//+------------------------------------------------------------------+ //| eFXSI.mq4 | //| Copyright 2005, Forex-Experts | //| http://www.forex-experts.com | //+------------------------------------------------------------------+ #define expiryDate "2006.12.31" //expiration date yyyy.mm.dd #define accountNum 0 //if 0 works on all accounts, if >0 then works only on this account number #property copyright "Copyright 2005, Forex-Experts" #property link "http://www.forex-experts.com" #include #define MAGICNUM 1777 extern double TakeProfit = 150; //pips value for take profit level extern double MaxStopLoss = 30; //pips value for maximum stop loss level extern double BreakEven = 15; //pips for BreakEven extern double TrailingProfit = 30; //pips of profit when turning trailing stop on extern double TrailingStop = 15; //pips value for trailing stop level extern double Lots = 0.1; //number of lots to trade extern bool FixedLot = true; //trade either fixed lots or calculate lots as % of balance function extern double MaximumRisk = 8; //%% of balance to calculate lots //For alert system extern int Repeat=3,Periods=5; extern int UseAlert=1; extern int SendEmail=0; int Crepeat=0; //indicator parameters extern bool useITrend=false; extern bool useZeroLag=true; extern bool useADX=false; extern bool ConfirmOnCurrent=false; extern int A_period=50; extern int ADX_Period=14; extern int Bands_Mode_0_2=0; // =0-2 MODE_MAIN, MODE_LOW, MODE_HIGH extern int Power_Price_0_6=0; // =0-6 PRICE_CLOSE,PRICE_OPEN,PRICE_HIGH,PRICE_LOW,PRICE_MEDIAN,PRICE_TYPICAL,PRICE_WEIGHTED extern int Price_Type_0_3=0; // =0-3 PRICE_CLOSE,PRICE_OPEN,PRICE_HIGH,PRICE_LOW extern int Bands_Period=20; extern int Bands_Deviation=2; extern int Power_Period=13; extern int slippage=3; //slippage for market order processing extern int shift=0; //shift to current bar, bool buysig,sellsig,closebuy,closesell; int lastsig,ttime; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- Crepeat=Repeat; //---- return(0); } //Alert function void CheckAlert() { string AlertStr=""; AlertStr=""; int AlertTime=0; //Alert system if (UseAlert==1) { if (sellsig) { if (Crepeat==Repeat) { AlertTime=0; } if (Crepeat>0 && (CurTime()-AlertTime)>Periods) { if (sellsig) AlertStr=AlertStr+"FXSI SELL; "; Alert(Symbol()," ",Period(), ": ", AlertStr); if (SendEmail==1) { SendMail(Symbol()+" "+Period()+ ": ",Symbol()+" "+Period()+": "+AlertStr); } Crepeat=Crepeat-1; AlertTime=CurTime(); } } if (buysig) { if (Crepeat==Repeat) { AlertTime=0; } if (Crepeat>0 && (CurTime()-AlertTime)>Periods) { if (buysig) AlertStr=AlertStr+"FXSI BUY; "; Alert(Symbol()," ",Period(), ": ",AlertStr); if (SendEmail==1) { SendMail(Symbol()+" "+Period()+ ": ",Symbol()+" "+Period()+": "+AlertStr); } Crepeat=Crepeat-1; AlertTime=CurTime(); } } if (!buysig && !sellsig) { Crepeat=Repeat; AlertTime=0; } } } //+------------------------------------------------------------------+ //| Calculate open positions | //+------------------------------------------------------------------+ int CalculateCurrentOrders(string symbol) { int buys=0,sells=0; //---- for(int i=0;i0) return(buys); else return(-sells); } //+------------------------------------------------------------------+ //| Calculate optimal lot size | //+------------------------------------------------------------------+ double LotsOptimized() { double lot=Lots; //---- select lot size if (!FixedLot) lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/10000.0,1); else lot=Lots; //---- return lot size if(lot<0.1) lot=0.1; return(lot); } //+------------------------------------------------------------------+ //| Check for open order conditions | //+------------------------------------------------------------------+ void CheckForSignals() { double buyval,sellval,cci_cur,cci_prev; buyval=0; sellval=0; cci_cur=0; cci_prev=0; //buyval=iCustom(NULL,0,"iFXSI",useITrend,useZeroLag,useADX,ConfirmOnCurrent,false,false,false,A_period,ADX_Period,Bands_Mode_0_2,Power_Price_0_6,Price_Type_0_3,Bands_Period,Bands_Deviation,Power_Period,0,0,shift); //sellval=iCustom(NULL,0,"iFXSI",useITrend,useZeroLag,useADX,ConfirmOnCurrent,false,false,false,A_period,ADX_Period,Bands_Mode_0_2,Power_Price_0_6,Price_Type_0_3,Bands_Period,Bands_Deviation,Power_Period,0,1,shift); buyval=iFXSI(0,shift); sellval=iFXSI(1,shift); //Comment("buyval=",buyval," sellval=",sellval); cci_cur=iCCI(NULL,0,A_period,PRICE_TYPICAL,shift); cci_prev=iCCI(NULL,0,A_period,PRICE_TYPICAL,shift+1); if (cci_cur>0 && cci_prev<0) closesell=true; else closesell=false; if (cci_cur<0 && cci_prev>0) closebuy=true; else closebuy=false; buysig=false; if ( buyval>0.01 ) buysig=true; sellsig=false; if ( sellval>0.01 ) sellsig=true; return; } void CheckForOpen() { int res; double entryPrice,stopPrice; if (CalculateCurrentOrders(Symbol())>0) { CheckForClose(); } if (CalculateCurrentOrders(Symbol())==0) { //---- sell conditions if(sellsig) { entryPrice=Bid; stopPrice=entryPrice+MaxStopLoss*Point; res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),entryPrice,slippage,stopPrice,entryPrice-TakeProfit*Point,"FXSI",MAGICNUM,0,Red); sellsig=false; return; } //---- buy conditions if(buysig) { entryPrice=Ask; stopPrice=entryPrice-MaxStopLoss*Point; res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),entryPrice,slippage,stopPrice,entryPrice+TakeProfit*Point,"FXSI",MAGICNUM,0,Blue); buysig=false; return; } } return; } //+------------------------------------------------------------------+ //| Check for close order conditions | //+------------------------------------------------------------------+ void CheckForClose() { int i; //close on the opposite signal for(i=0;i StrToTime(expiryDate)) { Alert("Version expired!"); return; } if (accountNum!=0 && accountNum!=AccountNumber()) { Alert("This expert is not licensed to your account number!"); return; } //---- check for history and trading //if(Bars<100 || IsTradeAllowed()==false) return; buysig=false; sellsig=false; closesell=buysig; closebuy=sellsig; CheckForSignals(); CheckAlert(); CheckForOpen(); TrailStop(Symbol(), MAGICNUM, TrailingStop); } //+------------------------------------------------------------------+ void TrailStop(string mySymbol, int myMagic, int TrailingStop) { double StopLoss; if ( TrailingStop > 8 ) { for (int i = 0; i < OrdersTotal(); i++) { if ( OrderSelect (i, SELECT_BY_POS) == false ) continue; if ( OrderSymbol() != mySymbol || OrderMagicNumber() != myMagic ) continue; if ( OrderType() == OP_BUY ) { if (BreakEven!=0) { if ((Bid-OrderOpenPrice())>BreakEven*Point) { if ((OrderStopLoss()-OrderOpenPrice())<0) { OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+Point,OrderTakeProfit(),Aqua); return(0); } } } if ((Bid-OrderOpenPrice())>BreakEven*Point) { if ( Bid < OrderOpenPrice () ) return; StopLoss = Bid-BreakEven*Point; if ( StopLoss > OrderStopLoss() ) { OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, White); } } } if ( OrderType() == OP_SELL ) { //Modify stoploss to zero profit if (BreakEven!=0) { if ((OrderOpenPrice()-Ask)>BreakEven*Point) { if ((OrderOpenPrice()-OrderStopLoss())<0) { OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-Point,OrderTakeProfit(),Aqua); return(0); } } } if ((OrderOpenPrice()-Ask)>TrailingProfit*Point) { if ( Ask > OrderOpenPrice () ) return; StopLoss = Ask+TrailingStop*Point; if ( StopLoss < OrderStopLoss() ) { OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, Gold); } } } } } return; } double ZeroLag(int mode, int index) { int k, numbars=100; double stok1=0,stok2=0,stok3=0,stok4=0,stok5=0,mov=0,stoksmoothed=0,smoothing=15; double TrendBuffer[101]; double LoBuffer[101]; for (k=101;k>=0;k--) { TrendBuffer[k]=0; LoBuffer[k]=0; } for (k = numbars; k>= 0 ;k--) { stok1 = (iStochastic(NULL,0,8,3,3,MODE_SMA,NULL,MODE_MAIN,k))*0.05; stok2 = (iStochastic(NULL,0,89,21,3,MODE_SMA,NULL,MODE_MAIN,k))*0.43; stok3 = (iStochastic(NULL,0,55,13,3,MODE_SMA,NULL,MODE_MAIN,k))*0.26; stok4 = (iStochastic(NULL,0,34,8,3,MODE_SMA,NULL,MODE_MAIN,k))*0.16; stok5 = (iStochastic(NULL,0,21,5,3,MODE_SMA,NULL,MODE_MAIN,k))*0.10; mov = stok1+stok2+stok3+stok4+stok5; stoksmoothed = mov/smoothing + LoBuffer[k+1]*(smoothing-1)/smoothing; TrendBuffer[k]=mov; LoBuffer[k]=stoksmoothed; } if (mode==0) return (TrendBuffer[index]); if (mode==1) return (LoBuffer[index]); } double iTrend (int mode, int index) { int Bands_Mode; double Power_Price,CurrentPrice; if (Bands_Mode_0_2==1) Bands_Mode=MODE_LOW; if (Bands_Mode_0_2==2) Bands_Mode=MODE_HIGH; if (Bands_Mode_0_2==0) Bands_Mode=MODE_MAIN; if (Power_Price_0_6==1) Power_Price=PRICE_OPEN; if (Power_Price_0_6==2) Power_Price=PRICE_HIGH; if (Power_Price_0_6==3) Power_Price=PRICE_LOW; if (Power_Price_0_6==4) Power_Price=PRICE_MEDIAN; if (Power_Price_0_6==5) Power_Price=PRICE_TYPICAL; if (Power_Price_0_6==6) Power_Price=PRICE_WEIGHTED; if (Power_Price_0_6==0) Power_Price=PRICE_CLOSE; if (Price_Type_0_3==1) CurrentPrice=Open[index]; if (Price_Type_0_3==2) CurrentPrice=High[index]; if (Price_Type_0_3==3) CurrentPrice=Low[index]; if (Price_Type_0_3==0) CurrentPrice=Close[index]; if (mode==0) return (CurrentPrice-iBands(NULL,0,Bands_Period,Bands_Deviation,0,Bands_Mode,Power_Price,index)); if (mode==1) return(-(iBearsPower(NULL,0,Power_Period,Power_Price,index)+iBullsPower(NULL,0,Power_Period,Power_Price,index))); } double iFXSI(int mode, int i) { int DotLoc=7; double BuySig[30]; double SellSig[30]; double cci_cur[2],cci_prev[2]; double BuyCCI[2],SellCCI[2]; for (int cnt=0; cnt<=1; cnt++) { //check cci crossing cci_cur[cnt]=iCCI(NULL,0,A_period,PRICE_TYPICAL,i+cnt); cci_prev[cnt]=iCCI(NULL,0,A_period,PRICE_TYPICAL,i+1+cnt); if (cci_cur[cnt]>0 && cci_prev[cnt]<0) BuyCCI[cnt]=Low[i]-DotLoc*Point; else BuyCCI[cnt]=0; if (cci_cur[cnt]<0 && cci_prev[cnt]>0) SellCCI[cnt]=High[i]+DotLoc*Point; else SellCCI[cnt]=0; } //check iTrend crossing double itrendg_cur[2],itrendg_prev[2],itrendr_cur[2],itrendr_prev[2],BuyiTrendCross[2],SelliTrendCross[2]; bool BuyITrend=false, SellITrend=false; for (cnt=0; cnt<=1; cnt++) { itrendg_cur[cnt]=iTrend(0,i+cnt); itrendg_prev[cnt]=iTrend(0,i+1+cnt); itrendr_cur[cnt]=iTrend(1,i+cnt); itrendr_prev[cnt]=iTrend(1,i+1+cnt); if (itrendr_prev[cnt]>itrendg_prev[cnt] && itrendr_cur[cnt]itrendg_cur[cnt]) SelliTrendCross[cnt]=1; else SelliTrendCross[cnt]=0; } if ((!ConfirmOnCurrent && ((BuyiTrendCross[0] && (BuyCCI[0]>0 || BuyCCI[1]>0)) || (BuyiTrendCross[1] && BuyCCI[0]>0))) || (ConfirmOnCurrent && BuyiTrendCross[0] && BuyCCI[0]>0)) BuyITrend=true; else BuyITrend=false; if ((!ConfirmOnCurrent && ((SelliTrendCross[0] && (SellCCI[0]>0 || SellCCI[1]>0)) || (SelliTrendCross[1] && SellCCI[0]>0))) || (!ConfirmOnCurrent && SelliTrendCross[0] && SellCCI[0]>0)) SellITrend=true; else SellITrend=false; //ZeroLag Crossing double zlsw_cur[2],zlsw_prev[2],zlsr_cur[2],zlsr_prev[2],BuyZeroLagCross[2],SellZeroLagCross[2]; bool BuyZeroLag=false, SellZeroLag=false; for (cnt=0; cnt<=1; cnt++) { //zlsw_cur[cnt]=iCustom(NULL,0,"Zerolagstochs",0,i+cnt); //zlsw_prev[cnt]=iCustom(NULL,0,"Zerolagstochs",0,i+1+cnt); //zlsr_cur[cnt]=iCustom(NULL,0,"Zerolagstochs",1,i+cnt); //zlsr_prev[cnt]=iCustom(NULL,0,"Zerolagstochs",1,i+1+cnt); zlsw_cur[cnt]=ZeroLag(0,i+cnt); zlsw_prev[cnt]=ZeroLag(0,i+1+cnt); zlsr_cur[cnt]=ZeroLag(1,i+cnt); zlsr_prev[cnt]=ZeroLag(1,i+1+cnt); if (zlsr_prev[cnt]>zlsw_prev[cnt] && zlsr_cur[cnt]zlsw_cur[cnt]) SellZeroLagCross[cnt]=1; else SellZeroLagCross[cnt]=0; } if ((!ConfirmOnCurrent && ((BuyZeroLagCross[0] && (BuyCCI[0]>0 || BuyCCI[1]>0)) || (BuyZeroLagCross[1] && BuyCCI[0]>0))) || (ConfirmOnCurrent && BuyZeroLagCross[0] && BuyCCI[0]>0)) BuyZeroLag=true; else BuyZeroLag=false; if ((!ConfirmOnCurrent && ((SellZeroLagCross[0] && (SellCCI[0]>0 || SellCCI[1]>0)) || (SellZeroLagCross[1] && SellCCI[0]>0))) || (ConfirmOnCurrent && SellZeroLagCross[0] && SellCCI[0]>0)) SellZeroLag=true; else SellZeroLag=false; //Adx crossing double b4plusdi[2],b4minusdi[2],nowplusdi[2],nowminusdi[2],BuyADXCross[2],SellADXCross[2]; bool BuyADX=false, SellADX=false; for (cnt=0; cnt<=1; cnt++) { b4plusdi[cnt]=iADX(NULL,0,ADX_Period,PRICE_CLOSE,MODE_PLUSDI,i+1+cnt); nowplusdi[cnt]=iADX(NULL,0,ADX_Period,PRICE_CLOSE,MODE_PLUSDI,i+cnt); b4minusdi[cnt]=iADX(NULL,0,ADX_Period,PRICE_CLOSE,MODE_MINUSDI,i+1+cnt); nowminusdi[cnt]=iADX(NULL,0,ADX_Period,PRICE_CLOSE,MODE_MINUSDI,i+cnt); if (b4plusdi[cnt]>b4minusdi[cnt] && nowplusdi[cnt]nowminusdi[cnt]) BuyADXCross[cnt]=1; else BuyADXCross[cnt]=0; } if ((!ConfirmOnCurrent && ((BuyADXCross[0] && (BuyCCI[0]>0 || BuyCCI[1]>0)) || (BuyADXCross[1] && BuyCCI[0]>0))) || (ConfirmOnCurrent && BuyADXCross[0] && BuyCCI[0]>0)) BuyADX=true; else BuyADX=false; if ((!ConfirmOnCurrent && ((SellADXCross[0] && (SellCCI[0]>0 || SellCCI[1]>0)) || (SellADXCross[1] && SellCCI[0]>0))) || (ConfirmOnCurrent && SellADXCross[0] && SellCCI[0]>0)) SellADX=true; else SellADX=false; if ((BuyITrend || !useITrend) && (BuyZeroLag || !useZeroLag) && (BuyADX ||!useADX)) BuySig[i]=Low[i]-DotLoc*Point; else BuySig[i]=0.0; if ((SellITrend || !useITrend) && (SellZeroLag || !useZeroLag)&& (SellADX||!useADX)) SellSig[i]=High[i]+DotLoc*Point; else SellSig[i]=0.0; if (!useITrend && !useZeroLag && !useADX) { BuySig[i]=0.0; SellSig[i]=0.0; } if (mode==0) return (BuySig[i]); if (mode==1) return (SellSig[i]); }