//+------------------------------------------------------------------+ //| Steve Hopwood's Trend_Range detecting auto-trader.mq4 | //| Copyright © 2010, Steve Hopwood | //| http://www.hopwood3.freeserve.co.uk | //+------------------------------------------------------------------+ #property copyright "Copyright © 2010, Steve Hopwood" #property link "http://www.hopwood3.freeserve.co.uk" #property show_inputs #include #include #define NL "\n" //Direction definitions for trend break trading #define up "Up" #define down "Down" #define ranging "Ranging" #define confused "Confused, and so cannot trade" #define trending "Trending" /* Modules: TREND DETECTION MODULE TREND TRADING MODULE RANGE TRADING MODULE COMMON FUNCTIONS MODULE TRADE MANAGEMENT MODULE int start() void DisplayUserFeedback() ----Trend direction---- void GetTheTrend() void GetRsiTrend() void GetAtrTrend() void GetAdxTrend() ----Trend trading---- void TrendTrading() void TradeMovingAverageCross() void TradeOctoSRC() ----Range trading---- void RangeTrading() void TradeBollingerBands{} ----Common functions---- bool DoesTradeExist(int magic) bool SendSingleTrade(int type, string comment, double lotsize, double price, double stop, double take, int magic) double double GetMovingAverage(int tf, int period, int method, int AppliedPrice, int shift) double GetTakeProfit(int type, double price, int shift) double GetStopLoss(int type, double price, int shift) ----Trade Management---- void ManageOpenTrades() bool CloseTrade() void CheckForRsiExit() CheckForAdxExit() void UpdateChandelierTrailingStop() void CheckTrendToRangeViceVersa(string type) */ extern string gi="____General inputs----"; extern double Lot=0.01; extern bool CriminalIsECN=false; extern bool StopTrading=false; extern string bl1="-------------------------------------------------------------"; extern string tm="----Trend detection module----"; extern string rsin="----Rsi----"; extern bool UseRsi=false; extern int RsiTf=0; extern int RsiPeriod=21; extern string atri="----Atr----"; extern bool UseAtr=true; extern int AtrTf=0; extern int AtrPeriod=21; extern int DaysToLookBack=10; extern string adxin="----Adx----"; extern bool UseAdx=false; extern int AdxTf=0; extern int AdxPeriod=21; extern string ls="----LSMA----"; extern bool UseLSMA=false; extern int LSMAPeriod=21; extern int LSMATf=0; extern string bl2="-------------------------------------------------------------"; extern string exi="----Trade Exit Strategies----"; extern string es1=" --------------"; extern string sltp="Set sl & tp in pips"; extern bool UseSetTakeProfit=false; extern int TakeProfit=50; extern bool UseSetStopLoss=false; extern int StopLoss=0; extern string es2=" --------------"; extern string satr="Atr sl and tp"; extern int AtrTpSlTf=0; extern int AtrTpSlPeriod=21; extern bool UseAtrTakeProfit=true; extern double AtrTpMultiplier=2; extern bool UseAtrStopLoss=true; extern double AtrSlMultiplier=1; extern string es3=" --------------"; extern string rsisl="Rsi exit"; extern bool UseRsiExit=false; extern int RsiExitOverBought=70; extern int RsiExitOverSold=30; extern int RsiExitTf=0; extern int RsiExitPeriod=21; extern string es5=" --------------"; extern string adex="Adx exit"; extern bool UseAdxExit=false; extern double AdxExitValue=35; extern int AdxExitTf=0; extern int AdxExitPeriod=21; extern string es7=" --------------"; extern string etrc="Exit on change of trend to range or vice versa"; extern bool UseTrendToRangeViceVersaExit=true; extern string es6=" --------------"; extern string cha="Chandelier trailing stop"; extern bool UseChandelier=true; extern int ChandelierAtrMultiplier=3; extern string bl2a="-------------------------------------------------------------"; ///////////////////////////////////////////////////////////////////////////////////////////////// //With the addition of each new strategy,remember to make the appropriate changes to void ManageOpenTrades() ///////////////////////////////////////////////////////////////////////////////////////////////// extern string str="----Trend Trading Strategies----"; extern string mac="Moving Average Cross"; extern bool TradeMovingAverageCross=true; extern int MacMagicNumber=284650; extern string MacTradeComment="Mac"; extern int MacFastMaPeriod=10; extern int MacFastMethod=0;//simple. 1=exponential: 2=smoothed; 3 = linear weighted extern int MacFastAppliedPrice=0;//close: 1=open; 2=high; 3=low; 4=median; 5=typical; 6=weighted extern int MacSlowMaPeriod=20; extern int MacSlowMethod=0; extern int MacSlowAppliedPrice=0; extern int MacTf=0; extern string es8=" --------------"; extern string oct="Octomanoak Simple Reversal Candle Strategy"; extern bool TradeOctoSRC=true; extern int OctoMagicNumber=284652; extern string OctoTradeComment="Oct"; extern int OctoRsiPeriod=21; extern int OctoRsiAppliedPrice=0; extern int OctoMinRsiMovement=8; extern int OctoTakeProfitPips=20; extern string bl3="-------------------------------------------------------------"; extern string rts="----Range Trading Strategies----"; extern string bbrt="Bollinger Bands"; extern bool TradeBollingerBands=true; extern int BbMagicNumber=284651; extern string BbTradeComment="BB"; extern int BbPeriod=25; extern int BbDeviations=2; extern int BbAppliedPrice=0; extern int BbTf=0; extern string bl4="-------------------------------------------------------------"; extern string tt="----Trading hours----"; extern string Trade_Hours= "Set Morning & Evening Hours"; extern string Trade_Hoursi= "Use 24 hour, local time clock"; extern string Trade_Hours_M= "Morning Hours 0-12"; extern int start_hourm = 0; extern int end_hourm = 12; extern string Trade_Hours_E= "Evening Hours 12-24"; extern int start_houre = 12; extern int end_houre = 24; extern string mis="----Odds and ends----"; extern int DisplayGapSize=30; extern bool ShowUserFeedback=true; //Trend double TrendRsiVal, TrendAtrVal; double AdxVal, AdxPlusDI, AdxMinusDI; string RsiTrend, AtrTrend, AdxTrend, LsmaTrend, trend; //OCTOMANOAK SIMPLE REVERSAL CANDLE STRATEGY int OctoMinPibsBreak=2; //Small digit fix, for things liks x pips above the previous high int NoIs2=2; //Candle size Stop Loss & Take Profit bool UseCsStopLoss=false; bool UseCsTakeProfit=false; //Misc string Gap, DisabledMessage, ScreenMessage; int TicketNo; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ void DisplayUserFeedback() { if (IsTesting() && !IsVisualMode()) return; ScreenMessage = ""; ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); //Code for time to bar-end display from Candle Time by Nick Bilak double i; int m,s,k; m=Time[0]+Period()*60-CurTime(); i=m/60.0; s=m%60; m=(m-m%60)/60; ScreenMessage = StringConcatenate(ScreenMessage,Gap, m + " minutes " + s + " seconds left to bar end", NL); if (!StopTrading) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Looking for trading opportunities", NL); if (StopTrading) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Not trading", NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Lot size: ", Lot, NL); // ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Take Profit: ", TakeProfit, NL); // ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Stop Loss: ", StopLoss, NL); // ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Magic number: ", MagicNumber, NL); // ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Trade comment: ", TradeComment, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Criminal's minimum lot size: ", MarketInfo(Symbol(), MODE_MINLOT), NL); if (CriminalIsECN) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "CriminalIsECN = true", NL); else ScreenMessage = StringConcatenate(ScreenMessage,Gap, "CriminalIsECN = false", NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); if (UseRsi) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Rsi trend is ", RsiTrend, NL); if (UseAtr) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Atr trend is ", AtrTrend, NL); if (UseAdx) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Adx trend is ", AdxTrend, NL); if (UseLSMA) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "LSMA trend is ", LsmaTrend, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "This robot is working with trend = ", trend, NL); Comment(ScreenMessage); }//End void DisplayUserFeedback() int init() { //Accommodate different quote sizes double multiplier; if(Digits == 2 || Digits == 4) multiplier = 1; if(Digits == 3 || Digits == 5) multiplier = 10; if(Digits == 6) multiplier = 100; TakeProfit*= multiplier; StopLoss*= multiplier; OctoMinPibsBreak*= multiplier; OctoTakeProfitPips*= multiplier; NoIs2*= multiplier; //---- Gap=""; if (DisplayGapSize >0) { for (int cc=0; cc< DisplayGapSize; cc++) { Gap = StringConcatenate(Gap, " "); } }//if (DisplayGapSize >0) Comment(".....................Waiting for the next tick...................."); //start(); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- Comment(""); //---- return(0); }//End int deinit() /////////////////////////////////////////////////////////////////////////////////////////// //TREND DETECTION MODULE void GetRsiTrend() { //TrendRsiVal = GetRsi(0); trend = ranging; double tf = RsiTf; if (tf == 0) tf = Period(); TrendRsiVal = iRSI(NULL, tf, RsiPeriod, PRICE_CLOSE, 0); if (TrendRsiVal > 55) RsiTrend = up; if (TrendRsiVal < 45) RsiTrend = down; }//End void GetRsiTrend() void GetAtrTrend() { double PriceNow = Bid; double tf = AtrTf; if (AtrTf == 0) tf = Period(); double ComparePrice = iOpen(NULL, tf, DaysToLookBack); TrendAtrVal = iATR(NULL, tf, AtrPeriod, 0); double x2TrendAtrVal = TrendAtrVal * 2; AtrTrend = ranging; if (PriceNow > ComparePrice) { double TrendLevel = NormalizeDouble(ComparePrice + x2TrendAtrVal, Digits); if (Ask > TrendLevel) AtrTrend = up; }//if (PriceNow > ComparePrice) if (PriceNow < ComparePrice) { TrendLevel = NormalizeDouble(ComparePrice - x2TrendAtrVal, Digits); if (Bid < TrendLevel) AtrTrend = down; }//if (PriceNow > ComparePrice) }//End void GetAtrTrend() void GetAdxTrend() { AdxTrend = ranging; double tf = AdxTf; if (AdxTf == 0) tf = Period(); double PreviousAdxVal = iADX(NULL, tf, AdxPeriod, PRICE_CLOSE, MODE_MAIN, 1); AdxVal = iADX(NULL, tf, AdxPeriod, PRICE_CLOSE, MODE_MAIN, 0); AdxPlusDI = iADX(NULL, tf, AdxPeriod, PRICE_CLOSE, MODE_PLUSDI, 0); AdxMinusDI = iADX(NULL, tf, AdxPeriod, PRICE_CLOSE, MODE_MINUSDI, 0); if (AdxVal < PreviousAdxVal) return;//No trend so nothing to do if (AdxPlusDI > AdxMinusDI)//trend is up { AdxTrend = up; return; }//if (AdxPlusDI > AdxMinusDI) //Trend is neither up nor ranging AdxTrend = down; }//End void GetAdxTrend() double iLsma(int tf,int shift) { //Code to calculate LSMA value. Copied from MrPip's work. Many thanks, MrPip double wt; double ma1=iMA(NULL,LSMATf,LSMAPeriod,0,MODE_SMA ,PRICE_CLOSE,shift); double ma2=iMA(NULL,LSMATf,LSMAPeriod,0,MODE_LWMA,PRICE_CLOSE,shift); wt = MathFloor((3.0*ma2-2.0*ma1)/Point) * Point; return(wt); }//double iLsma(int LSMAPeriod,int shift) string GetTradeDirectionFromTrend(int tf, int shift) { LsmaTrend = ranging; double lsma_cur, lsma_prev; lsma_cur = iLsma(tf, shift); lsma_prev = iLsma(tf, shift + 1); if (lsma_cur > lsma_prev) LsmaTrend = up; if (lsma_cur < lsma_prev) LsmaTrend = down; return(LsmaTrend); }//End string GetTradeDirectionFromTrend() void GetTheTrend() { trend = ""; string oldtrend = ""; //Rsi if (UseRsi) { GetRsiTrend(); trend = RsiTrend; oldtrend = trend; }//if (UseRsi) //Rsi if (UseAtr) { GetAtrTrend(); trend = AtrTrend; if (trend != oldtrend && oldtrend != "") { trend = confused; return; }//if (trend != oldtrend) oldtrend = trend; }//if (UseRsi) //Axx if (UseAdx) { GetAdxTrend(); trend = AdxTrend; if (trend != oldtrend && oldtrend != "") { trend = confused; return; }//if (trend != oldtrend) oldtrend = trend; }//if (UseRsi) //LSMA - MrPips if (UseLSMA) { string PrevTrend = GetTradeDirectionFromTrend(LSMATf, 1); LsmaTrend = GetTradeDirectionFromTrend(LSMATf, 0); if (LsmaTrend == up && (PrevTrend == ranging || PrevTrend == down) ) trend = up; if (LsmaTrend == down && (PrevTrend == ranging || PrevTrend == up) ) trend = down; trend = LsmaTrend; if (trend != oldtrend && oldtrend != "") { trend = confused; return; }//if (trend != oldtrend) oldtrend = trend; }//if (UseLSMA) //Alert(LsmaTrend); }//End void GetTheTrend() //END TREND DETECTION MODULE /////////////////////////////////////////////////////////////////////////////////////////// /////////////////////////////////////////////////////////////////////////////////////////// //COMMON FUNCTIONS MODULE bool DoesTradeExist(int magic) { //TicketNo = 0; if (OrdersTotal() == 0) return(false); for (int cc = OrdersTotal() - 1; cc >= 0 ; cc--) { if (!OrderSelect(cc,SELECT_BY_POS)) continue; if (OrderMagicNumber()== magic && OrderSymbol() == Symbol() ) { //TicketNo = OrderTicket(); return(true); }//if (OrderMagicNumber()==MagicNumber && OrderSymbol() == Symbol() ) }//for (int cc = OrdersTotal() - 1; cc >= 0 ; cc--) return(false); }//End bool DoesTradeExist(int magic) bool SendSingleTrade(int type, string comment, double lotsize, double price, double stop, double take, int magic) { //Alert(price, " ", stop); //if (StopTrading) return(true); /* if (!IsTesting()) { if (!IsTradeAllowed() ) return(false); if (!IsConnected() ) return(false); if (!IsExpertEnabled() ) return(false); if (!IsTradeContextBusy() ) return(false); }//if (!IsTesting) */ int slippage = 10000; //if (Digits == 3 || Digits == 5) slippage = 100; color col = Red; if (type == OP_BUY || type == OP_BUYSTOP) col = Green; int expiry = 0; //Cater for a blank comment if (comment == "") comment = " "; if (!CriminalIsECN) int ticket = OrderSend(Symbol(),type, lotsize, price, slippage, stop, take, comment, magic, expiry, col); //Is a 2 stage criminal if (CriminalIsECN) { ticket = OrderSend(Symbol(),type, lotsize, price, slippage, 0, 0, comment, magic, expiry, col); //TP && SL both > 0 if (stop >0 && take > 0) bool result = OrderModify(OrderTicket(), OrderOpenPrice(), stop, take, OrderExpiration(), CLR_NONE); //Stop loss but no take profit if (stop >0 && take == 0) result = OrderModify(OrderTicket(), OrderOpenPrice(), stop, OrderTakeProfit(), OrderExpiration(), CLR_NONE); //Take profit but no stop loss if (stop ==0 && take > 0) result = OrderModify(OrderTicket(), OrderOpenPrice(), OrderStopLoss(), take, OrderExpiration(), CLR_NONE); if (!result) { int err=GetLastError(); Print(Symbol(), " SL/tprder modify failed with error(",err,"): ",ErrorDescription(err)); }//if (!result) }//if (CriminalIsECN) //Error trapping for both if (ticket < 0) { string stype; if (type == OP_BUY) stype = "OP_BUY"; if (type == OP_BUYSTOP) stype = "OP_BUYSTOP"; if (type == OP_SELL) stype = "OP_SELL"; if (type == OP_SELLSTOP) stype = "OP_SELLSTOP"; err=GetLastError(); //Alert(Symbol(), " ", stype," Tiger order send failed with error(",err,"): ",ErrorDescription(err)); Print(Symbol(), " ", stype," Tiger order send failed with error(",err,"): ",ErrorDescription(err), ": Price ", price, ": Sl ", stop, ": Tp ", take); return(false); }//if (ticket < 0) //Got this far, so trade send succeeded return(true); }//End bool SendSingleTrade(int type, string comment, double lotsize, double price, double stop, double take, int magic) double GetMovingAverage(int tf, int period, int method, int AppliedPrice, int shift) { double v = iMA(NULL, tf, period, 0, method, AppliedPrice, shift); return(v); }//End double GetMovingAverage(int tf, int period, int method, int AppliedPrice, int shift) double GetTakeProfit(int type, double price, int shift) { double take; int tf, period; //Long tp if (type == OP_BUY || type == OP_BUYSTOP) { //Hard pips if (UseSetTakeProfit) take = NormalizeDouble(price + (TakeProfit * Point), Digits); //Atr if (UseAtrTakeProfit) { tf = AtrTpSlTf; period = AtrTpSlPeriod; if (period == 0) period = Period(); if (tf == 0) tf = Period(); double v = iATR(NULL, tf, period, 0); take = NormalizeDouble(price + (v * AtrTpMultiplier), Digits); }//if (UseAtrTakeProfit) //Candle size if (UseCsTakeProfit) { take = NormalizeDouble(High[shift], Digits); }//if (UseCsTakeProfit) }//if (type == OP_BUY || type == OP_BUYSTOP) //Short tp if (type == OP_SELL || type == OP_SELLSTOP) { //Hard pips if (UseSetTakeProfit) take = NormalizeDouble(price - (TakeProfit * Point), Digits); //Atr if (UseAtrTakeProfit) { tf = AtrTpSlTf; period = AtrTpSlPeriod; if (period == 0) period = Period(); if (tf == 0) tf = Period(); v = iATR(NULL, tf, period, 0); take = NormalizeDouble(price - (v * AtrTpMultiplier), Digits); }//if (UseAtrTakeProfit) //Candle size if (UseCsTakeProfit) { take = NormalizeDouble(Low[shift], Digits); }//if (UseCsTakeProfit) }//if (type == OP_SELL || type == OP_SELLSTOP) return(take); }//End double GetTakeProfit(int type, double price, int shift) double GetStopLoss(int type, double price, int shift) { double stop; int tf, period; //Long sl if (type == OP_BUY || type == OP_BUYSTOP) { //Hard pips stop if (UseSetStopLoss) stop = NormalizeDouble(price - (StopLoss * Point), Digits); //Atr stop if (UseAtrStopLoss) { tf = AtrTpSlTf; if (tf == 0) tf = Period(); double v = iATR(NULL, tf, AtrTpSlPeriod, 0); stop = NormalizeDouble(price - (v * AtrSlMultiplier), Digits); }//if (UseAtrStopLoss) //Candle size stop loss if (UseCsStopLoss) { double spread = MarketInfo(Symbol(), MODE_SPREAD); stop = NormalizeDouble(Low[shift] - (spread * Point), Digits); }//if (UseCsStopLoss) }//if (type == OP_BUY || type == OP_BUYSTOP) //Short sl if (type == OP_SELL || type == OP_SELLSTOP) { //Hard pips stop if (UseSetStopLoss) stop = NormalizeDouble(price + (StopLoss * Point), Digits); //Atr stop if (UseAtrStopLoss) { tf = AtrTpSlTf; if (tf == 0) tf = Period(); v = iATR(NULL, tf, AtrTpSlPeriod, 0); stop = NormalizeDouble(price + (v * AtrSlMultiplier), Digits); }//if (UseAtrStopLoss) //Candle size stop loss if (UseCsStopLoss) { spread = MarketInfo(Symbol(), MODE_SPREAD); stop = NormalizeDouble(High[shift] + (spread * Point), Digits); }//if (UseCsStopLoss) }//if (type == OP_SELL || type == OP_SELLSTOP, int shift) return(stop); }//End double GetStopLoss(int type, double price) //END COMMON FUNCTIONS MODULE /////////////////////////////////////////////////////////////////////////////////////////// /////////////////////////////////////////////////////////////////////////////////////////// //TREND TRADING MODULE void TradeMovingAverageCross() { if (DoesTradeExist(MacMagicNumber)) return; double tf = MacTf; if (tf == 0) tf = Period(); double FastMa = GetMovingAverage(tf, MacFastMaPeriod, MacFastMethod, MacFastAppliedPrice, 0); double SlowMa = GetMovingAverage(tf, MacSlowMaPeriod, MacSlowMethod, MacSlowAppliedPrice, 0); //Look for long cross if (trend == up) { if (Ask > SlowMa && Open[0] < SlowMa) { RefreshRates(); double take = GetTakeProfit(OP_BUY, Ask, 0); double stop = GetStopLoss(OP_BUY, Ask, 0); bool result = SendSingleTrade(OP_BUY, MacTradeComment, Lot, Ask, stop, take, MacMagicNumber); }//if (Ask > SlowMa && Open[0] < SlowMa) }//if (trend == up) //Look for short cross if (trend == down) { if (Bid < SlowMa && Open[0] > SlowMa) { RefreshRates(); take = GetTakeProfit(OP_SELL, Bid, 0); stop = GetStopLoss(OP_SELL, Bid, 0); result = SendSingleTrade(OP_SELL, MacTradeComment, Lot, Bid, stop, take, MacMagicNumber); }//if (Bid < SlowMa && Open[0] > SlowMa) }//if (trend == down) }//End void TradeMovingAverageCross() void TradeOctoSRC() { /* extern int OctoMagicNumber=284652; extern string OctoTradeComment="Oct"; extern int OctoRsiPeriod=21; extern int OctoRsiAppliedPrice=0; OctoMinRsiMovement */ if (DoesTradeExist(OctoMagicNumber)) return; //Rsi must be OctoMinRsiMovement points higher than 2 candles ago double RsiNow, RsiThen; RsiNow = iRSI(NULL, 0, OctoRsiPeriod, OctoRsiAppliedPrice, 0); RsiThen = iRSI(NULL, 0, OctoRsiPeriod, OctoRsiAppliedPrice, 2); if (MathAbs(RsiNow - RsiThen) < OctoMinRsiMovement) return; //Looking for a buy if (trend == up) { //2 candles ago must be a down if (Close[2] > Open[2]) return; //1 candle ago must be an up if (Close[1] < Open[1]) return; //Rsi must be rising if (RsiNow < RsiThen) return; //Current candle must be >= OctoMinPibsBreak above the previous candle's high if (Ask < High[1] + (OctoMinPibsBreak * Point) ) return; //Got this far, so send the trade RefreshRates(); UseCsStopLoss = true; double stop = GetStopLoss(OP_BUY, Ask, 0); UseCsStopLoss = false; double take = GetTakeProfit(OP_BUY, Ask, 0); if (take == 0) take = NormalizeDouble(Ask + (OctoTakeProfitPips * Point), Digits); take = NormalizeDouble(Ask + (200 * Point), Digits); bool result = SendSingleTrade(OP_BUY, OctoTradeComment, Lot, Ask, stop, take, OctoMagicNumber); }//if (trend == up) //Looking for a sell if (trend == down) { //2 candles ago must be an up if (Close[2] < Open[2]) return; //1 candle ago must be a down if (Close[1] > Open[1]) return; //Rsi must be rising if (RsiNow > RsiThen) return; //Current candle must be >= OctoMinPibsBreak above the previous candle's high if (Bid > Low[1] - (OctoMinPibsBreak * Point) ) return; //Got this far, so send the trade UseCsStopLoss = true; stop = NormalizeDouble(GetStopLoss(OP_SELL, Bid, 2) - (NoIs2 * Point), Digits); UseCsStopLoss = false; take = GetTakeProfit(OP_SELL, Bid, 0); if (take == 0) take = NormalizeDouble(Bid - (OctoTakeProfitPips * Point), Digits); result = SendSingleTrade(OP_SELL, OctoTradeComment, Lot, Bid, stop, take, OctoMagicNumber); }//if (trend == down) }//End void TradeOctoSRC() void TrendTrading() { //Moving average cross if (TradeMovingAverageCross) TradeMovingAverageCross(); if (TradeOctoSRC) TradeOctoSRC(); }//End void TrendTrading() //END TREND TRADING MODULE /////////////////////////////////////////////////////////////////////////////////////////// /////////////////////////////////////////////////////////////////////////////////////////// //RANGE TRADING MODULE void TradeBollingerBands() { //Trades the bounce off the upper and lower lines if (DoesTradeExist(BbMagicNumber)) return; double BbUpper = iBands(NULL, BbTf, BbPeriod, BbDeviations, 0, BbAppliedPrice, MODE_UPPER, 0); double BbLower = iBands(NULL, BbTf, BbPeriod, BbDeviations, 0, BbAppliedPrice, MODE_LOWER, 0); double stop, take; //Look for a short off the upper band if (Ask >= BbUpper) { RefreshRates(); take = GetTakeProfit(OP_SELL, Bid, 0); stop = GetStopLoss(OP_SELL, Bid, 0); bool result = SendSingleTrade(OP_SELL, BbTradeComment, Lot, Bid, stop, take, BbMagicNumber); }//if (Ask >= BbUpper) //Look for a long off the lower band if (Bid <= BbLower) { RefreshRates(); take = GetTakeProfit(OP_BUY, Ask, 0); stop = GetStopLoss(OP_BUY, Ask, 0); result = SendSingleTrade(OP_BUY, BbTradeComment, Lot, Ask, stop, take, BbMagicNumber); }//if (bid <= BbLower) }//void TradeBollingerBands{} void RangeTrading() { if (TradeBollingerBands) TradeBollingerBands(); }//void RangeTrading() //END RANGE TRADING MODULE /////////////////////////////////////////////////////////////////////////////////////////// /////////////////////////////////////////////////////////////////////////////////////////// //TRADE MANAGEMENT MODULE bool CloseTrade() { bool result = OrderClose(TicketNo, OrderLots(), OrderClosePrice(), 1000, Blue); if (!result) { int err=GetLastError(); Print(Symbol(), " ", TicketNo, " order failed to close with error(",err,"): ",ErrorDescription(err)); }//if (!result) if (result) return(true); else return(false); }//bool CloseTrade() void CheckForRsiExit() { int tf = RsiExitTf; if (tf == 0) tf = Period(); double v = iRSI(NULL, tf, RsiExitPeriod, PRICE_CLOSE, 0); //Long trade if (OrderType() == OP_BUY) { if (v >= RsiExitOverBought) CloseTrade(); }//if (OrderType() == OP_BUY) //Short trade if (OrderType() == OP_BUY) { if (v <= RsiExitOverSold) CloseTrade(); }//if (OrderType() == OP_BUY) }//void CheckForRsiExit() void CheckForAdxExit() { int tf = AdxExitTf; if (tf == 0) tf = Period(); double v = iADX(NULL, tf, AdxExitPeriod, PRICE_CLOSE, MODE_MAIN, 0); //Long trade if (OrderType() == OP_BUY) { if (v >= AdxExitValue) CloseTrade(); }//if (OrderType() == OP_BUY) //Short trade if (OrderType() == OP_BUY) { if (v <= AdxExitValue) CloseTrade(); }//if (OrderType() == OP_BUY) }//CheckForAdxExit() void UpdateChandelierTrailingStop() { /* - this is an interesting one invented by Chuck LeBeau, one of the best traders in the business. - He calls it the chandelier because the stop loss hangs off the most recent high in an uptrend. - Not sure what he calls in during a down trend – 'bar stool' perhaps? For a buy trade (reverse everything for a sell trade): - Each time the market makes a new high, the stop loss is moved by this price minus Atr * ChandelierAtrMultiplier. - Because Atr can change quickly with increasing/decreasing market volatility, this becomes a highly adaptable stop that moves lower during volatile periods and higher during stable ones. - This is a trend-trading stop loss, so the ChandelierAtrMultiplier will decrease as the trade becomes more profitable, initially reducing risk and eventually locking in more of the profits: - when the profit reaches a multiple of 4 Atr's, ChandelierAtrMultiplier will reduce to 2. - when the profit reaches a multiple of 6 Atr's, ChandelierAtrMultiplier will reduce to 1. extern string es6=" --------------"; extern string cha="Chandelier trailing stop"; extern bool UseChandelier=true; extern int ChandelierAtrMultiplier=3; */ //Does ChandelierAtrMultiplier need reducing? if (OrderProfit() > 0) { if (MathAbs(OrderOpenPrice() - OrderClosePrice() ) > TrendAtrVal * 4 && ChandelierAtrMultiplier > 2) ChandelierAtrMultiplier = 2; if (MathAbs(OrderOpenPrice() - OrderClosePrice() ) > TrendAtrVal * 6 && ChandelierAtrMultiplier > 1) ChandelierAtrMultiplier = 1; }//if (OrderPrint() > 0) double stop; double target = TrendAtrVal * ChandelierAtrMultiplier; //Check long trades if (OrderType() == OP_BUY) { if (OrderClosePrice() - OrderStopLoss() > target) { stop = NormalizeDouble(OrderClosePrice() - target, Digits); bool result = OrderModify(OrderTicket(), OrderOpenPrice(), stop, OrderTakeProfit(), OrderExpiration(), CLR_NONE); if (!result) { int err=GetLastError(); Print(Symbol(), " SL/tprder modify failed with error(",err,"): ",ErrorDescription(err)); }//if (!result) }//if (OrderClosePrice() - OrderStopLoss() > TrendAtrVal * ChandelierAtrMultiplier) }//if (OrderType() == OP_BUY) //Check short trades if (OrderType() == OP_SELL) { if (OrderStopLoss() - OrderClosePrice() > target) { stop = NormalizeDouble(OrderClosePrice() + target, Digits); result = OrderModify(OrderTicket(), OrderOpenPrice(), stop, OrderTakeProfit(), OrderExpiration(), CLR_NONE); if (!result) { err=GetLastError(); Print(Symbol(), " SL/tprder modify failed with error(",err,"): ",ErrorDescription(err)); }//if (!result) }//if (OrderClosePrice() - OrderStopLoss() > TrendAtrVal * ChandelierAtrMultiplier) }//if (OrderType() == OP_SELL) }//End void UpdateChandelierTrailingStop() void CheckTrendToRangeViceVersa(string type) { //Close trend trades on a return to tanging if (type == trending && trend == ranging) CloseTrade(); if (type == ranging && trend == trending) CloseTrade(); }//End void CheckForTrendChangeToRangeViceVersa(string type) void ManageOpenTrades() { /* Working out which trades belong to this robot is complicated because each system has its own magic number. The if(OrderMagicNumber() == xxxMagicNumber) is going to become rather long as I add new trading systems. */ for (int cc = OrdersTotal() - 1; cc >=0; cc--) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if(OrderMagicNumber() == MacMagicNumber || OrderMagicNumber() == BbMagicNumber || OrderMagicNumber() == OctoMagicNumber ) { TicketNo = OrderTicket();//In case the order ever needs re-selecting, or for a check that it is still open if (UseRsiExit) CheckForRsiExit(); if (UseAdxExit) CheckForAdxExit(); if (UseChandelier) UpdateChandelierTrailingStop(); if (UseTrendToRangeViceVersaExit) { string type; if (OrderMagicNumber() == MacMagicNumber) type = trending; if (OrderMagicNumber() == OctoMagicNumber) type = trending; if (OrderMagicNumber() == BbMagicNumber) type = ranging; CheckTrendToRangeViceVersa(type); }//if (UseTrendToRangeViceVersa) }//if(OrderMagicNumber() == MacMagicNumber) }//for (int cc = OrdersTotal() - 1; cc >=0; cc--) }//void ManageOpenTrades() //END TRADE MANAGEMENT MODULE /////////////////////////////////////////////////////////////////////////////////////////// bool TradingTimesCheck() { //Trading times int hour = TimeHour(TimeLocal() ); if (end_hourm < start_hourm) { end_hourm += 24; } if (end_houre < start_houre) { end_houre += 24; } bool ok2Trade = (hour >= start_hourm && hour <= end_hourm) || (hour >= start_houre && hour <= end_houre); // adjust for past-end-of-day cases // eg in AUS, USDJPY trades 09-17 and 22-06 // so, the above check failed, check if it is because of this condition if (!ok2Trade && hour < 12) { hour += 24; ok2Trade = (hour >= start_hourm && hour <= end_hourm) || (hour >= start_houre && hour <= end_houre); // so, if the trading hours are 11pm - 6am and the time is between midnight to 11am, (say, 5am) // the above code will result in comparing 5+24 to see if it is between 23 (11pm) and 30(6+24), which it is... } // check for end of day by looking at *both* end-hours if (hour >= MathMax(end_hourm, end_houre)) { return(false); }//if (hour >= MathMax(end_hourm, end_houre)) return(true); }//End bool TradingTimesCheck() //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { if (OrdersTotal() > 0) ManageOpenTrades(); /*if(DayOfWeek()== 1) StopTrading = True; if(DayOfWeek()== 2) { StopTrading = False; AtrTpMultiplier = 2.2; AtrSlMultiplier = 1.2; } if(DayOfWeek()== 3) StopTrading = True; if(DayOfWeek()== 4) { StopTrading = False; AtrTpMultiplier = 2.0; AtrSlMultiplier = 2.0; } if(DayOfWeek()== 5) StopTrading = True; */ if (StopTrading) return; bool TradeHours = TradingTimesCheck(); if (!TradeHours) { return; } /////////////////////////////////////////////////////////////////// //Trend direction GetTheTrend(); /////////////////////////////////////////////////////////////////// if (ShowUserFeedback) DisplayUserFeedback(); if (trend == confused) return;//Cannot trade /////////////////////////////////////////////////////////////////// //Trend trading if (trend == up || trend == down) { TrendTrading(); }//if (trend == up || trend == down) /////////////////////////////////////////////////////////////////// /////////////////////////////////////////////////////////////////// //Range trading if (trend == ranging) { RangeTrading(); }//if (trend == ranging) /////////////////////////////////////////////////////////////////// }//End int start() //+------------------------------------------------------------------+5