//EA original from Grail_2.mq4 at http://articles.mql4.com/163
//total tailormade by finimej for used at FXCH broker
#property copyright "Copyright © 2009, finimej"
#property link "www.formulatrader.com"
extern bool useATR_SL=true;
extern double Percentage_ATR_SL = 8;
//extern double Percentage_ATR_LOT = 300 ;
extern bool UseHourTrade = false;
extern int FromHourTrade = 6;
extern int ToHourTrade = 18;
extern int Slippage = 3;
extern bool UseMoneyManagement = false;
extern double DecreaseFactor = 5;
extern int Risk = 10;
extern double InitialLot=0.1;
extern bool AccountIsMicro=false;
extern int pipsaway = 5;
extern int brokerworsefill=0.0001;
extern int MA_dis_pips = 10;
extern int SL = 1800;
extern int SLreal = 1800;
extern int MA_period = 6;
extern int TP_pips = 20;
extern bool TradeperBar=false;
// int TP_Faked=5;
extern double MyMaxLot=50; //==0, then use the system lots 1000, >0 then using this lots as max lot.
extern bool UseTimeCut=true;
extern int LimitTime_1 = 20; //if position hold more than than this minutes, cut!
int BL_ticket;
int SL_ticket;
int HasBuyLimitOrder = 0;
int HasSellLimitOrder = 0;
int HasBuyOrder = 0;
int HasSellOrder = 0;
double stoploss;
double stoplossReal;
double LimitEntryDistance;
double MAMinDist;
double Mode_stop_level;
double BL_openprice;
double SL_openprice;
double TakeProfit;
double TakeProfitFaked;
double MA;
double Spread;
double LotSize;
bool BuyLimitOrderEntered=false;
double BuyLiMitOpenprice=0.0;
bool SellLimitOrderEntered=true;
double SellLiMitOpenprice=0.0;
double TakeProfitsFaked;
string Expert_Name="grail2";
int MagicBase = 626898;
int OrderAttemps=3;
//avoid news Extern & Global variables
extern bool Avoid_News = false;
extern int MinsBeforeNews = 30;
extern int MinsAfterNews = 30;
int
New_Bar, // 0/1 The fact of new bar forming
Time_0, // The new bar beginning time
ret, // Intersection direction
total; // Count of open orders
extern string hd = " --Delay time--";
extern int useDelay = 1;
extern int MinutesToDelay = 5;
datetime StopTime; // Time to wait after a trade is stopped out
bool StoppedOut=false;
extern int accoutlimit=1900;
void init()
{
MagicBase = 3000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period());
Mode_stop_level = MarketInfo(Symbol(), MODE_STOPLEVEL);
if (Mode_stop_level==0) Mode_stop_level=5;
Mode_stop_level = (Mode_stop_level + 1.0) * Point; // this is the MODESTOPLEVEL setting
stoploss = SL * Point;
LimitEntryDistance = pipsaway * Point;
MAMinDist = MA_dis_pips * Point;
//TakeProfitFaked = TP_Faked * Point;
TakeProfit=TP_pips*Point;
Spread = Ask - Bid;
stoplossReal=SLreal* Point;
}
int start()
{
if (AccountEquity()<accoutlimit)
{ForceCloseAll();
return (0);
}
if (Avoid_News==true)
{ if (GetNews()==true)
{ForceCloseAll();
return (0);
}
}
if (useDelay == 1)
{
StoppedOut = LastTradeStoppedOut();
if (CurTime() < StopTime)
{
Comment("Last trade stopped out, No Trades Until : " + TimeToStr(StopTime,TIME_DATE|TIME_MINUTES));
return(0);
}
}
if (UseHourTrade)
{
if (!(Hour() >= FromHourTrade && Hour() <= ToHourTrade))
{
Comment("This is not trading time.");
return (0);
}
}
New_Bar=0; // First zeroize
if (Time_0 != Time[0]) // If the bar beginning time changed
{
New_Bar= 1; // Here we have a new bar
Time_0 = Time[0]; // Remember the new bar beginning time
}
ScreenComments();
HasBuyLimitOrder = false;
HasSellLimitOrder = false;
HasBuyOrder = false;
HasSellOrder = false;
if (useATR_SL==true)
{ if (stoploss<=1*Percentage_ATR_SL*iATR(NULL,15,14,0))
stoploss= 1*Percentage_ATR_SL*iATR(NULL,15,14,0);
// Print("stoploss is "+DoubleToStr(stoploss,4));
}
OpenLimitOrder();
if (BuyLimitOrderEntered==true)
{
BL_openprice = NormalizeDouble(BuyLiMitOpenprice, Digits);
HasBuyLimitOrder = true;
}
if (SellLimitOrderEntered==true)
{
SL_openprice = NormalizeDouble(SellLiMitOpenprice, Digits);
HasSellLimitOrder = true;
}
MA = iMA(NULL, 0, MA_period, 0, MODE_LWMA, PRICE_TYPICAL, 0); //SMA on close price of current bar on current time frame.
Modify_order();
for (int k = OrdersTotal(); k >= 0; k--)
{
if (OrderSelect(k, SELECT_BY_POS) == true && OrderSymbol() == Symbol()&& (OrderMagicNumber() == MagicBase))
{
if (OrderType() == OP_BUY)
{
HasBuyOrder = true;
Close_B(OrderTicket(), OrderLots());
}
if (OrderType() == OP_SELL)
{
HasSellOrder = true;
Close_S(OrderTicket(), OrderLots());
}
}
}
if( TradeperBar==true)
{
if (Avoid_News==true)
{ if (GetNews()!=true&&New_Bar==1&&AccountEquity()>accoutlimit)
OpenMarketOrder();}
if (Avoid_News==false)
{ if (New_Bar==1&&AccountEquity()>accoutlimit)
OpenMarketOrder();}
}
else
{
if (Avoid_News==true)
{ if (GetNews()!=true&&AccountEquity()>accoutlimit)
OpenMarketOrder();}
if (Avoid_News==false)
{ if (AccountEquity()>accoutlimit) OpenMarketOrder();}
}
return;
} // end of start
int CloseOrder(int ticket,double numLots, double price)
{
int CloseCnt, err;
CloseCnt = 0;
while (CloseCnt < 3)// try to close 3 Times
{
if (!OrderClose(ticket,numLots,price,3,Yellow))
{
err=GetLastError();
Print(CloseCnt," Error closing order : (", err , ") " + ErrorDescription(err));
if (err > 0) CloseCnt++;
}
else
{
CloseCnt = 3;
}
}
}
void Close_B(int ticket, double lot)
{
bool closecondition=false;
if (UseTimeCut==true)
closecondition=NormalizeDouble(Bid - OrderOpenPrice(), Digits) >= TakeProfit||NormalizeDouble(OrderOpenPrice()-Bid, Digits)>stoplossReal||TimeCurrent() - OrderOpenTime() > 60 * LimitTime_1;
else
closecondition=NormalizeDouble(Bid - OrderOpenPrice(), Digits) >= TakeProfit||NormalizeDouble(OrderOpenPrice()-Bid, Digits)>stoplossReal;
if (closecondition==true)
{
CloseOrder(ticket, lot, Bid);
//OrderClose(ticket, lot, Bid, 1, Yellow);
HasBuyOrder = false;
}
}
void Close_S(int ticket, double lot)
{
bool closecondition=false;
if (UseTimeCut==true)
closecondition=NormalizeDouble(OrderOpenPrice() - Ask, Digits) >= TakeProfit||NormalizeDouble(Ask-OrderOpenPrice(), Digits)>stoplossReal||TimeCurrent() - OrderOpenTime() > 60 * LimitTime_1;
else
closecondition=NormalizeDouble(OrderOpenPrice() - Ask, Digits) >= TakeProfit||NormalizeDouble(Ask-OrderOpenPrice(), Digits)>stoplossReal;
if (closecondition==true)
{
CloseOrder(ticket, lot, Ask);
//OrderClose(ticket, lot, Ask, 1, Yellow);
HasSellOrder = false;
}
}
void Modify_order()
{
double AveragePrice = 0;
if (HasBuyLimitOrder == true)
{
AveragePrice = MA - MAMinDist;
if (MathAbs(BL_openprice - AveragePrice) > Point / 2.0)
BuyLiMitOpenprice=AveragePrice;
BL_openprice=BuyLiMitOpenprice;
// OrderModify(BL_ticket, AveragePrice, AveragePrice - stoploss, AveragePrice + LimitEntryDistance, 0, DeepSkyBlue);
}
if (HasSellLimitOrder == true)
{
AveragePrice = MA + Spread + MAMinDist;
if (MathAbs(SL_openprice - AveragePrice) > Point / 2.0)
SellLiMitOpenprice=AveragePrice;
SL_openprice=SellLiMitOpenprice;
// OrderModify(SL_ticket, AveragePrice, AveragePrice + stoploss, AveragePrice - LimitEntryDistance, 0, Pink);
}
}
void OpenLimitOrder()
{
double AveragePrice = 0;
double SL = 0;
double MA_dis_pips = 0;
if (HasBuyOrder == false && HasBuyLimitOrder == false)
{
AveragePrice = MA - Spread - MAMinDist;
SL = AveragePrice - stoploss;
MA_dis_pips = AveragePrice + LimitEntryDistance;
if (AveragePrice > Ask - MA_dis_pips)
AveragePrice = Ask - MA_dis_pips;
AveragePrice = NormalizeDouble(AveragePrice, Digits);
BuyLimitOrderEntered=true;
BuyLiMitOpenprice=AveragePrice;
//OrderSend(Symbol(), OP_BUYLIMIT, Lots(), AveragePrice, Slippage, SL, MA_dis_pips, "ISEA_Buy", MagicBase, 0, Blue);
HasBuyLimitOrder = true;
}
if (HasSellOrder == false && HasSellLimitOrder == false)
{
AveragePrice = MA + Spread + MAMinDist;
SL = AveragePrice + stoploss;
MA_dis_pips = AveragePrice - LimitEntryDistance;
if (AveragePrice < Bid + MA_dis_pips)
AveragePrice = Bid + MA_dis_pips;
AveragePrice = NormalizeDouble(AveragePrice, Digits);
SellLimitOrderEntered=true;
SellLiMitOpenprice=AveragePrice;
//OrderSend(Symbol(), OP_SELLLIMIT, Lots(), AveragePrice, Slippage, SL, MA_dis_pips, "ISEA_Sell", MagicBase, 0, Red);
HasSellLimitOrder = true;
}
}
void OpenBuyOrder()
{
int err,ticket;
int cnt=0;
// while (OrderSend(Symbol(),OP_BUY,Lots(),Ask,Slippage,Ask-stoploss,Ask+TakeProfitFaked,"",MagicBase,0,Green)==FALSE&&cnt<OrderAttemps)
while (OrderSend(Symbol(),OP_BUY,Lots(),Ask,Slippage,Ask-stoploss,0,"",MagicBase,0,Green)<=0&&cnt<OrderAttemps)
{
err = GetLastError();
Print("Error Modify BUY order: (" + err + ") " + ErrorDescription(err));
cnt++;
Sleep(100);
}
}
void OpenSellOrder()
{
int err, ticket;
int cnt=0;
//while (OrderSend(Symbol(),OP_SELL,Lots(),Bid,Slippage,Bid+stoploss,Bid-TakeProfitFaked,"",MagicBase,0,Red)<=0 && cnt<OrderAttemps)
while (OrderSend(Symbol(),OP_SELL,Lots(),Bid,Slippage,Bid+stoploss,0,"",MagicBase,0,Red)<=0 && cnt<OrderAttemps)
{
err = GetLastError();
Print("Error Modify SELL order : (" + err + ") " + ErrorDescription(err));
cnt++;
Sleep(100);
}
}
void OpenMarketOrder()
{
//buy at ask, sell at bid
if (Ask<(BuyLiMitOpenprice-brokerworsefill) && HasBuyOrder==false)
{ OpenBuyOrder();
BuyLimitOrderEntered=false;
BL_openprice=0.0;
BuyLiMitOpenprice=0.0;
}
if (Bid>(SellLiMitOpenprice+brokerworsefill)&&HasSellOrder==false)
{
OpenSellOrder();
SellLimitOrderEntered=false;
SL_openprice=0.0;
SellLiMitOpenprice=0.0;
}
}
double Lots()
{
if(UseMoneyManagement==false) return(InitialLot);
double lots;
int orders=HistoryTotal();
int losses=0;
int decimalPlaces=1;
if(AccountIsMicro==true) decimalPlaces=2;
lots=NormalizeDouble((AccountFreeMargin()*Risk/1000.0)/100,decimalPlaces);
//lots=lots/(Percentage_ATR_LOT*iATR(NULL,15,14,0));
StoppedOut = LastTradeStoppedOut();
if (StoppedOut==true)
{
if(AccountIsMicro==false) lots=0.1;
if(AccountIsMicro==true) lots=0.01;
}
if(lots<0.1 && AccountIsMicro==false) lots=0.1;
if(lots<0.01 && AccountIsMicro==true) lots=0.01;
double maxlot = MarketInfo(Symbol(), MODE_MAXLOT);
if (MyMaxLot>0)
{
if (lots>MyMaxLot)
return (MyMaxLot);
}
if(lots>maxlot) lots=maxlot-1;
return(lots);
}
void ScreenComments()
{
string Msg;
if (UseHourTrade) {
if (!(Hour() >= FromHourTrade && Hour() <= ToHourTrade))
Msg= "\n " + Expert_Name + "\n\n TRADE SESSION";
else Msg= "\n " + Expert_Name + "\n\n OUT OF SESSION";
}
Comment(Msg + "\n"
+ "------------------------------------------------------"
+ "\n"
+ "Broker: " + AccountCompany()
+ "\n"
+ "Broker Time = ", Hour() + " : " + Minute()
+ "\n"
+ "Time Start Trading = ", FromHourTrade
+ "\n"
+ "Time Stop Trading = ", ToHourTrade
+ "\n"
+ "-------------------------------------------------------"
+ "\n"
+ "ACCOUNT INFORMATION:"
+ "\n"
+ "Account Name: " + AccountName()
+ "\n"
+ "Account Number: " + AccountNumber()
+ "\n"
+ "Account Leverage: " + DoubleToStr(AccountLeverage(), 0)
+ "\n"
+ "Account Balance: " + DoubleToStr(AccountBalance(), 2)
+ "\n"
+ "Account Equity: " + DoubleToStr(AccountEquity(), 2)
+ "\n"
+ "Used Margin: " + DoubleToStr(AccountMargin(), 2)
+ "\n"
+ "------------------------------------------------------"
+ "\n"
+ "LOTS: " + DoubleToStr(Lots(), 2)
+ "\n"
+ "------------------------------------------------------"
+ "\n"
+ "SPREAD: " + DoubleToStr(GetSpread(),1) + " pips"
+ "\n"
+ "------------------------------------------------------" );
}
int func_Symbol2Val(string symbol)
{
string mySymbol = StringSubstr(symbol,0,6);
if(mySymbol=="AUDCAD") return(1);
if(mySymbol=="NZDCAD") return(19);
if(mySymbol=="AUDCHF") return(20);
if(mySymbol=="AUDJPY") return(2);
if(mySymbol=="AUDNZD") return(3);
if(mySymbol=="AUDUSD") return(4);
if(mySymbol=="CHFJPY") return(5);
if(mySymbol=="EURAUD") return(6);
if(mySymbol=="EURCAD") return(7);
if(mySymbol=="EURCHF") return(8);
if(mySymbol=="EURGBP") return(9);
if(mySymbol=="EURJPY") return(10);
if(mySymbol=="EURUSD") return(11);
if(mySymbol=="GBPCHF") return(12);
if(mySymbol=="GBPJPY") return(13);
if(mySymbol=="GBPUSD") return(14);
if(mySymbol=="NZDUSD") return(15);
if(mySymbol=="USDCAD") return(16);
if(mySymbol=="USDCHF") return(17);
if(mySymbol=="USDJPY") return(18);
Comment("unexpected Symbol");
return(19);
}
int func_TimeFrame_Const2Val(int Constant ) {
switch(Constant) {
case 1: // M1
return(1);
case 5: // M5
return(2);
case 15:
return(3);
case 30:
return(4);
case 60:
return(5);
case 240:
return(6);
case 1440:
return(7);
case 10080:
return(8);
case 43200:
return(9);
}
}
double GetSpread()
{
double Spread;
if (Point == 0.00001) // Calculate the spread in pips for symbols quoted to 5 decimal places
{
Spread = (Ask - Bid) / (Point*10); // Current Spread price for this CurrencyPair in pip form.
}
if (Point == 0.0001) // Calculate the spread in pips for symbols quoted to 4 decimal places
{
Spread = (Ask - Bid) / (Point); // Current Spread price for this CurrencyPair in pip form.
}
if (Point == 0.001) // Calculate the spread in pips for symbols quoted to 3 decimal places
{
Spread = (Ask - Bid) / (Point*10); // Current Spread price for this CurrencyPair in pip form.
}
if (Point == 0.01) // Calculate the spread in pips for symbols quoted to 2 decimal places
{
Spread = (Ask - Bid) / (Point); // Current Spread price for this CurrencyPair in pip form.
}
return(Spread);
}
//+------------------------------------------------------------------+
//| return error description |
//+------------------------------------------------------------------+
string ErrorDescription(int error_code)
{
string error_string;
//----
switch(error_code)
{
//---- codes returned from trade server
case 0:
case 1: error_string="no error"; break;
case 2: error_string="common error"; break;
case 3: error_string="invalid trade parameters"; break;
case 4: error_string="trade server is busy"; break;
case 5: error_string="old version of the client terminal"; break;
case 6: error_string="no connection with trade server"; break;
case 7: error_string="not enough rights"; break;
case 8: error_string="too frequent requests"; break;
case 9: error_string="malfunctional trade operation"; break;
case 64: error_string="account disabled"; break;
case 65: error_string="invalid account"; break;
case 128: error_string="trade timeout"; break;
case 129: error_string="invalid price"; break;
case 130: error_string="invalid stops"; break;
case 131: error_string="invalid trade volume"; break;
case 132: error_string="market is closed"; break;
case 133: error_string="trade is disabled"; break;
case 134: error_string="not enough money"; break;
case 135: error_string="price changed"; break;
case 136: error_string="off quotes"; break;
case 137: error_string="broker is busy"; break;
case 138: error_string="requote"; break;
case 139: error_string="order is locked"; break;
case 140: error_string="long positions only allowed"; break;
case 141: error_string="too many requests"; break;
case 145: error_string="modification denied because order too close to market"; break;
case 146: error_string="trade context is busy"; break;
//---- mql4 errors
case 4000: error_string="no error"; break;
case 4001: error_string="wrong function pointer"; break;
case 4002: error_string="array index is out of range"; break;
case 4003: error_string="no memory for function call stack"; break;
case 4004: error_string="recursive stack overflow"; break;
case 4005: error_string="not enough stack for parameter"; break;
case 4006: error_string="no memory for parameter string"; break;
case 4007: error_string="no memory for temp string"; break;
case 4008: error_string="not initialized string"; break;
case 4009: error_string="not initialized string in array"; break;
case 4010: error_string="no memory for array\' string"; break;
case 4011: error_string="too long string"; break;
case 4012: error_string="remainder from zero divide"; break;
case 4013: error_string="zero divide"; break;
case 4014: error_string="unknown command"; break;
case 4015: error_string="wrong jump (never generated error)"; break;
case 4016: error_string="not initialized array"; break;
case 4017: error_string="dll calls are not allowed"; break;
case 4018: error_string="cannot load library"; break;
case 4019: error_string="cannot call function"; break;
case 4020: error_string="expert function calls are not allowed"; break;
case 4021: error_string="not enough memory for temp string returned from function"; break;
case 4022: error_string="system is busy (never generated error)"; break;
case 4050: error_string="invalid function parameters count"; break;
case 4051: error_string="invalid function parameter value"; break;
case 4052: error_string="string function internal error"; break;
case 4053: error_string="some array error"; break;
case 4054: error_string="incorrect series array using"; break;
case 4055: error_string="custom indicator error"; break;
case 4056: error_string="arrays are incompatible"; break;
case 4057: error_string="global variables processing error"; break;
case 4058: error_string="global variable not found"; break;
case 4059: error_string="function is not allowed in testing mode"; break;
case 4060: error_string="function is not confirmed"; break;
case 4061: error_string="send mail error"; break;
case 4062: error_string="string parameter expected"; break;
case 4063: error_string="integer parameter expected"; break;
case 4064: error_string="double parameter expected"; break;
case 4065: error_string="array as parameter expected"; break;
case 4066: error_string="requested history data in update state"; break;
case 4099: error_string="end of file"; break;
case 4100: error_string="some file error"; break;
case 4101: error_string="wrong file name"; break;
case 4102: error_string="too many opened files"; break;
case 4103: error_string="cannot open file"; break;
case 4104: error_string="incompatible access to a file"; break;
case 4105: error_string="no order selected"; break;
case 4106: error_string="unknown symbol"; break;
case 4107: error_string="invalid price parameter for trade function"; break;
case 4108: error_string="invalid ticket"; break;
case 4109: error_string="trade is not allowed"; break;
case 4110: error_string="longs are not allowed"; break;
case 4111: error_string="shorts are not allowed"; break;
case 4200: error_string="object is already exist"; break;
case 4201: error_string="unknown object property"; break;
case 4202: error_string="object is not exist"; break;
case 4203: error_string="unknown object type"; break;
case 4204: error_string="no object name"; break;
case 4205: error_string="object coordinates error"; break;
case 4206: error_string="no specified subwindow"; break;
default: error_string="unknown error";
}
//----
return(error_string);
}
bool GetNews()
{
static int PrevMinute = -1;
bool b.NewsTime=false;
int MinSinceNews = iCustom(NULL, 0, "FFCal", 0, 0, 1, 1, 1, 1, 20, 20, 0, 0, 0, 1, 10, 13882323, 3329330, 255, 42495, 65535, 21, 600, 600, 16748574, 12632256, 10, 3, 0, 1, 0);
int Min2News = iCustom(NULL, 0, "FFCal", 0, 0, 1, 1, 1, 1, 20, 20, 0, 0, 0, 1, 10, 13882323, 3329330, 255, 42495, 65535, 21, 600, 600, 16748574, 12632256, 10, 3, 0, 1, 1);
//now compaire how many minuetes left for the time.
if (Minute() != PrevMinute)
{
PrevMinute = Minute();
b.NewsTime = false;
if ((Min2News <= MinsBeforeNews) || (MinSinceNews <= MinsAfterNews))
b.NewsTime = true;
}
return(b.NewsTime);
}
datetime LastTradeStoppedOut()
{
int cnt, total;
datetime NextTime;
bool Stopped=false;
NextTime = 0;
total = HistoryTotal();
for (cnt = total - 1; cnt >= 0; cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_HISTORY);
if(OrderSymbol()==Symbol() && OrderMagicNumber() == MagicBase)
{
Stopped = false;
if (OrderType() == OP_BUY)
{
if (OrderClosePrice() - OrderOpenPrice() < 0)
{
Stopped = true;
}
cnt = 0;
}
if (OrderType() == OP_SELL)
{
if (OrderOpenPrice() - OrderClosePrice() < 0)
{
Stopped = true;
}
cnt = 0;
}
}
}
if (Stopped)
{
StopTime = OrderCloseTime() + MinutesToDelay*60;
}
return (Stopped);
}
void ForceCloseAll()
{
for (int i = 0; i < OrdersTotal(); i++) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicBase) {
if (OrderType() == OP_BUY) Close_B(OrderTicket(), OrderLots());
if (OrderType() == OP_SELL) Close_S(OrderTicket(), OrderLots());
if (OrderType()==OP_SELLLIMIT||OrderType()==OP_BUYLIMIT) OrderDelete(OrderTicket());
}
}
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Indicator of the average true range
Moving average indicator
Custom Indicators Used:
FFCal
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It automatically opens orders when conditions are reached
Other Features:
