//+------------------------------------------------------------------+
//| |
//| MFI-R2.mq4 - Ver 1.0 @ 03/22/2007 by Bluto |
//| |
//| Changes by Rick Myers
//| 4/8/2007 Modified code to use MFI instead of MFI |
//| |
//| Changes by Robert Hill |
//| 4/3/2007 added input for RSI_Period |
//| Modified code for MagicNumber calculation |
//| Added function to set value for RSI_Period |
//| Set value of AssignRSI to false during optimization |
//| Use optimized value in function AssignRSI_Period |
//| Set value of AssignRSI to true when running live |
//| 4/5/2007 Fixed bug that caused no more trades after a stoploss |
//| added 2 variable to hold pSar values to reduce calls |
//| Added GetLots as a function using MM code from start |
//| 4/6/2007 Combined with RSI_R2_AnyTimeFrame_Optimzable.mq4 |
//| Made more modular |
//| Added code for possible MA Angle filter |
//| Added 7 Trailing stop functions for testing |
//| Combined Bluots open trade code with mine |
//| 4/15/2007 Added optimized values for MFI period from bluto |
//| Added change to moneymanagement from bluto |
//| 4/16/2007 Added code to check MFI 4 bars back for confirmation |
//| Added new exit ideas from Gideon |
//| Both are selectable by input switches. |
//| 4/27/2007 Added check to prevent another trade from opening |
//| on the same dat a trade is closed |
//| 5/6/2007 Added new exit strategies |
//| RSI 14 as described by Loren |
//| My idea to use CCI 50 |
//+------------------------------------------------------------------+
#property copyright "Bluto and Robert"
#property link "None"
#include <stdlib.mqh>
// This makes code easier to read
#define AUDCAD 1
#define AUDJPY 2
#define AUDNZD 3
#define AUDUSD 4
#define CHFJPY 5
#define EURAUD 6
#define EURCAD 7
#define EURCHF 8
#define EURGBP 9
#define EURJPY 10
#define EURUSD 11
#define GBPCHF 12
#define GBPJPY 13
#define GBPUSD 14
#define NZDJPY 15
#define NZDUSD 16
#define USDCAD 17
#define USDCHF 18
#define USDJPY 19
#define UNEXPECTED 999
extern string Expert_Name = "---- MFI_R2_EA_v2.3 ----";
//+---------------------------------------------------+
//|Money Management |
//+---------------------------------------------------+
extern double LotSize=0.1;
extern double RiskPercent=2.0;
extern bool UseMoneyMgmt=false;
extern bool BrokerPermitsFractionalLots = true;
//+---------------------------------------------------+
//|Indicator Variables |
//| Change these to try your own system |
//| or add more if you like |
//+---------------------------------------------------+
extern string mi="--Moving Average settings--";
extern int MaTrend_Period = 200;
extern string ri="--MFI settings--";
extern int MFI_Period = 5; // input value to be optimized
extern bool UseDefaultMFI_Period = true;
extern int BuyWhenMFIBelow = 65;
extern int SellWhenMFIAbove = 35;
extern double MFI_Overbought_Value = 75.0;
extern double MFI_Oversold_Value = 25.0;
// Added to test confirmation of trend
extern int useMFI4BarsBack = 0;
extern int BuyWhenAbove = 55;
extern int SellWhenBelow = 45;
// Added to test new exit strategy
extern int useNewExitStrategy = 0;
extern int MFI_High_OverBought_Exit = 98;
extern int MFI_Low_OverSold_Exit = 2;
// Added Blutos newest exit using Price close vs SMA 200
extern int use200SMA_Exit = 1;
extern int useMFI14_Exit = 1;
extern int MFI_Exit_Period = 14;
extern int useCCI50_Exit = 0;
extern int CCI_ExitLevel = 0;
extern string st1="--Signal_TimeFrame--";
extern int Signal_TimeFrame = 0;
extern string hd = " --Limit 1 trade per day --";
extern int useDelay = 1;
// Added this for possible filter for flat markets
extern string ai="--Moving Average Angle filter settings--";
extern string a2=" Set switch to 1 to use filter";
extern int useMaAngleFilter = 0;
extern int TrendTimeFrame = 0;
extern double Threshold=20;
extern int PrevShift=3;
extern int CurShift=1;
//+---------------------------------------------------+
//|Profit controls |
//+---------------------------------------------------+
extern string st6 = "--Profit Controls--";
extern double StopLoss=0;
extern double TakeProfit=700;
extern int Slippage=3;
extern string tsp0 = "--Trailing Stop Types--";
extern string tsp1 = " 1 = Trail immediately";
extern string tsp2 = " 2 = Wait to trail";
extern string tsp3 = " 3 = Uses 3 levels before trail";
extern string tsp4 = " 4 = Breakeven + Lockin";
extern string tsp5 = " 5 = Step trail";
extern string tsp6 = " 6 = EMA trail";
extern string tsp7 = " 7 = pSAR trail";
extern string tsp8 = " 8 = Blutos pSar trail";
extern bool UseTrailingStop = true;
extern int TrailingStopType = 8;
extern string ts2 = "Settings for Type 2";
extern double TrailingStop = 15; // Change to whatever number of pips you wish to trail your position with.
