//+------------------------------------------------------------------+
//| Simple S&R.mq4 |
//| Copyright © 2008, LEGRUPO |
//| http://www.legrupo.com |
//| Version: 1.1 |
//| History: |
//| 1.0 => Release version to the public |
//| 1.1 => fixes on this releases: |
//| 1) StopLoss bug fixed; |
//| 2) Now the EA close the open and pending orders on the |
//| end of the day, you just need to see when day ends |
//| on your broker. InterbankFX is GMT, so it is 0 on them |
//| 3) You don't need to manage the MagicNumber anymore |
//| 1.3 => 10 Feb 2008 (Tinashe B Chipomho chipomho@xtra.co.nz |
//| Improved order handling routines, embedded the indicator |
//| making backtesting possible, close half of the position |
//| when the pivot point is reached. |
//| |
//| |
//+------------------------------------------------------------------+
#include <WinUser32.mqh>
#include <stderror.mqh>
#include <stdlib.mqh>
#property copyright "Copyright © 2007, LEGRUPO Version 1.6"
#property link "http://www.legrupo.com"
extern bool TimeSpecific = false;
extern int Slippage = 3;
extern double Lots = 0.2;
extern int ExpertID=1900;
extern int TakeProfitRange = 8;
extern int StopLoss = 100;
extern double FirstHalf = 0.1;
int MagicNumber = 10;
double Pivot = 0;
int CreateMagicNumber(){
int SymbolCode = 0;
int PeriodCode = 0;
//---- Symbol Code
if( StringSubstr(Symbol(),0,6) == "AUDCAD") { SymbolCode = 1000; }
else if( StringSubstr(Symbol(),0,6) == "AUDJPY") { SymbolCode = 2000; }
else if( StringSubstr(Symbol(),0,6) == "AUDNZD") { SymbolCode = 3000; }
else if( StringSubstr(Symbol(),0,6) == "AUDUSD") { SymbolCode = 4000; }
else if( StringSubstr(Symbol(),0,6) == "CHFJPY") { SymbolCode = 5000; }
else if( StringSubstr(Symbol(),0,6) == "EURAUD") { SymbolCode = 6000; }
else if( StringSubstr(Symbol(),0,6) == "EURCAD") { SymbolCode = 7000; }
else if( StringSubstr(Symbol(),0,6) == "EURCHF") { SymbolCode = 8000; }
else if( StringSubstr(Symbol(),0,6) == "EURGBP") { SymbolCode = 9000; }
else if( StringSubstr(Symbol(),0,6) == "EURJPY") { SymbolCode = 1000; }
else if( StringSubstr(Symbol(),0,6) == "EURUSD") { SymbolCode = 1100; }
else if( StringSubstr(Symbol(),0,6) == "GBPCHF") { SymbolCode = 1200; }
else if( StringSubstr(Symbol(),0,6) == "GBPJPY") { SymbolCode = 1300; }
else if( StringSubstr(Symbol(),0,6) == "GBPUSD") { SymbolCode = 1400; }
else if( StringSubstr(Symbol(),0,6) == "NZDJPY") { SymbolCode = 1500; }
else if( StringSubstr(Symbol(),0,6) == "NZDUSD") { SymbolCode = 1600; }
else if( StringSubstr(Symbol(),0,6) == "USDCAD") { SymbolCode = 1700; }
else if( StringSubstr(Symbol(),0,6) == "USDCHF") { SymbolCode = 1800; }
else if( StringSubstr(Symbol(),0,6) == "USDJPY") { SymbolCode = 1900; }
//---- Period Code
if( TimeSpecific ){
if( Period() == PERIOD_M1 ) { PeriodCode = 10; }
else if( Period() == PERIOD_M5 ) { PeriodCode = 20; }
else if( Period() == PERIOD_M15 ){ PeriodCode = 30; }
else if( Period() == PERIOD_M30 ){ PeriodCode = 40; }
else if( Period() == PERIOD_H1 ) { PeriodCode = 50; }
else if( Period() == PERIOD_H4 ) { PeriodCode = 60; }
else if( Period() == PERIOD_D1 ) { PeriodCode = 70; }
else if( Period() == PERIOD_W1) { PeriodCode = 80; }
else if( Period() == PERIOD_MN1 ){ PeriodCode = 90; }
}
else
PeriodCode = 0;
//---- Calculate MagicNumber
return(ExpertID+SymbolCode+PeriodCode);
}
bool HasBuyOrder(double price){
int total = OrdersTotal();
double min = Slippage * Point;
for(int i=0; i<total; i++){
if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==true){
if (OrderSymbol()!=Symbol()) continue;
if (OrderMagicNumber()!=MagicNumber)continue;
if ((OrderType()==OP_BUY) || (OrderType()==OP_BUYLIMIT) || (OrderType()==OP_BUYSTOP)) {
if ((OrderOpenPrice()-(Slippage*Point)<=price) && (OrderOpenPrice()+(Slippage*Point)>=price)){
return (true);
}
}
}
}
return (false);
}
bool HasSellOrder(double price){
int total = OrdersTotal();
double min = Slippage * Point;
for(int i=0; i<total; i++){
if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==true){
if (OrderSymbol()!=Symbol()) continue;
//if (OrderMagicNumber()!=MagicNumber)continue;
if ((OrderType()==OP_SELL) || (OrderType()==OP_SELLLIMIT) || (OrderType()==OP_SELLSTOP)) {
if ((OrderOpenPrice()-min<=price) && (OrderOpenPrice()+min>=price)){
return (true);
}
}
}
}
return (false);
}
double GetLots(string name){
//use this function to calculate the number of lots to use
//if market conditions are favourable we might want to double
//the lots.
return (Lots);
}
string OrderType2String(int type){
if (type==OP_BUY)
return ("BUY");
else if (type==OP_BUYLIMIT)
return ("BUY LIMIT");
else if (type==OP_BUYSTOP)
return ("BUY STOP");
else if (type==OP_SELL)
return ("SELL");
else if (type==OP_SELLLIMIT)
return ("SELL LIMIT");
else if (type==OP_SELLSTOP)
return ("SELL STOP");
return ("Unknown Order Type");
}
/////////////////////////////////////////////////////////////////////////////////
// int _IsTradeAllowed( int MaxWaiting_sec = 30 )
//
// the function checks the trade context status. Return codes:
// 1 - trade context is free, trade allowed
// 0 - trade context was busy, but became free. Trade is allowed only after
// the market info has been refreshed.
// -1 - trade context is busy, waiting interrupted by the user (expert was removed from
// the chart, terminal was shut down, the chart period and/or symbol was changed, etc.)
// -2 - trade context is busy, the waiting limit is reached (MaxWaiting_sec).
// Possibly, the expert is not allowed to trade (checkbox "Allow live trading"
// in the expert settings).
//
// MaxWaiting_sec - time (in seconds) within which the function will wait
// until the trade context is free (if it is busy). By default,30.
/////////////////////////////////////////////////////////////////////////////////
int _IsTradeAllowed(int MaxWaiting_sec = 30){
if (IsTesting())
return (1);
// check whether the trade context is free
if(!IsTradeAllowed()){
int StartWaitingTime = GetTickCount();
Print("Trade context is busy! Wait until it is free...");
// infinite loop
while(true){
// if the expert was terminated by the user, stop operation
if(IsStopped()){
Print("The expert was terminated by the user!");
return(-1);
}
// if the waiting time exceeds the time specified in the
// MaxWaiting_sec variable, stop operation, as well
if(GetTickCount() - StartWaitingTime > MaxWaiting_sec * 1000){
Print("The waiting limit exceeded (" + MaxWaiting_sec + " ???.)!");
return(-2);
}
// if the trade context has become free,
if(IsTradeAllowed()){
Print("Trade context has become free!");
return(0);
}
// if no loop breaking condition has been met, "wait" for 0.1
// second and then restart checking
Sleep(100);
}
}
else
return(1);
}
int CreateOrder(int cmd, double price, double stoploss, double takeprofit, double lots, double expiration){
int ticket = -1;
if (!IsConnected()){
Print("CreateOrder(): Not Connected.");
return (-1);
}
if (IsStopped()){
Print("CreateOrder(): Stopped.");
return (-1);
}
// check whether trade context is free
int TradeAllow = _IsTradeAllowed();
if(TradeAllow < 0){
return(-1);
}
if(TradeAllow == 0){
RefreshRates();
}
string comment = "SimpleFiboS&REA : ";
Print("Opening "+OrderType2String(cmd) +" Order: Price["+price+"] StopLoss["+stoploss+"] TakeProfit["+takeprofit+"]");
ticket = OrderSend(Symbol(), cmd, lots, price, Slippage, stoploss,
takeprofit, comment, MagicNumber, expiration);
int err=GetLastError();
if (err!=0){
Print(""+OrderType2String(cmd) +" Failed to create Order: "+ err+" "+ ErrorDescription(err));
}
return (ticket);
}
/**
* In this function place only buy orders.
*/
int PlaceSupportOrder(double price, double pivot, double lots, double stoploss, double takeprofit, datetime expiration){
int ticket = -1;
RefreshRates();
double servers_min_stop = MarketInfo(Symbol(), MODE_STOPLEVEL) * MarketInfo(Symbol(), MODE_POINT);
//if the price is within + or - Slippage*Point simply buy.
if ( (((Slippage*Point) + Ask) >= price) &&
(((Slippage*Point) - Ask) <= price) ){
Print("Opening a buy order at market price.");
}
int cmd = OP_BUYLIMIT;
//if the price is too close to the stoplevel there is
//nothing much we can do
if (MathAbs(Ask-price) > servers_min_stop){
if (Ask < price){
cmd = OP_BUYSTOP;
}
//Print("SupportOrder: "+ OrderType2String(cmd)+" Price["+price+"] Pivot["+pivot+"] StopLoss["+stoploss+"] TakeProfit["+takeprofit+"] Expiration["+TimeToStr(expiration,TIME_DATE|TIME_MINUTES)+"]");
ticket = CreateOrder(cmd, NormalizeDouble(price,Digits), NormalizeDouble(stoploss,Digits), NormalizeDouble(takeprofit,Digits), lots, expiration);
}
return (ticket);
}
/**
* In this function place only buy orders.
*/
int PlaceResistanceOrder(double price, double pivot, double lots, double stoploss, double takeprofit, datetime expiration){
int ticket = -1;
RefreshRates();
double servers_min_stop = MarketInfo(Symbol(), MODE_STOPLEVEL) * MarketInfo(Symbol(), MODE_POINT);
//if the price is within + or - Slippage*Point simply buy.
if ( (((Slippage*Point) + Bid) >= price) &&
(((Slippage*Point) - Bid) <= price) ){
Print("Opening a sell order at market price.");
}
int cmd = OP_SELLLIMIT;
//if the price is too close to the stoplevel there is
//nothing much we can do
if (MathAbs(Bid-price) > servers_min_stop){
if (Bid > price){
cmd = OP_SELLSTOP;
}
Print("ResistanceOrder: "+ OrderType2String(cmd)+" Price["+price+"] Pivot["+pivot+"] StopLoss["+stoploss+"] TakeProfit["+takeprofit+"] Expiration["+TimeToStr(expiration,TIME_DATE|TIME_MINUTES)+"]");
ticket = CreateOrder(cmd, NormalizeDouble(price,Digits), NormalizeDouble(stoploss,Digits), NormalizeDouble(takeprofit,Digits), lots, expiration);
}
return (ticket);
}
int PartiallyClose(int type,int ticket, double openprice, double takeprofit){
int TradeAllow = _IsTradeAllowed();
double closeprice = 0.0;
Print("Moving to break even and partially closing position ");
Print(" TradeAllow["+TradeAllow+"] ticket["+ ticket+"] openprice["+openprice+"] takeprofit["+takeprofit+"] type["+type+"] ");
if (TradeAllow >= 0){
if(TradeAllow == 0)
RefreshRates();
if (OrderModify(ticket,openprice,openprice,takeprofit,0)!=true)
Print(OrderType2String(type)+" Failed to modify to break even: "+ ErrorDescription(GetLastError()));
TradeAllow = _IsTradeAllowed();
if (TradeAllow==0)
RefreshRates();
if (type==OP_BUY)
closeprice=Bid;
else if (type==OP_SELL)
closeprice=Ask;
Print(" After modify trade allow "+ TradeAllow);
Print(OrderType2String(type)+" : Closing first lot, Ticket["+ticket+"] FirstLots["+FirstHalf+"] Ask["+Ask+"] Bid["+Bid+"] ClosePrice["+closeprice+"]");
if (OrderClose(ticket,FirstHalf,closeprice,Slippage)!=true)
Print(OrderType2String(type)+" Failed to partially close an open order: "+ ErrorDescription(GetLastError()));
return (0);
}
return (-1);
}
int TrackOrders(){
int i=0, ticket=-1;
int total = OrdersTotal();
int modify = -1;
double pivot = Pivot;//NormalizeDouble(ObjectGet("PIVOT", OBJPROP_PRICE1), Digits);
double servers_min_stop = MarketInfo(Symbol(), MODE_STOPLEVEL) * MarketInfo(Symbol(), MODE_POINT);
for(i=(total-1);i>=0; i--){
//if we cant select an order ignore it.
if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)!=true)
continue;
//if its not our order just leave it.
if (OrderMagicNumber()!=MagicNumber)
continue;
//dont be nosy and manipulate other people's orders.
if (OrderSymbol()!=Symbol())
continue;
//orders not yet filled leave them as well.
if ((OrderType()!=OP_SELL)&&(OrderType()!= OP_BUY))
continue;
//not doing anything to orders that are not yet profitable
//let the stoploss take care of it.
//TODO: This might be not be acceptable in certain market conditions.
if (OrderProfit()<=0)
continue;
ticket = OrderTicket();
if (OrderType()==OP_SELL){
//sell order
if (MathAbs(OrderOpenPrice()-pivot)>=servers_min_stop){
if (pivot>=Ask){
//we have gone past the pivot point,
if (((OrderStopLoss()>OrderOpenPrice())|| (OrderStopLoss()==0)) && (FirstHalf>0)) {
//the stop loss is still untouched, close the first half and move the
//stop loss to break even.
modify = PartiallyClose(OrderType(),OrderTicket(),OrderOpenPrice(),OrderTakeProfit());
}
}
}
}
else if (OrderType()==OP_BUY){
//buy Order
if (MathAbs(OrderOpenPrice()-pivot)>=servers_min_stop){
if (pivot<=Bid){
if (((OrderStopLoss()<OrderOpenPrice())|| (OrderStopLoss()==0) ) && (FirstHalf>0)){
//the stop loss is still untouched, close the first half and move the stop loss to break
//even.
modify = PartiallyClose(OrderType(),OrderTicket(),OrderOpenPrice(),OrderTakeProfit());
}
}
}
}
//TrailingStop(OrderType(),OrderTicket(), OrderOpenPrice(), OrderTakeProfit(), OrderStopLoss());
}
}
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init(){
MagicNumber = CreateMagicNumber();
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit(){
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start(){
double rates[1][6],yesterday_close,yesterday_high,yesterday_low;
ArrayCopyRates(rates, Symbol(), PERIOD_D1);
if(DayOfWeek() == 1){
if(TimeDayOfWeek(iTime(Symbol(),PERIOD_D1,1)) == 5){
yesterday_close = rates[1][4];
yesterday_high = rates[1][3];
yesterday_low = rates[1][2];
}
else{
for(int d = 5;d>=0;d--){
if(TimeDayOfWeek(iTime(Symbol(),PERIOD_D1,d)) == 5){
yesterday_close = rates[d][4];
yesterday_high = rates[d][3];
yesterday_low = rates[d][2];
}
}
}
}
else{
yesterday_close = rates[1][4];
yesterday_high = rates[1][3];
yesterday_low = rates[1][2];
}
double R = yesterday_high - yesterday_low;//range
double pivot = NormalizeDouble((yesterday_high + yesterday_low + yesterday_close)/3,Digits);// Standard Pivot
Pivot=NormalizeDouble(pivot,Digits);
double r3 = NormalizeDouble(pivot + (R * 1.000),Digits);
double r2 = NormalizeDouble(pivot + (R * 0.618),Digits);
double r1 = NormalizeDouble(pivot + (R * 0.382),Digits);
double s1 = NormalizeDouble(pivot - (R * 0.382),Digits);
double s2 = NormalizeDouble(pivot - (R * 0.618),Digits);
double s3 = NormalizeDouble(pivot - (R * 1.000),Digits);
double servers_min_stop = MarketInfo(Symbol(), MODE_STOPLEVEL) * MarketInfo(Symbol(), MODE_POINT);
//well just use 1min before the end of day.
//this is the expiration for our pending orders.
datetime TimeToEndOfDay = StrToTime("23:59");
double takeprofit = 0;
int ticket = -1; //default ticket number.
double stoploss = StopLoss * Point; //default stop loss level.
//
//well just no order placing in the last minute of the day.
if (TimeToStr(TimeCurrent(),TIME_DATE|TIME_MINUTES)!=TimeToStr(TimeToEndOfDay,TIME_DATE|TIME_MINUTES)){
//check if we have orders at various fibo points, if not we need to open
//the orders.
//start by opening orders from s3,r3 then move to s2,r2 then move to s1,r1
if ( HasSellOrder(r3)!= true) {
//open a sell order at r3
takeprofit = s1+MathMin(TakeProfitRange*Point, servers_min_stop);
stoploss = r3+MathMax(StopLoss * Point,servers_min_stop);
ticket = PlaceResistanceOrder(r3,pivot, GetLots("r3"), stoploss, takeprofit ,TimeToEndOfDay);
}
if ( HasSellOrder(r2)!= true) {
//open a sell order at r2
takeprofit = s1+MathMin(TakeProfitRange*Point, servers_min_stop);
stoploss = r3+MathMax(StopLoss * Point,servers_min_stop);
ticket = PlaceResistanceOrder(r2,pivot, GetLots("r2"), stoploss, takeprofit ,TimeToEndOfDay);
}
if ( HasSellOrder(r1)!= true) {
//open a sell order at r1
takeprofit = s1+MathMin(TakeProfitRange*Point, servers_min_stop);
stoploss = r3+MathMax(StopLoss * Point,servers_min_stop);
ticket = PlaceResistanceOrder(r1,pivot, GetLots("r1"), stoploss, takeprofit ,TimeToEndOfDay);
}
if ( HasBuyOrder(s3)!= true) {
//open a buy order at s3
takeprofit = r1-MathMax(TakeProfitRange*Point, servers_min_stop);
stoploss = s3-MathMax(StopLoss * Point,servers_min_stop);
ticket = PlaceSupportOrder(s3,pivot, GetLots("s3"), stoploss, takeprofit ,TimeToEndOfDay);
}
if ( HasBuyOrder(s2)!= true) {
//open a buy order at s2
takeprofit = r1-MathMax(TakeProfitRange*Point, servers_min_stop);
stoploss = s2-MathMax(StopLoss * Point,servers_min_stop);
ticket = PlaceSupportOrder(s2,pivot, GetLots("s2"), stoploss, takeprofit ,TimeToEndOfDay);
}
if ( HasBuyOrder(s1)!= true) {
//open a sell order at s1
takeprofit = r1-MathMax(TakeProfitRange*Point, servers_min_stop);
stoploss = s1-MathMax(StopLoss * Point,servers_min_stop);
ticket = PlaceSupportOrder(s1,pivot, GetLots("s1"), stoploss, takeprofit ,TimeToEndOfDay);
}
}
TrackOrders();
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
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: