//+------------------------------------------------------------------+
//| ArbitrageReverse_1.1.mq4 |
//| Copyright © 2007, Yury V. Reshetov |
//| http://reshetov.xnet.uz |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, Yury V. Reshetov"
#property link "http://reshetov.xnet.uz"
//---- input parameters
extern double experts = 1;
extern double beginPrice = 1.8014;
extern int magicnumber = 777;
static int prevtime = 0;
static double bl = 1000;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
if(Time[0] == prevtime)
return(0);
prevtime = Time[0];
if(!IsTradeAllowed())
{
prevtime = Time[1];
return(0);
}
//----
int total = OrdersHistoryTotal();
double money = bl * beginPrice;
int i = 0;
for (i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_HISTORY);
if(OrderSymbol() == Symbol() && OrderMagicNumber() == magicnumber)
{
if(OrderType() == OP_BUY)
{
money = money + (OrderClosePrice() -
OrderOpenPrice()) * 10 * OrderLots();
}
else
{
money = money - (OrderClosePrice() -
OrderOpenPrice()) * 10 * OrderLots();
}
}
}
total = OrdersTotal();
double com = bl;
int tickbuy = -1;
double buyprofit = 0;
double buyvolume = 0;
int ticksell = -1;
double sellprofit = 0;
double sellvolume = 0;
for(i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderMagicNumber() == magicnumber)
{
if(OrderType() == OP_BUY)
{
if(OrderSymbol() == Symbol())
{
buyvolume = OrderLots();
money = money - 10 * buyvolume * OrderOpenPrice();
tickbuy = OrderTicket();
buyprofit = OrderProfit();
}
com = com + 10 * OrderLots();
}
else
{
if(OrderSymbol() == Symbol())
{
sellvolume = OrderLots();
money = money + 10 * sellvolume * OrderOpenPrice();
ticksell = OrderTicket();
sellprofit = OrderProfit();
}
com = com - 10 * OrderLots();
}
}
}
if(! IsTradeAllowed())
{
prevtime = Time[1];
return(0);
}
closeby(ticksell, tickbuy);
if(!IsTradeAllowed())
{
prevtime = Time[1];
return(0);
}
double lots = 0;
double price = 0;
double dt = (money / Ask - com) * experts / (experts + 1);
if(dt < 0)
{
if(buyprofit < 0)
return(0);
if(sellprofit > 0.01)
return(0);
dt = (com - money / Bid) * experts / (experts + 1);
if(dt < 1)
{
closeby(tickbuy, ticksell);
return(0);
}
if(dt > 10)
dt = 10;
lots = MathFloor(dt) / 10;
if(tickbuy >= 0)
{
if(buyvolume > lots)
{
OrderClose(tickbuy, lots, Bid, 3, Blue);
Sleep(30000);
}
else
{
OrderClose(tickbuy, buyvolume, Bid, 3, Blue);
tickbuy = -1;
Sleep(30000);
}
}
else
{
lots = getLots(lots);
if(lots > 0)
{
ticksell = OrderSend(Symbol(), OP_SELL, lots, Bid, 3,
0, 0, "ArbitrageReverse", magicnumber, 0, Red);
Sleep(30000);
}
}
}
else
{
if(sellprofit < 0)
return(0);
if(buyprofit > 0.001)
return(0);
if(dt < 1)
{
closeby(ticksell, tickbuy);
return(0);
}
if(dt > 10)
dt = 10;
lots = MathFloor(dt) / 10;
if(ticksell >= 0)
{
if(sellvolume > lots)
{
OrderClose(ticksell, lots, Ask, 3, Red);
Sleep(30000);
}
else
{
OrderClose(ticksell, sellvolume, Ask, 3, Red);
ticksell = -1;
Sleep(30000);
}
}
else
{
lots = getLots(lots);
if(lots > 0)
{
tickbuy = OrderSend(Symbol(), OP_BUY, lots, Ask, 3, 0,
0, "ArbitrageReverse", magicnumber, 0, Blue);
Sleep(30000);
}
}
}
//----
if(!IsTradeAllowed())
{
prevtime = Time[1];
return(0);
}
closeby(tickbuy, ticksell);
//----
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void closeby(int sell, int buy)
{
if(sell >= 0 && buy >= 0)
{
OrderCloseBy(buy, sell, Green);
Sleep(30000);
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double getLots(double lt)
{
double marginrequired = MarketInfo(Symbol(), MODE_MARGINREQUIRED);
double freemargin = AccountFreeMargin();
if(freemargin > (marginrequired * lt))
{
return(lt);
}
double result = freemargin / marginrequired;
result = MathFloor(result * 10) / 10;
return(result);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
Checks for the total of closed orders
Checks for the total of open orders
It Closes Orders by itself
Other Features: