//+------------------------------------------------------------------+
//| |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
extern double Lots = 0.1;
extern double MaximumRisk = 0.2;
extern double DecreaseFactor = 3;
extern int SL = 100;
extern int TP = 100;
extern double PeriodRSI = 4;
extern double StohK1 = 10;
extern double StohD1 = 4;
extern double StohSlow1 = 4;
extern double StohK2 = 10;
extern double StohD2 = 4;
extern double StohSlow2 = 4;
extern double Control_period = 60;
extern int MAGICMA = 984184;
//double st1,st2;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol())
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//---- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000,2);
//---- calcuulate number of losses orders without a break
if(DecreaseFactor>0)
{
for(int i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
int res;
if(Volume[0]>1) return;
{//---- ïîêóïàåì -----------------------
if (iStochastic(NULL,Control_period,StohK2,StohD2,StohSlow2,MODE_EMA,0,MODE_SIGNAL,0)>iStochastic(NULL,Control_period,StohK2,StohD2,StohSlow2,MODE_EMA,0,MODE_SIGNAL,1))
// if (iStochastic(NULL,0,StohK2,StohD2,StohSlow2,MODE_EMA,0,MODE_MAIN,0)>iStochastic(NULL,0,StohK2,StohD2,StohSlow2,MODE_EMA,0,MODE_SIGNAL,0))
if ((iRSI(NULL,0,PeriodRSI,PRICE_TYPICAL,0)<20)&&(iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_MAIN,0)>iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_MAIN,1)))
if (MathAbs(iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_MAIN,0)-iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_SIGNAL,0))>5)
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-SL*Point,Ask+TP*Point,"",MAGICMA,0,Blue);
return;
}
}
//---- ïðîäàåì ------------------------
if (iStochastic(NULL,Control_period,StohK2,StohD2,StohSlow2,MODE_EMA,0,MODE_SIGNAL,0)<iStochastic(NULL,Control_period,StohK2,StohD2,StohSlow2,MODE_EMA,0,MODE_SIGNAL,1))
if ((iRSI(NULL,0,PeriodRSI,PRICE_TYPICAL,0)>70)&&(iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_MAIN,0)<iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_MAIN,1)))
if (MathAbs(iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_MAIN,0)-iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_SIGNAL,0))>5)
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+SL*Point,Bid-TP*Point,"",MAGICMA,0,Red);
return;
}
}//êîíåö ïðîöåäóðû
//------------Çàêðûòèå ïîçèöèé----------------------------------------
void CheckForClose2()
{
if(OrderType()==OP_BUY) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
if(OrderType()==OP_SELL) OrderClose(OrderTicket(),OrderLots(),Ask,3,Blue);
//CheckForOpen();
}
//
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose1()
{
if(Volume[0]>1) return;
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//---- check order type
if(OrderType()==OP_BUY)
{
if ((iRSI(NULL,0,PeriodRSI,PRICE_TYPICAL,0)>60)&&(iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_SIGNAL,0)<iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_SIGNAL,1)))
CheckForClose2();
}
if(OrderType()==OP_SELL)
{
if ((iRSI(NULL,0,PeriodRSI,PRICE_TYPICAL,0)<40)&&(iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_SIGNAL,0)>iStochastic(NULL,0,StohK1,StohD1,StohSlow1,MODE_EMA,0,MODE_SIGNAL,1)))
CheckForClose2();
}
}
}
//+------------------------------------------------------------------+
//| Start function |
//+------------------------------------------------------------------+
void start()
{
//---- check for history and trading
if (Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose1();
//----
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains tick volumes of each bar
Indicator Curves created:
Indicators Used:
Stochastic oscillator
Relative strength index
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:
