Meta COT Expert.mq4

   1 //+------------------------------------------------------------------+
   2 //|                                       Meta COT Net Positions.mq4 |
   3 //|   Copyright  2009, C-4 (Vasiliy Sokolov, Russia, St.-Petersburg,|
   4 //|                                      2009), All Rights Reserved. |
   5 //|                                                   vs-box@mail.ru |
   6 //+------------------------------------------------------------------+
   7 #property copyright "Copyright  2009, C-4, All Rights Reserved."
   8 #property link      "vs-box@mail.ru"
   9 #property show_inputs
  10 extern int  period=26;
  11 extern int  indicator_tape=21; //     cotlib.mq4   defines
  12 int movement_index=6;
  13 #include <cotlib.mq4>
  14
  15 int handle;
  16 int buy_level_down;
  17 int buy_level_up;
  18 int sell_level_down;
  19 int sell_level_up;
  20 double ticksize;
  21 int init(){
  22    //handle=FileOpen("COT - U.S. DOLLAR CONCATENATE.csv",FILE_READ|FILE_CSV);
  23    //if(handle==-1)Print("   ");
  24    if(init_data()==false)error=true;
  25    if(error==false)load_data();
  26    if(error==false)count_data();
  27    //if(error==true)Print("---------->>>>>>> ERORR!!! <<<<<<<<<--------------");
  28    setparam();
  29 }
  30
  31 int start()
  32 {
  33    if(Volume[0]==1){
  34       if(OrdersTotal()>0)return;
  35       if(buy_level_up==0)return;
  36       if(type_op()==OP_BUY&&delta_fma()>0&&delta_sma()>0){
  37          OrderSend(Symbol(),OP_BUY,0.1,Ask,3,Ask-ticksize*100*(period/26),Ask+ticksize*300*(period/26),"",12345,0,Blue);
  38       }
  39       if(type_op()==OP_SELL&&delta_fma()<0&&delta_sma()<0){
  40          OrderSend(Symbol(),OP_SELL,0.1,Bid,3,Ask+ticksize*100*(period/26),Ask-ticksize*300*(period/26),"",12345,0,Red);
  41       }
  42       //Print(get_data(WILLCO_OPERATORS, 0));
  43    }
  44 }
  45
  46 double delta_fma()
  47 {
  48    //return(iMA(Symbol(),0,5+(1-(period/26)),0,MODE_SMA,PRICE_CLOSE,0)-
  49    //       iMA(Symbol(),0,5+(1-(period/26)),0,MODE_SMA,PRICE_CLOSE,2));
  50    return(iMA(Symbol(),0,5,0,MODE_SMA,PRICE_CLOSE,0)-
  51           iMA(Symbol(),0,5,0,MODE_SMA,PRICE_CLOSE,2));
  52 }
  53
  54 double delta_sma()
  55 {
  56    return(iMA(Symbol(),PERIOD_W1,period,0,MODE_SMA,PRICE_CLOSE,0)-
  57           iMA(Symbol(),PERIOD_W1,period,0,MODE_SMA,PRICE_CLOSE,2));
  58 }
  59
  60 void setparam()
  61 {
  62    switch(indicator_tape){
  63       case WILLCO_OPERATORS:        // 17
  64       case INDEX_OI:                // 19
  65       case INDEX_OPERATORS:         // 21
  66            buy_level_down=80;
  67            buy_level_up=100;
  68            sell_level_down=0;
  69            sell_level_up=20;
  70       case WILLCO_NONCOMM:          // 16
  71       case WILLCO_NONREP:           // 18
  72       case INDEX_NONCOMM:           // 20
  73       case INDEX_NONREP:            // 22
  74            buy_level_down=0;
  75            buy_level_up=20;
  76            sell_level_down=80;
  77            sell_level_up=100;
  78       case MOVEMENT_NONCOMM:        // 23
  79       case MOVEMENT_NONREP:         // 25
  80       case MOVEMENT_OI:             // 26
  81            /*buy_level_down=-100;
  82            buy_level_up=-40;
  83            sell_level_down=40;
  84            sell_level_up=100;*/
  85            buy_level_down=40;
  86            buy_level_up=100;
  87            sell_level_down=-100;
  88            sell_level_up=-40;
  89       case MOVEMENT_OPERATORS:      // 24
  90            buy_level_down=40;
  91            buy_level_up=100;
  92            sell_level_down=-100;
  93            sell_level_up=-40;
  94    }
  95    ticksize=MarketInfo(Symbol(), MODE_TICKSIZE);
  96 }
  97
  98 int type_op()
  99 {
 100    if(get_data(indicator_tape,0)>=buy_level_down&&get_data(indicator_tape,0)<=buy_level_up)
 101       return(OP_BUY);
 102    if(get_data(indicator_tape,0)>=sell_level_down&&get_data(indicator_tape,0)<=sell_level_up)
 103       return(OP_SELL);
 104    else return(-1);
 105 }