//+------------------------------------------------------------------+
//| SimpleDailyRangeBreakExpert_v1.23.mq4 |
//| Copyright © 2007, TrendLaboratory |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2003@yahoo.co.uk |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, TrendLaboratory"
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
#include <stdlib.mqh>
//---- input parameters
extern string Expert_Name = "---- SimpleDailyRangeBreakExpert_v1.23 ----";
extern int Magic =2009;
extern int Slippage = 6;
extern string Main_Parameters = " Trade Volume & Trade Method";
extern double Lots = 1;
extern double TrailingStop = 0; // Trailing Stop Switch
extern double TakeProfit = 0; //
extern int TimeShift = 9;
extern string Data = " Input Data ";
extern double BuyPercent = 20; // Percent from Daily Range for BUY
extern double SellPercent = 30; // Percent from Daily Range for SELL
extern double StopPercent = 190; // Percent from Daily Range for StopLoss
extern int TradePeriod = 6; // Max days in trade
extern double BreakEven = 0; // BreakEven Level in pips
extern double BreakEvenGap = 0; // Pips when BreakEven will be reached
extern string Trade = " Trade Days of Week";
extern int Monday = 1; // Day of the Week for Trade
extern int Tuesday = 1;
extern int Wednesday = 1;
extern int Thursday = 1;
extern int Friday = 1;
extern string MM_Parameters = " MoneyManagement by L.Williams ";
extern bool MM = true; // ÌÌ Switch
extern double MMRisk = 0.15; // Risk Factor
extern double LossMax = 3200; // Maximum Loss by 1 Lot
int i,cnt=0, ticket, mode=0, digit=0, wenum=0,OrderOpenDay, DaysInTrade, Kz;
double high=0,low=0, close=0, open=0, range=0, spread=0, Profit=0;
double smin=0, smax=0, BuyStop=0, SellStop=0, Lotsi=0, rates_h1[][6];
bool BuyInTrade=false, SellInTrade=false;
datetime StartTime, prevwe=0, Today, PrevDay;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
return(0);
}
// ---- Money Management
double MoneyManagement ( bool flag, double Lots, double risk, double maxloss)
{
double Lotsi=Lots;
if ( flag ) Lotsi=NormalizeDouble(Lots*AccountFreeMargin()*risk/maxloss,1);
if (Lotsi<0.1) Lotsi=0.1;
return(Lotsi);
}
// Closing of Pending Orders
void PendOrdDel()
{
int total=OrdersTotal();
for (int cnt=total-1;cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS,MODE_TRADES);
if ( OrderSymbol()==Symbol() && OrderMagicNumber()==Magic )
{
int mode=OrderType();
bool result = false;
switch(mode)
{
case OP_BUYSTOP : {
result = OrderDelete( OrderTicket() );
if(!result)
{
Print("BUYSTOP: OrderDelete failed with error #",GetLastError());
return(0);
}
break;
}
case OP_SELLSTOP : {
result = OrderDelete( OrderTicket() );
if(!result)
{
Print("SELLSTOP: OrderDelete failed with error #",GetLastError());
return(0);
}
break;
}
}
}
}
}
//
void CloseOrdbyTime()
{
int total=OrdersTotal();
for (cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS);
mode=OrderType();
if ( mode <= OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
{
if (DaysInTrade >= TradePeriod || OrderProfit()>0)
{
if (mode==OP_BUY )
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Yellow);
if (mode==OP_SELL)
