/*-----------------------------+ | | | Shared by www.Aptrafx.com | | | +------------------------------*/ //+------+ //|BollTrade //+------+ #property copyright "Ron Thompson" #property link "http://www.lightpatch.com/forex" //3g - added refreshrates in order close sections matching the order open sections //3g - changed CurrTime in logwrite() to gregorian format //3g - changed TradeComment and MagicNumber //3g - changed logging and logerrs default to true //3g - added logwrite of blank line when opening orders to create visual seperation in log //3g - added logwrite of data excursions outside upper and lower bollinger bands //3g - cleaned up some blank line spacing //3g - added halfPip variable, but not using it just yet //3h - changed LossLimit to 39(+1) and BDistance to 14(-1) //3h - added 500mS delay after order errors //3h - added Compounding to increase orders as peak rises. (Wow!) //3h - no longer using TradeAllowed on a per-bar basis //3h - no longer using OnlyOneOrder //3h - removed halfpip //3h - added Comment to tell the EA is alive //3i1 - added OrdersPerSymbol to break out of close loops // (use Symbol() and MagicNumber so it'll play nice with other EAs) //3i1 - added CloseEverything and associated BasketProfit/Loss code //3i1 - added breakeven and trailingstop //3i1 - added 'if' to logging during BUYme and SELLme calculations //3i1 - added equity check as well as user input for equity level //3i1 - changed Deviation to a double in prep for floating point bollinger //3i1 - added a loop counter while closing trades, out in 25 seconds // user input extern double MinAcctEquity= 1000; // must have this much before trading extern double ProfitMade = 8; // how much money do you expect to make extern double BasketProfit = 0; extern double LossLimit = 39; // how much loss can you take extern double BasketLoss = 0; extern double BreakEven = 0; extern double TrailStop = 0; extern bool Compounding = false; // buy more as the distance outside the band increases extern double BDistance = 14; // plus how much extern int BPeriod = 15; // Bollinger period extern double Deviation = 2.0; // Bollinger deviation extern double Lots = 1.0; // how many lots to trade at a time extern bool LotIncrease = true ; // grow lots based on balance = true extern bool logging = false ; // log data or not extern bool logerrs = false ; // log errors or not extern bool logtick = false ; // log tick data while orders open (or not) // non-external flag settings int Slippage=2; // how many pips of slippage can you tolorate double CompoundTrack; // used to track compounding and steps // naming and numbering int MagicNumber = 363638; // allows multiple experts to trade on same account string TradeComment = "_bolltrade_v03h.txt"; double StartingBalance=0; // lot size control if LotIncrease == true // Bar handling datetime bartime=0; // used to determine when a bar has moved int bartick=0; // number of times bars have moved // Trade control bool TradeAllowed=true; // used to manage trades // Min/Max tracking and tick logging int maxOrders; // statistic for maximum numbers or orders open at one time double maxEquity; // statistic for maximum equity level double minEquity; // statistic for minimum equity level double maxOEquity; // statistic for maximum equity level per order double minOEquity; // statistic for minimum equity level per order double EquityPos=0; // statistic for number of ticks order was positive double EquityNeg=0; // statistic for number of ticks order was negative double EquityZer=0; // statistic for number of ticks order was zero // used for verbose error logging #include <stdlib.mqh> //+-------------+ //| Custom init | //|-------------+ // Called ONCE when EA is added to chart or recompiled int init() { if(LotIncrease) { //StartingBalance=AccountBalance()/Lots; StartingBalance=1402; logwrite(TradeComment,"LotIncrease ACTIVE Account balance="+AccountBalance()+" Lots="+Lots+" StartingBalance="+StartingBalance); } else { logwrite(TradeComment,"LotIncrease NOT ACTIVE Account balance="+AccountBalance()+" Lots="+Lots); } logwrite(TradeComment,"Init Complete"); Comment(" "); } //+----------------+ //| Custom DE-init | //+----------------+ // Called ONCE when EA is removed from chart int deinit() { // always indicate deinit statistics logwrite(TradeComment,"MAX number of orders "+maxOrders); logwrite(TradeComment,"MAX equity "+maxEquity); logwrite(TradeComment,"MIN equity "+minEquity); // so you can see stats in journal Print("MAX number of orders "+maxOrders); Print("MAX equity "+maxEquity); Print("MIN equity "+minEquity); logwrite(TradeComment,"DE-Init Complete"); Comment(" "); } //+-----------+ //| Main | //+-----------+ // Called EACH TICK and each Bar[] int start() { int cnt=0; int gle=0; int ticket=0; int OrdersPerSymbol=0; int OrdersBUY=0; int OrdersSELL=0; // stoploss and takeprofit and close control double SL=0; double TP=0; double CurrentProfit=0; double CurrentBasket=0; // direction control bool BUYme=false; bool SELLme=false; //safety counter int loopcount=0; int maxloop=50; // bar counting if(bartime!=Time[0]) { bartime=Time[0]; bartick++; } // Lot increasement based on AccountBalance when expert is started // this will trade 1.0, then 1.1, then 1.2 etc as account balance grows // or 0.9 then 0.8 then 0.7 as account balance shrinks if(LotIncrease) { Lots=NormalizeDouble(AccountBalance()/StartingBalance,1); if(Lots>50.0) Lots=50.0; } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { OrdersPerSymbol++; if(OrderType()==OP_BUY) {OrdersBUY++;} if(OrderType()==OP_SELL){OrdersSELL++;} } } if(OrdersPerSymbol==0) { CompoundTrack=0; // This allows the 1st order at BDistance after everything closes // others are handled in the indicator section TradeAllowed=true; } // keep some statistics if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol; //+-----------------------------+ //| Insert your indicator here | //| And set either BUYme or | //| SELLme true to place orders | //+-----------------------------+ double bup=iBands(Symbol(),0,BPeriod,Deviation,0,PRICE_OPEN,MODE_UPPER,0); double bdn=iBands(Symbol(),0,BPeriod,Deviation,0,PRICE_OPEN,MODE_LOWER,0); if(Close[0]>bup) Comment("S Up="+bup+" Dn="+bdn); if(Close[0]<bdn) Comment("B Up="+bup+" Dn="+bdn); if(Close[0]<bup && Close[0]>bdn) Comment("- Up="+bup+" Dn="+bdn); // if close is above upper band + BDistance then SELL if(Close[0]>bup+(BDistance*Point)) { SELLme=true; if(logging) logwrite("BollTick3g.txt","---SELLme happened"); if(Compounding && CompoundTrack>0 && Close[0]>CompoundTrack) { SELLme=true; TradeAllowed=true; if(logging) logwrite("BollTick3h.txt","---SELLme happened again "+CompoundTrack ); } } // if close is below lower band + BDistance then BUY if(Close[0]<bdn-(BDistance*Point)) { BUYme=true; if(logging) logwrite("BollTick3h.txt","----BUYme happened"); if(Compounding && CompoundTrack>0 && Close[0]<CompoundTrack) { BUYme=true; TradeAllowed=true; if(logging) logwrite("BollTick3g.txt","----BUYme happened again "+CompoundTrack ); } } //+------------+ //| End Insert | //+------------+ //ENTRY LONG (buy, Ask) if( TradeAllowed && BUYme) { while(true) { if(AccountEquity()<MinAcctEquity) { if(logging) logwrite(TradeComment,"Your equity is too low to trade"); break; } if(LossLimit ==0) SL=0; else SL=Ask-((LossLimit+10)*Point ); if(ProfitMade==0) TP=0; else TP=Ask+((ProfitMade+10)*Point ); ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,TradeComment,MagicNumber,White); gle=GetLastError(); if(gle==0) { CompoundTrack=Close[0]; //CompoundTrack=Ask; if(logging) logwrite(TradeComment," "); if(logging) logwrite(TradeComment,"BUY Ticket="+ticket+" Ask="+Ask+" Lots="+Lots+" SL="+SL+" TP="+TP); maxOEquity=0; minOEquity=0; EquityPos=0; EquityNeg=0; EquityZer=0; TradeAllowed=false; break; } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- opening BUY order: SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); Print("-----ERROR----- opening BUY order :"+gle+" ticket="+ticket+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); } }//while }//BUYme //ENTRY SHORT (sell, Bid) if( TradeAllowed && SELLme ) { while(true) { if(AccountEquity()<MinAcctEquity) { if(logging) logwrite(TradeComment,"Your equity is too low to trade"); break; } if(LossLimit ==0) SL=0; else SL=Bid+((LossLimit+10)*Point ); if(ProfitMade==0) TP=0; else TP=Bid-((ProfitMade+10)*Point ); ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red); gle=GetLastError(); if(gle==0) { CompoundTrack=Close[0]; //CompoundTrack=Bid; if(logging) logwrite(TradeComment," "); if(logging) logwrite(TradeComment,"SELL Ticket="+ticket+" Bid="+Bid+" Lots="+Lots+" SL="+SL+" TP="+TP); maxOEquity=0; minOEquity=0; EquityPos=0; EquityNeg=0; EquityZer=0; TradeAllowed=false; break; } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- opening SELL order: SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); Print("-----ERROR----- opening SELL order :"+gle+" ticket="+ticket+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); } }//while }//SELLme //Basket profit or loss CurrentBasket=AccountEquity()-AccountBalance(); if( BasketProfit>0 && CurrentBasket>=BasketProfit ) CloseEverything(); if( BasketLoss >0 && CurrentBasket<=(BasketLoss*(-1)) ) CloseEverything(); // accumulate statistics CurrentBasket=AccountEquity()-AccountBalance(); if(CurrentBasket>maxEquity) { maxEquity=CurrentBasket; maxOEquity=CurrentBasket; } if(CurrentBasket<minEquity) { minEquity=CurrentBasket; minOEquity=CurrentBasket; } if(CurrentBasket>0) EquityPos++; if(CurrentBasket<0) EquityNeg++; if(CurrentBasket==0) EquityZer++; // // Order Management // for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber ) { if(OrderType()==OP_BUY) { CurrentProfit=(Bid-OrderOpenPrice()) ; if(logtick) logwrite(TradeComment,"BUY CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point); // // Modify for break even //======================= // // OrderStopLoss will be equal to OrderOpenPrice if this event happens // thus it will only ever get executed one time per ticket if( BreakEven>0 ) { if (CurrentProfit >= BreakEven*Point && OrderOpenPrice()>OrderStopLoss()) { SL=OrderOpenPrice()+(Ask-Bid); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"MODIFY BUY BE Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- MODIFY BUY BE Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); } } } // // check for trailing stop //========================= // if( TrailStop>0 ) { if( Bid-OrderOpenPrice()>(TrailStop*Point) ) { if( OrderStopLoss()<Bid-(TrailStop*Point) ) { SL=Bid-(TrailStop*Point); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,White); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"MODIFY BUY TS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- MODIFY BUY TS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)+" "); } } } } // // Did we make a profit //====================== // if(ProfitMade>0 && CurrentProfit>=(ProfitMade*Point)) { loopcount=0; while(true) { OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"CLOSE BUY PROFIT Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity); if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity); if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos); if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg); if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer); break; } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE BUY PROFIT Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); Print("-----ERROR----- CLOSE BUY PROFIT Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break; } loopcount++; if(loopcount>maxloop) break; }//while }//if // // Did we take a loss //==================== // if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) { loopcount=0; while(true) { OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"CLOSE BUY LOSS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity); if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity); if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos); if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg); if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer); break; } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE BUY LOSS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); Print("-----ERROR----- CLOSE BUY LOSS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break; } loopcount++; if(loopcount>maxloop) break; }//while }//if } // if BUY if(OrderType()==OP_SELL) { CurrentProfit=(OrderOpenPrice()-Ask); if(logtick) logwrite(TradeComment,"SELL CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point); // // Did we make a profit //====================== // if( ProfitMade>0 && CurrentProfit>=(ProfitMade*Point) ) { loopcount=0; while(true) { OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"CLOSE SELL PROFIT Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity); if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity); if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos); if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg); if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer); break; } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE SELL PROFIT Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); Print("-----ERROR----- CLOSE SELL PROFIT Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break; } loopcount++; if(loopcount>maxloop) break; }//while }//if // // Did we take a loss //==================== // if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) { loopcount=0; while(true) { OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"CLOSE SELL LOSS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity); if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity); if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos); if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg); if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer); break; } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE SELL LOSS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); Print("-----ERROR----- CLOSE SELL LOSS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break; } loopcount++; if(loopcount>maxloop) break; }//while }//if } //if SELL } // if(OrderSymbol) } // for } // start() //+-----------------+ //| CloseEverything | //+-----------------+ // Closes all OPEN and PENDING orders int CloseEverything() { double myAsk; double myBid; int myTkt; double myLot; int myTyp; int i; bool result = false; for(i=OrdersTotal();i>=0;i--) { OrderSelect(i, SELECT_BY_POS); myAsk=MarketInfo(OrderSymbol(),MODE_ASK); myBid=MarketInfo(OrderSymbol(),MODE_BID); myTkt=OrderTicket(); myLot=OrderLots(); myTyp=OrderType(); switch( myTyp ) { //Close opened long positions case OP_BUY :result = OrderClose(myTkt, myLot, myBid, Slippage, Red); break; //Close opened short positions case OP_SELL :result = OrderClose(myTkt, myLot, myAsk, Slippage, Red); break; //Close pending orders case OP_BUYLIMIT : case OP_BUYSTOP : case OP_SELLLIMIT: case OP_SELLSTOP :result = OrderDelete( OrderTicket() ); } if(result == false) { Alert("Order " , myTkt , " failed to close. Error:" , GetLastError() ); Print("Order " , myTkt , " failed to close. Error:" , GetLastError() ); Sleep(3000); } Sleep(1000); } //for } // closeeverything void logwrite (string filename, string mydata) { int myhandle; string gregorian=TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS); myhandle=FileOpen(Symbol()+"_"+filename, FILE_CSV|FILE_WRITE|FILE_READ, ";"); if(myhandle>0) { FileSeek(myhandle,0,SEEK_END); FileWrite(myhandle, mydata+" "+gregorian); FileClose(myhandle); } }
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Bollinger bands 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
It Closes Orders by itself
Other Features:
It issuies visual alerts to the screen
Uses files from the file system
It writes information to file