/*-----------------------------+ | | | Shared by www.Aptrafx.com | | | +------------------------------*/ //+------+ //|BollTrade //+------+ #property copyright "Ron Thompson" #property link "http://www.lightpatch.com/forex" //v4a - added RefreshRates to every error condition open AND close // added tickwrite to track close[0] when outside the bands. Some trades are being // missed and I'm not sure why. NormalizeDouble is likely next everywhere // user input extern double ProfitMade = 8; // how much money do you expect to make extern double LossLimit = 38; // how much loss can you tolorate extern double BDistance = 14; // plus how much extern int BPeriod = 15; // Bollinger period extern int Deviation = 2; // 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 = true ; // log data or not extern bool logerrs = true ; // 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 bool OneOrderOnly=true ; // one order at a time or not // naming and numbering int MagicNumber = 363636; // allows multiple experts to trade on same account string TradeComment = "_bolltrade_v03f.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; 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; // bar counting if(bartime!=Time[0]) { bartime=Time[0]; bartick++; 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,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++;} } } // 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+(BDistance*Point)) SELLme=true; if(Close[0]<bdn-(BDistance*Point)) BUYme=true; int udiff=((Close[0]-bup)/Point); int ddiff=((bdn-Close[0])/Point); if(Close[0]>bup) tickwrite("BollTick.txt","Bdistance="+BDistance+" BUP="+bup+" Close[0]="+Close[0]+" Diff="+udiff ); if(Close[0]<bdn) tickwrite("BollTick.txt","Bdistance="+BDistance+" BDN="+bdn+" Close[0]="+Close[0]+" Diff="+ddiff ); //+------------+ //| End Insert | //+------------+ //ENTRY LONG (buy, Ask) if( (OneOrderOnly && OrdersPerSymbol==0 && BUYme)||(!OneOrderOnly && TradeAllowed && BUYme) ) { while(true) { 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) { 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(); } }//while }//BUYme //ENTRY SHORT (sell, Bid) if( (OneOrderOnly && OrdersPerSymbol==0 && SELLme)||(!OneOrderOnly && TradeAllowed && SELLme) ) { while(true) { 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) { 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(); } }//while }//SELLme // 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); // // Did we make a profit //====================== // if(ProfitMade>0 && CurrentProfit>=(ProfitMade*Point)) { 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(); } }//while }//if // // Did we take a loss //==================== // if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) { 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(); } }//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) ) { 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(); } }//while }//if // // Did we take a loss //==================== // if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) { 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(); } }//while }//if } //if SELL } // if(OrderSymbol) } // for } // start() void logwrite (string filename, string mydata) { int myhandle; string boo; boo=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+" "+CurTime()+" "+boo); FileClose(myhandle); } } void tickwrite (string filename, string mydata) { int myhandle; string boo; //TimeToStr(CurTime()-TimeZoneDiff*60*60,TIME_DATE|TIME_SECONDS) //if you want it to secs, work? //TIME_MINUTES for mins. Omit for date only. boo=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+" "+CurTime()+" "+boo); 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 Closes Orders by itself
Other Features:
Uses files from the file system
It writes information to file