// MT4
#property copyright "(C) S.Projects"
#property link "http://trader.snowseed.com"
// We buy or sell when indicator crosses this level
// (buy) or 0.9 - this level (sell)
extern double dBuySellLevel = 0.01; //0.08;
// Interval and MA used to calculate CLV
extern int nClvInterval = 49; //30;
extern int nClvMa = 3; //4;
// Period, used to calculate ADX
extern int nAdxPeriod = 28; //15;
// Note, that dStopLoss is used in the library file,
// do not change this name. Same applies to dTakeProfit
// and dTrailingStop
extern double dStopLoss = 110; //200;
extern double useMemoryManagement = 1;
//extern double lotSize = 1;
// ------
// We are not using take profit, and we make trailing stop
// equal to stop loss. Nevertheless, these variables
// must be declared, as they are used in the library file.
// However, we don't have to make them extern.
double dTakeProfit = 0;
double dTrailingStop;
// Fixed or variable lot size
bool bUseMm = false; //true; //false;
// Name of our expert. Used for reporting purposes
string strExpert = "snowseed-eCLV";
// ------
// Incluse the library file
#include "snowseed-lib.mq4"
// ------
// Buy and sell levels are calculated from dBuySellLevel
double dBuyLevel;
double dSellLevel;
//////////////////
int init ()
{
// This code, together with the library functions,
// makes sure we only trade at the beginning of the bar,
// and experts are executed one after another (no
// competition).
if (useMemoryManagement == 0) bUseMm = false;
else bUseMm = true;
nBars = Bars;
if(!IsTesting() && !GlobalVariableCheck(strTradeSemaphore))
GlobalVariableSet(strTradeSemaphore, 0.0);
// ------
// Here, we can list as many currencies and timeframes as
// we want, providing each with its own set of parameters.
// For convenience, the combination of parameters, that
// we find during the testing, is written next to the
// code, commented.
if(Symbol() == "EURUSD" && Period() == 60)
{
// 0.08,30,4,15,200: 3140, 134
if(!IsTesting())
{
dBuySellLevel = 0.11;
nClvInterval = 26;
nClvMa = 6;
nAdxPeriod = 3;
dStopLoss = 200 * Point;
dTrailingStop = dStopLoss;
}
else
{
dStopLoss = dStopLoss * Point;
dTrailingStop = dStopLoss;
}
// This particular combination of expert, currency
// and timeframe is assigned a magic number 35
nMagic = 35;
}
dBuyLevel = dBuySellLevel + 0.1;
dSellLevel = 0.9 - dBuySellLevel;
return(0);
}
//////////////////
int deinit()
{
// Release the global semaphore variable
if(!IsTesting())
GlobalVariableSetOnCondition(strTradeSemaphore,
0.0, nMagic);
return(0);
}
// ------
int start()
{
// If we don't have enough bars
if(Bars < nClvInterval + nClvMa)
return(0);
// Once a day, write trades history to file.
// For reporting purposes only.
Report(strExpert, nMagic, bReportDone);
// ------
// If it is not a beginning of the new bar
if(!IsBarEnd())
return(0);
// Wait until a semaphore is free (if some
// other expert is trading, wait for it to finish).
CheckTradeSemaphore();
// ------
// Calculate values of the indicators.
double dClv = iCustom(NULL, 0, "snowseed-iCLV", nClvInterval, nClvMa, 0, 1);
// Print("dClv = " + dClv);
double dClvPrev = iCustom(NULL, 0, "snowseed-iCLV", nClvInterval, nClvMa, 0, 2);
double dAdxUp = iADX(NULL, 0, nAdxPeriod, PRICE_CLOSE, MODE_PLUSDI, 1);
double dAdxDn = iADX(NULL, 0, nAdxPeriod, PRICE_CLOSE, MODE_MINUSDI, 1);
// If money management is used, prepare to calculate the size of a lot
if(bUseMm == true)
{
dProfit = 0;
for(int nCnt = 0; nCnt < HistoryTotal(); nCnt++)
{
OrderSelect(nCnt, SELECT_BY_POS, MODE_HISTORY);
if(OrderMagicNumber() == nMagic && OrderType() <= OP_SELL)
{
dProfit += OrderProfit();
}
}
}
// If it is time to close orders, that are currently
// opened. First, we look for orders with the current
// magic number, then check the condition (if it should
// be closed).
// Note, CloseBuy() and CloseSell() are functions from
// our library
for(nCnt = 0; nCnt < OrdersTotal(); nCnt++)
{
OrderSelect(nCnt, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber() == nMagic)
{
if(OrderType() == OP_BUY)
{
if(dClvPrev >= dSellLevel && dClv <= dSellLevel)
{
CloseBuy(strExpert);
break;
}
}
else if(OrderType() == OP_SELL)
{
if(dClvPrev <= dBuyLevel && dClv >= dBuyLevel)
{
CloseSell(strExpert);
break;
}
}
}
}
// Now, we need to trade ONLY if there are no
// opened orders.
int nNumOfOpenedOrders = 0;
for(nCnt = OrdersTotal() - 1; nCnt >= 0; nCnt--)
{
OrderSelect(nCnt, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber() == nMagic)
nNumOfOpenedOrders++;
}
// Check the order open conditions
if(nNumOfOpenedOrders == 0)
{
//Print("nNumOfOpenedOrders " + nNumOfOpenedOrders );
if(dClvPrev <= dBuyLevel && dClv >= dBuyLevel && dAdxUp > dAdxDn) {
//Print("buy!!");
Buy(strExpert);
}
else if(dClvPrev >= dSellLevel && dClv <= dSellLevel && dAdxUp < dAdxDn) {
//Print("SELL!!");
Sell(strExpert);
}
}
// ------
// This function moves stops closer to the price. It is
// from our library
ModifyOrders();
// ------
// Release the semaphore, after we are done
if(!IsTesting())
{
Sleep(1000);
GlobalVariableSet(strTradeSemaphore, 0.0);
}
// ------
return(0);
}
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Movement directional index
Custom Indicators Used:
snowseed-iCLV
Order Management characteristics:
Checks for the total of open orders
Other Features: