//+------------------------------------------------------------------+ //| SilverTrendExpert_v2.mq4 | //| Copyright © 2005 | //| Thanks to Starter, Maloma, Amir, Fukinagashi, Forex_trader, | //| kmrunner, and all other strategybuilderFx members that | //| contributed to the success of this expert. | //| From MrPip | //| My contibution is clean up of code and using LSMA | //| 10/13/05 Added code for EMAAngle check | //| Removed Stop code - use TakeProfit instead | //| Rearranged some code for possible include file | //| 10/15/05 Corrected EMAAngleZero for handling USDJPY | //| addded code for multiple tries for open trade | //| 10/18/05 Added Slippage as parameter to expert | //| 10/19/05 Modified code to determine number of trades | //| Possible bug from TradesInThisSymbol | //| Only allows 1 trade per symbol | //| Changed variable names | //| est_b and est_s to OK2Buy and OK2Sell | //| Remove CheckBuySellPosition now done with | //| CheckOpenPositions | //| Removed MaximumLosses logic | //| Modified Close logic to wait for red or green | //| Was using yellow as exit also | //| 10/19/05 Removed references to Globals and passed as params | //| 10/20/05 New expert using SilverTrend_Signal | //| 10/20/05 Fixed bug and clean code in LotsOptimized | //| 10/24/05 Final bug fix of LotsOptimized | //| 11/4/05 Modofied to use Juice filter | //| Modified to match starter_LSMA_v14 framework | //+------------------------------------------------------------------+ #property copyright "Copyright © 2005, Strategybuilderfx members" #property link "http:/strategybuilderfx.com/" #include extern int Debug = 0; // Change to 1 to allow print //+---------------------------------------------------+ //|Account functions | //+---------------------------------------------------+ extern int AccountIsMini = 0; // Change to 1 if trading mini account extern int LiveTrading = 0; // Change to 1 if trading live. //+---------------------------------------------------+ //|Money Management | //+---------------------------------------------------+ extern int mm = 1; // Change to 0 if you want 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 = 45; // 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 SSP=9; extern int RISK=3; // Is this the same as RiskPercent?? // Input Parameters for Juice extern bool UseJuice=true; //---- indicator parameters extern int JuicePeriod= 7; extern int JuiceLevel= 4; extern double Lots = 1; // standard lot size. extern int Turnon = 1; // Turns expert on, change to 0 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; int ticket; 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; //+---------------------------------------------------+ //| Indicator values for entry or exit conditions | //| Add or Change to test your system | //+---------------------------------------------------+ int SilverTrendVal; //+---------------------------------------------------+ //| Indicator values for filters | //| Add or Change to test your system | //+---------------------------------------------------+ double CurrentJuice; // From Juice //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { int handle, err; string filename=Symbol()+TimeToStr(CurTime(),TIME_DATE) + ".txt"; JuiceLevel = DetermineJuiceLevel(); //---- if (Debug == 1) { GlobalVariableSet("MyHandle",0); handle = FileOpen(filename,FILE_CSV|FILE_WRITE,"\t"); // if (Debug == 1) Print ("Handle: ",handle); 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 == 1) { 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"); // if (Debug == 1) Print ("Handle in Write: ",handle); 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. | //|+-----------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Custom Indicators | //+------------------------------------------------------------------+ //+------------------------------------------------------------------------+ //| SilverTrend from fukinagashi | //| returns 1 for uptrend, -1 for new downtrend | //| First time called when expert is attached to chart could place a trade | //| in current trend direction. | //+------------------------------------------------------------------------+ int SilverTrend(int SSPval, double Risk, int shift) { int i,K; double Range,AvgRange,smin,smax,SsMax,SsMin,price; int trend; K=33-Risk; Range=0; AvgRange=0; for (i=0; i<=SSPval; i++) { AvgRange=AvgRange+MathAbs(High[i+shift]-Low[i+shift]); } Range=AvgRange/(SSPval+1); SsMax=High[shift]; SsMin=Low[shift]; for (i=0;i<=SSPval-1;i++) { price=High[i+shift]; if(SsMax=price) SsMin=price; } smin = SsMin+(SsMax-SsMin)*K/100; smax = SsMax-(SsMax-SsMin)*K/100; if (Close[shift]smax) { trend = 1; } return(trend); } //+------------------------------------------------------------------+ //| DetermineJuiceLevel | //| Optimize JuiceLevel for each currency for 15 minute chart | //+------------------------------------------------------------------+ int DetermineJuiceLevel() { if (Symbol() == "GBPUSD") return (8); return (JuiceLevel); } //+------------------------------------------------------------------+ //| 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==1) // { // Print("FXOE-Juice is ", osma); // Write(" FXOE-Juice is " + DoubleToStr(osma,6)); // } return (osma); // return last computed value } //+--------------------------------------------------------+ //| GetSTExit | //| Exit condition based on Silver Trend | //| Return false if Exit Condition not met | //| Return true if exit condition met | //+--------------------------------------------------------+ bool GetSTExit(string type,int exitall, int SilverTr) { bool ExitCondition; // int SilverTr; ExitCondition = false; // First check if indicators cause exit // SilverTr=SilverTrend(SSP, RISK, 1); if (type == "BUY") { // Check for new downtrend if (SilverTr == -1) { if (Debug == 1) { Print ("Exit Condition met for Buy"); Write ("Exit Condition met for Buy"); } ExitCondition = true; } } if (type == "SELL") { // Check for new Uptrend if (SilverTr == 1) { if (Debug == 1) { Print ("Exit Condition met for Sell"); Write ("Exit Condition met for Sell"); } ExitCondition = true; } } // Then check if Friday if(exitall==1) ExitCondition = true; return(ExitCondition); } //+------------------------------------------+ //| CheckBuyCondition | //| | //| Check if new trend is up | //| return false for buy condition not met | //| return true for buy condition met | //+------------------------------------------+ bool CheckBuyCondition(int STrend) { if (STrend > 0) { if (Debug == 1) Print ("Buy Condition met"); return(true); } return (false); } //+------------------------------------------+ //| CheckSellCondition | //| | //| Check if new trend is down | //| return false for sell condiotion not met | //| return true for sell condition met | //+------------------------------------------+ bool CheckSellCondition(int STrend) { if (STrend < 0) { if (Debug == 1) Print ("Sell Condition met"); return(true); } return (false); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- int donttrade, allexit; static bool FirstFlatMarket=false; int MagicNumber = 3000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period()); string setup="stv2" + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period())); if (UseJuice && Period()!=15) { Alert ("Juice Is Recommended for 15 Min Chart only!!"); return(0); } //+------------------------------------------------------------------+ //| Condition statements | //| Change or add for your strategy | //+------------------------------------------------------------------+ SilverTrendVal = SilverTrend(SSP, RISK, 1); donttrade = 0; allexit = 0; //+------------------------------------------------------------------+ //| Friday Exits | //+------------------------------------------------------------------+ if(DayOfWeek()==5 && Hour()>=18) donttrade=1; if(DayOfWeek()==5 && Hour()>=20) allexit=1; //+------------------------------------------------------------------+ //| Check for Open Position | //+------------------------------------------------------------------+ NumBuys = CheckOpenBuyPositions(MagicNumber); if (NumBuys > 0) { if(GetSTExit("BUY",allexit,SilverTrendVal)) ClosePositions("BUY"); } NumSells = CheckOpenSellPositions(MagicNumber); if (NumSells > 0) { if(GetSTExit("SELL",allexit,SilverTrendVal)) ClosePositions("SELL"); } // Check if any open positions were not closed TradesInThisSymbol = CheckOpenPositions(MagicNumber); //+------------------------------------------------------------------+ //| Check if OK to make new trades | //+------------------------------------------------------------------+ if(AccountFreeMargin() < Margincutoff) { return(0);} if(TradesInThisSymbol > 0) { return(0);} if(CurTime() < LastTime) { return(0);} // Money Management // Moved after open positions are closed for more available margin if(mm == 1) { lotMM = LotsOptimized(MagicNumber); // Not sure if this is needed but placing here from LotsOptimized() if(LiveTrading == 1) { if (AccountIsMini == 0 && lotMM < 1.0) lotMM = 1.0; } } 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 // Checkif filters allow trades FlatMarket = false; // assume market is not flat OK2Buy = true; OK2Sell = true; if (UseJuice) { // Check Juice filter for flat market CurrentJuice = Juice(1, JuicePeriod, JuiceLevel); // is juice ok for trading? if (CurrentJuice<=0) { OK2Buy = false; OK2Sell = false; FlatMarket = true; FirstFlatMarket = false; } } if (FlatMarket && !FirstFlatMarket) { FirstFlatMarket = true; if (Debug == 1) { Print ("Filter says Market is flat"); Write ("Filter says Market is flat"); } } if (FlatMarket) return (0); if(CheckBuyCondition(SilverTrendVal) && (Turnon == 1) && (donttrade == 0) && OK2Buy) { OrderText = "BUY"; if (Debug == 1) { Print ("Filter says OK to BUY"); Write ("Filter says OK to BUY"); 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(CheckSellCondition(SilverTrendVal) && (Turnon == 1) && (donttrade == 0) && OK2Sell) { OrderText = "SELL"; if (Debug == 1) { Print ("Filter says OK to Sell"); Write ("Filter says OK to Sell"); 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) { 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 | //+------------------------------------------------------------------+ //+--------------------------------------------------------+ //| ClosePositions module cut from CheckOpenPositions | //| Try to close positions 3 times | //+--------------------------------------------------------+ int ClosePositions(string type) { int err,cnt; // try to close 3 Times err = 1; cnt = 0; while (err>0 && cnt < 3) { if (type == "BUY") err = HandleBuys(true); if (type == "SELL") err = HandleSells(true); if (err > 0) cnt++; } return (0); } //+--------------------------------------------------------+ //| HandleBuys uses exit condition to determine close | //+--------------------------------------------------------+ int HandleBuys(int ExitConditions) { int err = 0; if (ExitConditions == 1) { if (!OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Violet)) err = GetLastError(); return(err); // exit } if(TrailingStop>0) { if(Bid-OrderOpenPrice()>Point*TrailingStop) { if(OrderStopLoss()0) { if((OrderOpenPrice()-Ask)>(Point*TrailingStop)) { if(OrderStopLoss()==0.0 || OrderStopLoss()>(Ask+Point*TrailingStop)) { if (!OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Aqua)) { err=GetLastError(); } return(err); // exit } } } return(err); } //+-------------------------------------------+ //| 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(OrderText == "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 == 1) { 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 == 1) Write("Error opening BUY order [" + SetupStr + "]: (" + err + ") " + ErrorDescription(err)); } return(lsttim); } } else if(OrderText == "SELL") { Min_OrderPrice=MinOrderPrice(OP_SELL, MagicNum); if (Min_OrderPrice>0 && Min_OrderPrice<=Bid) { Print("Buy 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 == 1) { 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 == 1) 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 total=OrdersTotal(); NumBuyTrades = 0; NumSellTrades = 0; for(cnt=0;cnt0) { 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 == 1) Print ("Lots in LotsOptimized : ",lot); // Check if standard Account if(AccountIsMini==1) { 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); }