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,White);
}
}
}
}
// ----
void TrailStop()
{
for (cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS);
int mode=OrderType();
if ( OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
{
if (mode==OP_BUY)
{
BuyStop = NormalizeDouble(Bid - TrailingStop*Point, Digits);
if( OrderOpenPrice() < BuyStop || OrderStopLoss() == 0 )
{
if ( BuyStop > NormalizeDouble(OrderStopLoss(),Digits))
{
bool result = OrderModify(OrderTicket(),OrderOpenPrice(),
BuyStop,
OrderTakeProfit(),0,LightGreen);
if( !result )
{
Print("BUY: OrderModify failed with error #",GetLastError());
}
return(0);
}
}
}
// - SELL Orders
if (mode==OP_SELL)
{
SellStop = NormalizeDouble(Ask + Point * TrailingStop,Digits);
if( OrderOpenPrice() > SellStop)
{
if( NormalizeDouble(OrderStopLoss(), Digits) > SellStop || OrderStopLoss() == 0 )
{
result = OrderModify(OrderTicket(), OrderOpenPrice(),
SellStop,
OrderTakeProfit(),0,DarkOrange);
if( !result )
{
Print("SELL: OrderModify failed with error #",GetLastError());
}
return(0);
}
}
}
}
}
}
void SellOrdOpen()
{
double SellPrice = open - range*SellPercent/100.0 - spread;
if (StopPercent > 0) SellStop=SellPrice + StopPercent*range/100.0; else SellStop=0;
if (TakeProfit > 0) Profit = SellPrice - TakeProfit*Point; else Profit=0;
ticket = OrderSend(Symbol(),OP_SELLSTOP,Lotsi,
NormalizeDouble(SellPrice,digit),
Slippage,
NormalizeDouble(SellStop,digit),
Profit,"SELL",Magic,0,Red);
OrderOpenDay = DayOfWeek();
SellInTrade=false;
if(ticket<0)
{
Print("Sell: OrderSend failed with error #",GetLastError());
return(0);
}
}
void BuyOrdOpen()
{
double BuyPrice = open + range*BuyPercent/100.0 + spread;
if (StopPercent > 0) BuyStop = BuyPrice - StopPercent*range/100.0; else BuyStop=0;
if (TakeProfit > 0) Profit = BuyPrice + TakeProfit*Point; else Profit=0;
ticket = OrderSend(Symbol(),OP_BUYSTOP ,Lotsi,
NormalizeDouble(BuyPrice ,digit),
Slippage,
NormalizeDouble(BuyStop ,digit),
Profit,"BUY",Magic,0,Blue);
OrderOpenDay = DayOfWeek();
BuyInTrade=false;
if(ticket<0)
{
Print("Buy: OrderSend failed with error #",GetLastError());
return(0);
}
}
void ExtraOrdDel()
{
int total = OrdersTotal();
for (cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS);
mode=OrderType();
if ( OrderSymbol()==Symbol() && OrderMagicNumber()==Magic )
{
if (mode==OP_BUY && !BuyInTrade ) BuyInTrade =true;
if (mode==OP_SELL && !SellInTrade) SellInTrade=true;
if (mode == OP_SELLSTOP && BuyInTrade )
{
bool result = OrderDelete(OrderTicket());
SellInTrade=false;
if(!result)
{
Print("ExtraSELL: OrderDelete failed with error #",GetLastError());
return(0);
}
}
if (mode == OP_BUYSTOP && SellInTrade )
{
result = OrderDelete(OrderTicket());
BuyInTrade=false;
if(!result)
{
Print("ExtraBUY: OrderDelete failed with error #",GetLastError());
return(0);
}
}
}
}
}
// ---- Scan Trades
int ScanTrades()
{
int total = OrdersTotal();
int numords = 0;
for(cnt=0; cnt<total; cnt++)
{
OrderSelect(cnt, SELECT_BY_POS);
if(OrderSymbol() == Symbol() && OrderType()>=OP_BUY && OrderMagicNumber() == Magic)
numords++;
}
return(numords);
}
datetime OrderOpenDate()
{
int total = OrdersTotal();
datetime date;
for(cnt=0; cnt<total; cnt++)
{
OrderSelect(cnt, SELECT_BY_POS);
if(OrderSymbol() == Symbol() && OrderType()>=OP_BUY && OrderMagicNumber() == Magic)
date = StrToTime(TimeToStr(OrderOpenTime(),TIME_DATE));
}
return(date);
}
void BreakEvenStop()
{
for (cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS);
int mode=OrderType();
if ( OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
{
if (mode==OP_BUY)
{
if (Bid-OrderOpenPrice() > BreakEven*Point)
{
Kz = MathFloor((Bid-OrderOpenPrice())/(BreakEven*Point));
if (Bid-OrderOpenPrice() > Kz*BreakEven*Point)
{
BuyStop=OrderOpenPrice()+((Kz-1)*BreakEven+BreakEvenGap)*Point;
if ( OrderStopLoss() == 0 ) double StopLoss = OrderOpenPrice(); else StopLoss = OrderStopLoss();
if (BuyStop > StopLoss )
{
OrderModify(OrderTicket(),OrderOpenPrice(),
NormalizeDouble(BuyStop, digit),
OrderTakeProfit(),0,LightBlue);
return(0);
}
}
}
}
if (mode==OP_SELL)
{
if (OrderOpenPrice()-Ask > BreakEven*Point)
{
Kz = MathFloor((OrderOpenPrice()-Ask)/(BreakEven*Point));
if (OrderOpenPrice()-Ask > Kz*BreakEven*Point)
{
SellStop=OrderOpenPrice()-((Kz-1)*BreakEven+BreakEvenGap)*Point;
if ( OrderStopLoss() == 0 ) StopLoss = OrderOpenPrice(); else StopLoss = OrderStopLoss();
if ( SellStop < StopLoss )
{
OrderModify(OrderTicket(),OrderOpenPrice(),
NormalizeDouble(SellStop, digit),
OrderTakeProfit(),0,Orange);
return(0);
}
}
}
}
}
}
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
if(Bars < 1) {Print("Not enough bars for this strategy"); return(0);}
if (BreakEven >= 0 && BreakEven < BreakEvenGap) return(0);
string TimeTrade = "00:00";
StartTime = StrToTime(TimeTrade) + TimeShift*3600;
if(CurTime() >= StartTime && CurTime() <= StartTime+3600)
{
if ( OrderOpenDate() < StrToTime(TimeToStr( StartTime,TIME_DATE)))
{
if( ScanTrades()>0 && !BuyInTrade && !SellInTrade) PendOrdDel();
Today = StrToTime(TimeToStr( StartTime,TIME_DATE));
if (Today != PrevDay )
{ DaysInTrade = DaysInTrade+1;
//Print(" Days=",DaysInTrade,"Today=",TimeToStr(Today,TIME_DATE),"PrevDay=", TimeToStr(PrevDay,TIME_DATE)) ;
}
if( TradePeriod > 0 )CloseOrdbyTime();
}
if(ScanTrades()<1 && Today != PrevDay )
{
spread= MarketInfo(Symbol(),MODE_SPREAD)*Point;
digit = MarketInfo(Symbol(),MODE_DIGITS);
Lotsi = MoneyManagement ( MM, Lots, MMRisk, LossMax);
//if (TrailingStop > 0) InitialStop=true;
ArrayCopyRates(rates_h1, Symbol(), PERIOD_H1);
open = rates_h1[0][1];
high=0; low=10000000;
for (i=24;i>=1;i--)
{
high = MathMax( high, rates_h1[i][3]);
low = MathMin( low , rates_h1[i][2]);
}
range =(high-low);
if ( Monday == 1 ) if(DayOfWeek()==1){BuyOrdOpen(); SellOrdOpen();}
if ( Tuesday == 1 ) if(DayOfWeek()==2){BuyOrdOpen(); SellOrdOpen();}
if ( Wednesday== 1 ) if(DayOfWeek()==3){BuyOrdOpen(); SellOrdOpen();}
if ( Thursday == 1 ) if(DayOfWeek()==4){BuyOrdOpen(); SellOrdOpen();}
if ( Friday == 1 ) if(DayOfWeek()==5){BuyOrdOpen(); SellOrdOpen();}
DaysInTrade = 0;
}
}
ExtraOrdDel();
if (BreakEven > 0) BreakEvenStop();
if (TrailingStop > 0 ) TrailStop();
PrevDay=Today;
return(0);
}//int start
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
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: