//+------------------------------------------------------------------+ //| starter_v6mod.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 | //| 10/13/05 added EMAAngleZero | //| added Maloma logic for No buy when Sell open, etc | //| removed Stop logic code uses TakeProfit instead | //| 10/15 Corrected EMAAngleZero for handling USDJPY | //| 10/18/05 Added Slippage as parameter to expert | //| 10/18/05 Added code for multiple tries to open trade | //+------------------------------------------------------------------+ #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 = 35; // 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 int MaximumLosses = 3; // Maximum number of losses per day willing to experience. 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 = 10; // Maximum profit level achieved. extern int Slippage = 10; // Possible fix for not getting filled or closed //extern double Stop = 5; // Minimum profit level achieved and usually achieved target. //+---------------------------------------------------+ //|Indicator Variables | //| Change these to try your own system | //| or add more if you like | //+---------------------------------------------------+ extern int EMAPeriod=34; //EMAAnglePeriod extern double AngleTreshold=0.2; extern int StartEMAShift=6; // Check last six bars extern int EndEMAShift=0; extern double MAPeriod=120; // Moving average period. extern double MAPeriod2=40; // Moving average period 2. 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; int cnt=0, total; datetime LastTime; double Sl; double Tr; int ticket; int trstop = 0; bool est_b, est_s; // determines if buy or sell trades are allowed //+---------------------------------------------------+ //| Indicator values for entry or exit conditions | //| Add or Change to test your system | //+---------------------------------------------------+ double Laguerre; double Laguerreprevious; double Alpha; double MA, MAprevious; double MA2,MAprevious2; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| The functions from this point to the start function are where | //| changes are made to test other systems or strategies. | //|+-----------------------------------------------------------------+ //******************************************************************** //******************************************************************** //+------------------------------------------------------------------+ //| EMAAngleZero | //| jpkfox | //| | //| You can use this indicator to measure when the EMA angle is | //| "near zero". AngleTreshold determines when the angle for the | //| EMA is "about zero": This is when the value is between | //| [-AngleTreshold, AngleTreshold] (or when the histogram is red). | //| EMAPeriod: EMA period | //| AngleTreshold: The angle value is "about zero" when it is | //| between the values [-AngleTreshold, AngleTreshold]. | //| StartEMAShift: The starting point to calculate the | //| angle. This is a shift value to the left from the | //| observation point. Should be StartEMAShift > EndEMAShift. | //| StartEMAShift: The ending point to calculate the | //| angle. This is a shift value to the left from the | //| observation point. Should be StartEMAShift > EndEMAShift. | //| | //| Modified by MrPip | //| Red for down | //| Yellow for near zero | //| Green for up | //| | //| New mods for expert | //| returns -1 for downtrend | //| returns 1 for uptrend | //| returns 0 for do not trade | //| Modified to match code in indicator | //+------------------------------------------------------------------+ int EMAAngleZeroCheck() { double fEndMA, fStartMA; double fAngle; double mFactor; int ShiftDif; if(EndEMAShift >= StartEMAShift) { if (Debug == 1) Print("Error: EndEMAShift >= StartEMAShift"); StartEMAShift = 6; EndEMAShift = 0; } ShiftDif = StartEMAShift-EndEMAShift; mFactor = 10000.0; if (Symbol() == "USDJPY") mFactor = 100.0; mFactor /= ShiftDif; fEndMA=iMA(NULL,0,EMAPeriod,0,MODE_EMA,PRICE_MEDIAN,EndEMAShift); fStartMA=iMA(NULL,0,EMAPeriod,0,MODE_EMA,PRICE_MEDIAN,StartEMAShift); // 10000.0 : Multiply by 10000 so that the fAngle is not too small // for the indicator Window. fAngle = mFactor * (fEndMA - fStartMA); // fAngle = MathArctan(fAngle)/0.01745; if(fAngle > AngleTreshold) return(1); if (fAngle < -AngleTreshold) return (-1); return(0); } //+------------------------------------------------------------------+ //| LaGuerre function calculation | //+------------------------------------------------------------------+ double LaGuerre(double gamma, int shift) { double RSI; double L0[100]; double L1[100]; double L2[100]; double L3[100]; double CU, CD; for (int i=shift+99; i>=shift; i--) { L0[i] = (1.0 - gamma)*Close[i] + gamma*L0[i+1]; L1[i] = -gamma*L0[i] + L0[i+1] + gamma*L1[i+1]; L2[i] = -gamma*L1[i] + L1[i+1] + gamma*L2[i+1]; L3[i] = -gamma*L2[i] + L2[i+1] + gamma*L3[i+1]; CU = 0; CD = 0; if (L0[i] >= L1[i]) CU = L0[i] - L1[i]; else CD = L1[i] - L0[i]; if (L1[i] >= L2[i]) CU = CU + L1[i] - L2[i]; else CD = CD + L2[i] - L1[i]; if (L2[i] >= L3[i]) CU = CU + L2[i] - L3[i]; else CD = CD + L3[i] - L2[i]; if (CU + CD != 0) RSI = CU / (CU + CD); } return(RSI); } //+------------------------------------------+ //| CheckExitCondition | //| | //| Check if Leguerre has proper value | //| return 0 for exit condition not met | //| return 1 for exit condition met | //+------------------------------------------+ int CheckExitCondition(string type) { if (type == "BUY") { if (Laguerre > 0.9) { if (Debug == 1) Print ("Exit Condition met for Buy"); return (1); } return (0); } if (type == "SELL") { if (Laguerre < 0.1) { if (Debug == 1) Print ("Exit Condition met for Sell"); return (1); } } return (0); } //+------------------------------------------+ //| CheckBuyCondition | //| | //| return 0 for exit condition not met | //| return 1 for exit condition met | //+------------------------------------------+ int CheckBuyCondition() { if((Laguerreprevious<=0) && (Laguerre<=0) && (MA>MAprevious) && (MA2>MAprevious2)&& (Alpha<-5)) { if (Debug == 1) Print ("Buy Condition met"); return(1); } return (0); } //+------------------------------------------+ //| CheckSellCondition | //| | //| return 0 for exit condiotion not met | //| return 1 for exit condition met | //+------------------------------------------+ int CheckSellCondition() { if((Laguerreprevious>=1) && (Laguerre>=1) && (MA5)) { if (Debug == 1) Print ("Sell Condition met"); return(1); } return (0); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- int donttrade, allexit; int ExitCondition, EMAAngle; trstop = 0; int MagicNumber = 3000 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period()); string setup="sv6mod" + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period())); //+------------------------------------------------------------------+ //| Condition statements | //| Change or add for your strategy | //+------------------------------------------------------------------+ Laguerre=LaGuerre(0.7, 0); Laguerreprevious=LaGuerre(0.7, 1); Alpha=iCCI(NULL, 0, 14, PRICE_CLOSE, 0); MA=iMA(NULL,0,MAPeriod,0,MODE_EMA,PRICE_MEDIAN,0); MAprevious=iMA(NULL,0,MAPeriod,0,MODE_EMA,PRICE_MEDIAN,1); MA2=iMA(NULL,0,MAPeriod2,0,MODE_EMA,PRICE_MEDIAN,0); MAprevious2=iMA(NULL,0,MAPeriod2,0,MODE_EMA,PRICE_MEDIAN,1); donttrade = 0; allexit = 0; //+------------------------------------------------------------------+ //| Friday Exits | //+------------------------------------------------------------------+ if(DayOfWeek()==5 && Hour()>=18) donttrade=1; if(DayOfWeek()==5 && Hour()>=20) allexit=1; //+------------------------------------------------------------------+ //| Open Position Controls | //+------------------------------------------------------------------+ CheckOpenPositions(MagicNumber, allexit); //+------------------------------------------------------------------+ //| New Position Controls | //+------------------------------------------------------------------+ if(AccountFreeMargin() < Margincutoff) { return(0);} if(TradesInThisSymbol > Maxtrades) { return(0);} if(CurTime() < LastTime) { return(0);} // Moved after open positions are closed for more available margin if(mm == 1) { lotMM = LotsOptimized(MagicNumber); } 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 // Check for open positions CheckBuySellPositions(); // returns est_b and est_s // Check for good angle on EMA making sure no open positions // in opposite direction EMAAngle = EMAAngleZeroCheck(); if (EMAAngle == 1) // uptrend { // Make sure No Sells open if (est_b) { est_b = true; est_s = false; } } if (EMAAngle == -1) // downtrend { // Make sure no Buys open if (est_s) { est_b = false; est_s = true; } } if (EMAAngle == 0) // market is flat { est_b = false; est_s = false; } if((CheckBuyCondition() == 1) && (Turnon == 1) && (donttrade == 0) && est_b) { OrderText = "BUY"; if (StopLoss>0) { Sl = Ask-StopLoss*Point; } else { Sl=0; } if (TakeProfit == 0) Tr = 0; else Tr = Ask+TakeProfit*Point; } if((CheckSellCondition() == 1) && (Turnon == 1) && (donttrade == 0) && est_s) { OrderText = "SELL"; if (StopLoss>0) { Sl = Bid+StopLoss*Point; } else { Sl = 0; } if (TakeProfit == 0) Tr = 0; else Tr = Bid-TakeProfit*Point; } if(OrderText != "" && trstop == 0 && TradesInThisSymbol == 0) { LastTime = CurTime(); DoTrades(setup,MagicNumber); return(0); } //---- return(0); } //+------------------------------------------------------------------+ //| Check Open Buy or Sell Position | //| Code from Maloma | //| modifies globals est_s and est_b | //+------------------------------------------------------------------+ int CheckBuySellPositions() { int total,cnt; total=OrdersTotal(); est_s = true; est_b = true; for(cnt=0;cnt0) // { // if(Bid-OrderOpenPrice()>=Point*Stop) // { // OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Violet); // close position // return(0); // } // } if(TrailingStop>0) { if(Bid-OrderOpenPrice()>Point*TrailingStop) { if(OrderStopLoss()0) // { // if(OrderOpenPrice()-Ask>=Point*Stop) // { // OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Violet); // close position // return(0); // } // } if(TrailingStop>0) { if((OrderOpenPrice()-Ask)>(Point*TrailingStop)) { if(OrderStopLoss()==0.0 || OrderStopLoss()>(Ask+Point*TrailingStop)) { OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Aqua); return(0); } } } } //+-------------------------------------------+ //| DoTrades module cut from start | //| No real changes | //+-------------------------------------------+ int DoTrades(string SetupStr,int MagicNum) { double Min_OrderPrice; int err; 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 { ticket = OrderSend(Symbol(),OP_BUY,lotMM,Ask,Slippage,Sl,Tr,SetupStr,MagicNum,0,Green); if (Debug == 1) Print ("Buy at ",TimeToStr(CurTime())," for ",Ask); LastTime += 12; if(ticket<=0) { err = GetLastError(); Alert("Error opening BUY order [" + SetupStr + "]: (" + err + ") " + ErrorDescription(err)); } return(0); } } 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 { ticket = OrderSend(Symbol(),OP_SELL,lotMM,Bid,Slippage,Sl,Tr,SetupStr,MagicNum,0,Red); if (Debug == 1) Print ("Sell at ",TimeToStr(CurTime())," for ",Bid); LastTime += 12; if(ticket<=0) { err = GetLastError(); Alert("Error opening Sell order [" + SetupStr + "]: (" + err + ") " + ErrorDescription(err)); } return(0); } } return(0); } //+------------------------------------------------------------------+ //| Check Open Position Controls | //+------------------------------------------------------------------+ int CheckOpenPositions(int MagicNumbers, int allexits) { int cnt, ExitCondition, total; total=OrdersTotal(); TradesInThisSymbol = 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 (tolosses >= MaximumLosses) trstop=1; if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1); } if(lot > 1) lot = MathFloor(lot); if(AccountIsMini==1) lot = lot * 10; //---- return lot size if(lot<0.1) lot=0.1; if(LiveTrading == 1) { if (AccountIsMini == 0 && 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=="USDCHF") { return(1); } else if(symbol=="GBPUSD") { return(2); } else if(symbol=="EURUSD") { return(3); } else if(symbol=="USDJPY") { return(4); } else if(symbol=="EURGBP") { return(5); } else if(symbol=="EURJPY") { return(6); } else { Comment("unexpected Symbol"); } } //+------------------------------------------------------------------+ //| 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); }