/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| bbkc.mq4 |
//| Copyright © 2005, tageiger aka fxid10t@yahoo.com |
//| http://www.metatrader.org |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, tageiger aka fxid10t@yahoo.com"
#property link "http://www.metatrader.org"
extern int BB.Period =20;
extern int BB.Deviation =2;
extern int KC.Period =10;
extern int Spread.Multiplier =1;
extern int Atr.Period =13;
extern double Atr.Multiplier =1.5;
extern double MaximumRisk =0.02; //%account balance to risk per position
extern double DecreaseFactor =3; //lot size divisor(reducer) during loss streak
extern int MagicNumber =851;
extern string comment ="m bbkc";
int b,s,ticket;
double spread;spread=Ask-Bid;
int init(){return(0);}
int deinit(){return(0);}
int start(){
PosCounter();
if(BB.hi()<=KC.hi() && b==0) {Buy();}
if(BB.lo()>=KC.lo() && s==0) {Sell();}
for(int j=0;j<OrdersTotal();j++) {
OrderSelect(j,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()==Symbol() && OrderComment()==Period()+comment) {
if(OrderType()==(OP_BUY || OP_SELL)) {TSL();}
if(OrderType()==(OP_BUYSTOP || OP_SELLSTOP)) {OrderMod();}}}
if(!IsTesting()) {Comments();}
return(0);
}
//functions
void PosCounter() {
b=0;s=0;
for(int cnt=0;cnt<=OrdersTotal();cnt++) {
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) {
if(OrderType()== OP_SELLSTOP) s++;
if(OrderType()==OP_SELL) s++;
if(OrderType()==OP_BUYSTOP) b++;
if(OrderType()==OP_BUY) b++;}}}
double BB.hi() {
double bbhi;
bbhi=iBands(Symbol(),0,BB.Period,BB.Deviation,0,PRICE_CLOSE,MODE_UPPER,0);
return(NormalizeDouble(bbhi,Digits));}
double BB.lo() {
double bblo;
bblo=iBands(Symbol(),0,BB.Period,BB.Deviation,0,PRICE_CLOSE,MODE_LOWER,0);
return(NormalizeDouble(bblo,Digits));}
double KC.hi() {
double kchi;
kchi=iCustom(Symbol(),0,"Keltner_Channels",KC.Period,0,0);
Print("KC.hi:",kchi);
return(NormalizeDouble(kchi,Digits));}
double KC.lo() {
double kclo;
kclo=iCustom(Symbol(),0,"Keltner_Channels",KC.Period,2,0);
Print("KC.lo:",kclo);
return(NormalizeDouble(kclo,Digits));}
void Buy() {if(b==0){ticket=OrderSend(Symbol(),
OP_BUYSTOP,
LotsOptimized(),
KC.hi(),
0,//slippage
B.sl(),
0,//takeprofit
Period()+comment,
MagicNumber,
0,//OrderExpiration
Aqua);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{ Print(ticket); PosCounter();}
else Print("Error Opening BuyStop Order: ",GetLastError());
return(0); }}}
void Sell() {if(s==0){ticket=OrderSend(Symbol(),
OP_SELLSTOP,
LotsOptimized(),
KC.lo(),
0,//slippage
S.sl(),
0,//takeprofit
Period()+comment,
MagicNumber,
0,//OrderExpiration
Magenta);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{ Print(ticket); PosCounter(); }
else Print("Error Opening SellStop Order: ",GetLastError());
return(0); }}}
double LotsOptimized() {
double lot;
int orders=HistoryTotal();
int losses=0;
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,2);
if(DecreaseFactor>0) {
for(int i=orders-1;i>=0;i--) {
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++; }
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,2); }
if(lot<0.05) lot=0.05;
return(lot); }//end LotsOptimized
double B.sl() {
double b.lo;
b.lo=Low[Lowest(Symbol(),0,MODE_LOW,BB.Period,0)];
return(b.lo-(spread*Spread.Multiplier));}
double S.sl() {
double s.hi;
s.hi=High[Highest(Symbol(),0,MODE_HIGH,BB.Period,0)];
return(s.hi+(spread*Spread.Multiplier));}
void TSL() {
double tsl;
tsl=iATR(Symbol(),0,Atr.Period,0)*Atr.Multiplier;
for(int z=0;z<OrdersTotal();z++) {
OrderSelect(z,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()==Symbol() && OrderComment()==Period()+comment && OrderMagicNumber()==MagicNumber){
if(OrderType()==OP_BUY && OrderProfit()>OrderSwap()) {
if(Bid-NormalizeDouble(tsl,Digits)>OrderStopLoss()) {
OrderModify(OrderTicket(),
OrderOpenPrice(),
Bid-NormalizeDouble(tsl,Digits),
OrderTakeProfit(),
OrderExpiration(),
CadetBlue);}}
if(OrderType()==OP_SELL && OrderProfit()>OrderSwap()) {
if(Ask+NormalizeDouble(tsl,Digits)<OrderStopLoss()) {
OrderModify(OrderTicket(),
OrderOpenPrice(),
Ask+NormalizeDouble(tsl,Digits),
OrderTakeProfit(),
OrderExpiration(),
Sienna);}}}}}
void OrderMod() {
}
void Comments() {
Comment("Last Tick: ",TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS),"\n",
"Upper BB:",BB.hi()," Upper KC:",KC.hi(),"\n",
"Lower BB:",BB.lo()," Lower KC:",KC.lo());}
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
Indicator Curves created:
Indicators Used:
Bollinger bands indicator
Indicator of the average true range
Custom Indicators Used:
Keltner_Channels
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
Other Features: