//+------------------------------------------------------------------+ //| SilverTrendTrading v4 | //+------------------------------------------------------------------+ #include #property copyright "fukinagashi" #property link "http://www.strategybuilderfx.com/forums/showthread.php?t=15429" #property stacksize 1024 extern int MAPeriod=60; extern double TrailingStop = 8; extern double TakeProfit = 55; extern double InitialStopLoss=0; extern double FridayNightHour=22; double Lots = 1; int risk=3; datetime bartime = 0; double Slippage=3; int Signal, OldSignal; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ int start() { int cnt, ticket, err, result, total; int has_a_short_trade=0, has_a_long_trade=0; int MagicNumber; double ts, tp, Min_OrderPrice; double MA, MAPrevious; double ADX; double dummy1[], dummy2[]; bool LongSignal, ShortSignal, ExitLong, ExitShort; string setup; static double lastslope= 0.0; static int didbreakalert= false; if(IsTesting() && Bars<100) return(0); MagicNumber = 40000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period()); setup="STv3_" + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period())); if (bartime == Time[0]) { return(0); } else { bartime = Time[0]; } Signal=SilverTrendSignal(); double J_TPO=J_TPO(14); if (OldSignal!=Signal && Signal>0 && J_TPO>0) { LongSignal=true; ShortSignal=false; } else if (OldSignal!=Signal && Signal<0 && J_TPO<0){ LongSignal=false; ShortSignal=true; } else { LongSignal=false; ShortSignal=false; } Signal=OldSignal; if (Signal>0) { ExitLong=false; ExitShort=true; } else if (Signal<0) { ExitLong=true; ExitShort=false; } else { ExitLong=false; ExitShort=false; } ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////// ///////////////// MODIFICATIONS ON OPEN ORDERS //////////////////////////////////////////////////////////////////// ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////// total = OrdersTotal(); for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_BUY && OrderMagicNumber()==MagicNumber) { if(ExitLong) { OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position if (err>1) { Print("Error closing BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); } } else if(TrailingStop>0) { if(Bid-OrderOpenPrice()>Point*TrailingStop) { ts = Bid-Point*TrailingStop; } if((OrderStopLoss()1) { Print("Error modifying BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); } } } } else if (OrderType()==OP_SELL && OrderMagicNumber()==MagicNumber) { if (ExitShort) { OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position if (err>1) { Print("Error closing SELL order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); } } else if(TrailingStop>0) { if((OrderOpenPrice()-Ask)>(Point*TrailingStop)) { ts=Ask+Point*TrailingStop; } if((ts!=0) && ((OrderStopLoss()>ts) || (OrderStopLoss()==0))) { result=OrderModify(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,Red); err = GetLastError(); if (err>1) { Print("Error modifying Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); } } } } } ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////// ///////////////// SETTING ORDERS //////////////////////////////////////////////////////////////////// ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////// if(AccountFreeMargin()<(1000*Lots)) return(0); for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderMagicNumber()==MagicNumber) return(0); // atm only one trade at a time } if(LongSignal) { if (FridayNightHour>0 &&TimeDayOfWeek(Time[0])==5 && TimeHour(Time[0])>FridayNightHour) { if (!IsTesting()) Print("Friday: No New Trades: " + TimeToStr(Time[0],TIME_DATE|TIME_MINUTES)); return(0); } /*if(InitialStopLoss>0) { ts = Ask-(InitialStopLoss*Point); } else { ts = 0; } if(TakeProfit>0) { tp = Ask+(TakeProfit*Point); } else { tp = 0;}*/ if(InitialStopLoss>0) { ts = Bid+(InitialStopLoss*Point); } else { ts = 0;} if(TakeProfit>0) { tp = Bid-(TakeProfit*Point); } else { tp = 0;} //ticket=OrderSendExtended(Symbol(),OP_BUY,Lots,Ask,Slippage,ts,tp,setup,MagicNumber,0,Blue); ticket=OrderSendExtended(Symbol(),OP_SELL,Lots,Bid,Slippage,ts,tp,setup,MagicNumber,0,Red); if (!IsTesting()) PlaySound("expert.wav"); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { OrderPrint(); } } else { err = GetLastError(); Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); if (!IsTesting()) PlaySound("alert2.wav"); } } if(ShortSignal) { if (FridayNightHour>0 &&TimeDayOfWeek(Time[0])==5 && TimeHour(Time[0])>FridayNightHour) { if (!IsTesting()) Print("Friday: No New Trades: " + TimeToStr(Time[0],TIME_DATE|TIME_MINUTES)); return(0); } /*if(InitialStopLoss>0) { ts = Bid+(InitialStopLoss*Point); } else { ts = 0;} if(TakeProfit>0) { tp = Bid-(TakeProfit*Point); } else { tp = 0;}*/ if(InitialStopLoss>0) { ts = Ask-(InitialStopLoss*Point); } else { ts = 0; } if(TakeProfit>0) { tp = Ask+(TakeProfit*Point); } else { tp = 0;} //ticket=OrderSendExtended(Symbol(),OP_SELL,Lots,Bid,Slippage,ts,tp,setup,MagicNumber,0,Red); ticket=OrderSendExtended(Symbol(),OP_BUY,Lots,Ask,Slippage,ts,tp,setup,MagicNumber,0,Blue); if (!IsTesting()) PlaySound("expert.wav"); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { OrderPrint(); } } else { err = GetLastError(); Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); if (!IsTesting()) PlaySound("alert2.wav"); } } return(0); } 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=="AUDUSD") { return(01); } else if(symbol=="CHFJPY") { return(10); } else if(symbol=="EURAUD") { return(10); } else if(symbol=="EURCAD") { return(11); } else if(symbol=="EURCHF") { return(12); } else if(symbol=="EURGBP") { return(13); } else if(symbol=="EURJPY") { return(14); } else if(symbol=="EURUSD") { return(15); } else if(symbol=="GBPCHF") { return(20); } else if(symbol=="GBPJPY") { return(21); } else if(symbol=="GBPUSD") { return(22); } else if(symbol=="USDCAD") { return(40); } else if(symbol=="USDCHF") { return(41); } else if(symbol=="USDJPY") { return(42); } else if(symbol=="GOLD") { return(90); } else { Comment("unexpected Symbol"); return(0); } } int OrderSendExtended(string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment, int magic, datetime expiration=0, color arrow_color=CLR_NONE) { datetime OldCurTime; int timeout=30; int ticket; OldCurTime=CurTime(); while (GlobalVariableCheck("InTrade") && !IsTradeAllowed()) { if(OldCurTime+timeout<=CurTime()) { Print("Error in OrderSendExtended(): Timeout encountered"); return(0); } Sleep(1000); } GlobalVariableSet("InTrade", CurTime()); // set lock indicator ticket = OrderSend(symbol, cmd, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color); GlobalVariableDel("InTrade"); // clear lock indicator return(ticket); } double SilverTrendSignal() { int RISK=3; int CountBars=350; int SSP=9; int i; int i1,i2,K; double Range,AvgRange,smin,smax,SsMax,SsMin,price,val=0; bool uptrend,old; K=33-RISK; for (i = CountBars-SSP; i>=0; i--) { Range=0; AvgRange=0; for (i1=i; i1<=i+SSP; i1++) {AvgRange=AvgRange+MathAbs(High[i1]-Low[i1]); } Range=AvgRange/(SSP+1); SsMax=High[i]; SsMin=Low[i]; for (i2=i;i2<=i+SSP-1;i2++) { price=High[i2]; if(SsMax=price) SsMin=price; } smin = SsMin+(SsMax-SsMin)*K/100; smax = SsMax-(SsMax-SsMin)*K/100; val=0; if (Close[i]smax) { uptrend = true; } /* if (uptrend!=old && uptrend==true) { val=1; } else if (uptrend!=old && uptrend==false) { val=-1; } else { val=0; } */ if (uptrend==true) { val=1; } else if (uptrend==false) { val=-1; } else { val=0; } old=uptrend; } return(val); } double J_TPO(int Len) { double f0, f8, f10, f18, f20, f28, f30, f40, k, var14, var18, var1C, var20, var24, shift, value; int f38, f48, var6, var12, varA, varE; double arr0[300], arr1[300], arr2[300], arr3[300]; //f38=0; for(int i=200-Len-100; i>=0; i--) { var14=0; var1C=0; if(f38==0) { f38=1; f40=0; if (Len-1>= 2) f30=Len-1; else f30=2; f48=f30+1; f10=Close[i]; arr0[f38] = Close[i]; k=f48; f18 = 12 / (k * (k - 1) * (k + 1)); f20 = (f48 + 1) * 0.5; } else { if (f38 <= f48) f38 = f38 + 1; else f38 = f48 + 1; f8 = f10; f10 = Close[i]; if (f38 > f48) { for (var6 = 2; var6<=f48; var6++) arr0[var6-1] = arr0[var6]; arr0[f48] = Close[i]; } else arr0[f38] = Close[i]; if ((f30 >= f38) && (f8 != f10)) f40 = 1; if ((f30 == f38) && (f40 == 0)) f38 = 0; } if (f38 >= f48) { for (varA=1; varA<=f48; varA++) { arr2[varA] = varA; arr3[varA] = varA; arr1[varA] = arr0[varA]; } for (varA=1; varA<=(f48-1); varA++) { var24 = arr1[varA]; var12 = varA; var6 = varA + 1; for (var6=varA+1; var6<=f48; var6++) { if (arr1[var6] < var24) { var24 = arr1[var6]; var12 = var6; } } var20 = arr1[varA]; arr1[varA] = arr1[var12]; arr1[var12] = var20; var20 = arr2[varA]; arr2[varA] = arr2[var12]; arr2[var12] = var20; } varA = 1; while (f48 > varA) { var6 = varA + 1; var14 = 1; var1C = arr3[varA]; while (var14 != 0) { if (arr1[varA] != arr1[var6]) { if ((var6 - varA) > 1) { var1C = var1C / (var6 - varA); varE = varA; for (varE=varA; varE<=(var6-1); varE++) arr3[varE] = var1C; } var14 = 0; } else { var1C = var1C + arr3[var6]; var6 = var6 + 1; } } varA = var6; } var1C = 0; for (varA=1; varA<=f48; varA++) var1C = var1C + (arr3[varA] - f20) * (arr2[varA] - f20); var18 = f18 * var1C; } else var18 = 0; value = var18; if (value == 0) value = 0.00001; //ExtMapBuffer1[i]=value; } //---- done return(value); }