//+------------------------------------------------------------------+
//| Graal-FxProg_team.mq4 |
//| //+- Rosh |
//| http://www.investo.ru/forum/viewtopic.php?t=124777 |
//+------------------------------------------------------------------+
#property copyright "Rosh"
#define MAGIC 256
extern int FastPeriod=13;
extern int SlowPeriod=34;
extern int MomPeriod=14;
extern double MomFilter=0.1;
extern double PercentCapital=10.0;
extern double Lots=0.1;
extern int Slippage=3;
extern int StopLoss=20;
extern int TakeProfit=200;
int myBars;
extern double Patr=9;
extern double Prange=5;
extern double Kstop=1.5;
extern double kts=2;
extern double Vts=2;
extern double MaximumRisk = 0.05;
extern double DecreaseFactor = 10;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//---- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
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,1);
}
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
int cnt;
double curFastMA=iMA(NULL,0,FastPeriod,0,MODE_EMA,PRICE_CLOSE,1);
double curSlowMA=iMA(NULL,0,SlowPeriod,0,MODE_EMA,PRICE_OPEN,1);
double prevFastMA=iMA(NULL,0,FastPeriod,0,MODE_EMA,PRICE_CLOSE,2);
double prevSlowMA=iMA(NULL,0,SlowPeriod,0,MODE_EMA,PRICE_OPEN,2);
double curMom=iMomentum(NULL,0,MomPeriod,PRICE_CLOSE,1)-100.0;
double prevMom=iMomentum(NULL,0,MomPeriod,PRICE_CLOSE,2)-100.0;
//----
if (Bars!=myBars)
{
myBars=Bars;
if (curFastMA>curSlowMA && prevFastMA<prevSlowMA && curMom>MomFilter && curMom>prevMom)
{
if (OrdersTotal()>0)
{
for (cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderType()==OP_SELL) {OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,White);Sleep(30000);}
}
}
OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,Slippage,0,Ask+TakeProfit*Point,"buy",MAGIC,0,Blue);
}
if (curFastMA<curSlowMA && prevFastMA>prevSlowMA && curMom<-MomFilter && curMom<prevMom)
{
if (OrdersTotal()>0)
{
for (cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderType()==OP_BUY) {OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White);Sleep(30000);}
}
}
OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,Slippage,0,Bid-TakeProfit*Point,"sell",MAGIC,0,Red);
}
}
//----
return(0);
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
int i,mode,ticket,total;
double cnt=0,ValATR=0,hi=0,lo=0,SL=0,TS=0,prevBars=0;
if (prevBars!=Bars)
{
ValATR=0;
for(i=1; i<=Patr; i++) { if(i<=Patr) { ValATR+=High[i]-Low[i]; } }
ValATR=ValATR/Patr;
hi=High[Highest(NULL,0,MODE_HIGH,Prange,Prange)];
lo=Low[Lowest(NULL,0,MODE_LOW,Prange,Prange)];
if (Vts==1) {TS=kts*ValATR; SL=Kstop*ValATR;}
if (Vts==2) {TS=(hi-lo); SL=Kstop*(hi-lo);}
prevBars = Bars;
}
if (Vts<1 || Vts>2) return(0);
//-------------------------------------------------------
for (cnt=0; cnt<=OrdersTotal(); cnt++)
{
OrderSelect(cnt,SELECT_BY_POS);
mode=OrderType();
if(OrderSymbol()==Symbol())
{
//First Stop---------------------------------
if (mode==OP_BUY && OrderStopLoss()== 0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Low[0]-SL,OrderTakeProfit(),0,CLR_NONE);
PlaySound("expert.wav");
return(0);
}
if (mode==OP_SELL && OrderStopLoss()==0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),High[0]+SL,OrderTakeProfit(),0,CLR_NONE);
PlaySound("expert.wav");
return(0);
}
//Main Trailing-------------------------------
if ((mode==OP_BUY && High[0]-OrderOpenPrice()>TS && OrderStopLoss()<High[0]-TS) || OrderStopLoss()==0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),High[0]-TS,OrderTakeProfit(),0,CLR_NONE);
PlaySound("expert.wav");
return(0);
}
if ((mode==OP_SELL && OrderOpenPrice()-Low[0]>TS && OrderStopLoss()>Low[0]+TS) || OrderStopLoss()==0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Low[0]+TS,OrderTakeProfit(),0,CLR_NONE);
PlaySound("expert.wav");
return(0);
}
}
}
Comment("Versia: ",Vts,"\n",
"Per_ATR: ",Patr,"\n",
"Per_Range: ",Prange,"\n",
"Range: ",(High[0]-Low[0]),"\n",
"ATR: ",ValATR,"\n",
"SL: ",SL,"\n",
"TS: ",TS);
return(0);
}
//+------------------------------------------------------------------+
//| Start function |
//+------------------------------------------------------------------+
void start()
{
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose();
//----
}
//+------------------------------------------------------------------+
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
Indicator Curves created:
Indicators Used:
Moving average indicator
Momentum indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy
Other Features:
It plays sound alerts
