#property copyright "S.Projects"
#property link "cortex.snowcron.com"
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_color1 Red
#property indicator_color2 Yellow
#property indicator_minimum 0
#property indicator_maximum 1
// indicator parameters
// To do: read parameters, including weights, from a description file
int nNocInterval = 12;
double dNocRange = 0.012;
int nNocMa = 5;
int nOutLag = 2;
int nLayers = 3;
int arrNeurons[3] = { 17, 5, 1 };
int nNumOfLags = 17;
int arrLags[17] =
{ 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16 };
double arrWeights_0[305];
double arrWeights_1[90];
double arrWeights_2[6];
// Layer: 0
arrWeights_0[0] = 0.376436;
arrWeights_0[1] = 0.690657;
arrWeights_0[2] = 0.512335;
arrWeights_0[3] = 0.786179;
arrWeights_0[4] = 0.671377;
arrWeights_0[5] = 0.614279;
arrWeights_0[6] = 0.539750;
arrWeights_0[7] = 0.820380;
arrWeights_0[8] = 0.750566;
arrWeights_0[9] = 0.707890;
arrWeights_0[10] = 0.396094;
arrWeights_0[11] = 0.725720;
arrWeights_0[12] = 0.555349;
arrWeights_0[13] = 0.395257;
arrWeights_0[14] = 0.227280;
arrWeights_0[15] = 0.128274;
arrWeights_0[16] = 0.289072;
arrWeights_0[17] = 0.387067;
arrWeights_0[18] = 0.662450;
arrWeights_0[19] = 1.019812;
arrWeights_0[20] = 0.761206;
arrWeights_0[21] = 0.984280;
arrWeights_0[22] = 0.878235;
arrWeights_0[23] = 0.829384;
arrWeights_0[24] = 0.786234;
arrWeights_0[25] = 1.189799;
arrWeights_0[26] = 1.112219;
arrWeights_0[27] = 1.069424;
arrWeights_0[28] = 0.640762;
arrWeights_0[29] = 0.730670;
arrWeights_0[30] = 0.067006;
arrWeights_0[31] = -0.320953;
arrWeights_0[32] = -0.600880;
arrWeights_0[33] = -0.371686;
arrWeights_0[34] = 0.261142;
arrWeights_0[35] = 0.063323;
arrWeights_0[36] = 0.413053;
arrWeights_0[37] = 0.737687;
arrWeights_0[38] = 0.555759;
arrWeights_0[39] = 0.815068;
arrWeights_0[40] = 0.692078;
arrWeights_0[41] = 0.630406;
arrWeights_0[42] = 0.556191;
arrWeights_0[43] = 0.846380;
arrWeights_0[44] = 0.763236;
arrWeights_0[45] = 0.715549;
arrWeights_0[46] = 0.390297;
arrWeights_0[47] = 0.705948;
arrWeights_0[48] = 0.482014;
arrWeights_0[49] = 0.291501;
arrWeights_0[50] = 0.101741;
arrWeights_0[51] = 0.048724;
arrWeights_0[52] = 0.280508;
arrWeights_0[53] = 0.428389;
arrWeights_0[54] = -6.065296;
arrWeights_0[55] = 0.559039;
arrWeights_0[56] = 1.732407;
arrWeights_0[57] = 2.446417;
arrWeights_0[58] = 2.226664;
arrWeights_0[59] = 1.043498;
arrWeights_0[60] = -0.892194;
arrWeights_0[61] = 0.538670;
arrWeights_0[62] = 1.696599;
arrWeights_0[63] = 2.895421;
arrWeights_0[64] = 1.936742;
arrWeights_0[65] = 0.857415;
arrWeights_0[66] = 1.777173;
arrWeights_0[67] = 1.489486;
arrWeights_0[68] = 0.990452;
arrWeights_0[69] = -0.312611;
arrWeights_0[70] = -2.485575;
arrWeights_0[71] = 5.784152;
arrWeights_0[72] = 0.691233;
arrWeights_0[73] = 1.003065;
arrWeights_0[74] = 0.746760;
arrWeights_0[75] = 0.973191;
arrWeights_0[76] = 0.868018;
arrWeights_0[77] = 0.821039;
arrWeights_0[78] = 0.770604;
arrWeights_0[79] = 1.139881;
arrWeights_0[80] = 1.057454;
arrWeights_0[81] = 1.004390;
arrWeights_0[82] = 0.595049;
arrWeights_0[83] = 0.733458;
arrWeights_0[84] = 0.177670;
arrWeights_0[85] = -0.170966;
arrWeights_0[86] = -0.443584;
arrWeights_0[87] = -0.345470;
arrWeights_0[88] = 0.135814;
arrWeights_0[89] = -0.010206;
arrWeights_0[90] = 0.585687;
arrWeights_0[91] = 1.040471;
arrWeights_0[92] = 0.778059;
arrWeights_0[93] = 0.994592;
arrWeights_0[94] = 0.882501;
arrWeights_0[95] = 0.819930;
arrWeights_0[96] = 0.783313;
arrWeights_0[97] = 1.225092;
arrWeights_0[98] = 1.138965;
arrWeights_0[99] = 1.112052;
arrWeights_0[100] = 0.667895;
arrWeights_0[101] = 0.725504;
arrWeights_0[102] = -0.042205;
arrWeights_0[103] = -0.470107;
arrWeights_0[104] = -0.758346;
arrWeights_0[105] = -0.356139;
arrWeights_0[106] = 0.477461;
arrWeights_0[107] = 0.159831;
arrWeights_0[108] = 0.465873;
arrWeights_0[109] = 0.827723;
arrWeights_0[110] = 0.635881;
arrWeights_0[111] = 0.876557;
arrWeights_0[112] = 0.751904;
arrWeights_0[113] = 0.689548;
arrWeights_0[114] = 0.624036;
arrWeights_0[115] = 0.943642;
arrWeights_0[116] = 0.844483;
arrWeights_0[117] = 0.793347;
arrWeights_0[118] = 0.439269;
arrWeights_0[119] = 0.710473;
arrWeights_0[120] = 0.362673;
arrWeights_0[121] = 0.107347;
arrWeights_0[122] = -0.123129;
arrWeights_0[123] = -0.079149;
arrWeights_0[124] = 0.300953;
arrWeights_0[125] = 0.333110;
arrWeights_0[126] = 36.878339;
arrWeights_0[127] = -34.157785;
arrWeights_0[128] = 13.570499;
arrWeights_0[129] = -9.445193;
arrWeights_0[130] = 5.906855;
arrWeights_0[131] = -2.631383;
arrWeights_0[132] = -3.466850;
arrWeights_0[133] = 1.387212;
arrWeights_0[134] = 1.168750;
arrWeights_0[135] = -1.252440;
arrWeights_0[136] = -4.167107;
arrWeights_0[137] = 7.462264;
arrWeights_0[138] = 4.218665;
arrWeights_0[139] = -10.616881;
arrWeights_0[140] = 2.816792;
arrWeights_0[141] = -0.854816;
arrWeights_0[142] = 0.465124;
arrWeights_0[143] = 3.805423;
arrWeights_0[144] = 17.371809;
arrWeights_0[145] = -10.758329;
arrWeights_0[146] = 4.288758;
arrWeights_0[147] = -3.300900;
arrWeights_0[148] = -1.387066;
arrWeights_0[149] = -0.545407;
arrWeights_0[150] = -0.627846;
arrWeights_0[151] = 0.359405;
arrWeights_0[152] = -0.910465;
arrWeights_0[153] = 1.672222;
arrWeights_0[154] = -1.087077;
arrWeights_0[155] = 1.711690;
arrWeights_0[156] = 1.892743;
arrWeights_0[157] = 1.370835;
arrWeights_0[158] = -1.074922;
arrWeights_0[159] = -2.069598;
arrWeights_0[160] = 2.132245;
arrWeights_0[161] = 3.323435;
arrWeights_0[162] = 3.192245;
arrWeights_0[163] = 0.722216;
arrWeights_0[164] = 0.595036;
arrWeights_0[165] = 2.562026;
arrWeights_0[166] = 4.118245;
arrWeights_0[167] = 2.533825;
arrWeights_0[168] = 0.661547;
arrWeights_0[169] = -0.522384;
arrWeights_0[170] = -0.923482;
arrWeights_0[171] = -0.744284;
arrWeights_0[172] = -0.531758;
arrWeights_0[173] = -1.737114;
arrWeights_0[174] = -0.894963;
arrWeights_0[175] = 0.335197;
arrWeights_0[176] = 2.767129;
arrWeights_0[177] = 0.169424;
arrWeights_0[178] = -1.868230;
arrWeights_0[179] = 2.057215;
arrWeights_0[180] = 0.408584;
arrWeights_0[181] = 0.730536;
arrWeights_0[182] = 0.549013;
arrWeights_0[183] = 0.810092;
arrWeights_0[184] = 0.687577;
arrWeights_0[185] = 0.626130;
arrWeights_0[186] = 0.551439;
arrWeights_0[187] = 0.839836;
arrWeights_0[188] = 0.758454;
arrWeights_0[189] = 0.711269;
arrWeights_0[190] = 0.388133;
arrWeights_0[191] = 0.706349;
arrWeights_0[192] = 0.491137;
arrWeights_0[193] = 0.305519;
arrWeights_0[194] = 0.119262;
arrWeights_0[195] = 0.059367;
arrWeights_0[196] = 0.280111;
arrWeights_0[197] = 0.432421;
arrWeights_0[198] = 11.382900;
arrWeights_0[199] = -2.355699;
arrWeights_0[200] = 0.800231;
arrWeights_0[201] = -0.812782;
arrWeights_0[202] = -1.725548;
arrWeights_0[203] = 0.506914;
arrWeights_0[204] = 3.685745;
arrWeights_0[205] = -1.570360;
arrWeights_0[206] = -0.678070;
arrWeights_0[207] = -1.385545;
arrWeights_0[208] = 0.665419;
arrWeights_0[209] = -2.403472;
arrWeights_0[210] = 0.348713;
arrWeights_0[211] = 0.948801;
arrWeights_0[212] = 3.943966;
arrWeights_0[213] = 0.609010;
arrWeights_0[214] = -2.954932;
arrWeights_0[215] = 6.570737;
arrWeights_0[216] = 1.098680;
arrWeights_0[217] = 0.457162;
arrWeights_0[218] = 0.047123;
arrWeights_0[219] = 0.314413;
arrWeights_0[220] = 0.270546;
arrWeights_0[221] = 0.271241;
arrWeights_0[222] = 0.444340;
arrWeights_0[223] = 0.685449;
arrWeights_0[224] = 0.881795;
arrWeights_0[225] = 0.904727;
arrWeights_0[226] = 0.538997;
arrWeights_0[227] = 0.274688;
arrWeights_0[228] = -0.107260;
arrWeights_0[229] = -0.182735;
arrWeights_0[230] = -0.297917;
arrWeights_0[231] = -0.722563;
arrWeights_0[232] = -1.004438;
arrWeights_0[233] = 2.114029;
arrWeights_0[234] = 0.625319;
arrWeights_0[235] = 1.073737;
arrWeights_0[236] = 0.794572;
arrWeights_0[237] = 1.012257;
arrWeights_0[238] = 0.909403;
arrWeights_0[239] = 0.851104;
arrWeights_0[240] = 0.819041;
arrWeights_0[241] = 1.284499;
arrWeights_0[242] = 1.213157;
arrWeights_0[243] = 1.195116;
arrWeights_0[244] = 0.731964;
arrWeights_0[245] = 0.733472;
arrWeights_0[246] = -0.119051;
arrWeights_0[247] = -0.574390;
arrWeights_0[248] = -0.865588;
arrWeights_0[249] = -0.405175;
arrWeights_0[250] = 0.494158;
arrWeights_0[251] = 0.142718;
arrWeights_0[252] = 0.443620;
arrWeights_0[253] = 0.790221;
arrWeights_0[254] = 0.604280;
arrWeights_0[255] = 0.852407;
arrWeights_0[256] = 0.728354;
arrWeights_0[257] = 0.666281;
arrWeights_0[258] = 0.596990;
arrWeights_0[259] = 0.903026;
arrWeights_0[260] = 0.809120;
arrWeights_0[261] = 0.758782;
arrWeights_0[262] = 0.416953;
arrWeights_0[263] = 0.708992;
arrWeights_0[264] = 0.415040;
arrWeights_0[265] = 0.186673;
arrWeights_0[266] = -0.028387;
arrWeights_0[267] = -0.027435;
arrWeights_0[268] = 0.289143;
arrWeights_0[269] = 0.376176;
arrWeights_0[270] = 0.377669;
arrWeights_0[271] = 0.691528;
arrWeights_0[272] = 0.513124;
arrWeights_0[273] = 0.786421;
arrWeights_0[274] = 0.670892;
arrWeights_0[275] = 0.613345;
arrWeights_0[276] = 0.538605;
arrWeights_0[277] = 0.819386;
arrWeights_0[278] = 0.749119;
arrWeights_0[279] = 0.706133;
arrWeights_0[280] = 0.394004;
arrWeights_0[281] = 0.723393;
arrWeights_0[282] = 0.551766;
arrWeights_0[283] = 0.390955;
arrWeights_0[284] = 0.222564;
arrWeights_0[285] = 0.125193;
arrWeights_0[286] = 0.287931;
arrWeights_0[287] = 0.397175;
arrWeights_0[288] = 0.390177;
arrWeights_0[289] = 0.704718;
arrWeights_0[290] = 0.524964;
arrWeights_0[291] = 0.793337;
arrWeights_0[292] = 0.673926;
arrWeights_0[293] = 0.614109;
arrWeights_0[294] = 0.538623;
arrWeights_0[295] = 0.821537;
arrWeights_0[296] = 0.747044;
arrWeights_0[297] = 0.702102;
arrWeights_0[298] = 0.386249;
arrWeights_0[299] = 0.712341;
arrWeights_0[300] = 0.526445;
arrWeights_0[301] = 0.357474;
arrWeights_0[302] = 0.183363;
arrWeights_0[303] = 0.099539;
arrWeights_0[304] = 0.282065;
arrWeights_0[305] = 0.431269;
// Layer: 1
arrWeights_1[0] = 0.313367;
arrWeights_1[1] = 0.600233;
arrWeights_1[2] = 0.413307;
arrWeights_1[3] = 0.723853;
arrWeights_1[4] = 0.604417;
arrWeights_1[5] = 0.564724;
arrWeights_1[6] = 0.494233;
arrWeights_1[7] = 0.776964;
arrWeights_1[8] = 0.713700;
arrWeights_1[9] = 0.689037;
arrWeights_1[10] = 0.403412;
arrWeights_1[11] = 0.743660;
arrWeights_1[12] = 0.681661;
arrWeights_1[13] = 0.582135;
arrWeights_1[14] = 0.470205;
arrWeights_1[15] = 0.320594;
arrWeights_1[16] = 0.360557;
arrWeights_1[17] = 0.505358;
arrWeights_1[18] = 0.207009;
arrWeights_1[19] = -0.600315;
arrWeights_1[20] = 0.292799;
arrWeights_1[21] = -0.486397;
arrWeights_1[22] = -0.698483;
arrWeights_1[23] = -0.466675;
arrWeights_1[24] = 0.161680;
arrWeights_1[25] = 1.267072;
arrWeights_1[26] = 0.942115;
arrWeights_1[27] = 1.601429;
arrWeights_1[28] = 0.294829;
arrWeights_1[29] = 2.066898;
arrWeights_1[30] = 1.149577;
arrWeights_1[31] = -0.608109;
arrWeights_1[32] = 0.236174;
arrWeights_1[33] = 0.223691;
arrWeights_1[34] = 0.281142;
arrWeights_1[35] = 2.639872;
arrWeights_1[36] = 0.298441;
arrWeights_1[37] = 0.585156;
arrWeights_1[38] = 0.397331;
arrWeights_1[39] = 0.714002;
arrWeights_1[40] = 0.591642;
arrWeights_1[41] = 0.547087;
arrWeights_1[42] = 0.477829;
arrWeights_1[43] = 0.768086;
arrWeights_1[44] = 0.709662;
arrWeights_1[45] = 0.679375;
arrWeights_1[46] = 0.387499;
arrWeights_1[47] = 0.736123;
arrWeights_1[48] = 0.665259;
arrWeights_1[49] = 0.564510;
arrWeights_1[50] = 0.453956;
arrWeights_1[51] = 0.305558;
arrWeights_1[52] = 0.345016;
arrWeights_1[53] = 0.508310;
arrWeights_1[54] = -0.677255;
arrWeights_1[55] = -1.032676;
arrWeights_1[56] = -0.744642;
arrWeights_1[57] = -0.925155;
arrWeights_1[58] = -1.197128;
arrWeights_1[59] = -0.992372;
arrWeights_1[60] = -0.855172;
arrWeights_1[61] = 7.016197;
arrWeights_1[62] = 5.226784;
arrWeights_1[63] = 2.411577;
arrWeights_1[64] = -0.733721;
arrWeights_1[65] = 3.402664;
arrWeights_1[66] = 1.729731;
arrWeights_1[67] = -0.991801;
arrWeights_1[68] = -0.815011;
arrWeights_1[69] = -0.677321;
arrWeights_1[70] = -0.693829;
arrWeights_1[71] = 9.138765;
arrWeights_1[72] = -0.246490;
arrWeights_1[73] = -0.391846;
arrWeights_1[74] = -0.347720;
arrWeights_1[75] = -1.096698;
arrWeights_1[76] = -0.001496;
arrWeights_1[77] = -0.693606;
arrWeights_1[78] = -0.468658;
arrWeights_1[79] = 6.178259;
arrWeights_1[80] = 4.306803;
arrWeights_1[81] = 2.409460;
arrWeights_1[82] = -0.336563;
arrWeights_1[83] = 2.374341;
arrWeights_1[84] = 1.504236;
arrWeights_1[85] = -0.726152;
arrWeights_1[86] = -0.426187;
arrWeights_1[87] = -0.254840;
arrWeights_1[88] = -0.293797;
arrWeights_1[89] = -1.892730;
// Layer: 2
arrWeights_2[0] = -0.626160;
arrWeights_2[1] = 1.717378;
arrWeights_2[2] = -0.485501;
arrWeights_2[3] = 2.751261;
arrWeights_2[4] = 2.323994;
arrWeights_2[5] = 2.047616;
double arrOutput_0[17];
double arrOutput_1[5];
double dNnOutput;
double arrPattern[18];
int nRemoveFirst = 200;
double dE = 2.7182818;
// indicator buffers
double arrNocBuffer[];
double arrNnBuffer[];
int nExtCountedBars = 0;
////////////////////////
int init()
{
// drawing settings
SetIndexStyle(0, DRAW_LINE);
SetIndexShift(0, 0);
SetIndexEmptyValue(0, 0.0);
SetIndexStyle(1, DRAW_LINE);
SetIndexShift(1, 0);
SetIndexEmptyValue(1, 0.0);
IndicatorDigits(4);
string strIndicatorShortName = "forex_nn";
IndicatorShortName(strIndicatorShortName);
// indicator buffers mapping
SetIndexBuffer(0, arrNocBuffer);
SetIndexBuffer(1, arrNnBuffer);
return(0);
}
////////////////////
int start()
{
nExtCountedBars = IndicatorCounted();
if(nExtCountedBars < 0)
return(-1);
// last counted bar will be recounted
if(nExtCountedBars > 0)
nExtCountedBars--;
Noc();
ApplyNn();
return(0);
}
///////////////////
// For the selected period:
// CLV = ((Close - Low) - (High - Close)) / (High - Low)
void Noc()
{
int nPos = Bars - nExtCountedBars;
while(nPos > 0)
{
if(nPos > Bars - nRemoveFirst)
{
arrNocBuffer[nPos] = 0.5;
nPos--;
continue;
}
double dClose = Close[nPos];
double dLow = Low[ArrayMinimum(Low, nNocInterval, nPos)];
double dHigh = High[ArrayMaximum(High, nNocInterval, nPos)];
arrNocBuffer[nPos] = 0.1;
if(dHigh - dLow > dNocRange)
arrNocBuffer[nPos] = (((dClose - dLow) - (dHigh -
dClose))
/ (dHigh - dLow)) / 2 + 0.5;
else
arrNocBuffer[nPos] = (((dClose - dLow) - (dHigh -
dClose))
/ dNocRange) / 2 + 0.5;
nPos--;
}
if(nNocMa > 1)
Ema(arrNocBuffer);
}
///////////////////
void Ema(double& arr[])
{
double dPr = 2.0 / (nNocMa + 1);
int nPos = Bars - nExtCountedBars;
while(nPos > 0)
{
if(nPos == Bars - 2)
arrNocBuffer[nPos + 1] = arr[nPos + 1];
arrNocBuffer[nPos] = arr[nPos] * dPr + arrNocBuffer[nPos + 1]
* (1 - dPr);
nPos--;
}
}
///////////////////
void ApplyNn()
{
int nPos = Bars - nExtCountedBars - 2;
while(nPos > 0)
{
if(nPos > Bars - nRemoveFirst)
{
arrNnBuffer[nPos] = 0.5;
nPos--;
continue;
}
arrNnBuffer[nPos] = 0.5;
for(int nLagNo = 0; nLagNo < nNumOfLags; nLagNo++)
arrPattern[nLagNo]
= arrNocBuffer[nPos + arrLags[nLagNo] + nOutLag];
for(int nLayer = 0; nLayer < nLayers; nLayer++)
{
// Absolute index of the weight in an array
int nWeightIdx = 0;
for(int nNeuron = 0; nNeuron < arrNeurons[nLayer];
nNeuron++)
{
double dLinearCombiner = 0;
int nInputs = arrNeurons[nLayer];
if(nLayer != 0)
nInputs = arrNeurons[nLayer - 1];
for(int nInput = 0; nInput < nInputs; nInput++)
{
double dInput;
double dWeight;
switch(nLayer)
{
case 0:
{
dInput = arrPattern[nInput];
dWeight = arrWeights_0[nWeightIdx];
}
break;
case 1:
{
dInput = arrOutput_0[nInput];
dWeight = arrWeights_1[nWeightIdx];
}
break;
default:
{
dInput = arrOutput_1[nInput];
dWeight = arrWeights_2[nWeightIdx];
}
break;
}
dLinearCombiner += dWeight * dInput;
nWeightIdx++;
}
switch(nLayer)
{
case 0:
dWeight = arrWeights_0[nWeightIdx]; break;
case 1:
dWeight = arrWeights_1[nWeightIdx]; break;
default:
dWeight = arrWeights_2[nWeightIdx]; break;
}
dLinearCombiner += (-1) * dWeight;
nWeightIdx++;
double dActivation = Activation(dLinearCombiner, 0);
switch(nLayer)
{
case 0:
arrOutput_0[nNeuron] = dActivation; break;
case 1:
arrOutput_1[nNeuron] = dActivation; break;
default:
dNnOutput = dActivation; break;
}
} // for all neurons
} // for all layers
arrNnBuffer[nPos] = dNnOutput;
nPos--;
} // for all patterns
}
///////////////////
double Activation(double u, int nType)
{
//double dEx = TANH(u / 2);
double dPow = MathPow(dE, 2 * u / 2);
double dEx = (dPow - 1) / (dPow + 1);
if(dEx == 1 || dEx == -1)
dEx = dEx * 0.999999999;
// 0 - sigmoid, 1 - tangent
if(nType == 0)
return((dEx + 1) / 2);
return(dEx);
}
Expert
#property copyright "S.Projects"
#property link "cortex.snowcron.com"
extern double dBuyLevel;
extern double dSellLevel;
extern double dStopLoss;
extern double dTrailingStop;
// ------
double dTakeProfit = 0;
datetime timePrev = 0;
int nBars;
int nSlip = 5;
double dLotSize = 0.1;
int nMagic = 0;
string strExpert = "forex_nn";
// ------
int init ()
{
nBars = Bars;
if(Symbol() == "EURUSD" && Period() == 60)
{
if(!IsTesting())
{
dBuyLevel = 0.21;
dSellLevel = 0.9;
dStopLoss = 200 * Point;
dTrailingStop = 200 * Point;
}
else
{
dStopLoss = dStopLoss * Point;
dTrailingStop = dTrailingStop * Point;
}
nMagic = 0;
}
return(0);
}
// ------
int deinit()
{
return(0);
}
// ------
int start()
{
if(Bars < 200)
return(0);
if(!IsBarEnd())
return(0);
// ------
double dNoc = iCustom(NULL, 0, "forex_nn", 1, 1);
double dNocPrev = iCustom(NULL, 0, "forex_nn", 1, 2);
for(int nCnt = OrdersTotal() - 1; nCnt >= 0; nCnt--)
{
OrderSelect(nCnt, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber() == nMagic)
{
if(OrderType() == OP_BUY)
{
if(dNocPrev >= dSellLevel && dNoc <= dSellLevel)
{
OrderClose(OrderTicket(),
OrderLots(), Bid, nSlip, Aqua);
break;
}
}
else if(OrderType() == OP_SELL)
{
if(dNocPrev <= dBuyLevel && dNoc >= dBuyLevel)
{
OrderClose(OrderTicket(),
OrderLots(), Ask, nSlip, OrangeRed);
break;
}
}
}
}
int nNumOfOpenedOrders = 0;
for(nCnt = OrdersTotal() - 1; nCnt >= 0; nCnt--)
{
OrderSelect(nCnt, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber() == nMagic)
nNumOfOpenedOrders++;
}
if(nNumOfOpenedOrders == 0)
{
if(dNocPrev <= dBuyLevel && dNoc >= dBuyLevel)
{
OrderSend(Symbol(), OP_BUY, dLotSize, Ask,
nSlip, Ask - dStopLoss, 0, strExpert,
nMagic, 0, Aqua);
}
else if(dNocPrev >= dSellLevel && dNoc <= dSellLevel)
{
OrderSend(Symbol(), OP_SELL, dLotSize, Bid,
nSlip, Bid + dStopLoss, 0, strExpert,
nMagic, 0, OrangeRed);
}
}
// ------
ModifyOrders();
// ------
return(0);
}
// ------
void ModifyOrders()
{
for(int nCnt = 0; nCnt < OrdersTotal(); nCnt++)
{
OrderSelect(nCnt, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber() == nMagic)
{
if(OrderType() == OP_BUY)
{
if(OrderStopLoss() < Bid - dTrailingStop - 5 * Point)
{
OrderModify(OrderTicket(), OrderOpenPrice(),
Bid - dTrailingStop, OrderTakeProfit(), 0,
Aqua);
break;
}
}
if(OrderType() == OP_SELL)
{
if(OrderStopLoss() > Ask + dTrailingStop + 5 * Point)
{
OrderModify(OrderTicket(), OrderOpenPrice(),
Ask + dTrailingStop, OrderTakeProfit(),
0, OrangeRed);
break;
}
}
}
}
}
// ------
bool IsBarEnd()
{
bool bIsBarEnd = false;
if(nBars != Bars)
{
bIsBarEnd = true;
nBars = Bars;
}
return(bIsBarEnd);
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Indicator Curves created:
Implements a curve of type DRAW_LINE
Indicators Used:
Custom Indicators Used:
forex_nn
Order Management characteristics:
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: