| blob | 1e6a6f5d0dcd8d3bc0e7344c7b5dc033a826c854 |
1 #property copyright "Zarko Asenov"\r
2 #property link "jaltoh.6x.to"\r
3 \r
4 /* General functionality settings */\r
5 extern string _ = " General Settings ";\r
6 \r
7 extern int Slippage = 3;\r
8 extern double Lot_Size = 0.12;\r
9 extern double Pip_Step = 16.0; // -For variable spread brokers keep it at the average guaranteed spread\r
10 extern bool Auto_Pip_Step = false; // Pip step is deduced from average bar height\r
11 extern bool InitialBuyOrder = true;\r
12 extern int MagicNumber = 775225426;\r
13 extern double Close_All_Profit = 100.0;\r
14 extern bool Clear_Stops = true;\r
15 extern double Order_Lifetime_Days = 0.2;\r
16 extern bool Add_Spread_to_PipStep = false; // For fixed spread brokers - be sure about this!\r
17 extern bool Add_MinStop_to_PipStep = true;\r
18 extern double Max_spread = 22.0; // dont send orders above this spread\r
19 extern double Hours_Bring_Even = 0.0; // wait for hours before an active order stop loss is pushed up\r
20 extern double Multi_Coef = 1.0; // multiplies LotSize PipStep Close_All_Profit Min_Bands\r
21 extern bool Debug_Print = false;\r
22 extern int Calmdown_Period = 240;\r
23 extern bool Persistent_Stop = true;\r
24 extern double Panic_Profit = -200.0;\r
25 \r
26 \r
27 /* Bollinger bands */\r
28 extern string __ = " Bandwidth ";\r
29 extern int Back_Period = 10;\r
30 extern double Bands_Deviations = 4.0;\r
31 extern double Min_Bandwidth = 0.0005;\r
32 extern int BW_Bars_Checked = 2;\r
33 \r
34 /* Stochastic */\r
35 extern string ___ = " Stochastic";\r
36 extern bool Check_Stochastic = true;\r
37 extern int Stochastic_K = 5;\r
38 extern int Stochastic_D = 3;\r
39 extern int Stochastic_Slowing = 3;\r
40 extern int Stochastic_Positions = 2;\r
41 \r
42 /* Average True Range */\r
43 extern string ____ = " ATR";\r
44 extern double ATR_Floor = 1.0;\r
45 extern int ATR_Period = 6;\r
46 extern int ATR_Period_Long = 31;\r
47 extern int ATR_positions_to_check = 2;\r
48 \r
49 \r
50 /* Global variables */\r
51 double current_atr = 0.0;\r
52 \r
53 double start_price = 0.0;\r
54 bool init_done = false;\r
55 double spread;\r
56 double pipstep_adjusted;\r
57 int order_lifetime;\r
58 double time_bring_even;\r
59 double tick_value;\r
60 double min_stop;\r
61 double total_spread_loss;\r
62 int start_bin;\r
63 \r
64 \r
65 #define NUM_RETR 5\r
66 \r
67 \r
68 \r
69 int init()\r
70 {\r
71 order_lifetime = MathRound(Order_Lifetime_Days * 86400);\r
72 time_bring_even = 3600 * Hours_Bring_Even;\r
73 min_stop = MarketInfo(Symbol(), MODE_STOPLEVEL);\r
74 tick_value = MarketInfo(Symbol(), MODE_TICKVALUE); \r
75 \r
76 Print("Min stop: " + min_stop + ", Tick Value: " + tick_value);\r
77 \r
78 return(0);\r
79 }\r
80 \r
81 extern double Period_Start_Trading = 0.7;\r
82 \r
83 bool end_is_neigh(int cur_period)\r
84 {\r
85 return (true);\r
86 \r
87 if (TimeCurrent() - Time[0] < cur_period * 60.0 * Period_Start_Trading) return (false);\r
88 else return (true);\r
89 } \r
90 \r
91 double\r
92 calc_profit()\r
93 {\r
94 double presult = 0.0;\r
95 total_spread_loss = 0.0;\r
96 tick_value = MarketInfo(Symbol(), MODE_TICKVALUE);\r
97 \r
98 for (int i = 0; i < OrdersTotal(); i++) {\r
99 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
100 \r
101 if ((OrderSymbol() != Symbol() || OrderMagicNumber() != MagicNumber) && \r
102 OrderType() != OP_BUY && OrderType() != OP_SELL) continue;\r
103 \r
104 double spread_loss = tick_value * OrderLots() * spread;\r
105 presult += (OrderProfit() - spread_loss);\r
106 total_spread_loss += spread_loss;\r
107 }\r
108 \r
109 return (presult); \r
110 }\r
111 \r
112 datetime Last_Go_Buy = 0;\r
113 datetime Last_Go_Sell = 0;\r
114 \r
115 void\r
116 close_all_orders()\r
117 {\r
118 close_all_orders_type(OP_BUY);\r
119 close_all_orders_type(OP_SELL);\r
120 }\r
121 \r
122 void\r
123 close_all_orders_type(int order_type)\r
124 {\r
125 for (int i = 0; i < OrdersTotal(); i++) {\r
126 \r
127 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
128 \r
129 if (OrderSymbol() != Symbol() || OrderMagicNumber() != MagicNumber) continue;\r
130 \r
131 if (OrderType() != order_type) continue;\r
132 \r
133 switch ( OrderType() ) {\r
134 \r
135 case OP_BUY:\r
136 OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Blue);\r
137 break;\r
138 \r
139 case OP_SELL:\r
140 OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Red);\r
141 break;\r
142 \r
143 case OP_SELLSTOP: \r
144 case OP_BUYSTOP:\r
145 OrderDelete( OrderTicket() );\r
146 break;\r
147 \r
148 default:\r
149 if (Debug_Print) Print("Uknown order type " + OrderType() + " of order #" + OrderTicket() );\r
150 }\r
151 }\r
152 }\r
153 \r
154 int\r
155 count_orders()\r
156 {\r
157 int count = 0;\r
158 for (int i = 0; i < OrdersTotal(); i++) {\r
159 \r
160 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
161 \r
162 if (OrderSymbol() != Symbol() || OrderMagicNumber() != MagicNumber) continue;\r
163 \r
164 count++; \r
165 }\r
166 \r
167 return (count);\r
168 }\r
169 \r
170 \r
171 \r
172 double Stoch_border = 40.0;\r
173 double neg_stoch_border = 60.0;\r
174 double current_stoch_diff = 0.0;\r
175 double current_stoch_delta = 0.0;\r
176 \r
177 double\r
178 get_stoch(int index, int bar)\r
179 {\r
180 double res = iCustom(Symbol(), PERIOD_M15, "StochDelta", Stochastic_K, Stochastic_D, Stochastic_Slowing, 1, 0, true, false, 0.1, index, bar);\r
181 return (res);\r
182 }\r
183 \r
184 bool\r
185 stoch_is_buy(int num_pos) \r
186 {\r
187 if (Check_Stochastic == false) return (true);\r
188 \r
189 for (int i = 0; i < num_pos; i++) {\r
190 \r
191 current_stoch_diff = get_stoch(0, i);\r
192 current_stoch_delta = get_stoch(1, i);\r
193 \r
194 if (current_stoch_diff <= 0.0 || current_stoch_delta <= 0.0) \r
195 return (false);\r
196 \r
197 }\r
198 \r
199 return (true);\r
200 }\r
201 \r
202 bool\r
203 stoch_is_sell(int num_pos)\r
204 {\r
205 if (Check_Stochastic == false) return (true);\r
206 \r
207 for (int i = 0; i < num_pos; i++) {\r
208 \r
209 current_stoch_diff = get_stoch(0, i);\r
210 current_stoch_delta = get_stoch(1, i);\r
211 \r
212 if (current_stoch_diff >= 0.0 || current_stoch_delta >= 0.0) return (false);\r
213 }\r
214 \r
215 return (true);\r
216 }\r
217 \r
218 bool\r
219 atr_is_go(int num_pos)\r
220 {\r
221 for (int i = 0; i < num_pos; i++) {\r
222 current_atr = iCustom(Symbol(), PERIOD_M15, "ATR ratio", ATR_Period, ATR_Period_Long, 0.0, 1.0, 13, false, 1, i);\r
223 double ma_atr = iCustom(Symbol(), PERIOD_M15, "ATR ratio", ATR_Period, ATR_Period_Long, 0.0, 1.0, 13, false, 0, i);\r
224 \r
225 if (current_atr < ma_atr || current_atr < ATR_Floor) return (false);\r
226 }\r
227 \r
228 return (true);\r
229 }\r
230 \r
231 bool\r
232 in_trend()\r
233 {\r
234 return ( true );\r
235 }\r
236 \r
237 bool\r
238 go_buy()\r
239 {\r
240 return ( true );\r
241 }\r
242 \r
243 bool\r
244 go_sell()\r
245 {\r
246 return ( true );\r
247 }\r
248 \r
249 int\r
250 get_best_pipstep()\r
251 {\r
252 }\r
253 \r
254 int \r
255 start()\r
256 {\r
257 if(start_price == 0.0) {\r
258 start_price = Ask;\r
259 if (Debug_Print) \r
260 Print("Start Price: " + start_price);\r
261 }\r
262 \r
263 if (Auto_Pip_Step == true && count_orders() < 1) {\r
264 pipstep_adjusted = get_best_pipstep();\r
265 } else {\r
266 pipstep_adjusted = Pip_Step * Point;\r
267 }\r
268 \r
269 if (Add_Spread_to_PipStep) pipstep_adjusted += spread;\r
270 \r
271 if (Add_MinStop_to_PipStep) pipstep_adjusted += (min_stop * Point);\r
272 \r
273 \r
274 if ( !init_done && in_trend() ) {\r
275 \r
276 if (go_buy()) {\r
277 start_price = Ask;\r
278 place_pending_buy();\r
279 place_init_buy();\r
280 Last_Go_Buy = TimeCurrent();\r
281 \r
282 } else if (go_sell()) {\r
283 start_price = Bid;\r
284 place_pending_sell();\r
285 place_init_sell();\r
286 Last_Go_Sell = TimeCurrent();\r
287 \r
288 }\r
289 \r
290 init_done = true;\r
291 }\r
292 \r
293 int ask_bin = MathFloor(Ask / pipstep_adjusted);\r
294 int bid_bin = MathFloor(Bid / pipstep_adjusted);\r
295 \r
296 if (Ask > (start_price + pipstep_adjusted) && (start_bin != ask_bin)) {\r
297 \r
298 start_price = Ask;\r
299 start_bin = ask_bin;\r
300 \r
301 if (Debug_Print) Print("Go buy ,new start_price:" + start_price);\r
302 \r
303 // need to set the sl to BE of last order\r
304 //moveLastSellStopToBE();\r
305 \r
306 move_up_buys_sl();\r
307 \r
308 // place buy stops\r
309 if ( in_trend() && go_buy() ) {\r
310 place_pending_buy();\r
311 close_all_orders_type(OP_SELL);\r
312 close_all_orders_type(OP_SELLSTOP);\r
313 Last_Go_Buy = TimeCurrent();\r
314 }\r
315 \r
316 } else if ((Bid < start_price - pipstep_adjusted) && (start_bin != bid_bin)) {\r
317 \r
318 start_price = Bid;\r
319 start_bin = bid_bin;\r
320 \r
321 if (Debug_Print) Print("Go sell, new start_price: " + start_price);\r
322 \r
323 // need to set the sl to BE of last order\r
324 //moveLastBuyStopToBE(); \r
325 \r
326 move_down_sells_sl();\r
327 \r
328 // place sell stops\r
329 if ( in_trend() && go_sell() ) {\r
330 place_pending_sell();\r
331 close_all_orders_type(OP_BUY);\r
332 close_all_orders_type(OP_BUYSTOP);\r
333 Last_Go_Sell = TimeCurrent();\r
334 } \r
335 \r
336 }\r
337 \r
338 if (Last_Go_Buy != 0 && TimeCurrent() - Last_Go_Buy > Calmdown_Period * 60) {\r
339 // close_all_orders_type(OP_BUY);\r
340 Last_Go_Buy = 0;\r
341 } else if (Last_Go_Sell != 0 && TimeCurrent() - Last_Go_Sell > Calmdown_Period * 60) {\r
342 // close_all_orders_type(OP_SELL);\r
343 Last_Go_Sell = 0;\r
344 }\r
345 \r
346 RefreshRates(); \r
347 spread = Point * MarketInfo(Symbol(), MODE_SPREAD);\r
348 double current_profit = 0;//calc_profit();\r
349 \r
350 if (Debug_Print) {\r
351 Comment(\r
352 "SpeedTrain Forte\nby DrZed 2011\n" +\r
353 "Symbol: " + Symbol() + "\n" +\r
354 "Spread: " + spread + "\n" +\r
355 "ATR value: " + current_atr + "\n" +\r
356 "Pipstep adjusted: " + pipstep_adjusted + "\n" +\r
357 "Last orders price: " + start_price + "\n" +\r
358 "Current close M15 price: " + iClose(NULL, PERIOD_M15, 0) + "\n" +\r
359 "Profit: " + current_profit + " USD\n" +\r
360 "Total spread loss: " + total_spread_loss + " USD\n"\r
361 );\r
362 }\r
363 \r
364 if (current_profit > Close_All_Profit) {\r
365 if (Debug_Print) \r
366 Print(\r
367 "Closing orders on profit " + current_profit + \r
368 " total spread loss: " + total_spread_loss + \r
369 " spread: " + spread + " pips.");\r
370 close_all_orders(); \r
371 }\r
372 \r
373 }\r
374 \r
375 void \r
376 place_pending_buy()\r
377 {\r
378 double buy_price = Ask + pipstep_adjusted;\r
379 double stop_loss = Ask;\r
380 double take_profit = 0; //Ask + 3 * pipstep_adjusted * Point;\r
381 \r
382 if (Debug_Print) \r
383 Print("Placing buy stop order at " + buy_price + " with SL at " + stop_loss);\r
384 \r
385 int ticket_long = OrderSend(\r
386 Symbol(), \r
387 OP_BUYSTOP, \r
388 Lot_Size, \r
389 NormalizeDouble(buy_price, Digits),\r
390 Slippage, \r
391 NormalizeDouble(stop_loss, Digits), \r
392 NormalizeDouble(take_profit, Digits), \r
393 "",\r
394 MagicNumber, \r
395 order_lifetime + TimeCurrent(), \r
396 Blue);\r
397 \r
398 if (ticket_long < 0) {\r
399 Print("Long OrderSend failed with error #", GetLastError()); \r
400 return;\r
401 }\r
402 \r
403 if (Debug_Print) \r
404 Print("Buy stop order placed with ticket " + ticket_long + " at " + buy_price);\r
405 }\r
406 \r
407 void \r
408 place_pending_sell()\r
409 {\r
410 double sell_price = Bid - pipstep_adjusted;\r
411 double stop_loss = Bid;\r
412 double take_profit = 0.0;\r
413 \r
414 if (Debug_Print) \r
415 Print("Placing sell stop order at " + sell_price + " with SL at " + stop_loss);\r
416 \r
417 int ticket_short = OrderSend(\r
418 Symbol(), \r
419 OP_SELLSTOP, \r
420 Lot_Size, \r
421 NormalizeDouble(sell_price, Digits),\r
422 Slippage, \r
423 NormalizeDouble(stop_loss, Digits), \r
424 NormalizeDouble(take_profit, Digits), \r
425 "", \r
426 MagicNumber, \r
427 order_lifetime + TimeCurrent(), \r
428 Red);\r
429 \r
430 if (ticket_short < 0) {\r
431 Print("Short OrderSend failed with error #", GetLastError()); \r
432 return;\r
433 }\r
434 \r
435 if (Debug_Print) Print(\r
436 "Sell stop order placed with ticket " + \r
437 ticket_short + " at " + sell_price);\r
438 }\r
439 \r
440 void \r
441 place_init_buy()\r
442 {\r
443 double stop_loss = Ask - pipstep_adjusted;\r
444 \r
445 if (Debug_Print) \r
446 Print("Placing buy stop order at " + Ask + " with SL at " + stop_loss);\r
447 \r
448 int ticketlong = OrderSend(\r
449 Symbol(),\r
450 OP_BUY, \r
451 Lot_Size, \r
452 NormalizeDouble(Ask, Digits),\r
453 Slippage, \r
454 NormalizeDouble(stop_loss, Digits), \r
455 0, \r
456 "", \r
457 MagicNumber, \r
458 0, \r
459 Blue);\r
460 \r
461 if (ticketlong < 0) {\r
462 if (Debug_Print) \r
463 Print("Long OrderSend failed with error #", GetLastError()); \r
464 return;\r
465 }\r
466 \r
467 if (Debug_Print) Print("Buy stop order placed with ticket " + ticketlong + " at " + Ask);\r
468 }\r
469 \r
470 \r
471 void \r
472 place_init_sell()\r
473 {\r
474 \r
475 double stop_loss = Bid + pipstep_adjusted * Point;\r
476 \r
477 if (Debug_Print) Print("Placing sell stop order at "+Bid+" with SL at "+stop_loss);\r
478 \r
479 int ticketshort = OrderSend(\r
480 Symbol(), \r
481 OP_SELL, \r
482 Lot_Size, \r
483 NormalizeDouble(Bid, Digits), \r
484 Slippage, \r
485 NormalizeDouble(stop_loss, Digits), \r
486 0, \r
487 "", \r
488 MagicNumber, \r
489 0, \r
490 Red);\r
491 \r
492 if (ticketshort < 0) {\r
493 if (Debug_Print) \r
494 Print("Short OrderSend failed with error #", GetLastError());\r
495 \r
496 return;\r
497 }\r
498 \r
499 if (Debug_Print) Print("Sell stop order placed with ticket " + ticketshort + " at " + Bid);\r
500 }\r
501 \r
502 void \r
503 move_up_buys_sl()\r
504 {\r
505 for(int j = 0; j < OrdersTotal(); j++)\r
506 {\r
507 OrderSelect(j, SELECT_BY_POS, MODE_TRADES);\r
508 \r
509 if (\r
510 OrderMagicNumber() == MagicNumber && \r
511 OrderType() == OP_BUY &&\r
512 (TimeCurrent() - OrderOpenTime()) > time_bring_even) {\r
513 \r
514 double stop_loss = OrderStopLoss();\r
515 double new_stop_loss = NormalizeDouble(stop_loss + pipstep_adjusted, Digits);\r
516 \r
517 //if (new_stop_loss < Ask + min_stop * Point) continue;\r
518 \r
519 if (Debug_Print) Print(\r
520 "Moving long SL @ " + OrderOpenPrice() + " SL " + stop_loss + \r
521 " to " + new_stop_loss + " current ASK " + Ask);\r
522 \r
523 bool res = OrderModify(\r
524 OrderTicket(), \r
525 OrderOpenPrice(), \r
526 new_stop_loss, \r
527 OrderTakeProfit(), \r
528 OrderExpiration(), \r
529 Blue);\r
530 \r
531 if (Persistent_Stop == true && res == false) {\r
532 \r
533 new_stop_loss -= (Point * min_stop);\r
534 \r
535 res = OrderModify(\r
536 OrderTicket(), \r
537 OrderOpenPrice(), \r
538 new_stop_loss - Point * min_stop, \r
539 OrderTakeProfit(), \r
540 OrderExpiration(), \r
541 Blue);\r
542 \r
543 }\r
544 \r
545 if (OrderProfit() < Panic_Profit) \r
546 OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Blue);\r
547 }\r
548 \r
549 }\r
550 }\r
551 \r
552 void \r
553 move_down_sells_sl()\r
554 {\r
555 for(int j = 0; j < OrdersTotal(); j++)\r
556 {\r
557 OrderSelect(j, SELECT_BY_POS, MODE_TRADES);\r
558 \r
559 if (OrderMagicNumber() == MagicNumber && OrderType() == OP_SELL &&\r
560 TimeCurrent() - OrderOpenTime() > time_bring_even) {\r
561 double stop_loss = OrderStopLoss();\r
562 double new_stop_loss = NormalizeDouble(stop_loss - pipstep_adjusted, Digits);\r
563 \r
564 //if (new_stop_loss > Bid - min_stop * Point) continue;\r
565 \r
566 if (Debug_Print) Print(\r
567 "Moving short SL @ " + OrderOpenPrice() + " SL " + stop_loss + \r
568 " to " + new_stop_loss + " current BID " + Bid);\r
569 \r
570 bool res = OrderModify(\r
571 OrderTicket(), \r
572 OrderOpenPrice(), \r
573 new_stop_loss, \r
574 OrderTakeProfit(), \r
575 OrderExpiration(), \r
576 Red); \r
577 \r
578 if (Persistent_Stop == true && res == false) {\r
579 new_stop_loss += (Point * min_stop);\r
580 res = OrderModify(\r
581 OrderTicket(), \r
582 OrderOpenPrice(), \r
583 new_stop_loss, \r
584 OrderTakeProfit(), \r
585 OrderExpiration(), \r
586 Red);\r
587 }\r
588 \r
589 if (OrderProfit() < Panic_Profit) \r
590 OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Red);\r
591 }\r
592 \r
593 }\r
594 }\r
595 \r
596 void \r
597 moveLastBuyStopToBE()\r
598 {\r
599 int lastTicket = 0;\r
600 \r
601 for(int j = 0; j < OrdersTotal(); j++)\r
602 {\r
603 OrderSelect(j, SELECT_BY_POS, MODE_TRADES);\r
604 if (OrderMagicNumber() != MagicNumber || OrderType() != OP_BUYSTOP) continue;\r
605 \r
606 int ticketId = OrderTicket();\r
607 if (ticketId > lastTicket) lastTicket = ticketId;\r
608 \r
609 }\r
610 \r
611 if(lastTicket > 0) {\r
612 OrderSelect(lastTicket, SELECT_BY_TICKET, MODE_TRADES);\r
613 \r
614 if (Debug_Print) \r
615 Print("Moving long order number " + lastTicket + " to BE at " + OrderOpenPrice() );\r
616 \r
617 bool res = OrderModify(\r
618 lastTicket, \r
619 OrderOpenPrice(), \r
620 OrderOpenPrice(), \r
621 OrderTakeProfit(), \r
622 OrderExpiration(), \r
623 Blue);\r
624 \r
625 \r
626 if (!res && Debug_Print) \r
627 Print("Long SL2BE order failed with error #", GetLastError());\r
628 \r
629 if (false && res == false)\r
630 res = OrderModify(\r
631 lastTicket, \r
632 OrderOpenPrice(), \r
633 OrderOpenPrice() - (min_stop * Point), \r
634 OrderTakeProfit(), \r
635 OrderExpiration(), \r
636 Blue);\r
637 \r
638 } \r
639 }\r
640 \r
641 void moveLastSellStopToBE()\r
642 {\r
643 int lastTicket=0;\r
644 \r
645 for(int j = 0; j < OrdersTotal(); j++) {\r
646 OrderSelect(j, SELECT_BY_POS, MODE_TRADES);\r
647 if (OrderMagicNumber() != MagicNumber || OrderType() != OP_SELLSTOP) continue;\r
648 \r
649 int ticketId = OrderTicket();\r
650 if(ticketId > lastTicket) lastTicket = ticketId;\r
651 \r
652 }\r
653 \r
654 if(lastTicket > 0) {\r
655 OrderSelect(lastTicket, SELECT_BY_TICKET, MODE_TRADES);\r
656 \r
657 if (Debug_Print) \r
658 Print("Moving short order number " + lastTicket+ " to BE at " + OrderOpenPrice());\r
659 \r
660 bool res = OrderModify(\r
661 lastTicket, \r
662 OrderOpenPrice(), \r
663 OrderOpenPrice(), \r
664 OrderTakeProfit(), \r
665 OrderExpiration(), \r
666 Red);\r
667 \r
668 if (false && res == false) {\r
669 if (Debug_Print) Print("Short SL2BE order failed with error #",GetLastError()); \r
670 res = OrderModify(\r
671 lastTicket, \r
672 OrderOpenPrice(), \r
673 OrderOpenPrice() + Point * min_stop, \r
674 OrderTakeProfit(), \r
675 OrderExpiration(), \r
676 Red);\r
677 }\r
678 \r
679 }\r
680 \r
681 }\r
682 \r