//+------------------------------------------------------------------+
//| NonLagMA_EA.mq4 |
//| |
//| Modified to use NonLagMA_v7 |
//+------------------------------------------------------------------+
#property copyright "Robert Hill"
#property link "None"
#include <stdlib.mqh>
#include <stderror.mqh>
extern bool Debug = false;
//+---------------------------------------------------+
//|Account functions |
//+---------------------------------------------------+
extern bool AccountIsMini = true; // Change to true if trading mini account
//+---------------------------------------------------+
//|Money Management |
//+---------------------------------------------------+
extern bool MoneyManagement = true; // Change to false to shutdown money management controls.
// Lots = 1 will be in effect and only 1 lot will be open regardless of equity.
extern double TradeSizePercent = 10; // Change to whatever percent of equity you wish to risk.
extern double Lots = 0.1; // standard lot size.
double MaxLots = 100;
//+---------------------------------------------------+
//|Profit controls |
//+---------------------------------------------------+
extern double StopLoss = 40; // Maximum pips willing to lose per position.
extern bool UseTrailingStop = true;
extern int TrailingStopType = 2; // Type 1 moves stop immediately, Type 2 waits til value of TS is reached
extern double TrailingStop = 25; // Change to whatever number of pips you wish to trail your position with.
extern bool UseTakeProfit = false;
extern int TakeProfit = 999; // Maximum profit level achieved.
extern int Slippage = 3; // Possible fix for not getting filled or closed
extern int SignalCandle=1;
//---- indicator parameters
extern int Price = 0; //Apply to Price(0-Close;1-Open;2-High;3-Low;4-Median price;5-Typical price;6-Weighted Close)
extern int Length = 21; //Period of NonLagMA
extern int Displace = 0; //DispLace or Shift
extern double PctFilter = 0; //Dynamic filter in decimal
int Color = 1; //Switch of Color mode (1-color)
int ColorBarBack = 0; //Bar back for color mode
extern double Deviation = 0; //Up/down deviation
int SoundAlertMode = 0; //Sound Alert switch
double myStopLoss;
double lotMM;
int MagicNumber;
string setup = "";
int totalTries = 5;
int retryDelay = 1000;
datetime timeprev=0;
int init()
{
MagicNumber = 5000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period());
setup="NonLagMA " + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period()));
}
double NonLag(int buffer, int iBar)
{
double mLag, mLag0, mLag1, mLag2;
mLag = iCustom(Symbol(), 0, "NonLagMA_v7", Price, Length, Displace, PctFilter, Color, ColorBarBack, Deviation, SoundAlertMode, buffer, iBar);
return(mLag);
}
bool BuySignal()
{
double mLag;
mLag = NonLag(1, SignalCandle);
if (mLag > 0 && mLag < 1000) return(true);
return(false);
}
bool SellSignal()
{
double mLag;
mLag = NonLag(2,SignalCandle);
if (mLag > 0 && mLag < 1000) return(true);
return (false);
}
bool BuyExitSignal()
{
double mLag;
mLag = NonLag(2,SignalCandle);
if (mLag > 0 && mLag < 1000) return(true);
return(false);
}
bool SellExitSignal()
{
double mLag;
mLag = NonLag(1, SignalCandle);
if (mLag > 0 && mLag < 1000) return(true);
return(false);
}
int start()
{
// Only run once per completed bar
if(timeprev==Time[0]) return(0);
timeprev = Time[0];
//+------------------------------------------------------------------+
//| Check for Open Position |
//+------------------------------------------------------------------+
HandleOpenPositions();
//+------------------------------------------------------------------+
//| Check if OK to make new trades |
//+------------------------------------------------------------------+
// Only allow 1 trade per Symbol
if (CheckOpenPositions() > 0) return(0);
lotMM = GetLots();
if( BuySignal())
{
OpenBuyOrder();
return(0);
}
if(SellSignal())
{
OpenSellOrder();
}
return(0);
}
//+------------------------------------------------------------------+
//| OpenBuyOrder |
//| If Stop Loss or TakeProfit are used the values are calculated |
//| for each trade |
//+------------------------------------------------------------------+
void OpenBuyOrder()
{
int ticket;
int cnt, err, digits;
double myStopLoss = 0, myTakeProfit = 0, myPrice = 0;
myPrice = MarketInfo(Symbol(), MODE_ASK);
myStopLoss = 0;
if ( StopLoss > 0 ) myStopLoss = myPrice - StopLoss * Point ;
if (myStopLoss != 0) ValidStopLoss(OP_BUY, myStopLoss);
myTakeProfit = 0;
if (UseTakeProfit && TakeProfit>0) myTakeProfit = myPrice + TakeProfit * Point;
// 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);
}
OrderSend(Symbol(),OP_BUY,lotMM,myPrice,Slippage,myStopLoss,myTakeProfit,setup,MagicNumber,0,LimeGreen);
if (ticket > 0)
{
if (OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
if (Debug) Print("BUY order opened : ", OrderOpenPrice());
}
}
else
{
err = GetLastError();
Print("Error opening BUY order : (" + err + ") " + ErrorDescription(err));
}
}
//+------------------------------------------------------------------+
//| OpenSellOrder |
//| If Stop Loss or TakeProfit are used the values are calculated |
//| for each trade |
//+------------------------------------------------------------------+
void OpenSellOrder()
{
int ticket;
int cnt, err, digits;
double myStopLoss = 0, myTakeProfit = 0, myPrice = 0;
myPrice = MarketInfo(Symbol(), MODE_BID);
myStopLoss = 0;
if ( StopLoss > 0 ) myStopLoss = myPrice + StopLoss * Point ;
if (myStopLoss != 0) ValidStopLoss(OP_SELL, myStopLoss);
myTakeProfit = 0;
if (UseTakeProfit && TakeProfit > 0) myTakeProfit = myPrice - TakeProfit * Point;
// 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,lotMM,myPrice,Slippage,myStopLoss,myTakeProfit,setup,MagicNumber,0,Red);
if (ticket > 0)
{
if (OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES))
{
if (Debug) Print("SELL order opened : ", OrderOpenPrice());
}
}
else
{
err = GetLastError();
Print("Error opening SELL order : (" + err + ") " + ErrorDescription(err));
}
return(0);
}
//+------------------------------------------------------------------+
//| Check Open Position Controls |
//+------------------------------------------------------------------+
int CheckOpenPositions()
{
int cnt, total, NumPositions;
int NumBuyTrades, NumSellTrades; // Number of buy and sell trades in this symbol
NumBuyTrades = 0;
NumSellTrades = 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 ) NumBuyTrades++;
if(OrderType() == OP_SELL ) NumSellTrades++;
}
NumPositions = NumBuyTrades + NumSellTrades;
return (NumPositions);
}
//+------------------------------------------------------------------+
//| Modify Open Position Controls |
//| Try to modify position 3 times |
//+------------------------------------------------------------------+
bool ModifyOrder(int nOrderType, int ord_ticket,double op, double price,double tp, color mColor = CLR_NONE)
{
int cnt, err;
double myStop;
myStop = ValidStopLoss (nOrderType, price);
cnt=0;
while (cnt < totalTries)
{
if (OrderModify(ord_ticket,op,myStop,tp,0,mColor))
{
return(true);
}
else
{
err=GetLastError();
if (err > 1) Print(cnt," Error modifying order : (", ord_ticket , ") " + ErrorDescription(err), " err ",err);
if (err>0) cnt++;
Sleep(retryDelay);
}
}
return(false);
}
// Adjust stop loss so that it is legal.
