMagicNumber()==Magic)
{
return(true);
}
}
}
return(false);
}
// This function return the value true if the current bar/candle was just formed
bool NewBar()
{
if(PreviousBar<Time[0])
{
PreviousBar = Time[0];
return(true);
}
else
{
return(false);
}
return(false); // in case if - else statement is not executed
}
// is trend up/bullish or is it down/bearish
int TrendDetection()
{
double topLine,bottomLine;
if (iClose1 == 0)
iClose1 = iClose(NULL,0,10);
else
iClose1 = iClose0;
iClose0 = iClose(NULL,0,0);
AIchimoku();
if (iLine1 > iLine2)
{
topLine = iLine1;
bottomLine = iLine2;
}
else
{
topLine = iLine2;
bottomLine = iLine1;
}
if ((iClose0 > iIchi) && (iClose1 < iIchi))
return(MABULL);
if ((iClose0 < iIchi) && (iClose1 > iIchi))
return(MABULL);
if ((iClose0 < topLine ) && (iClose0 > bottomLine))
return(MABEAR);
if (AvgRange < NOGOVolatility )
{
if ((iClose0 > topLine) && (iClose0 > iClose1))
if (((iClose0-topLine)/iClose0)<PercentMargin)
return(MABULL);
if ((iClose0 < bottomLine) && (iClose0 < iClose1))
if (((bottomLine-iClose0)/bottomLine)<PercentMargin)
return(MABEAR);
}
// flat no trend return 0
return(0);
}
int MATrend()
{
// BULL trend
if(iMA(NULL,0,Short_MA_Period,0,Short_MA_Method,Short_MA_Applied_Price,0) > iMA(NULL,0,Long_MA_Period,0,Long_MA_Method,Long_MA_Applied_Price,0) && iMA(NULL,0,Short_MA_Period,0,Short_MA_Method,Short_MA_Applied_Price,1) > iMA(NULL,0,Long_MA_Period,0,Long_MA_Method,Long_MA_Applied_Price,1))
{
return(MABULL);
}
// BEAR trend
if(iMA(NULL,0,Short_MA_Period,0,Short_MA_Method,Short_MA_Applied_Price,0) < iMA(NULL,0,Long_MA_Period,0,Long_MA_Method,Long_MA_Applied_Price,0) && iMA(NULL,0,Short_MA_Period,0,Short_MA_Method,Short_MA_Applied_Price,1) < iMA(NULL,0,Long_MA_Period,0,Long_MA_Method,Long_MA_Applied_Price,1))
{
return(MABEAR);
}
// flat no trend return 0
return(0);
}
void Display_Info()
{
Comment("Price: ",NormalizeDouble(Bid,4),"\n",
"Date: ",Month(),"-",Day(),"-",Year()," Server Time: ",Hour(),":",Minute(),":",Seconds(),"\n",
"volatility: ", AvgRange,"\n",
"iClose0: ",DoubleToStr(iClose0,4),"\n",
"iClose1: ",DoubleToStr(iClose1,4),"\n",
"iIchi: ",DoubleToStr(iIchi,4),"\n",
"iLine1: ",DoubleToStr(iLine1,4),"\n",
"iLine2: ",DoubleToStr(iLine2,4),"\n",
"TotalOrders : ",TotalOpenOrders(),"\n");
return(0);
}
bool CheckIfOrderExists(string symbol, int orderType ) {
cnt=OrdersTotal();
if(cnt==0)
{
return(false);
}
else
{
for(;cnt>=0;cnt--)
{
RefreshRates();
OrderSelect(cnt,SELECT_BY_POS);
Print ( OrderSymbol(), " ",OrderMagicNumber(), " ", Magic);
if ( OrderSymbol() == symbol && OrderType() == orderType ) return (true);
}
}
return(false);
}
int getPSarTrend() {
if(iSAR(NULL,0,0.02,0.2,1)<Low[1] && iSAR(NULL,0,0.02,0.2,0)>High[0])
{
return (MABEAR);
}
if(iSAR(NULL,0,0.02,0.2,1)>High[1] && iSAR(NULL,0,0.02,0.2,0)<Low[0])
{
return (MABULL);
}
else return(0);
}
int getRSITrend() {
double RSI[8]; // 6
double EMA, EMA1;
double RSI1[8];
ArraySetAsSeries(RSI, true); // 1
for (int x=0; x<=7;x++)
{
RSI[x]=iRSI(NULL,0,8,PRICE_CLOSE,x);
}
EMA=iMAOnArray(RSI,0,8,0,MODE_EMA,0); // 2
for (x=1; x<=8;x++)
{
RSI1[x]=iRSI(NULL,0,8,PRICE_CLOSE,x);
}
EMA1=iMAOnArray(RSI1,0,8,0,MODE_EMA,1); // 2
if (EMA<RSI[0] && EMA1>RSI[0]) return(MABULL);
else if (EMA>RSI[0] && EMA1<RSI[0] ) return(MABEAR) ;
else return (0);
}
int createMagicNumber() {
string symbol = Symbol();
int t = 0 ;
for(int i=0;i<StringLen(symbol);i++) {
t += StringGetChar(symbol,i);
}
return (t);
}
int bearsBullsAlert() {
double pos1pre, pos2cur, hzbul1, hzbul2, hzbear1, hzbear2;
hzbul1 = iBullsPower(NULL, 0, 13, PRICE_WEIGHTED, 1);
hzbul2 = iBullsPower(NULL, 0, 13, PRICE_CLOSE, 0);
hzbear1 = iBearsPower(NULL, 0, 13, PRICE_WEIGHTED, 1);
hzbear2 = iBearsPower(NULL, 0, 13, PRICE_CLOSE, 0);
pos1pre = ((hzbear1 + hzbul1) / 2);
pos2cur = ((hzbear2 + hzbul2) / 2);
if(pos1pre > pos2cur && pos2cur > 0)
{
return (MABEAR);
}
if(pos2cur < 0)
{
return (MABULL);
}
}
double evaluateTrend(int trendType) {
int ret = 0 ;
if( NowTrend == trendType ) ret += .1;
else return (ret);
if (MATrend == trendType ) ret += .1;
if ( stochTrend == trendType ) ret += .1;
if ( bearsBullsTrend == trendType ) ret += .1;
return (ret);
}
int stochasticAlert() {
double mainLine;
double prevMainLine;
double signalLine;
double prevSignalLine;
for(int a=0;a<100;a++)
{
mainLine=iStochastic(0,0,5,3,3,MODE_SMA,0,MODE_MAIN,a);
prevMainLine=iStochastic(0,0,5,3,3,MODE_SMA,0,MODE_MAIN,a+1);
signalLine=iStochastic(0,0,5,3,3,MODE_SMA,0,MODE_SIGNAL,a);
prevSignalLine=iStochastic(0,0,5,3,3,MODE_SMA,0,MODE_SIGNAL,a+1);
if(prevMainLine<prevSignalLine && mainLine>signalLine)
return (MABULL);
if(prevMainLine>prevSignalLine && mainLine<signalLine)
return (MABEAR);
}
return(0);
}
void AIchimoku()
{
// maximum of previous SSP bars period
SsMax = High[iHighest(NULL, PERIOD_H1, MODE_HIGH, SSP, 0)];
// minimum of previous SSP bars period
SsMin = Low[iLowest(NULL, PERIOD_H1, MODE_LOW, SSP, 0)];
// maximum of SSP bars period for SSK bars from begin
SsMax05 = High[iHighest(NULL, PERIOD_H1, MODE_HIGH, SSP, 0 + SSK)];
// maximum of SSP bars period for SSK bars from begin
SsMin05 = Low[iLowest(NULL, PERIOD_H1, MODE_LOW, SSP, 0 + SSK)];
iLine1 = (SsMax + SsMin) / 2;
iLine2 = (SsMax05+SsMin05) / 2;
val1 = ExtMapBuffer1[1] / Point;
val2 = ExtMapBuffer2[1] / Point;
//----
Rsmax = High[iHighest(NULL, PERIOD_H1, MODE_HIGH, SSP*2, 0)];
Rsmin = Low[iLowest(NULL, PERIOD_H1, MODE_LOW, SSP*2, 0)];
AvgRange = (Rsmax / Point) - (Rsmin / Point);
//----
Tsmax = High[iHighest(NULL, PERIOD_H1, MODE_HIGH, SSP*1.62, 0)];
Tsmin = Low[iLowest(NULL, PERIOD_H1, MODE_LOW, SSP*1.62, 0)];
iIchi = (Tsmax + Tsmin) / 2;
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Indicators Used:
Relative strength index
Moving average indicator
Parabolic Stop and Reverse system
Bulls Power indicator
Bears Power indicator
Stochastic oscillator
Custom Indicators Used:
Order Management characteristics:
It Closes Orders by itself
It automatically opens orders when conditions are reached
Checks for the total of open orders
Other Features:
Uses files from the file system
It issuies visual alerts to the screen
It plays sound alerts
It writes information to file
