//+------------------------------------------------------------------+
//| mandarine.mq4 |
//| Copyright © 2005, Nick Bilak |
//| http://www.forex-tsd.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, Nick Bilak"
#property link "http://www.forex-tsd.com/"
#include <stdlib.mqh>
extern double StopLoss = 100;
extern double TakeProfit = 200;
extern double TrailingStop = 100;
extern int T3Periods = 5;
extern int FastPeriod = 5;
extern int SlowPeriod = 20;
extern double Lots = 0.1;
extern double MaximumRisk = 3;
extern bool FixedLot = false;
extern int slippage=2; //slippage for market order processing
extern int shift=1; //shift to current bar,
extern int MAGICNUM=187233;
bool buysig,sellsig;
int ttime,total;
string TradeSymbol;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders()
{
int ord;
//----
total=OrdersTotal();
for(int i=0;i<total;i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICNUM)
{
ord++;
}
}
//---- return orders volume
return(ord);
}
double LotsRisk(int StopLoss) {
double lot=Lots;
//---- select lot size
if (!FixedLot)
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk*0.001/StopLoss,1);
else
lot=Lots;
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForSignals(string symbol) {
//double buy =iCustom(NULL,0,"signals-mandarine",T3Periods,FastPeriod,SlowPeriod,shift,0,0);
//double sell=iCustom(NULL,0,"signals-mandarine",T3Periods,FastPeriod,SlowPeriod,shift,1,0);
double t3=t3ma(T3Periods);
double emaf11=iMA(symbol,0,FastPeriod,0,MODE_EMA,PRICE_CLOSE,shift);
double emaf12=iMA(symbol,0,FastPeriod,0,MODE_EMA,PRICE_CLOSE,shift+1);
double emas21=iMA(symbol,0,SlowPeriod,0,MODE_EMA,PRICE_OPEN,shift);
double emas22=iMA(symbol,0,SlowPeriod,0,MODE_EMA,PRICE_OPEN,shift+1);
sellsig=false;
buysig=false;
//if (t3>0) Print(t3);
//if (sell>0) {
if (emaf11<emas21 && emaf12>=emas22 && emaf11<t3) {
sellsig=true;
}
//if (buy>0) {
if (emaf11>emas21 && emaf12<=emas22 && emaf11>t3) {
buysig=true;
}
}
void CheckForOpen(string symbol) {
int res;
//---- sell conditions
if(sellsig && ttime!=Time[0]) {
res=OrderSend(symbol,OP_SELL,LotsRisk(StopLoss),Bid,slippage,Bid+StopLoss*Point,Bid-TakeProfit*Point,"t3",MAGICNUM,0,Red);
if (res<0) Print("Error opening SELL order : ",ErrorDescription(GetLastError()));
ttime=Time[0];
return;
}
//---- buy conditions
if(buysig && ttime!=Time[0]) {
res=OrderSend(symbol,OP_BUY,LotsRisk(StopLoss),Ask,slippage,Ask-StopLoss*Point,Ask+TakeProfit*Point,"t3",MAGICNUM,0,Blue);
if (res<0) Print("Error opening BUY order : ",ErrorDescription(GetLastError()));
ttime=Time[0];
return;
}
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose(string symbol) {
total=OrdersTotal();
for(int i=0;i<total;i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICNUM || OrderSymbol()!=symbol) continue;
//---- check order type
if(OrderType()==OP_BUY)
{
if (sellsig) {
OrderClose(OrderTicket(),OrderLots(),Bid,slippage,White);
}
break;
}
if(OrderType()==OP_SELL)
{
if (buysig) {
OrderClose(OrderTicket(),OrderLots(),Ask,slippage,White);
}
break;
}
}
}
//+------------------------------------------------------------------+
//| Start function |
//+------------------------------------------------------------------+
void start() {
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
TradeSymbol=Symbol();
//---- check for signals
CheckForSignals(TradeSymbol);
//---- calculate open orders by current symbol
if (CalculateCurrentOrders()==0)
CheckForOpen(TradeSymbol);
else
CheckForClose(TradeSymbol);
TrailStop(TradeSymbol);
}
//+------------------------------------------------------------------+
void TrailStop(string mySymbol) {
double StopLoss,trailing;
if ( TrailingStop>=8 ) {
trailing=TrailingStop*Point;
for (int i = 0; i < OrdersTotal(); i++) {
if ( OrderSelect (i, SELECT_BY_POS) == false ) continue;
if ( OrderSymbol() != mySymbol || OrderMagicNumber() != MAGICNUM ) continue;
if ( OrderType() == OP_BUY ) {
StopLoss = Bid-trailing;
if ( StopLoss > OrderStopLoss() ) {
OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, White);
}
}
if ( OrderType() == OP_SELL ) {
StopLoss = Ask+trailing;
if ( StopLoss < OrderStopLoss() ) {
OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, Gold);
}
}
}
}
return;
}
double t3ma(int Periods) {
int i,limit=Periods*5;
double e1[1],e2[1],e3[1],e4[1],e5[1],e6[1],e7[1];
ArrayResize(e1,limit*4);
ArrayResize(e2,limit*4);
ArrayResize(e3,limit*4);
ArrayResize(e4,limit*4);
ArrayResize(e5,limit*4);
ArrayResize(e6,limit*4);
ArrayResize(e7,limit*4);
ArraySetAsSeries(e1,true);
ArraySetAsSeries(e2,true);
ArraySetAsSeries(e3,true);
ArraySetAsSeries(e4,true);
ArraySetAsSeries(e5,true);
ArraySetAsSeries(e6,true);
ArraySetAsSeries(e7,true);
for(i=limit+Periods*5; i>=0; i--) {
e1[i]=iMA(NULL,0,Periods,0,MODE_EMA,PRICE_CLOSE,i);
}
for(i=limit+Periods*4; i>=0; i--) {
e2[i]=iMAOnArray(e1,0,Periods,0,MODE_EMA,i);
}
for(i=limit+Periods*3; i>=0; i--) {
e3[i]=iMAOnArray(e2,0,Periods,0,MODE_EMA,i);
}
for(i=limit+Periods*2; i>=0; i--) {
e4[i]=iMAOnArray(e3,0,Periods,0,MODE_EMA,i);
}
for(i=limit+Periods; i>=0; i--) {
e5[i]=iMAOnArray(e4,0,Periods,0,MODE_EMA,i);
}
double a=0.8;
double c1=-a*a*a;
double c2=3*a*a+3*a*a*a;
double c3=-6*a*a-3*a-3*a*a*a;
double c4=1+3*a+a*a*a+3*a*a;
for(i=limit; i>=0; i--) {
e6[i]=iMAOnArray(e5,0,Periods,0,MODE_EMA,i);
e7[i]=c1*e6[i]+c2*e5[i]+c3*e4[i]+c4*e3[i];
}
return(e7[0]);
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
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:
