//+------------------------------------------------------------------+
//| ZigAndZag_trader.mq4 |
//| Copyright © 2008, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
#include <stdlib.mqh>
//---- input parameters
extern double Lots=0.1;//òîðãóåìûé ëîò
extern int ZZbar=1;//áàðîâ íàçàä ñ êîòîðîãî áåðåì ñèãíàë ê òîðãîâëå
extern int Closebar=3;//áàðîâ íàçàä ñ êîòîðîãî áåðåì ñèãíàë ê çàêðûòèþ
extern int CloseBars=5;//çàïðåò çàêðûòèÿ íà êîë-âî áàðîâ ñ ìîìåíòà îòêð îðäåðà
extern int Maxord=10;//êîëè÷åñòâî òîðãóåìûõ îðäåðîâ(ïîêà îñòàâèòü 1)âîìîæíî áóäåò ìóëüòèîðäåðíàÿ ñèñòåìà
extern int Sl=0;//ñòîïëîñ ïîäáèðàåòñÿ ïðè îïòèìèçàöèè
extern int Tp=0;//òåéê ïîäáèðàåòñÿ ïðè îïòèìèçàöèè
extern int bu=0;//
extern int Rew=0;//ðåâåðñ ïîçèöèé
extern int ClosePos=1;//Ðàçðåøàåò çàêðûòèå ïîçèöèé ïî ñèãíàëó èíäèêàòîðà
extern bool Drive=false;
extern bool _Bu=false;
extern bool Autolot=true;//âêëþ÷åíèå - îòêëþ÷åíèå àâòîëîòà
extern int magic=78977;//ìàãèê
//-----------------------
static int prevtime = 0 ;
bool buy,sell,close,NumberOfTry=3,UseSound=false;
bool first=true,newday=true;
double MinLot, MaxLot, MarginMinLot;
int MinLotDgts,Slippage=3,period,GrossPeriod,GrossTrand=0;
string NameFileSound = "expert.wav"; // Íàèìåíîâàíèå çâóêîâîãî ôàéëà
color clOpenBuy = Blue; // Öâåò çíà÷êà îòêðûòèÿ Buy
color clOpenSell = Red; // Öâåò çíà÷êà îòêðûòèÿ Sell
bool MarketWatch=true;
bool gbDisabled = False; // Áëîêèðîâêà
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
void FirstCalc()
{
//
// Ïðåäñòàðòîâûé ðàñ÷åò. Âûïîëíÿåòñÿ îäèí ðàç - ïðè çàïóñêå
// (è êàæäûé ðàç ïîñëå ñáîÿ ñâÿçè).
//
first=false;
//+--- Ìèíèìàëüíûé è ìàêñèìàëüíûé ðàçìåðû ëîòîâ
MinLot=MarketInfo(Symbol(),MODE_MINLOT);
if(MinLot<0.1) MinLotDgts=2; // ðàçìåðíîñòü ìèíëîòà
else
{
if(MinLot<1.0) MinLotDgts=1;
else MinLotDgts=0;
}
MaxLot=MarketInfo(Symbol(),MODE_MAXLOT);
//----
return;
}
//+------------------------------------------------------------------+
void init(){
if(Period()==5){period= 15;GrossPeriod=30;}
if(Period()==15){period= 30;GrossPeriod=60;}
if(Period()==30){period= 60;GrossPeriod=240;}
if(Period()==60){period= 240;GrossPeriod=1440;}
if(Period()==240){period= 1440;GrossPeriod=10080;}
if(Period()==1440){period= 10080;GrossPeriod=43200;}
if(Period()<5||Period()>10080){GrossPeriod=0;}return;}
//-------------------------------------------------------------------
int start()
{
if(NewDay()){newday=true;}
if(GrossPeriod==0){Comment("Íå ïðàâèëüíûé ïåðèîä, Ðàáoòà îñòàíîâëåííà!"); return(0);}
if(first==true) FirstCalc();
// Æäåì, êîãäà ñôîðìèðóåòñÿ íîâûé áàð
if (Time[0] == prevtime) return(0);
prevtime = Time[0];
buy=false;sell=false; close=false;
//------------Ïåðåâîä â áåçóáûòîê------------------------------------+
if(OrdersTotal()>0&&_Bu){
for(int x=0;x<OrdersTotal();x++){
if(OrderSelect(x,SELECT_BY_POS,MODE_TRADES)){
Bu(OrderTicket());}}}
//------------×èòàåì èíôó èç èíäèêàòîðà------------------------------+
//if(iCustom(NULL,GrossPeriod,"ZigAndZag",5,ZZbar)!=0){GrossTrand=1;SetArrow(241,3,true,Red);}
//if(iCustom(NULL,GrossPeriod,"ZigAndZag",6,ZZbar)!=0){GrossTrand=(-1);SetArrow(242,3,false,Red);}
if(iCustom(NULL,period,"ZigAndZag",4,Closebar)!=0){close=true;SetArrow(251,3,false,White);}
if(iCustom(NULL,GrossPeriod,"ZigAndZag",5,ZZbar)!=0){buy=true;SetArrow(241,1,true,Blue);}
if(iCustom(NULL,GrossPeriod,"ZigAndZag",6,ZZbar)!=0){sell=true;SetArrow(242,1,false,Red);}
//Comment(close+"\n"+buy+"\n"+sell+"\n"+OrdersTotal());
Comment(GrossPeriod+"\n"+GrossTrand);
//------------Îòêðûòèå îðäåðîâ---------------------------------------+
if(Rew==0&&newday){//OpenPosition("",OP_BUY,Lots,Lots,Tp,magic)
if(buy&&OrdersTotal()<Maxord){OpenPosition("",OP_BUY,Lots,Sl,Tp,magic);buy=false;newday=false; }
if(sell&&OrdersTotal()<Maxord){OpenPosition("",OP_SELL,Lots,Sl,Tp,magic);sell=false;newday=false; }}
if(Rew>0&&newday){
if(buy&&OrdersTotal()<Maxord){OpenPosition("",OP_SELL,Lots,Sl,Tp,magic);sell=false;newday=false; }
if(sell&&OrdersTotal()<Maxord){OpenPosition("",OP_BUY,Lots,Sl,Tp,magic);buy=false; newday=false;}}
//------------Çàêðûòèå îðäåðîâ---------------------------------------+
if(OrdersTotal()>0){
if(((GetPosType()==0&&sell)||(GetPosType()==1&&buy))){
for(int i=0;i<OrdersTotal();i++){
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)){
if(ClosePos==0){
if(iBarShift(NULL,CloseBars,OrderOpenTime())>0){del(OrderTicket());close=false;}}
if(ClosePos>0){del(OrderTicket());close=false;}
}}}}
//----
return(0);
}
//-------------------------------------------------------------------+
int GetPosType(){
for(int i=0;i<OrdersTotal();i++){
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)){return(OrderType());}}}
bool NewDay(){if(TimeHour(TimeCurrent())==0&&TimeMinute(TimeCurrent())<10){return(true);}return(false);}
//+------------------------------------------------------------------+
void SetArrow(int kod,int razm,bool ApDn,color col){if(Drive){
string Name=TimeToStr(TimeLocal(),TIME_DATE|TIME_MINUTES);
if(!ApDn){double prs=Ask+20*Point;}else{prs=Bid-20*Point;}
//Comment(prs+"\n"+Name);
if(!ObjectCreate(Name,OBJ_ARROW,0,0,0,0,0,0,0)){Comment(GetLastError());return;}
if(!ObjectSet(Name,OBJPROP_ARROWCODE,kod)){Comment(GetLastError());}
if(!ObjectSet(Name,OBJPROP_STYLE,DRAW_ARROW)){Comment(GetLastError());}
if(!ObjectSet(Name,OBJPROP_TIME1,Time[0])){Comment(GetLastError());}
if(!ObjectSet(Name,OBJPROP_PRICE1,prs)){Comment(GetLastError());}
if(!ObjectSet(Name,OBJPROP_WIDTH,razm)){Comment(GetLastError());}
if(!ObjectSet(Name,OBJPROP_COLOR,col)){Comment(GetLastError());}}
return;}
//-----------------------------------------------------------------------------+
// Ôóíêöèÿ çàêðûâàåò ðûíî÷íûé îðäåð ñ ïåðåäàííûì åé ìàãèêîì |
//-----------------------------------------------------------------------------+
int del(int ticket){
int err;
GetLastError();//îáíóëÿåì îøèêó
OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES);
string symbol = OrderSymbol();
//----------------------------
if(OrderType()==OP_BUY){
RefreshRates();
double prise = MarketInfo(symbol,MODE_BID);
OrderClose(ticket,OrderLots(),prise,3,Green);
err = GetLastError();}
if(OrderType()==OP_SELL){
RefreshRates();
prise = MarketInfo(symbol,MODE_ASK);
OrderClose(ticket,OrderLots(),prise,3,Green);
err = GetLastError();}
//---------------------------
if (err == 0&&UseSound){PlaySound("expert.wav");}
else{PlaySound("timeout.wav");Print(err);}
return(err);}
//-------------------------------------------------------------------+
// ôóíêöèÿ ïåðåâîäèò ÑË â áó èëè íà íóæíûé óðîâåíü +
//+------------------------------------------------------------------+
int Bu(int ti=0)
{
int err;double sl;
if(ti==0){return(-1);}
if(OrderSelect(ti,SELECT_BY_TICKET,MODE_TRADES)&&(OrderCloseTime()==0)){
if(bu==0){sl=OrderOpenPrice();}else{
if(OrderType()==OP_BUY) {sl=NormalizeDouble((OrderOpenPrice()+bu*Point),Digits);}
if(OrderType()==OP_SELL){sl=NormalizeDouble((OrderOpenPrice()-bu*Point),Digits);}}
if(OrderType()==OP_BUY){
if(sl<MarketInfo(OrderSymbol(),MODE_BID)-(MarketInfo(OrderSymbol(),MODE_STOPLEVEL)*Point)&&sl!=OrderStopLoss()){
err = OrderModify(ti,OrderOpenPrice(),sl,OrderTakeProfit(),0,White);}}
if(OrderType()==OP_SELL){
if(sl>MarketInfo(OrderSymbol(),MODE_ASK)+(MarketInfo(OrderSymbol(),MODE_STOPLEVEL)*Point)&&sl!=OrderStopLoss()){
err = OrderModify(ti,OrderOpenPrice(),sl,OrderTakeProfit(),0,White);}}}
return(err);
}
//--------------------------------------------------------------------+
//-----------------------------------------------------------------------------+
//___________________ÊÈÌÓ_______ÐÅÑÏÅÊÒ________È_____ÓÂÀÆÓÕÀ___________________|
//+----------------------------------------------------------------------------+
//| Àâòîð : Êèì Èãîðü Â. aka KimIV, http://www.kimiv.ru |
//+----------------------------------------------------------------------------+
//| Âåðñèÿ : 01.09.2005 |
//| Îïèñàíèå : Âûâîä ñîîáùåíèÿ â êîììåíò è â æóðíàë |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| m - òåêñò ñîîáùåíèÿ |
//+----------------------------------------------------------------------------+
void Message(string m) {
Comment(m);
if (StringLen(m)>0) Print(m);
}
//+----------------------------------------------------------------------------+
//| Àâòîð : Êèì Èãîðü Â. aka KimIV, http://www.kimiv.ru |
//+----------------------------------------------------------------------------+
//| Âåðñèÿ : 28.11.2006 |
//| Îïèñàíèå : Ìîäèôèêàöèÿ îäíîãî ïðåäâàðèòåëüíî âûáðàííîãî îðäåðà. |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| pp - öåíà óñòàíîâêè îðäåðà |
//| sl - öåíîâîé óðîâåíü ñòîïà |
//| tp - öåíîâîé óðîâåíü òåéêà |
//| ex - äàòà èñòå÷åíèÿ |
//+----------------------------------------------------------------------------+
void ModifyOrder(double pp=-1, double sl=0, double tp=0, datetime ex=0) {
bool fm;
color cl=Red;
double op, pa, pb, os, ot;
int dg=MarketInfo(OrderSymbol(), MODE_DIGITS), er, it;
if (pp<=0) pp=OrderOpenPrice();
if (sl<0 ) sl=OrderStopLoss();
if (tp<0 ) tp=OrderTakeProfit();
pp=NormalizeDouble(pp, dg);
sl=NormalizeDouble(sl, dg);
tp=NormalizeDouble(tp, dg);
op=NormalizeDouble(OrderOpenPrice() , dg);
os=NormalizeDouble(OrderStopLoss() , dg);
ot=NormalizeDouble(OrderTakeProfit(), dg);
if (pp!=op || sl!=os || tp!=ot) {
for (it=1; it<=NumberOfTry; it++) {
if (!IsTesting() && (!IsExpertEnabled() || IsStopped())) break;
while (!IsTradeAllowed()) Sleep(5000);
RefreshRates();
fm=OrderModify(OrderTicket(), pp, sl, tp, ex, cl);
if (fm) {
if (UseSound) PlaySound(NameFileSound); break;
} else {
er=GetLastError();
pa=MarketInfo(OrderSymbol(), MODE_ASK);
pb=MarketInfo(OrderSymbol(), MODE_BID);
Print("Error(",er,") modifying order: ",ErrorDescription(er),", try ",it);
Print("Ask=",pa," Bid=",pb," sy=",OrderSymbol(),
" op="+GetNameOP(OrderType())," pp=",pp," sl=",sl," tp=",tp);
Sleep(1000*10);
}
}
}
}
//+----------------------------------------------------------------------------+
//| Àâòîð : Êèì Èãîðü Â. aka KimIV, http://www.kimiv.ru |
//+----------------------------------------------------------------------------+
//| Âåðñèÿ : 06.03.2008 |
//| Îïèñàíèå : Âîçâðàùàåò ôëàã ñóùåñòâîâàíèÿ ïîçèöèé |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| sy - íàèìåíîâàíèå èíñòðóìåíòà ("" - ëþáîé ñèìâîë, |
//| NULL - òåêóùèé ñèìâîë) |
//| op - îïåðàöèÿ (-1 - ëþáàÿ ïîçèöèÿ) |
//| mn - MagicNumber (-1 - ëþáîé ìàãèê) |
//| ot - âðåìÿ îòêðûòèÿ ( 0 - ëþáîå âðåìÿ îòêðûòèÿ) |
//+----------------------------------------------------------------------------+
bool ExistPositions(string sy="", int op=-1, int mn=-1, datetime ot=0) {
int i, k=OrdersTotal();
if (sy=="0") sy=Symbol();
for (i=0; i<k; i++) {
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
if (OrderSymbol()==sy || sy=="") {
if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
if (op<0 || OrderType()==op) {
if (mn<0 || OrderMagicNumber()==mn) {
if (ot<=OrderOpenTime()) return(True);
}
}
}
}
}
}
return(False);
}
//+----------------------------------------------------------------------------+
//| Àâòîð : Êèì Èãîðü Â. aka KimIV, http://www.kimiv.ru |
//+----------------------------------------------------------------------------+
//| Âåðñèÿ : 01.09.2005 |
//| Îïèñàíèå : Âîçâðàùàåò íàèìåíîâàíèå òîðãîâîé îïåðàöèè |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| op - èäåíòèôèêàòîð òîðãîâîé îïåðàöèè |
//+----------------------------------------------------------------------------+
string GetNameOP(int op) {
switch (op) {
case OP_BUY : return("Buy");
case OP_SELL : return("Sell");
case OP_BUYLIMIT : return("BuyLimit");
case OP_SELLLIMIT: return("SellLimit");
case OP_BUYSTOP : return("BuyStop");
case OP_SELLSTOP : return("SellStop");
default : return("Unknown Operation");
}
}
//-----------------------------------------------------------------------------
double GetOrderLot(){
for (int i=0; i<OrdersTotal(); i++){
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)){double lot = OrderLots();}}
if(lot==0){lot=Lots;}else{lot=lot+Lots;}
return(lot);}
//+----------------------------------------------------------------------------+
//| Àâòîð : Êèì Èãîðü Â. aka KimIV, http://www.kimiv.ru |
//+----------------------------------------------------------------------------+
//| Âåðñèÿ : 10.04.2008 |
//| Îïèñàíèå : Îòêðûâàåò ïîçèöèþ ïî ðûíî÷íîé öåíå. |
//+----------------------------------------------------------------------------+
//| Ïàðàìåòðû: |
//| sy - íàèìåíîâàíèå èíñòðóìåíòà (NULL èëè "" - òåêóùèé ñèìâîë) |
//| op - îïåðàöèÿ |
//| ll - ëîò |
//| sl - óðîâåíü ñòîï |
//| tp - óðîâåíü òåéê |
//| mn - MagicNumber |
//+----------------------------------------------------------------------------+
void OpenPosition(string sy, int op, double ll, double Sl=0, double Tp=0, int mn=0) {
color clOpen;
datetime ot;
double pp, pa, pb, sl, tp;
int dg, err, it, ticket=0;
string lsComm="";
if(Autolot){ll=GetOrderLot();}
if (op<1){
if (Sl>0) sl=MarketInfo(Symbol(),MODE_ASK)-Sl*Point; else sl=0;
if (Tp>0) tp=MarketInfo(Symbol(),MODE_ASK)+Tp*Point; else tp=0;
}else{
if (Sl>0) sl=MarketInfo(Symbol(),MODE_BID)+Sl*Point; else sl=0;
if (Tp>0) tp=MarketInfo(Symbol(),MODE_BID)-Tp*Point; else tp=0;
}
if (sy=="" || sy=="0") sy=Symbol();
if (op==OP_BUY) clOpen=clOpenBuy; else clOpen=clOpenSell;
for (it=1; it<=NumberOfTry; it++) {
if (!IsTesting() && IsStopped()) {
Print("OpenPosition(): Îñòàíîâêà ðàáîòû ôóíêöèè");
break;
}
while (!IsTradeAllowed()) Sleep(5000);
RefreshRates();
dg=MarketInfo(sy, MODE_DIGITS);
pa=MarketInfo(sy, MODE_ASK);
pb=MarketInfo(sy, MODE_BID);
if (op==OP_BUY) pp=pa; else pp=pb;
pp=NormalizeDouble(pp, dg);
ot=TimeCurrent();
if (MarketWatch)
ticket=OrderSend(sy, op, ll, pp, Slippage, 0, 0, lsComm, mn, 0, clOpen);
else
ticket=OrderSend(sy, op, ll, pp, Slippage, sl, tp, lsComm, mn, 0, clOpen);
if (ticket>0) {
if (UseSound) PlaySound(NameFileSound); break;
} else {
err=GetLastError();
if (pa==0 && pb==0) Message("Ïðîâåðüòå â Îáçîðå ðûíêà íàëè÷èå ñèìâîëà "+sy);
// Âûâîä ñîîáùåíèÿ îá îøèáêå
Print("Error(",err,") opening position: ",ErrorDescription(err),", try ",it);
Print("Ask=",pa," Bid=",pb," sy=",sy," ll=",ll," op=",GetNameOP(op),
" pp=",pp," sl=",sl," tp=",tp," mn=",mn);
// Áëîêèðîâêà ðàáîòû ñîâåòíèêà
if (err==2 || err==64 || err==65 || err==133) {
gbDisabled=True; break;
}
// Äëèòåëüíàÿ ïàóçà
if (err==4 || err==131 || err==132) {
Sleep(1000*300); break;
}
if (err==128 || err==142 || err==143) {
Sleep(1000*66.666);
if (ExistPositions(sy, op, mn, ot)) {
if (UseSound) PlaySound(NameFileSound); break;
}
}
if (err==140 || err==148 || err==4110 || err==4111) break;
if (err==141) Sleep(1000*100);
if (err==145) Sleep(1000*17);
if (err==146) while (IsTradeContextBusy()) Sleep(1000*11);
if (err!=135) Sleep(1000*7.7);
}
}
if (MarketWatch && ticket>0 && (sl>0 || tp>0)) {
if (OrderSelect(ticket, SELECT_BY_TICKET)) ModifyOrder(-1, sl, tp);
}
}
//+----------------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
ZigAndZag
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
Other Features:
It plays sound alerts
