//+------------------------------------------------------------------+
//| 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)
{
OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,Slippage,0,Ask+TakeProfit*Point,"buy",MAGIC,0,Blue);
}
if (curFastMA<curSlowMA && prevFastMA>prevSlowMA && curMom<-MomFilter && curMom<prevMom)
{
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 automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy
Other Features:
It plays sound alerts
