//+------------------------------------------------------------------+
//| SARKAMA_v1.mq4 |
//| Copyright © 2006, Forex-TSD.com |
//| Written by IgorAD,igorad2003@yahoo.co.uk |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Forex-TSD.com "
#property link "http://www.forex-tsd.com/"
//---- input parameters
extern string Expert_Name = "---- SARKAMA_v1 ----";
extern int Magic = 10000;
extern int Slippage = 6;
extern string Main_data = " Trade Volume & Trade Method";
extern double Lots = 0.1;
extern double TakeProfit = 0; // Take Profit Value
extern double InitialStop = 150; // Initial Stop Value
extern double TrailingStop = 20; // Trailing Stop Value
extern string SAR_inputs = " Parabolic SAR parameters ";
extern int MainTimeFrame = 1440; // Large Time Frame in min
extern double Step = 0.05; //
extern double Maximum = 0.05; //
extern int BarsBack = 1; //
extern string KAMA_inputs = " Kaufman AMA parameters ";
extern int periodAMA = 9;
extern int nfast = 2;
extern int nslow = 30;
extern double G = 2.0;
extern double dK = 2.0;
extern string MM_inputs = " MoneyManagement by L.Williams ";
extern bool MM = false; // ÌÌ Switch
extern double MMRisk = 0.15; // Risk Factor
extern double MaxLoss = 1000; // Maximum Loss by 1 Lot
int MainTrend=0, Trend=0, MainTrend1=0, Trend1=0, cnt=0, total =0, ticket=0;
double MainSAR, MainClose, SAR, UpKAMA,DnKAMA,UpKAMA1,DnKAMA1,
SellStop,BuyStop,SellProfit,BuyProfit;
bool BuySignal = false, SellSignal = false;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
return(0);
}
// ---- Scan Trades
int ScanTrades()
{
int total = OrdersTotal();
int numords = 0;
for(int cnt=0; cnt<total; cnt++)
{
OrderSelect(cnt, SELECT_BY_POS);
if(OrderSymbol() == Symbol() && OrderType()<=OP_SELLSTOP && OrderMagicNumber() == Magic)
numords++;
}
return(numords);
}
void MainSAR()
{
MainSAR = iSAR(NULL,MainTimeFrame,Step,Maximum,0);
MainClose = iClose(NULL,MainTimeFrame,0);
MainTrend = MainTrend1;
if ( MainSAR < MainClose ) MainTrend = 1;
else if( MainSAR > MainClose ) MainTrend = -1;
MainTrend1 = MainTrend;
}
void SAR()
{
SAR = iSAR(NULL,0,Step,Maximum,BarsBack);
Trend = Trend1;
if ( SAR < Close[BarsBack] ) Trend = 1;
else if( SAR > Close[BarsBack] ) Trend = -1;
Trend1= Trend;
}
void TradeSignal()
{
UpKAMA = iCustom(NULL,0,"Kaufman", periodAMA, nfast, nslow, G, dK, 1,BarsBack);
DnKAMA = iCustom(NULL,0,"Kaufman", periodAMA, nfast, nslow, G, dK, 2,BarsBack);
UpKAMA1 = iCustom(NULL,0,"Kaufman", periodAMA, nfast, nslow, G, dK, 1,BarsBack+1);
DnKAMA1 = iCustom(NULL,0,"Kaufman", periodAMA, nfast, nslow, G, dK, 2,BarsBack+1);
//Print ( " Kama=",UpKAMA," KamaD=",DnKAMA);
BuySignal = (
UpKAMA > 0
&&
MainTrend > 0
&&
Trend > 0
&&
UpKAMA1 == NULL
);
SellSignal= (
DnKAMA > 0
&&
MainTrend < 0
&&
Trend < 0
&&
DnKAMA1 == NULL
);
}
double MoneyManagement ( bool flag, double Lots, double risk, double maxloss)
{
double Lotsi=Lots;
if ( flag ) Lotsi=Lots*NormalizeDouble(Lots*AccountFreeMargin()*MMRisk/MaxLoss,1);
if (Lotsi<0.1) Lotsi=0.1;
return(Lotsi);
}
void TrailStop()
{
for (cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS);
int mode=OrderType();
if ( OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
{
if (mode==OP_BUY)
{
BuyStop = Bid - TrailingStop*Point;
if( OrderOpenPrice() < BuyStop || OrderStopLoss() == 0 )
{
if ( BuyStop > OrderStopLoss() )
{
bool result = OrderModify(OrderTicket(),OrderOpenPrice(),
NormalizeDouble(BuyStop, Digits),
OrderTakeProfit(),0,LightGreen);
if( !result )
{
Print("BUY: OrderModify failed with error #",GetLastError());
}
return(0);
}
}
}
// - SELL Orders
if (mode==OP_SELL)
{
SellStop = Ask + Point * TrailingStop;
if( OrderOpenPrice() > SellStop)
{
if( OrderStopLoss() > SellStop || OrderStopLoss() == 0 )
{
OrderModify(OrderTicket(), OrderOpenPrice(),
NormalizeDouble(SellStop, Digits),
OrderTakeProfit(),0,DarkOrange);
if( !result )
{
Print("SELL: OrderModify failed with error #",GetLastError());
}
return(0);
}
}
}
}
}
}
// ---- Open Sell Orders
void SellOrdOpen()
{
double SellPrice = Bid;
double StopPrice = Ask;
int Mode = OP_SELL;
if (InitialStop > 0) SellStop = StopPrice + InitialStop*Point;
else SellStop = 0;
if (TakeProfit > 0) SellProfit = SellPrice - TakeProfit*Point;
else SellProfit=0;
ticket = OrderSend( Symbol(),Mode,MoneyManagement ( MM, Lots, MMRisk, MaxLoss),
NormalizeDouble(SellPrice , Digits),
Slippage,
NormalizeDouble(SellStop , Digits),
NormalizeDouble(SellProfit, Digits),
"sell",Magic,0,Red);
if(ticket<0)
{
Print("SELL: OrderSend failed with error #",GetLastError());
}
return(0);
}
// ---- Open Buy Orders
void BuyOrdOpen()
{
double BuyPrice = Ask;
double StopPrice = Bid;
int Mode = OP_BUY;
if (InitialStop > 0) BuyStop = StopPrice - InitialStop*Point;
else BuyStop = 0;
if (TakeProfit > 0) BuyProfit= BuyPrice + TakeProfit*Point;
else BuyProfit=0;
ticket = OrderSend(Symbol(),Mode, MoneyManagement ( MM, Lots, MMRisk, MaxLoss),
NormalizeDouble(BuyPrice , Digits),
Slippage,
NormalizeDouble(BuyStop , Digits),
NormalizeDouble(BuyProfit, Digits),
"buy",Magic,0,Blue);
if(ticket<0)
{
Print("BUY : OrderSend failed with error #",GetLastError());
}
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
ObjectsDeleteAll();
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
MainSAR();
SAR();
TradeSignal();
if ( TrailingStop > 0 ) TrailStop();
if (ScanTrades()<1 && BuySignal ) BuyOrdOpen() ;
if (ScanTrades()<1 && SellSignal) SellOrdOpen();
//----
return(0);
} //start()
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Parabolic Stop and Reverse system
Custom Indicators Used:
Kaufman
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
Other Features: