/*-----------------------------+ | | | Shared by www.Aptrafx.com | | | +------------------------------*/ //+------+ //|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 //4a - removed lots from externs //4a - added StartingBalance as extern //4a - compounding is gone. it was an insane idea //4a - replaced compounding with 1 order per bar. Max is 5 in past year. //4a - added option (TradeEveryBar) to turn on or off the multi-trade feature //4a - added option (FoldFrames) to double lots on each successive multiple order //4a - added frame limit to 6 bars past last successful market order //4a - removed BasketLoss //4a - removed trailing stop //4a - fixed invalid volume problem, couple of places escaped MAXLOTS check //4a - fixed the Open loops so they time out after 25 seconds. Missed it before. // user input // "12345678901234567890123456789012345678901"; extern string MinFreeMarginPct_is = "percent of freemargin necessary to trade "; extern double MinFreeMarginPct = 25.0; extern string StartingBalance_is0 = "Acct Start Balance (x 1 for 1 lot) "; extern string StartingBalance_is1 = " (x 10 for .1 lots) "; extern string StartingBalance_is2 = " (x100 for .01 lots) "; extern int StartingBalance = 1229; extern string LotResolution_is = "LotIncrease grows by this many decimals "; extern int LotResolution = 1; extern string ProfitMade_is = "PIPS PROFIT you want to make per trade "; extern double ProfitMade = 8; 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 = 35; extern string VolumeMax_is = "Vol[0]&[1] below this before trading "; extern double VolumeMax = 250; extern string TradeEveryBar_is = "One trade for EVERY bar that qualifies "; extern bool TradeEveryBar = true; extern string FoldFrames_is = "For each new multiple order, double lots "; extern bool FoldFrames = false; 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 = 2.0; extern string ExtraComment_is = "appended to TradeComment for each order "; extern string ExtraComment = "" ; extern string TradeOnFriday_is = "trade on Friday, or not "; extern bool TradeOnFriday = true ; extern bool UseTradeTime? = true; extern string ServerStartTime1 = " 06:01"; // Start trades after time extern string ServerStopTime1 = " 12:59"; // Stop trading after time extern string ServerStartTime2 = " 14:01"; // Start trades after time extern string ServerStopTime2 = " 22:58"; // Stop trading after time extern string KillLogging_is = "Turn off ALL logging "; extern bool KillLogging = true ; extern string logging_is = "Logging of data on order Open and Close "; extern bool logging = true ; extern string logerrs_is = "Logging of errors when they happen "; extern bool logerrs = true ; extern string logtick_is = "Log information on each tick "; extern bool logtick = false ; // non-external flag settings int Slippage=2; // how many pips of slippage can you tolorate // naming and numbering int MagicNumber = 363642; // allows multiple experts to trade on same account string TradeComment = "_bolltrade_v04a.txt"; int LL2SL=10; // LossLimit to StopLoss server spread int maxloop=50; // no more than 50 tries/25 seconds to open/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 // Lot calculations double Lots; // used during StartingBalance calculation double lotsi; // used in doubling calculations int myMODE_MAXLOTS=1000; // limit number of lots pre trade // Trade control bool TradeAllowed=true; // used to manage trades bool YesStop; // Min/Max tracking and tick logging int maxOrders; // statistic for maximum numbers or orders open at one time double maxEquity=0; // statistic for maximum equity level double minEquity=999999; // statistic for minimum equity level // used for verbose error logging #include <stdlib.mqh> // Start-Stop Time array string SST[200]; // EA Specific double bup; double bdn; bool CheckTradeTime1() { datetime TradeTime; YesStop= false; TradeTime = CurTime(); if(UseTradeTime?) { if(Month() >=4 && Month()<=10) { if(TradeTime < StrToTime(ServerStartTime1)) YesStop=true; if(TradeTime >= StrToTime(ServerStopTime2)) YesStop = true; } if (Month()< 4 || Month() > 10) { if(TradeTime < StrToTime(ServerStartTime1)+ 3600) YesStop=true; if(TradeTime >= StrToTime(ServerStopTime2) + 3600) YesStop = true; } } return (YesStop); } /////////////////////////////////////////////// bool CheckTradeTime2() { datetime TradeTime; YesStop= false; TradeTime = CurTime(); if(UseTradeTime?) { if(Month() >=4 && Month()<=10) { if(TradeTime >= StrToTime(ServerStopTime1) && TradeTime < StrToTime(ServerStartTime2)) YesStop = true; } if (Month()< 4 || Month() > 10) { if(TradeTime >= StrToTime(ServerStopTime1)+3600 && TradeTime < StrToTime(ServerStartTime2)+3600) YesStop = true; } } return (YesStop); } //+-------------+ //| Custom init | //|-------------+ // Called ONCE when EA is added to chart or recompiled int init() { // Even numbered elements are STOP times // Odd numbered elements are START times // // THESE ARE IN SERVER-SIDE TIME!!!!!! // (usually GMT, your broker may vary) // SST[0] ="2006.11.07 13:15:00"; SST[1] ="2006.11.07 15:15:00"; TradeComment=TradeComment+" "+ExtraComment; if(MinFreeMarginPct==0) MinFreeMarginPct=1; logwrite(TradeComment,"LotIncrease ACTIVE Balance="+AccountBalance()+" StartingBalance="+StartingBalance+" Lots="+NormalizeDouble(AccountBalance()/StartingBalance,LotResolution)); Print("LotIncrease ACTIVE Account balance="+AccountBalance()+" StartingBalance="+StartingBalance+" Lots="+NormalizeDouble(AccountBalance()/StartingBalance,LotResolution)); 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; // 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++; // Don't alow frames to extend very far past // their actual occurance if(bartick>6) lotsi=Lots; if(TradeEveryBar) TradeAllowed=true; } // Lot increasement based on AccountBalance Lots=NormalizeDouble(AccountBalance()/StartingBalance,LotResolution); if( Lots>myMODE_MAXLOTS) Lots=myMODE_MAXLOTS; 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; bartick=0; // no open orders means frame must be complete lotsi=Lots; // reset lots when everything in the frame is done } // keep some statistics if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol; //+-----------------------------+ //| Insert your indicator here | //| And set either BUYme or | //| SELLme true to place orders | //+-----------------------------+ double ma = iMA(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0); double stddev = iStdDev(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0); bup = ma+(Deviation*stddev); bdn = ma-(Deviation*stddev); double bux=(bup+(BDistance*Point)); double bdx=(bdn-(BDistance*Point)); string myCmt; int v1=Volume[1]; int v0=Volume[0]; myCmt="Up="+bup+" Dn="+bdn+" Close="+Close[0]+" Vol_1="+v1+" Vol_0="+v0; if(Close[0]>bup) myCmt="S "+myCmt; if(Close[0]<bdn) myCmt="B "+myCmt; if(Close[0]<bup && Close[0]>bdn) myCmt="X "+myCmt; Comment(myCmt); // < and NOT <= so tick won't match 0 in a non-tick bar bool volumeOK=false; if(Volume[0]<VolumeMax && Volume[1]<VolumeMax) volumeOK=true; if (VolumeMax==0) volumeOK=true; bool TradeDay=true; if(DayOfWeek()==5 && TradeOnFriday==false) TradeDay=false; bool TradesOff=false; datetime gstart; datetime gstop; //for(cnt=0; cnt<ArraySize(SST); cnt=cnt+2) for(cnt=0; cnt<12; cnt=cnt+2) { gstart=StrToTime(SST[cnt]); gstop=StrToTime(SST[cnt+1]); if(Time[0]>=gstart && Time[0]<=gstop) { Print( Time[0],CurTime() ); TradesOff=true; } } // if close is above upper band + BDistance then SELL if(Close[0]>bux && volumeOK && TradeDay && !CheckTradeTime1() && !CheckTradeTime2()) { SELLme=true; if(logging) logwrite(TradeComment,"---SELLme happened"); } // if close is below lower band + BDistance then BUY if(Close[0]<bdx && volumeOK && TradeDay && !CheckTradeTime1() && !CheckTradeTime2()) { BUYme=true; if(logging) logwrite(TradeComment,"----BUYme happened"); } //+------------+ //| End Insert | //+------------+ //ENTRY LONG (buy, Ask) if( TradeAllowed && BUYme) { loopcount=0; while(true) { if( AccountFreeMargin()< (AccountBalance()*(MinFreeMarginPct/100)) ) { if(logging) 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) { if(logging) logwrite(TradeComment," "); if(logging) logwrite(TradeComment,"BUY Ticket="+ticket+" bdn="+bdn+" Ask="+Ask+" Lots="+Lots+" SL="+SL+" TP="+TP); TradeAllowed=false; bartick=0; if(TradeEveryBar && FoldFrames) lotsi=lotsi*2; if(lotsi>myMODE_MAXLOTS) lotsi=myMODE_MAXLOTS; break; } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- opening BUY order: Lots="+lotsi+" SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); Print("-----ERROR----- opening BUY order: Lots="+lotsi+" SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); loopcount++; if(loopcount>maxloop) break; } }//while }//BUYme //ENTRY SHORT (sell, Bid) if( TradeAllowed && SELLme ) { loopcount=0; while(true) { if( AccountFreeMargin()< (AccountBalance()*(MinFreeMarginPct/100)) ) { if(logging) 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) { if(logging) logwrite(TradeComment," "); if(logging) logwrite(TradeComment,"SELL Ticket="+ticket+" bup="+bup+" Bid="+Bid+" Lots="+Lots+" SL="+SL+" TP="+TP); TradeAllowed=false; bartick=0; if(TradeEveryBar && FoldFrames) lotsi=lotsi*2; if(lotsi>myMODE_MAXLOTS) lotsi=myMODE_MAXLOTS; break; } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- opening SELL order: Lots="+lotsi+" SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); Print("-----ERROR----- opening SELL order: Lots="+lotsi+" SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); loopcount++; if(loopcount>maxloop) break; } }//while }//SELLme //Basket profit or loss CurrentBasket=AccountEquity()-AccountBalance(); if( BasketProfit>0 && CurrentBasket>=BasketProfit ) CloseEverything(); // accumulate statistics if(CurrentBasket>maxEquity) { maxEquity=CurrentBasket; } if(CurrentBasket<minEquity) { minEquity=CurrentBasket; } // // 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); // Did we make a profit //====================== if(ProfitMade>0 && CurrentProfit>=(ProfitMade*Point)) CloseBuy("PROFIT"); // Did we take a loss //==================== if(LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point)) CloseBuy("LOSS"); } // 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) ) CloseSell("PROFIT"); // Did we take a loss //==================== if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) CloseSell("LOSS"); } //if SELL } // if(OrderSymbol) } // for } // 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); // 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) { if(logging) { logwrite(TradeComment,"CLOSE BUY "+myInfo+" Ticket="+OrderTicket()+" SL="+OrderStopLoss()+" TP="+OrderTakeProfit()+" PM="+ProfitMade+" LL="+LossLimit); } break; } else { if(logerrs) 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) { if(logging) { logwrite(TradeComment,"CLOSE SELL "+myInfo+" Ticket="+OrderTicket()+" SL="+OrderStopLoss()+" TP="+OrderTakeProfit()+" PM="+ProfitMade+" LL="+LossLimit); } break; } else { if(logerrs) 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 }
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains tick volumes of each bar
Series array that contains close prices for 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 automatically opens orders when conditions are reached
It Closes Orders by itself
Other Features:
Uses files from the file system
It writes information to file