//+------------------------------------------------------------------+ //| DoubleMA_Crossover_EA.mq4 | //| Copyright © 2005 | //| Written by MrPip from idea of Jason Robinson for Eric | | //+------------------------------------------------------------------+ #property copyright "Copyright © 2005, MrPip" #include extern int MagicNumber = 2222; extern bool AccountIsMini = false; // Change to true if trading mini account extern bool MoneyManagement = false; // Change to false to shutdown money management controls. // Lots = 1 will be in effect and only 1 lot will be open regardless of equity. extern double TradeSizePercent = 5; // Change to whatever percent of equity you wish to risk. extern double Lots = 3; // standard lot size. extern double MaxLots = 100; //+---------------------------------------------------+ //|Indicator Variables | //| Change these to try your own system | //| or add more if you like | //+---------------------------------------------------+ extern int FastMA_Mode = 1; //0=sma, 1=ema, 2=smma, 3=lwma, 4=LSMA extern int FastMA_Period = 5; extern int FastMA_Shift = 0; extern int FastMA_AppliedPrice = 0; // 0=close, 1=open, 2=high, 3=low, 4=median((h+l/2)), 5=typical((h+l+c)/3), 6=weighted((h+l+c+c)/4) extern int SlowMA_Mode = 1; //0=sma, 1=ema, 2=smma, 3=lwma, 4=LSMA extern int SlowMA_Period = 12; extern int SlowMA_Shift = 0; extern int SlowMA_AppliedPrice = 0; // 0=close, 1=open, 2=high, 3=low, 4=median((h+l/2)), 5=typical((h+l+c)/3), 6=weighted((h+l+c+c)/4) extern int Fast_SlowSpreadEntry = 0; // How many pips separation between MAs for signal extern int Fast_SlowSpreadExit=0; // How many pips separation between MAs for signal extern int SignalCandle=1; //+---------------------------------------------------+ //|Money Management | //+---------------------------------------------------+ extern double StopLoss = 250; // Maximum pips willing to lose per position. //***************************************************** // These inputs are used by the trailing stop function //***************************************************** extern bool UseTrailingStop = true; extern int TrailingStopType = 3; // Type 1 moves stop immediately, Type 2 waits til value of TS is reached extern double TrailingStop = 40; // Change to whatever number of pips you wish to trail your position with. extern double FirstMove = 20; // Type 3 first level pip gain extern double FirstStopLoss = 15; // Move Stop to Breakeven extern double SecondMove = 30; // Type 3 second level pip gain extern double SecondStopLoss = 20; // Move stop to lock is profit extern double ThirdMove = 40; // type 3 third level pip gain extern double TrailingStop3 = 20; // Move stop and trail from there extern int TakeProfit = 0; // Maximum profit level achieved. extern double Margincutoff = 800; // Expert will stop trading if equity level decreases to that level. extern int Slippage = 10; // Possible fix for not getting closed //+---------------------------------------------------+ //|General controls | //+---------------------------------------------------+ string setup; double lotMM; int TradesInThisSymbol; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- setup="DoubleMA_Crossover_EA" + Symbol(); return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { } //+------------------------------------------------------------------------+ //| LSMA - Least Squares Moving Average function calculation | //| LSMA_In_Color Indicator plots the end of the linear regression line | //| Modified to use any timeframe | //+------------------------------------------------------------------------+ double LSMA(int Rperiod,int prMode, int TimeFrame, int mshift) { int i; double sum, price; int length; double lengthvar; double tmp; double wt; length = Rperiod; sum = 0; for(i = length; i >= 1 ; i--) { lengthvar = length + 1; lengthvar /= 3; tmp = 0; switch (prMode) { case 0: price = iClose(NULL,TimeFrame,length-i+mshift);break; case 1: price = iOpen(NULL,TimeFrame,length-i+mshift);break; case 2: price = iHigh(NULL,TimeFrame,length-i+mshift);break; case 3: price = iLow(NULL,TimeFrame,length-i+mshift);break; case 4: price = (iHigh(NULL,TimeFrame,length-i+mshift) + iLow(NULL,TimeFrame,length-i+mshift))/2;break; case 5: price = (iHigh(NULL,TimeFrame,length-i+mshift) + iLow(NULL,TimeFrame,length-i+mshift) + iClose(NULL,TimeFrame,length-i+mshift))/3;break; case 6: price = (iHigh(NULL,TimeFrame,length-i+mshift) + iLow(NULL,TimeFrame,length-i+mshift) + iClose(NULL,TimeFrame,length-i+mshift) + iClose(NULL,TimeFrame,length-i+mshift))/4;break; } tmp = ( i - lengthvar)*price; sum+=tmp; } wt = sum*6/(length*(length+1)); return(wt); } //+------------------------------------------------------------------+ //| CheckExitCondition | //| Check if any exit condition is met | //+------------------------------------------------------------------+ bool CheckExitCondition(string TradeType) { bool YesClose; double fMA, sMA; YesClose = false; if (FastMA_Mode == 4) { fMA = LSMA(FastMA_Period,FastMA_AppliedPrice,0,SignalCandle); } else { fMA = iMA(NULL, 0, FastMA_Period, FastMA_Shift, FastMA_Mode, FastMA_AppliedPrice, SignalCandle); } if (SlowMA_Mode == 4) { sMA = LSMA(SlowMA_Period,SlowMA_AppliedPrice,0,SignalCandle); } else { sMA = iMA(NULL, 0, SlowMA_Period, SlowMA_Shift, SlowMA_Mode, SlowMA_AppliedPrice, SignalCandle); } // Check for cross down if (TradeType == "BUY" && fMA - sMA < Fast_SlowSpreadExit*Point) YesClose = true; // Check for cross up if (TradeType == "SELL" && fMA - sMA > Fast_SlowSpreadExit*Point) YesClose = true; return (YesClose); } //+------------------------------------------------------------------+ //| CheckEntryCondition | //| Check if entry condition is met | //+------------------------------------------------------------------+ bool CheckEntryCondition(string TradeType) { bool YesTrade; double fMA, sMA; double fMAp, sMAp; YesTrade = false; if (FastMA_Mode == 4) { fMA = LSMA(FastMA_Period,FastMA_AppliedPrice,0,SignalCandle); fMAp = LSMA(FastMA_Period,FastMA_AppliedPrice,0,SignalCandle+1); } else { fMA = iMA(NULL, 0, FastMA_Period, FastMA_Shift, FastMA_Mode, FastMA_AppliedPrice, SignalCandle); fMAp = iMA(NULL, 0, FastMA_Period, FastMA_Shift, FastMA_Mode, FastMA_AppliedPrice, SignalCandle+1); } if (SlowMA_Mode == 4) { sMA = LSMA(SlowMA_Period,SlowMA_AppliedPrice,0,SignalCandle); sMAp = LSMA(SlowMA_Period,SlowMA_AppliedPrice,0,SignalCandle+1); } else { sMA = iMA(NULL, 0, SlowMA_Period, SlowMA_Shift, SlowMA_Mode, SlowMA_AppliedPrice, SignalCandle); sMAp = iMA(NULL, 0, SlowMA_Period, SlowMA_Shift, SlowMA_Mode, SlowMA_AppliedPrice, SignalCandle+1); } // Check for cross up if (TradeType == "BUY" && fMA - sMA > Fast_SlowSpreadExit*Point && fMAp < sMAp) YesTrade = true; // Check for cross down if (TradeType == "SELL" && fMA - sMA < Fast_SlowSpreadExit*Point && fMAp > sMAp ) YesTrade = true; return (YesTrade); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- // Check for valid inputs if (CheckValidUserInputs()) return(0); //+------------------------------------------------------------------+ //| Check for Open Position | //+------------------------------------------------------------------+ HandleOpenPositions(); // Check if any open positions were not closed TradesInThisSymbol = CheckOpenPositions(); //+------------------------------------------------------------------+ //| Check if OK to make new trades | //+------------------------------------------------------------------+ if(AccountFreeMargin() < Margincutoff) { return(0);} // Only allow 1 trade per Symbol if(TradesInThisSymbol > 0) { return(0);} lotMM = GetLots(); if(CheckEntryCondition("BUY")) { OpenBuyOrder(); } if(CheckEntryCondition("SELL")) { OpenSellOrder(); } //---- return(0); } //+------------------------------------------------------------------+ //| Functions beyond this point should not need to be modified | //| Eventually will be placed in include file | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| OpenBuyOrder | //| If Stop Loss or TakeProfit are used the values are calculated | //| for each trade | //+------------------------------------------------------------------+ void OpenBuyOrder() { int err,ticket; double myStopLoss = 0, myTakeProfit = 0; myStopLoss = 0; if ( StopLoss > 0 ) myStopLoss = Ask - StopLoss * Point ; myTakeProfit = 0; if (TakeProfit>0) myTakeProfit = Ask + TakeProfit * Point; ticket=OrderSend(Symbol(),OP_BUY,lotMM,Ask,Slippage,myStopLoss,myTakeProfit,setup,MagicNumber,0,Green); if(ticket<=0) { err = GetLastError(); Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); } } //+------------------------------------------------------------------+ //| OpenSellOrder | //| If Stop Loss or TakeProfit are used the values are calculated | //| for each trade | //+------------------------------------------------------------------+ void OpenSellOrder() { int err, ticket; double myStopLoss = 0, myTakeProfit = 0; myStopLoss = 0; if ( StopLoss > 0 ) myStopLoss = Bid + StopLoss * Point; myTakeProfit = 0; if (TakeProfit > 0) myTakeProfit = Bid - TakeProfit * Point; ticket=OrderSend(Symbol(),OP_SELL,lotMM,Bid,Slippage,myStopLoss,myTakeProfit,setup,MagicNumber,0,Red); if(ticket<=0) { err = GetLastError(); Print("Error opening Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); } } //+------------------------------------------------------------------+ //| Check Open Position Controls | //+------------------------------------------------------------------+ int CheckOpenPositions() { int cnt, NumPositions; int NumBuyTrades, NumSellTrades; // Number of buy and sell trades in this symbol NumBuyTrades = 0; NumSellTrades = 0; for(cnt=OrdersTotal()-1;cnt>=0;cnt--) { OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES); if ( OrderSymbol() != Symbol()) continue; if ( OrderMagicNumber() != MagicNumber) continue; if(OrderType() == OP_BUY ) NumBuyTrades++; if(OrderType() == OP_SELL ) NumSellTrades++; } NumPositions = NumBuyTrades + NumSellTrades; return (NumPositions); } //+------------------------------------------------------------------+ //| Handle Open Positions | //| Check if any open positions need to be closed or modified | //+------------------------------------------------------------------+ int HandleOpenPositions() { int cnt; bool YesClose; double pt; for(cnt=OrdersTotal()-1;cnt>=0;cnt--) { OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES); if ( OrderSymbol() != Symbol()) continue; if ( OrderMagicNumber() != MagicNumber) continue; if(OrderType() == OP_BUY) { if (CheckExitCondition("BUY")) { CloseOrder(OrderTicket(),OrderLots(),Bid); } else { //***************************************************** // This is where the trailing stop function is called //***************************************************** if (UseTrailingStop) { HandleTrailingStop("BUY",OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); } } } if(OrderType() == OP_SELL) { if (CheckExitCondition("SELL")) { CloseOrder(OrderTicket(),OrderLots(),Ask); } else { //***************************************************** // This is where the trailing stop function is called //***************************************************** if(UseTrailingStop) { HandleTrailingStop("SELL",OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); } } } } } //+------------------------------------------------------------------+ //| Close Open Position Controls | //| Try to close position 3 times | //+------------------------------------------------------------------+ void CloseOrder(int ticket,double numLots,double close_price) { int CloseCnt, err; // try to close 3 Times CloseCnt = 0; while (CloseCnt < 3) { if (OrderClose(ticket,numLots,close_price,Slippage,Violet)) { CloseCnt = 3; } else { err=GetLastError(); Print(CloseCnt," Error closing order : (", err , ") " + ErrorDescription(err)); if (err > 0) CloseCnt++; } } } //***************************************************** // This function is used by the trailing stop function //***************************************************** //+------------------------------------------------------------------+ //| Modify Open Position Controls | //| Try to modify position 3 times | //+------------------------------------------------------------------+ void ModifyOrder(int ord_ticket,double op, double price,double tp) { int CloseCnt, err; CloseCnt=0; while (CloseCnt < 3) { if (OrderModify(ord_ticket,op,price,tp,0,Aqua)) { CloseCnt = 3; } else { err=GetLastError(); Print(CloseCnt," Error modifying order : (", err , ") " + ErrorDescription(err)); if (err>0) CloseCnt++; } } } //+------------------------------------------------------------------+ //| HandleTrailingStop | //| Type 1 moves the stoploss without delay. | //| Type 2 waits for price to move the amount of the trailStop | //| before moving stop loss then moves like type 1 | //| Type 3 uses up to 3 levels for trailing stop | //| Level 1 Move stop to 1st level | //| Level 2 Move stop to 2nd level | //| Level 3 Trail like type 1 by fixed amount other than 1 | //| Possible future types | //| Type 4 uses 2 for 1, every 2 pip move moves stop 1 pip | //| Type 5 uses 3 for 1, every 3 pip move moves stop 1 pip | //+------------------------------------------------------------------+ int HandleTrailingStop(int type, int ticket, double op, double os, double tp) { double pt, TS=0, myAsk, myBid; if (type == OP_BUY) { myBid = MarketInfo(Symbol(),MODE_BID); switch(TrailingStopType) { case 1: pt = Point*StopLoss; if(myBid-os > pt) ModifyOrder(ticket,op,myBid-pt,tp); break; case 2: pt = Point*TrailingStop; if(myBid-op > pt && os < myBid - pt) ModifyOrder(ticket,op,myBid - pt,tp); break; case 3: if (myBid - op > FirstMove * Point) { TS = op + FirstMove*Point - FirstStopLoss * Point; if (os < TS) { ModifyOrder(ticket,op,TS,tp); } } if (myBid - op > SecondMove * Point) { TS = op + SecondMove*Point - SecondStopLoss * Point; if (os < TS) { ModifyOrder(ticket,op,TS,tp); } } if (myBid - op > ThirdMove * Point) { TS = myBid - TrailingStop3*Point; if (os < TS) { ModifyOrder(ticket,op,TS,tp); } } break; } return(0); } if (type == OP_SELL) { myAsk = MarketInfo(Symbol(),MODE_ASK); switch(TrailingStopType) { case 1: pt = Point*StopLoss; if(os - myAsk > pt) ModifyOrder(ticket,op,myAsk+pt,tp); break; case 2: pt = Point*TrailingStop; if(op - myAsk > pt && os > myAsk+pt) ModifyOrder(ticket,op,myAsk+pt,tp); break; case 3: if (op - myAsk > FirstMove * Point) { TS = op - FirstMove * Point + FirstStopLoss * Point; if (os > TS) { ModifyOrder(ticket,op,TS,tp); } } if (op - myAsk > SecondMove * Point) { TS = op - SecondMove * Point + SecondStopLoss * Point; if (os > TS) { ModifyOrder(ticket,op,TS,tp); } } if (op - myAsk > ThirdMove * Point) { TS = myAsk + TrailingStop3 * Point; if (os > TS) { ModifyOrder(ticket,op,TS,tp); } } break; } } return(0); } //+------------------------------------------------------------------+ //| Get number of lots for this trade | //+------------------------------------------------------------------+ double GetLots() { double lot; if(MoneyManagement) { lot = LotsOptimized(); } else { lot = Lots; if(AccountIsMini) { if (lot > 1.0) lot = lot / 10; if (lot < 0.1) lot = 0.1; } } return(lot); } //+------------------------------------------------------------------+ //| Calculate optimal lot size | //+------------------------------------------------------------------+ double LotsOptimized() { double lot=Lots; //---- select lot size lot=NormalizeDouble(MathFloor(AccountFreeMargin()*TradeSizePercent/10000)/10,1); // lot at this point is number of standard lots // if (Debug) Print ("Lots in LotsOptimized : ",lot); // Check if mini or standard Account if(AccountIsMini) { lot = MathFloor(lot*10)/10; // Use at least 1 mini lot if(lot<0.1) lot=0.1; if (lot > MaxLots) lot = MaxLots; }else { if (lot < 1.0) lot = 1.0; if (lot > MaxLots) lot = MaxLots; } return(lot); } //+------------------------------------------------------------------+ //| CheckValidUserInputs | //| Check if User Inputs are valid for ranges allowed | //| return true if invalid input, false otherwise | //| Also display an alert for invalid input | //+------------------------------------------------------------------+ bool CheckValidUserInputs() { if (CheckMAMethod(FastMA_Mode)) { Alert("FastMA_Mode(0 to 4) You entered ",FastMA_Mode); return(true); } if (CheckMAMethod(SlowMA_Mode)) { Alert("SlowMA_Mode(0 to 4) You entered ",SlowMA_Mode); return(true); } if (CheckAppliedPrice(FastMA_AppliedPrice)) { Alert("FastMA_AppliedPrice( 0 to 6) You entered ",FastMA_AppliedPrice); return(true); } if (CheckAppliedPrice(SlowMA_AppliedPrice)) { Alert("SlowMA_AppliedPrice(0 to 6) You entered ",SlowMA_AppliedPrice); return(true); } if (CheckTrailingStopType(TrailingStopType)) { Alert("TrailingStopType( 1 to 3) You entered ",TrailingStopType); return(true); } } //+------------------------------------------------+ //| Check for valid Moving Average methods | //| 0=sma, 1=ema, 2=smma, 3=lwma , 3=lsma | //| return true if invalid, false if OK | //+------------------------------------------------+ bool CheckMAMethod(int method) { if (method < 0) return (true); if (method > 4) return (true); return(false); } //+-----------------------------------------------------+ //| Check for valid Applied Price enumerations | //| 0=close, 1=open, 2=high, 3=low, 4=median((h+l/2)) | //| 5=typical((h+l+c)/3), 6=weighted((h+l+c+c)/4) | //| return true if invalid, false if OK | //+-----------------------------------------------------+ bool CheckAppliedPrice(int applied_price) { if (applied_price < 0) return (true); if (applied_price > 6) return (true); return(false); } //+------------------------------------------------+ //| Check for valid TrailingStopType | //| | //| return true if invalid, false if OK | //+------------------------------------------------+ bool CheckTrailingStopType(int stop_type) { if (stop_type < 0 ) return(true); if (stop_type > 3) return(true); return(false); }