//+------------------------------------------------------------------+ //| TripleMA_Crossover_EA.mq4 | //| Copyright 2006 | //| Written by Robert Hill aka MrPip | | //+------------------------------------------------------------------+ #property copyright "Copyright 2006, MrPip" #property link "http:/strategybuilderfx.com/" #include extern int MagicNumber = 3333; extern bool AccountIsMini = false; // Change to true if trading mini account extern bool MoneyManagement = false; // 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 = 5; // Change to whatever percent of equity you wish to risk. extern double Lots = 10; // standard lot size. extern double MaxLots = 100; //+---------------------------------------------------+ //|Indicator Variables | //| Change these to try your own system | //| or add more if you like | //+---------------------------------------------------+ extern int FastMA_Method = 0; //0=sma, 1=ema, 2=smma, 3=lwma , 4=LSMA extern int FastMAPeriod = 9; extern int FastMA_Shift = 0; extern int FastMA_AppliedPrice = 0; // 0=close, 1=open, 2=high, 3=low, 4=median((h+l/2)), 5=typical((h+l+c)/3), 6=weighted((h+l+c+c)/4) extern int MiddleMA_Method = 0; //0=sma, 1=ema, 2=smma, 3=lwma, 4=LSMA extern int MiddleMAPeriod = 14; extern int MiddleMA_Shift = 0; extern int MiddleMA_AppliedPrice = 0; // 0=close, 1=open, 2=high, 3=low, 4=median((h+l/2)), 5=typical((h+l+c)/3), 6=weighted((h+l+c+c)/4) extern int SlowMA_Method = 0; //0=sma, 1=ema, 2=smma, 3=lwma, 4=LSMA extern int SlowMAPeriod = 29; extern int SlowMA_Shift = 0; extern int SlowMA_AppliedPrice = 0; // 0=close, 1=open, 2=high, 3=low, 4=median((h+l/2)), 5=typical((h+l+c)/3), 6=weighted((h+l+c+c)/4) extern int Fast_MiddleSpread=0; extern int Middle_SlowSpread=0; extern int SignalCandle=1; // Which candle to use for signal - 0 for current, 1 for prior //+---------------------------------------------------+ //|Money Management | //+---------------------------------------------------+ extern double StopLoss = 0; // Maximum pips willing to lose per position. extern bool UseTrailingStop = false; extern int TrailingStopType = 3; // Type 1 moves stop immediately, Type 2 waits til value of TS is reached extern double TrailingStop = 40; // Change to whatever number of pips you wish to trail your position with. extern double TRStopLevel_1 = 20; // Type 3 first level pip gain extern double TrailingStop1 = 20; // Move Stop to Breakeven extern double TRStopLevel_2 = 30; // Type 3 second level pip gain extern double TrailingStop2 = 20; // Move stop to lock is profit extern double TRStopLevel_3 = 50; // type 3 third level pip gain extern double TrailingStop3 = 20; // Move stop and trail from there extern int TakeProfit = 0; // Maximum profit level achieved. extern double Margincutoff = 800; // Expert will stop trading if equity level decreases to that level. extern int Slippage = 10; // Possible fix for not getting closed //+---------------------------------------------------+ //|General controls | //+---------------------------------------------------+ string setup; double lotMM; int TradesInThisSymbol; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { } //+------------------------------------------------------------------------+ //| LSMA - Least Squares Moving Average function calculation | //| LSMA_In_Color Indicator plots the end of the linear regression line | //| Modified to use any timeframe | //+------------------------------------------------------------------------+ double LSMA(int Rperiod,int prMode, int TimeFrame, int mshift) { int i; double sum, price; int length; double lengthvar; double tmp; double wt; length = Rperiod; sum = 0; for(i = length; i >= 1 ; i--) { lengthvar = length + 1; lengthvar /= 3; tmp = 0; switch (prMode) { case 0: price = iClose(NULL,TimeFrame,length-i+mshift);break; case 1: price = iOpen(NULL,TimeFrame,length-i+mshift);break; case 2: price = iHigh(NULL,TimeFrame,length-i+mshift);break; case 3: price = iLow(NULL,TimeFrame,length-i+mshift);break; case 4: price = (iHigh(NULL,TimeFrame,length-i+mshift) + iLow(NULL,TimeFrame,length-i+mshift))/2;break; case 5: price = (iHigh(NULL,TimeFrame,length-i+mshift) + iLow(NULL,TimeFrame,length-i+mshift) + iClose(NULL,TimeFrame,length-i+mshift))/3;break; case 6: price = (iHigh(NULL,TimeFrame,length-i+mshift) + iLow(NULL,TimeFrame,length-i+mshift) + iClose(NULL,TimeFrame,length-i+mshift) + iClose(NULL,TimeFrame,length-i+mshift))/4;break; } tmp = ( i - lengthvar)*price; sum+=tmp; } wt = sum*6/(length*(length+1)); return(wt); } //+------------------------------------------------------------------+ //| CheckExitCondition | //| Check if any exit condition is met | //+------------------------------------------------------------------+ bool CheckExitCondition(string TradeType) { bool YesClose; double fMA, mMA; YesClose = false; if (FastMA_Method == 4) { fMA = LSMA(FastMAPeriod,FastMA_AppliedPrice,0,SignalCandle); } else { fMA = iMA(NULL, 0, FastMAPeriod, FastMA_Shift, FastMA_Method, FastMA_AppliedPrice, SignalCandle); } if (SlowMA_Method == 4) { mMA = LSMA(MiddleMAPeriod,MiddleMA_AppliedPrice,0,SignalCandle); } else { mMA = iMA(NULL, 0, MiddleMAPeriod, MiddleMA_Shift, MiddleMA_Method, FastMA_AppliedPrice, SignalCandle); } // Check for cross down if (TradeType == "BUY" && fMA < mMA) YesClose = true; // Check for cross up if (TradeType == "SELL" && fMA > mMA) YesClose =true; return (YesClose); } //+------------------------------------------------------------------+ //| CheckEntryCondition | //| Check if entry condition is met | //+------------------------------------------------------------------+ bool CheckEntryCondition(string TradeType) { bool YesTrade; double fMA, mMA, sMA; YesTrade = false; if (FastMA_Method == 4) { fMA = LSMA(FastMAPeriod,FastMA_AppliedPrice,0,SignalCandle); } else { fMA = iMA(NULL, 0, FastMAPeriod, FastMA_Shift, FastMA_Method, FastMA_AppliedPrice, SignalCandle); } if (MiddleMA_Method == 4) { mMA = LSMA(MiddleMAPeriod,MiddleMA_AppliedPrice,0,SignalCandle); } else { mMA = iMA(NULL, 0, MiddleMAPeriod, MiddleMA_Shift, MiddleMA_Method, FastMA_AppliedPrice, SignalCandle); } if (SlowMA_Method == 4) { sMA = LSMA(SlowMAPeriod,SlowMA_AppliedPrice,0,SignalCandle); } else { sMA = iMA(NULL, 0, SlowMAPeriod, SlowMA_Shift, SlowMA_Method, FastMA_AppliedPrice, SignalCandle); } // Check for cross up if (TradeType == "BUY" && fMA > (mMA + Fast_MiddleSpread*Point) && mMA > (sMA + Middle_SlowSpread * Point)) YesTrade = true; // Check for cross down if (TradeType == "SELL" && fMA < (mMA - Fast_MiddleSpread*Point) && mMA < (sMA - Middle_SlowSpread * Point) ) YesTrade = true; return (YesTrade); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- setup="TripleMA_Crossover_EA" + Symbol(); // Check for valid inputs if (CheckValidUserInputs()) return(0); //+------------------------------------------------------------------+ //| Check for Open Position | //+------------------------------------------------------------------+ HandleOpenPositions(); // Check if any open positions were not closed TradesInThisSymbol = CheckOpenPositions(); //+------------------------------------------------------------------+ //| Check if OK to make new trades | //+------------------------------------------------------------------+ if(AccountFreeMargin() < Margincutoff) { return(0);} // Only allow 1 trade per Symbol if(TradesInThisSymbol > 0) { return(0);} lotMM = GetLots(); if(CheckEntryCondition("BUY")) { OpenBuyOrder(); } if(CheckEntryCondition("SELL")) { OpenSellOrder(); } //---- return(0); } //+------------------------------------------------------------------+ //| OpenBuyOrder | //| If Stop Loss or TakeProfit are used the values are calculated | //| for each trade | //+------------------------------------------------------------------+ void OpenBuyOrder() { int err,ticket; double myStopLoss = 0, myTakeProfit = 0; myStopLoss = 0; if ( StopLoss > 0 ) myStopLoss = Ask - StopLoss * Point ; myTakeProfit = 0; if (TakeProfit>0) myTakeProfit = Ask + TakeProfit * Point; ticket=OrderSend(Symbol(),OP_BUY,lotMM,Ask,Slippage,myStopLoss,myTakeProfit,setup,MagicNumber,0,Green); if(ticket<=0) { err = GetLastError(); Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); } } //+------------------------------------------------------------------+ //| OpenSellOrder | //| If Stop Loss or TakeProfit are used the values are calculated | //| for each trade | //+------------------------------------------------------------------+ void OpenSellOrder() { int err, ticket; double myStopLoss = 0, myTakeProfit = 0; myStopLoss = 0; if ( StopLoss > 0 ) myStopLoss = Bid + StopLoss * Point; myTakeProfit = 0; if (TakeProfit > 0) myTakeProfit = Bid - TakeProfit * Point; ticket=OrderSend(Symbol(),OP_SELL,lotMM,Bid,Slippage,myStopLoss,myTakeProfit,setup,MagicNumber,0,Red); if(ticket<=0) { err = GetLastError(); Print("Error opening Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); } } //+------------------------------------------------------------------+ //| Check Open Position Controls | //+------------------------------------------------------------------+ int CheckOpenPositions() { int cnt, NumPositions; int NumBuyTrades, NumSellTrades; // Number of buy and sell trades in this symbol NumBuyTrades = 0; NumSellTrades = 0; 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); } //+------------------------------------------------------------------+ //| Handle Open Positions | //| Check if any open positions need to be closed or modified | //+------------------------------------------------------------------+ int HandleOpenPositions() { int cnt; bool YesClose; double pt; 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 (CheckExitCondition("BUY")) { CloseOrder(OrderTicket(),OrderLots(),Bid); } else { if (UseTrailingStop) { HandleTrailingStop("BUY",OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); } } } if(OrderType() == OP_SELL) { if (CheckExitCondition("SELL")) { CloseOrder(OrderTicket(),OrderLots(),Ask); } else { if(UseTrailingStop) { HandleTrailingStop("SELL",OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); } } } } } //+------------------------------------------------------------------+ //| Close Open Position Controls | //| Try to close position 3 times | //+------------------------------------------------------------------+ void CloseOrder(int ticket,double numLots,double close_price) { int CloseCnt, err; // try to close 3 Times CloseCnt = 0; while (CloseCnt < 3) { if (OrderClose(ticket,numLots,close_price,Slippage,Violet)) { CloseCnt = 3; } else { err=GetLastError(); Print(CloseCnt," Error closing order : (", err , ") " + ErrorDescription(err)); if (err > 0) CloseCnt++; } } } //+------------------------------------------------------------------+ //| Modify Open Position Controls | //| Try to modify position 3 times | //+------------------------------------------------------------------+ void ModifyOrder(int ord_ticket,double op, double price,double tp) { int CloseCnt, err; CloseCnt=0; while (CloseCnt < 3) { if (OrderModify(ord_ticket,op,price,tp,0,Aqua)) { CloseCnt = 3; } else { err=GetLastError(); Print(CloseCnt," Error modifying order : (", err , ") " + ErrorDescription(err)); if (err>0) CloseCnt++; } } } //+------------------------------------------------------------------+ //| 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(string type, int ticket, double op, double os, double tp) { double pt, TS=0; double bos,bop,opa,osa; if (type == "BUY") { switch(TrailingStopType) { case 1: pt = Point*StopLoss; if(Bid-os > pt) ModifyOrder(ticket,op,Bid-pt,tp); break; case 2: pt = Point*TrailingStop; if(Bid-op > pt && os < Bid - pt) ModifyOrder(ticket,op,Bid - pt,tp); break; case 3: if (Bid - op > TRStopLevel_1 * Point) { TS = op + TRStopLevel_1*Point - TrailingStop1 * Point; if (os < TS) { ModifyOrder(ticket,op,TS,tp); } } if (Bid - op > TRStopLevel_2 * Point) { TS = op + TRStopLevel_2*Point - TrailingStop2 * Point; if (os < TS) { ModifyOrder(ticket,op,TS,tp); } } if (Bid - op > TRStopLevel_3 * Point) { // TS = op + TRStopLevel_3 * Point - TrailingStop3*Point; TS = Bid - TrailingStop3*Point; if (os < TS) { ModifyOrder(ticket,op,TS,tp); } } break; } return(0); } if (type == "SELL") { switch(TrailingStopType) { case 1: pt = Point*StopLoss; if(os - Ask > pt) ModifyOrder(ticket,op,Ask+pt,tp); break; case 2: pt = Point*TrailingStop; if(op - Ask > pt && os > Ask+pt) ModifyOrder(ticket,op,Ask+pt,tp); break; case 3: if (op - Ask > TRStopLevel_1 * Point) { TS = op - TRStopLevel_1 * Point + TrailingStop1 * Point; if (os > TS) { ModifyOrder(ticket,op,TS,tp); } } if (op - Ask > TRStopLevel_2 * Point) { TS = op - TRStopLevel_2 * Point + TrailingStop2 * Point; if (os > TS) { ModifyOrder(ticket,op,TS,tp); } } if (op - Ask > TRStopLevel_3 * Point) { // TS = op - TRStopLevel_3 * Point + TrailingStop3 * Point; TS = op + TrailingStop3 * Point; if (os > TS) { ModifyOrder(ticket,op,TS,tp); } } break; } } return(0); } //+------------------------------------------------------------------+ //| Get number of lots for this trade | //+------------------------------------------------------------------+ double GetLots() { double lot; if(MoneyManagement) { lot = LotsOptimized(); } else { lot = Lots; if(AccountIsMini) { if (lot > 1.0) lot = lot / 10; if (lot < 0.1) lot = 0.1; } } 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; // Use at least 1 mini lot if(lot<0.1) lot=0.1; if (lot > MaxLots) lot = MaxLots; }else { if (lot < 1.0) lot = 1.0; if (lot > MaxLots) lot = MaxLots; } return(lot); } //+------------------------------------------------------------------+ //| CheckValidUserInputs | //| Check if User Inputs are valid for ranges allowed | //| return true if invalid input, false otherwise | //| Also display an alert for invalid input | //+------------------------------------------------------------------+ bool CheckValidUserInputs() { if (CheckMAMethod(FastMA_Method)) { Alert("FastMA_Method requires a value from 0 to 4",'\n','\r',"You entered ",FastMA_Method); return(true); } if (CheckMAMethod(MiddleMA_Method)) { Alert("MiddleMA_Method requires a value from 0 to 4",'\n','\r',"You entered ",MiddleMA_Method); return(true); } if (CheckMAMethod(SlowMA_Method)) { Alert("SlowMA_Method requires a value from 0 to 4",'\n','\r',"You entered ",SlowMA_Method); return(true); } if (CheckTrailingStopType(TrailingStopType)) { Alert("TrailingStopType requires a value from 1 to 3",'\n','\r',"You entered ",TrailingStopType); return(true); } } //+------------------------------------------------+ //| Check for valid Moving Average methods | //| 0=sma, 1=ema, 2=smma, 3=lwma , 3=lsma | //| return true if invalid, false if OK | //+------------------------------------------------+ bool CheckMAMethod(int method) { if (method < 0) return (true); if (method > 4) return (true); return(false); } //+------------------------------------------------+ //| Check for valid TrailingStopType | //| | //| return true if invalid, false if OK | //+------------------------------------------------+ bool CheckTrailingStopType(int stop_type) { if (stop_type < 0 ) return(true); if (stop_type > 3) return(true); return(false); }