extern string ts3 = "Settings for Type 3";
extern double FirstMove = 20; // Type 3 first level pip gain
extern double FirstStopLoss = 50; // Move Stop to Breakeven
extern double SecondMove = 30; // Type 3 second level pip gain
extern double SecondStopLoss = 30; // Move stop to lock is profit
extern double ThirdMove = 40; // type 3 third level pip gain
extern double TrailingStop3 = 20; // Move stop and trail from there
extern string ts4 = "Settings for Type 4";
extern double BreakEven = 30;
extern int LockInPips = 1; // Profit Lock in pips
extern string ts5 = "Settings for Type 5";
extern int eTrailingStop = 10;
extern int eTrailingStep = 2;
extern string ts6 = "Settings for Type 6";
extern int EMATimeFrame = 30;
extern int Price = 0;
extern int EMAPeriod = 13;
extern int EMAShift = 2;
extern int InitialStop = 0;
extern string ts7 = "Settings for Type 7";
extern string pi="--pSAR settings--";
extern double StepParabolic = 0.02;
extern double MaxParabolic = 0.2;
extern int Interval = 5;
extern string ts8 = "Settings for Type 8";
extern string pi2="--pSAR settings--";
extern double SarStep = 0.02;
extern double SarMax = 0.20;
//+---------------------------------------------------+
//|General controls |
//+---------------------------------------------------+
int MagicNumber=0;
string setup;
int SignalCandle = 1;
int TradesInThisSymbol = 0;
double MM_OrderLotSize=0;
datetime StopTime; // Time to wait after a trade is stopped out
bool StoppedOut=false;
//+---------------------------------------------------+
//| Indicator values for signals and filters |
//| Add or Change to test your system |
//+---------------------------------------------------+
int myMFI_Period = 2; // Used by MFI indicator call
double MFI_Day_0 = 0, MFI_Day_1=0, MFI_Day_2=0, MFI_Day_3=0, SMA_Day3=0;
int init()
{
/*
if (Symbol()=="AUDCADm" || Symbol()=="AUDCAD") {MagicNumber=200001;}
if (Symbol()=="AUDJPYm" || Symbol()=="AUDJPY") {MagicNumber=200002;}
if (Symbol()=="AUDNZDm" || Symbol()=="AUDNZD") {MagicNumber=200003;}
if (Symbol()=="AUDUSDm" || Symbol()=="AUDUSD") {MagicNumber=200004;}
if (Symbol()=="CHFJPYm" || Symbol()=="CHFJPY") {MagicNumber=200005;}
if (Symbol()=="EURAUDm" || Symbol()=="EURAUD") {MagicNumber=200006;}
if (Symbol()=="EURCADm" || Symbol()=="EURCAD") {MagicNumber=200007;}
if (Symbol()=="EURCHFm" || Symbol()=="EURCHF") {MagicNumber=200008;}
if (Symbol()=="EURGBPm" || Symbol()=="EURGBP") {MagicNumber=200009;}
if (Symbol()=="EURJPYm" || Symbol()=="EURJPY") {MagicNumber=200010;}
if (Symbol()=="EURUSDm" || Symbol()=="EURUSD") {MagicNumber=200011;}
if (Symbol()=="GBPCHFm" || Symbol()=="GBPCHF") {MagicNumber=200012;}
if (Symbol()=="GBPJPYm" || Symbol()=="GBPJPY") {MagicNumber=200013;}
if (Symbol()=="GBPUSDm" || Symbol()=="GBPUSD") {MagicNumber=200014;}
if (Symbol()=="NZDJPYm" || Symbol()=="NZDJPY") {MagicNumber=200015;}
if (Symbol()=="NZDUSDm" || Symbol()=="NZDUSD") {MagicNumber=200016;}
if (Symbol()=="USDCHFm" || Symbol()=="USDCHF") {MagicNumber=200017;}
if (Symbol()=="USDJPYm" || Symbol()=="USDJPY") {MagicNumber=200018;}
if (Symbol()=="USDCADm" || Symbol()=="USDCAD") {MagicNumber=200019;}
if (MagicNumber==0) {MagicNumber = 200999;}
*/
// MagicNumber = func_Symbol2Val(Symbol()) + 200000;
MagicNumber = 200000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period());
setup=Expert_Name + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period()));
if (UseDefaultMFI_Period) myMFI_Period = MFI_Period; else myMFI_Period = AssignMFI_Period(Symbol());
return(0);
}
int deinit()
{
return(0);
}
int AssignMFI_Period(string symbol)
{
int MFI = 0;
int which = func_Symbol2Val(symbol);
switch (which)
{
case AUDCAD : MFI = 5;
break;
case AUDJPY : MFI = 7;
break;
case AUDNZD : MFI = 6;
break;
case AUDUSD : MFI = 4;
break;
case CHFJPY : MFI = 4;
break;
case EURAUD : MFI = 2;
break;
case EURCAD : MFI = 3;
break;
case EURCHF : MFI = 3;
break;
case EURGBP : MFI = 2;
break;
case EURJPY : MFI = 4; // Optimized value
break;
case EURUSD : MFI = 4;
break;
case GBPCHF : MFI = 6;
break;
case GBPJPY : MFI = 4;
break;
case GBPUSD : MFI = 3;
break;
case NZDJPY : MFI = 6;
break;
case NZDUSD : MFI = 7;
break;
case USDCAD : MFI = 2;
break;
case USDCHF : MFI = 4;
break;
case USDJPY : MFI = 4;
break;
case UNEXPECTED : MFI = 4;
}
if (MFI == 0) MFI = 4;
return (MFI);
}
//+------------------------------------------------------------------+
//| LastTradeStoppedOut |
//| Check History to see if last trade stopped out |
//| Return Time for next trade |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| LastTradeClosedToday |
//| Check History to see if last trade closed today |
//+------------------------------------------------------------------+
bool LastTradeClosedToday()
{
int cnt, total;
bool Closed;
total = HistoryTotal();
for (cnt = total - 1; cnt >= 0; cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_HISTORY);
if(OrderSymbol()!=Symbol()) continue;
if (OrderMagicNumber() != MagicNumber) continue;
Closed = false;
if (OrderType() == OP_BUY)
{
if (TimeDay(OrderCloseTime()) == TimeDay(TimeCurrent()))
{
Closed = true;
}
cnt = 0;
}
if (OrderType() == OP_SELL)
{
if (TimeDay(OrderCloseTime()) == TimeDay(TimeCurrent()))
{
Closed = true;
}
cnt = 0;
}
}
return (Closed);
}
//===================================================================
// EMA_Angle.mq4
// jpkfox
//
// You can use this indicator to measure when the EMA angle is
// "near zero". AngleTreshold determines when the angle for the
// EMA is "about zero": This is when the value is between
// [-AngleTreshold, AngleTreshold] (or when the histogram is red).
// EMAPeriod: EMA period
// AngleTreshold: The angle value is "about zero" when it is
// between the values [-AngleTreshold, AngleTreshold].
// StartEMAShift: The starting point to calculate the
// angle. This is a shift value to the left from the
// observation point. Should be StartEMAShift > EndEMAShift.
// StartEMAShift: The ending point to calculate the
// angle. This is a shift value to the left from the
// observation point. Should be StartEMAShift > EndEMAShift.
//
// Return 1 for up OK
// Return -1 for down OK
// Return 0 for too flat
//===================================================================
double MA_Angle( int iPrevShift, int iCurShift, double fPrevMA, double fCurMA)
{
double fAngle, mFactor;
string Sym;
int ShiftDif;
mFactor = 100000.0;
Sym = StringSubstr(Symbol(),3,3);
if (Sym == "JPY") mFactor = 1000.0;
ShiftDif = iPrevShift-iCurShift;
mFactor /= ShiftDif;
fAngle = mFactor * (fCurMA - fPrevMA)/2.0;
return(fAngle);
}
bool CheckTrend(int cmd)
{
double maAngle;
double MACurrent=iMA(Symbol(),TrendTimeFrame,MaTrend_Period, 0, MODE_SMA, PRICE_CLOSE,CurShift);
double MAPrevious=iMA(Symbol(),TrendTimeFrame,MaTrend_Period, 0, MODE_SMA, PRICE_CLOSE,PrevShift);
maAngle = MA_Angle(PrevShift, CurShift, MAPrevious, MACurrent);
switch (cmd)
{
case OP_BUY : if (maAngle > Threshold) return(true);
break;
case OP_SELL : if (maAngle < -Threshold) return(true);
}
return(false);
}
bool CheckMFI14(int cmd)
{
double MFIcur, MFIprev;
MFIcur = iMFI(Symbol(),Signal_TimeFrame, MFI_Exit_Period, 1);
MFIprev = iMFI(Symbol(),Signal_TimeFrame, MFI_Exit_Period, 2);
switch (cmd)
{
case OP_BUY : if (MFIcur < 50 && MFIprev > 50) return(true);
break;
case OP_SELL : if (MFIcur > 50 && MFIprev < 50) return(true);
}
return(false);
}
bool CheckCCI50(int cmd)
{
double CCIcur, CCIprev;
CCIcur = iCCI(Symbol(), Signal_TimeFrame, 50, PRICE_CLOSE, 1);
CCIprev = iCCI(Symbol(), Signal_TimeFrame, 50, PRICE_CLOSE, 2);
switch (cmd)
{
case OP_BUY : if (CCIcur < 0 && CCIprev > 0) return(true);
break;
case OP_SELL : if (CCIcur > 0 && CCIprev < 0) return(true);
}
return(false);
}
//+------------------------------------------------------------------+
//| CheckExitCondition |
//| Uses OP_BUY as cmd to check exit sell |
//| Uses OP_SELL as cmd to check exit buy |
//| New exit strategy checks current MFI value for high or low |
//| threshold and for current still less than overbought value |
//| or greater than oversold value. |
//+------------------------------------------------------------------+
bool CheckExitCondition(int cmd)
{
double MFI, MFI_Cur;
MFI = iMFI(Symbol(), Signal_TimeFrame, myMFI_Period, 1);
MFI_Cur = iMFI(Symbol(), Signal_TimeFrame, myMFI_Period, 0);
switch (cmd)
{
case OP_BUY : if (useMFI14_Exit == 1) return (CheckMFI14(cmd));
if (useCCI50_Exit == 1) return(CheckCCI50(cmd));
// Original Exit Strategies
if ( MFI > MFI_Overbought_Value)
{
if (useNewExitStrategy == 1)
{
if (MFI_Cur < MFI_Overbought_Value || MFI_Cur >= MFI_High_OverBought_Exit ) return(true); else return(false);
}
else
return(true);
}
else if (use200SMA_Exit == 1)
{
if (CheckMA(OP_SELL)) return(true);
}
break;
case OP_SELL : if (useMFI14_Exit == 1) return (CheckMFI14(cmd));
if (useCCI50_Exit == 1) return(CheckCCI50(cmd));
// Original Exit Strategies
if (MFI < MFI_Oversold_Value)
{
if (useNewExitStrategy == 1)
{
if (MFI_Cur > MFI_Oversold_Value || MFI_Cur <= MFI_Low_OverSold_Exit ) return(true); else return(false);
}
else
return(true);
}
else if (use200SMA_Exit == 1)
{
if (CheckMA(OP_BUY)) return(true);
}
}
return (false);
}
bool CheckMA(int cmd)
{
SMA_Day3 = iMA(Symbol(),Signal_TimeFrame,MaTrend_Period, 0, MODE_SMA, PRICE_CLOSE, 1);
switch (cmd)
{
case OP_BUY : if (iClose(Symbol(),Signal_TimeFrame,1) > SMA_Day3) return(true);
break;
case OP_SELL : if (iClose(Symbol(),Signal_TimeFrame,1) < SMA_Day3) return (true);
}
return(false);
}
// Optional check of 4th bar back above 55 for buy
// or below 45 for sell to confirm trend
bool CheckMFI(int cmd)
{
MFI_Day_0 = iMFI(Symbol(), Signal_TimeFrame, myMFI_Period, 4);
MFI_Day_1 = iMFI(Symbol(), Signal_TimeFrame, myMFI_Period, 3);
MFI_Day_2 = iMFI(Symbol(), Signal_TimeFrame, myMFI_Period, 2);
MFI_Day_3 = iMFI(Symbol(), Signal_TimeFrame, myMFI_Period, 1);
switch (cmd)
{
case OP_BUY : if (MFI_Day_1 < BuyWhenMFIBelow && MFI_Day_2 < MFI_Day_1 && MFI_Day_3 < MFI_Day_2)
{
if (useMFI4BarsBack == 1)
{
if (MFI_Day_0 > BuyWhenAbove) return(true); else return(false);
}
else
return(true);
}
break;
case OP_SELL : if (MFI_Day_1 > SellWhenMFIAbove && MFI_Day_2 > MFI_Day_1 && MFI_Day_3 > MFI_Day_2)
{
if (useMFI4BarsBack == 1)
{
if (MFI_Day_0 < SellWhenBelow) return(true); else return(false);
}
else
return(true);
}
}
return(false);
}
//+------------------------------------------------------------------+
//| CheckEntryCondition |
//+------------------------------------------------------------------+
bool CheckEntryCondition(int cmd)
{
bool rule1, rule2, rule3;
rule1 = true;
rule2 = true;
rule3 = true;
rule1 = CheckMA(cmd);
if (rule1)
{
rule2 = CheckMFI(cmd);
if(rule2)
{
if (useMaAngleFilter == 1) rule3 = CheckTrend(cmd);
if (rule3) return(true);
}
}
return (false);
}
int start()
{
//+------------------------------------------------------------------+
//| Check for Open Position |
//+------------------------------------------------------------------+
HandleOpenPositions();
// Check if any open positions were not closed
TradesInThisSymbol = CheckOpenPositions();
// Only allow 1 trade per Symbol
if(TradesInThisSymbol > 0) {
return(0);}
// Check if last trade stopped out
if (useDelay == 1)
{
if (LastTradeClosedToday()) return(0);
}
MM_OrderLotSize = GetLots();
if(CheckEntryCondition(OP_BUY))
{
OpenBuyOrder(MM_OrderLotSize, StopLoss,TakeProfit, Slippage, setup, MagicNumber, Green);
return(0);
}
if(CheckEntryCondition(OP_SELL))
{
OpenSellOrder(MM_OrderLotSize, StopLoss,TakeProfit, Slippage, setup, MagicNumber, Red);
}
return(0);
}
double GetLots()
{
// variables used for money management
double MM_MinLotSize=0;
double MM_MaxLotSize=0;
double MM_LotStep=0;
double MM_Decimals=0;
int MM_AcctLeverage=0;
int MM_CurrencyLotSize=0;
double OrderLotSize;
//----- Money Management & Lot Sizing Stuff.
MM_AcctLeverage = AccountLeverage();
MM_MinLotSize = MarketInfo(Symbol(),MODE_MINLOT);
MM_MaxLotSize = MarketInfo(Symbol(),MODE_MAXLOT);
MM_LotStep = MarketInfo(Symbol(),MODE_LOTSTEP);
MM_CurrencyLotSize = MarketInfo(Symbol(),MODE_LOTSIZE);
if(MM_LotStep == 0.01) {MM_Decimals = 2;}
if(MM_LotStep == 0.1) {MM_Decimals = 1;}
if (UseMoneyMgmt == true)
{
OrderLotSize = AccountEquity() * (RiskPercent * 0.01) / (MM_CurrencyLotSize / MM_AcctLeverage);
if(BrokerPermitsFractionalLots == true)
OrderLotSize = StrToDouble(DoubleToStr(OrderLotSize,MM_Decimals));
else
OrderLotSize = MathRound(MM_OrderLotSize);
}
else
{
OrderLotSize = LotSize;
}
if (OrderLotSize < MM_MinLotSize) {OrderLotSize = MM_MinLotSize;}
if (OrderLotSize > MM_MaxLotSize) {OrderLotSize = MM_MaxLotSize;}
return(OrderLotSize);
}
//+------------------------------------------------------------------+
//| OpenBuyOrder |
//| If Stop Loss or TakeProfit are used the values are calculated |
//| for each trade |
//+------------------------------------------------------------------+
int OpenBuyOrder(double mLots, double mStopLoss, double mTakeProfit, int mSlippage, string mComment, int mMagic, color mColor)
{
int err,ticket, digits;
double myPrice, myBid, myStopLoss = 0, myTakeProfit = 0;
myPrice = MarketInfo(Symbol(), MODE_ASK);
myBid = MarketInfo(Symbol(), MODE_BID);
myStopLoss = StopLong(myBid,mStopLoss);
myTakeProfit = TakeLong(myBid,mTakeProfit);
// Normalize all price / stoploss / takeprofit to the proper # of digits.
digits = MarketInfo(Symbol( ), MODE_DIGITS) ;
if (digits > 0)
{
myPrice = NormalizeDouble( myPrice, digits);
myStopLoss = NormalizeDouble( myStopLoss, digits);
myTakeProfit = NormalizeDouble( myTakeProfit, digits);
}
ticket=OrderSend(Symbol(),OP_BUY,mLots,myPrice,mSlippage,myStopLoss,myTakeProfit,mComment,mMagic,0,mColor);
if (ticket > 0)
{
if (OrderSelect( ticket,SELECT_BY_TICKET, MODE_TRADES) )
{
Print("BUY order opened : ", OrderOpenPrice( ));
// ModifyOrder(ticket,OrderOpenPrice( ), OrderStopLoss(), myTakeProfit);
}
}
else
{
err = GetLastError();
if(err==0)
{
return(ticket);
}
else
{
if(err==4 || err==137 ||err==146 || err==136) //Busy errors
{
Sleep(5000);
}
else //normal error
{
Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err));
}
}
}
return(ticket);
}
//+------------------------------------------------------------------+
//| OpenSellOrder |
//| If Stop Loss or TakeProfit are used the values are calculated |
//| for each trade |
//+------------------------------------------------------------------+
void OpenSellOrder(double mLots, double mStopLoss, double mTakeProfit, int mSlippage, string mComment, int mMagic, color mColor)
{
int err, ticket, digits;
double myPrice, myAsk, myStopLoss = 0, myTakeProfit = 0;
myPrice = MarketInfo(Symbol( ), MODE_BID);
myAsk = MarketInfo(Symbol( ), MODE_ASK);
myStopLoss = StopShort(myAsk,mStopLoss);
myTakeProfit = TakeShort(myAsk,mTakeProfit);
// Normalize all price / stoploss / takeprofit to the proper # of digits.
digits = MarketInfo(Symbol( ), MODE_DIGITS) ;
if (digits > 0)
{
myPrice = NormalizeDouble( myPrice, digits);
myStopLoss = NormalizeDouble( myStopLoss, digits);
myTakeProfit = NormalizeDouble( myTakeProfit, digits);
}
ticket=OrderSend(Symbol(),OP_SELL,mLots,myPrice,mSlippage,myStopLoss,myTakeProfit,mComment,mMagic,0,mColor);
if (ticket > 0)
{
if (OrderSelect( ticket,SELECT_BY_TICKET, MODE_TRADES) )
{
Print("Sell order opened : ", OrderOpenPrice());
// ModifyOrder(ticket,OrderOpenPrice( ), OrderStopLoss(), myTakeProfit);
}
}
else
{
err = GetLastError();
if(err==0)
{
return(ticket);
}
else
{
if(err==4 || err==137 ||err==146 || err==136) //Busy errors
{
Sleep(5000);
}
else //normal error
{
Print("Error opening Sell order [" + mComment + "]: (" + err + ") " + ErrorDescription(err));
}
}
}
return(ticket);
}
double StopLong(double price,int stop)
{
if(stop==0)
return(0);
else
return(price-(stop*Point));
}
double StopShort(double price,int stop)
{
if(stop==0)
return(0);
else
return(price+(stop*Point));
}
double TakeLong(double price,int take)
{
if(take==0)
return(0);
else
return(price+(take*Point));
}
double TakeShort(double price,int take)
{
if(take==0)
return(0);
else
return(price-(take*Point));
}
//+------------------------------------------------------------------+
//| Handle Open Positions |
//| Check if any open positions need to be closed or modified |
//+------------------------------------------------------------------+
int HandleOpenPositions()
{
int cnt;
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if ( OrderSymbol() != Symbol()) continue;
if ( OrderMagicNumber() != MagicNumber) continue;
if(OrderType() == OP_BUY)
{
if (CheckExitCondition(OP_BUY))
{
CloseOrder(OrderTicket(),OrderLots(),OP_BUY);
}
else
{
if (UseTrailingStop)
{
HandleTrailingStop(OP_BUY,OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
}
}
}
if(OrderType() == OP_SELL)
{
if (CheckExitCondition(OP_SELL))
{
CloseOrder(OrderTicket(),OrderLots(),OP_SELL);
}
else
{
if (UseTrailingStop)
{
HandleTrailingStop(OP_SELL,OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
}
}
}
}
}
//+------------------------------------------------------------------+
//| Check Open Position Controls |
//+------------------------------------------------------------------+
int CheckOpenPositions()
{
int cnt, total;
int NumTrades;
NumTrades = 0;
total=OrdersTotal();
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if ( OrderSymbol() != Symbol()) continue;
if ( OrderMagicNumber() != MagicNumber) continue;
if(OrderType() == OP_BUY ) NumTrades++;
if(OrderType() == OP_SELL ) NumTrades++;
}
return (NumTrades);
}
int CloseOrder(int ticket,double numLots,int cmd)
{
int CloseCnt, err, digits;
double myPrice;
if (cmd == OP_BUY) myPrice = MarketInfo(Symbol( ), MODE_BID);
if (cmd == OP_SELL) myPrice = MarketInfo(Symbol( ), MODE_ASK);
digits = MarketInfo(Symbol( ), MODE_DIGITS) ;
if (digits > 0) myPrice = NormalizeDouble( myPrice, digits);
// try to close 3 Times
CloseCnt = 0;
while (CloseCnt < 3)
{
if (!OrderClose(ticket,numLots,myPrice,Slippage,Violet))
{
err=GetLastError();
Print(CloseCnt," Error closing order : (", err , ") " + ErrorDescription(err));
if (err > 0) CloseCnt++;
}
else
{
CloseCnt = 3;
}
}
}
int ModifyOrder(int ord_ticket,double op, double price,double tp, color mColor)
{
int CloseCnt, err;
CloseCnt=0;
while (CloseCnt < 3)
{
if (OrderModify(ord_ticket,op,price,tp,0,mColor))
{
CloseCnt = 3;
}
else
{
err=GetLastError();
Print(CloseCnt," Error modifying order : (", err , ") " + ErrorDescription(err));
if (err>0) CloseCnt++;
}
}
}
double ValidStopLoss(int type, double price, double SL)
{
double minstop, pp;
double newSL;
pp = MarketInfo(Symbol(), MODE_POINT);
minstop = MarketInfo(Symbol(),MODE_STOPLEVEL);
newSL = SL;
if (type == OP_BUY)
{
if((price - SL) < minstop*pp) newSL = price - minstop*pp;
}
if (type == OP_SELL)
{
if((SL-price) < minstop*pp) newSL = price + minstop*pp;
}
return(newSL);
}
//+------------------------------------------------------------------+
//| HandleTrailingStop |
//| Type 1 moves the stoploss without delay. |
//| Type 2 waits for price to move the amount of the trailStop |
//| before moving stop loss then moves like type 1 |
//| Type 3 uses up to 3 levels for trailing stop |
//| Level 1 Move stop to 1st level |
//| Level 2 Move stop to 2nd level |
//| Level 3 Trail like type 1 by fixed amount other than 1 |
//| Type 4 Move stop to breakeven + Lockin, no trail |
//| Type 5 uses steps for 1, every step pip move moves stop 1 pip |
//| Type 6 Uses EMA to set trailing stop |
//+------------------------------------------------------------------+
int HandleTrailingStop(int type, int ticket, double op, double os, double tp)
{
switch (TrailingStopType)
{
case 1 : Immediate_TrailingStop (type, ticket, op, os, tp);
break;
case 2 : Delayed_TrailingStop (type, ticket, op, os, tp);
break;
case 3 : ThreeLevel_TrailingStop (type, ticket, op, os, tp);
break;
case 4 : BreakEven_TrailingStop (type, ticket, op, os, tp);
break;
case 5 : eTrailingStop (type, ticket, op, os, tp);
break;
case 6 : EMA_TrailingStop (type, ticket, op, os, tp);
break;
case 7 : pSAR_TrailingStop (type, ticket, op, os, tp);
break;
case 8 : BlutoParabolicSAR (type, ticket, op, os, tp);
break;
}
return(0);
}
//+------------------------------------------------------------------+
//| BreakEvenExpert_v1.mq4 |
//| Copyright © 2006, Forex-TSD.com |
//| Written by IgorAD,igorad2003@yahoo.co.uk |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//+------------------------------------------------------------------+
void BreakEven_TrailingStop(int type, int ticket, double op, double os, double tp)
{
int digits;
double pBid, pAsk, pp, BuyStop, SellStop;
pp = MarketInfo(Symbol(), MODE_POINT);
digits = MarketInfo(Symbol(), MODE_DIGITS);
if (type==OP_BUY)
{
pBid = MarketInfo(Symbol(), MODE_BID);
if ( pBid-op > pp*BreakEven )
{
BuyStop = op + LockInPips * pp;
if (digits > 0) BuyStop = NormalizeDouble( BuyStop, digits);
BuyStop = ValidStopLoss(OP_BUY,pBid, BuyStop);
if (digits > 0) BuyStop = NormalizeDouble( BuyStop, digits);
if (os < BuyStop) ModifyOrder(ticket,op,BuyStop,tp,LightGreen);
return;
}
}
if (type==OP_SELL)
{
pAsk = MarketInfo(Symbol(), MODE_ASK);
if ( op - pAsk > pp*BreakEven )
{
SellStop = op - LockInPips * pp;
if (digits > 0) SellStop = NormalizeDouble( SellStop, digits);
SellStop = ValidStopLoss(OP_SELL, pAsk, SellStop);
if (digits > 0) SellStop = NormalizeDouble( SellStop, digits);
if (os > SellStop) ModifyOrder(ticket,op,SellStop,tp,DarkOrange);
return;
}
}
}
//+------------------------------------------------------------------+
//| e-Trailing.mq4 |
//| Êèì Èãîðü Â. aka KimIV |
//| http://www.kimiv.ru |
//| |
//| 12.09.2005 Àâòîìàòè÷åñêèé Trailing Stop âñåõ îòêðûòûõ ïîçèöèé |
//| Âåøàòü òîëüêî íà îäèí ãðàôèê |
//+------------------------------------------------------------------+
void eTrailingStop(int type, int ticket, double op, double os, double tp)
{
int digits;
double pBid, pAsk, pp, BuyStop, SellStop;
pp = MarketInfo(Symbol(), MODE_POINT);
digits = MarketInfo(Symbol(), MODE_DIGITS) ;
if (type==OP_BUY)
{
pBid = MarketInfo(Symbol(), MODE_BID);
if ((pBid-op)>eTrailingStop*pp)
{
if (os<pBid-(eTrailingStop+eTrailingStep-1)*pp)
{
BuyStop = pBid-eTrailingStop*pp;
if (digits > 0) BuyStop = NormalizeDouble( BuyStop, digits);
BuyStop = ValidStopLoss(OP_BUY, pBid, BuyStop);
if (digits > 0) BuyStop = NormalizeDouble( BuyStop, digits);
ModifyOrder(ticket,op,BuyStop,tp,LightGreen);
return;
}
}
}
if (type==OP_SELL)
{
pAsk = MarketInfo(Symbol(), MODE_ASK);
if (op - pAsk > eTrailingStop*pp)
{
if (os > pAsk + (eTrailingStop + eTrailingStep-1)*pp || os==0)
{
SellStop = pAsk + eTrailingStop * pp;
if (digits > 0) SellStop = NormalizeDouble( SellStop, digits);
SellStop = ValidStopLoss(OP_SELL, pAsk, SellStop);
if (digits > 0) SellStop = NormalizeDouble( SellStop, digits);
ModifyOrder(ticket,op,SellStop,tp,DarkOrange);
return;
}
}
}
}
//+------------------------------------------------------------------+
//| EMATrailingStop_v1.mq4 |
//| Copyright © 2006, Forex-TSD.com |
//| Written by IgorAD,igorad2003@yahoo.co.uk |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//+------------------------------------------------------------------+
void EMA_TrailingStop(int type, int ticket, double op, double os, double tp)
{
int digits;
double pBid, pAsk, pp, BuyStop, SellStop, ema;
pp = MarketInfo(Symbol(), MODE_POINT);
digits = MarketInfo(Symbol(), MODE_DIGITS) ;
ema = iMA(Symbol(),EMATimeFrame,EMAPeriod,0,MODE_EMA,Price,EMAShift);
if (type==OP_BUY)
{
BuyStop = ema;
pBid = MarketInfo(Symbol(),MODE_BID);
if(os == 0 && InitialStop>0 ) BuyStop = pBid-InitialStop*pp;
if (digits > 0) BuyStop = NormalizeDouble(SellStop, digits);
BuyStop = ValidStopLoss(OP_BUY, pBid, BuyStop);
if (digits > 0) BuyStop = NormalizeDouble(BuyStop, digits);
Print("MA=",ema," BuyStop=",BuyStop);
if ((op <= BuyStop && BuyStop > os) || os==0)
{
ModifyOrder(ticket,op,BuyStop,tp,LightGreen);
return;
}
}
if (type==OP_SELL)
{
SellStop = ema;
pAsk = MarketInfo(Symbol(),MODE_ASK);
if (os==0 && InitialStop > 0) SellStop = pAsk+InitialStop*pp;
if (digits > 0) SellStop = NormalizeDouble(SellStop, digits);
SellStop = ValidStopLoss(OP_SELL, pAsk, SellStop);
if (digits > 0) SellStop = NormalizeDouble(SellStop, digits);
Print("MA=",ema," SellStop=",SellStop);
if( (op >= SellStop && os > SellStop) || os==0)
{
ModifyOrder(ticket,op,SellStop,tp,DarkOrange);
return;
}
}
}
//+------------------------------------------------------------------+
//| b-TrailingSAR.mqh |
//| Êèì Èãîðü Â. aka KimIV |
//| http://www.kimiv.ru |
//| |
//| 21.11.2005 Áèáëèîòåêà ôóíêöèé òðàëà ïî ïàðàáîëèêó. |
//| Äëÿ èñïîëüçîâàíèÿ äîáàâèòü ñòðîêó â ìîäóëå start |
//| if (UseTrailing) TrailingPositions(); |
//+------------------------------------------------------------------+
void pSAR_TrailingStop(int type, int ticket, double op, double os, double tp)
{
int digits;
double pBid, pAsk, pp, BuyStop, SellStop, spr;
double sar1, sar2;
pp = MarketInfo(Symbol(), MODE_POINT);
digits = MarketInfo(Symbol(), MODE_DIGITS) ;
pBid = MarketInfo(Symbol(), MODE_BID);
pAsk = MarketInfo(Symbol(), MODE_ASK);
sar1=iSAR(NULL, 0, StepParabolic, MaxParabolic, 1);
sar2=iSAR(NULL, 0, StepParabolic, MaxParabolic, 2);
spr = pAsk - pBid;
if (digits > 0) spr = NormalizeDouble(spr, digits);
if (type==OP_BUY)
{
pBid = MarketInfo(Symbol(), MODE_BID);
if (sar2 < sar1)
{
BuyStop = sar1-Interval*pp;
if (digits > 0) BuyStop = NormalizeDouble(BuyStop, digits);
BuyStop = ValidStopLoss(OP_BUY, pBid, BuyStop);
if (digits > 0) BuyStop = NormalizeDouble(BuyStop, digits);
if (os<BuyStop) ModifyOrder(ticket,op,BuyStop,tp,LightGreen);
}
}
if (type==OP_SELL)
{
if (sar2 > sar1)
{
SellStop = sar1 + Interval * pp + spr;
if (digits > 0) SellStop = NormalizeDouble(SellStop, digits);
SellStop = ValidStopLoss(OP_SELL, pAsk, SellStop);
if (digits > 0) SellStop = NormalizeDouble(SellStop, digits);
if (os>SellStop || os==0) ModifyOrder(ticket,op,SellStop,tp,DarkOrange);
}
}
}
// Manage Paraolic SAR
void BlutoParabolicSAR(int type, int ticket, double op, double os, double tp)
{
double pSar1 = 0, pSar2 = 0;
int digits;
double pt, pBid, pAsk, pp, BuyStop, SellStop;
pp = MarketInfo(Symbol(), MODE_POINT);
digits = MarketInfo(Symbol( ), MODE_DIGITS);
// Added pSar1 and pSar2 for faster backtesting
pSar1 = iSAR(NULL,Signal_TimeFrame,SarStep,SarMax,1);
pSar2 = iSAR(NULL,Signal_TimeFrame,SarStep,SarMax,2);
if (type == OP_BUY)
{
pBid = MarketInfo(Symbol(), MODE_BID);
if ( (pSar1> os) && (pBid > pSar1) && (op < pSar1) && (pSar1 > pSar2))
{
if (digits > 0)pSar1 = NormalizeDouble(pSar1, digits);
ModifyOrder(ticket,op,pSar1,tp,Blue);
Print("Order # ",ticket," updated at ",Hour(),":",Minute(),":",Seconds());
return(0);
}
}
if (type == OP_SELL)
{
pAsk = MarketInfo(Symbol(), MODE_ASK);
if ((pSar1 < os) && (pAsk < pSar1) && (op > pSar1) && (pSar1 < pSar2))
{
ModifyOrder(ticket,op,pSar1,tp,Blue);
Print("Order # ",ticket," updated at ",Hour(),":",Minute(),":",Seconds());
return(0);
}
}
}
//+------------------------------------------------------------------+
//| ThreeLevel_TrailingStop.mq4 |
//| Copyright © 2006, Forex-TSD.com |
//| Written by MrPip,robydoby314@yahoo.com |
//| |
//| Uses up to 3 levels for trailing stop |
//| Level 1 Move stop to 1st level |
//| Level 2 Move stop to 2nd level |
//| Level 3 Trail like type 1 by fixed amount other than 1 |
//+------------------------------------------------------------------+
void ThreeLevel_TrailingStop(int type, int ticket, double op, double os, double tp)
{
int digits;
double pBid, pAsk, pp, BuyStop, SellStop;
pp = MarketInfo(Symbol(), MODE_POINT);
digits = MarketInfo(Symbol(), MODE_DIGITS) ;
if (type == OP_BUY)
{
pBid = MarketInfo(Symbol(), MODE_BID);
if (pBid - op > FirstMove * pp)
{
BuyStop = op + FirstMove*pp - FirstStopLoss * pp;
if (digits > 0) BuyStop = NormalizeDouble(BuyStop, digits);
BuyStop = ValidStopLoss(OP_BUY, pBid, BuyStop);
if (digits > 0) BuyStop = NormalizeDouble(BuyStop, digits);
if (os < BuyStop) ModifyOrder(ticket,op,BuyStop,tp,LightGreen);
}
if (pBid - op > SecondMove * pp)
{
BuyStop = op + SecondMove*pp - SecondStopLoss * pp;
if (digits > 0) BuyStop = NormalizeDouble(BuyStop, digits);
BuyStop = ValidStopLoss(OP_BUY, pBid, BuyStop);
if (digits > 0) BuyStop = NormalizeDouble(BuyStop, digits);
if (os < BuyStop) ModifyOrder(ticket,op,BuyStop,tp,LightGreen);
}
if (pBid - op > ThirdMove * pp)
{
BuyStop = pBid - ThirdMove*pp;
if (digits > 0) BuyStop = NormalizeDouble(BuyStop, digits);
BuyStop = ValidStopLoss(OP_BUY, pBid, BuyStop);
if (digits > 0) BuyStop = NormalizeDouble(BuyStop, digits);
if (os < BuyStop) ModifyOrder(ticket,op,BuyStop,tp,LightGreen);
}
}
if (type == OP_SELL)
{
pAsk = MarketInfo(Symbol(), MODE_ASK);
if (op - pAsk > FirstMove * pp)
{
SellStop = op - FirstMove * pp + FirstStopLoss * pp;
if (digits > 0) SellStop = NormalizeDouble(SellStop, digits);
SellStop = ValidStopLoss(OP_SELL, pAsk, SellStop);
if (digits > 0) SellStop = NormalizeDouble(SellStop, digits);
if (os > SellStop) ModifyOrder(ticket,op,SellStop,tp,DarkOrange);
}
if (op - pAsk > SecondMove * pp)
{
SellStop = op - SecondMove * pp + SecondStopLoss * pp;
if (digits > 0) SellStop = NormalizeDouble(SellStop, digits);
SellStop = ValidStopLoss(OP_SELL, pAsk, SellStop);
if (digits > 0) SellStop = NormalizeDouble(SellStop, digits);
if (os > SellStop) ModifyOrder(ticket,op,SellStop,tp,DarkOrange);
}
if (op - pAsk > ThirdMove * pp)
{
SellStop = pAsk + ThirdMove * pp;
if (digits > 0) SellStop = NormalizeDouble(SellStop, digits);
SellStop = ValidStopLoss(OP_SELL, pAsk, SellStop);
if (digits > 0) SellStop = NormalizeDouble(SellStop, digits);
if (os > SellStop) ModifyOrder(ticket,op,SellStop,tp,DarkOrange);
}
}
}
//+------------------------------------------------------------------+
//| Immediate_TrailingStop.mq4 |
//| Copyright © 2006, Forex-TSD.com |
//| Written by MrPip,robydoby314@yahoo.com |
//| |
//| Moves the stoploss without delay. |
//+------------------------------------------------------------------+
void Immediate_TrailingStop(int type, int ticket, double op, double os, double tp)
{
int digits;
double pt, pBid, pAsk, pp, BuyStop, SellStop;
pp = MarketInfo(Symbol(), MODE_POINT);
digits = MarketInfo(Symbol( ), MODE_DIGITS);
if (type==OP_BUY)
{
pBid = MarketInfo(Symbol(), MODE_BID);
pt = StopLoss * pp;
if(pBid-os > pt)
{
BuyStop = pBid - pt;
if (digits > 0) BuyStop = NormalizeDouble( BuyStop, digits);
BuyStop = ValidStopLoss(OP_BUY,pBid, BuyStop);
if (digits > 0) BuyStop = NormalizeDouble( BuyStop, digits);
if (os < BuyStop) ModifyOrder(ticket,op,BuyStop,tp,LightGreen);
return;
}
}
if (type==OP_SELL)
{
pAsk = MarketInfo(Symbol(), MODE_ASK);
pt = StopLoss * pp;
if(os - pAsk > pt)
{
SellStop = pAsk + pt;
if (digits > 0) SellStop = NormalizeDouble( SellStop, digits);
SellStop = ValidStopLoss(OP_SELL, pAsk, SellStop);
if (digits > 0) SellStop = NormalizeDouble( SellStop, digits);
if (os > SellStop) ModifyOrder(ticket,op,SellStop,tp,DarkOrange);
return;
}
}
}
//+------------------------------------------------------------------+
//| Delayed_TrailingStop.mq4 |
//| Copyright © 2006, Forex-TSD.com |
//| Written by MrPip,robydoby314@yahoo.com |
//| |
//| Waits for price to move the amount of the TrailingStop |
//| Moves the stoploss pip for pip after delay. |
//+------------------------------------------------------------------+
void Delayed_TrailingStop(int type, int ticket, double op, double os, double tp)
{
int digits;
double pt, pBid, pAsk, pp, BuyStop, SellStop;
pp = MarketInfo(Symbol(), MODE_POINT);
pt = TrailingStop * pp;
digits = MarketInfo(Symbol(), MODE_DIGITS);
if (type==OP_BUY)
{
pBid = MarketInfo(Symbol(), MODE_BID);
BuyStop = pBid - pt;
if (digits > 0) BuyStop = NormalizeDouble( BuyStop, digits);
BuyStop = ValidStopLoss(OP_BUY,pBid, BuyStop);
if (digits > 0) BuyStop = NormalizeDouble( BuyStop, digits);
if (pBid-op > pt && os < BuyStop) ModifyOrder(ticket,op,BuyStop,tp,LightGreen);
return;
}
if (type==OP_SELL)
{
pAsk = MarketInfo(Symbol(), MODE_ASK);
pt = TrailingStop * pp;
SellStop = pAsk + pt;
if (digits > 0) SellStop = NormalizeDouble( SellStop, digits);
SellStop = ValidStopLoss(OP_SELL, pAsk, SellStop);
if (digits > 0) SellStop = NormalizeDouble( SellStop, digits);
if (op - pAsk > pt && os > SellStop) ModifyOrder(ticket,op,SellStop,tp,DarkOrange);
return;
}
}
int func_Symbol2Val(string symbol)
{
string mySymbol = StringSubstr(symbol,0,6);
if(mySymbol=="AUDCAD") return(1);
if(mySymbol=="AUDJPY") return(2);
if(mySymbol=="AUDNZD") return(3);
if(mySymbol=="AUDUSD") return(4);
if(mySymbol=="CHFJPY") return(5);
if(mySymbol=="EURAUD") return(6);
if(mySymbol=="EURCAD") return(7);
if(mySymbol=="EURCHF") return(8);
if(mySymbol=="EURGBP") return(9);
if(mySymbol=="EURJPY") return(10);
if(mySymbol=="EURUSD") return(11);
if(mySymbol=="GBPCHF") return(12);
if(mySymbol=="GBPJPY") return(13);
if(mySymbol=="GBPUSD") return(14);
if(mySymbol=="NZDJPY") return(15);
if(mySymbol=="NZDUSD") return(16);
if(mySymbol=="USDCAD") return(17);
if(mySymbol=="USDCHF") return(18);
if(mySymbol=="USDJPY") return(19);
Comment("unexpected Symbol");
return(999);
}
//+------------------------------------------------------------------+
//| Time frame interval appropriation function |
//+------------------------------------------------------------------+
int func_TimeFrame_Const2Val(int Constant ) {
switch(Constant) {
case 1: // M1
return(1);
case 5: // M5
return(2);
case 15:
return(3);
case 30:
return(4);
case 60:
return(5);
case 240:
return(6);
case 1440:
return(7);
case 10080:
return(8);
case 43200:
return(9);
}
}
//+------------------------------------------------------------------+
//| Time frame string appropriation function |
//+------------------------------------------------------------------+
string func_TimeFrame_Val2String(int Value ) {
switch(Value) {
case 1: // M1
return("PERIOD_M1");
case 2: // M1
return("PERIOD_M5");
case 3:
return("PERIOD_M15");
case 4:
return("PERIOD_M30");
case 5:
return("PERIOD_H1");
case 6:
return("PERIOD_H4");
case 7:
return("PERIOD_D1");
case 8:
return("PERIOD_W1");
case 9:
return("PERIOD_MN1");
default:
return("undefined " + Value);
}
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Money flow index
Commodity channel index
Parabolic Stop and Reverse system
Custom Indicators Used:
Order Management characteristics:
It automatically opens orders when conditions are reached
Checks for the total of open orders
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
Other Features: