/*-----------------------------+ | | | Shared by www.Aptrafx.com | | | +------------------------------*/ /* +--------+ |CCIGrab | +--------+ Theory of operation =================== +-100 in 2 or 3 bars, then order in proper direction small losslimit, large profitmade TIME FRAME ========== whatever works best PAIRS ===== EURUSD ENTRY LONG ========== CCI < -100 to CCI > +100 ENTRY SHORT =========== CCI > +100 to CCI < -100 EXIT ==== ProfitMade (optimized by month) MONEY MANAGEMENT ================ none RISK MANAGEMENT =============== none FAILURE MANAGEMENT ================== GetLastError on every transaction VERSION HISTORY =============== 00 - initial concept 01 - */ // variables declared here are GLOBAL in scope #property copyright "Ron Thompson" #property link "http://www.lightpatch.com/forex" // user input extern double Lots=0.1; extern int Slippage=2; extern double ProfitMade=42; extern double LossLimit=95; extern int cciperiod=2; extern int cciprice=3; //typical extern int ccilevel=30; extern double TrailStop=999; extern int PLBreakEven=999; // naming and numbering int MagicNumber = 200601291336; string TradeComment = "CCIGrab_00_"; // Bar handling datetime bartime=0; int bartick=0; int objtick=0; // Trade control bool TradeAllowed=true; // GlobalVariableCheck(static) counter // for number of basket closes int maxDrawDown=0; int maxOrderOpen=0; //+-------------+ //| Custom init | //|-------------+ // Called ONCE when EA is added to chart or recompiled int init() { int i; //remove the old objects for(i=0; i<Bars; i++) { ObjectDelete("myx0"+DoubleToStr(i,0)); ObjectDelete("myz0"+DoubleToStr(i,0)); } Print("Init happened ",CurTime()); Comment(" "); } //+----------------+ //| Custom DE-init | //+----------------+ // Called ONCE when EA is removed from chart int deinit() { int i; //remove the old objects for(i=0; i<Bars; i++) { ObjectDelete("myx0"+DoubleToStr(i,0)); ObjectDelete("myz0"+DoubleToStr(i,0)); } Print("DE-Init happened ",CurTime()); Comment(" "); Print( "MaxDD=",maxDrawDown ); Print( "MaxOO=",maxOrderOpen ); } //+-----------+ //| Main | //+-----------+ // Called EACH TICK and each Bar[] int start() { double p=Point(); double spread=Ask-Bid; int cnt=0; int gle=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; // direction control bool BUYme=false; bool SELLme=false; //indcator related variables int cci1=0; int cci2=0; int cci3=0; // bar counting if(bartime!=Time[0]) { bartime=Time[0]; bartick++; objtick++; TradeAllowed=true; } 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>maxOrderOpen)maxOrderOpen=OrdersPerSymbol; if( AccountBalance()-AccountEquity() > maxDrawDown ) maxDrawDown=AccountBalance()-AccountEquity(); Comment( "MaxDD=",maxDrawDown," MaxOO=",maxOrderOpen ); // insert indicator here cci1=iCCI(Symbol(),0,cciperiod,cciprice,0); cci2=iCCI(Symbol(),0,cciperiod,cciprice,1); cci3=iCCI(Symbol(),0,cciperiod,cciprice,2); if( cci1<(ccilevel*(-1)) && (cci2>ccilevel || cci3>ccilevel) ) { BUYme=true;} if( cci1>ccilevel && (cci2<(ccilevel*(-1)) || cci3<(ccilevel*(-1)) ) ) { SELLme=true;} if(TradeAllowed) { //ENTRY LONG (buy, Ask) if(BUYme) { //Ask(buy, long) SL=Ask-((LossLimit+10)*p); TP=Ask+((ProfitMade+10)*p); OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,TradeComment,MagicNumber,White); gle=GetLastError(); if(gle==0) { Print("BUY Ask=",Ask," bartick=",bartick); ObjectCreate("myx"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], High[0]+(7*p)); ObjectSetText("myx"+DoubleToStr(objtick,0),"B",15,"Arial",White); bartick=0; TradeAllowed=false; } else { Print("-----ERROR----- BUY Ask=",Ask," error=",gle," bartick=",bartick); } } //ENTRY SHORT (sell, Bid) if(SELLme ) { //Bid (sell, short) SL=Bid+((LossLimit+10)*p); TP=Bid-((ProfitMade+10)*p); OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red); gle=GetLastError(); if(gle==0) { Print("SELL Bid=",Bid," bartick=",bartick); ObjectCreate("myx"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], High[0]+(7*p)); ObjectSetText("myx"+DoubleToStr(objtick,0),"S",15,"Arial",White); bartick=0; TradeAllowed=false; } else { Print("-----ERROR----- SELL Bid=",Bid," error=",gle," bartick=",bartick); } } } //if allowed // CLOSE order if profit target made for(cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber ) { if(OrderType()==OP_BUY) { CurrentProfit=Bid-OrderOpenPrice() ; // modify for break even if (CurrentProfit >= PLBreakEven*p && OrderOpenPrice()>OrderStopLoss()) { SL=OrderOpenPrice()+((spread*2)*p); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White); gle=GetLastError(); if(gle==0) { Print("MODIFY BREAKEVEN BUY Bid=",Bid," bartick=",bartick); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"BE",15,"Arial",White); } else { Print("-----ERROR----- MODIFY BREAKEVEN BUY Bid=",Bid," error=",gle," bartick=",bartick); } } // modify for trailing stop if(CurrentProfit > TrailStop*p ) { SL=Bid-(TrailStop*p); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White); gle=GetLastError(); if(gle==0) { Print ("MODIFY TRAILSTOP BUY StopLoss=",SL," bartick=",bartick,"OrderTicket=",OrderTicket()," CurrProfit=",CurrentProfit); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"TS",15,"Arial",White); } else { Print("-----ERROR----- MODIFY TRAILSTOP BUY Bid=",Bid," error=",gle," bartick=",bartick); } } // did we make our desired BUY profit // or did we hit the BUY LossLimit if(CurrentProfit>(ProfitMade*p) || CurrentProfit<(LossLimit*(-1))*p ) { OrderClose(OrderTicket(),Lots,Bid,Slippage,White); gle=GetLastError(); if(gle==0) { Print("CLOSE BUY Bid=",Bid," bartick=",bartick); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"C",15,"Arial",White); } else { Print("-----ERROR----- CLOSE BUY Bid=",Bid," error=",gle," bartick=",bartick); } } } // if BUY if(OrderType()==OP_SELL) { CurrentProfit=OrderOpenPrice()-Ask; // modify for break even if (CurrentProfit >= PLBreakEven*p && OrderOpenPrice()<OrderStopLoss()) { SL=OrderOpenPrice()-((spread*2)*p); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, Red); gle=GetLastError(); if(gle==0) { Print("MODIFY BREAKEVEN SELL Ask=",Ask," bartick=",bartick); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"BE",15,"Arial",Red); } else { Print("-----ERROR----- MODIFY BREAKEVEN SELL Ask=",Ask," error=",gle," bartick=",bartick); } } // modify for trailing stop if(CurrentProfit > TrailStop*p) { SL=Ask+(TrailStop*p); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, Red); gle=GetLastError(); if(gle==0) { Print ("MODIFY TRAILSTOP SELL StopLoss=",SL," bartick=",bartick,"OrderTicket=",OrderTicket()," CurrProfit=",CurrentProfit); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"TS",15,"Arial",Red); } else { Print("-----ERROR----- MODIFY TRAILSTOP SELL Ask=",Ask," error=",gle," bartick=",bartick); } } // did we make our desired SELL profit? if( CurrentProfit>(ProfitMade*p) || CurrentProfit<(LossLimit*(-1))*p ) { OrderClose(OrderTicket(),Lots,Ask,Slippage,Red); gle=GetLastError(); if(gle==0) { Print("CLOSE SELL Ask=",Ask," bartick=",bartick); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"C",15,"Arial",Red); } else { Print("-----ERROR----- CLOSE SELL Ask=",Ask," error=",gle," bartick=",bartick); } } } //if SELL } // if(OrderSymbol) } // for } // start()
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
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:
Commodity channel index
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: