| blob | 1aee974fcf832a1718311e610ad0dad91b28171a |
1 <<<<<<< HEAD
2 =======
5 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
6 //+------------------------------------------------------------------+\r
7 //| scalper.mq4 |\r
8 //| Copyright © 2011, Zarko Asenov |\r
9 //| |\r
10 //+------------------------------------------------------------------+\r
11 #property copyright "Copyright © 2011, Zarko Asenov"\r
12 #property link ""\r
13 \r
14 /* General settings */\r
15 extern int Slippage = 3;\r
16 extern double Lot_Size = 0.12;\r
17 extern int Magic_Number = 9876543210;\r
18 extern bool Debug_Print = true;\r
19 <<<<<<< HEAD
20 \r
21 /* Stochastic oscillator */\r
22 extern int Stoch_K = 6;\r
23 extern int Stoch_D = 4;\r
24 extern int Stoch_Slow = 3;\r
25 \r
26 /* MA settings */\r
27 extern int MAPeriod = 10;\r
28 extern int MAGainLimit = 10;\r
29 extern double DeltaCoef = 1.5;\r
30 extern double MA_Floor = 0.0015;\r
31 \r
32 /* Some grid safety */\r
33 extern double Grid_Size_Pips = 0.00030;\r
34 extern int Num_stops = 2;\r
35 \r
36 \r
37 int buy_pos_id = 0;\r
38 int sell_pos_id = 0;\r
39 int digits = 0;\r
40 double tick_value = 0;\r
41 double buy_ceiling_price = 0.0;\r
42 \r
43 =======
44 extern string Orders_Label = "Scalper Zed";\r
45 \r
46 /* Stochastic oscillator */\r
47 extern int Stoch_K = 5;\r
48 extern int Stoch_D = 5;\r
49 extern int Stoch_Slow = 3;\r
50 extern int Stoch_Period = PERIOD_H4;\r
51 \r
52 /* ATR */\r
53 extern int ATR_Fast = 7;\r
54 extern int ATR_Slow = 39;\r
55 extern double ATR_Ratio_Floor = 0.75;\r
56 extern int ATR_Period = PERIOD_H1;\r
57 \r
58 /* Some grid safety */\r
59 extern double Grid_Size_Pips = 0.00032;\r
60 extern int Num_stops = 2;\r
61 extern bool Trade_Fridays = false;\r
62 \r
63 \r
64 int deletes_count = 0;\r
65 int pending_deletes[32];\r
66 datetime last_go_buy = 0;\r
67 datetime last_go_sell = 0;\r
68 double buy_ceiling_price = 0.0;\r
69 double sell_ceiling_price = 0.0;\r
70 double spread = 0.0;\r
71 double stop_level = 0.0;\r
72 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
73 \r
74 double\r
75 calc_profit(int magic_number, int op)\r
76 {\r
77 double presult = 0.0;\r
78 \r
79 for (int i = 0; i < OrdersTotal(); i++) {\r
80 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
81 \r
82 if (OrderSymbol() != Symbol() || OrderMagicNumber() != magic_number || OrderType() != op) continue;\r
83 \r
84 presult += OrderProfit();\r
85 \r
86 }\r
87 \r
88 return (presult); \r
89 }\r
90 \r
91 double\r
92 profit_buys()\r
93 {\r
94 return (calc_profit(Magic_Number, OP_BUY));\r
95 }\r
96 \r
97 double\r
98 profit_sells()\r
99 {\r
100 return (calc_profit(Magic_Number, OP_SELL));\r
101 }\r
102 \r
103 <<<<<<< HEAD
104 bool move_orders_stoploss(double price, int op)\r
105 {\r
106 bool result = true;\r
107 for (int i = 0; i < OrdersTotal(); i++) {\r
108 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
109 \r
110 if (OrderSymbol() != Symbol() || OrderMagicNumber() != Magic_Number || OrderType() != op) continue;\r
111 \r
112 double take_profit = OrderTakeProfit();\r
113 \r
114 if (take_profit < price) take_profit = price + Grid_Size_Pips * 2;\r
115 \r
116 bool rc = OrderModify(OrderTicket(), OrderOpenPrice(), price, take_profit, OrderExpiration(), Blue);\r
117 result = rc && result;\r
118 if (rc == false && Debug_Print == true) {\r
119 Print("Failed modyfying order "+OrderTicket()+" stop loss to "+price);\r
120 }\r
121 \r
122 }\r
123 return (result);\r
124 }\r
125 \r
126 bool move_buys_stoploss(double price)\r
127 {\r
128 return ( move_orders_stoploss(price, OP_BUY) );\r
129 =======
130 int\r
131 get_periods_time(datetime order_time)\r
132 {\r
133 double time_diff = TimeCurrent() - order_time;\r
134 return ( MathFloor( order_time / ( 60 * Period() ) ) );\r
135 }\r
136 \r
137 double\r
138 get_high_price(datetime order_time)\r
139 {\r
140 int time_pos = get_periods_time(order_time);\r
141 return (High[time_pos]);\r
142 }\r
143 \r
144 double\r
145 get_low_price(datetime order_time)\r
146 {\r
147 int time_pos = get_periods_time(order_time);\r
148 return (Low[time_pos]);\r
149 }\r
150 \r
151 color\r
152 get_order_color(int op)\r
153 {\r
154 switch(op) {\r
155 case OP_BUY:\r
156 return (Blue);\r
157 \r
158 case OP_BUYSTOP:\r
159 case OP_BUYLIMIT:\r
160 return (Aqua);\r
161 \r
162 case OP_SELL:\r
163 return (Red);\r
164 \r
165 case OP_SELLSTOP:\r
166 case OP_SELLLIMIT:\r
167 return (Orange);\r
168 \r
169 default:\r
170 if (Debug_Print) Print("Unknown Order Type "+op);\r
171 return (0);\r
172 }\r
173 }\r
174 \r
175 bool \r
176 move_orders_stoploss(\r
177 int op, \r
178 datetime from, \r
179 datetime to)\r
180 {\r
181 bool result = true;\r
182 color order_color;\r
183 \r
184 order_color = get_order_color(op);\r
185 \r
186 for (int i = 0; i < OrdersTotal(); i++) {\r
187 \r
188 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
189 \r
190 if (OrderSymbol() != Symbol() || \r
191 OrderMagicNumber() != Magic_Number || \r
192 OrderType() != op ||\r
193 OrderOpenTime() < from ||\r
194 OrderOpenTime() > to) \r
195 continue;\r
196 \r
197 double price;\r
198 \r
199 switch (op) {\r
200 case OP_BUY:\r
201 case OP_BUYSTOP:\r
202 case OP_BUYLIMIT:\r
203 price = get_low_price( OrderOpenTime() );\r
204 break;\r
205 \r
206 case OP_SELL:\r
207 case OP_SELLSTOP:\r
208 case OP_SELLLIMIT:\r
209 price = get_high_price( OrderOpenTime() );\r
210 break;\r
211 \r
212 default:\r
213 if (Debug_Print) Print("Uknown order type " + op);\r
214 continue;\r
215 }\r
216 \r
217 \r
218 bool rc = OrderModify(OrderTicket(), OrderOpenPrice(), price, OrderTakeProfit(), OrderExpiration(), order_color);\r
219 result = rc && result;\r
220 \r
221 \r
222 if (rc == true) continue;\r
223 \r
224 if (Debug_Print == true) \r
225 Print("Failed modyfying order "+OrderTicket()+" stop loss to "+price);\r
226 \r
227 switch (op) {\r
228 case OP_BUY:\r
229 case OP_SELL:\r
230 // order should be killed by end of next period no matter what\r
231 if (OrderOpenTime() + Period() * 60 < Time[0] )\r
232 rc = OrderClose( OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, order_color);\r
233 result = result && rc;\r
234 if (Debug_Print == true && rc == false)\r
235 Print("Closing order " + OrderTicket() + " failed. Check your shit my friend.");\r
236 break;\r
237 \r
238 case OP_BUYLIMIT:\r
239 case OP_SELLLIMIT:\r
240 case OP_BUYSTOP:\r
241 case OP_SELLSTOP:\r
242 OrderDelete( OrderTicket() );\r
243 break;\r
244 \r
245 default:\r
246 if (Debug_Print) Print("Uknown order type " + op);\r
247 continue;\r
248 }\r
249 \r
250 }\r
251 \r
252 return (result);\r
253 }\r
254 \r
255 bool move_prev_buys_stoploss()\r
256 {\r
257 bool rc = true;\r
258 rc = rc && move_orders_stoploss(OP_BUY, 0, Time[0]);\r
259 rc = rc && move_orders_stoploss(OP_BUYSTOP, 0, Time[0] );\r
260 rc = rc && move_orders_stoploss(OP_BUYLIMIT, 0, Time[0] );\r
261 \r
262 return (rc);\r
263 }\r
264 \r
265 bool move_prev_sells_stoploss()\r
266 {\r
267 bool rc = true;\r
268 rc = rc && move_orders_stoploss(OP_SELL, 0, Time[0]);\r
269 rc = rc && move_orders_stoploss(OP_SELLSTOP, 0, Time[0]);\r
270 rc = rc && move_orders_stoploss(OP_SELLLIMIT, 0, Time[0]);\r
271 \r
272 return (rc);\r
273 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
274 }\r
275 \r
276 bool\r
277 delete_all(int op)\r
278 {\r
279 bool result = true;\r
280 for (int i = 0; i < OrdersTotal(); i++) {\r
281 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
282 \r
283 if (OrderSymbol() != Symbol() || OrderMagicNumber() != Magic_Number || OrderType() != op) continue;\r
284 \r
285 bool rc = OrderDelete(OrderTicket());\r
286 result = rc && result;\r
287 if (rc == false && Debug_Print == true) {\r
288 Print("Failed deleting order " + OrderTicket() + " type " + op);\r
289 }\r
290 \r
291 }\r
292 return (result);\r
293 }\r
294 \r
295 bool\r
296 <<<<<<< HEAD
297 delete_all_buy_stops()\r
298 =======
299 delete_all_pending_buys()\r
300 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
301 {\r
302 return ( delete_all(OP_BUYSTOP) );\r
303 }\r
304 \r
305 <<<<<<< HEAD
306 int\r
307 place_buy(double lot_size)\r
308 =======
309 \r
310 bool\r
311 delete_all_pending_sells()\r
312 {\r
313 return ( delete_all(OP_SELLSTOP) );\r
314 }\r
315 \r
316 bool\r
317 delete_pending()\r
318 {\r
319 bool ret = true;\r
320 \r
321 for (int i = 0; i < deletes_count; i++) {\r
322 bool rc = OrderSelect(i, SELECT_BY_TICKET, MODE_TRADES);\r
323 if (rc == false) {\r
324 Print("Select of order " + pending_deletes[i] + " failed.");\r
325 continue;\r
326 }\r
327 \r
328 rc = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Khaki);\r
329 if (rc == false) Print("Uh-oh delete order " + OrderTicket() + " failed. Please check this out manually!");\r
330 \r
331 }\r
332 \r
333 deletes_count = 0;\r
334 }\r
335 \r
336 int\r
337 place_buy(double lot_size, double take_profit, double stop_loss)\r
338 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
339 {\r
340 if (lot_size == 0.0 ) {\r
341 if (Debug_Print) Print("Scalping disabled!");\r
342 return (0);\r
343 }\r
344 \r
345 <<<<<<< HEAD
346 double ask = MarketInfo(Symbol(), MODE_ASK); \r
347 \r
348 if (Debug_Print) Print("Placing scalp buy order at " + ask);\r
349 \r
350 int ticketlong = OrderSend(\r
351 Symbol(), \r
352 OP_BUY, \r
353 lot_size,\r
354 NormalizeDouble(ask, digits), \r
355 Slippage, \r
356 0, \r
357 0, \r
358 =======
359 if (Debug_Print) Print("Placing scalp buy order at " + Ask);\r
360 \r
361 int ticket_num = OrderSend(\r
362 Symbol(), \r
363 OP_BUY, \r
364 lot_size,\r
365 Ask, \r
366 Slippage, \r
367 stop_loss, \r
368 take_profit, \r
369 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
370 "Scalper Zed", \r
371 Magic_Number,\r
372 0, \r
373 Blue);\r
374 \r
375 if (Debug_Print) { \r
376 <<<<<<< HEAD
377 if (ticketlong < 0) {\r
378 Print("Whaa long OrderSend failed with error #", GetLastError() );\r
379 ticketlong = 0;\r
380 } else {\r
381 Print("Buy order placed with ticket " + ticketlong + " at " + ask);\r
382 }\r
383 }\r
384 \r
385 return (ticketlong);\r
386 }\r
387 \r
388 int\r
389 place_buy_stop(double lot_size, double price)\r
390 =======
391 if (ticket_num < 0) {\r
392 Print("Whaa long order failed with error " + GetLastError() );\r
393 ticket_num = 0;\r
394 } else {\r
395 Print("Buy order placed with ticket " + ticket_num + " at " + Ask);\r
396 }\r
397 }\r
398 \r
399 return (ticket_num);\r
400 }\r
401 \r
402 int\r
403 place_sell(double lot_size, double take_profit, double stop_loss)\r
404 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
405 {\r
406 if (lot_size == 0.0 ) {\r
407 if (Debug_Print) Print("Scalping disabled!");\r
408 return (0);\r
409 }\r
410 \r
411 <<<<<<< HEAD
412 if (Debug_Print) Print("Placing scalp buy stop order at " + price);\r
413 \r
414 int ticketlong = OrderSend(\r
415 Symbol(), \r
416 OP_BUYLIMIT, \r
417 lot_size,\r
418 NormalizeDouble(price, Digits), \r
419 Slippage, \r
420 0, \r
421 NormalizeDouble(buy_ceiling_price, Digits), \r
422 "Scalper Zed", \r
423 Magic_Number,\r
424 0, \r
425 Blue);\r
426 \r
427 if (Debug_Print) { \r
428 if (ticketlong < 0) {\r
429 Print("Whaa OrderSend OP_BUYSTOP, failed with error #" + GetLastError() + \r
430 " current ASK price for " + Symbol() + " is " + Ask);\r
431 ticketlong = 0;\r
432 } else {\r
433 Print("Buy stop order placed with ticket " + ticketlong + " at " + price);\r
434 }\r
435 }\r
436 \r
437 return (ticketlong);\r
438 }\r
439 \r
440 int\r
441 place_sell(double lot_size)\r
442 =======
443 if (Debug_Print) Print("Placing scalp sell order at " + Bid);\r
444 \r
445 int ticket_num = OrderSend(\r
446 Symbol(), \r
447 OP_SELL, \r
448 lot_size,\r
449 Bid, \r
450 Slippage, \r
451 stop_loss, \r
452 take_profit, \r
453 "Scalper Zed", \r
454 Magic_Number,\r
455 0, \r
456 Red);\r
457 \r
458 if (Debug_Print) { \r
459 if (ticket_num < 0) {\r
460 Print("Whaa short order failed with error " + GetLastError() );\r
461 ticket_num = 0;\r
462 } else {\r
463 Print("Short order placed with ticket " + ticket_num + " at " + Bid);\r
464 }\r
465 }\r
466 \r
467 return (ticket_num);\r
468 }\r
469 \r
470 int\r
471 place_pending_buy(double lot_size, double price, double take_profit)\r
472 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
473 {\r
474 if (lot_size == 0.0 ) {\r
475 if (Debug_Print) Print("Scalping disabled!");\r
476 return (0);\r
477 }\r
478 \r
479 <<<<<<< HEAD
480 double bid = MarketInfo(Symbol(), MODE_BID); \r
481 \r
482 if (Debug_Print) Print("Placing scalp sell order at " + bid);\r
483 \r
484 int ticketshort = OrderSend(\r
485 Symbol(), \r
486 OP_SELL, \r
487 lot_size,\r
488 NormalizeDouble(bid, digits), \r
489 Slippage, \r
490 0, \r
491 0, \r
492 "Scalper Zed", \r
493 Magic_Number, \r
494 0, \r
495 Red);\r
496 if (Debug_Print) { \r
497 if (ticketshort < 0) {\r
498 Print("Whaa short OrderSend failed with error #", GetLastError() );\r
499 ticketshort = 0;\r
500 } else {\r
501 Print("Sell order placed with ticket " + ticketshort + " at " + bid);\r
502 }\r
503 }\r
504 \r
505 return (ticketshort);\r
506 =======
507 price = NormalizeDouble(price, Digits);\r
508 \r
509 if (Debug_Print) Print("Placing pending buy order at " + price);\r
510 \r
511 int op;\r
512 int ticket_num = 0;\r
513 double stop_loss = 0.0;\r
514 \r
515 if (price < Ask) op = OP_BUYLIMIT;\r
516 else if (price > Ask) op = OP_BUYSTOP;\r
517 else ticket_num = place_buy(lot_size, take_profit, 0.0);\r
518 \r
519 color order_color = get_order_color(OP_BUY); \r
520 datetime expire_time = Time[0] + Period() * 60;\r
521 \r
522 if (ticket_num == 0) \r
523 ticket_num = OrderSend(\r
524 Symbol(), \r
525 op, \r
526 lot_size,\r
527 price, \r
528 Slippage,\r
529 stop_loss,\r
530 take_profit, \r
531 Orders_Label, \r
532 Magic_Number,\r
533 expire_time, \r
534 order_color);\r
535 \r
536 if (Debug_Print) { \r
537 if (ticket_num < 0) {\r
538 Print("Whaa pending order failed with error #" + GetLastError() + \r
539 " current ask for " + Symbol() + " is " + Ask);\r
540 ticket_num = 0;\r
541 } else {\r
542 Print("Pending buy order placed with ticket " + ticket_num + " at " + price);\r
543 }\r
544 }\r
545 \r
546 return (ticket_num);\r
547 }\r
548 \r
549 int\r
550 place_pending_sell(double lot_size, double price, double take_profit)\r
551 {\r
552 if (lot_size == 0.0 ) {\r
553 if (Debug_Print) Print("Scalping disabled!");\r
554 return (0);\r
555 }\r
556 \r
557 price = NormalizeDouble(price, Digits);\r
558 \r
559 if (Debug_Print) Print("Placing pending sell order at " + price);\r
560 \r
561 int op;\r
562 int ticket_num = 0;\r
563 double stop_loss = 0.0;\r
564 \r
565 if (price > Bid) op = OP_SELLLIMIT;\r
566 else if (price < Bid) op = OP_SELLSTOP;\r
567 else ticket_num = place_sell(lot_size, take_profit, 0.0);\r
568 \r
569 color order_color = get_order_color(OP_SELL); \r
570 datetime expire_time = Time[0] + Period() * 60;\r
571 \r
572 if (ticket_num == 0) \r
573 ticket_num = OrderSend(\r
574 Symbol(), \r
575 op, \r
576 lot_size,\r
577 price, \r
578 Slippage,\r
579 stop_loss,\r
580 take_profit, \r
581 Orders_Label, \r
582 Magic_Number,\r
583 expire_time, \r
584 order_color);\r
585 \r
586 if (Debug_Print) { \r
587 if (ticket_num < 0) {\r
588 Print("Whaa pending order failed with error #" + GetLastError() + \r
589 " current bid for " + Symbol() + " is " + Bid);\r
590 ticket_num = 0;\r
591 } else {\r
592 Print("Pending sell order placed with ticket " + ticket_num + " at " + price);\r
593 }\r
594 }\r
595 \r
596 return (ticket_num);\r
597 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
598 }\r
599 \r
600 bool\r
601 close_all(int magic_number, int op)\r
602 {\r
603 bool rc = true;\r
604 \r
605 for (int i = 0; i < OrdersTotal(); i++) {\r
606 \r
607 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
608 \r
609 if (OrderSymbol() != Symbol() || \r
610 OrderMagicNumber() != magic_number || \r
611 OrderType() != op) continue;\r
612 \r
613 int ret = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Gray);\r
614 \r
615 if (ret < 0) {\r
616 Print("Close order failed with error #", GetLastError() );\r
617 rc = false;\r
618 }\r
619 \r
620 }\r
621 \r
622 return (rc);\r
623 }\r
624 \r
625 bool force_close_sells = false;\r
626 bool force_close_buys = false;\r
627 \r
628 bool\r
629 close_all_sells()\r
630 {\r
631 bool rc = close_all(Magic_Number, OP_SELL);\r
632 \r
633 if (rc == true) {\r
634 force_close_sells = false;\r
635 <<<<<<< HEAD
636 sell_pos_id = 0;\r
637 } else {\r
638 force_close_sells = true;\r
639 sell_pos_id = 0;\r
640 =======
641 } else {\r
642 force_close_sells = true;\r
643 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
644 }\r
645 }\r
646 \r
647 bool\r
648 close_all_buys()\r
649 {\r
650 bool rc = close_all(Magic_Number, OP_BUY);\r
651 if (rc == true) {\r
652 force_close_buys = false;\r
653 } else {\r
654 force_close_buys = true;\r
655 }\r
656 <<<<<<< HEAD
657 buy_pos_id = 0;\r
658 =======
659 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
660 }\r
661 \r
662 //+------------------------------------------------------------------+\r
663 //| expert initialization function |\r
664 //+------------------------------------------------------------------+\r
665 int init()\r
666 {\r
667 <<<<<<< HEAD
668 tick_value = MarketInfo(Symbol(), MODE_TICKVALUE);\r
669 digits = MarketInfo(Symbol(), MODE_DIGITS);\r
670 =======
671 last_go_buy = 0;\r
672 last_go_sell = 0;\r
673 deletes_count = 0;\r
674 buy_ceiling_price = 0.0;\r
675 sell_ceiling_price = 0.0;\r
676 spread = MarketInfo(Symbol(), MODE_SPREAD) * Point;\r
677 stop_level = MarketInfo(Symbol(), MODE_STOPLEVEL) * Point;\r
678 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
679 \r
680 return(0);\r
681 }\r
682 \r
683 //+------------------------------------------------------------------+\r
684 //| expert deinitialization function |\r
685 //+------------------------------------------------------------------+\r
686 int deinit()\r
687 {\r
688 \r
689 return(0);\r
690 }\r
691 \r
692 <<<<<<< HEAD
693 bool end_is_neigh()\r
694 {\r
695 if (TimeCurrent() - Time[0] < Period() * 60.0 * 0.9) return (false);\r
696 else return (true);\r
697 } \r
698 \r
699 bool\r
700 go_buy() \r
701 {\r
702 if (buy_ceiling_price != 0.0) return (false);\r
703 \r
704 if (end_is_neigh() == false) return (false);\r
705 \r
706 double cur_ma_diff = iCustom(Symbol(), Period(), "Ehlers ZeroLag MA Osc", 20, 50, 3, 0, 0);\r
707 if (cur_ma_diff <= 0.0) return (false);\r
708 \r
709 double cur_ma_delta_long = iCustom(Symbol(), Period(), "Ehlers ZeroLag MA Osc", 120, 50, 3, 1, 0);\r
710 double prev_ma_delta_long = iCustom(Symbol(), Period(), "Ehlers ZeroLag MA Osc", 120, 50, 3, 1, 0);\r
711 if (cur_ma_delta_long < prev_ma_delta_long || cur_ma_delta_long <= 0.0) return (false);\r
712 \r
713 double cur_ma_delta = iCustom(Symbol(), Period(), "Ehlers ZeroLag MA Osc", 20, 50, 3, 1, 0);\r
714 double prev_ma_delta = iCustom(Symbol(), Period(), "Ehlers ZeroLag MA Osc", 20, 50, 3, 1, 1);\r
715 if (cur_ma_delta < prev_ma_delta || cur_ma_delta <= 0.0) return (false);\r
716 =======
717 bool \r
718 end_is_neigh()\r
719 {\r
720 if (TimeCurrent() - Time[0] < Period() * 60.0 * 0.8) return (false);\r
721 else return (true);\r
722 } \r
723 \r
724 double\r
725 get_mid_price()\r
726 {\r
727 return ( (High[0] + Low[0]) / 2.0 );\r
728 }\r
729 \r
730 bool\r
731 is_friday()\r
732 {\r
733 return (DayOfWeek() == 5);\r
734 }\r
735 \r
736 bool\r
737 atr_go()\r
738 {\r
739 // trendy enough?\r
740 double atr_ratio = iATR(Symbol(), ATR_Period, ATR_Fast, 0) / iATR(Symbol(), ATR_Period, ATR_Slow, 0);\r
741 \r
742 if (atr_ratio < ATR_Ratio_Floor) return (false);\r
743 \r
744 double atr_prev_ratio = iATR(Symbol(), ATR_Period, ATR_Fast, 0) / iATR(Symbol(), ATR_Period, ATR_Slow, 0);\r
745 \r
746 if (atr_prev_ratio < ATR_Ratio_Floor) return (false);\r
747 \r
748 if (atr_ratio < atr_prev_ratio) return (false);\r
749 \r
750 return (true);\r
751 }\r
752 \r
753 bool\r
754 stoch_buy(int period)\r
755 {\r
756 double stoch_k = iStochastic(Symbol(), period, Stoch_K, Stoch_D, Stoch_Slow, MODE_EMA, 0, 0, 0);\r
757 if (stoch_k > 85.0 || stoch_k < 45.0) return (false);\r
758 \r
759 // make sure stoch is going up\r
760 double prev_stoch_k = iStochastic(Symbol(), period, Stoch_K, Stoch_D, Stoch_Slow, MODE_EMA, 0, 0, 1);\r
761 if (stoch_k <= prev_stoch_k) return (false);\r
762 \r
763 // were not in a down trend\r
764 double stoch_d = iStochastic(Symbol(), period, Stoch_K, Stoch_D, Stoch_Slow, MODE_EMA, 0, 1, 0);\r
765 if (stoch_d >= stoch_k) return (false);\r
766 \r
767 double prev_stoch_d = iStochastic(Symbol(), period, Stoch_K, Stoch_D, Stoch_Slow, MODE_EMA, 0, 1, 0);\r
768 if (prev_stoch_k - prev_stoch_d > stoch_k - stoch_d) return (false);\r
769 \r
770 return (true);\r
771 }\r
772 \r
773 bool\r
774 stoch_sell(int period)\r
775 {\r
776 double stoch_k = iStochastic(Symbol(), period, Stoch_K, Stoch_D, Stoch_Slow, MODE_EMA, 0, 0, 0);\r
777 if (stoch_k > 65.0 || stoch_k < 15.0) return (false);\r
778 \r
779 // make sure stoch is going down\r
780 double prev_stoch_k = iStochastic(Symbol(), period, Stoch_K, Stoch_D, Stoch_Slow, MODE_EMA, 0, 0, 1);\r
781 if (stoch_k >= prev_stoch_k) return (false);\r
782 \r
783 // were in a down trend\r
784 double stoch_d = iStochastic(Symbol(), period, Stoch_K, Stoch_D, Stoch_Slow, MODE_EMA, 0, 1, 0);\r
785 if (stoch_d <= stoch_k) return (false);\r
786 \r
787 double prev_stoch_d = iStochastic(Symbol(), period, Stoch_K, Stoch_D, Stoch_Slow, MODE_EMA, 0, 1, 0);\r
788 if (prev_stoch_k - prev_stoch_d < stoch_k - stoch_d) return (false);\r
789 \r
790 return (true);\r
791 }\r
792 \r
793 bool\r
794 go_buy() \r
795 {\r
796 if (end_is_neigh() == false) return (false);\r
797 if (Trade_Fridays == false && is_friday() == true) return (false);\r
798 \r
799 if (buy_ceiling_price != 0.0) return (false);\r
800 \r
801 double mid_price = get_mid_price();\r
802 \r
803 if (Ask + Grid_Size_Pips + stop_level > mid_price) return (false);\r
804 \r
805 if (atr_go() == false) return (false);\r
806 \r
807 if (stoch_buy(Stoch_Period) == false) return (false);\r
808 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
809 \r
810 return (true);\r
811 }\r
812 \r
813 bool\r
814 <<<<<<< HEAD
815 do_close_buys()\r
816 {\r
817 if (force_close_buys == true) return (true);\r
818 \r
819 if (buy_ceiling_price == 0.0) return (false);\r
820 \r
821 double cur_ma_delta_long = iCustom(Symbol(), Period(), "Ehlers ZeroLag MA Osc", 120, 50, 3, 1, 0);\r
822 if (cur_ma_delta_long <= 0.0) return (true);\r
823 \r
824 double cur_ma_diff_long = iCustom(Symbol(), Period(), "Ehlers ZeroLag MA Osc", 120, 50, 3, 0, 0);\r
825 if (end_is_neigh() == false && (cur_ma_delta_long > 0.0 || cur_ma_diff_long > 0.0)) return (false);\r
826 \r
827 double cur_ma_delta = iCustom(Symbol(), Period(), "Ehlers ZeroLag MA Osc", 20, 50, 3, 1, 0);\r
828 double prev_ma_delta = iCustom(Symbol(), Period(), "Ehlers ZeroLag MA Osc", 20, 50, 3, 1, 1);\r
829 if (cur_ma_delta < prev_ma_delta && cur_ma_delta < 0.0) return (true);\r
830 \r
831 return (false); \r
832 }\r
833 \r
834 //+------------------------------------------------------------------+\r
835 //| expert start function |\r
836 //+------------------------------------------------------------------+\r
837 int start()\r
838 {\r
839 if (go_buy() == true) {\r
840 buy_ceiling_price = Ask;\r
841 if (Debug_Print) Print("New buy ceiling is "+buy_ceiling_price);\r
842 for (int i = 1; i < Num_stops + 1; i++) {\r
843 place_buy_stop(Lot_Size, buy_ceiling_price - i * Grid_Size_Pips);\r
844 }\r
845 }\r
846 \r
847 if (buy_ceiling_price != 0.0 && Ask > buy_ceiling_price + Grid_Size_Pips) {\r
848 move_buys_stoploss( Grid_Size_Pips * MathFloor(Ask / Grid_Size_Pips) - Grid_Size_Pips );\r
849 }\r
850 \r
851 if (do_close_buys() == true) {\r
852 if (Debug_Print) Print("Closing everything.");\r
853 buy_ceiling_price = 0.0;\r
854 close_all_buys();\r
855 delete_all_buy_stops();\r
856 }\r
857 \r
858 return(0);\r
859 }\r
860 //+------------------------------------------------------------------+
861 =======
862 go_sell() \r
863 {\r
864 if (end_is_neigh() == false) return (false);\r
865 if (Trade_Fridays == false && is_friday() == true) return (false);\r
866 \r
867 if (sell_ceiling_price != 0.0) return (false);\r
868 \r
869 double mid_price = get_mid_price();\r
870 \r
871 if (Bid - Grid_Size_Pips - stop_level < mid_price) return (false);\r
872 \r
873 if (stoch_sell(Stoch_Period) == false) return (false);\r
874 \r
875 if (atr_go() == false) return (false);\r
876 \r
877 return (true);\r
878 }\r
879 \r
880 bool\r
881 place_buys(double start_price)\r
882 {\r
883 bool rc = true;\r
884 \r
885 for (int i = 1; i < Num_stops + 1; i++) {\r
886 rc = rc && place_pending_buy(Lot_Size, start_price - i * Grid_Size_Pips, start_price - spread);\r
887 }\r
888 \r
889 return (rc);\r
890 }\r
891 \r
892 bool\r
893 place_sells(double start_price)\r
894 {\r
895 bool rc = true;\r
896 \r
897 for (int i = 1; i < Num_stops + 1; i++) {\r
898 rc = rc && place_pending_sell(Lot_Size, start_price + i * Grid_Size_Pips, start_price + spread);\r
899 }\r
900 \r
901 return (rc);\r
902 }\r
903 \r
904 //+------------------------------------------------------------------+\r
905 //| expert start function |\r
906 //+------------------------------------------------------------------+\r
907 int start()\r
908 {\r
909 spread = MarketInfo(Symbol(), MODE_SPREAD) * Point;\r
910 \r
911 if (last_go_buy == 0 && go_buy() == true) {\r
912 buy_ceiling_price = get_mid_price();\r
913 if (Debug_Print) Print("New buy ceiling is " + buy_ceiling_price);\r
914 last_go_buy = TimeCurrent(); \r
915 } else if (last_go_sell == 0 && go_sell() == true) {\r
916 sell_ceiling_price = get_mid_price();\r
917 if (Debug_Print) Print("New sell ceiling is " + sell_ceiling_price);\r
918 last_go_sell = TimeCurrent(); \r
919 } \r
920 \r
921 if (buy_ceiling_price != 0.0) {\r
922 place_buys(buy_ceiling_price);\r
923 buy_ceiling_price = 0.0;\r
924 } else if (sell_ceiling_price != 0.0) {\r
925 place_sells(sell_ceiling_price);\r
926 sell_ceiling_price = 0.0;\r
927 } \r
928 \r
929 if (last_go_buy != 0 && TimeCurrent() > last_go_buy + Period() * 60) {\r
930 if (move_prev_buys_stoploss() == true) \r
931 last_go_buy = 0;\r
932 else\r
933 last_go_buy += 5 * 60;\r
934 } else if (last_go_sell != 0 && TimeCurrent() > last_go_sell + Period() * 60) {\r
935 if (move_prev_sells_stoploss() == true) \r
936 last_go_sell = 0;\r
937 else\r
938 last_go_sell += 5 * 60;\r
939 } \r
940 \r
941 if (Debug_Print) \r
942 Comment(\r
943 "Buy ceiling: "+buy_ceiling_price+"\n"+\r
944 "Last go buy: "+last_go_buy+"\n"+ \r
945 "Spread: "+spread+"\n"+\r
946 "Debug verbosity is on.");\r
947 \r
948 return(0);\r
949 }\r
950 //+------------------------------------------------------------------+
951 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9