Moving Average.mq4

   1 //+------------------------------------------------------------------+\r
   2 //|                                               Moving Average.mq4 |\r
   3 //|                      Copyright © 2005, MetaQuotes Software Corp. |\r
   4 //|                                       http://www.metaquotes.net/ |\r
   5 //+------------------------------------------------------------------+\r
   6 #define MAGICMA  20050610\r
   7 \r
   8 extern double Lots               = 0.1;\r
   9 extern double MaximumRisk        = 0.02;\r
  10 extern double DecreaseFactor     = 3;\r
  11 extern double MovingPeriod       = 12;\r
  12 extern double MovingShift        = 6;\r
  13 //+------------------------------------------------------------------+\r
  14 //| Calculate open positions                                         |\r
  15 //+------------------------------------------------------------------+\r
  16 int CalculateCurrentOrders(string symbol)\r
  17   {\r
  18    int buys=0,sells=0;\r
  19 //----\r
  20    for(int i=0;i<OrdersTotal();i++)\r
  21      {\r
  22       if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;\r
  23       if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)\r
  24         {\r
  25          if(OrderType()==OP_BUY)  buys++;\r
  26          if(OrderType()==OP_SELL) sells++;\r
  27         }\r
  28      }\r
  29 //---- return orders volume\r
  30    if(buys>0) return(buys);\r
  31    else       return(-sells);\r
  32   }\r
  33 //+------------------------------------------------------------------+\r
  34 //| Calculate optimal lot size                                       |\r
  35 //+------------------------------------------------------------------+\r
  36 double LotsOptimized()\r
  37   {\r
  38    double lot=Lots;\r
  39    int    orders=HistoryTotal();     // history orders total\r
  40    int    losses=0;                  // number of losses orders without a break\r
  41 //---- select lot size\r
  42    lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);\r
  43 //---- calcuulate number of losses orders without a break\r
  44    if(DecreaseFactor>0)\r
  45      {\r
  46       for(int i=orders-1;i>=0;i--)\r
  47         {\r
  48          if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }\r
  49          if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;\r
  50          //----\r
  51          if(OrderProfit()>0) break;\r
  52          if(OrderProfit()<0) losses++;\r
  53         }\r
  54       if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);\r
  55      }\r
  56 //---- return lot size\r
  57    if(lot<0.1) lot=0.1;\r
  58    return(lot);\r
  59   }\r
  60 //+------------------------------------------------------------------+\r
  61 //| Check for open order conditions                                  |\r
  62 //+------------------------------------------------------------------+\r
  63 void CheckForOpen()\r
  64   {\r
  65    double ma;\r
  66    int    res;\r
  67 //---- go trading only for first tiks of new bar\r
  68    if(Volume[0]>1) return;\r
  69 //---- get Moving Average \r
  70    ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);\r
  71 //---- sell conditions\r
  72    if(Open[1]>ma && Close[1]<ma)  \r
  73      {\r
  74       res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);\r
  75       return;\r
  76      }\r
  77 //---- buy conditions\r
  78    if(Open[1]<ma && Close[1]>ma)  \r
  79      {\r
  80       res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);\r
  81       return;\r
  82      }\r
  83 //----\r
  84   }\r
  85 //+------------------------------------------------------------------+\r
  86 //| Check for close order conditions                                 |\r
  87 //+------------------------------------------------------------------+\r
  88 void CheckForClose()\r
  89   {\r
  90    double ma;\r
  91 //---- go trading only for first tiks of new bar\r
  92    if(Volume[0]>1) return;\r
  93 //---- get Moving Average \r
  94    ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);\r
  95 //----\r
  96    for(int i=0;i<OrdersTotal();i++)\r
  97      {\r
  98       if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;\r
  99       if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;\r
 100       //---- check order type \r
 101       if(OrderType()==OP_BUY)\r
 102         {\r
 103          if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);\r
 104          break;\r
 105         }\r
 106       if(OrderType()==OP_SELL)\r
 107         {\r
 108          if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);\r
 109          break;\r
 110         }\r
 111      }\r
 112 //----\r
 113   }\r
 114 //+------------------------------------------------------------------+\r
 115 //| Start function                                                   |\r
 116 //+------------------------------------------------------------------+\r
 117 void start()\r
 118   {\r
 119 //---- check for history and trading\r
 120    if(Bars<100 || IsTradeAllowed()==false) return;\r
 121 //---- calculate open orders by current symbol\r
 122    if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();\r
 123    else                                    CheckForClose();\r
 124 //----\r
 125   }\r
 126 //+------------------------------------------------------------------+