//+------------------------------------------------------------------+
//| MartingailExpert_v1.0_Stochastic.mq4 |
//| Copyright © 2007, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//| Modified by TradingSystemForex http://www.tradingsystemforex.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
extern string MM="---------------- Money Management";
extern bool UseTargetBalance=false;
extern double TargetBalance=1500;
extern double MinProfit=0; //martingale mm stopped if profit under min profit
extern double Multiplier=2; //martingale multiplier - disabled if 1
extern double LotsBuy=0.01; //initial lots buy
extern double LotsSell=0.01; //initial lots sell
extern double maxLot=0; //maximum lot allowed
extern bool RiskMM=false; //risk money management
extern double Risk=1; //risk in percentage
extern string OM="---------------- Order Management";
extern double TakeProfit=0; //take profit - if 0 automated take profit is enabled
extern bool UseAutomatedTP=true; //automated take profit
extern double AutomatedTPFactor=10; //automated take profit factor
extern double StopLoss=0; //stop loss - disabled if 0
extern double TrailingStop=0; //trailing stop - disabled if 0
extern double TrailingStopStep=1; //margin allowed to the price before to apply the trailing stop - disabled if 1
extern bool UseMaxSpread=false; //max spread allowed to enter an order
extern int MaxSpread=2; //max spread
extern int Slippage=3; //change in spread
extern bool MaxOpenOrders=false; //max spread allowed to enter an order
extern int MaxBuyOrders=100; //max open buy orders
extern int MaxSellOrders=100; //max open sell orders
extern bool UseEquityTarget=false; //trading stopped if equity target reached
extern int EquityTarget=15000; //equity target
extern bool UseBasketLoss=false; //trading stopped if "equity loss" amount reached
extern int BasketLoss=2000; // if equity reaches this negative level, close trades
extern string DBO="---------------- Distance between orders";
extern double Step=25; //distance in pips between each order
extern int StepMode=0; //mode of calculation of the distance
//if stepmode=0 distance=step - if stepmode=1 distance=step+total number of opened orders - 2
//for stepmode=1, there is only a difference if the total number is over 2
extern string SS="---------------- Stochastic Settings";
extern double KPeriod=200; //%k period
extern double DPeriod=20; //%d period
extern double Slowing=20; //slowing
extern double SimpleZoneBuy=50; //zone buy
extern double SimpleZoneSell=50; //zone sell
extern bool ExtendedZone=false; //you have more option for the buy/sell zones
extern double CloseLevelUpBuy=70; //the buy orders are closed when this level is reached
extern double EndZoneBuy=20; //the zone buy starts at this level
extern double StartZoneBuy=0; //the zone buy finishes at this level
extern double CloseLevelDnBuy=0; //the buy orders are closed when this level is reached
//the ea takes buy orders between the two following levels
//the ea takes sell orders between the two following levels
extern double CloseLevelUpSell=100; //the sell orders are closed when this level is reached
extern double EndZoneSell=100; //the zone sell starts at this level
extern double StartZoneSell=70; //the zone sell finishes at this level
extern double CloseLevelDnSell=20; //the sell orders are closed when this level is reached
extern string MAF="---------------- MA Filter Settings";
extern bool MaFilter=false; //if price over ma : up signal is confirmed - if price under ma : down signal is confirmed
extern double MaPeriod=200; //ma period
extern double MaMode=1; //0=sma, 1=ema, 2=smoothed, 3=linear weighted
extern double MaPrice=0; //0=close, 1=open, 2=high, 3=low, 4=median price (hl/2), 5=typical price (hlc/3), 6=weighted close (hlcc/4)
extern string TAF="---------------- Time Filter Settings";
extern bool TimeFilter=false; //the ea trades only if the current time is included in the time filter
extern double StartHour=8; //star hour
extern double EndHour=21; //end hour
extern bool CloseFriday=false; //the orders are closed before the week end
extern double CloseFridayHour=22; //friday end hour
double MagicBuy=555; //buy magic number
double MagicSell=556; //sell magic number
double openpricebuy,openpricesell,LotsBuy2,LotsSell2,lastlotbuy,lastlotsell,tpb,tps,tptb,tpts,sltb,slts,cnt,slbuy,slsell,smbuy,smsell,lotstep,
free,balance,lotsell,lotbuy,dig,sig_buy,sig_sell,ask,bid;double Ballance=0.0;int err=0;double minEquity;
int ticketbuy;int ticketsell;
int OrdersTotalMagicBuy(int MagicBuy){
int j=0;int r;
for(r=0;r<OrdersTotal();r++){
if(OrderSelect(r,SELECT_BY_POS,MODE_TRADES)){
if(OrderMagicNumber()==MagicBuy)j++;
}
}
return(j);
}
int OrdersTotalMagicSell(int MagicSell){
int d=0;int n;
for(n=0;n<OrdersTotal();n++){
if(OrderSelect(n,SELECT_BY_POS,MODE_TRADES)){
if(OrderMagicNumber()==MagicSell) d++;
}
}
return(d);
}
int orderclosebuy(int ticketbuy){
string symbol = Symbol();double dig2=MarketInfo(symbol,MODE_DIGITS);int cnt;
for(cnt = OrdersTotal(); cnt >= 0; cnt--){
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol() == symbol && OrderMagicNumber()==MagicBuy){
ticketbuy=OrderTicket();OrderSelect(ticketbuy, SELECT_BY_TICKET, MODE_TRADES);LotsBuy2=OrderLots() ;
double bid = MarketInfo(symbol,MODE_BID);
RefreshRates();
OrderClose(ticketbuy,LotsBuy2,NormalizeDouble(bid,dig2),3,Magenta);
}
}
LotsBuy2=LotsBuy;return(0);
}
int orderclosesell(int ticketsell){
string symbol = Symbol();double dig2=MarketInfo(symbol,MODE_DIGITS);int cnt;
for(cnt = OrdersTotal(); cnt >= 0; cnt--){
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol() == symbol && OrderMagicNumber()==MagicSell) {
ticketsell=OrderTicket();OrderSelect(ticketsell, SELECT_BY_TICKET, MODE_TRADES);LotsSell2=OrderLots() ;
double ask = MarketInfo(symbol,MODE_ASK);
RefreshRates();
OrderClose(ticketsell,LotsSell2,NormalizeDouble(ask,dig2),3, Lime);
}
}
LotsSell2=LotsSell;return(0);
}
int start(){
//----
if(UseTargetBalance&&AccountBalance()>TargetBalance)return(0);
if(RiskMM){
if(Risk<0.1||Risk>100){
Comment("Invalid Risk Value.");return(0);}
else{
LotsBuy=MathFloor((AccountFreeMargin()*AccountLeverage()*Risk*Point*100)/(Ask*MarketInfo(Symbol(),MODE_LOTSIZE)*MarketInfo(Symbol(),MODE_MINLOT)))*MarketInfo(Symbol(),MODE_MINLOT);
LotsSell=MathFloor((AccountFreeMargin()*AccountLeverage()*Risk*Point*100)/(Ask*MarketInfo(Symbol(),MODE_LOTSIZE)*MarketInfo(Symbol(),MODE_MINLOT)))*MarketInfo(Symbol(),MODE_MINLOT);
}
}
if(RiskMM==false){LotsBuy=LotsBuy;LotsSell=LotsSell;}
if(Ballance!=0.0&&MinProfit>0){
if(Ballance<=AccountBalance()&&AccountBalance()<=(Ballance+MinProfit))Multiplier=1;
else if(AccountBalance()<Ballance)Multiplier=Multiplier;}
Ballance=AccountBalance();
double CurrentBasket=0;
CurrentBasket=AccountEquity()-AccountBalance();
if(CurrentBasket<minEquity) minEquity=CurrentBasket;
string CUBA="false";
if(UseBasketLoss==true&&CurrentBasket<=(BasketLoss*(-1))){CUBA="true";}
double x=Multiplier;
double y=OrdersTotalMagicBuy(MagicBuy)-1;
double z=OrdersTotalMagicSell(MagicSell)-1;
double MegaStepBuy=Step*MathPow(x,y);
double MegaStepSell=Step*MathPow(x,z);
double profitbuy=0;double profitsell=0;
string symbol = OrderSymbol();
double spread = MarketInfo(symbol,MODE_SPREAD);
double dig2 = MarketInfo(symbol,MODE_DIGITS);
double minLot = MarketInfo(symbol,MODE_MINLOT);
double MA=iMA(Symbol(),0,MaPeriod,0,MaMode,MaPrice,1);
double STMA=iStochastic(NULL,0,KPeriod,DPeriod,Slowing,MODE_LWMA,1,0,1);
double STSI=iStochastic(NULL,0,KPeriod,DPeriod,Slowing,MODE_LWMA,1,1,1);
string SBUY,SSELL;SBUY="false";SSELL="false";
if(STMA>STSI)SBUY="true";if(STMA<STSI)SSELL="true";
string ZBUY,ZSELL;ZBUY="false";ZSELL="false";
if(ExtendedZone==false&&STSI<SimpleZoneBuy)ZBUY="true";
if(ExtendedZone==false&&STSI>SimpleZoneSell)ZSELL="true";
if(ExtendedZone==true&&STSI>StartZoneBuy&&STSI<EndZoneBuy)ZBUY="true";
if(ExtendedZone==true&&STSI>StartZoneSell&&STSI<EndZoneSell)ZSELL="true";
string CLS,CLB;CLS="false";CLB="false";
if(ExtendedZone==true&&STSI<=CloseLevelDnSell||STSI>=CloseLevelUpSell)CLS="true";
if(ExtendedZone==true&&STSI>=CloseLevelUpBuy||STSI<=CloseLevelDnBuy)CLB="true";
string MAUP,MADN;MAUP="false";MADN="false";
if(Ask>MA||MaFilter==false)MAUP="true";
if(Bid<MA||MaFilter==false)MADN="true";
string MASP;MASP="false";
if(MaxSpread==MaxSpread||UseMaxSpread==false)MASP="true";
string MOBO,MOSO;MOBO="false";MOSO="false";
if(OrdersTotalMagicBuy(MagicBuy)<MaxBuyOrders||MaxOpenOrders==false)MOBO="true";
if(OrdersTotalMagicSell(MagicSell)<MaxSellOrders||MaxOpenOrders==false)MOSO="true";
string EQTA;EQTA="false";
if(AccountEquity()<EquityTarget||UseEquityTarget==false)EQTA="true";
string TIFI="false";
if(TimeFilter==true&&(!(Hour()<StartHour||Hour()>=EndHour)))TIFI="true";
string COFH;COFH="false";
if(CloseFriday==true&&DayOfWeek()==5&&TimeCurrent()>=StrToTime(CloseFridayHour+":00"))COFH="true";
if(minLot==0.01){dig=2;if(maxLot>0)maxLot=maxLot;else maxLot=MarketInfo(symbol,MODE_MAXLOT);}
if(minLot==0.1){dig=1;if(maxLot>0)maxLot=maxLot;else maxLot=((AccountBalance()/2)/1000);}
if(OrdersTotalMagicBuy(MagicBuy)>0){
double smbuy;
for(cnt=0;cnt<OrdersTotal();cnt++){
OrderSelect(cnt,SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol() == Symbol() && OrderMagicNumber () == MagicBuy){
ticketbuy = OrderTicket();OrderSelect(ticketbuy,SELECT_BY_TICKET, MODE_TRADES);
smbuy = smbuy+OrderLots();openpricebuy = OrderOpenPrice();lastlotbuy = OrderLots();
}
}{
if(smbuy+(NormalizeDouble((lastlotbuy*Multiplier),dig))<maxLot){
if(StepMode==0){
if(OrdersTotalMagicBuy(MagicBuy)>1)Step=MegaStepBuy;else Step=Step;
if(Ask<=openpricebuy-Step*Point&&MAUP=="true"&&MASP=="true"&&MOBO=="true"&&EQTA=="true"&&COFH=="false"&&SBUY=="true"&&ZBUY=="true"&&TIFI=="false"){
LotsBuy2=Multiplier*LotsBuy*OrdersTotalMagicBuy(MagicBuy);
if(TakeProfit>0)tptb=Ask+TakeProfit*Point;else tptb=0;if(StopLoss>0)sltb=Ask-StopLoss*Point;else sltb=0;
RefreshRates();ticketbuy=OrderSend(Symbol(),OP_BUY,NormalizeDouble(LotsBuy2,dig),Ask,3,sltb,tptb,"MartingailExpert",MagicBuy,0,Blue);
}
}
if(StepMode==1){
if(OrdersTotalMagicBuy(MagicBuy)>1)Step=MegaStepBuy;else Step=Step;
if(Ask<=openpricebuy-(Step+OrdersTotalMagicBuy(MagicBuy)+OrdersTotalMagicBuy(MagicBuy)-2)*Point&&MAUP=="true"&&MASP=="true"&&MOBO=="true"&&EQTA=="true"&&COFH=="false"&&SBUY=="true"&&ZBUY=="true"&&TIFI=="false"){
LotsBuy2=Multiplier*LotsBuy*OrdersTotalMagicBuy(MagicBuy);
if(TakeProfit>0)tptb=Ask+TakeProfit*Point;else tptb=0;if(StopLoss>0)sltb=Ask-StopLoss*Point;else sltb=0;
RefreshRates();ticketbuy=OrderSend(Symbol(),OP_BUY,NormalizeDouble(LotsBuy2,dig),Ask,3,sltb,tptb,"MartingailExpert",MagicBuy,0,Blue);
}
}
}
}
}
if(OrdersTotalMagicSell(MagicSell)>0){
double smsell;
for(cnt=0;cnt<OrdersTotal();cnt++){
OrderSelect(cnt,SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol() == Symbol() && OrderMagicNumber () == MagicSell){
ticketsell = OrderTicket();OrderSelect(ticketsell,SELECT_BY_TICKET, MODE_TRADES);
smsell = smsell + OrderLots();openpricesell = OrderOpenPrice();lastlotsell = OrderLots();
}
}{
if(smsell+(NormalizeDouble((lastlotsell*Multiplier),dig))<maxLot){
if(StepMode==0){
if(OrdersTotalMagicSell(MagicSell)>1)Step=MegaStepSell;else Step=Step;
if(Bid>=openpricesell+Step*Point&&MADN=="true"&&MASP=="true"&&MOSO=="true"&&EQTA=="true"&&COFH=="false"&&SSELL=="true"&&ZSELL=="true"&&TIFI=="false"){
LotsSell2=Multiplier*LotsSell*OrdersTotalMagicSell(MagicSell);
if(TakeProfit>0)tpts=Bid-TakeProfit*Point;else tpts=0;if(StopLoss>0)slts=Bid+StopLoss*Point;else slts=0;
RefreshRates();ticketsell=OrderSend(Symbol(),OP_SELL,NormalizeDouble(LotsSell2,dig),Bid,3,slts,tpts,"MartingailExpert",MagicSell,0,Red);
}
}
if(StepMode==1){
if(OrdersTotalMagicSell(MagicSell)>1)Step=MegaStepSell;else Step=Step;
if(Bid>=openpricesell+(Step+OrdersTotalMagicSell(MagicSell)+OrdersTotalMagicSell(MagicSell)-2)*Point&&MADN=="true"&&MASP=="true"&&MOSO=="true"&&EQTA=="true"&&COFH=="false"&&SSELL=="true"&&ZSELL=="true"&&TIFI=="false"){
LotsSell2=Multiplier*LotsSell*OrdersTotalMagicSell(MagicSell);
if(TakeProfit>0)tpts=Bid-TakeProfit*Point;else tpts=0;if(StopLoss>0)slts=Bid+StopLoss*Point;else slts=0;
RefreshRates();ticketsell=OrderSend(Symbol(),OP_SELL,NormalizeDouble(LotsSell2,dig),Bid,3,slts,tptb,"MartingailExpert",MagicSell,0,Red);
}
}
}
}
}
if (CUBA=="true")return(0);
if(OrdersTotalMagicBuy(MagicBuy)<1){if(TakeProfit>0)tptb=Ask+TakeProfit*Point;else tptb=0;if(StopLoss>0)sltb=Ask-StopLoss*Point;else sltb=0;
if(SBUY=="true"&&ZBUY=="true"&&MAUP=="true"&&MASP=="true"&&MOBO=="true"&&EQTA=="true"&&COFH=="false"&&TIFI=="false")
ticketbuy = OrderSend(Symbol(),OP_BUY,LotsBuy,Ask,3,sltb,tptb,"MartingailExpert",MagicBuy,0,Blue);
}
if(OrdersTotalMagicSell(MagicSell)<1){if(TakeProfit>0)tpts=Bid-TakeProfit*Point;else tpts=0;if(StopLoss>0)slts=Bid+StopLoss*Point;else slts=0;
if(SSELL=="true"&&ZSELL=="true"&&MADN=="true"&&MASP=="true"&&MOSO=="true"&&EQTA=="true"&&COFH=="false"&&TIFI=="false")
ticketsell = OrderSend(Symbol(),OP_SELL,LotsSell,Bid,3,slts,tpts,"MartingailExpert",MagicSell,0,Red);
}
for(cnt=0;cnt<OrdersTotal();cnt++){
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()==Symbol() && OrderMagicNumber () == MagicBuy){
ticketbuy = OrderTicket();OrderSelect(ticketbuy,SELECT_BY_TICKET, MODE_TRADES);profitbuy = profitbuy+OrderProfit() ;
openpricebuy = OrderOpenPrice();
}
}
tpb = (OrdersTotalMagicBuy(MagicBuy)*AutomatedTPFactor*Point)+openpricebuy;
double bid = MarketInfo(Symbol(),MODE_BID);
if(UseAutomatedTP==true&&profitbuy>0){
if(Bid>=tpb) orderclosebuy(ticketbuy);
}
for(cnt=0;cnt<OrdersTotal();cnt++){
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicSell){
ticketsell = OrderTicket();OrderSelect(ticketsell,SELECT_BY_TICKET, MODE_TRADES);profitsell = profitsell+OrderProfit();
openpricesell = OrderOpenPrice();
}
}
tps = openpricesell-(OrdersTotalMagicSell(MagicSell)*AutomatedTPFactor*Point);
double ask = MarketInfo(Symbol(),MODE_ASK);
if(UseAutomatedTP==true&&profitsell>0){
if(Ask<=tps)orderclosesell(ticketsell);
}
free = AccountFreeMargin();balance = AccountBalance();
for(cnt=0;cnt< OrdersTotal();cnt++){
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()==Symbol() && OrderMagicNumber () == MagicBuy) ticketbuy = OrderTicket();
if(OrderSymbol()==Symbol() && OrderMagicNumber () == MagicSell) ticketsell = OrderTicket();
}
if(EQTA=="false"||COFH=="true"||TIFI=="true"||CUBA=="true"){
orderclosesell(ticketsell);orderclosebuy(ticketbuy);
}
if(CLS=="true"){
orderclosesell(ticketsell);
}
if(CLB=="true"){
orderclosebuy(ticketbuy);
}
if(OrdersTotalMagicBuy(MagicBuy)==0||TakeProfit>0){
profitbuy=0;ticketbuy=0;tpb=0;
}
if(OrdersTotalMagicSell(MagicSell)==0||TakeProfit>0){
profitsell=0;ticketsell=0;tps=0;
}
//----
for(int ii=0; ii<2; ii+=2){
ObjectDelete("rect"+ii);
ObjectCreate("rect"+ii,OBJ_HLINE, 0, 0,tps);
ObjectSet("rect"+ii, OBJPROP_COLOR, Red);
ObjectSet("rect"+ii, OBJPROP_WIDTH, 1);
ObjectSet("rect"+ii, OBJPROP_RAY, False);
}
for(int rr=0; rr<2; rr+=2){
ObjectDelete("rect1"+rr);
ObjectCreate("rect1"+rr,OBJ_HLINE, 0, 0,tpb);
ObjectSet("rect1"+rr, OBJPROP_COLOR, Blue);
ObjectSet("rect1"+rr, OBJPROP_WIDTH, 1);
ObjectSet("rect1"+rr, OBJPROP_RAY, False);
}
if(OrdersTotalMagicBuy(MagicBuy)>1){
for(cnt=0;cnt<OrdersTotal();cnt++){
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicBuy){
ticketbuy = OrderTicket();OrderSelect(ticketbuy,SELECT_BY_TICKET, MODE_TRADES);
openpricebuy = OrderOpenPrice();slbuy= OrderStopLoss();ticketbuy = OrderTicket();
}
}
if(Bid-openpricebuy>Point*TrailingStop){
if((slbuy<Bid-Point*(TrailingStop+TrailingStopStep-1))|| (slbuy==0)){
if(TrailingStop>0){
OrderModify(ticketbuy,openpricebuy,NormalizeDouble(Bid-Point*TrailingStop,dig2),0,0,Gold);
return(0);
}
}
}
}
if(OrdersTotalMagicSell(MagicSell)>1){
for(cnt=0;cnt<OrdersTotal();cnt++){
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicSell){
ticketsell = OrderTicket();OrderSelect(ticketsell,SELECT_BY_TICKET, MODE_TRADES);
openpricesell = OrderOpenPrice(); slsell= OrderStopLoss();
}
}
if(openpricesell-Ask>Point*TrailingStop){
if((slsell>Ask+Point*(TrailingStop+TrailingStopStep-1))|| (slsell==0)){
if(TrailingStop>0){
OrderModify(ticketsell,openpricesell,NormalizeDouble(Ask+Point*TrailingStop,dig2),0,0,Gold);
return(0);
}
}
}
}
Comment("FreeMargin = ",NormalizeDouble(free,0)," Balance = ",NormalizeDouble(balance,0)," maxLot = ",NormalizeDouble(maxLot,dig),"\n",
"Totalbuy = ",OrdersTotalMagicBuy(MagicBuy)," Lot = ",smbuy," Totalsell = ",OrdersTotalMagicSell(MagicSell)," Lot = ",smsell,"\n",
"---------------------------------------------------------------","\n","Profitbuy = ",profitbuy,"\n",
"Profitsell = ",profitsell);
if(ticketbuy<0||ticketsell<0){if(GetLastError()==134){err=1;Print("NOT ENOGUGHT MONEY!!");}return (-1);}
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Moving average indicator
Stochastic oscillator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy
Other Features: