//+------------------------------------------------------------------+
//| Starter.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
//#include <Tracert.mqh>
extern double Lots = 0.1;
extern double MaximumRisk = 0.03;
extern double DecreaseFactor = 3;
extern int Stop = 10;
extern int SL = 0; //Äëÿ "ýñòåòîâ" èç ôîðóìó StopLoss
//extern double Lots = 4;
//Ïàðàìåòðû Laguerre
extern double GammaP = 0.7; //Íåêàÿ "Ãàììà" èç ïàðàìåòðîâ "Laguerre"
extern double StopL = 0.1; //"Ïîðîã" "Laguerre" äëÿ çàêðûòèÿ ïîçèöèè
extern int ShftL = 0; //Áàð, íà êîòîðîì ðàññ÷èòûâàåòñÿ "Laguerre"
//Ïàðàìåòðû CCI
extern int CCIperiod = 14; //Ñîáñòâåííî ïåðèîä CCI
extern int TypeCCI = 0; //"Öåíîâûå êîíñòàíòû" äëÿ ðàñ÷òåèà CCI 0-Close, 1-Open, 2-High, 3-Low, 4-Median, 5-Typical, 6-WEIGHTED
extern int DAlpha = 0; //Äåëüòà CCI - "ïîðîã èçìåíåíèÿ ñêîðîñòè CCI" â ïðîöåíòàõ
extern int CCILevel = 100; //Êëàññè÷åñêè - óðîâåíü, êîòîðûé äîëæíà ïåðåñå÷ü CCI, ÷òîáû äàòü ñèãíàë. Êëàññèêà +/-100, 0, â îðèãèíàëáíîì starter'å +/-5. ß çàêîììåíòèðîâàë, ò.ê.....
extern int ShftA1 = 0; //Áàð äëÿ ðàñ÷åòà "òåêóùåé" CCI
extern int ShftA2 = 1; //Áàð äëÿ ðàñ÷åòà "ïðåäûäóùåé" CCI
//Ïàðàìåòðû MA
extern double MAPeriod = 120; //Ñîáñòâåííî ïåðèîä MA
extern int TypeMA = 0; //"Öåíîâûå êîíñòàíòû" äëÿ ðàñ÷òåèà MA 0-Close, 1-Open, 2-High, 3-Low, 4-Median, 5-Typical, 6-WEIGHTED
extern int ShftMA = 0; //Áàð äëÿ ðàñ÷åòà "òåêóùåé" MA (Áàð äëÿ "ïðåäûäóùåé" MA = ShftMA+1 (â îòëè÷èè îò CCI))
extern double DeltaMA = 0.1; //Äåëüòà MA ("òåêóùåãî" è "ïðåäûäóùåãî" áàðà) â "ïèïñàõ" :)
//MagicNubber
extern int MagicNumber = 20051016; //ß âñåãäà âûíîøó âñåãäà, ÷òîáû ìîæíî áûëî, ÍÀÏÐÈÌÅÐ, òîðãîâàòü íà îäíîé ïàðå ñ ðàçíûìè ïàðàìåòðàìè :)
int handle;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
handle = FileOpen("StarterDebug.csv", FILE_CSV | FILE_WRITE);
FileWrite(handle, "Time[0]", "TradeType", "Laguerre", "MA", "MA1", "DMA", "Alpha1", "Alpha2", "DAlpha");
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
FileClose(handle);
//----
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;
double SLstop;
double Alpha1, Alpha2;
double MA, MA1;
//+-- double Juice;
int cnt, ticket, RealTotal, total;
// Laguerre=iCustom(NULL, 0, "Laguerre", 0, 0);
Laguerre=LaGuerre(GammaP, 0);
Alpha1=iCCI(NULL, 0, CCIperiod, TypeCCI, ShftA1);
Alpha2=iCCI(NULL, 0, CCIperiod, TypeCCI, ShftA2);
MA=iMA(NULL,0,MAPeriod,0,MODE_EMA,TypeMA,ShftMA);
MA1=iMA(NULL,0,MAPeriod,0,MODE_EMA,TypeMA,ShftMA+1);
//+-- Juice=iCustom(NULL,0,"Juice",0,0);
total=OrdersTotal();
//Èùåì ðåàëüíîå ÷èëî òðãîâûõ îðäåðîâ äëÿ íàøåãî MagicNumber íà íàøåé ïàðå (÷òîáû äàòü òîðãîâàòü ñåáå è äðóãèì ñîâåòíèêàì)
for (cnt = 0; cnt < total; cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderMagicNumber() == MagicNumber && OrderSymbol() == Symbol())
RealTotal = RealTotal + 1;
}
if(RealTotal<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(
//Èç "îðèãèíàëà"
(Laguerre==0)
&& //Íå ïðîñòî ðîñò MA, íî è ìèíèìóì íåêîòîðóþ äåëüòó
(MA-MA1 > DeltaMA * Point)
&& //Ðîñò CCI
(Alpha2 < Alpha1)
&& //Ïåðåñå÷åíèå íåêîòîðîãî óðîâíÿ +/-100, 0 "Ñíèçó-ââåðõ"
(Alpha1 > -1 * CCILevel && Alpha2 < -1 * CCILevel)
// && // îðèãèíàëå (åñëè ÷åñòíî - íå ïîíÿë. ÈÌÕÎ èìåëîñü ââèäó ïåðåñå÷åíèå (èëè "ïîäõîä" ê) 0, íî, åñëè ñìîòðåòü îòëàäî÷íûé ôàéë, òî òàì ....
// (Alpha1 < -5)
&& //Ðîñò CCI â % áîëüøå ïîðîãà
(MathAbs(Alpha1 - Alpha2)/MathMax(MathAbs(Alpha1),MathAbs(Alpha2))*100 > DAlpha)
) //+-- && Juice>JuiceLevel)
{
FileWrite(handle, "Buy", Time[0], Laguerre, MA, MA1, MA-MA1, Alpha1, Alpha2, MathAbs(Alpha1 - Alpha2)/MathMax(MathAbs(Alpha1),MathAbs(Alpha2))*100 );
FileFlush(handle);
//Äëÿ "ýñòåòîâ" StopLoss
if (SL == 0)
SLstop = 0;
else
SLstop = Ask - SL * Point;
ticket=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,SLstop,0,"starter",MagicNumber,0,Green);
}
// check for short position (SELL) possibility
if(
//Èç "îðèãèíàëà"
(Laguerre==1)
&& //Íå ïðîñòî ïàäåíèå MA, íî è ìèíèìóì íåêîòîðóþ äåëüòó
(MA-MA1 < -1 * DeltaMA * Point)
&& //Ïàäåíèå CCI
(Alpha2 > Alpha1)
&& //Ïåðåñå÷åíèå íåêîòîðîãî óðîâíÿ +/-100, 0 "Ñâåðõó-âíèç"
(Alpha1 < CCILevel && Alpha2 > CCILevel)
// && // îðèãèíàëå (åñëè ÷åñòíî - íå ïîíÿë. ÈÌÕÎ èìåëîñü ââèäó ïåðåñå÷åíèå (èëè "ïîäõîä" ê) 0, íî, åñëè ñìîòðåòü îòëàäî÷íûé ôàéë, òî òàì ....
// (Alpha1 > 5)
&& //Ðîñò CCI â % áîëüøå ïîðîãà
(MathAbs(Alpha1 - Alpha2)/MathMax(MathAbs(Alpha1),MathAbs(Alpha2))*100 > DAlpha)
) //+-- && Juice>JuiceLevel)
{
FileWrite(handle, "Sell", Time[0], Laguerre, MA, MA1, MA-MA1, Alpha1, Alpha2, MathAbs(Alpha1 - Alpha2)/MathMax(MathAbs(Alpha1),MathAbs(Alpha2))*100 );
FileFlush(handle);
//Äëÿ "ýñòåòîâ" StopLoss
if (SL == 0)
SLstop = 0;
else
SLstop = Bid + SL * Point;
ticket=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,SLstop,0,"starter",MagicNumber,0,Red);
}
}
// 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
OrderMagicNumber() == MagicNumber) // check for MagicNumber (×òîáû ðóëèòü òîëüêî ñâîèìè ñäåëêàìè ñâîåãî ñîâåòíèêà)
{
if(OrderType()==OP_BUY) // long position is opened
{
// should it be closed?
if(Laguerre>1-StopL)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
return(0); // exit
}
// check for stop
if(Stop>0)
{
if(Bid-OrderOpenPrice()>Point*Stop)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
return(0);
}
}
}
else // go to short position
{
// should it be closed?
if(Laguerre<StopL)
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
return(0); // exit
}
// check for stop
if(Stop>0)
{
if(OrderOpenPrice()-Ask>Point*Stop)
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
return(0);
}
}
}
}
}
return(0);
}
// the end.
Sample
Analysis
Market Information Used:
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
Moving average indicator
Custom Indicators Used:
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:
Uses files from the file system
It writes information to file
