//+------+ //|BollTrade //+------+ #property copyright "Ron Thompson" #property link "http://www.lightpatch.com/forex" // This EA is NEVER TO BE SOLD individually // This EA is NEVER TO BE INCLUDED as part of a collection that is SOLD // v02 // // removed all the "if(logging)" stuff and handled it all in the logwrite function // removed all the equity tracking statistics, didn't work with grid exit // removed compounding - bad idea // removed TradeOnFriday // removed volume checking // added framework for Martingale (need to frame orders so each individual 0.01 loss // doesn't multiply the lot size!!!) // v03 // // martingale // user input // "12345678901234567890123456789012345678901"; extern string OpenOrders_is = "Numbers of orders for grid exit "; extern int OpenOrders = 14; extern string StartProfit_is = "ProfitMade level to take out 1st order "; extern int StartProfit = 8; extern string StepProfit_is = "ProfitMade steps for each other order "; extern int StepProfit = 1; extern string BEOrders_is = "Move all BreakEven after closing orders "; extern int BEOrders = 1; extern string MStep_is = "Increase next order this much if a loss "; extern double MStep = 1.0; bool MAllowed = false; //extern string MinutesBeforeNews_is= "Minutes BEFORE news event to avoid trades "; //extern int MinutesBeforeNews = 16; //extern string MinutesAfterNews_is = "Minutes AFTER news event to avoid trades "; //extern int MinutesAfterNews = 16; extern string MinFreeMarginPct_is = "percent of freemargin necessary to trade "; extern double MinFreeMarginPct = 25.0; extern string ProfitMade_is = "PIPS PROFIT you want to make per trade "; extern double ProfitMade = 0; extern string BasketProfit_is = "close all orders if this $ profit "; extern double BasketProfit = 0; extern string LossLimit_is = "PIPS LOSS you can afford per trade "; extern double LossLimit = 9; extern string BasketLoss_is = "close all orders if this $ loss "; extern double BasketLoss = 0; extern string BreakEven_is = "set StopLoss to OpenPrice at this profit "; extern double BreakEven = 0; extern string TrailStop_is = "Trail OrderPrice starting from 1st tick "; extern double TrailStop = 0; extern string BDistance_is = "pips outside bollinger before trading "; extern double BDistance = 14; extern string BPeriod_is = "Bollinger period "; extern int BPeriod = 15; extern string Deviation_is = "Bollinger deviation "; extern double Deviation = 1.8; extern string Lots_is1 = "How many lots or partial lots per trade "; extern string Lots_is2 = "Lots affects BasketProfit and Loss "; extern double Lots = 0.01; extern string LotIncrease_is = "grow Lots based on account balance "; extern bool LotIncrease = true ; extern string LotResolution_is = "for LotIncrease: 0=FullLot 1=0.1 2=0.01 "; extern int LotResolution = 2 ; extern string ExtraComment_is = "appended to TradeComment for each order "; extern string ExtraComment = "" ; extern string KillLogging_is = "Turn off ALL logging "; extern bool KillLogging = false ; // non-external flag settings int Slippage=2; // how many pips of slippage can you tolorate // naming and numbering int MagicNumber = 363655; // allows multiple experts to trade on same account string TradeComment = "_bolltrade_v03mD3_GridExit_v03.txt"; double StartingBalance=0; // lot size control if LotIncrease == true int LL2SL=10; // LossLimit to StopLoss server spread int maxloop=50; // no more than 50 tries/25 seconds to close an order // 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 // Lot Recovery double lotsi; // Min/Max tracking and tick logging int maxOrders; // statistic for maximum numbers or orders open at one time int maxLots; // statistic for maximum numbers or orders open at one time // used for verbose error logging #include <stdlib.mqh> // EA Specific double bup0; double bdn0; // Grid specific double tpx[20]; int profitclosed; //+-------------+ //| Custom init | //|-------------+ // Called ONCE when EA is added to chart or recompiled int init() { TradeComment=TradeComment+" "+ExtraComment; if(MinFreeMarginPct==0) MinFreeMarginPct=1; if(LotIncrease) { StartingBalance=AccountBalance()/Lots; //StartingBalance=50000.00; logwrite(TradeComment,"LotIncrease ACTIVE Account balance="+AccountBalance()+" Lots="+Lots+" StartingBalance="+StartingBalance); } else { logwrite(TradeComment,"LotIncrease NOT ACTIVE Account balance="+AccountBalance()+" Lots="+Lots); } lotsi=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,"DE-Init Complete"); Comment(" "); } //+-----------+ //| Main | //+-----------+ // Called EACH TICK and each Bar[] int start() { int cnt=0; int ptr=0; int clo=0; int gle=0; int ticket=0; int OrdersPerSymbol=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; // bar counting if(bartime!=Time[0]) { bartime=Time[0]; bartick++; // this limits trade to once per bar OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) OrdersPerSymbol++; } if(OrdersPerSymbol==0) TradeAllowed=true; } // 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,LotResolution); if( Lots>MarketInfo(Symbol(), MODE_MAXLOT) ) Lots=MarketInfo(Symbol(), MODE_MAXLOT); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) OrdersPerSymbol++; } if(OrdersPerSymbol==0) MAllowed=true; // keep some statistics if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol; //+-----------------------------+ //| Insert your indicator here | //| And set either BUYme or | //| SELLme true to place orders | //+-----------------------------+ bool NewsTime=false; double ma = iMA(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0); double stddev = iStdDev(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0); bup0 = ma+(Deviation*stddev); bdn0 = ma-(Deviation*stddev); // if NOT compounding, CompoundTrack will always be 0 double bux= (bup0+(BDistance*Point)); double bdx= (bdn0-(BDistance*Point)); string myCmt; if(Close[0]>bup0) myCmt="S Up="+bup0+" Dn="+bdn0+" Close="+Close[0]+" Vol_1="+Volume[1]+" Vol_0="+Volume[0]; if(Close[0]<bdn0) myCmt="B Up="+bup0+" Dn="+bdn0+" Close="+Close[0]+" Vol_1="+Volume[1]+" Vol_0="+Volume[0]; if(Close[0]<bup0 && Close[0]>bdn0) myCmt="X Up="+bup0+" Dn="+bdn0+" Close="+Close[0]+" Vol_1="+Volume[1]+" Vol_0="+Volume[0]; Comment(myCmt); // set false 1st, then we can check multiple related pairs NewsTime = false; //if( IsNewsTime(MinutesBeforeNews, MinutesAfterNews, Symbol()) ) // { // NewsTime = true; // Comment("TRUE IsNewsTime TRUE\n"); // logwrite(TradeComment,"Its NewsTime CurTime="+CurTime()+" Local="+LocalTime() ); // } // else // { // Comment("FALSE IsNewsTime FALSE\n"); // } // if close is above upper band + BDistance then SELL if(Close[0]>bux && !NewsTime) { SELLme=true; logwrite(TradeComment,"---SELLme happened"); } // if close is below lower band + BDistance then BUY if(Close[0]<bdx && !NewsTime) { BUYme=true; logwrite(TradeComment,"----BUYme happened"); } //+------------+ //| End Insert | //+------------+ //ENTRY LONG (buy, Ask) if( TradeAllowed && BUYme) { ptr=StartProfit; for(cnt=1; cnt<=OpenOrders; cnt++) { OpenBuy("BUY"); tpx[cnt]=ptr; ptr=ptr+StepProfit; } // used for break even profitclosed=OpenOrders; }//BUYme //ENTRY SHORT (sell, Bid) if( TradeAllowed && SELLme ) { ptr=StartProfit; for(cnt=1; cnt<=OpenOrders; cnt++) { OpenSell("SELL"); tpx[cnt]=ptr; ptr=ptr+StepProfit; } // used for break even profitclosed=OpenOrders; }//SELLme //Basket profit or loss CurrentBasket=AccountEquity()-AccountBalance(); if( BasketProfit>0 && CurrentBasket>=BasketProfit ) CloseEverything(); if( BasketLoss >0 && CurrentBasket<=(BasketLoss*(-1)) ) CloseEverything(); // // 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()) ; //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) { logwrite(TradeComment,"MODIFY BUY BE Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- MODIFY BUY BE Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); } } } // // check for trailing stop //========================= // if( TrailStop>0 ) { if( Bid-OrderStopLoss()>(TrailStop*Point) ) { SL=Bid-(TrailStop*Point); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,White); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"MODIFY BUY TS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- MODIFY BUY TS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)+" "); } } } // Did we make a profit //====================== for(clo=1; clo<=OpenOrders; clo++) { if(tpx[clo]>0 && CurrentProfit>=(tpx[clo]*Point)) { CloseBuy("PROFIT"); tpx[clo]=0; // indicate that we closed a profit order profitclosed--; } } // Did we take a loss //==================== if(LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point)) { CloseBuy("LOSS"); if(MAllowed) { lotsi=NormalizeDouble(lotsi*MStep,LotResolution); MAllowed=false; } } } // if BUY if(OrderType()==OP_SELL) { CurrentProfit=(OrderOpenPrice()-Ask); //logwrite(TradeComment,"SELL 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, Red); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"MODIFY SELL BE Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- MODIFY SELL BE Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); } } } // // check for trailing stop //========================= // if(TrailStop>0) { if( (OrderStopLoss()-Ask)>(TrailStop*Point) ) { SL=Ask+(TrailStop*Point); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,Red); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"MODIFY SELL TS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- MODIFY SELL TS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); } } } // Did we make a profit //====================== for(clo=1; clo<=OpenOrders; clo++) { if(tpx[clo]>0 && CurrentProfit>=(tpx[clo]*Point)) { CloseSell("PROFIT"); tpx[clo]=0; // indicate that we closed a profit order profitclosed--; } } // Did we take a loss //==================== if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) { CloseSell("LOSS"); if(MAllowed) { lotsi=NormalizeDouble(lotsi*MStep,LotResolution); MAllowed=false; } } } //if SELL } // if(OrderSymbol) } // for // now that all orders have been opened or closed in steps // lets check to see if we've exceeded the BEOrders count // of closed orders, and set everything remaining to BreakEven // if we've closed more than BEOrders, // then set everything to Break even // use = then ser profitclosed to zero // so this only ever happens once per frame // because gaps can close more than one order in the // trade management loop above, and skip the BE if(profitclosed!=0 && OpenOrders-profitclosed>=BEOrders) { // if we're breaking even, // then we made SOME money, // reset martingale lotsi=Lots; profitclosed=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber ) { if(OrderType()==OP_BUY) { SL=OrderOpenPrice()+(Ask-Bid); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"BEORDERS BUY BE Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- BEORDERS BUY BE Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); } } if(OrderType()==OP_SELL) { SL=OrderOpenPrice()-(Ask-Bid); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, Red); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"BEORDERS SELL BE Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- BEORDERS SELL BE Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); } } }//magic }//for }//if } // start() //+-----------------+ //| CloseEverything | //+-----------------+ // Closes all OPEN and PENDING orders int CloseEverything() { int i; for(i=OrdersTotal();i>=0;i--) { OrderSelect(i, SELECT_BY_POS); if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { if(OrderType()==OP_BUY) CloseBuy ("BASKET"); if(OrderType()==OP_SELL) CloseSell("BASKET"); if(OrderType()==OP_BUYLIMIT) OrderDelete( OrderTicket() ); if(OrderType()==OP_SELLLIMIT) OrderDelete( OrderTicket() ); if(OrderType()==OP_BUYSTOP) OrderDelete( OrderTicket() ); if(OrderType()==OP_SELLSTOP) OrderDelete( OrderTicket() ); } Sleep(1000); } //for } // closeeverything void logwrite (string filename, string mydata) { int myhandle; string gregorian=TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS); // everything goes to the journal Print(mydata+" "+gregorian); // don't log anything if testing or if user doesn't want it if(IsTesting()) return(0); if(KillLogging) return(0); myhandle=FileOpen(Symbol()+"_"+filename, FILE_CSV|FILE_WRITE|FILE_READ, ";"); if(myhandle>0) { FileSeek(myhandle,0,SEEK_END); FileWrite(myhandle, mydata+" "+gregorian); FileClose(myhandle); } } void CloseBuy (string myInfo) { int gle; int cnt; int OrdersPerSymbol; int loopcount=0; while(true) { OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"CLOSE BUY "+myInfo+" Ticket="+OrderTicket()+" SL="+OrderStopLoss()+" TP="+OrderTakeProfit()+" PM="+ProfitMade+" LL="+LossLimit); break; } else { logwrite(TradeComment,"-----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 } void CloseSell (string myInfo) { int gle; int cnt; int OrdersPerSymbol; int loopcount=0; while(true) { OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"CLOSE SELL "+myInfo+" Ticket="+OrderTicket()+" SL="+OrderStopLoss()+" TP="+OrderTakeProfit()+" PM="+ProfitMade+" LL="+LossLimit); break; } else { logwrite(TradeComment,"-----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 } //ENTRY LONG (buy, Ask) void OpenBuy (string myInfo) { int loopcount=0; double SL,TP; int ticket; int gle; while(true) { if( AccountFreeMargin()< (AccountBalance()*(MinFreeMarginPct/100)) ) { logwrite(TradeComment,"Your BUY equity is too low to trade"); break; } if(LossLimit ==0) SL=0; else SL=Ask-((LossLimit+LL2SL)*Point ); if(ProfitMade==0) TP=0; else TP=Ask+((ProfitMade+LL2SL)*Point ); ticket=OrderSend(Symbol(),OP_BUY,lotsi,Ask,Slippage,SL,TP,TradeComment,MagicNumber,White); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"BUY Ticket="+ticket+" bdn0="+bdn0+" Ask="+Ask+" Lots="+lotsi+" SL="+SL+" TP="+TP); TradeAllowed=false; break; } else { logwrite(TradeComment,"-----ERROR----- opening BUY order: SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); } }//while }//OpenBuy //ENTRY SHORT (sell, Bid) void OpenSell (string myInfo) { int loopcount=0; double SL,TP; int ticket; int gle; while(true) { if( AccountFreeMargin()< (AccountBalance()*(MinFreeMarginPct/100)) ) { logwrite(TradeComment,"Your SELL equity is too low to trade"); break; } if(LossLimit ==0) SL=0; else SL=Bid+((LossLimit+LL2SL)*Point ); if(ProfitMade==0) TP=0; else TP=Bid-((ProfitMade+LL2SL)*Point ); ticket=OrderSend(Symbol(),OP_SELL,lotsi,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"SELL Ticket="+ticket+" bup0="+bup0+" Bid="+Bid+" Lots="+lotsi+" SL="+SL+" TP="+TP); TradeAllowed=false; break; } else { logwrite(TradeComment,"-----ERROR----- opening SELL order: SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); } }//while }//SELLme
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Series array that contains tick volumes of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself
It automatically opens orders when conditions are reached
Other Features:
Uses files from the file system
It writes information to file