//+------------------------------------------------------------------+
//| Starter.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
#define MAGICMA 20050610
// H1 FXOE-Juice
extern double Lots = 1;
extern double MaximumRisk = 0.12; //11
extern double DecreaseFactor = 3;
//extern double Profit = 11; //9
extern double StopLoss = 400;
extern double JuiceLevel = 0.0005;
double DownLagLine = 0.15;
double UpLagLine = 0.75;
double MidLagLine = 0.45;
double spread = 1.5;
bool RTs = false;
bool RTb = false;
//+-Channel
double ExtMapBuffer1[];
extern int AllBars=240;
int BarsForFract=0;
int CurrentBar=0;
double Step=0;
int B1=-1,B2=-1;
int UpDown=0;
double P1=0,P2=0,PP=0;
int i=0,AB=300,BFF=0;
int ishift=0;
double iprice=0;
datetime T1,T2;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
void DelObj()
{
ObjectDelete("TL1");
ObjectDelete("TL2");
ObjectDelete("MIDL");
ObjectDelete("A1");
ObjectDelete("A2");
ObjectDelete("A3");
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
double channel()
{
int counted_bars=IndicatorCounted();
string Com = "",TL1="TL1",TL2="TL2";
//----
if ((AllBars==0) || (Bars<AllBars)) AB=Bars; else AB=AllBars; //AB-êîëè÷åñòâî îáñ÷èòûâàåìûõ áàðîâ
if (BarsForFract>0)
BFF=BarsForFract;
else
{
switch (Period())
{
case 1: BFF=12; break;
case 5: BFF=48; break;
case 15: BFF=24; break;
case 30: BFF=24; break;
case 60: BFF=12; break;
case 240: BFF=15; break;
case 1440: BFF=10; break;
case 10080: BFF=6; break;
default: DelObj(); return(-1); break;
}
}
CurrentBar=2; //ñ÷èòàåì ñ òðåòüåãî áàðà, ÷òîáû ôðàêòàë "çàêðåïèëñÿ
B1=-1; B2=-1; UpDown=0;
while(((B1==-1) || (B2==-1)) && (CurrentBar<AB))
{
//UpDown=1 çíà÷èò ïåðâûé ôðàêòàë íàéäåí ñâåðõó, UpDown=-1 çíà÷èò ïåðâûé ôðàêòàë
//íàéäåí ñíèçó, UpDown=0 çíà÷èò ôðàêòàë åù¸ íå íàéäåí.
//Â1 è Â2 - íîìåðà áàðîâ ñ ôðàêòàëàìè, ÷åðåç íèõ ñòðîèì îïîðíóþ ëèíèþ.
//Ð1 è Ð2 - ñîîòâåòñòâåííî öåíû ÷åðåç êîòîðûå áóäåì ëèíèþ ïðîâîäèòü
if((UpDown<1) && (CurrentBar==Lowest(Symbol(),Period(),MODE_LOW,BFF*2+1,CurrentBar-BFF)))
{
if(UpDown==0) { UpDown=-1; B1=CurrentBar; P1=Low[B1]; }
else { B2=CurrentBar; P2=Low[B2];}
}
if((UpDown>-1) && (CurrentBar==Highest(Symbol(),Period(),MODE_HIGH,BFF*2+1,CurrentBar-BFF)))
{
if(UpDown==0) { UpDown=1; B1=CurrentBar; P1=High[B1]; }
else { B2=CurrentBar; P2=High[B2]; }
}
CurrentBar++;
}
if((B1==-1) || (B2==-1)) {DelObj(); return(-1);} // Çíà÷èò íå íàøëè ôðàêòàëîâ ñðåäè 300 áàðîâ 8-)
double B1_=Time[B1], P1_=P1, B2_=Time[B2], P2_=P2;
Step=(P2-P1)/(B2-B1);//Âû÷èñëèëè øàã, åñëè îí ïîëîæèòåëüíûé, òî êàíàë íèñõîäÿùèé
P1=P1-B1*Step; B1=0;//ïåðåñòàâëÿåì öåíó è ïåðâûé áàð ê íóëþ
//À òåïåðü îïîðíóþ òî÷êó ïðîòèâîïîëîæíîé ëèíèè êàíàëà.
ishift=0; iprice=0;
if(UpDown==1)
{
PP=Low[2]-2*Step;
for(i=3;i<=B2;i++)
{
if(Low[i]<PP+Step*i) { PP=Low[i]-i*Step; }
}
if(Low[0]<PP) {ishift=0; iprice=PP;}
if(Low[1]<PP+Step) {ishift=1; iprice=PP+Step;}
if(High[0]>P1) {ishift=0; iprice=P1;}
if(High[1]>P1+Step) {ishift=1; iprice=P1+Step;}
}
else
{
PP=High[2]-2*Step;
for(i=3;i<=B2;i++)
{
if(High[i]>PP+Step*i) { PP=High[i]-i*Step;}
}
if(Low[0]<P1) {ishift=0; iprice=P1;}
if(Low[1]<P1+Step) {ishift=1; iprice=P1+Step;}
if(High[0]>PP) {ishift=0; iprice=PP;}
if(High[1]>PP+Step) {ishift=1; iprice=PP+Step;}
}
//Òåïåðü ïåðåñòàâèì êîíå÷íóþ öåíó è áàð íà ÀÂ, ÷òîáû ëèíèè êàíàëà ðèñîâàëèñü ïîäëèííåå
P2=P1+AB*Step;
T1=Time[B1]; T2=Time[AB];
Com=StringConcatenate("SHI=",NormalizeDouble(MathAbs(P1-PP)/Point,0));
//Åñëè íå áûëî ïåðåñå÷åíèÿ êàíàëà, òî 0, èíà÷å ñòàâèì ïñèñó.
//SetIndexValue(ishift,iprice);
//if(iprice!=0) ExtMapBuffer1[ishift]=iprice;
if((T1-T2)*(P1-P2)*(PP-P1)>0)
{
TL1="TL2";
TL2="TL1";
}
DelObj();
ObjectCreate(TL1,OBJ_TREND,0,T2,PP+Step*AB,T1,PP);
ObjectSet(TL1,OBJPROP_COLOR,ForestGreen);
ObjectSet(TL1,OBJPROP_WIDTH,2);
ObjectSet(TL1,OBJPROP_STYLE,STYLE_SOLID);
ObjectSetText(TL1,Com);
ObjectCreate(TL2,OBJ_TREND,0,T2,P2,T1,P1);
ObjectSet(TL2,OBJPROP_COLOR,ForestGreen);
ObjectSet(TL2,OBJPROP_WIDTH,2);
ObjectSet(TL2,OBJPROP_STYLE,STYLE_SOLID);
ObjectSetText(TL2,Com);
ObjectCreate("MIDL",OBJ_TREND,0,T2,(P2+PP+Step*AB)/2,T1,(P1+PP)/2);
ObjectSet("MIDL",OBJPROP_COLOR,ForestGreen);
ObjectSet("MIDL",OBJPROP_WIDTH,1);
ObjectSet("MIDL",OBJPROP_STYLE,STYLE_DOT);
//ObjectCreate("A1",OBJ_ARROW,0,B1_,P1_);
// ObjectSet("A1",OBJPROP_COLOR,Red);
// ObjectSet("A1",OBJPROP_ARROWCODE,164);
//ObjectCreate("A2",OBJ_ARROW,0,B2_,P2_);
// ObjectSet("A2",OBJPROP_COLOR,Red);
// ObjectSet("A2",OBJPROP_ARROWCODE,164);
//ObjectCreate("A3",OBJ_ARROW,0,T2,P2);
// ObjectSet("A3",OBJPROP_COLOR,Red);
// ObjectSet("A3",OBJPROP_ARROWCODE,164);
//Comment("SHI=",NormalizeDouble(MathAbs(P1-PP)/Point,0));
//Comment("Point=",MathLog(1/Point)/MathLog(10));
//MoveObject("TL1",OBJ_TRENDLINE,B2,PP+Step*AB,B1,PP,ForestGreen,2,STYLE_SOLID);
//MoveObject("TL2",OBJ_TRENDLINE,B2,P2,B1,P1,ForestGreen,2,STYLE_SOLID);
//MoveObject("MIDL",OBJ_TRENDLINE,B2,(P2+PP+Step*AB)/2,B1,(P1+PP)/2,ForestGreen,1,STYLE_DOT);
//----
return(0);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/500,1);
//---- calcuulate number of losses orders without a break
if(DecreaseFactor>0)
{
for(int i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
//---- return lot size
if(lot<1) lot=1;
if(lot>1000) lot=1000;
return(lot);
}
double LaGuerre(double gamma, int shift)
{
double RSI;
double L0[100];
double L1[100];
double L2[100];
double L3[100];
double CU, CD;
for (int i=shift+99; i>=shift; i--)
{
L0[i] = (1.0 - gamma)*Close[i] + gamma*L0[i+1];
L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1];
L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1];
L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1];
CU = 0;
CD = 0;
if (L0[i] >= L1[i]) CU = L0[i] - L1[i];
else CD = L1[i] - L0[i];
if (L1[i] >= L2[i]) CU = CU + L1[i] - L2[i];
else CD = CD + L2[i] - L1[i];
if (L2[i] >= L3[i]) CU = CU + L2[i] - L3[i];
else CD = CD + L3[i] - L2[i];
if (CU + CD != 0) RSI = CU / (CU + CD);
}
return(RSI);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
double Laguerre, LaguerrePrev;
double Alpha;
double MA, MAprevious;
double Juice, Tmp;
double TrendGreen, TrendRed;
double ChanUp, ChanMid, ChanDown;
double ChanUpPrev, ChanMidPrev, ChanDownPrev;
int cnt, ticket, total;
bool est_s, est_b, ChanSell, ChanBuy;
channel();
Laguerre=iCustom(NULL, 0, "Laguerre", 0, 0);
LaguerrePrev=iCustom(NULL, 0, "Laguerre", 0, 1);
Alpha=iCCI(NULL, 0, 14, PRICE_MEDIAN, 0);
Juice=iCustom(NULL,0,"Juice",0,0);
TrendGreen=iCustom(NULL,0,"i_Trend",0,0);
TrendRed=iCustom(NULL,0,"i_Trend",1,0);
ChanUp=ObjectGet("TL1",OBJPROP_PRICE2);
ChanMid=ObjectGet("MIDL",OBJPROP_PRICE2);
ChanDown=ObjectGet("TL2",OBJPROP_PRICE2);
ChanUpPrev=ObjectGet("TL1",OBJPROP_PRICE1);
ChanMidPrev=ObjectGet("MIDL",OBJPROP_PRICE2);
ChanDownPrev=ObjectGet("TL2",OBJPROP_PRICE2);
ChanBuy=false;
ChanSell=false;
if(ChanUp<ChanDown)
{ChanUp=ChanUp+ChanDown; ChanDown=ChanUp-ChanDown; ChanUp=ChanUp-ChanDown;}
if(ChanUpPrev<ChanDownPrev)
{ChanUpPrev=ChanUpPrev+ChanDownPrev; ChanDownPrev=ChanUpPrev-ChanDownPrev; ChanUpPrev=ChanUpPrev-ChanDownPrev;}
if(ChanUp>ChanUpPrev && ChanDown>ChanDownPrev) {ChanBuy=true;}
if(ChanUp<ChanUpPrev && ChanDown<ChanDownPrev) {ChanSell=true;}
if(Juice<=0)
{
RTs=true;
RTb=true;
}
total=OrdersTotal();
est_s=true;
est_b=true;
// Print("Laguerre=", Laguerre, " LaguerrePrev=", LaguerrePrev, " TrendRed=", TrendRed, " TrendGreen=", TrendGreen, " Alpha=", Alpha, " Juice=", Juice);
// Print("Up =", ChanUp , " Mid =", ChanMid, " Down =", ChanDown);
// Print("UpPrev=", ChanUpPrev, " MidPrev=", ChanMidPrev, " DownPrev=", ChanDownPrev);
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if((OrderType()==OP_SELL) && (OrderSymbol()==Symbol())) est_s=false;
if((OrderType()==OP_BUY) && (OrderSymbol()==Symbol())) est_b=false;
}
// if(total<1)
{
// no opened orders identified
if(AccountFreeMargin()<(1000*Lots))
{
Print("We have no money. Free Margin = ", AccountFreeMargin());
return(0);
}
// check for long position (BUY) possibility
if((TrendGreen>TrendRed) &&
(LaguerrePrev<=DownLagLine) &&
(Laguerre>DownLagLine) &&
est_b && Juice>JuiceLevel && Step>0) //(Alpha<-5) &&
{
ticket=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopLoss*Point,0,"15minsystem",16384,0,Green);
RTb=false;
}
// check for short position (SELL) possibility
if((TrendRed>TrendGreen) &&
(LaguerrePrev>=UpLagLine) &&
(Laguerre<UpLagLine) &&
est_s && Juice>JuiceLevel && Step<0) //(Alpha>5) &&
{
ticket=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+StopLoss*Point,0,"15minsystem",16384,0,Red);
RTs=false;
}
}
// it is important to enter the market correctly,
// but it is more important to exit it correctly...
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()<=OP_SELL && // check for opened position
OrderSymbol()==Symbol()) // check for symbol
{
if(OrderType()==OP_BUY) // long position is opened
{
// should it be closed?
if(Bid>=ChanUp)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
return(0); // exit
}
if(RTb)
{
if(Bid>=ChanMid)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
RTb=false;
return(0); // exit
}
}
}
else // go to short position
{
// should it be closed?
if(Ask<=ChanDown)
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
return(0); // exit
}
if(RTs)
{
if(Ask<=ChanMid)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
RTs=false;
return(0); // exit
}
}
}
}
}
return(0);
}
// the end.
Sample
Analysis
Market Information Used:
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Commodity channel index
Custom Indicators Used:
Juice
i_Trend
Laguerre
Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It Closes Orders by itself
Other Features:
