//+------------------------------------------------------------------+ //| TSD_MT4_MR.mq4 | //| Copyright ® 2005 Bob O'Brien / Barcode | //| TSD v1.2 rewritten to MQL4 by Mindaugas | //+------------------------------------------------------------------+ #property copyright "Copyright ® 2005 Bob O'Brien / Barcode" //---- input parameters extern int WilliamsP = 24; extern int WilliamsL = -75; extern int WilliamsH = -25; #include int Slippage = 5, LotsMax = 50; int MM = 0, Leverage = 1, MarginChoke = 500; int TakeProfit = 100, TrailingStop = 60; double Spread, Lots = 0.1; int PeriodMacd = PERIOD_W1, PeriodWilliams = PERIOD_D1, PeriodTrailing = PERIOD_H4, CandlesTrailing = 3; //+------------------------------------------------------------------+ int init() { return(0); } int deinit() { return(0); } //+------------------------------------------------------------------+ int start() { int TradesThisSymbol, Direction; int i, ticket; bool WilliamsSell, WilliamsBuy; double PriceOpen, Buy_Sl, Buy_Tp, LotMM; double WilliamsValue; datetime NewBar = 0; Spread = Ask - Bid; TradesThisSymbol = TotalTradesThisSymbol (); Direction = MacdDirection (PeriodMacd); WilliamsValue = iWPR(NULL, PeriodWilliams, WilliamsP, 1); // Comment ("\nMACD Direction: ", Direction, "\niWPR: ", NormalizeDouble(WilliamsValue, 1)); ///////////////////////////////////////////////// // Process the next bar details ///////////////////////////////////////////////// if ( NewBar != iTime (NULL, PeriodWilliams, 0) ) { NewBar = iTime (NULL, PeriodWilliams, 0); if ( TradesThisSymbol < 1 ) { LotMM = CalcMM(MM); if ( LotMM < 0 ) return(0); WilliamsSell = WilliamsValue > WilliamsL; WilliamsBuy = WilliamsValue < WilliamsH; ///////////////////////////////////////////////// // New Orders Management ///////////////////////////////////////////////// ticket = 0; if ( Direction == 1 && WilliamsBuy ) ticket = OrderSend (Symbol(), OP_BUYSTOP, LotMM, CalcOpenBuy(), Slippage, CalcSlBuy(), CalcTpBuy(), "TSD BuyStop", 0, 0, Blue); if ( Direction == -1 && WilliamsSell ) ticket = OrderSend (Symbol(), OP_SELLSTOP, LotMM, CalcOpenSell(), Slippage, CalcSlSell(), CalcTpSell(), "TSD SellStop", 0, 0, Red); if ( ticket == -1 ) ReportError (); if ( ticket != 0 ) return(0); } // End of TradesThisSymbol < 1 ///////////////////////////////////////////////// // Pending Order Management ///////////////////////////////////////////////// for (i = 0; i < OrdersTotal(); i++) { if ( OrderSelect (i, SELECT_BY_POS) == false ) continue; if ( OrderSymbol() != Symbol () ) continue; if ( OrderType () == OP_BUYSTOP ) { if ( Direction != 1 ) { OrderDelete ( OrderTicket() ); return(0); } if ( iHigh(NULL, PeriodWilliams, 1) < iHigh(NULL, PeriodWilliams, 2) && ( !CompareDoubles (CalcSlBuy(), OrderStopLoss()) || !CompareDoubles (CalcTpBuy(), OrderTakeProfit()) ) ) { OrderModify (OrderTicket(), CalcOpenBuy(), CalcSlBuy(), CalcTpBuy(), 0, White); return(0); } } if ( OrderType () == OP_SELLSTOP ) { if ( Direction != -1 ) { OrderDelete ( OrderTicket() ); return(0); } if ( iLow(NULL, PeriodWilliams, 1) > iLow(NULL, PeriodWilliams, 2) && ( !CompareDoubles (CalcSlSell(), OrderStopLoss()) || !CompareDoubles (CalcTpSell(), OrderTakeProfit()) ) ) { OrderModify (OrderTicket(), CalcOpenSell(), CalcSlSell(), CalcTpSell(), 0, Gold); return(0); } } } // End of Pending Order Management } // End of Process Next Bar Details ///////////////////////////////////////////////// // Stop Loss Management ///////////////////////////////////////////////// if ( TradesThisSymbol > 0 && TrailingStop > 0 ) { for (i = 0; i < OrdersTotal(); i++) { if ( OrderSelect (i, SELECT_BY_POS) == false ) continue; if ( OrderSymbol() != Symbol () ) continue; TrailStop (i, TrailingStop); } } return(0); } //+------------------------------------------------------------------+ double CalcOpenBuy () { return (dMax (iHigh(NULL, PeriodWilliams, 1) + 1*Point + Spread, Ask + 16*Point)); } double CalcOpenSell () { return (dMin (iLow(NULL, PeriodWilliams, 1) - 1*Point, Bid - 16*Point)); } double CalcSlBuy () { return (iLow (NULL, PeriodWilliams, 1) - 1*Point); } double CalcSlSell () { return (iHigh(NULL, PeriodWilliams, 1) + 1*Point + Spread); } double CalcTpBuy () { double PriceOpen = CalcOpenBuy(), SL = CalcSlBuy(); return (PriceOpen + dMax(TakeProfit*Point, (PriceOpen - SL)*2)); } double CalcTpSell () { double PriceOpen = CalcOpenSell(), SL = CalcSlSell(); return (PriceOpen - dMax(TakeProfit*Point, (SL - PriceOpen)*2)); } //+------------------------------------------------------------------+ void TrailStop (int i, int TrailingStop) { double StopLoss; if ( OrderType() == OP_BUY ) { if ( Bid < OrderOpenPrice () ) return; StopLoss = iLow(NULL, PeriodTrailing, Lowest (NULL, PeriodTrailing, MODE_LOW, CandlesTrailing+1, 0)) - 1*Point; if ( StopLoss > OrderStopLoss() ) OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, White); } if ( OrderType() == OP_SELL ) { if ( Ask < OrderOpenPrice () ) return; StopLoss = iHigh(NULL, PeriodTrailing, Highest (NULL, PeriodTrailing, MODE_HIGH, CandlesTrailing+1, 0)) + 1*Point + Spread; if ( StopLoss < OrderStopLoss() ) OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, Gold); } } //+------------------------------------------------------------------+ int MacdDirection (int PeriodMacd) { int Direction = 0; double MacdPrevious, MacdPrevious2; MacdPrevious = iMACD (NULL, PeriodMacd, 5, 34, 5, PRICE_MEDIAN, MODE_MAIN, 1); MacdPrevious2 = iMACD (NULL, PeriodMacd, 5, 34, 5, PRICE_MEDIAN, MODE_MAIN, 2); if ( MacdPrevious > MacdPrevious2 ) Direction = 1; if ( MacdPrevious < MacdPrevious2 ) Direction = -1; return (Direction); } //+------------------------------------------------------------------+ double CalcMM (int MM) { double LotMM; if ( MM < -1) { if ( AccountFreeMargin () < 5 ) return(-1); LotMM = MathFloor (AccountBalance()*Leverage/1000); if ( LotMM < 1 ) LotMM = 1; LotMM = LotMM/100; } if ( MM == -1 ) { if ( AccountFreeMargin() < 50 ) return(-1); LotMM = MathFloor(AccountBalance()*Leverage/10000); if ( LotMM < 1 ) LotMM = 1; LotMM = LotMM/10; } if ( MM == 0 ) { if ( AccountFreeMargin() < MarginChoke ) return(-1); LotMM = Lots; } if ( MM > 0 ) { if ( AccountFreeMargin() < 500 ) return(-1); LotMM = MathFloor(AccountBalance()*Leverage/100000); if ( LotMM < 1 ) LotMM = 1; } if ( LotMM > LotsMax ) LotMM = LotsMax; return(LotMM); } //+------------------------------------------------------------------+ int TotalTradesThisSymbol () { int i, TradesThisSymbol = 0; for (i = 0; i < OrdersTotal(); i++) if ( OrderSelect (i, SELECT_BY_POS) ) if ( OrderSymbol() == Symbol () ) TradesThisSymbol++; return (TradesThisSymbol); } //+------------------------------------------------------------------+ void ReportError () { int err = GetLastError(); Print("Error(",err,"): ", ErrorDescription(err)); } //+------------------------------------------------------------------+ double dMax (double val1, double val2) { if (val1 > val2) return(val1); return(val2); } //+------------------------------------------------------------------+ double dMin (double val1, double val2) { if (val1 < val2) return(val1); return(val2); }