//+------------------------------------------------------------------+
//| StepMAExpert_v1.42.mq4 |
//| Copyright © 2005, TrendLaboratory Ltd. |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2004@list.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, TrendLaboratory Ltd."
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
#include <stdlib.mqh>
//#include <Tracert.mqh>
//---- input parameters
extern string Expert_Name = "---- StepMAExpert_v1.42 ----";
extern int Magic=1007;
extern int Slippage=6;
extern bool Trace = false; // Trace Switch
extern string Main_Parameters = " Trade Volume & Trade Method";
extern double Lots = 0.2;
extern double InitialStop = 91; // Initial Stop Value
extern double TakeProfit = 0; // Take Profit Value
extern int TrailingStopMode = 1; // Trailing Stop Mode Switch
extern double TrailingStop=0; // Classic Trailing Stop Value
extern bool SwingTrade = true; // Swing Trade Switch
extern bool PendingOrder=false; // PendingOrder/InstantExecution Switch
extern double PendOrdGap=10; // Gap from High/Low for Pending Orders
extern double BreakEven=50; // BreakEven Level in points
extern double BreakEvenGap=25; // BreakEven Gap in points
extern string Calc_Parameters = " StepMA Parameters ";
extern int Length=10; // ATR Period
extern double Kv=1.0; // Sensivity Factor
extern double StepSize=28; // Constant Step Size (if need)
extern bool HighLow=false; // High/Low Mode Switch (more sensitive)
extern double DeltaLong =1; // Breakout Depth for Long in points
extern double DeltaShort=6; // Breakout Depth for Short in points
extern double Ks=2.2; // StopLoss Factor
extern double Kp=7.5; // TakeProfit Factor
extern int FilterPeriod=34; // Filter Period (EMA Period)
extern int Nbars=1000; // Bars Number for calculation during initialization
extern string MM_Parameters = " MoneyManagement by L.Williams ";
extern bool MM=false; // ÌÌ Switch
extern double Risk=0.15; // Risk Factor
extern double LossMax=1000; // Maximum Loss by 1 Lot
int trend=0,TradeSignal=0,ExitSignal=0,prevtrend=0,matrend=0,Kz=0,mode=0,Type=0, numords;
double Smin0=0,Smax0=0,Smin1=0,Smax1=0,Price=0,PriceStop=0, BuyProfit=0, SellProfit=0;
double line0=0,line1=0,bsmin1=0,bsmax1=0, Step=0, point=0;
double BuyStop=0,SellStop=0,ATRmin=10000,ATRmax=0,bsmax2=0,bsmin2=0;
int b=0,cnt=0, digit=0;
bool FirstTime = false;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
FirstTime = true;
//----
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 TrailProfit()
{
int total=OrdersTotal();
for (cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS);
mode=OrderType();
if ( OrderSymbol()==Symbol() && OrderMagicNumber()==Magic )
{
if ( mode==OP_BUY )
{
if (Kp > 0) BuyProfit = line0 + Kp*Step/Kv; else BuyProfit = OrderTakeProfit();
//Print("BuyProfit=",BuyProfit," lin0=",line0," Step=",Step," Kp,Kv=", Kp,",",Kv);
if( BuyProfit > OrderTakeProfit())
{
OrderModify(OrderTicket(),OrderOpenPrice(),
OrderStopLoss(),
NormalizeDouble(BuyProfit,digit),0,LightGreen);
return(0);
}
}
if ( mode==OP_SELL )
{
if (Kp > 0) SellProfit = line0 - Kp*Step/Kv; else SellProfit = OrderTakeProfit();
//Print("SellProfit=",SellProfit," lin0=",line0," Step=",Step," Kp,Kv=", Kp,",",Kv);
if( SellProfit < OrderTakeProfit())
{
OrderModify(OrderTicket(),OrderOpenPrice(),
OrderStopLoss(),
NormalizeDouble(SellProfit, digit),0,Yellow);
return(0);
}
}
}
}
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
int total,ticket;
//----
//if ( Trace ) SetTrace();
if (Bars>b)
{
b=Bars;
digit = MarketInfo(Symbol(),MODE_DIGITS);
point = MarketInfo(Symbol(),MODE_POINT);
double Lotsi=Lots;
if ( MM ) Lotsi=NormalizeDouble(Lots*AccountFreeMargin()*Risk/LossMax,1);
if (Lotsi<0.1) Lotsi=0.1;
if ( Nbars == 0 ) int NBars = Bars-Length-1; else NBars = Nbars-Length-1;
if ( !FirstTime ) NBars = 1;
int MA_Mode = 0;
for ( int i=NBars; i>=1;i--)
{
if(StepSize>0)
{
Step=Kv*StepSize*point;
}
else
{
double AvgRange=0;
for (int j=Length-1;j>=0;j--)
{
if(MA_Mode==0) double alfa= 1.0; else alfa= 1.0+1.0*(Length-i)/Length;
AvgRange+= alfa*(High[j+i]-Low[j+i]);
}
double ATR0 = AvgRange/Length;
if (ATR0>ATRmax) ATRmax=ATR0;
if (ATR0<ATRmin) ATRmin=ATR0;
Step=MathRound(0.5*Kv*(ATRmax+ATRmin)/point)*point;
}
Smin1=Smin0;
Smax1=Smax0;
if(HighLow)
{
Smax0=Low[i]+2.0*Step;
Smin0=High[i]-2.0*Step;
}
else
{
Smax0=Close[i]+2.0*Step;
Smin0=Close[i]-2.0*Step;
}
prevtrend = matrend;
if(Close[1]>Smax1) matrend=1;
if(Close[1]<Smin1) matrend=-1;
line1=line0;
if(matrend>0)
{
if(Smin0<Smin1) Smin0=Smin1;
line0=Smin0+Step;
}
else
if (matrend<0)
{
if(Smax0>Smax1) Smax0=Smax1;
line0=Smax0-Step;
}
bsmin2=bsmin1;
bsmax2=bsmax1;
bsmin1=Smin0;
bsmax1=Smax0;
if ( i==1 ){ FirstTime = false;}
}
// Trade Signal area
if(!SwingTrade) TradeSignal=0;
// - BUY
if
(
Close[1]>iMA(NULL,0,FilterPeriod,0,MODE_EMA,0,1)
&&
line0-line1>DeltaLong*point
&&
line1>0
&&
prevtrend<0
) TradeSignal= 1;
// - SELL
if
(
Close[1]<iMA(NULL,0,FilterPeriod,0,MODE_EMA,0,1)
&&
line1-line0>DeltaShort*point
&&
line1>0
&&
prevtrend>0
) TradeSignal= -1;
// Exit Signal area
// - BUY Orders
if
(
//Close[1]<iMA(NULL,0,50,0,MODE_EMA,0,1)
//||
line1-line0>0
) ExitSignal= -1;
// - SELL Orders
if
(
//Close[1]>iMA(NULL,0,50,0,MODE_EMA,0,1)
//||
line0-line1>0
) ExitSignal= 1;
if(SwingTrade) ExitSignal=TradeSignal;
TrailProfit();
//-----------------------------
total=OrdersTotal();
for (cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
mode=OrderType();
if ( OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
{
// Orders Close area :
// - BUY Orders
if ( ExitSignal<0 )
{
if (mode==OP_BUY)
{
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Yellow);
}
}
// - SELL Orders
if ( ExitSignal>0 )
{
if (mode==OP_SELL)
{
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,White);
}
}
if (BreakEven > 0)
{
if (mode==OP_BUY)
{
BuyStop = OrderStopLoss();
if (Bid-OrderOpenPrice() > Kz*BreakEven*point)
{
BuyStop=OrderOpenPrice()+((Kz-1)*BreakEven+BreakEvenGap)*point;
OrderModify(OrderTicket(),OrderOpenPrice(),
NormalizeDouble(BuyStop, digit),
OrderTakeProfit(),0,LightBlue);
Kz=Kz+1;
return(0);
}
}
if (mode==OP_SELL)
{
SellStop = OrderStopLoss();
if (OrderOpenPrice()-Ask > Kz*BreakEven*point)
{
SellStop=OrderOpenPrice()-((Kz-1)*BreakEven+BreakEvenGap)*point;
OrderModify(OrderTicket(),OrderOpenPrice(),
NormalizeDouble(SellStop, digit),
OrderTakeProfit(),0,Orange);
Kz=Kz+1;
return(0);
}
}
}
// Orders Modify Area
if (TrailingStopMode > 0)
{
if (mode==OP_BUY)
{
if (TrailingStop > 0)
BuyStop = Bid - TrailingStop*point;
else
if ( Ks > 0) BuyStop = line0 - Ks*Step/Kv; else BuyStop = OrderStopLoss();
if ( BuyStop > OrderStopLoss() || OrderStopLoss()==0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),
NormalizeDouble(BuyStop, digit),
OrderTakeProfit(),0,LightGreen);
return(0);
}
}
// - SELL Orders
if (mode==OP_SELL)
{
if (TrailingStop > 0)
BuyStop = Ask + TrailingStop*point;
else
if ( Ks > 0) SellStop = line0 + Ks*Step/Kv; else SellStop = OrderStopLoss();
if( SellStop < OrderStopLoss() || OrderStopLoss()==0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),
NormalizeDouble(SellStop, digit),
OrderTakeProfit(),0,Yellow);
return(0);
}
}
}
}
// Closing of Pending Orders
if(Close[1]<MathMin(iMA(NULL,0,50,0,MODE_EMA,0,1),line0))int PendClose=1;
if(Close[1]>MathMax(iMA(NULL,0,50,0,MODE_EMA,0,1),line0)) PendClose=-1;
if (mode==OP_BUYSTOP && PendClose>0 && OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
{
OrderDelete(OrderTicket());
return(0);
}
if (mode==OP_SELLSTOP && PendClose<0 && OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
{
OrderDelete(OrderTicket());
return(0);
}
}//for (cnt=0;cnt<total;cnt++)
// Orders open area :
// - SELL Orders
if (ScanTrades()<1)
{
if ( trend>=0 && TradeSignal<0 )
{
if(PendingOrder)
{
Type=OP_SELLSTOP;
Price=Low[1]-PendOrdGap*point;
PriceStop=Price;
}
else
{
Type=OP_SELL;
Price=Bid;
PriceStop=Ask;
}
if (InitialStop > 0)
SellStop = PriceStop + InitialStop*point;
else
if( Ks > 0) SellStop= line0 + Ks*Step/Kv; else SellStop=0;
if (TakeProfit > 0)
SellProfit = Price - TakeProfit*point;
else
if (Kp > 0) SellProfit = line0 - Kp*Step/Kv; else SellProfit=0;
ticket=OrderSend(Symbol(),Type,Lotsi,
NormalizeDouble(Price, digit),
Slippage,
NormalizeDouble(SellStop, digit),
NormalizeDouble(SellProfit, digit),
"sell",Magic,0,Red);
Kz=1;
if(SwingTrade) trend=-1; else {trend=0;}
if(ticket<0)
{
Print("OrderSend failed with error #",GetLastError());
return(0);
}
return(0);
}
// - BUY Orders
if (trend <=0 && TradeSignal>0)
{
if(PendingOrder)
{
Type=OP_BUYSTOP;
Price=High[1]+PendOrdGap*point;
PriceStop = Price;
}
else
{
Type=OP_BUY;
Price=Ask;
PriceStop = Bid;
}
if (InitialStop > 0)
BuyStop = PriceStop - InitialStop*point;
else
if ( Ks > 0) BuyStop=line0-Ks*Step/Kv; else BuyStop=0;
if (TakeProfit > 0)
BuyProfit = Price + TakeProfit*point;
else
if (Kp > 0) BuyProfit = line0 + Kp*Step/Kv; else BuyProfit=0;
ticket=OrderSend(Symbol(),Type,Lotsi,
NormalizeDouble(Price, digit),
Slippage,
NormalizeDouble(BuyStop, digit),
NormalizeDouble(BuyProfit, digit),
"buy",Magic,0,Blue);
Kz=1;
if(SwingTrade) trend=1; else {trend=0;}
if(ticket<0)
{
Print("OrderSend failed with error #",GetLastError());
return(0);
}
return(0);
}
}
}//if (Bars>b)
//----
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself
Other Features: