//+------------------------------------------------------------------+ //| PerkyProNrtr_v3.mq4 | //| perky Aint no turkey (most of the time) | //| | //| 10/18/2006 Robert Hill | //| | //| Version 1.2 | //| Cleaned up code for easier modification and speed | //| by making more modular and calling custom indicators | //| only where needed. | //| | //| Version 1.3 | //| Added Money Management, Trailing Stop function | //| and Magic Number | //| Added code to use correct value for StopLoss | //| and to normalize all price data sent to server | //| Uses current price from MarketInfo | //| instead of Bid and Ask | //| | //+------------------------------------------------------------------+ // Version 1.3 #include #include extern bool Debug = false; extern int UseNRTR = 0; //+---------------------------------------------------+ //|Account functions | //+---------------------------------------------------+ extern bool AccountIsMini = true; // 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 TradeSizePercent = 10; // Change to whatever percent of equity you wish to risk. extern double Lots = 0.1; // standard lot size. double MaxLots = 100; //+---------------------------------------------------+ //|Profit controls | //+---------------------------------------------------+ extern double StopLoss = 40; // Maximum pips willing to lose per position. extern bool UseTrailingStop = true; extern int TrailingStopType = 2; // Type 1 moves stop immediately, Type 2 waits til value of TS is reached extern double TrailingStop = 25; // Change to whatever number of pips you wish to trail your position with. double Margincutoff = 800; // Expert will stop trading if equity level decreases to that level. extern bool UseTakeProfit = false; extern int TakeProfit = 999; // Maximum profit level achieved. extern int Slippage = 3; // Possible fix for not getting filled or closed extern int SignalCandle=1; //extern double BIG_JUMP=30.0; // Check for too-big candlesticks (avoid them) //extern double DOUBLE_JUMP=55.0; // Check for pairs of big candlesticks // extern int ADXbarrier=24; bool TradeAllowed=false; double lotMM; int MagicNumber; string setup = ""; int totalTries = 5; int retryDelay = 1000; int init() { MagicNumber = 4000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period()); setup="ProNrtr_v3 " + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period())); // if (Period() != PERIOD_M30) // { // Alert("Please run on M30 chart"); // } } bool BuySignal() { double proup,NRTRup; proup =iCustom(Symbol(),Period(),"Prosource",0,SignalCandle); //up if (UseNRTR == 1) { NRTRup =iCustom(Symbol(),Period(),"NRTR_color_line",0,SignalCandle); //up } else { NRTRup =1; //up } if (proup<9999 && NRTRup>0) return(true); return(false); } bool SellSignal() { double prodown,NRTRdown; prodown=iCustom(Symbol(),Period(),"Prosource",1,SignalCandle);//down if (UseNRTR == 1) { NRTRdown=iCustom(Symbol(),Period(),"NRTR_color_line",1,SignalCandle);//down } else { NRTRdown=1;//down } if (prodown<9999 && NRTRdown>0) return (true); return (false); } bool BuyExitSignal() { double proup,NRTRup; proup =iCustom(Symbol(),Period(),"Prosource",0,SignalCandle); //up if (UseNRTR == 1) { NRTRup =iCustom(Symbol(),Period(),"NRTR_color_line",0,SignalCandle); //up if( proup >9999 || NRTRup==0) return(true); } else { if( proup > 9999) return(true); } return(false); } bool SellExitSignal() { double prodown,NRTRdown; prodown=iCustom(Symbol(),Period(),"Prosource",1,SignalCandle);//down if (UseNRTR == 1) { NRTRdown=iCustom(Symbol(),Period(),"NRTR_color_line",1,SignalCandle);//down if( prodown>9999 || NRTRdown==0) return(true); } else { if( prodown>9999) return(true); } return(false); } int start() { // Bar handling datetime bartime=0; // used to determine when a bar has moved int bartick=0; //Tick counter // bar counting if(bartime!=Time[0]) { bartime=Time[0]; bartick++; TradeAllowed=true; } // Was there a sudden jump? Ignore it... // if((MathAbs(Open[1]-Open[0])/Point)>=BIG_JUMP) { // return(0); // } // if((MathAbs(Open[2]-Open[1])/Point)>=BIG_JUMP) { // return(0); //} //if((MathAbs(Open[3]-Open[2])/Point)>=BIG_JUMP) { // return(0); // } // if((MathAbs(Open[4]-Open[3])/Point)>=BIG_JUMP) { // return(0); // } // if((MathAbs(Open[5]-Open[4])/Point)>=BIG_JUMP) { //return(0); //} //if((MathAbs(Open[2]-Open[0])/Point)>=DOUBLE_JUMP) { //return(0); //} // if((MathAbs(Open[3]-Open[1])/Point)>=DOUBLE_JUMP) { //return(0); // } //if((MathAbs(Open[4]-Open[2])/Point)>=DOUBLE_JUMP) { // return(0); // } // if((MathAbs(Open[5]-Open[3])/Point)>=DOUBLE_JUMP) { // return(0); // } //+------------------------------------------------------------------+ //| Check for Open Position | //+------------------------------------------------------------------+ if (CheckOpenPositions() > 0) HandleOpenPositions(); //+------------------------------------------------------------------+ //| Check if OK to make new trades | //+------------------------------------------------------------------+ if(AccountFreeMargin() < Margincutoff) return(0); // Only allow 1 trade per Symbol if (CheckOpenPositions() > 0) return(0); lotMM = GetLots(); if( TradeAllowed && BuySignal()) { OpenBuyOrder(); TradeAllowed=false; return(0); } if(TradeAllowed && SellSignal()) { OpenSellOrder(); TradeAllowed=false; } return(0); } //+------------------------------------------------------------------+ //| OpenBuyOrder | //| If Stop Loss or TakeProfit are used the values are calculated | //| for each trade | //+------------------------------------------------------------------+ void OpenBuyOrder() { int ticket; int cnt, err, digits; double myStopLoss = 0, myTakeProfit = 0, myPrice = 0; myPrice = MarketInfo(Symbol(), MODE_ASK); myStopLoss = 0; if ( StopLoss > 0 ) myStopLoss = myPrice - StopLoss * Point ; if (myStopLoss != 0) ValidStopLoss(OP_BUY, myStopLoss); myTakeProfit = 0; if (UseTakeProfit && TakeProfit>0) myTakeProfit = myPrice + TakeProfit * Point; // Normalize all price / stoploss / takeprofit to the proper # of digits. digits = MarketInfo(Symbol(), MODE_DIGITS); if (digits > 0) { myPrice = NormalizeDouble(myPrice, digits); myStopLoss = NormalizeDouble(myStopLoss, digits); myTakeProfit = NormalizeDouble(myTakeProfit, digits); } OrderSend(Symbol(),OP_BUY,lotMM,myPrice,Slippage,myStopLoss,myTakeProfit,setup,MagicNumber,0,LimeGreen); if (ticket > 0) { if (OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { if (Debug) Print("BUY order opened : ", OrderOpenPrice()); } } else { err = GetLastError(); Print("Error opening BUY order : (" + err + ") " + ErrorDescription(err)); } } //+------------------------------------------------------------------+ //| OpenSellOrder | //| If Stop Loss or TakeProfit are used the values are calculated | //| for each trade | //+------------------------------------------------------------------+ void OpenSellOrder() { int ticket; int cnt, err, digits; double myStopLoss = 0, myTakeProfit = 0, myPrice = 0; myPrice = MarketInfo(Symbol(), MODE_BID); myStopLoss = 0; if ( StopLoss > 0 ) myStopLoss = myPrice + StopLoss * Point ; if (myStopLoss != 0) ValidStopLoss(OP_SELL, myStopLoss); myTakeProfit = 0; if (UseTakeProfit && TakeProfit > 0) myTakeProfit = myPrice - TakeProfit * Point; // Normalize all price / stoploss / takeprofit to the proper # of digits. digits = MarketInfo(Symbol(), MODE_DIGITS); if (digits > 0) { myPrice = NormalizeDouble(myPrice, digits); myStopLoss = NormalizeDouble(myStopLoss, digits); myTakeProfit = NormalizeDouble(myTakeProfit, digits); } ticket=OrderSend(Symbol(),OP_SELL,lotMM,myPrice,Slippage,myStopLoss,myTakeProfit,setup,MagicNumber,0,Red); if (ticket > 0) { if (OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES)) { if (Debug) Print("SELL order opened : ", OrderOpenPrice()); } } else { err = GetLastError(); Print("Error opening SELL order : (" + err + ") " + ErrorDescription(err)); } return(0); } //+------------------------------------------------------------------+ //| Check Open Position Controls | //+------------------------------------------------------------------+ int CheckOpenPositions() { int cnt, total, NumPositions; int NumBuyTrades, NumSellTrades; // Number of buy and sell trades in this symbol NumBuyTrades = 0; NumSellTrades = 0; total=OrdersTotal(); 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); } //+------------------------------------------------------------------+ //| Modify Open Position Controls | //| Try to modify position 3 times | //+------------------------------------------------------------------+ bool ModifyOrder(int nOrderType, int ord_ticket,double op, double price,double tp, color mColor = CLR_NONE) { int cnt, err; double myStop; myStop = ValidStopLoss (nOrderType, price); cnt=0; while (cnt < totalTries) { if (OrderModify(ord_ticket,op,myStop,tp,0,mColor)) { return(true); } else { err=GetLastError(); if (err > 1) Print(cnt," Error modifying order : (", ord_ticket , ") " + ErrorDescription(err), " err ",err); if (err>0) cnt++; Sleep(retryDelay); } } return(false); } // Adjust stop loss so that it is legal. double ValidStopLoss(int cmd, double sl) { if (sl == 0) return(0.0); double mySL, myPrice; double dblMinStopDistance = MarketInfo(Symbol(),MODE_STOPLEVEL)*MarketInfo(Symbol(), MODE_POINT); mySL = sl; // Check if SlopLoss needs to be modified switch(cmd) { case OP_BUY: myPrice = MarketInfo(Symbol(), MODE_BID); if (myPrice - sl < dblMinStopDistance) mySL = myPrice - dblMinStopDistance; // we are long break; case OP_SELL: myPrice = MarketInfo(Symbol(), MODE_ASK); if (sl - myPrice < dblMinStopDistance) mySL = myPrice + dblMinStopDistance; // we are long } return(NormalizeDouble(mySL,MarketInfo(Symbol(), MODE_DIGITS))); } //+------------------------------------------------------------------+ //| 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; double bos,bop,opa,osa; switch(type) { case OP_BUY: { myBid = MarketInfo(Symbol(),MODE_BID); switch(TrailingStopType) { case 1: pt = Point*StopLoss; if(myBid-os > pt) ModifyOrder(type, ticket,op,myBid-pt,tp, Aqua); break; case 2: pt = Point*TrailingStop; if(myBid-op > pt && os < myBid - pt) ModifyOrder(type, ticket,op,myBid-pt,tp, Aqua); break; } return(0); break; } case OP_SELL: { myAsk = MarketInfo(Symbol(),MODE_ASK); switch(TrailingStopType) { case 1: pt = Point*StopLoss; if(os - myAsk > pt) ModifyOrder(type, ticket,op,myAsk+pt,tp, Aqua); break; case 2: pt = Point*TrailingStop; if(op - myAsk > pt && os > myAsk+pt) ModifyOrder(type, ticket,op,myAsk+pt,tp, Aqua); break; } } return(0); } } //+------------------------------------------------------------------+ //| Handle Open Positions | //| Check if any open positions need to be closed or modified | //+------------------------------------------------------------------+ int HandleOpenPositions() { int cnt; 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 ( BuyExitSignal()) { OrderClose(OrderTicket(),OrderLots(),Bid, Slippage, Violet); } else { if (UseTrailingStop) { HandleTrailingStop(OP_BUY,OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); } } } if(OrderType() == OP_SELL) { if (SellExitSignal()) { OrderClose(OrderTicket(),OrderLots(),Ask, Slippage, Violet); } else { if(UseTrailingStop) { HandleTrailingStop(OP_SELL,OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); } } } } } //+------------------------------------------------------------------+ //| Get number of lots for this trade | //+------------------------------------------------------------------+ double GetLots() { double lot; if(MoneyManagement) { lot = LotsOptimized(); } else { lot = Lots; } if(AccountIsMini) { if (lot < 0.1) lot = 0.1; } else { if (lot >= 1.0) lot = MathFloor(lot); else lot = 1.0; } if (lot > MaxLots) lot = MaxLots; 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; } 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) { string mySymbol = StringSubstr(symbol,0,6); if(mySymbol=="AUDCAD") return(1); if(mySymbol=="AUDJPY") return(2); if(mySymbol=="AUDNZD") return(3); if(mySymbol=="AUDUSD") return(4); if(mySymbol=="CHFJPY") return(5); if(mySymbol=="EURAUD") return(6); if(mySymbol=="EURCAD") return(7); if(mySymbol=="EURCHF") return(8); if(mySymbol=="EURGBP") return(9); if(mySymbol=="EURJPY") return(10); if(mySymbol=="EURUSD") return(11); if(mySymbol=="GBPCHF") return(12); if(mySymbol=="GBPJPY") return(13); if(mySymbol=="GBPUSD") return(14); if(mySymbol=="NZDUSD") return(15); if(mySymbol=="USDCAD") return(16); if(mySymbol=="USDCHF") return(17); if(mySymbol=="USDJPY") return(18); return(19); } //+------------------------------------------------------------------+