double ValidStopLoss(int cmd, double sl)
{
if (sl == 0) return(0.0);
double mySL, myPrice;
double dblMinStopDistance = MarketInfo(Symbol(),MODE_STOPLEVEL)*MarketInfo(Symbol(), MODE_POINT);
mySL = sl;
// Check if SlopLoss needs to be modified
switch(cmd)
{
case OP_BUY:
myPrice = MarketInfo(Symbol(), MODE_BID);
if (myPrice - sl < dblMinStopDistance)
mySL = myPrice - dblMinStopDistance; // we are long
break;
case OP_SELL:
myPrice = MarketInfo(Symbol(), MODE_ASK);
if (sl - myPrice < dblMinStopDistance)
mySL = myPrice + dblMinStopDistance; // we are long
}
return(NormalizeDouble(mySL,MarketInfo(Symbol(), MODE_DIGITS)));
}
//+------------------------------------------------------------------+
//| 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 |
//| Possible future types |
//| Type 4 uses 2 for 1, every 2 pip move moves stop 1 pip |
//| Type 5 uses 3 for 1, every 3 pip move moves stop 1 pip |
//+------------------------------------------------------------------+
int HandleTrailingStop(int type, int ticket, double op, double os, double tp)
{
double pt, TS=0, myAsk, myBid;
double bos,bop,opa,osa;
switch(type)
{
case OP_BUY:
{
myBid = MarketInfo(Symbol(),MODE_BID);
switch(TrailingStopType)
{
case 1: pt = Point*StopLoss;
if(myBid-os > pt)
ModifyOrder(type, ticket,op,myBid-pt,tp, Aqua);
break;
case 2: pt = Point*TrailingStop;
if(myBid-op > pt && os < myBid - pt)
ModifyOrder(type, ticket,op,myBid-pt,tp, Aqua);
break;
}
return(0);
break;
}
case OP_SELL:
{
myAsk = MarketInfo(Symbol(),MODE_ASK);
switch(TrailingStopType)
{
case 1: pt = Point*StopLoss;
if(os - myAsk > pt)
ModifyOrder(type, ticket,op,myAsk+pt,tp, Aqua);
break;
case 2: pt = Point*TrailingStop;
if(op - myAsk > pt && os > myAsk+pt)
ModifyOrder(type, ticket,op,myAsk+pt,tp, Aqua);
break;
}
}
return(0);
}
}
//+------------------------------------------------------------------+
//| 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 ( BuyExitSignal())
{
OrderClose(OrderTicket(),OrderLots(),Bid, Slippage, Violet);
}
else
{
if (UseTrailingStop)
{
HandleTrailingStop(OP_BUY,OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
}
}
}
if(OrderType() == OP_SELL)
{
if (SellExitSignal())
{
OrderClose(OrderTicket(),OrderLots(),Ask, Slippage, Violet);
}
else
{
if(UseTrailingStop)
{
HandleTrailingStop(OP_SELL,OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
}
}
}
}
}
//+------------------------------------------------------------------+
//| Get number of lots for this trade |
//+------------------------------------------------------------------+
double GetLots()
{
double lot;
if(MoneyManagement)
{
lot = LotsOptimized();
}
else
{
lot = Lots;
}
if(AccountIsMini)
{
if (lot < 0.1) lot = 0.1;
}
else
{
if (lot >= 1.0) lot = MathFloor(lot); else lot = 1.0;
}
if (lot > MaxLots) lot = MaxLots;
return(lot);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
//---- select lot size
lot=NormalizeDouble(MathFloor(AccountFreeMargin()*TradeSizePercent/10000)/10,1);
// lot at this point is number of standard lots
// if (Debug) Print ("Lots in LotsOptimized : ",lot);
// Check if mini or standard Account
if(AccountIsMini)
{
lot = MathFloor(lot*10)/10;
}
return(lot);
}
//+------------------------------------------------------------------+
//| 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);
}
}
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=="NZDUSD") return(15);
if(mySymbol=="USDCAD") return(16);
if(mySymbol=="USDCHF") return(17);
if(mySymbol=="USDJPY") return(18);
return(19);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
NonLagMA_v7
Order Management characteristics:
It automatically opens orders when conditions are reached
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself
Other Features:
