//+------------------------------------------------------------------+
//| StepMAExpert_v1.45.mq4 |
//| Copyright © 2006, TrendLaboratory Ltd. |
//| http://finance.groups.yahoo.com/group/TrendLaboratory |
//| E-mail: igorad2004@list.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, TrendLaboratory Ltd."
#property link "http://finance.groups.yahoo.com/group/TrendLaboratory"
#include <stdlib.mqh>
//#include <Tracert.mqh>
//---- input parameters
extern string Expert_Name = "---- StepMAExpert_v1.45 ----";
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 = 0.1;
extern int TrailingStopMode = 0; // Trailing Stop Mode Switch (0-without TS, 1-with TS)
extern double TrailingStop = 0; // Classic Trailing Stop Value
extern bool SwingTrade = false; // Swing or Reverse Trade Switch
extern bool PendingOrder = false; // PendingOrder/InstantExecution Switch
extern double PendOrdGap = 10; // Gap from High/Low for Pending Orders
extern int SessionStart = 0; // Start Hour of Trade Session
extern int SessionEnd = 24; // End Hour of Trade Session
extern int FilterPeriod = 50; // Period of filter (EMA)
extern string Long_Trade = " Input data for Long Positions";
extern double StepSizeLong = 0; // Step Size (in points)
extern bool HighLowLong = false; // High/Low Mode Switch (if true than more sensitive)
extern int MomPeriodLong = 1;
extern double DeltaLong = 0; // StepMA Momentum Level(in points)
extern double DeltaLongExit = 0; // StepMA Momentum Level for Exit (in points)
extern double StopSizeLong = 1.0; // Step Size for Trailing Stop (in points)
extern double ProfitSizeLong = 1.0; // Step Size for Trailing Profit (in points)
extern double InitialStopLong = 0; // Initial Stop Value (in points)
extern double TakeProfitLong = 0; // Take Profit Value (in points)
extern double BreakEvenLong = 0; // BreakEven Level (in points)
extern double BreakEvenGapLong = 0; // BreakEven Gap (in points)
extern string Short_Trade = " Input data for Short Positions ";
extern double StepSizeShort = 0; // Step Size (in points)
extern bool HighLowShort = false; // High/Low Mode Switch (if true than more sensitive)
extern int MomPeriodShort = 1;
extern double DeltaShort = 0; // StepMA Momentum Level (in points)
extern double DeltaShortExit = 0; // StepMA Momentum Level for Exit (in points)
extern double StopSizeShort = 1.0; // Step Size for Trailing Stop (in points)
extern double ProfitSizeShort = 1.0; // Step Size for Trailing Profit (in points)
extern double InitialStopShort = 0; // Initial Stop Value (in points)
extern double TakeProfitShort = 0; // Take Profit Value (in points)
extern double BreakEvenShort = 0; // BreakEven Level (in points)
extern double BreakEvenGapShort = 0; // BreakEven Gap (in points)
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 Length=10;
double Kv=1.0;
int trend=0,TradeSignal=0,ExitSignal=0,prevtrendlong=0,matrendlong=0,
matrendshort=0,prevtrendshort=0,Kz=0,mode=0,Type=0, numords;
double Smin1=0,Smax1=0,Price=0,PriceStop=0, BuyProfit=0, SellProfit=0;
double line0long=0,line1long=0,bsmin1long=0,bsmax1long=0, StepLong=0,Smin1long=0,Smax1long=0,
line0short=0,line1short=0,bsmin1short=0,bsmax1short=0,StepShort=0,Smin1short=0,Smax1short=0,
point=0, spread=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 (ProfitSizeLong > 0)
//BuyProfit = line0 + Kp*Step/Kv;
BuyProfit = bsmax1long;
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 (ProfitSizeShort > 0)
//SellProfit = line0 - Kp*Step/Kv;
SellProfit = bsmin1short;
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);
//spread = MarketInfo(Symbol(),MODE_SPREAD);
double Lotsi=Lots;
if ( MM ) Lotsi=NormalizeDouble(Lots*Lots*AccountFreeMargin()*Risk/LossMax,1);
if (Lotsi<0.1) Lotsi=0.1;
double line1longexit = line0long;
if (MomPeriodLong == 1 ) prevtrendlong = matrendlong;
else prevtrendlong = iCustom(NULL,0,"StepMA_v7EA",Length,Kv,StepSizeLong,0,0,0,HighLowLong,0,0,5,MomPeriodLong+1);
line1long= iCustom(NULL,0,"StepMA_v7EA",Length,Kv,StepSizeLong,0,0,0,HighLowLong,0,0,0,MomPeriodLong+1);
line0long = iCustom(NULL,0,"StepMA_v7EA",Length,Kv,StepSizeLong,0,0,0,HighLowLong,0,0,0,1);
matrendlong = iCustom(NULL,0,"StepMA_v7EA",Length,Kv,StepSizeLong,0,0,0,HighLowLong,0,0,5,1);
double line1shortexit = line0short;
if (MomPeriodShort == 1 ) prevtrendshort = matrendshort;
else prevtrendshort = iCustom(NULL,0,"StepMA_v7EA",Length,Kv,StepSizeShort,0,0,0,HighLowShort,0,0,5,MomPeriodShort+1);
line1short= iCustom(NULL,0,"StepMA_v7EA",Length,Kv,StepSizeShort,0,0,0,HighLowShort,0,0,0,MomPeriodShort+1);
line0short = iCustom(NULL,0,"StepMA_v7EA",Length,Kv,StepSizeShort,0,0,0,HighLowShort,0,0,0,1);
matrendshort = iCustom(NULL,0,"StepMA_v7EA",Length,Kv,StepSizeShort,0,0,0,HighLowShort,0,0,5,1);
if(StepSizeLong>0) StepLong=Kv*StepSizeLong*point;
if(StepSizeShort>0) StepShort=Kv*StepSizeShort*point;
bsmin1long = line0long - ProfitSizeLong*point;
bsmax1long = line0long + ProfitSizeLong*point;
double slinelong = line0long;
Smin1long= slinelong - StopSizeLong*point;
Smax1long= slinelong + StopSizeLong*point;
bsmin1short = line0short - ProfitSizeShort*point;
bsmax1short = line0short + ProfitSizeShort*point;
double slineshort = line0short;
Smin1short= slineshort - StopSizeShort*point;
Smax1short= slineshort + StopSizeShort*point;
//if ( i==1 ){ FirstTime = false;
//Print (" i=",i," line0=",line0," line1=",line1," matrend=", matrend, " Step=", Step); }
//else
//if ( i == NBars )
//Print ("Smin=",Smin1," Smax=",Smax1," matrend=", matrend, " Step=", Step);
//}
// -----------
bool TimeCondition = false;
TimeCondition = (TimeHour(CurTime()) >= SessionStart && TimeHour(CurTime()) <=SessionEnd);
// ------------
if ( FilterPeriod > 0 )
{
bool BuyFilter = false;
BuyFilter = ( Close[1]>iMA(NULL,0,FilterPeriod,0,MODE_EMA,0,1));
bool SellFilter = false;
SellFilter =( Close[1]<iMA(NULL,0,FilterPeriod,0,MODE_EMA,0,1));
}
else
{ BuyFilter = true; SellFilter = true; }
// ------------
// Trade Signal area
if(!SwingTrade) TradeSignal=0;
// - BUY
if
(
BuyFilter
&&
line0long-line1long>DeltaLong*point
&&
line1long>0
&&
prevtrendlong < 0
//|| prevtrend2 < 0)
) TradeSignal= 1;
// - SELL
if
(
SellFilter
&&
line1short-line0short>DeltaShort*point
&&
line1short>0
&&
prevtrendshort > 0
//|| prevtrend2 > 0)
) TradeSignal= -1;
//Print (" line0=",line0," line1=",line1," matrend=", matrend, " signal=", TradeSignal);
// Exit Signal area
// - BUY Orders
if
(
//Close[1]<iMA(NULL,0,50,0,MODE_EMA,0,1)
//||
line1longexit-line0long>DeltaLongExit*point
//line1long-line0long>0
) ExitSignal= -1;
// - SELL Orders
if
(
//Close[1]>iMA(NULL,0,50,0,MODE_EMA,0,1)
//||
line0short-line1shortexit>DeltaShortExit*point
//line0short-line1short>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 (BreakEvenShort > 0 || BreakEvenLong > 0)
//{
if (mode==OP_BUY && BreakEvenLong > 0)
{
BuyStop = OrderStopLoss();
if (Bid-OrderOpenPrice() > Kz*BreakEvenLong*point)
{
BuyStop=OrderOpenPrice()+((Kz-1)*BreakEvenLong+BreakEvenGapLong)*point;
OrderModify(OrderTicket(),OrderOpenPrice(),
NormalizeDouble(BuyStop, digit),
OrderTakeProfit(),0,LightBlue);
Kz=Kz+1;
return(0);
}
}
if (mode==OP_SELL && BreakEvenShort > 0)
{
SellStop = OrderStopLoss();
if (OrderOpenPrice()-Ask > Kz*BreakEvenShort*point)
{
SellStop=OrderOpenPrice()-((Kz-1)*BreakEvenShort+BreakEvenGapShort)*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 ( StopSizeLong > 0)
//BuyStop = line0 - Ks*Step/Kv - spread;
BuyStop = Smin1long;
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 ( StopSizeShort > 0)
//SellStop = line0 + Ks*Step/Kv + spread;
SellStop = Smax1short;
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,FilterPeriod,0,MODE_EMA,0,1),line0long))int PendClose=1;
if(Close[1]>MathMax(iMA(NULL,0,FilterPeriod,0,MODE_EMA,0,1),line0short)) 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 && TimeCondition)
{
if(PendingOrder)
{
Type=OP_SELLSTOP;
Price=Low[1]-PendOrdGap*point;
PriceStop=Price;
}
else
{
Type=OP_SELL;
Price=Bid;
PriceStop=Ask;
}
if (InitialStopShort > 0)
SellStop = PriceStop + InitialStopShort*point;
else
if( StopSizeShort > 0)
//SellStop= line0 + Ks*Step/Kv + spread;
SellStop= Smax1short;
else SellStop=0;
if (TakeProfitShort > 0)
SellProfit = Price - TakeProfitShort*point;
else
if (ProfitSizeShort > 0)
//SellProfit = line0 - Kp*Step/Kv;
SellProfit = bsmin1short;
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 && TimeCondition)
{
if(PendingOrder)
{
Type=OP_BUYSTOP;
Price=High[1]+PendOrdGap*point;
PriceStop = Price;
}
else
{
Type=OP_BUY;
Price=Ask;
PriceStop = Bid;
}
if (InitialStopLong > 0)
BuyStop = PriceStop - InitialStopLong*point;
else
if ( StopSizeLong > 0)
//BuyStop = line0-Ks*Step/Kv-spread;
BuyStop = Smin1long;
else BuyStop=0;
if (TakeProfitLong > 0)
BuyProfit = Price + TakeProfitLong*point;
else
if (ProfitSizeLong > 0)
//BuyProfit = line0 + Kp*Step/Kv;
BuyProfit = bsmax1long;
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 close prices for each bar
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
StepMA_v7EA
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: