//+------------------------------------------------------------------+ //| MakeGrid192.mq4 | //| Copyright 2005, hdb | //| http://www.dubois1.net/hdb | //+------------------------------------------------------------------+ #property copyright "Copyright 2005, hdb" #property link "http://www.dubois1.net/hdb" //#property version "1.92" // DISCLAIMER ***** IMPORTANT NOTE ***** READ BEFORE USING ***** // This expert advisor can open and close real positions and hence do real trades and lose real money. // This is not a 'trading system' but a simple robot that places trades according to fixed rules. // The author has no pretentions as to the profitability of this system and does not suggest the use // of this EA other than for testing purposes in demo accounts. // Use of this system is free - but u may not resell it - and is without any garantee as to its // suitability for any purpose. // By using this program you implicitly acknowledge that you understand what it does and agree that // the author bears no responsibility for any losses. // Before using, please also check with your broker that his systems are adapted for the frequest trades // associated with this expert. // 1.8 changes // made wantLongs and wantShorts into local variables. Previously, if u set UseMACD to true, // it did longs and shorts and simply ignored the wantLongs and wantShorts flags. // Now, these flags are not ignored. // added a loop to check if there are 'illicit' open orders above or below the EMA when the limitEMA34 // flag is used. These accumulate over time and are never removed and is due to the EMA moving. // removed the switch instruction as they dont seem to work - replaced with if statements // made the EMA period variable // // 1.9 changes - as per kind suggestions of Gideon // Added a routine to delete orders and positions if they are older than keepOpenTimeLimit hours. // Added OsMA as a possible filter. Acts exactly like MACD. // Added 4 parameters for MACD or OsMA so that we can optimise // Also cleaned up the code a bit. // 1.92 changes by dave // added function openPOsitions to count the number of open positions // modified the order logic so that openPOsitions is not > GridMaxOpen // modified by cori. Using OrderMagicNumber to identify the trades of the grid extern int uniqueGridMagic = 11111; // Magic number of the trades. must be unique to identify // the trades of one grid extern double Lots = 0.1; // extern double GridSize = 6; // pips between orders - grid or mesh size extern double GridSteps = 12; // total number of orders to place extern double TakeProfit = 12 ; // number of ticks to take profit. normally is = grid size but u can override extern double StopLoss = 0; // if u want to add a stop loss. normal grids dont use stop losses extern int trailStop = 0; // will trail if > 0 extern double UpdateInterval = 1; // update orders every x minutes extern bool wantLongs = true; // do we want long positions extern bool wantShorts = true; // do we want short positions extern bool wantBreakout = true; // do we want longs above price, shorts below price extern bool wantCounter = true; // do we want longs below price, shorts above price extern bool limitEMA = true; // do we want longs above ema only, shorts below ema only extern int EMAperiod = 34; // the length of the EMA.. was previously fixed at 34 extern double GridMaxOpen = 0; // maximum number of open positions : implemented in v1.92 extern bool UseMACD = true; // if true, will use macd >0 for longs only, macd <0 for shorts only // on crossover, will cancel all pending orders. Works in conjunction with wantLongs and wantShorts. extern bool UseOsMA = false; // if true, will use OSMA > 0 for longs only, OSMA <0 for shorts only. used in same way as MACD. // If both UseMACD and UseOSMA atr true, OSMA is taken. extern bool CloseOpenPositions = false;// if UseMACD, do we also close open positions with a loss? extern bool doHouseKeeping = true; // this will remove long orders below the 34 ema and vv if limitEMA flag is true extern double keepOpenTimeLimit = 0; // in hours - if > 0, all open orders or positions will be closed after this period. fractions are permitted extern int emaFast = 12; // parameters for MACD and OSMA extern int emaSlow = 26; // parameters for MACD and OSMA extern int signalPeriod = 9; // parameters for MACD and OSMA extern int timeFrame = 0; // parameters for MACD and OSMA extern int minFromPrice = 0; // minimum distance from price to place trades. // modified by cori. internal variables only string GridName = "Grid"; // identifies the grid. allows for several co-existing grids - old variable.. shold not use any more double LastUpdate = 0; // counter used to note time of last update //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- #property show_inputs // shows the parameters - thanks Slawa... //---- // added my corri and removed by hdb!! lol.. just to stay compatible with open grids... // GridName = StringConcatenate( "Grid", Symbol() ); return(0); } //+------------------------------------------------------------------------+ //| tests if there is an open position or order in the region of atRate | //| will check for longs if checkLongs is true, else will check | //| for shorts | //+------------------------------------------------------------------------+ bool IsPosition(double atRate, double inRange, bool checkLongs ) { int totalorders = OrdersTotal(); for(int i=0;i=0;i--) OrderSelect(i, SELECT_BY_POS, MODE_TRADES); // we use iTime so it works in backtesting if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { if (( MathAbs(iTime(Symbol(),5,0)-OrderOpenTime()) >= xHours*60*60 ) && (iTime(Symbol(),5,0)>0)) { bool result = false; //Close opened long position if ( OrderType() == OP_BUY ) result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red ); //Close opened short position if ( OrderType() == OP_SELL ) result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red ); //Close pending order if ( OrderType() > 1 ) result = OrderDelete( OrderTicket() ); } } } // proc DeleteAfter() //+------------------------------------------------------------------------+ //| cancells all pending orders | //+------------------------------------------------------------------------+ void CloseAllPendingOrders( ) { int totalorders = OrdersTotal(); for(int i=totalorders-1;i>=0;i--) // scan all orders and positions... { OrderSelect(i, SELECT_BY_POS); // modified as per cori. Using OrderMagicNumber to identify the trades of the grid // hdb added or gridname for compatibility if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { if ( OrderType() > 1 ) bool result = OrderDelete( OrderTicket() ); } } return; } //+------------------------------------------------------------------------+ //| cancells all pending orders and closes open positions | //+------------------------------------------------------------------------+ void ClosePendingOrdersAndPositions() { int totalorders = OrdersTotal(); for(int i=totalorders-1;i>=0;i--) { OrderSelect(i, SELECT_BY_POS); bool result = false; // modified by cori. Using OrderMagicNumber to identify the trades of the grid // hdb added or gridname for compatibility if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { //Close opened long positions if ( OrderType() == OP_BUY ) result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, Red ); //Close opened short positions if ( OrderType() == OP_SELL ) result = OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, Red ); //Close pending orders if ( OrderType() > 1 ) result = OrderDelete( OrderTicket() ); } } return; } //+------------------------------------------------------------------------+ //| cancells all open orders which fall on the wrong side of the EMA | //+------------------------------------------------------------------------+ void CloseOrdersfromEMA( double theEMAValue ) { int totalorders = OrdersTotal(); for(int i=totalorders-1;i>=0;i--) // scan all orders and positions... { OrderSelect(i, SELECT_BY_POS); if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { int type = OrderType(); bool result = false; //if (type > 1) Print(type," ",theEMAValue," ",OrderOpenPrice()); if ( type == OP_BUYLIMIT && OrderOpenPrice() <= theEMAValue ) result = OrderDelete( OrderTicket() ); if ( type == OP_BUYSTOP && OrderOpenPrice() <= theEMAValue ) result = OrderDelete( OrderTicket() ); if ( type == OP_SELLLIMIT && OrderOpenPrice() >= theEMAValue ) result = OrderDelete( OrderTicket() ); if ( type == OP_SELLSTOP && OrderOpenPrice() >= theEMAValue ) result = OrderDelete( OrderTicket() ); } } return; } //+------------------------------------------------------------------------+ //| counts the number of open positions | //+------------------------------------------------------------------------+ int openPositions( ) { int op =0; int totalorders = OrdersTotal(); for(int i=totalorders-1;i>=0;i--) // scan all orders and positions... { OrderSelect(i, SELECT_BY_POS); if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { int type = OrderType(); if ( type == OP_BUY ) {op=op+1;} if ( type == OP_SELL ) {op=op+1;} } } return(op); } //+------------------------------------------------------------------+ //| Trailing stop procedure | //+------------------------------------------------------------------+ void TrailIt( int byPips ) // based on trailing stop code from MT site... thanks MT! { if (byPips >=5) { for (int i = 0; i < OrdersTotal(); i++) { OrderSelect(i, SELECT_BY_POS, MODE_TRADES); if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { if (OrderType() == OP_BUY) { //if (Bid > (OrderValue(cnt,VAL_OPENPRICE) + TrailingStop * Point)) { // OrderClose(OrderTicket(), OrderLots(), Bid, 3, Violet); // break; //} if (Bid - OrderOpenPrice() > byPips * MarketInfo(OrderSymbol(), MODE_POINT)) { if (OrderStopLoss() < Bid - byPips * MarketInfo(OrderSymbol(), MODE_POINT)) { OrderModify(OrderTicket(), OrderOpenPrice(), Bid - byPips * MarketInfo(OrderSymbol(), MODE_POINT), OrderTakeProfit(), Red); } } } else if (OrderType() == OP_SELL) { if (OrderOpenPrice() - Ask > byPips * MarketInfo(OrderSymbol(), MODE_POINT)) { if ((OrderStopLoss() > Ask + byPips * MarketInfo(OrderSymbol(), MODE_POINT)) || (OrderStopLoss() == 0)) { OrderModify(OrderTicket(), OrderOpenPrice(), Ask + byPips * MarketInfo(OrderSymbol(), MODE_POINT), OrderTakeProfit(), Red); } } } } } } } // proc TrailIt() //+------------------------------------------------------------------+ //| script program start function | //+------------------------------------------------------------------+ int start() { //---- int i, j,k, ticket, entermode, totalorders; bool doit; double point, startrate, traderate; //---- setup parameters if ( TakeProfit <= 0 ) // { TakeProfit = GridSize; } bool myWantLongs = wantLongs; bool myWantShorts = wantShorts; //---- if (MathAbs(CurTime()-LastUpdate)> UpdateInterval*60) // we update the first time it is called and every UpdateInterval minutes { LastUpdate = CurTime(); point = MarketInfo(Symbol(),MODE_POINT); startrate = ( Ask + point*GridSize/2 ) / point / GridSize; // round to a number of ticks divisible by GridSize k = startrate ; k = k * GridSize ; startrate = k * point - GridSize*GridSteps/2*point ; // calculate the lowest entry point double myEMA=iMA(NULL,0,EMAperiod,0,MODE_EMA,PRICE_CLOSE,0); int currentOpen = 0; if ( GridMaxOpen > 0 ) { currentOpen = openPositions(); if (currentOpen >= GridMaxOpen) {CloseAllPendingOrders(); } } if (limitEMA) { if (doHouseKeeping) CloseOrdersfromEMA(myEMA);} if (keepOpenTimeLimit > 0) DeleteAfter(keepOpenTimeLimit); if (trailStop >0) TrailIt(trailStop); if ( UseMACD || UseOsMA) { if ( UseMACD ) { double Trigger0=iMACD(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,MODE_MAIN,0); double Trigger1=iMACD(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,MODE_MAIN,1); double Trigger2=iMACD(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,MODE_MAIN,2); } if ( UseOsMA ) { Trigger0=iOsMA(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,0); Trigger1=iOsMA(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,1); Trigger2=iOsMA(NULL,timeFrame,emaFast,emaSlow,signalPeriod,PRICE_CLOSE,2); } if( Trigger0>0 && Trigger1>0 && Trigger2<0) // cross up { CloseAllPendingOrders(); if ( CloseOpenPositions == true ) { ClosePendingOrdersAndPositions(); } } if( Trigger0<0 && Trigger1<0 && Trigger2>0) // cross down { CloseAllPendingOrders(); if ( CloseOpenPositions == true ) { ClosePendingOrdersAndPositions(); } } myWantLongs = false; myWantShorts = false; if( Trigger0>0 && Trigger1>0 && Trigger2>0 && wantLongs ) // is well above zero { myWantLongs = true; } if( Trigger0<0 && Trigger1<0 && Trigger2<0 && wantShorts ) // is well below zero { myWantShorts = true; } } int myGridSteps = GridSteps; if (( GridMaxOpen > 0 ) && (currentOpen >= GridMaxOpen)) { myGridSteps = 0; } for( i=0;i myEMA)) { if ( IsPosition(traderate,point*GridSize,true) == false ) // test if i have no open orders close to my price: if so, put one on { double myStopLoss = 0; if ( StopLoss > 0 ) { myStopLoss = traderate-point*StopLoss ; } if ( traderate > Ask ) { entermode = OP_BUYSTOP; } else { entermode = OP_BUYLIMIT ; } if ( ((traderate > (Ask +minFromPrice*Point) ) && (wantBreakout)) || ((traderate <= (Ask-minFromPrice*Point) ) && (wantCounter)) ) { // modified by cori. Using OrderMagicNumber to identify the trades of the grid ticket=OrderSend(Symbol(),entermode,Lots,traderate,0,myStopLoss,traderate+point*TakeProfit,GridName,uniqueGridMagic,0,Green); } } } if ( myWantShorts && (!limitEMA || traderate < myEMA)) { if (IsPosition(traderate,point*GridSize,false)== false ) // test if i have no open orders close to my price: if so, put one on { myStopLoss = 0; if ( StopLoss > 0 ) { myStopLoss = traderate+point*StopLoss ; } if ( traderate > Bid ) { entermode = OP_SELLLIMIT; } else { entermode = OP_SELLSTOP ; } if ( ((traderate < (Bid -minFromPrice*Point) ) && (wantBreakout)) || ((traderate >= (Bid+minFromPrice*Point) ) && (wantCounter)) ) { // modified by cori. Using OrderMagicNumber to identify the trades of the grid ticket=OrderSend(Symbol(),entermode,Lots,traderate,0,myStopLoss,traderate-point*TakeProfit,GridName,uniqueGridMagic,0,Red); } } } } } return(0); } //+------------------------------------------------------------------+