//+-------------------------------------------------------------------+ //| jiva34's 5min Open/Close EA.mq4 | //| Based on Moving Average cross with Hanover | //| auto trading robot by Steve Hopwood.mq4 | //| Copyright © 2011, Steve Hopwood, magft | //| http://www.forexfactory.com/showthread.php?t=319709 | //| | //| jiva34's 5min Open/Close thread can be found here | //| http://www.forexfactory.com/showthread.php?t=322717 | //+-------------------------------------------------------------------+ #property copyright "Copyright © 2011, Steve Hopwood, magft" #property link "http://www.forexfactory.com/showthread.php?t=319709" #include #include #define NL "\n" #define up "Cross up" #define down "Cross down" #define none "None" //Hidden sl and tp lines. If UseStealth enabled, the bot will close trades on a touch/break of these lines. //Each line is named with its appropriate prefix and the ticket number of the relevant trade #define TpPrefix "Tp" #define SlPrefix "Sl" //This from hanover. Thanks David #define AUD 0 #define CAD 1 #define CHF 2 #define EUR 3 #define GBP 4 #define JPY 5 #define NZD 6 #define USD 7 #define M1 0 #define M5 1 #define M15 2 #define M30 3 #define H1 4 #define H4 5 #define D1 6 #define W1 7 #define MN 8 /* The first function to be called will be void ReadIndicatorValues(). This function contains calls to some of the more-often used indicators, via functions that contain the call. Remove those functions and inputs you do not need; add any extra ones that you want. void CountOpenTrades() and bool DoesTradeExist() essentially do the same thing; they ascertain whether there is already an open trade and leaves the variable TicketNo set to the final trade in a sequence of trades. I generally use CountOpenTrades() when there are likely to be more than one trade open, and DoesTradeExist() when there is only ever going to be one open trade. start() contains calls to all the functions that manage open trades, check trading times etc. void LookForTradingOpportunities() is the final function in start() before the feedback display. void LookForTradingOpportunities() contains the trade-trigger code; simply adapt it to suit the trigger you are using. IsTradingAllowed() is called from LookForTradingOpportunities(); it contains a variety of filters that might cancel trading - swap, balance etc. The code that adapts the bot to x digit criminals is in int init(). Remember to add any other pips inputs to the list. Matt Kennel has provided the code for bool O_R_CheckForHistory(int ticket). Cheers Matt, You are a star. Stealth: In the Aurora thread, we developed what I jokingly call Stealth Technology to hide some of our activities from the crims. Hidden take profit and stop loss are automatic features: - sends a 'hard' sl/tp if required, then draws lines that represent the hidden stops. The lines have names consisting of the SlPrefix/TpPrefix plus the trade ticket number. - Breakeven, trailing jumping & candlestick trailing stops are operated by reference to the hidden sl line The user turns off Stealth with a HiddenPips = 0 value in the input. The ea will close the trade when the Bid touches/passes either of the lines. At the time of writing this - 5th October 2011 - Stealth has worked successfully but is still recent, so the odd bug may still crawl out of the woodwork. Code for adding debugging Sleep Alert("G"); int x = 0; while (x == 0) Sleep(100); Code for returning a value as pips. The example returns the range of the previous candle int PipDivisor = 1; if (Digits == 3 || Digits == 5) PipDivisor = 10; double CandleRange = ((High[1] - Low[1]) / Point) / PipDivisor; Standard order loop code for (int cc = OrdersTotal() - 1; cc >= 0; cc--) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderSymbol() != Symbol() ) continue; if (OrderMagicNumber() != MagicNumber) continue; }//for (int cc = OrdersTotal() - 1; cc >= 0; cc--) FUNCTIONS LIST int init() int start() ----Trading---- void LookForTradingOpportunities() bool IsTradingAllowed() bool SendSingleTrade(string symbol, int type, string comment, double lotsize, double price, double stop, double take) void ModifyOrder(int ticket, double stop, double take) bool DoesTradeExist() void CountOpenTrades() bool CloseTrade(int ticket) void LookForTradeClosure() bool CheckTradingTimes() void CloseAllTrades() ----Hanover module---- bool HanoverFilter() void SetUpArrays() void CleanUpInputString() int CalculateParamsPassed() void ReadHanover() int LoadRSvalues() double ReadStrength(string curr, string tf, int shift) ----Balance/swap filters module---- void TradeDirectionBySwap() bool IsThisPairTradable() bool BalancedPair(int type) ----Matt's Order Reliable library code bool O_R_CheckForHistory(int ticket) Cheers Matt, You are a star. void O_R_Sleep(double mean_time, double max_time) ----Indicator readings---- void ReadIndicatorValues() double GetMa(int tf, int period, int mashift, int method, int ap, int shift) */ extern string gen="----General inputs----"; extern double Lot=0.01; //set to 0 for MM extern double RiskPercent=1; extern bool StopTrading=false; extern bool TradeLong=true; extern bool TradeShort=true; extern int TakeProfit=0; extern int StopLoss=0; extern int MagicNumber=38827; extern string TradeComment="ma cross"; extern bool CriminalIsECN=false; //Hidden tp/sl inputs. extern string hts="----Stealth stop loss and take profit inputs----"; extern int HiddenPips=0;//Added to the 'hard' sl and tp and used for closure calculations extern string hm="----Hanover module----"; extern bool UseHanover=false; extern string ctf="Time frames"; //extern string TimeFrames="M1,M5,M15,M30,H1,H4,D1,W1,MN"; extern string TimeFrames="D1"; extern int SlopeConfirmationCandles=0; extern int StrongThreshold=0; extern int WeakThreshold=0; extern string hof="Hanover output file"; extern string OutputFile = "Output---Recent Strength.CSV"; extern int NumPoints=20; ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Arrays etc string InputString;//All purpose string to pass to CleanUpInputString() to remove unwanted leading/trailing stuff int NoOfTimeFrames;//The number for timeframes inputted into the TimeFrames input string Tf[];//Holds the time frames inputted into the TimeFrames input string StrongWeak[];//Holds the pair that represents the strongest and weakest in each time frame string StrongestCcy[], WeakestCcy[];//Go on, take a guess double StrongVal[], PrevStrongVal[], WeakVal[], PrevWeakVal[];//Another guess? string ConstructedPair[];//Holds the pairs made out of the currencies string Ccy1, Ccy2;//First and second currency in the pair //Variables copied from the Strength Alerts int dig, tmf, h, i, j, k; string alrt[11]; double RSvalue[8,9,99]; // [currency,timeframe,datapoint#] // currency: 0=AUD, 1=CAD, 2=CHF, 3=EUR, 4=GBP, 5=JPY, 6=NZD, 7=USD // timeframe: 0=M1, 1=M5, 2=M15, 3=M30, 4=H1, 5=H4, 6=D1, 7=W1, 8=MN string ccy[8] = {"AUD","CAD","CHF","EUR","GBP","JPY","NZD","USD"}; string tf[9] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; string arr[11]; int ReadBars;//Bot reads the output file when this != Bars ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Moving averages extern string tmas="----Two MA inputs----"; extern int FastMaTF=0;//Time frame defaults to current chart extern int FastMaPeriod=21; extern int FastMaShift=0;//The MA Shift input extern string tmame="Method: 0=sma; 1=ema; 2=smma; 3=lwma"; extern int FastMaMethod=0; extern string tmaap="Applied price: 0=Close; 1=Open; 2=High"; extern string tmaap1="3=Low; 4=Median; 5=Typical; 6=Weighted"; extern int FastMaAppliedPrice=0; extern int SlowMaTF=0;//Time frame defaults to current chart extern int SlowMaPeriod=21; extern int SlowMaShift=0; extern int SlowMaMethod=0; extern int SlowMaAppliedPrice=1; extern bool CloseOnOppositeSignal=true; //magft extern bool UseClosedCandle=true;//magft ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// double FastMaVal, SlowMaVal; double PrevFastMaVal, PrevSlowMaVal; double MAShift=0;//magft ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// 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 tmm="----Trade management module----"; //Breakeven has to be enabled for JS and TS to work. extern string BE="Break even settings"; extern bool BreakEven=false; extern int BreakEvenPips=10; extern int BreakEvenProfit=5; extern string cts="----Candlestick trailing stop----"; extern bool UseCandlestickTrailingStop=false; extern int CstTimeFrame=0;//Defaults to current chart extern int CstTrailCandles=1;//Defaults to previous candle ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// int OldCstBars;//For candlestick ts ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// extern string JSL="Jumping stop loss settings"; extern bool JumpingStop=false; extern int JumpingStopPips=10; extern string TSL="Trailing stop loss settings"; extern bool TrailingStop=false; extern int TrailingStopPips=20; extern string mis="----Odds and ends----"; extern bool ShowManagementAlerts=true; extern int DisplayGapSize=30; //Matt's O-R stuff int O_R_Setting_max_retries = 10; double O_R_Setting_sleep_time = 4.0; /* seconds */ double O_R_Setting_sleep_max = 15.0; /* seconds */ //Trading variables int TicketNo, OpenTrades; bool CanTradeThisPair;//Will be false when this pair fails the currency can only trade twice filter, or the balanced trade filter bool BuyOpen, SellOpen; int RetryCount = 10;//Will make this number of attempts to get around the trade context busy error. string TradePair;//Will hold the pair being traded int TradeType;//Will be OP_BUY or OP_SELL depending in which ccy comes first in the pair bool OkToTrade; string TradingStatus; //Pending price inputs. Keeps things hidden from the crims bool PendingBuy, PendingSell; double PendingPrice, PendingStop, PendingTake; datetime PendingTime; double PendingCandleRange; double PendingRecreationCancelPips = 2; //Hidden stops variables double HiddenStopLoss, HiddenTakeProfit; //Trend detection string cross; //Misc string Gap, ScreenMessage; int OldBars; string PipDescription=" pips"; bool ForceTradeClosure; int multiplier;//magft double SendLots; void DisplayUserFeedback() { if (IsTesting() && !IsVisualMode()) return; ScreenMessage = ""; ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, TimeToStr(TimeLocal(), TIME_DATE|TIME_MINUTES|TIME_SECONDS), 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); */ ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); if (UseHanover) { string now, then; for (int cc = 0; cc < ArraySize(Tf); cc++) { double strength1 = ReadStrength(Ccy1, Tf[cc], 0); double strength2 = ReadStrength(Ccy2, Tf[cc], 0); if (SlopeConfirmationCandles > 0) { double prevstrength1 = ReadStrength(Ccy1, Tf[cc], SlopeConfirmationCandles); now = StringConcatenate(": Shift ",SlopeConfirmationCandles, " = ", DoubleToStr(prevstrength1, 2)); double prevstrength2 = ReadStrength(Ccy2, Tf[cc], SlopeConfirmationCandles); then = StringConcatenate(": Shift ", SlopeConfirmationCandles, " = ", DoubleToStr(prevstrength2, 2)); }//if (SlopeCandles[cc] > 0) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "TF ", Tf[cc], ": ", Ccy1, ": Now = ", DoubleToStr(strength1, 2), now, ": ", Ccy2, ": Now = ", DoubleToStr(strength2, 2), then, NL); }//for (int cc = 0; cc < ArraySize(Tf); cc++) if (StrongThreshold > 0 && WeakThreshold > 0) { bool tradeable = false; if (strength1 > StrongThreshold && strength2 < WeakThreshold) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Threshold: Can trade this pair long", NL); tradeable = true; }//if (strength1 > StrongThreshold && strength2 < WeakThreshold) if (strength2 > StrongThreshold && strength1 < WeakThreshold) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Threshold: Can trade this pair short", NL); tradeable = true; }//if (strength1 > StrongThreshold && strength2 < WeakThreshold) if (!tradeable) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Threshold: Cannot trade this pair yet", NL); }//if (StrongThreshold > 0 && WeakThreshold > 0) }//if (UseHanover) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Fast MA ", FastMaVal, ": Slow MA ", SlowMaVal, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Previous Fast MA ", PrevFastMaVal, ": Previous Slow MA ", PrevSlowMaVal, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Cross status: ", cross, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Lot size: ", SendLots, " (Criminal's minimum lot size: ", MarketInfo(Symbol(), MODE_MINLOT), ")", NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Take profit: ", TakeProfit, PipDescription, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Stop loss: ", StopLoss, PipDescription, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Magic number: ", MagicNumber, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Trade comment: ", TradeComment, NL); if (CriminalIsECN) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "CriminalIsECN = true", NL); else ScreenMessage = StringConcatenate(ScreenMessage,Gap, "CriminalIsECN = false", NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Trading hours", NL); if (start_hourm == 0 && end_hourm == 12 && start_houre && end_houre == 24) ScreenMessage = StringConcatenate(ScreenMessage,Gap, " 24H trading", NL); else { ScreenMessage = StringConcatenate(ScreenMessage,Gap, " start_hourm: ", DoubleToStr(start_hourm, 2), ": end_hourm: ", DoubleToStr(end_hourm, 2), NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, " start_houre: ", DoubleToStr(start_houre, 2), ": end_houre: ", DoubleToStr(end_houre, 2), NL); }//else ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); if (BreakEven) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Breakeven is set to ", BreakEvenPips, PipDescription); ScreenMessage = StringConcatenate(ScreenMessage,": BreakEvenProfit = ", BreakEvenProfit, PipDescription); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); }//if (BreakEven) if (UseCandlestickTrailingStop) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Using candlestick trailing stop", NL); }//if (UseCandlestickTrailingStop) if (JumpingStop) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Jumping stop is set to ", JumpingStopPips, PipDescription); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); }//if (JumpingStop) if (TrailingStop) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Trailing stop is set to ", TrailingStopPips, PipDescription); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); }//if (TrailingStop) Comment(ScreenMessage); }//void DisplayUserFeedback() //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- //Adapt to x digit criminals //int multiplier; if(Digits == 2 || Digits == 4) multiplier = 1; if(Digits == 3 || Digits == 5) multiplier = 10; if(Digits == 6) multiplier = 100; if(Digits == 7) multiplier = 1000; if (multiplier > 1) PipDescription = " points"; TakeProfit*= multiplier; StopLoss*= multiplier; BreakEvenPips*= multiplier; BreakEvenProfit*= multiplier; JumpingStopPips*= multiplier; TrailingStopPips*= multiplier; Gap=""; if (DisplayGapSize >0) { for (int cc=0; cc< DisplayGapSize; cc++) { Gap = StringConcatenate(Gap, " "); } }//if (DisplayGapSize >0) //Reset CriminIsECN if crim is IBFX and the punter does not know or, like me, keeps on forgetting string name = TerminalCompany(); int ispart = StringFind(name, "IBFX", 0); if (ispart < 0) ispart = StringFind(name, "Interbank FX", 0); if (ispart > -1) CriminalIsECN = true; //Set up the arrays SetUpArrays(); if (TradeComment == "") TradeComment = " "; //OldBars = Bars; //Hanover. Isolate the pair currencies and read the output file if (UseHanover) { Ccy1 = StringSubstr(Symbol(), 0, 3); Ccy2 = StringSubstr(Symbol(), 3, 6); ReadBars = iBars(NULL, PERIOD_M1);//Don't need it again when start() triggers ReadHanover(); }//if (UseHanover) cross = none; if (UseClosedCandle) MAShift=1;//magft ReadIndicatorValues();//For initial display in case user has turned of constant re-display SendLots=Lot; DisplayUserFeedback(); //Alert(RSvalue[_USD][_H1][2]); for (cc = 0; cc < NumPoints; cc++) { //Alert(DoubleToStr(RSvalue[0][0][cc], 5)); } //Call sq's show trades indi //iCustom(NULL, 0, "SQ_showTrades",Magic, 0,0); //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- Comment(""); //---- return(0); } void SetUpArrays() { //Sets up all the arrays required by this program int cc; int Index = 0;//For searching InputString int LastIndex = 0;//Points the the most recent Index //TimeFrames InputString = TimeFrames; CleanUpInputString(); TimeFrames = InputString; NoOfTimeFrames = CalculateParamsPassed(); string NewArray2 = ArrayResize(Tf, NoOfTimeFrames); Index = 0;//For searching InputString LastIndex = 0;//Points the the most recent Index for (cc = 0; cc < NoOfTimeFrames; cc ++) { Index = StringFind(InputString, ",",LastIndex); if (Index > -1) { Tf[cc] = StringSubstr(InputString, LastIndex,Index-LastIndex); Tf[cc] = StringTrimLeft(Tf[cc]); Tf[cc] = StringTrimRight(Tf[cc]); LastIndex = Index+1; }//if (Index > -1) }//for (cc = 0; cc < NoOfTimeFrames; cc ++) //StrongWeak string NewArray3 = ArrayResize(StrongWeak, NoOfTimeFrames); string NewArray4 = ArrayResize(StrongestCcy, NoOfTimeFrames); string NewArray5 = ArrayResize(WeakestCcy, NoOfTimeFrames); double NewArray6 = ArrayResize(StrongVal, NoOfTimeFrames); double NewArray7 = ArrayResize(WeakVal, NoOfTimeFrames); double NewArray8 = ArrayResize(PrevStrongVal, NoOfTimeFrames); double NewArray9 = ArrayResize(PrevWeakVal, NoOfTimeFrames); double NewArray10 = ArrayResize(ConstructedPair, NoOfTimeFrames); }//End void SetUpArrays() void CleanUpInputString() { // Does any tidying up of the user inputs //Remove unwanted spaces InputString = StringTrimLeft(InputString); InputString = StringTrimRight(InputString); //Add final comma if ommitted by user if (StringSubstr(InputString, StringLen(InputString)-1) != ",") InputString = StringConcatenate(InputString,","); }//void CleanUpInputString int CalculateParamsPassed() { // Calculates the numbers of paramaters passed in LongMagicNumber and TradeComment. int Index = 0;//For searching NoTradePairs int LastIndex;//Points the the most recent Index int NoOfParams = 0; while(Index > -1) { Index = StringFind(InputString, ",",LastIndex); if (Index > -1) { NoOfParams++; LastIndex = Index+1; }//if (Index > -1) }//while(int cc > -1) return(NoOfParams); }//int CalculateParamsPassed() //////////////////////////////////////////////////////////////////////////////////////////////// //TRADE MANAGEMENT MODULE void ReportError() { //All purpose sl mod error reporter. Called when a sl mod fails int err=GetLastError(); if (err==1) return; //magft to stop no error msg if (ShowManagementAlerts) Alert(OrderTicket()," stop loss modification failed with error(",err,"): ",ErrorDescription(err)); Print(OrderTicket()," stop loss modification failed with error(",err,"): ",ErrorDescription(err)); }//void ReportError() void BreakEvenStopLoss() // Move stop loss to breakeven { double NewStop; bool result; bool modify=false; string LineName = SlPrefix + DoubleToStr(OrderTicket(), 0); double sl = ObjectGet(LineName, OBJPROP_PRICE1); if (OrderType()==OP_BUY) { if (sl >= OrderOpenPrice() ) return; if (Bid >= OrderOpenPrice () + (Point*BreakEvenPips)) { //Calculate the new stop NewStop = NormalizeDouble(OrderOpenPrice()+(BreakEvenProfit*Point), Digits); if (HiddenPips > 0) { if (ObjectFind(LineName) == -1) { ObjectCreate(LineName, OBJ_HLINE, 0, TimeCurrent(), 0); ObjectSet(LineName, OBJPROP_COLOR, Red); ObjectSet(LineName, OBJPROP_WIDTH, 1); ObjectSet(LineName, OBJPROP_STYLE, STYLE_DOT); }//if (ObjectFind(LineName == -1) ) ObjectMove(LineName, 0, TimeCurrent(), NewStop); }//if (HiddenPips > 0) modify = true; }//if (Bid >= OrderOpenPrice () + (Point*BreakEvenPips) && }//if (OrderType()==OP_BUY) if (OrderType()==OP_SELL) { if (sl <= OrderOpenPrice() && sl > 0) return; if (Ask <= OrderOpenPrice() - (Point*BreakEvenPips)) { //Calculate the new stop NewStop = NormalizeDouble(OrderOpenPrice()-(BreakEvenProfit*Point), Digits); if (HiddenPips > 0) { if (ObjectFind(LineName) == -1) { ObjectCreate(LineName, OBJ_HLINE, 0, TimeCurrent(), 0); ObjectSet(LineName, OBJPROP_COLOR, Red); ObjectSet(LineName, OBJPROP_WIDTH, 1); ObjectSet(LineName, OBJPROP_STYLE, STYLE_DOT); }//if (ObjectFind(LineName == -1) ) ObjectMove(LineName, 0, Time[0], NewStop); }//if (HiddenPips > 0) modify = true; }//if (Ask <= OrderOpenPrice() - (Point*BreakEvenPips) && (OrderStopLoss()>OrderOpenPrice()|| OrderStopLoss()==0)) }//if (OrderType()==OP_SELL) //Move 'hard' stop loss whether hidden or not. Don't want to risk losing a breakeven through disconnect. if (modify && HiddenStopLoss > 0 && OrderStopLoss() != NewStop) { while (IsTradeContextBusy() ) Sleep(100); result = OrderModify(OrderTicket(), OrderOpenPrice(), NewStop, OrderTakeProfit(), OrderExpiration(), CLR_NONE); if (!result) ReportError(); }//if (modify) } // End BreakevenStopLoss sub void JumpingStopLoss() { // Jump sl by pips and at intervals chosen by user . if (OrderProfit() < 0) return;//Nothing to do string LineName = SlPrefix + DoubleToStr(OrderTicket(), 0); double sl = ObjectGet(LineName, OBJPROP_PRICE1); if (sl == 0) return;//No line, so nothing to do double NewStop; bool modify=false; bool result; if (OrderType()==OP_BUY) { if (sl < OrderOpenPrice() ) return;//Not at breakeven yet // Increment sl by sl + JumpingStopPips. // This will happen when market price >= (sl + JumpingStopPips) if (Bid>= sl + ((JumpingStopPips*2)*Point) ) { NewStop = NormalizeDouble(sl + (JumpingStopPips * Point), Digits); if (HiddenPips > 0) ObjectMove(LineName, 0, Time[0], NewStop); modify = true; }// if (Bid>= sl + (JumpingStopPips*Point) && sl>= OrderOpenPrice()) }//if (OrderType()==OP_BUY) if (OrderType()==OP_SELL) { if (sl > OrderOpenPrice() ) return;//Not at breakeven yet // Decrement sl by sl - JumpingStopPips. // This will happen when market price <= (sl - JumpingStopPips) if (Bid<= sl - ((JumpingStopPips*2)*Point)) { NewStop = NormalizeDouble(sl - (JumpingStopPips * Point), Digits); if (HiddenPips > 0) ObjectMove(LineName, 0, Time[0], NewStop); modify = true; }// close if (Bid>= sl + (JumpingStopPips*Point) && sl>= OrderOpenPrice()) }//if (OrderType()==OP_SELL) //Move 'hard' stop loss whether hidden or not. Don't want to risk losing a breakeven through disconnect. if (modify && HiddenStopLoss > 0 && OrderStopLoss() != NewStop) { while (IsTradeContextBusy() ) Sleep(100); result = OrderModify(OrderTicket(), OrderOpenPrice(), NewStop, OrderTakeProfit(), OrderExpiration(), CLR_NONE); if (!result) ReportError(); }//if (modify) } //End of JumpingStopLoss sub void TrailingStopLoss() { if (OrderProfit() < 0) return;//Nothing to do string LineName = SlPrefix + DoubleToStr(OrderTicket(), 0); double sl = ObjectGet(LineName, OBJPROP_PRICE1); if (sl == 0) return;//No line, so nothing to do double NewStop; bool modify=false; bool result; if (OrderType()==OP_BUY) { if (sl < OrderOpenPrice() ) return;//Not at breakeven yet // Increment sl by sl + TrailingStopPips. // This will happen when market price >= (sl + JumpingStopPips) if (Bid>= sl + (TrailingStopPips * Point) ) { NewStop = NormalizeDouble(sl + (TrailingStopPips * Point), Digits); if (HiddenPips > 0) ObjectMove(LineName, 0, Time[0], NewStop); modify = true; }// if (Bid>= sl + (JumpingStopPips*Point) && sl>= OrderOpenPrice()) }//if (OrderType()==OP_BUY) if (OrderType()==OP_SELL) { if (sl > OrderOpenPrice() ) return;//Not at breakeven yet // Decrement sl by sl - TrailingStopPips. // This will happen when market price <= (sl - JumpingStopPips) if (Bid<= sl - (TrailingStopPips * Point) ) { NewStop = NormalizeDouble(sl - (TrailingStopPips * Point), Digits); if (HiddenPips > 0) ObjectMove(LineName, 0, Time[0], NewStop); modify = true; }// close if (Bid>= sl + (JumpingStopPips*Point) && sl>= OrderOpenPrice()) }//if (OrderType()==OP_SELL) //Move 'hard' stop loss whether hidden or not. Don't want to risk losing a breakeven through disconnect. if (modify && HiddenStopLoss > 0 && OrderStopLoss() != NewStop) { while (IsTradeContextBusy() ) Sleep(100); result = OrderModify(OrderTicket(), OrderOpenPrice(), NewStop, OrderTakeProfit(), OrderExpiration(), CLR_NONE); if (!result) ReportError(); }//if (modify) } // End of TrailingStopLoss sub void CandlestickTrailingStop() { //Trails the stop at the hi/lo of the previous candle shifted by the user choice. //Only tries to do this once per bar, so an invalid stop error will only be generated once. I could code for //a too-close sl, but cannot be arsed. Coders, sort this out for yourselves. if (OldCstBars == Bars) return; OldCstBars = Bars; if (OrderProfit() < 0) return;//Nothing to do string LineName = SlPrefix + DoubleToStr(OrderTicket(), 0); double sl = ObjectGet(LineName, OBJPROP_PRICE1); if (sl == 0) return;//No line, so nothing to do double NewStop; bool modify=false; bool result; if (OrderType() == OP_BUY) { if (iLow(NULL, CstTimeFrame, CstTrailCandles) > sl) { NewStop = NormalizeDouble(Low[1], Digits); if (HiddenPips > 0) ObjectMove(LineName, 0, Time[0], NewStop); modify = true; }//if (iLow(NULL, CstTimeFrame, CstTrailCandles) > sl) }//if (OrderType == OP_BUY) if (OrderType() == OP_SELL) { if (iHigh(NULL, CstTimeFrame, CstTrailCandles) < sl) { NewStop = NormalizeDouble(High[1], Digits); if (HiddenPips > 0) ObjectMove(LineName, 0, Time[0], NewStop); modify = true; }//if (iHigh(NULL, CstTimeFrame, CstTrailCandles) < sl) }//if (OrderType() == OP_SELL) //Move 'hard' stop loss whether hidden or not. Don't want to risk losing a breakeven through disconnect. if (modify && HiddenStopLoss > 0 && OrderStopLoss() != NewStop) { while (IsTradeContextBusy() ) Sleep(100); result = OrderModify(OrderTicket(), OrderOpenPrice(), NewStop, OrderTakeProfit(), OrderExpiration(), CLR_NONE); if (!result) ReportError(); }//if (modify) }//End void CandlestickTrailingStop() void TradeManagementModule() { // Call the working subroutines one by one. //Candlestick trailing stop if (UseCandlestickTrailingStop) CandlestickTrailingStop(); // Breakeven if(BreakEven) BreakEvenStopLoss(); // JumpingStop if(JumpingStop) JumpingStopLoss(); //TrailingStop if(TrailingStop) TrailingStopLoss(); }//void TradeManagementModule() //END TRADE MANAGEMENT MODULE //////////////////////////////////////////////////////////////////////////////////////////////// bool SendSingleTrade(string symbol, int type, string comment, double lotsize, double price, double stop, double take) { //pah (Paul) contributed the code to get around the trade context busy error. Many thanks, Paul. int slippage = 10; if (Digits == 3 || Digits == 5) slippage = 100; int expiry = 0; //if (SendPendingTrades) expiry = TimeCurrent() + (PendingExpiryMinutes * 60); //RetryCount is declared as 10 in the Trading variables section at the top of this file for (int cc = 0; cc < RetryCount; cc++) { for (int d = 0; (d < RetryCount) && IsTradeContextBusy(); d++) Sleep(100); if (!CriminalIsECN) int ticket = OrderSend(symbol, type, lotsize, price, slippage, stop, take, comment, MagicNumber, expiry, CLR_NONE); //Is a 2 stage criminal if (CriminalIsECN) { ticket = OrderSend(symbol, type, lotsize, price, slippage, 0, 0, comment, MagicNumber, expiry, CLR_NONE); if (ticket > -1) { ModifyOrder(ticket, stop, take); }//if (ticket > 0)} }//if (CriminalIsECN) //Error trapping for both if (ticket < 0) { string stype; if (type == OP_BUY) stype = "OP_BUY"; if (type == OP_SELL) stype = "OP_SELL"; if (type == OP_BUYLIMIT) stype = "OP_BUYLIMIT"; if (type == OP_SELLLIMIT) stype = "OP_SELLLIMIT"; if (type == OP_BUYSTOP) stype = "OP_BUYSTOP"; if (type == OP_SELLSTOP) stype = "OP_SELLSTOP"; int err=GetLastError(); if (ShowManagementAlerts) Alert(symbol, " jiva34's 5min Open/Close ", stype," order send failed with error(",err,"): ",ErrorDescription(err)); Print(symbol, " jiva34's 5min Open/Close ", stype," order send failed with error(",err,"): ",ErrorDescription(err)); return(false); }//if (ticket < 0) if (ticket > -1) break;//Exit the trade send loop if (cc == RetryCount - 1) return(false); }//for (int cc = 0; cc < RetryCount; cc++); TicketNo = ticket; //Make sure the trade has appeared in the platform's history to avoid duplicate trades. //My mod of Matt's code attempts to overcome the bastard crim's attempts to overcome Matt's code. bool TradeReturnedFromCriminal = false; while (!TradeReturnedFromCriminal) { TradeReturnedFromCriminal = O_R_CheckForHistory(ticket); if (!TradeReturnedFromCriminal) { Alert(symbol, " sent trade not in your trade history yet. Turn of this ea NOW."); }//if (!TradeReturnedFromCriminal) }//while (!TradeReturnedFromCriminal) //Got this far, so trade send succeeded return(true); }//End bool SendSingleTrade(int type, string comment, double lotsize, double price, double stop, double take) void ModifyOrder(int ticket, double stop, double take) { //Modifies an order already sent if the crim is ECN. if (!OrderSelect(ticket, SELECT_BY_TICKET) ) return;//Trade does not exist, so no mod needed //RetryCount is declared as 10 in the Trading variables section at the top of this file for (int cc = 0; cc < RetryCount; cc++) { for (int d = 0; (d < RetryCount) && IsTradeContextBusy(); d++) Sleep(100); if (take > 0 && stop > 0) { while(IsTradeContextBusy()) Sleep(100); if (OrderModify(ticket, OrderOpenPrice(), stop, take, OrderExpiration(), CLR_NONE)) return; }//if (take > 0 && stop > 0) if (take != 0 && stop == 0) { while(IsTradeContextBusy()) Sleep(100); if (OrderModify(ticket, OrderOpenPrice(), OrderStopLoss(), take, OrderExpiration(), CLR_NONE)) return; }//if (take == 0 && stop != 0) if (take == 0 && stop != 0) { while(IsTradeContextBusy()) Sleep(100); if (OrderModify(ticket, OrderOpenPrice(), stop, OrderTakeProfit(), OrderExpiration(), CLR_NONE)) return; }//if (take == 0 && stop != 0) }//for (int cc = 0; cc < RetryCount; cc++) //Got this far, so the order modify failed int err=GetLastError(); Print(Symbol(), " SL/TP order modify failed with error(",err,"): ",ErrorDescription(err)); if (ShowManagementAlerts) Alert(Symbol(), " SL/TP order modify failed with error(",err,"): ",ErrorDescription(err)); }//void ModifyOrder(int ticket, double tp, double sl) bool DoesTradeExist() { TicketNo = -1; if (OrdersTotal() == 0) return(false); for (int cc = OrdersTotal() - 1; cc >= 0 ; cc--) { if (!OrderSelect(cc,SELECT_BY_POS)) continue; if (OrderMagicNumber()==MagicNumber && OrderSymbol() == Symbol() ) { TicketNo = OrderTicket(); return(true); }//if (OrderMagicNumber()==MagicNumber && OrderSymbol() == Symbol() ) }//for (int cc = OrdersTotal() - 1; cc >= 0 ; cc--) return(false); }//End bool DoesTradeExist() bool IsTradingAllowed() { //Returns false if any of the filters should cancel trading, else returns true to allow trading return(true); }//End bool IsTradingAllowed() void LookForTradingOpportunities() { RefreshRates(); double take, stop, price; int type; bool SendTrade; bool result; //Check filters if (!IsTradingAllowed() ) return; //Long if (cross == up) { if (!TradeLong) return; if (UseHanover && !HanoverFilter(OP_BUY) ) return(false); price = Ask; if (TakeProfit > 0) { take = NormalizeDouble(price + (TakeProfit * Point), Digits); HiddenTakeProfit = take; if (HiddenPips > 0) take = NormalizeDouble(take + (HiddenPips * Point), Digits); }//if (TakeProfit > 0) if (StopLoss > 0) { stop = NormalizeDouble(price - (StopLoss * Point), Digits); HiddenStopLoss = stop; if (HiddenPips > 0) stop = NormalizeDouble(stop - (HiddenPips * Point), Digits); }//if (StopLoss > 0) type = OP_BUY; SendTrade = true; }//if (TradeType == OP_BUY) //Short if (cross == down) { if (!TradeShort) return; if (UseHanover && !HanoverFilter(OP_SELL) ) return(false); price = Bid; if (TakeProfit > 0) { take = NormalizeDouble(price - (TakeProfit * Point), Digits); HiddenTakeProfit = take; if (HiddenPips > 0) take = NormalizeDouble(take - (HiddenPips * Point), Digits); }//if (TakeProfit > 0) if (StopLoss > 0) { stop = NormalizeDouble(price + (StopLoss * Point), Digits); HiddenStopLoss = stop; if (HiddenPips > 0) stop = NormalizeDouble(stop + (HiddenPips * Point), Digits); }//if (StopLoss > 0) type = OP_SELL; SendTrade = true; }//if (TradeType == OP_SELL) if (SendTrade) { //check if Lot set to 0 to use MM - magft SendLots=Lot; if (Lot<=0) SendLots=CalculateLotSize(); //magft result = SendSingleTrade(Symbol(), type, TradeComment, SendLots, price, stop, take); }//if (SendTrade) //Actions when trade send succeeds if (SendTrade && result) { cross = none; }//if (result) //Actions when trade send fails if (SendTrade && !result) { }//if (!result) }//void LookForTradingOpportunities() //magft double CalculateLotSize() { double MinLot=0,MaxLot=0,tmpLot=0; double Lotstep,digits,tickval; MinLot=MarketInfo(Symbol(),MODE_MINLOT); MaxLot=MarketInfo(Symbol(),MODE_MAXLOT); tickval=MarketInfo(Symbol(),MODE_TICKVALUE)*multiplier; Lotstep=MarketInfo(Symbol(),MODE_LOTSTEP); if (Lotstep==0.01) digits=2; if (Lotstep==0.1) digits=1; tmpLot=(AccountBalance()*RiskPercent/100); if (StopLoss>0) tmpLot=tmpLot/(StopLoss*tickval); else tmpLot=tmpLot/1000; tmpLot=NormalizeDouble(tmpLot,digits); if(tmpLot < MinLot) { Print("Lot size less than minimum lot size!"); return(MinLot); } if(tmpLot > MaxLot) { Print("Lot size greater than maximum lot size!"); return(MaxLot); } return(tmpLot); } bool CloseTrade(int ticket) { while(IsTradeContextBusy()) Sleep(100); bool result = OrderClose(ticket, OrderLots(), OrderClosePrice(), 1000, CLR_NONE); //Actions when trade send succeeds if (result) { return(true); }//if (result) //Actions when trade send fails if (!result) { return(false); }//if (!result) }//End bool CloseTrade(ticket) //////////////////////////////////////////////////////////////////////////////////////////////// //Hanover module //+------------------------------------------------------------------+ string StringRight(string str, int n=1) //+------------------------------------------------------------------+ // Returns the rightmost N characters of STR, if N is positive // Usage: string x=StringRight("ABCDEFG",2) returns x = "FG" // // Returns all but the leftmost N characters of STR, if N is negative // Usage: string x=StringRight("ABCDEFG",-2) returns x = "CDEFG" { if (n > 0) return(StringSubstr(str,StringLen(str)-n,n)); if (n < 0) return(StringSubstr(str,-n,StringLen(str)-n)); return(""); } //+------------------------------------------------------------------+ int StringFindCount(string str, string str2) //+------------------------------------------------------------------+ // Returns the number of occurrences of STR2 in STR // Usage: int x = StringFindCount("ABCDEFGHIJKABACABB","AB") returns x = 3 { int c = 0; for (int i=0; i=0) outstr = outstr + StringSubstr(upper,t1,1); else outstr = outstr + StringSubstr(str,i,1); } return(outstr); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ string StringTrim(string str) //+------------------------------------------------------------------+ // Removes all spaces (leading, traing embedded) from a string // Usage: string x=StringUpper("The Quick Brown Fox") returns x = "TheQuickBrownFox" { string outstr = ""; for(int i=0; i= StringLen(str)-1) break; z1 = z2; } return(StringFindCount(str,delim)); } //+------------------------------------------------------------------+ int ArrayLookupString(string str, string a[]) { //+------------------------------------------------------------------+ for (int i=0; i= "0" && s <= "9") { if (dp >= 0) dp++; if (dp > 0) num = num + StrToInteger(s) / MathPow(10,dp); else num = num * 10 + StrToInteger(s); } } return(num*sgn); } int LoadRSvalues() { //This code courtesy of hanover. Many thanks David. You are a star. //Ccy[] holds the individual currency symbol //Tf[] holds the time frames //God knows where we go from here // Initialize array...... for (i=0; i<8; i++) for (j=0; j<9; j++) for (k=0; k<99; k++) RSvalue[i][j][k] = 0; // Read data from Recent Strength export file into RSvalue array....... h = FileOpen(OutputFile,FILE_CSV|FILE_READ,'~'); i=0; j=0; k=0; string prevtf = ""; while (!FileIsEnding(h)) { StrToStringArray(FileReadString(h),arr); if (FileIsEnding(h)) break; if (arr[1] == "TF ") { // get ccy IDs from header record for (i=0; i<8; i++) { ccy[i] = StringUpper(StringTrim(arr[i+3])); }//for (i=0; i<8; i++) continue; }//if (arr[1] == "TF ") string currtf = StringUpper(StringTrimRight(arr[1])); j = ArrayLookupString(currtf,tf); if (j<0) continue; // unknown timeframe - should never happen if (currtf != prevtf) // reset datapoint counter on change of timeframe k = 0; else k++; if (k>=99) continue; // max of 99 data points only for (i=0; i<8; i++) { // load array values for all currencies RSvalue[i][j][k] = StrToNumber(arr[i+3]); }//for (i=0; i<8; i++) prevtf = currtf; }//while (!FileIsEnding(h)) FileClose(h); return(0); }//End int LoadRSvalues() void ReadHanover() { //This function reads the output from the indi output file. LoadRSvalues(); /* Posted by hanover If we use RSvalue[i][j][k], then i = the currency j = the timeframe k = the datapoint#. Point #0 is rightmost point on the RS plot; point #1 is the second point from the right; point #2 is the third point from the right; and so on, up to the number of points being output (set by the NumPoints parameter in RS) Hence, supposing you want to retrieve the value of the third datapoint for USD,H1, then (using the constants defined earlier) you could use the code: double value = RSvalue[_USD][_H1][2]; */ //Find the strongest and weakest currency //Strongest double s, ps;//Strongest and previous strongest value double w, pw;//Weakest and previous weakest value //Currencies for (i = 0; i < ArraySize(StrongVal); i++) { StrongVal[i] = 0;//Initialize the strongest datapoint WeakVal[i] = 100000;//Initialize the weakest datapoint }//for (i = 0; i < ArraySize(StrongVal); i++) for (i = 0; i < ArraySize(ccy); i++) { //Timeframes for (j = 0; j < ArraySize(Tf); j++) { //Data point //Extract the timeframe - uses David's constants int DatapointTf; if (Tf[j] == "M1") DatapointTf = M1; if (Tf[j] == "M5") DatapointTf = M5; if (Tf[j] == "M15") DatapointTf = M15; if (Tf[j] == "M30") DatapointTf = M30; if (Tf[j] == "H1") DatapointTf = H1; if (Tf[j] == "H4") DatapointTf = H4; if (Tf[j] == "D1") DatapointTf = D1; if (Tf[j] == "W1") DatapointTf = W1; if (Tf[j] == "MN") DatapointTf = MN; for (k = 0; k < NumPoints; k++) { //Find the strongest datapoint on the current currency and timeframe if (RSvalue[i, DatapointTf, 0] > StrongVal[j]) { StrongestCcy[j] = ccy[i]; StrongVal[j] = RSvalue[i, DatapointTf, 0]; PrevStrongVal[j] = RSvalue[i, DatapointTf, SlopeConfirmationCandles]; }//if (RSvalue[i, j, k] > StrongVal[cc]) //Find the seakest datapoint on the current currency and timeframe if (RSvalue[i, DatapointTf, 0] < WeakVal[j]) { WeakestCcy[j] = ccy[i]; WeakVal[j] = RSvalue[i, DatapointTf, 0]; PrevWeakVal[j] = RSvalue[i, DatapointTf, SlopeConfirmationCandles]; }//if (RSvalue[i, j, k] > StrongVal[cc]) }//for (k = 0; k <= NumPoints; k++) }//for (j = 0; j < ArraySize(Tf); j++) }//for (i = 0; i < ArraySize(ccy); i++) //Alert("Strongest ", StrongestCcy[0], " ", StrongVal[0], " Weakest ", WeakestCcy[0], " ", WeakVal[0]); }//End void ReadHanover() double ReadStrength(string curr, string tf, int shift) { /* Returns the strength of the individual currency referenced by the parameters: - curr is the currency - tf is the time frame - shift is how far back in time to look */ //Extract the timeframe - uses David's constants int DatapointTf; if (tf == "M1") DatapointTf = M1; if (tf == "M5") DatapointTf = M5; if (tf == "M15") DatapointTf = M15; if (tf == "M30") DatapointTf = M30; if (tf == "H1") DatapointTf = H1; if (tf == "H4") DatapointTf = H4; if (tf == "D1") DatapointTf = D1; if (tf == "W1") DatapointTf = W1; if (tf == "MN") DatapointTf = MN; //Allign the curr param with David's constant int cc; if (curr == "AUD") cc = AUD; if (curr == "CAD") cc = CAD; if (curr == "CHF") cc = CHF; if (curr == "EUR") cc = EUR; if (curr == "GBP") cc = GBP; if (curr == "JPY") cc = JPY; if (curr == "NZD") cc = NZD; if (curr == "USD") cc = USD; return(RSvalue[cc, DatapointTf, shift]); }//End double ReadStrength(string curr, string tf, int shift) bool HanoverFilter(int type) { //Returns true if the filter indicates sufficient strength/weakness in the pair. //Works by running through the tests and returning false if any of them fail. If all pass, the eventually //returns true. //Tests all fail if the two currencies have equal strength values //Read the strength values for (int cc = 0; cc < ArraySize(Tf); cc++) { //First filter. Compare the strength over the chosen time frames double strength1 = ReadStrength(Ccy1, Tf[cc], 0); double strength2 = ReadStrength(Ccy2, Tf[cc], 0); if (SlopeConfirmationCandles > 0) { double prevstrength1 = ReadStrength(Ccy1, Tf[cc], SlopeConfirmationCandles); double prevstrength2 = ReadStrength(Ccy2, Tf[cc], SlopeConfirmationCandles); }//if (SlopeCandles[cc] > 0) //EA is looking to buy. if (type == OP_BUY) { //First currency must be the strongest if (strength1 <= strength2) return(false); //Slope must be rising in the first curr and falling in the second if (SlopeConfirmationCandles > 0) { if (prevstrength1 >= strength1) return(false); if (prevstrength2 <= strength2) return(false); }//if (SlopeConfirmationCandles > 0 //Threshold. First currency must be above StrongThreshold. Second currency must be below WeakThreshopld if (StrongThreshold > 0 && WeakThreshold > 0) { if (strength1 < StrongThreshold || strength2 > WeakThreshold) return(false); }//if (StrongThreshold > 0 && WeakThreshold > 0) }//if (type == OP_BUY) //EA is looking to sell, so first currency must be the weakest if (type == OP_SELL && strength1 >= strength2) return(false); //EA is looking to sell. if (type == OP_SELL) { //First currency must be the weakest if (strength1 >= strength2) return(false); //Slope must be falling in the first curr and rising in the second curr if (SlopeConfirmationCandles > 0) { if (prevstrength1 <= strength1) return(false); if (prevstrength2 >= strength2) return(false); }//if (SlopeConfirmationCandles > 0 //Threshold. First currency must be below WeakThreshold. Second currency must be above StrongThreshopld if (StrongThreshold > 0 && WeakThreshold > 0) { if (strength1 > WeakThreshold || strength2 < StrongThreshold) return(false); }//if (StrongThreshold > 0 && WeakThreshold > 0) }//if (type == OP_SELL) }//for (int cc = 0; cc < ArraySize(Tf); cc++) //Got this far, so all tests have passed. return(true); }//End bool HanoverFilter() //End Hanover module //////////////////////////////////////////////////////////////////////////////////////////////// //////////////////////////////////////////////////////////////////////////////////////////////// //Indicator module double GetMa(int tf, int period, int mashift, int method, int ap, int shift) { return(iMA(NULL, tf, period, mashift, method, ap, shift) ); }//End double GetMa(int tf, int period, int mashift, int method, int ap, int shift) void ReadIndicatorValues() { //Spots a cross of the slow ma by the fast ma //Set a default cross of none. It there was a previous cross that was not traded, the is was irrelevant. The only //cross that is important is the most recent one. cross = none; FastMaVal = GetMa(FastMaTF, FastMaPeriod, FastMaShift, FastMaMethod, FastMaAppliedPrice, 0+MAShift); //magft SlowMaVal = GetMa(SlowMaTF, SlowMaPeriod, SlowMaShift, SlowMaMethod, SlowMaAppliedPrice, 0+MAShift); //magft PrevFastMaVal = GetMa(FastMaTF, FastMaPeriod, FastMaShift, FastMaMethod, FastMaAppliedPrice, 1+MAShift); //magft PrevSlowMaVal = GetMa(SlowMaTF, SlowMaPeriod, SlowMaShift, SlowMaMethod, SlowMaAppliedPrice, 1+MAShift); //magft //Spot cross upwards if (FastMaVal > SlowMaVal && PrevFastMaVal < PrevSlowMaVal) cross = up; //Spot cross downwards if (FastMaVal < SlowMaVal && PrevFastMaVal > PrevSlowMaVal) cross = down; }//void ReadIndicatorValues() //End Indicator module //////////////////////////////////////////////////////////////////////////////////////////////// void LookForTradeClosure() { //return;//Turn this off for now if (!OrderSelect(TicketNo, SELECT_BY_TICKET) ) return; if (OrderSelect(TicketNo, SELECT_BY_TICKET) && OrderCloseTime() > 0) return; bool CloseTrade; if (OrderType() == OP_BUY) { if (CloseOnOppositeSignal && cross == down) CloseTrade=true;//magft }//if (OrderType() == OP_BUY) if (OrderType() == OP_SELL) { if (CloseOnOppositeSignal && cross == up) CloseTrade=true;//magft }//if (OrderType() == OP_SELL) if (CloseTrade) { bool result = CloseTrade(TicketNo); //Actions when trade send succeeds if (result) { }//if (result) //Actions when trade send fails if (!result) { }//if (!result) }//if (CloseTrade) }//void LookForTradeClosure() void CloseAllTrades() { ForceTradeClosure= false; if (OrdersTotal() == 0) return; for (int cc = OrdersTotal() - 1; cc >= 0; cc--) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() != MagicNumber) continue; if (OrderSymbol() != Symbol() ) continue; while(IsTradeContextBusy()) Sleep(100); if (OrderType() == OP_BUY || OrderType() == OP_SELL) bool result = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 1000, CLR_NONE); if (result) cc++; if (!result) ForceTradeClosure= true; }//for (int cc = OrdersTotal() - 1; cc >= 0; cc--) }//End void CloseAllTrades() bool CheckTradingTimes() { int hour = TimeHour(TimeLocal() ); if (end_hourm < start_hourm) { end_hourm += 24; } if (end_houre < start_houre) { end_houre += 24; } bool ok2Trade = true; 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)) { ok2Trade = false; }//if (hour >= MathMax(end_hourm, end_houre)) return(ok2Trade); }//bool CheckTradingTimes() /* void CountOpenTrades() { OpenTrades = 0; TicketNo = -1; BuyOpen = false; SellOpen = false; if (OrdersTotal() == 0) return; for (int cc = 0; cc <= OrdersTotal(); cc++) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) { OpenTrades++; TicketNo = OrderTicket(); if (OrderType() == OP_BUY) BuyOpen = true; if (OrderType() == OP_SELL) SellOpen = true; //Check for possible trade closure LookForTradeClosure(); }//if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) }//for (int cc = 0; cc < OrdersTotal() - 1; cc++) }//End void CountOpenTrades(); */ //============================================================================= // O_R_CheckForHistory() // // This function is to work around a very annoying and dangerous bug in MT4: // immediately after you send a trade, the trade may NOT show up in the // order history, even though it exists according to ticket number. // As a result, EA's which count history to check for trade entries // may give many multiple entries, possibly blowing your account! // // This function will take a ticket number and loop until // it is seen in the history. // // RETURN VALUE: // TRUE if successful, FALSE otherwise // // // FEATURES: // * Re-trying under some error conditions, sleeping a random // time defined by an exponential probability distribution. // // * Displays various error messages on the log for debugging. // // ORIGINAL AUTHOR AND DATE: // Matt Kennel, 2010 // //============================================================================= bool O_R_CheckForHistory(int ticket) { //My thanks to Matt for this code. He also has the undying gratitude of all users of my trading robots int lastTicket = OrderTicket(); int cnt = 0; int err = GetLastError(); // so we clear the global variable. err = 0; bool exit_loop = false; bool success=false; while (!exit_loop) { /* loop through open trades */ int total=OrdersTotal(); for(int c = 0; c < total; c++) { if(OrderSelect(c,SELECT_BY_POS,MODE_TRADES) == true) { if (OrderTicket() == ticket) { success = true; exit_loop = true; } } } if (cnt > 3) { /* look through history too, as order may have opened and closed immediately */ total=OrdersHistoryTotal(); for(c = 0; c < total; c++) { if(OrderSelect(c,SELECT_BY_POS,MODE_HISTORY) == true) { if (OrderTicket() == ticket) { success = true; exit_loop = true; } } } } cnt = cnt+1; if (cnt > O_R_Setting_max_retries) { exit_loop = true; } if (!(success || exit_loop)) { Print("Did not find #"+ticket+" in history, sleeping, then doing retry #"+cnt); O_R_Sleep(O_R_Setting_sleep_time, O_R_Setting_sleep_max); } } // Select back the prior ticket num in case caller was using it. if (lastTicket >= 0) { OrderSelect(lastTicket, SELECT_BY_TICKET, MODE_TRADES); } if (!success) { Print("Never found #"+ticket+" in history! crap!"); } return(success); }//End bool O_R_CheckForHistory(int ticket) //============================================================================= // O_R_Sleep() // // This sleeps a random amount of time defined by an exponential // probability distribution. The mean time, in Seconds is given // in 'mean_time'. // This returns immediately if we are backtesting // and does not sleep. // //============================================================================= void O_R_Sleep(double mean_time, double max_time) { if (IsTesting()) { return; // return immediately if backtesting. } double p = (MathRand()+1) / 32768.0; double t = -MathLog(p)*mean_time; t = MathMin(t,max_time); int ms = t*1000; if (ms < 10) { ms=10; } Sleep(ms); }//End void O_R_Sleep(double mean_time, double max_time) //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- static bool TradeExists; if (OrdersTotal() == 0) { TicketNo = -1; ForceTradeClosure = false; }//if (OrdersTotal() == 0) if (ForceTradeClosure) { CloseAllTrades(); return; }//if (ForceTradeClosure) if (ReadBars != iBars(NULL, PERIOD_M1) && UseHanover) { ReadBars = iBars(NULL, PERIOD_M1); ReadHanover(); }//if (ReadBars != iBars(NULL, PERIOD_M1) ReadIndicatorValues(); /////////////////////////////////////////////////////////////////////////////////////////////// //Find open trades. TradeExists = DoesTradeExist(); if (TradeExists) { if (OrderProfit() > 0) TradeManagementModule(); LookForTradeClosure(); }//if (TradeExists) ///////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Trading times bool TradeTimeOk = CheckTradingTimes(); if (!TradeTimeOk) { Comment("Outside trading hours\nstart_hourm-end_hourm: ", start_hourm, "-",end_hourm, "\nstart_houre-end_houre: ", start_houre, "-",end_houre); return; }//if (hour < start_hourm) ///////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Trading if (TicketNo == -1 && !StopTrading) { LookForTradingOpportunities(); }//if (!TradeExists && !StopTrading) /////////////////////////////////////////////////////////////////////////////////////////////// DisplayUserFeedback(); //---- return(0); } //+------------------------------------------------------------------+