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Mouteki EA 01.4
//+------------------------------------------------------------------+
//| Mouteki EA v0.4.mq4 |
//| Copyright 2006, Hua Ai (aha) |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2006, Hua Ai (aha)"
#property link ""
// Ver 0.4 Added parameters to control the mark hours the EA is allowed
// to enter a trade.
//
// Ver 0.3 Fixed a minor bug causing problems on finding right point
// for trend lines.
//
// Ver 0.2
// Modiciations:
// 1. On a trend reversal, when the PP calculated based on the highs
// after the first point is smaller (consolidating) than that based
// on the highs between the first point and the 2nd point, use
// latter PP for calculating ST and TP.
// 2. When both TL are broken, only signal this special situation, not
// to close any trades. When price break the Top TL again from that
// situation, close all the short trades and let the long trades
// run. When price break the bottom TL again from that situation,
// close all the long trades and let the short trades run.
// Ver 0.1
// Modifications:
// 1. Allow EA to enter a trade even 3 bars after TL breaks. This is
// because sometimes we got whipsaw back below TL and then breaks
// again, or sometimes, the break is not detectation by only
// checking the recent two bars.
// Determine trend lines:
// 1. Each time determine two trend lines: top trend line and bottom
// trend line.
// 2. Each trend line is determined by two points. Top trend line has
// to be slopped downward from left to right. Bottom trend line
// has to be slopped upward from left to right.
// 3. The 1st point for the top trend line is the most recent high.
// The 2nd point is the most recent high that is higher than the
// 1st point.
// 4. The 1st point for the bottom trend line is the most recent low.
// The 2nd point is the most recent low that is lower than the
// 1st point.
// 5. A bar is qualified as a high when it's high is the highest among
// the 5 bars centered at this bar. A bar is qualified as a low when
// it's low is the lowest among the 5 bars centered at this bar.
// Entry Conditions:
//
// 1. Enter long trade
// 1) Enter long when price open higher than the top trend line. The
// entry price is the first open price above the top trend line.
// 2) Profit projection is determined by calculating the distance
// between the lowest low from the current bar to the 2nd point
// of the top trend line, and the trend line.
// 3) TP is calculated by adding the profit projection to the first
// open price above the top trend line.
// 4) SL is calulated based on profit projection:
// i. When profit projection is less than 90 pips, set SL to half
// of the profit projection to create a 2:1 win/loss ratio.
// ii. When profit project is greater than 90 pips, set SL to 33%
// of the profit projection to create a 3:1 win/loss ratio.
//
// 2. Enter short trade
// 1) Enter short when price open lower than the bottom trend line.
// The entry price is the first open price below the bottom trend
// line.
// 2) Profit projection is determined by calculating the distance
// between the highest high from the current bar to the 2nd point
// of the bottom trend line, and the trend line.
// 3) TP is calculated by adding the profit projection to the first
// open price below the bottom trend line.
// 4) SL is calulated based on profit projection:
// i. When profit projection is less than 90 pips, set SL to half
// of the profit projection to create a 2:1 win/loss ratio.
// ii. When profit project is greater than 90 pips, set SL to 33%
// of the profit projection to create a 3:1 win/loss ratio.
//
// Condition to modify a trade:
//
// 1. When profit is greater than ProfitToMoveSL pips, move the SL to +PositiveSL.
// 2. When a new trade setup is formed in the same direction of an
// existing trade:
// 1) Adjusting TP if the new TP is farther than the existing one.
// 2) Adjusting SL if the new SL is closer than the existing one.
// 3) May add a position based on the new setup if there is only
// one trade exists.
//
// Conditions to close a trade:
//
// 1. TP is hit.
// 2. SL is hit.
// 3. A new trade setup is formed in a reversed direction of the
// existing trade.
//
// Timing:
//
// 1. The first 10 seconds of every 4 hours:
// 1) Check entry conditions.
// 2) Check new setups -- may open new position and/or close old
// positions.
// 3) Condition to modify SL. (This items was checked every tick but
// was proved not good, it tends to cut profits a lot. So now this
// is checked every 4 hours as well)
//
extern bool AlertsOn=true;
extern bool MultiPositions=false;
extern double LotsPerTrade=1;
extern int ProfitToMoveSL=40;
extern int PositiveSL=10;
extern int SL_Offset=0;
extern int TP_Offset=0;
extern bool LondonOpen=true;
extern bool NewYorkOpen=true;
extern bool TokyoOpen=true;
int spread;
bool TD=False;/*Default is false. True setting draws up and down arrows instead of dots on TD Points creating more clutter.*/
int BackSteps=0;/*Used to be extern int now just int. Leave at 0*/
int ShowingSteps=1;/*Used to be extern int now just int. Leave at 1*/
bool FractalAsTD=false;/*Used to be extern bool now just bool. Leave at false, otherwise Trend Lines based on Fractal Points not TD Points*/
double TrendLineBreakUp=-1;//Line added.
double TrendLineBreakUpPrev=-1;//Line added.
double TrendLineBreakUpPrev1=-1;//Line added.
bool TrendLineBreakUpFlag=False;//Line added.
double TrendLineBreakDown=-1;//Line added.
double TrendLineBreakDownPrev=-1;//Line added.
double TrendLineBreakDownPrev1=-1;//Line added.
bool TrendLineBreakDownFlag=False;//Line added.
bool BothTLBroken=false;
//---- buffers
double highs[100000];
double lows[100000];
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
spread = MarketInfo(Symbol(),MODE_SPREAD);
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//--------------------------------------------------------------------
// Find the highs and lows in the current chart.
int SetTDPoint(int B)
{
int shift;
if (FractalAsTD==false)
{
//Print("B = ",B);
//Print("Bars = ",Bars);
//Print("IndicatorCounted() = ",IndicatorCounted());
//It seems B is the same as IndicatorCounted()function
for (shift=B;shift>2;shift--)
{
// If the bar highs at the left are equal to current bar high,
// the current bar high is still a valid high.
if (High[shift+2]<=High[shift] && High[shift+1]<=High[shift] &&
High[shift-1]<High[shift] && High[shift-2]<High[shift])
highs[shift]=High[shift];
//if(shift<100 && highs[shift]!=0) Print("shift=", shift, " highs[shift]=", highs[shift]);
//else highs[shift]=0;
// If the bar lows at the left are equal to current bar low,
// the current bar low is still a valid low.
if (Low[shift+2]>=Low[shift] && Low[shift+1]>=Low[shift] &&
Low[shift-1]>Low[shift] && Low[shift-2]>Low[shift])
lows[shift]=Low[shift];
//else lows[shift]=0;
}
highs[0]=0;
lows[0]=0;
highs[1]=0;
lows[1]=0;
}
else
{
for (shift=B;shift>3;shift--)
{
if (High[shift+1]<=High[shift] && High[shift-1]<High[shift] &&
High[shift+2]<=High[shift] && High[shift-2]<High[shift])
highs[shift]=High[shift];
else highs[shift]=0;
if (Low[shift+1]>=Low[shift] && Low[shift-1]>Low[shift] &&
Low[shift+2]>=Low[shift] && Low[shift-2]>Low[shift])
lows[shift]=Low[shift];
else lows[shift]=0;
}
highs[0]=0;
lows[0]=0;
highs[1]=0;
lows[1]=0;
highs[2]=0;
lows[2]=0;
}
return(0);
}
//--------------------------------------------------------------------
int GetHighTD(int P)
{
int i=0,j=0;
while (j<P)
{
i++;
while(highs[i]==0)
{i++;if(i>Bars-2)return(-1);}
j++;
}
return (i);
}
//--------------------------------------------------------------------
int GetNextHighTD(int P)
{
int i=P+1;
while(highs[i]<=High[P]){i++;if(i>Bars-2)return(-1);}
return (i);
}
//--------------------------------------------------------------------
int GetLowTD(int P)
{
int i=0,j=0;
while (j<P)
{
i++;
while(lows[i]==0)
{i++;if(i>Bars-2)return(-1);}
j++;
}
return (i);
}
//--------------------------------------------------------------------
int GetNextLowTD(int P)
{
int i=P+1;
while(lows[i]>=Low[P] || lows[i]==0){i++;if(i>Bars-2)return(-1);}
return (i);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
int cnt, H1, H2, L1, L2, ii, iii, pos, total, ticket;
double kH, kL, k, pp, tp, sl;
//--------------------------------------------------------
// The first 10 seconds of every 4 hours
if (MathMod(Hour(),4)==0 && Minute()==0 && Seconds()<10)
{
//--------------------------------------------------------
// Condition to modify ST
// Whenever order profit reaches ProfitToMoveSL pips, move SL to +PositiveSL
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES)==true)
{
if(OrderType()<=OP_SELL && OrderSymbol()==Symbol())
{
if(OrderType()==OP_BUY &&
Bid-OrderOpenPrice()>=ProfitToMoveSL*Point &&
OrderOpenPrice()-OrderStopLoss()>=0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+PositiveSL*Point,OrderTakeProfit(),0);
continue;
}
if(OrderType()==OP_SELL &&
OrderOpenPrice()-Ask>=ProfitToMoveSL*Point &&
OrderOpenPrice()-OrderStopLoss()<=0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-PositiveSL*Point,OrderTakeProfit(),0);
continue;
}
}
}
else
Print("OrderSelect returned the error of ",GetLastError());
}
// Where is the trend line?
SetTDPoint(Bars-1);
H1=GetHighTD(1);
H2=GetNextHighTD(H1);
L1=GetLowTD(1);
L2=GetNextLowTD(L1);
kH=(High[H2]-High[H1])/(H2-H1);
kL=(Low[L1]-Low[L2])/(L2-L1);
TrendLineBreakUp=High[H2]-kH*H2;
TrendLineBreakUpPrev=High[H2]-kH*(H2-1);
TrendLineBreakUpPrev1=High[H2]-kH*(H2-2);
TrendLineBreakDown=Low[L2]+kL*L2;
TrendLineBreakDownPrev=Low[L2]+kL*(L2-1);
TrendLineBreakDownPrev1=Low[L2]+kL*(L2-2);
/*
Print("H1=", H1, " High[H1]=", High[H1]);
Print("H2=", H2, " High[H2]=", High[H2]);
Print("L1=", L1, " Low[L1]=", Low[L1]);
Print("L2=", L2, " Low[L2]=", Low[L2]);
Print("TrendLineBreakUp=", TrendLineBreakUp);
Print("TrendLineBreakDown=", TrendLineBreakDown);
Print("Open[0]=", Open[0], " Open[1]=", Open[1]);
*/
//Top trend line and bottom trend line both broken? Wait!
if(Open[0]>TrendLineBreakUp && Open[0]<TrendLineBreakDown)
// && H2<50 && L2<50)
{
/*
total=OrdersTotal();
for(cnt=0;cnt<total;cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES)==true)
{
if(OrderType()==OP_SELL && OrderSymbol()==Symbol())
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet);
continue;
}
if(OrderType()==OP_BUY && OrderSymbol()==Symbol())
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet);
continue;
}
}
else
Print("OrderSelect returned the error of ",GetLastError());
}
*/
BothTLBroken=true;
ArrayInitialize(highs, 0.0);
ArrayInitialize(lows, 0.0);
return(0);
}
//Top trend line broken?
/*if(Open[0]>TrendLineBreakUp && Open[0]>TrendLineBreakDown &&
(Open[1]<TrendLineBreakUpPrev || Open[2]<TrendLineBreakUpPrev) &&
H2<50 && L2<50)*/
//if(Open[0]>TrendLineBreakUp &&
// (Open[1]<TrendLineBreakUpPrev || Open[2]<TrendLineBreakUpPrev))
if((Open[0]>TrendLineBreakUp&&Open[0]>TrendLineBreakDown && (
Open[1]<TrendLineBreakUpPrev||Open[2]<TrendLineBreakUpPrev1||
Open[3]<TrendLineBreakUpPrev1)
) || (
BothTLBroken==true &&
Open[0]>TrendLineBreakUp&&Open[0]>TrendLineBreakDown && (
Open[1]<TrendLineBreakDownPrev||Open[2]<TrendLineBreakDownPrev1||
Open[3]<TrendLineBreakDownPrev1)
))
{
BothTLBroken=false;
//Print("Upper TrendLine Break ",Symbol()," ",Period()," ",Bid);
if(AlertsOn)
Alert("UTL Break>",TrendLineBreakUp," on ",Symbol()," ",Period()," @ ",Ask);
//TrendLineBreakUpFlag=True;
// Calculate profit projection, stop loss, take profit
ii=Lowest(NULL,0,MODE_LOW,H2-1,1);
iii=Lowest(NULL,0,MODE_LOW,H2-H1,H1);
pp=MathMax(High[H2]-kH*(H2-ii)-Low[ii], High[H2]-kH*(H2-iii)-Low[iii]);
// Calculate TP and SL
tp=pp-spread*Point+Open[0]+TP_Offset*Point;
if (pp>90*Point)
sl=Open[0]-spread*Point-MathRound(10000*pp*0.33)/10000-SL_Offset*Point;
else
sl=Open[0]-spread*Point-MathRound(10000*pp*0.5)/10000-SL_Offset*Point;
// Short exists? Close it. Long exists? Change it.
total=OrdersTotal();
pos=0;
for(cnt=0;cnt<total;cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES)==true)
{
// Close the shorts
if(OrderType()==OP_SELL && OrderSymbol()==Symbol())
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet);
continue;
}
// Modify the longs
if(OrderType()==OP_BUY && OrderSymbol()==Symbol())
{
pos++;
OrderModify(OrderTicket(),OrderOpenPrice(),sl,tp,0);
continue;
}
}
else
Print("OrderSelect returned the error of ",GetLastError());
}
//Print("pos=", pos, " MultiPositions=", MultiPositions);
// Long at the break of top trend line
//if (pos==0||MultiPositions)
if ( ((LondonOpen==true && Hour()>=7 && Hour()<=16) || (NewYorkOpen==true && Hour()>=12 && Hour()<=21) || (TokyoOpen==true && ((Hour()>=0 && Hour()<=8) || (Hour()>=23 && Hour()<=24)))) && (pos==0||MultiPositions) )
{
//Print("Ready to open a trade");
ticket=OrderSend(Symbol(),OP_BUY,LotsPerTrade,Ask,3,sl,tp,"Mouteki",00011,0,Green);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
Print("Long order opened : ",OrderOpenPrice());
/*
Print("H1=", H1, " High[H1]=", High[H1]);
Print("H2=", H2, " High[H2]=", High[H2]);
Print("L1=", L1, " Low[L1]=", Low[L1]);
Print("L2=", L2, " Low[L2]=", Low[L2]);
Print("TrendLineBreakUp=", TrendLineBreakUp);
Print("TrendLineBreakDown=", TrendLineBreakDown);
Print("Open[0]=", Open[0], " Open[1]=", Open[1]);
*/
}
else Print("Error opening Long order : ",GetLastError());
}
}
//Bottom trend line broken?
/*if(Open[0]<TrendLineBreakDown && Open[0]<TrendLineBreakUp &&
(Open[1]>TrendLineBreakDownPrev || Open[2]>TrendLineBreakDownPrev) &&
H2<50 && L2<50)*/
//if(Open[0]<TrendLineBreakDown &&
// (Open[1]>TrendLineBreakDownPrev || Open[2]>TrendLineBreakDownPrev))
if((Open[0]<TrendLineBreakDown&&Open[0]<TrendLineBreakUp&&(
Open[1]>TrendLineBreakDownPrev||Open[2]>TrendLineBreakDownPrev1||
Open[3]>TrendLineBreakDownPrev1)
) || (
BothTLBroken==true &&
Open[0]<TrendLineBreakUp&&Open[0]<TrendLineBreakDown&&(
Open[1]>TrendLineBreakUpPrev||Open[2]>TrendLineBreakUpPrev1||
Open[3]>TrendLineBreakUpPrev1)
))
{
BothTLBroken=false;
//Print("Lower Trendline Break ",Symbol()," ",Period()," ",Bid);
if(AlertsOn)
Alert("LTL Break<",TrendLineBreakDown," on ",Symbol()," ",Period()," @ ",Bid);
//TrendLineBreakDownFlag=True;
// Calculate profit projection, stop loss, take profit
ii=Highest(NULL,0,MODE_HIGH,L2-1,1);
iii=Highest(NULL,0,MODE_HIGH,L2-L1,L1);
pp=MathMax(High[ii]-(Low[L2]+kL*(L2-ii)), High[iii]-(Low[L2]+kL*(L2-iii)));
// Calculate TP and SL
tp=Open[0]-pp+spread*Point-TP_Offset*Point;
if (pp>90*Point)
sl=Open[0]+spread*Point+MathRound(10000*pp*0.33)/10000+SL_Offset*Point;
else
sl=Open[0]+spread*Point+MathRound(10000*pp*0.5)/10000+SL_Offset*Point;
// Long exists? Close it. Short exists? Change it.
total=OrdersTotal();
pos=0;
for(cnt=0;cnt<total;cnt++)
{
if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES)==true)
{
// Close the longs
if(OrderType()==OP_BUY && OrderSymbol()==Symbol())
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet);
continue;
}
// Modify the shorts
if(OrderType()==OP_SELL && OrderSymbol()==Symbol())
{
pos++;
OrderModify(OrderTicket(),OrderOpenPrice(),sl,tp,0);
continue;
}
}
else
Print("OrderSelect returned the error of ",GetLastError());
}
// Short at the break of the bottom trend line
//if (pos==0||MultiPositions)
if ( ((LondonOpen==true && Hour()>=7 && Hour()<=16) ||
(NewYorkOpen==true && Hour()>=12 && Hour()<=21) ||
(TokyoOpen==true && ((Hour()>=0 && Hour()<=8) ||
(Hour()>=23 && Hour()<=24)))
) && (pos==0||MultiPositions)
)
{
ticket=OrderSend(Symbol(),OP_SELL,LotsPerTrade,Bid,3,sl,tp,"Mouteki",00021,0,Red);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
Print("Short order opened : ",OrderOpenPrice());
/*
Print("H1=", H1, " High[H1]=", High[H1]);
Print("H2=", H2, " High[H2]=", High[H2]);
Print("L1=", L1, " Low[L1]=", Low[L1]);
Print("L2=", L2, " Low[L2]=", Low[L2]);
Print("TrendLineBreakUp=", TrendLineBreakUp);
Print("TrendLineBreakDown=", TrendLineBreakDown);
Print("Open[0]=", Open[0], " Open[1]=", Open[1]);
*/
}
else Print("Error opening Long order : ",GetLastError());
}
}
ArrayInitialize(highs, 0.0);
ArrayInitialize(lows, 0.0);
}
//----
return(0);
}
//+------------------------------------------------------------------+
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