| blob | d84e6b8e462908817b74d1e46e739766dda16ab7 |
1 #property copyright "Zarko Asenov"\r
2 #property link "jaltoh.6x.to"\r
3 \r
4 \r
5 extern int Slippage = 3;\r
6 extern double LotSize= 0.1;\r
7 extern double PipStep= 20.0;\r
8 extern bool InitialBuyOrder = true;\r
9 extern int MagicNumber = 1771611;\r
10 extern double Close_All_Profit = 10.0;\r
11 extern bool Debug_Print = false;\r
12 extern int Bands_Days = 20;\r
13 extern int Bands_Deviations = 3;\r
14 extern double Min_Bands = 0.01;\r
15 extern int Num_Bands = 2;\r
16 extern double Order_Lifetime_Days = 0.2;\r
17 extern bool Add_Spread_to_Profit = false;\r
18 extern bool Add_Spread_to_PipStep = true;\r
19 extern bool Add_MinStop_to_PipStep = true;\r
20 extern bool Check_ADX = false;\r
21 extern int ADX_positions_to_check = 2;\r
22 extern int ADX_period_in_days = 4;\r
23 extern double ADX_min = 37.0;\r
24 extern double Hours_Bring_Even = 0;\r
25 \r
26 \r
27 int longOrderCount = 0;\r
28 int shortOrderCount = 0;\r
29 double startPrice = 0;\r
30 int digits = 4;\r
31 bool initOrdersDone = false;\r
32 double spread = 0.0;\r
33 double pipstep_adjusted = 0.0;\r
34 double adx_diff = 0.0;\r
35 \r
36 double get_minstop()\r
37 {\r
38 return( MarketInfo(Symbol(), MODE_STOPLEVEL) + 1.0 );\r
39 }\r
40 \r
41 double\r
42 get_adx(int index)\r
43 {\r
44 double ADX1,ADX2;\r
45 \r
46 adx_diff = iADX(NULL, PERIOD_D1, ADX_period_in_days, PRICE_CLOSE, MODE_MAIN, index);\r
47 \r
48 ADX1 = iADX(NULL, PERIOD_D1, ADX_period_in_days, PRICE_CLOSE, MODE_PLUSDI, index);\r
49 ADX2 = iADX(NULL, PERIOD_D1, ADX_period_in_days, PRICE_CLOSE, MODE_MINUSDI, index);\r
50 \r
51 if(ADX1 < ADX2) adx_diff *= -1.0;\r
52 \r
53 return (adx_diff);\r
54 }\r
55 \r
56 bool\r
57 adx_is_sell(int num_pos)\r
58 {\r
59 if (Check_ADX == false) return (true);\r
60 \r
61 double neg_adx_min = -1.0 * ADX_min;\r
62 for (int i=0; i<num_pos; i++)\r
63 if (get_adx(i) > neg_adx_min) return (false);\r
64 \r
65 return (true);\r
66 }\r
67 \r
68 bool\r
69 adx_is_buy(int num_pos)\r
70 {\r
71 if (Check_ADX == false) return (true);\r
72 \r
73 for (int i=0; i<num_pos; i++)\r
74 if (get_adx(i) < ADX_min) return (false);\r
75 \r
76 return (true);\r
77 }\r
78 \r
79 //+------------------------------------------------------------------+}\r
80 \r
81 int init()\r
82 {\r
83 digits=MarketInfo(Symbol(),MODE_DIGITS); \r
84 Print("digits ...... "+digits);\r
85 \r
86 return(0);\r
87 }\r
88 \r
89 \r
90 double\r
91 Calc_Profit()\r
92 {\r
93 double result = 0.0;\r
94 \r
95 for (int i = 0;i < OrdersTotal(); i++) {\r
96 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
97 if(OrderSymbol() != Symbol() || OrderMagicNumber() != MagicNumber) continue;\r
98 \r
99 if (OrderType() == OP_BUY || OP_SELL)\r
100 result += OrderProfit();\r
101 }\r
102 \r
103 return (result); \r
104 }\r
105 \r
106 double bandwidth = 0.0;\r
107 \r
108 double\r
109 getBandwidth(int pos)\r
110 {\r
111 double upper_band = iBands(NULL, PERIOD_M15, Bands_Days, Bands_Deviations, 0, PRICE_CLOSE, MODE_UPPER, pos);\r
112 double lower_band = iBands(NULL, PERIOD_M15, Bands_Days, Bands_Deviations, 0, PRICE_CLOSE, MODE_LOWER, pos);\r
113 \r
114 return (upper_band - lower_band);\r
115 }\r
116 \r
117 bool\r
118 inBands()\r
119 {\r
120 for (int i = 0; i < Num_Bands; i++) {\r
121 bandwidth = getBandwidth(i);\r
122 if (bandwidth < Min_Bands) return (false);\r
123 }\r
124 \r
125 return (true);\r
126 }\r
127 \r
128 void \r
129 moveHitBuyOrdersToBE()\r
130 {\r
131 for(int j = 0; j < OrdersTotal(); j++)\r
132 {\r
133 OrderSelect(j, SELECT_BY_POS, MODE_TRADES);\r
134 \r
135 if ((OrderMagicNumber() == MagicNumber) && (OrderType() == OP_BUY) &&\r
136 ((TimeCurrent() - OrderOpenTime()) > (3600 * Hours_Bring_Even)) )\r
137 \r
138 OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), 0, 0, Blue);\r
139 \r
140 }\r
141 }\r
142 \r
143 void \r
144 moveHitSellOrdersToBE()\r
145 {\r
146 for(int j = 0; j < OrdersTotal(); j++)\r
147 {\r
148 OrderSelect(j, SELECT_BY_POS, MODE_TRADES);\r
149 \r
150 if ((OrderMagicNumber() == MagicNumber) && (OrderType() == OP_SELL) &&\r
151 ((TimeCurrent() - OrderOpenTime()) > (3600 * Hours_Bring_Even)) )\r
152 \r
153 OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), 0, 0, Red);\r
154 \r
155 }\r
156 }\r
157 \r
158 int start()\r
159 {\r
160 if(startPrice ==0) {\r
161 startPrice=iOpen( NULL, PERIOD_M15, 0); //PERIOD_M15\r
162 if (Debug_Print) Print("startPrice ...... "+startPrice);\r
163 }\r
164 \r
165 pipstep_adjusted = PipStep;\r
166 \r
167 if (Add_Spread_to_PipStep)\r
168 pipstep_adjusted += spread / MarketInfo(Symbol(), MODE_POINT);\r
169 \r
170 if (Add_MinStop_to_PipStep)\r
171 pipstep_adjusted += get_minstop();\r
172 \r
173 \r
174 if(!initOrdersDone){\r
175 \r
176 placeBuyOrder();\r
177 placeSellOrder();\r
178 if(InitialBuyOrder) {\r
179 placeInitBuyOrder();\r
180 }else{\r
181 placeInitSellOrder();\r
182 }\r
183 \r
184 initOrdersDone=true;\r
185 }\r
186 \r
187 if(iClose( NULL, PERIOD_M15, 0) > (startPrice + pipstep_adjusted*Point)){\r
188 startPrice=iClose( NULL, PERIOD_M15, 0);\r
189 if (Debug_Print) Print("new startPrice ...... "+startPrice);\r
190 // need to set the sl to BE of last order\r
191 moveSellOrderToBE();\r
192 moveHitBuyOrdersToBE();\r
193 // place buy limit order\r
194 if (inBands() && adx_is_buy(ADX_positions_to_check)) placeBuyOrder(); \r
195 } else if (iClose( NULL, PERIOD_M15, 0) < (startPrice - pipstep_adjusted*Point)) {\r
196 startPrice=iClose( NULL, PERIOD_M15, 0);\r
197 if (Debug_Print) Print("new startPrice ...... "+startPrice);\r
198 // need to set the sl to BE of last order\r
199 moveBuyOrderToBE(); \r
200 moveHitSellOrdersToBE();\r
201 // place buy limit order\r
202 if (inBands() && adx_is_sell(ADX_positions_to_check)) placeSellOrder();\r
203 }\r
204 \r
205 double current_profit = Calc_Profit();\r
206 double bid = MarketInfo(Symbol(), MODE_BID);\r
207 double ask = MarketInfo(Symbol(), MODE_ASK);\r
208 spread = ask - bid;\r
209 \r
210 if (Debug_Print) {\r
211 Comment(\r
212 "SpeedTrain Forte\nDrZ 2011\n"+\r
213 "Symbol: "+Symbol()+"\n"+\r
214 "Spread: "+spread+"\n"+\r
215 "Bandwidth: "+bandwidth+"\n"+\r
216 "Pipstep: "+pipstep_adjusted+"\n"+\r
217 "Current Price: "+startPrice+"\n"+\r
218 "Close Price: "+iClose( NULL, PERIOD_M15, 0)+"\n"+\r
219 "ADX diff: "+adx_diff+"\n"+\r
220 "Profit: "+current_profit+"\n"\r
221 ); \r
222 }\r
223 \r
224 if (current_profit > Close_All_Profit) {\r
225 \r
226 if (Debug_Print) \r
227 Print("Closing orders on profit " + AccountProfit() + " Spread: " + (ask - bid) + " pips.");\r
228 \r
229 int buy_ids[128];\r
230 int sell_ids[128];\r
231 int buys_count = 0;\r
232 int sells_count = 0;\r
233 \r
234 for (int i = 0;i < OrdersTotal(); i++) {\r
235 \r
236 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
237 \r
238 if(OrderSymbol() != Symbol() || OrderMagicNumber() != MagicNumber) continue;\r
239 \r
240 if (OrderType() == OP_BUY) {\r
241 buy_ids[buys_count] = OrderTicket();\r
242 buys_count++;\r
243 OrderClose( OrderTicket(), LotSize, OrderClosePrice(), Red); //bid\r
244 } else if (OrderType() == OP_SELL) {\r
245 sell_ids[sells_count] = OrderTicket();\r
246 sells_count++;\r
247 OrderClose( OrderTicket(), LotSize, OrderClosePrice(), Red); //ask\r
248 } else if (OrderType() == OP_SELLSTOP || OP_BUYSTOP) {\r
249 OrderDelete( OrderTicket() );\r
250 }\r
251 }\r
252 \r
253 if (buys_count != 0 && sells_count != 0) {\r
254 Print("Lets try save.");\r
255 \r
256 int buyix = 0;\r
257 int sellix = 0;\r
258 \r
259 while (buyix < buys_count && sellix < sells_count) {\r
260 bool res = OrderCloseBy(buy_ids[buyix], sell_ids[sellix], Red);\r
261 if (!res) Print("Closing of orders "+buy_ids[buyix]+" and "+sell_ids[sellix]+" failed.");\r
262 buyix++;\r
263 sellix++;\r
264 }\r
265 \r
266 }\r
267 \r
268 bid = MarketInfo(Symbol(), MODE_BID);\r
269 ask = MarketInfo(Symbol(), MODE_ASK);\r
270 \r
271 Print("Closing orders the plain ole way.");\r
272 for (i = 0;i < buys_count; i++)\r
273 OrderClose(buy_ids[i], LotSize, bid, Red);\r
274 for (i = 0;i < sells_count; i++)\r
275 OrderClose(sell_ids[i], LotSize, ask, Red);\r
276 \r
277 }\r
278 }\r
279 \r
280 \r
281 \r
282 \r
283 \r
284 \r
285 \r
286 \r
287 \r
288 \r
289 \r
290 \r
291 \r
292 \r
293 \r
294 void placeSellOrder(){\r
295 \r
296 double bid = MarketInfo(Symbol(), MODE_BID) ; \r
297 \r
298 double sellPrice = bid - (pipstep_adjusted*Point); \r
299 double sellSL = bid;\r
300 \r
301 \r
302 Print("Placing sell stop order at " + sellPrice + " with SL at " + sellSL);\r
303 \r
304 int ticketshort = OrderSend(Symbol(), OP_SELLSTOP, LotSize, NormalizeDouble(sellPrice, digits),\r
305 Slippage, NormalizeDouble(sellSL, digits), 0, "Short Speed Train", \r
306 MagicNumber, MathRound(Order_Lifetime_Days * 86400) + TimeCurrent(), Red);\r
307 \r
308 if (ticketshort < 0) {\r
309 Print("Short OrderSend failed with error #",GetLastError()); \r
310 return;\r
311 }\r
312 \r
313 Print("Sell stop order placed with ticket " + ticketshort + " at " + sellPrice);\r
314 \r
315 shortOrderCount++;\r
316 //Sleep(1000); \r
317 \r
318 \r
319 \r
320 }\r
321 \r
322 void placeBuyOrder(){\r
323 \r
324 double ask = MarketInfo(Symbol(), MODE_ASK) ; \r
325 \r
326 double buyPrice = ask + (pipstep_adjusted*Point); \r
327 double buySL = ask;\r
328 \r
329 \r
330 if (Debug_Print) Print("Placing buy stop order at "+buyPrice+" with SL at "+buySL);\r
331 \r
332 int ticketlong = OrderSend(Symbol(), OP_BUYSTOP, LotSize, NormalizeDouble(buyPrice, digits),\r
333 Slippage, NormalizeDouble(buySL, digits), 0, "Long Speed Train",\r
334 MagicNumber, MathRound(Order_Lifetime_Days * 86400) + TimeCurrent(),Blue);\r
335 \r
336 if (ticketlong < 0) {\r
337 Print("Long OrderSend failed with error #",GetLastError()); \r
338 return;\r
339 }\r
340 \r
341 if (Debug_Print) Print("Buy stop order placed with ticket " + ticketlong + " at " + buyPrice);\r
342 \r
343 longOrderCount++;\r
344 }\r
345 \r
346 \r
347 void placeInitBuyOrder(){\r
348 \r
349 double ask = MarketInfo(Symbol(), MODE_ASK) ; \r
350 \r
351 double buySL = ask - (pipstep_adjusted*Point); \r
352 \r
353 \r
354 \r
355 if (Debug_Print) Print("Placing buy stop order at "+ask+" with SL at "+buySL);\r
356 \r
357 int ticketlong = OrderSend(Symbol(), OP_BUY, LotSize, NormalizeDouble(ask, digits),\r
358 Slippage, NormalizeDouble(buySL, digits), 0, "Long Speed Train", \r
359 MagicNumber, 0, Blue);\r
360 \r
361 if (ticketlong < 0) {\r
362 if (Debug_Print) Print("Long OrderSend failed with error #",GetLastError()); \r
363 return;\r
364 }\r
365 \r
366 if (Debug_Print) Print("Buy stop order placed with ticket "+ticketlong+" at "+ask);\r
367 \r
368 longOrderCount++; \r
369 \r
370 }\r
371 \r
372 \r
373 void placeInitSellOrder(){\r
374 \r
375 double bid = MarketInfo(Symbol(), MODE_BID) ; \r
376 \r
377 double sellSL = bid + (pipstep_adjusted*Point); \r
378 \r
379 if (Debug_Print) Print("Placing sell stop order at "+bid+" with SL at "+sellSL);\r
380 \r
381 int ticketshort = OrderSend(Symbol(),OP_SELL,LotSize,NormalizeDouble(bid, digits),\r
382 Slippage,NormalizeDouble(sellSL, digits),0,"Short Speed Train",MagicNumber,0,Red);\r
383 \r
384 if (ticketshort < 0) {\r
385 if (Debug_Print) Print("Short OrderSend failed with error #",GetLastError()); \r
386 return;\r
387 }\r
388 \r
389 if (Debug_Print) Print("Sell stop order placed with ticket "+ticketshort+" at "+bid);\r
390 \r
391 shortOrderCount++; \r
392 \r
393 }\r
394 \r
395 \r
396 void moveBuyOrderToBE(){\r
397 int lastTicket=0;\r
398 \r
399 for(int j = 0; j < OrdersTotal(); j++)\r
400 {\r
401 OrderSelect(j,SELECT_BY_POS,MODE_TRADES);\r
402 // Print("order type "+OrderType());\r
403 \r
404 if (OrderMagicNumber() == MagicNumber && OrderType() == OP_BUYSTOP || OP_BUY)\r
405 {\r
406 int ticketId = OrderTicket() ;\r
407 //Print("ticketId "+ticketId);\r
408 if(OrderType() == OP_BUYSTOP && ticketId> lastTicket) lastTicket=ticketId; \r
409 \r
410 //Print("lastTicket "+lastTicket); \r
411 if (TimeCurrent() - OrderOpenTime() > 3600 * Hours_Bring_Even)\r
412 OrderModify(ticketId,OrderOpenPrice(),OrderOpenPrice(),0,0,Blue);\r
413 \r
414 }\r
415 }\r
416 \r
417 if(lastTicket >0) { \r
418 if (Debug_Print) Print(" ----------------------- Moving long order number "+lastTicket+ " to BE at "+OrderOpenPrice()); \r
419 \r
420 int ticketlong = OrderModify(lastTicket,OrderOpenPrice(),OrderOpenPrice(),0,0,Blue);\r
421 \r
422 \r
423 if (ticketlong < 0) {\r
424 if (Debug_Print) Print("Long SL2BE order failed with error #",GetLastError()); \r
425 return;\r
426 }\r
427 \r
428 \r
429 } \r
430 \r
431 \r
432 }\r
433 \r
434 \r
435 \r
436 \r
437 \r
438 \r
439 \r
440 void moveSellOrderToBE(){\r
441 int lastTicket=0;\r
442 \r
443 for(int j = 0; j < OrdersTotal(); j++)\r
444 {\r
445 OrderSelect(j,SELECT_BY_POS,MODE_TRADES);\r
446 \r
447 // Print("order type "+OrderType());\r
448 if (OrderMagicNumber() == MagicNumber && OrderType() == OP_SELLSTOP || OP_SELL)\r
449 {\r
450 int ticketId = OrderTicket() ;\r
451 // Print(" ticketId "+ticketId); \r
452 if( ticketId> lastTicket && OrderType() == OP_SELLSTOP) lastTicket=ticketId; \r
453 // Print(" lastTicket "+lastTicket); \r
454 if (TimeCurrent() - OrderOpenTime() > 3600 * Hours_Bring_Even)\r
455 OrderModify(ticketId,OrderOpenPrice(),OrderOpenPrice(),0,0,Red);\r
456 }\r
457 \r
458 }\r
459 \r
460 \r
461 \r
462 \r
463 \r
464 if(lastTicket>0) {\r
465 \r
466 if (Debug_Print) Print("------------ Moving short order number "+lastTicket+ " to BE at "+OrderOpenPrice());\r
467 int ticketshort = OrderModify(lastTicket,OrderOpenPrice(),OrderOpenPrice(),0,0,Red); \r
468 \r
469 if (ticketshort < 0) {\r
470 if (Debug_Print) Print("Short SL2BE order failed with error #",GetLastError()); \r
471 return;\r
472 }\r
473 \r
474 }\r
475 \r
476 \r
477 \r
478 \r
479 }\r
480 \r
481 \r
482 \r
483 \r
484 \r
485 \r