| blob | 87eb486369c010d1a90f944f37718af79de7178d |
1 //+------------------------------------------------------------------+\r
2 //| EMA Cut.mq4 |\r
3 //| Jasus |\r
4 //| |\r
5 //+------------------------------------------------------------------+\r
6 #property copyright "roundrock"\r
7 #property link ""\r
8 \r
9 #include <stderror.mqh>\r
10 #include <stdlib.mqh>\r
11 \r
12 \r
13 \r
14 extern int Slippage = 3;\r
15 \r
16 \r
17 \r
18 \r
19 extern double LotSize= 0.1;\r
20 \r
21 extern string PipStep_Remarks="------ Pip Distance. 30 pips is 30 pips for all brokers -------";\r
22 extern double PipStep= 50;\r
23 \r
24 extern string MoveSL2BE_Remarks="------ Move Prev order SL to BE ------";\r
25 extern bool MoveSL2BE = true;\r
26 \r
27 extern string InitialBuyOrder_Remarks="------ First Order on start, if true its LONG ------";\r
28 extern bool InitialBuyOrder = true;\r
29 \r
30 extern string UseTradingHours_Remarks="------ Place orders only during these hours. however closing can happen any time ------";\r
31 extern bool UseTradingHours = false;\r
32 extern int StartHour = 7;\r
33 extern int FinishHour = 19;\r
34 \r
35 extern string ProfitPct_Remarks="------ Profit Percentage ------";\r
36 extern double ProfitPct= 1.0;\r
37 \r
38 \r
39 extern int MagicNumber = 1771611;\r
40 \r
41 int longOrderCount=0;\r
42 int shortOrderCount=0;\r
43 double DollarProfitTarget;\r
44 double valLastFlatEq;\r
45 double valTargetFlatEq;\r
46 bool CloseAll;\r
47 bool longBias=false;\r
48 int totalOrders=0;\r
49 //double currentPL=0;\r
50 \r
51 double startPrice=0.0;\r
52 \r
53 double avgEntryPrice=0.0;\r
54 \r
55 int digits=4;\r
56 double pip = 0;\r
57 \r
58 bool initOrdersDone=false;\r
59 \r
60 int init()\r
61 {\r
62 digits=MarketInfo(Symbol(),MODE_DIGITS); \r
63 \r
64 if (digits < 4)\r
65 pip = 0.01;\r
66 else\r
67 pip = 0.0001;\r
68 \r
69 resetAccountCalc();\r
70 \r
71 return(0);\r
72 }\r
73 \r
74 int deinit()\r
75 {\r
76 //---- TODO: add your code here\r
77 deleteAll();\r
78 //----\r
79 return(0);\r
80 }\r
81 \r
82 \r
83 void deleteAll(){ \r
84 \r
85 for(int j = 0; j <= 10000; j++){\r
86 ObjectDelete("Comment" + j); \r
87 \r
88 } \r
89 \r
90 }\r
91 \r
92 \r
93 int start()\r
94 {\r
95 //DollarProfitTarget = StrToDouble(DoubleToStr(AccountEquity()*ProfitPct/100.0,2));\r
96 if(startPrice ==0.0) {\r
97 startPrice=iOpen( NULL, PERIOD_M15, 0);\r
98 Print("----- startPrice ...... "+startPrice);\r
99 }\r
100 \r
101 if(!initOrdersDone && inTradingHours()){\r
102 \r
103 \r
104 placeBuyStopOrder();\r
105 placeSellStopOrder();\r
106 if(InitialBuyOrder) {\r
107 longBias=true;\r
108 placeInitBuyOrder();\r
109 }else{\r
110 placeInitSellOrder();\r
111 longBias=false;\r
112 }\r
113 \r
114 initOrdersDone=true;\r
115 }\r
116 \r
117 double currentPL = getEAPL();\r
118 \r
119 \r
120 // if (!CloseAll && currentPL > DollarProfitTarget)\r
121 \r
122 if (!CloseAll && currentPL+AccountBalance() > valTargetFlatEq)\r
123 { \r
124 Print("================ closing ================");\r
125 Print("currentPL "+currentPL+" AccountBalance "+AccountBalance()+" valTargetFlatEq "+valTargetFlatEq);\r
126 CloseAllTrades();\r
127 return(0);\r
128 }\r
129 \r
130 \r
131 if(inTradingHours()) { \r
132 \r
133 if(iClose( NULL, PERIOD_M15, 0) > (startPrice + PipStep*pip)){\r
134 longBias=true;\r
135 startPrice=iClose( NULL, PERIOD_M15, 0);\r
136 Print("----- moved to startPrice ...... "+startPrice);\r
137 // need to set the sl to BE of last order\r
138 if(MoveSL2BE) moveSellOrderToBE();\r
139 CloseAllPendingOrders();\r
140 // place buy limit order\r
141 placeBuyStopOrder(); \r
142 placeSellStopOrder(); \r
143 \r
144 \r
145 }else if(iClose( NULL, PERIOD_M15, 0) < (startPrice - PipStep*pip)){\r
146 longBias=false;\r
147 startPrice=iClose( NULL, PERIOD_M15, 0);\r
148 Print("------ moved to startPrice ...... "+startPrice);\r
149 // need to set the sl to BE of last order\r
150 if(MoveSL2BE) moveBuyOrderToBE(); \r
151 CloseAllPendingOrders();\r
152 // place buy limit order\r
153 placeSellStopOrder();\r
154 placeBuyStopOrder();\r
155 \r
156 \r
157 }\r
158 }\r
159 \r
160 printComment(currentPL);\r
161 \r
162 \r
163 \r
164 }\r
165 \r
166 bool inTradingHours(){\r
167 \r
168 bool returnVal=true;\r
169 \r
170 if (UseTradingHours)\r
171 {\r
172 if (TimeHour(iTime( NULL, 0, 0) ) < StartHour &&\r
173 ((TimeHour(iTime( NULL, 0, 0)) > FinishHour && FinishHour != 0) ||\r
174 (TimeHour(iTime( NULL, 0, 0)) < 24 && FinishHour == 0)))\r
175 {\r
176 returnVal=false;\r
177 }\r
178 \r
179 }\r
180 \r
181 return(returnVal);\r
182 }\r
183 \r
184 \r
185 void printComment(double currentPL){\r
186 \r
187 \r
188 double curPL = -valLastFlatEq + AccountBalance()+currentPL;\r
189 double drawdown = (curPL/valLastFlatEq)*100;\r
190 \r
191 string commentSt = "\nEquity "+DoubleToStr(valLastFlatEq,0) + " Dollar Profit "+DoubleToStr(DollarProfitTarget,2)+" PL " +DoubleToStr(curPL,2)\r
192 +" DD "+DoubleToStr(drawdown,2);\r
193 \r
194 ObjectCreate("CommentStr",OBJ_LABEL,0,0,0);\r
195 ObjectSet("CommentStr",OBJPROP_XDISTANCE,5);\r
196 ObjectSet("CommentStr",OBJPROP_YDISTANCE,40);\r
197 ObjectSet("CommentStr",OBJPROP_WIDTH,5);\r
198 ObjectSetText("CommentStr",commentSt,12,"Arial",DodgerBlue);\r
199 \r
200 string bias="Short";\r
201 double targetPrice=0;\r
202 if(longBias) {\r
203 bias="Long";\r
204 if(totalOrders>0) {\r
205 \r
206 // Print("profit "+DollarProfitTarget+" totalOrders "+totalOrders+" LotSize "+LotSize+" qty "+MarketInfo(Symbol(), MODE_LOTSIZE) +" avgEntryPrice "+avgEntryPrice+\r
207 // " bottom "+totalOrders*LotSize*MarketInfo(Symbol(), MODE_LOTSIZE) +" top "+(DollarProfitTarget*pip));\r
208 \r
209 targetPrice = (DollarProfitTarget/(totalOrders*LotSize*MarketInfo(Symbol(), MODE_LOTSIZE)))+avgEntryPrice;\r
210 }\r
211 }else {\r
212 if(totalOrders>0) {\r
213 // Print("totalOrders "+totalOrders+" LotSize "+LotSize+" qty "+MarketInfo(Symbol(), MODE_LOTSIZE) +" avgEntryPrice "+avgEntryPrice);\r
214 \r
215 targetPrice = -(DollarProfitTarget/(totalOrders*LotSize*MarketInfo(Symbol(), MODE_LOTSIZE)))+avgEntryPrice;\r
216 }\r
217 }\r
218 \r
219 string commentSt1 = "\nBias "+bias + ", Orders "+totalOrders+", Target " +DoubleToStr(targetPrice,4) ;\r
220 \r
221 ObjectCreate("CommentStr1",OBJ_LABEL,0,0,0);\r
222 ObjectSet("CommentStr1",OBJPROP_XDISTANCE,5);\r
223 ObjectSet("CommentStr1",OBJPROP_YDISTANCE,60);\r
224 ObjectSet("CommentStr1",OBJPROP_WIDTH,5);\r
225 ObjectSetText("CommentStr1",commentSt1,12,"Arial",MediumSpringGreen);\r
226 \r
227 }\r
228 \r
229 \r
230 void resetAccountCalc(){\r
231 DollarProfitTarget = StrToDouble(DoubleToStr(AccountBalance()*ProfitPct/100.0,2)); \r
232 valLastFlatEq = AccountBalance(); \r
233 valTargetFlatEq = valLastFlatEq + DollarProfitTarget;\r
234 Print("\nDollarProfitTarget ...... "+DollarProfitTarget+" valLastFlatEq "+valLastFlatEq);\r
235 }\r
236 \r
237 \r
238 //+------------------------------------------------------------------+\r
239 //| Close all of the open trades. |\r
240 //+------------------------------------------------------------------+\r
241 \r
242 void CloseAllTrades()\r
243 {\r
244 \r
245 for(int i = 0; i < OrdersTotal(); i++)\r
246 {\r
247 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
248 \r
249 if (OrderMagicNumber() == MagicNumber)\r
250 {\r
251 if (OrderType() == OP_BUY)\r
252 {\r
253 Comment("In full closure mode. Closing a ", OrderSymbol(), " buy trade...");\r
254 Print("======================================================== In full closure mode. Closing a ", OrderSymbol(), " buy trade...");\r
255 bool closeStatus = OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(), MODE_BID),Slippage,Blue);\r
256 if (!closeStatus) {\r
257 Print("Close Buy failed with error #",GetLastError()); \r
258 int check=GetLastError();\r
259 if(check!=0) Print("Close Buy failed with error: ",ErrorDescription(check)); \r
260 }\r
261 Sleep(100);\r
262 } \r
263 else\r
264 if (OrderType() == OP_SELL)\r
265 {\r
266 Comment("In full closure mode. Closing a ", OrderSymbol(), " sell trade...");\r
267 Print("============================================================In full closure mode. Closing a ", OrderSymbol(), " sell trade...");\r
268 closeStatus = OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(), MODE_ASK),Slippage,Red);\r
269 if (!closeStatus) {\r
270 Print("Close Sell failed with error #",GetLastError()); \r
271 check=GetLastError();\r
272 if(check!=0) Print("Close Sell failed with error: ",ErrorDescription(check)); \r
273 }\r
274 Sleep(100);\r
275 }else if (OrderType() == OP_BUYSTOP)\r
276 {\r
277 Comment("In full closure mode. Closing pending order ", OrderSymbol(), " buy trade...");\r
278 Print("======================================================== In full closure mode. Closing a ", OrderSymbol(), " buy trade...");\r
279 closeStatus = OrderDelete(OrderTicket(),Blue);\r
280 if (!closeStatus) {\r
281 Print("Close Buy Stop failed with error #",GetLastError()); \r
282 check=GetLastError();\r
283 if(check!=0) Print("Close Buy Stop failed with error: ",ErrorDescription(check)); \r
284 }\r
285 Sleep(100);\r
286 } \r
287 else\r
288 if (OrderType() == OP_SELLSTOP)\r
289 {\r
290 Comment("In full closure mode. Closing pending order ", OrderSymbol(), " sell trade...");\r
291 Print("============================================================In full closure mode. Closing a ", OrderSymbol(), " sell trade...");\r
292 closeStatus=OrderDelete(OrderTicket(),Red);\r
293 if (!closeStatus) {\r
294 Print("Close Sell Stop with error #",GetLastError()); \r
295 check=GetLastError();\r
296 if(check!=0) Print("Close Sell Stop with error: ",ErrorDescription(check)); \r
297 }\r
298 Sleep(100);\r
299 }\r
300 }\r
301 }\r
302 Sleep(10000);\r
303 resetAccountCalc();\r
304 startPrice=iOpen( NULL, PERIOD_M15, 0);\r
305 Print("resetting startPrice ...... "+startPrice);\r
306 initOrdersDone=false;\r
307 \r
308 }\r
309 \r
310 \r
311 void CloseAllPendingOrders()\r
312 {\r
313 \r
314 for(int i = 0; i < OrdersTotal(); i++)\r
315 {\r
316 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
317 \r
318 if (OrderMagicNumber() == MagicNumber)\r
319 {\r
320 // Print(" order type "+OrderType());\r
321 if (OrderType() == OP_BUYSTOP)\r
322 {\r
323 Comment("..... Closing pending order ", OrderSymbol(), " buy trade...");\r
324 Print("======================================================== Closing a ", OrderSymbol(), " buy stop order...");\r
325 bool closeStatus = OrderDelete(OrderTicket(),Blue);\r
326 if (!closeStatus) {\r
327 Print("Close Buy Stop failed with error #",GetLastError()); \r
328 int check=GetLastError();\r
329 if(check!=0) Print("Close Buy Stop failed with error: ",ErrorDescription(check)); \r
330 }\r
331 Sleep(100);\r
332 } \r
333 else\r
334 if (OrderType() == OP_SELLSTOP)\r
335 {\r
336 Comment("..... Closing pending order ", OrderSymbol(), " sell trade...");\r
337 Print("=========================================================== Closing a ", OrderSymbol(), " sell stop order...");\r
338 closeStatus=OrderDelete(OrderTicket(),Red);\r
339 if (!closeStatus) {\r
340 Print("Close Sell Stop with error #",GetLastError()); \r
341 check=GetLastError();\r
342 if(check!=0) Print("Close Sell Stop with error: ",ErrorDescription(check)); \r
343 }\r
344 Sleep(100);\r
345 }\r
346 }\r
347 }\r
348 \r
349 }\r
350 \r
351 double getEAPL()\r
352 {\r
353 double overallPL;\r
354 totalOrders=0;\r
355 \r
356 avgEntryPrice=0;\r
357 double totalEntryPrice=0.0;\r
358 \r
359 \r
360 for(int i = 0; i < OrdersTotal(); i++)\r
361 {\r
362 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
363 \r
364 if (OrderMagicNumber() == MagicNumber && ( (OrderType() == OP_BUY)||(OrderType() == OP_SELL)))\r
365 { \r
366 \r
367 double curPL = OrderProfit() + OrderSwap() + OrderCommission();\r
368 double openPrice = OrderOpenPrice();\r
369 // Print(" openPrice "+openPrice);\r
370 totalEntryPrice = totalEntryPrice + openPrice;\r
371 // Print(" totalEntryPrice "+totalEntryPrice);\r
372 // Print("curPL "+curPL);\r
373 overallPL = overallPL + curPL;\r
374 totalOrders++;\r
375 \r
376 }\r
377 }\r
378 \r
379 if(totalOrders>0) {\r
380 avgEntryPrice = totalEntryPrice/totalOrders;\r
381 //Print(" avgEntryPrice "+avgEntryPrice+" totalOrders "+totalOrders+" totalEntryPrice "+totalEntryPrice);\r
382 }\r
383 \r
384 \r
385 return(overallPL);\r
386 }\r
387 \r
388 \r
389 void placeSellStopOrder(){\r
390 \r
391 double bid = MarketInfo(Symbol(), MODE_BID) ; \r
392 \r
393 double sellPrice = bid - (PipStep*pip); \r
394 double sellSL = bid;\r
395 \r
396 \r
397 Print("Placing sell stop order at "+sellPrice+" with SL at "+sellSL);\r
398 \r
399 int ticketshort = OrderSend(Symbol(),OP_SELLSTOP,LotSize,NormalizeDouble(sellPrice, digits),\r
400 Slippage,NormalizeDouble(sellSL, digits),0,"Short Speed Train",MagicNumber,0,Red);\r
401 \r
402 if (ticketshort < 0) {\r
403 // Print("Short OrderSend OP_SELLSTOP failed with error #",GetLastError()); \r
404 int check=GetLastError();\r
405 if(check!=0) Print("Short OrderSend OP_SELLSTOP failed with error: ",ErrorDescription(check)); \r
406 return;\r
407 }\r
408 \r
409 Print("Sell stop order placed with ticket "+ticketshort+" at "+sellPrice);\r
410 \r
411 shortOrderCount++;\r
412 //Sleep(1000); \r
413 \r
414 \r
415 \r
416 }\r
417 \r
418 void placeBuyStopOrder(){\r
419 \r
420 double ask = MarketInfo(Symbol(), MODE_ASK) ; \r
421 \r
422 double buyPrice = ask + (PipStep*pip); \r
423 double buySL = ask;\r
424 \r
425 \r
426 Print("Placing buy stop order at "+buyPrice+" with SL at "+buySL);\r
427 \r
428 int ticketlong = OrderSend(Symbol(),OP_BUYSTOP,LotSize,NormalizeDouble(buyPrice, digits),\r
429 Slippage,NormalizeDouble(buySL, digits),0,"Long Speed Train",MagicNumber,0,Blue);\r
430 \r
431 if (ticketlong < 0) {\r
432 //Print("Long OrderSend OP_BUYSTOP failed with error #",GetLastError()); \r
433 \r
434 int check=GetLastError();\r
435 if(check!=0) Print("Long OrderSend OP_BUYSTOP failed with error: ",ErrorDescription(check));\r
436 \r
437 \r
438 return;\r
439 }\r
440 \r
441 Print("Buy stop order placed with ticket "+ticketlong+" at "+buyPrice);\r
442 \r
443 longOrderCount++;\r
444 // Sleep(1000); \r
445 \r
446 \r
447 \r
448 }\r
449 \r
450 \r
451 void placeInitBuyOrder(){\r
452 \r
453 double ask = MarketInfo(Symbol(), MODE_ASK) ; \r
454 \r
455 double buySL = ask - (PipStep*pip); \r
456 \r
457 \r
458 \r
459 Print("Placing buy order at "+ask+" with SL at "+buySL);\r
460 \r
461 int ticketlong = OrderSend(Symbol(),OP_BUY,LotSize,Ask,\r
462 Slippage,0,0,"Long Speed Train",MagicNumber,0,Blue);\r
463 \r
464 if (ticketlong < 0) {\r
465 // Print("Long OrderSend OP_BUY failed with error #",GetLastError()); \r
466 int check=GetLastError();\r
467 if(check!=0) Print("Long OrderSend OP_BUY failed with error: ",ErrorDescription(check)); \r
468 return;\r
469 }\r
470 \r
471 Print("Buy stop order placed with ticket "+ticketlong+" at "+ask);\r
472 \r
473 int ticketlong1 = OrderModify(ticketlong,OrderOpenPrice(),NormalizeDouble(buySL, digits),0,0,Blue);\r
474 Sleep(1000);\r
475 \r
476 // Print("ticketlong1 "+ticketlong1);\r
477 \r
478 if (ticketlong1 < 1) {\r
479 // Print("Long OrderModify failed with error #",GetLastError()); \r
480 check=GetLastError();\r
481 // Print("check "+check);\r
482 if(check!=0) Print("Long OrderModify failed with error: ",ErrorDescription(check));\r
483 }\r
484 \r
485 \r
486 longOrderCount++; \r
487 \r
488 }\r
489 \r
490 \r
491 void placeInitSellOrder(){\r
492 \r
493 double bid = MarketInfo(Symbol(), MODE_BID) ; \r
494 \r
495 double sellSL = bid + (PipStep*pip); \r
496 \r
497 Print("Placing sell order at "+bid+" with SL at "+sellSL);\r
498 \r
499 int ticketshort = OrderSend(Symbol(),OP_SELL,LotSize,NormalizeDouble(bid, digits),\r
500 Slippage,0,0,"Short Speed Train",MagicNumber,0,Red);\r
501 \r
502 if (ticketshort < 0) {\r
503 //Print("Short OrderSend OP_SELL failed with error #",GetLastError()); \r
504 int check=GetLastError();\r
505 if(check!=0) Print("Short OrderSend OP_SELL failed with error: ",ErrorDescription(check));\r
506 return;\r
507 }\r
508 \r
509 Print("Sell stop order placed with ticket "+ticketshort+" at "+bid);\r
510 \r
511 int ticketshort1 = OrderModify(ticketshort,OrderOpenPrice(),NormalizeDouble(sellSL, digits),0,0,Red);\r
512 Sleep(1000);\r
513 \r
514 if (ticketshort1 < 1) {\r
515 // Print("Short OrderModify failed with error #",GetLastError()); \r
516 check=GetLastError();\r
517 if(check!=0) Print("Short OrderModify failed with error: ",ErrorDescription(check));\r
518 }\r
519 \r
520 shortOrderCount++; \r
521 \r
522 }\r
523 \r
524 \r
525 void moveBuyOrderToBE(){\r
526 int lastTicket=0;\r
527 \r
528 for(int j = 0; j < OrdersTotal(); j++)\r
529 {\r
530 OrderSelect(j,SELECT_BY_POS,MODE_TRADES);\r
531 // Print("order type "+OrderType());\r
532 \r
533 if (OrderMagicNumber() == MagicNumber && OrderType() == OP_BUYSTOP)\r
534 {\r
535 int ticketId = OrderTicket() ;\r
536 //Print("ticketId "+ticketId);\r
537 if( ticketId> lastTicket) lastTicket=ticketId; \r
538 \r
539 //Print("lastTicket "+lastTicket); \r
540 } \r
541 }\r
542 \r
543 if(lastTicket >0) { \r
544 Print(" ----------------------- Moving long order number "+lastTicket+ " to BE at "+OrderOpenPrice()); \r
545 \r
546 int ticketlong = OrderModify(lastTicket,OrderOpenPrice(),OrderOpenPrice(),0,0,Blue);\r
547 \r
548 \r
549 if (ticketlong < 0) {\r
550 // Print("Long SL2BE order failed with error #",GetLastError()); \r
551 int check=GetLastError();\r
552 if(check!=0) Print("Long SL2BE order failed with error: ",ErrorDescription(check));\r
553 return;\r
554 }\r
555 \r
556 \r
557 } \r
558 \r
559 \r
560 }\r
561 \r
562 \r
563 \r
564 \r
565 \r
566 \r
567 \r
568 void moveSellOrderToBE(){\r
569 int lastTicket=0;\r
570 \r
571 for(int j = 0; j < OrdersTotal(); j++)\r
572 {\r
573 OrderSelect(j,SELECT_BY_POS,MODE_TRADES);\r
574 \r
575 // Print("order type "+OrderType());\r
576 if (OrderMagicNumber() == MagicNumber && OrderType() == OP_SELLSTOP)\r
577 {\r
578 int ticketId = OrderTicket() ;\r
579 // Print(" ticketId "+ticketId); \r
580 if( ticketId> lastTicket) lastTicket=ticketId; \r
581 // Print(" lastTicket "+lastTicket); \r
582 } \r
583 }\r
584 \r
585 \r
586 \r
587 \r
588 \r
589 if(lastTicket>0) {\r
590 \r
591 Print("------------ Moving short order number "+lastTicket+ " to BE at "+OrderOpenPrice());\r
592 int ticketshort = OrderModify(lastTicket,OrderOpenPrice(),OrderOpenPrice(),0,0,Red); \r
593 \r
594 if (ticketshort < 0) {\r
595 //Print("Short SL2BE order failed with error #",GetLastError()); \r
596 int check=GetLastError();\r
597 if(check!=0) Print("Short SL2BE order failed with error: ",ErrorDescription(check));\r
598 return;\r
599 }\r
600 \r
601 }\r
602 \r
603 \r
604 \r
605 \r
606 }\r
607 \r
608 \r
609 \r
610 \r
611 \r
612 \r