//+------------------------------------------------------------------+
//| StepMAExpert_v1.1.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 ----";
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 bool TrailingStop = false; // Trailing Stop Switch
extern bool SwingTrade = false; // Swing Trade Switch
extern bool FirstStop=false; // First Stop Switch
extern bool PendingOrder=false; // PendingOrder/InstantExecution Switch
extern double PendOrdGap=10; // Gap from High/Low for Pending Orders
extern double ZeroLossLevel=0; // Zero Loss Level in points
extern string Calc_Parameters = " StepMA Parameters ";
extern int Length=10; // ATR Period
extern double Kv=1.0; // Sensivity Factor
extern double StepSize=0; // Constant Step Size (if need)
extern bool HighLow=false; // High/Low Mode Switch (more sensitive)
extern double Delta=0; // Breakout Depth in points
extern double ExitDelta=30;
extern double Ks=1.0; // StopLoss Factor
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,matrend=0,Kz=0,mode=0,Type=0;
double Smin0=0,Smax0=0,Smin1=0,Smax1=0,Price=0;
double line0=0,line1=0,bsmin1=0,bsmax1=0;
double BuyStop=0,SellStop=0,ATRmin=10000,ATRmax=0,bsmax2=0,bsmin2=0;
int b=0,cnt=0;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
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;
if(TrailingStop) FirstStop=true;
double Lotsi=Lots;
if ( MM ) Lotsi=NormalizeDouble(AccountFreeMargin()*Risk/LossMax,1);
if (Lotsi<0.1) Lotsi=0.1;
if(StepSize>0)
{
double Step=Kv*StepSize*Point;
}
else
{
double ATR0 = iATR(NULL,0,Length,1);
ATRmax=MathMax(ATR0,ATRmax);
ATRmin=MathMin(ATR0,ATRmin);
Step=0.5*Kv*(ATRmax+ATRmin);
}
Smin1=Smin0;
Smax1=Smax0;
if(HighLow)
{
Smax0=Low[1]+2.0*Step;
Smin0=High[1]-2.0*Step;
}
else
{
Smax0=Close[1]+2.0*Step;
Smin0=Close[1]-2.0*Step;
}
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(Smax0>Smax1) Smax0=Smax1;
line0=Smax0-Step;
}
bsmin2=bsmin1;
bsmax2=bsmax1;
bsmin1=Smin0;
bsmax1=Smax0;
// Trade Signal area
if(!SwingTrade) TradeSignal=0;
// - BUY
if
(
Close[1]>iMA(NULL,0,50,0,MODE_EMA,0,1)
&&
line0-line1>Delta*Point
&&
line1>0
&&
trend<=0
) TradeSignal= 1;
// - SELL
if
(
Close[1]<iMA(NULL,0,50,0,MODE_EMA,0,1)
&&
line1-line0>Delta*Point
&&
line1>0
&&
trend>=0
) TradeSignal= -1;
// Exit Signal area
// - BUY Orders
if
(
Close[1]<iMA(NULL,0,50,0,MODE_EMA,0,1)
||
line1-line0>Delta*Point
) ExitSignal= -1;
// - SELL Orders
if
(
Close[1]>iMA(NULL,0,50,0,MODE_EMA,0,1)
||
line0-line1>Delta*Point
) ExitSignal= 1;
if(SwingTrade) ExitSignal=TradeSignal;
// Orders Close area :
//-----------------------------
total=OrdersTotal();
for (cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
mode=OrderType();
if (ZeroLossLevel > 0 && OrderMagicNumber()==Magic)
{
if (mode==OP_BUY)
{
if (Bid-OrderOpenPrice() > Kz*ZeroLossLevel*Point)
{
BuyStop=OrderOpenPrice()+((Kz-1)*ZeroLossLevel+1.0)*Point;
OrderModify(OrderTicket(),OrderOpenPrice(),BuyStop,0,0,LightBlue);
Kz=Kz+1;
return(0);
}
}
if (mode==OP_SELL)
{
if (OrderOpenPrice()-Ask > Kz*ZeroLossLevel*Point)
{
SellStop=OrderOpenPrice()-((Kz-1)*ZeroLossLevel+1.0)*Point;
OrderModify(OrderTicket(),OrderOpenPrice(),SellStop,0,0,Orange);
Kz=Kz+1;
return(0);
}
}
}
if (OrderMagicNumber()==Magic)
{
// - 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);
}
}
}
// Orders Modify Area
if (TrailingStop && OrderMagicNumber()==Magic)
{
if ( bsmin1>OrderStopLoss())
{
if (mode==OP_BUY)
{
OrderModify(OrderTicket(),OrderOpenPrice(),bsmin1,0,0,LightGreen);
return(0);
}
}
// - SELL Orders
if ( bsmax1<OrderStopLoss() )
{
if (mode==OP_SELL)
{
OrderModify(OrderTicket(),OrderOpenPrice(),bsmax1,0,0,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 && OrderMagicNumber()==Magic)
{
OrderDelete(OrderTicket());
return(0);
}
if (mode==OP_SELLSTOP && PendClose<0 && OrderMagicNumber()==Magic)
{
OrderDelete(OrderTicket());
return(0);
}
}//for (cnt=0;cnt<total;cnt++)
// Orders open area :
// - SELL Orders
if (total<1)
{
if ( trend>=0 && TradeSignal<0 )
{
if (FirstStop) SellStop=High[1]+Ks*Step/Kv; else SellStop=0;
if(PendingOrder)
{
Type=OP_SELLSTOP;
Price=Low[1]-PendOrdGap*Point;
}
else
{
Type=OP_SELL;
Price=Bid;
}
ticket=OrderSend(Symbol(),Type,Lotsi,Price,Slippage,SellStop,0,"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 (FirstStop) BuyStop=Low[1]-Ks*Step/Kv; else BuyStop=0;
if(PendingOrder)
{
Type=OP_BUYSTOP;
Price=High[1]+PendOrdGap*Point;
}
else
{
Type=OP_BUY;
Price=Ask;
}
ticket=OrderSend(Symbol(),Type,Lotsi,Price,Slippage,BuyStop,0,"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 lowest prices of each bar
Series array that contains the highest prices of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Indicator of the average true range
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
It automatically opens orders when conditions are reached
Other Features: