[ea]CCIGrab_Ron_MT4_v00





/*-----------------------------+
|			       |
| 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: