//+------------------------------------------------------------------+
//| 3 Bar Reversal.mq4
//| Copyright © 2007, fxid10t@yahoo.com
//| "Gordon Gibson" <gibsonmail@shaw.ca>
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, fxid10t@yahoo.com"
#property link "Gordon Gibson <gibsonmail@shaw.ca> "
#include <stdlib.mqh>
extern double Lots=0.1;
string pairs[] = { "EURUSDm","USDJPYm","GBPUSDm","USDCHFm","EURCHFm","AUDUSDm","USDCADm",
"NZDUSDm","EURGBPm","EURJPYm","GBPJPYm","CHFJPYm","GBPCHFm","EURAUDm",
"EURCADm","AUDCADm","AUDJPYm","NZDJPYm","AUDNZDm" };
int periods[] = { 1,5,15,30,60,240,1440,10080,43200 };
string TradeSymbol, CommentHeader, CommentsPairs[];
int TradePeriod,MagicNumber;
int Pair = -1;
int PPeriod = -1;
double bid,ask,point,spread,ticket,bSL,sSL,btp,stp;
int b1,s1;
//initialize
int init(){
if ( IsTesting() ) { if ( ArrayResize(pairs,1) != 0 ) pairs[0] = Symbol(); }
if ( IsTesting() ) { if ( ArrayResize(periods,1) != 0 ) periods[0] = Period(); }
return(0); }
//deinitialize
int deinit() {return(0);}
int start() {
b1=0;s1=0;
//Select Pair from Array
Pair = (Pair+1) % ArraySize(pairs);
TradeSymbol = pairs[Pair];
//Identify ibfx mini trade symbol
if(iClose(TradeSymbol,1440,0)==0) { TradeSymbol=StringSubstr(TradeSymbol,0,6); }
//TradeSymbol MagicNumber Assignment
if (TradeSymbol=="AUDCADm" || TradeSymbol=="AUDCAD") {MagicNumber=200001;}
if (TradeSymbol=="AUDJPYm" || TradeSymbol=="AUDJPY") {MagicNumber=200002;}
if (TradeSymbol=="AUDNZDm" || TradeSymbol=="AUDNZD") {MagicNumber=200003;}
if (TradeSymbol=="AUDUSDm" || TradeSymbol=="AUDUSD") {MagicNumber=200004;}
if (TradeSymbol=="CHFJPYm" || TradeSymbol=="CHFJPY") {MagicNumber=200005;}
if (TradeSymbol=="EURAUDm" || TradeSymbol=="EURAUD") {MagicNumber=200006;}
if (TradeSymbol=="EURCADm" || TradeSymbol=="EURCAD") {MagicNumber=200007;}
if (TradeSymbol=="EURCHFm" || TradeSymbol=="EURCHF") {MagicNumber=200008;}
if (TradeSymbol=="EURGBPm" || TradeSymbol=="EURGBP") {MagicNumber=200009;}
if (TradeSymbol=="EURJPYm" || TradeSymbol=="EURJPY") {MagicNumber=200010;}
if (TradeSymbol=="EURUSDm" || TradeSymbol=="EURUSD") {MagicNumber=200011;}
if (TradeSymbol=="GBPCHFm" || TradeSymbol=="GBPCHF") {MagicNumber=200012;}
if (TradeSymbol=="GBPJPYm" || TradeSymbol=="GBPJPY") {MagicNumber=200013;}
if (TradeSymbol=="GBPUSDm" || TradeSymbol=="GBPUSD") {MagicNumber=200014;}
if (TradeSymbol=="NZDJPYm" || TradeSymbol=="NZDJPY") {MagicNumber=200015;}
if (TradeSymbol=="NZDUSDm" || TradeSymbol=="NZDUSD") {MagicNumber=200016;}
if (TradeSymbol=="USDCHFm" || TradeSymbol=="USDCHF") {MagicNumber=200017;}
if (TradeSymbol=="USDJPYm" || TradeSymbol=="USDJPY") {MagicNumber=200018;}
if (TradeSymbol=="USDCADm" || TradeSymbol=="USDCAD") {MagicNumber=200019;}
if (MagicNumber==0) {MagicNumber = 200999;}
//Assign Symbol Bid/Ask, Point & Spread values
bid=MarketInfo(TradeSymbol,MODE_BID);
ask=MarketInfo(TradeSymbol,MODE_ASK);
point=MarketInfo(TradeSymbol,MODE_POINT);
spread=MarketInfo(TradeSymbol,MODE_SPREAD);
if(IsTesting()) { if(spread > 13*point) {spread=13*point;}}
//Pair Chart Period Setup check loop
/*for(int p=0;p<9;p++) {
PPeriod = (PPeriod+1) % ArraySize(periods);
TradePeriod = periods[PPeriod]; */
TradePeriod = Period();
//Orders counter
int cnt,total=OrdersTotal();
if(TotalTradesThisSymbol(TradeSymbol)==0) { b1=0;s1=0; }
if(TotalTradesThisSymbol(TradeSymbol)>0) {
for(cnt=0;cnt<total;cnt++) {
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()==TradeSymbol) {
if(OrderComment()==StringConcatenate(TradeSymbol," ",TradePeriod," 3BR Long") ) {b1=OrderTicket(); }
if(OrderComment()==StringConcatenate(TradeSymbol," ",TradePeriod," 3BR Short") ) {s1=OrderTicket(); }
} } }
//Buy Setup
if( iHigh(TradeSymbol,TradePeriod,5)<iHigh(TradeSymbol,TradePeriod,4) &&
iHigh(TradeSymbol,TradePeriod,4)<iHigh(TradeSymbol,TradePeriod,3) &&//3 is swing high
iHigh(TradeSymbol,TradePeriod,3)>iHigh(TradeSymbol,TradePeriod,2) &&
iHigh(TradeSymbol,TradePeriod,2)>iHigh(TradeSymbol,TradePeriod,1) ) {
//modify open buystop order
if(OrderSelect(b1,SELECT_BY_TICKET)==true && OrderType()==OP_BUYSTOP) {
if(iHigh(TradeSymbol,TradePeriod,3)+spread < OrderOpenPrice()) {
OrderModify(b1,iHigh(TradeSymbol,TradePeriod,3)+spread,//swing high
OrderStopLoss(),OrderTakeProfit(),OrderExpiration(),Orchid); } }
//sell order modify initial/trailing stoploss
if(OrderSelect(s1,SELECT_BY_TICKET)==true && OrderType()==OP_SELL) {
if( (iHigh(TradeSymbol,TradePeriod,3)+spread+(1*point) < OrderStopLoss() &&
iHigh(TradeSymbol,TradePeriod,3)+spread+(1*point) < OrderOpenPrice() ) ||
OrderStopLoss()==0) {
OrderModify(s1,OrderOpenPrice(),iHigh(TradeSymbol,TradePeriod,3)+spread+(1*point),//swing high
OrderTakeProfit(),OrderExpiration(),LightSalmon); } }
//Buy Execution
if(b1==0) {
ticket=OrderSend(TradeSymbol,
OP_BUYSTOP,
Lots,
iHigh(TradeSymbol,TradePeriod,3)+spread,//swing high
0,//slippage
0,//stoploss set when stop order is executed
0,//no tp defined
StringConcatenate(TradeSymbol," ",TradePeriod," 3BR Long"),
MagicNumber,
0,//time expire,
Aqua);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) {Print(ticket);}
else Print("Error Opening BuyStop Order: ",GetLastError());
return(0); }}
}
//Sell Setup
if( iLow(TradeSymbol,TradePeriod,5)>iLow(TradeSymbol,TradePeriod,4) &&
iLow(TradeSymbol,TradePeriod,4)>iLow(TradeSymbol,TradePeriod,3) &&//3 is swing low
iLow(TradeSymbol,TradePeriod,3)<iLow(TradeSymbol,TradePeriod,2) &&
iLow(TradeSymbol,TradePeriod,2)<iLow(TradeSymbol,TradePeriod,1) ) {
//modify open sellstop order
if(OrderSelect(s1,SELECT_BY_TICKET)==true && OrderType()==OP_SELLSTOP) {
if(iLow(TradeSymbol,TradePeriod,3)-spread > OrderOpenPrice()) {
OrderModify(s1,iLow(TradeSymbol,TradePeriod,3)-spread,//swing low
OrderStopLoss(),OrderTakeProfit(),OrderExpiration(),HotPink); } }
//buy order modify initial/trailing stoploss
if(OrderSelect(b1,SELECT_BY_TICKET)==true && OrderType()==OP_BUY) {
if( (iLow(TradeSymbol,TradePeriod,3)-spread-(1*point) > OrderStopLoss() &&
iLow(TradeSymbol,TradePeriod,3)-spread-(1*point) > OrderOpenPrice() ) ||
OrderStopLoss()==0) {
OrderModify(b1,OrderOpenPrice(),iLow(TradeSymbol,TradePeriod,3)-spread-(1*point),//swing low
OrderTakeProfit(),OrderExpiration(),Orchid); } }
//Sell Execution
if(s1==0) {
ticket=OrderSend(TradeSymbol,
OP_SELLSTOP,
Lots,
iLow(TradeSymbol,TradePeriod,3)-spread,//3 is swing low
0,//slippage
0,//stoploss set when stop order is executed
0,//no tp defined
StringConcatenate(TradeSymbol," ",TradePeriod," 3BR Short"),
MagicNumber,
0,//time expire,
HotPink);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) {Print(ticket);}
else Print("Error Opening SellStop Order: ",GetLastError());
return(0); }}
}
// }//end period loop
return(0);}//end start()
//+------------------------------------------------------------------+
int TotalTradesThisSymbol(string TradeSymbol) {
int i, TradesThisSymbol=0;
for(i=0;i<OrdersTotal();i++) {
OrderSelect(i,SELECT_BY_POS);
if(OrderSymbol()==TradeSymbol &&
OrderComment()==StringConcatenate(TradeSymbol," ",TradePeriod," 3BR Long") ||
OrderComment()==StringConcatenate(TradeSymbol," ",TradePeriod," 3BR Short"))
{ TradesThisSymbol++; } }
return(TradesThisSymbol); }//end TotalTradesThisSymbol
Sample
Analysis
Market Information Used:
Series array that contains close prices for 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:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
Other Features: