//+------------------------------------------------------------------+ //| Khaos_expert_v1.mq4 | //| Copyright 2005 | //| Copyright 2005, sgalaise | //| | //| Written by MrPip from idea of sgalaise | | //+------------------------------------------------------------------+ #property copyright "Copyright 2005, sgajaise" #property link "http:/strategybuilderfx.com/" #include extern bool Debug = false; // Change to true to allow print //+---------------------------------------------------+ //|Account functions | //+---------------------------------------------------+ extern bool AccountIsMini = false; // Change to true if trading mini account //+---------------------------------------------------+ //|Money Management | //+---------------------------------------------------+ extern bool MoneyManagement = true; // 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 Riskpercent = 5; // Change to whatever percent of equity you wish to risk. extern double DecreaseFactor = 3; // Used to decrease lot size after a loss is experienced to protect equity. Recommended not to change. extern double StopLoss = 0; // Maximum pips willing to lose per position. extern double TrailingStop = 0; // Change to whatever number of pips you wish to trail your position with. extern double Margincutoff = 800; // Expert will stop trading if equity level decreases to that level. extern double Maxtrades = 10; // Total number of positions on all currency pairs. You can change this number as you wish. //+---------------------------------------------------+ //|Profit controls | //+---------------------------------------------------+ extern int TakeProfit = 0; // Maximum profit level achieved. extern int Slippage = 10; // Possible fix for not getting filled or closed //+---------------------------------------------------+ //|Indicator Variables | //| Change these to try your own system | //| or add more if you like | //+---------------------------------------------------+ extern int FasterMode = 3; //0=sma, 1=ema, 2=smma, 3=lwma, 4 = lsma extern int FastMAPeriod = 5; extern int SlowerMode = 1; //0=sma, 1=ema, 2=smma, 3=lwma, 4 = lsma extern int SlowMAPeriod = 120; //---- filter parameters extern bool UseJuice = false; extern int JuicePeriod= 7; extern int JuiceLevel= 4; extern double Lots = 1; // standard lot size. extern bool Turnon = true; // Turns expert on, change to false and no trades will take place even if expert is enabled. //+---------------------------------------------------+ //|General controls | //+---------------------------------------------------+ string OrderText = ""; double lotMM; int TradesInThisSymbol; datetime LastTime; double Sl; double Tr; bool OK2Buy, OK2Sell; // determines if buy or sell trades are allowed bool FlatMarket; int NumBuys, NumSells; // Number of buy and sell trades in this symbol bool first_time = true; // Used to check if first call to SilverTrend //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { int handle, err; string filename=Symbol()+TimeToStr(CurTime(),TIME_DATE) + ".txt"; //---- if (Debug) { GlobalVariableSet("MyHandle",0); handle = FileOpen(filename,FILE_CSV|FILE_WRITE,"\t"); if (!GlobalVariableCheck("MyHandle")) { err = GetLastError(); Print("Error creating Global Variable MyHandle: (" + err + ") " + ErrorDescription(err)); } GlobalVariableSet("MyHandle",handle); } //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { int handle; if (Debug) { handle = GlobalVariableGet("MyHandle"); FileFlush(handle); FileClose(handle); GlobalVariableDel("MyHandle"); } return(0); } //+------------------------------------------------------------------+ //| Write - writes string to debug file | //+------------------------------------------------------------------+ int Write(string str) { int handle; handle = GlobalVariableGet("MyHandle"); FileWrite(handle,str,"\r\n"); } //+------------------------------------------------------------------+ //| The functions from this point to the start function are where | //| changes are made to test other systems or strategies. | //|+-----------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Juice (std deviation limit) indicator | //| by Shimodax, based on "Juice.mq4 by Perky" | //| original link "http://fxovereasy.atspace.com/index" | //| Modified by MrPip to only calculate current value | //+------------------------------------------------------------------+ double Juice(int shift, int period, int level) { double osma= 0; osma= iStdDev(NULL,0, period, MODE_EMA, 0, PRICE_CLOSE,shift) - level*Point; // if (Debug) // { // Print("FXOE-Juice is ", osma); // Write(" FXOE-Juice is " + DoubleToStr(osma,6)); // } return (osma); // return last computed value } //+------------------------------------------------------------------------+ //| LSMA - Least Squares Moving Average function calculation | //| LSMA_In_Color Indicator plots the end of the linear regression line | //+------------------------------------------------------------------------+ double LSMA(int Rperiod, int shift) { int i; double sum; 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; tmp = ( i - lengthvar)*Close[length-i+shift]; 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 fasterMAnow, slowerMAnow, fasterMAprevious, slowerMAprevious; double currentCAO, previousCAO; YesClose = false; if (FasterMode == 4) { fasterMAnow = LSMA(FastMAPeriod, 0); fasterMAprevious = LSMA(FastMAPeriod,1); } else { fasterMAnow = iMA(NULL, 0, FastMAPeriod, 0, FasterMode, PRICE_CLOSE, 0); fasterMAprevious = iMA(NULL, 0, FastMAPeriod, 0, FasterMode, PRICE_CLOSE, 1); } if (SlowerMode == 4) { slowerMAnow = LSMA(SlowMAPeriod, 0); slowerMAprevious = LSMA(SlowMAPeriod,1); } else { slowerMAnow = iMA(NULL, 0, SlowMAPeriod, 0, SlowerMode, PRICE_CLOSE, 0); slowerMAprevious = iMA(NULL, 0, SlowMAPeriod, 0, SlowerMode, PRICE_CLOSE, 1); } currentCAO = fasterMAnow - slowerMAnow; previousCAO = fasterMAprevious - slowerMAprevious; if (TradeType == "BUY") // Check for cross down { if ((currentCAO < previousCAO) && currentCAO > 0) { YesClose = true; } } if (TradeType == "SELL") // Check for cross up { if ((currentCAO > previousCAO) && currentCAO < 0) { YesClose =true; } } //+------------------------------------------------------------------+ //| Friday Exits | //+------------------------------------------------------------------+ // if(DayOfWeek()==5 && Hour()>=20) YesClose = true; return (YesClose); } //+------------------------------------------------------------------+ //| CheckEntryCondition | //| Check if entry condition is met | //+------------------------------------------------------------------+ bool CheckEntryCondition(string TradeType) { bool YesTrade; double fasterMAnow, slowerMAnow, fasterMAprevious, slowerMAprevious; double currentCAO, previousCAO; YesTrade = false; if (FasterMode == 4) { fasterMAnow = LSMA(FastMAPeriod, 0); fasterMAprevious = LSMA(FastMAPeriod,1); } else { fasterMAnow = iMA(NULL, 0, FastMAPeriod, 0, FasterMode, PRICE_CLOSE, 0); fasterMAprevious = iMA(NULL, 0, FastMAPeriod, 0, FasterMode, PRICE_CLOSE, 1); } if (SlowerMode == 4) { slowerMAnow = LSMA(SlowMAPeriod, 0); slowerMAprevious = LSMA(SlowMAPeriod,1); } else { slowerMAnow = iMA(NULL, 0, SlowMAPeriod, 0, SlowerMode, PRICE_CLOSE, 0); slowerMAprevious = iMA(NULL, 0, SlowMAPeriod, 0, SlowerMode, PRICE_CLOSE, 1); } currentCAO = fasterMAnow - slowerMAnow; previousCAO = fasterMAprevious - slowerMAprevious; if (TradeType == "BUY") // Check for cross up { if ((currentCAO > previousCAO) && currentCAO < 0) { YesTrade = true; } } if (TradeType == "SELL") // Check for cross down { if ((currentCAO < previousCAO) && currentCAO > 0) { YesTrade =true; } } return (YesTrade); } //+------------------------------------------------------------------+ //| Check if filters allow trades | //| Return 0 for flat market | //| return 1 for enough juice for trading | //+------------------------------------------------------------------+ int CheckFilters() { if (UseJuice) { // Check if juice is ok for trading? if (Juice(1, JuicePeriod, JuiceLevel) <= 0) return(0); } return (1); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- int Filter; bool ExitBuy, ExitSell, YesTrade; int MagicNumber = 3000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period()); string setup="khaos_expert_v1" + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period())); // Check for input parameter errors if (UseJuice && Period()!=15) { Alert ("Juice Is Recommended for 15 Min Chart only!!"); return(0); } //+------------------------------------------------------------------+ //| Check for Open Position | //+------------------------------------------------------------------+ ExitBuy = CheckExitCondition("BUY"); ExitSell = CheckExitCondition("SELL"); HandleOpenPositions(MagicNumber, ExitBuy, ExitSell); // Check if any open positions were not closed TradesInThisSymbol = CheckOpenPositions(MagicNumber); //+------------------------------------------------------------------+ //| Check if OK to make new trades | //+------------------------------------------------------------------+ if(AccountFreeMargin() < Margincutoff) { return(0);} // Only allow 1 trade per Symbol if(TradesInThisSymbol > 0) { return(0);} if(CurTime() < LastTime) { return(0);} // Money Management // Moved after open positions are closed for more available margin if(MoneyManagement) { lotMM = LotsOptimized(MagicNumber); } else { lotMM = Lots; // Change mm to 0 if you want the Lots parameter to be in effect } OrderText = ""; //Must be blank before going into the main section if(CheckEntryCondition("BUY")) { OrderText = "BUY"; if (Debug) { Print ("Buy at ", TimeToStr(CurTime()), " for ", DoubleToStr(Ask,4) ); Write ("Buy at " + TimeToStr(CurTime())+ " for " + DoubleToStr(Ask,4)); } if (StopLoss>0) { Sl = Ask-StopLoss*Point; } else { Sl=0; } if (TakeProfit == 0) Tr = 0; else Tr = Ask+TakeProfit*Point; } if(CheckEntryCondition("SELL")) { OrderText = "SELL"; if (Debug) { Print ("Sell at ", TimeToStr(CurTime()), " for ", DoubleToStr(Bid,4) ); Write ("Sell at " + TimeToStr(CurTime())+ " for " + DoubleToStr(Bid,4)); } if (StopLoss>0) { Sl = Bid+StopLoss*Point; } else { Sl = 0; } if (TakeProfit == 0) Tr = 0; else Tr = Bid-TakeProfit*Point; } if(OrderText != "" && TradesInThisSymbol == 0 && Turnon) { LastTime = DoTrades(OrderText,setup,MagicNumber, lotMM,Sl,Tr,CurTime()); return(0); } //---- return(0); } //+------------------------------------------------------------------+ //| Functions beyond this point should not need to be modified | //| Eventually will be placed in include file | //+------------------------------------------------------------------+ //+-------------------------------------------+ //| DoTrades module cut from start | //| No real changes | //+-------------------------------------------+ datetime DoTrades(string OrdText, string SetupStr,int MagicNum,double lotM, double SSl, double TTr, datetime LstTime) { double Min_OrderPrice; int err,tries; double dtries; int ticket; datetime lsttim; lsttim = LstTime; if(OrdText == "BUY") { Min_OrderPrice=MinOrderPrice(OP_BUY, MagicNum); if (Min_OrderPrice>0 && Min_OrderPrice<=Ask*1.05) { Print("Buy too expensive => MinOrderPrice= " + Min_OrderPrice + " Ask=" + Ask); } else { tries = 0; while (tries < 3) { ticket = OrderSend(Symbol(),OP_BUY,lotM,Ask,Slippage,SSl,TTr,SetupStr,MagicNum,0,Green); if (Debug) { dtries = tries; Print ("Buy at ",TimeToStr(CurTime())," for ",Ask, " try:",tries); Write ("Buy at " + TimeToStr(CurTime()) + " for " + DoubleToStr(Ask,4) + " try:" + DoubleToStr(dtries,0)); } lsttim += 12; if (ticket <= 0) { tries++; } else tries = 3; } if(ticket<=0) { err = GetLastError(); Alert("Error opening BUY order [" + SetupStr + "]: (" + err + ") " + ErrorDescription(err)); if (Debug) Write("Error opening BUY order [" + SetupStr + "]: (" + err + ") " + ErrorDescription(err)); } return(lsttim); } } else if(OrdText == "SELL") { Min_OrderPrice=MinOrderPrice(OP_SELL, MagicNum); if (Min_OrderPrice>0 && Min_OrderPrice<=Bid) { Print("Sell too expensive MinOrderPrice= " + Min_OrderPrice + " Bid=" + Bid); } else { tries = 0; while (tries < 3) { ticket = OrderSend(Symbol(),OP_SELL,lotM,Bid,Slippage,SSl,TTr,SetupStr,MagicNum,0,Red); if (Debug) { dtries = tries; Print ("Sell at ",TimeToStr(CurTime())," for ",Bid, " try:",tries); Write ("Sell at " + TimeToStr(CurTime()) + " for " + DoubleToStr(Bid,4) + " try:" + DoubleToStr(dtries,0)); } lsttim += 12; if (ticket <= 0) { tries++; }else tries = 3; } if(ticket<=0) { err = GetLastError(); Alert("Error opening Sell order [" + SetupStr + "]: (" + err + ") " + ErrorDescription(err)); if (Debug) Write("Error opening Sell order [" + SetupStr + "]: (" + err + ") " + ErrorDescription(err)); } return(lsttim); } } return(lsttim); } //+------------------------------------------------------------------+ //| Check Open Position Controls | //+------------------------------------------------------------------+ int CheckOpenPositions(int MagicNumbers) { int cnt, total, NumPositions; int NumBuyTrades, NumSellTrades; // Number of buy and sell trades in this symbol NumBuyTrades = 0; NumSellTrades = 0; total=OrdersTotal(); for(cnt=0;cnt 0) CloseCnt++; } else { CloseCnt = 3; } } } else { if(TrailingStop>0) { if(Bid-OrderOpenPrice()>Point*TrailingStop) { if(OrderStopLoss()0) CloseCnt++; } else CloseCnt = 3; } } } } } } if((OrderType() == OP_SELL || OrderType() == OP_SELLSTOP) && (OrderSymbol()==Symbol())) { if (SellExit) { // try to close 3 Times CloseCnt = 0; while (CloseCnt < 3) { if (!OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Violet)) { err=GetLastError(); Print(CloseCnt," Error closing order : ",cnt," (", err , ") " + ErrorDescription(err)); if (err > 0) CloseCnt++; } else CloseCnt = 3; } } else { // try to modify 3 Times if(TrailingStop>0) { if((OrderOpenPrice()-Ask)>(Point*TrailingStop)) { if(OrderStopLoss()==0.0 || OrderStopLoss()>(Ask+Point*TrailingStop)) { CloseCnt = 0; while (CloseCnt < 3) { if (!OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Aqua)) { err=GetLastError(); if (err > 0) CloseCnt++; } else CloseCnt = 3; } } } } } } } } //+------------------------------------------------------------------+ //| Calculate optimal lot size | //+------------------------------------------------------------------+ double LotsOptimized(int Mnr) { double lot=Lots; int orders=HistoryTotal(); // history orders total int losses=0; // number of losses orders without a break int tolosses=0; //---- select lot size lot=NormalizeDouble(MathFloor(AccountFreeMargin()*Riskpercent/10000)/10,1); //---- calculate 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 || OrderMagicNumber()!=Mnr) continue; //---- if(OrderProfit()>0) break; if(OrderProfit()<0) losses++; } for(i=orders-1;i>=0;i--) { if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; } if(TimeDay(OrderCloseTime()) != TimeDay(CurTime())) continue; //---- if(OrderProfit()<0) tolosses++; } if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,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); lot = lot / 10; // Use at least 1 mini lot if(lot<0.1) lot=0.1; }else { if (lot < 1.0) lot = 1.0; if (lot > 100) lot = 100; } return(lot); } //+------------------------------------------------------------------+ //| Time frame interval appropriation function | //+------------------------------------------------------------------+ int func_TimeFrame_Const2Val(int Constant ) { switch(Constant) { case 1: // M1 return(1); case 5: // M5 return(2); case 15: return(3); case 30: return(4); case 60: return(5); case 240: return(6); case 1440: return(7); case 10080: return(8); case 43200: return(9); } } //+------------------------------------------------------------------+ //| Time frame string appropriation function | //+------------------------------------------------------------------+ string func_TimeFrame_Val2String(int Value ) { switch(Value) { case 1: // M1 return("PERIOD_M1"); case 2: // M1 return("PERIOD_M5"); case 3: return("PERIOD_M15"); case 4: return("PERIOD_M30"); case 5: return("PERIOD_H1"); case 6: return("PERIOD_H4"); case 7: return("PERIOD_D1"); case 8: return("PERIOD_W1"); case 9: return("PERIOD_MN1"); default: return("undefined " + Value); } } int func_Symbol2Val(string symbol) { if(symbol=="AUDCAD") { return(1); } else if(symbol=="AUDJPY") { return(2); } else if(symbol=="AUDNZD") { return(3); } else if(symbol=="AUDUSD") { return(4); } else if(symbol=="CHFJPY") { return(5); } else if(symbol=="EURAUD") { return(6); } else if(symbol=="EURCAD") { return(7); } else if(symbol=="EURCHF") { return(8); } else if(symbol=="EURGBP") { return(9); } else if(symbol=="EURJPY") { return(10); } else if(symbol=="EURUSD") { return(11); } else if(symbol=="GBPCHF") { return(12); } else if(symbol=="GBPJPY") { return(13); } else if(symbol=="GBPUSD") { return(14); } else if(symbol=="NZDUSD") { return(15); } else if(symbol=="USDCAD") { return(16); } else if(symbol=="USDCHF") { return(17); } else if(symbol=="USDJPY") { return(18); } else { Comment("unexpected Symbol"); return(0); } } //+------------------------------------------------------------------+ //| Average price efficiency function | //+------------------------------------------------------------------+ double MinOrderPrice(int OType, int OMagicNumber) { double MinPrice; if (OrderType()==OP_BUY) { MinPrice=1000000; } else { MinPrice=0; } for(int cnt=0;cntMinPrice) { MinPrice=OrderOpenPrice(); } } } } if (MinPrice==1000000) MinPrice=0; return(MinPrice); }