| blob | 36e221c28cdcefe8912f233359badbd2af857d10 |
1 //+------------------------------------------------------------------+\r
2 //| SWB_SuperTrend_V1.01.mq4 |\r
3 //| Copyright © 2010, Dennis Hamilton |\r
4 //| ramble_32@yahoo.com |\r
5 //+------------------------------------------------------------------+\r
6 #property copyright "Copyright © 2010, Dennis Hamilton"\r
7 #property link "ramble_32@yahoo.com"\r
8 //----\r
9 extern string Separator_01="---- Input Settings ----";\r
10 extern double lot=0.05;\r
11 extern double tp_1=25;\r
12 extern double tp_2=25;\r
13 extern int magic=123;\r
14 extern int bars_closed=0;\r
15 extern string Separator_02="---- Range & Offsets ----";\r
16 extern double range=40;\r
17 extern int max_level=25;\r
18 extern int curb_level=4;\r
19 extern int cp_level=3;\r
20 extern double p1_offset=0;\r
21 extern double p2_offset=0;\r
22 extern int pend_delete=0;\r
23 extern double profit_target=2.5;\r
24 extern double curb_target=2.5;\r
25 extern bool stealth=true;\r
26 extern bool tier2_sig=false;\r
27 extern string Separator_03="---- Lot Settings ----";\r
28 extern bool lot_multiplier=false;\r
29 extern double multiplier=2.0;\r
30 extern double increment=0.0;\r
31 extern bool power_lots=true;\r
32 extern string Separator_04="---- Manual Trading ----";\r
33 extern bool auto_trading=false;\r
34 extern bool manual_start=false;\r
35 extern bool manual_buy=false;\r
36 extern bool manual_sell=false;\r
37 extern bool limit_order=false;\r
38 extern int manual_tp=25;\r
39 extern double manual_offset=10;\r
40 extern string Separator_05="---- Additional ----";\r
41 extern double deviation_reset=0;\r
42 extern int reset_level=3;\r
43 extern bool closeall=false;\r
44 //----\r
45 double pt;\r
46 double p_off;\r
47 double p1_off;\r
48 double p2_off;\r
49 double m_tp;\r
50 double m_off;\r
51 double std=0.1;\r
52 double AE1;\r
53 double p_lot;\r
54 double lot2;\r
55 double bal_2;\r
56 double incr_1;\r
57 double b_price;\r
58 double s_price;\r
59 double L;\r
60 double d_reset;\r
61 int t_cnt;\r
62 int OT;\r
63 bool deleteall;\r
64 bool hedge=false;\r
65 bool m2_set;\r
66 bool tp_avg;\r
67 string ID="L";\r
68 string f_trade="NULL";\r
69 //+------------------------------------------------------------------+\r
70 //| expert initialization function |\r
71 //+------------------------------------------------------------------+\r
72 int init()\r
73 {\r
74 //----\r
75 pt=Point; if(Digits==3 || Digits==5) pt=10*Point;\r
76 tp_1*=pt;\r
77 tp_2*=pt;\r
78 range*=pt;\r
79 if(p1_offset<5) p1_offset=0;\r
80 if(p2_offset<5) p2_offset=0;\r
81 if(manual_offset<5) manual_offset=0;\r
82 p1_off=p1_offset*pt;\r
83 p2_off=p2_offset*pt;\r
84 m_off=manual_offset*pt;\r
85 m_tp=manual_tp*pt;\r
86 //----\r
87 d_reset=deviation_reset;\r
88 if(curb_level<4) curb_level=0;\r
89 cp_level-=1;\r
90 //----\r
91 AE1=AccountEquity(); p_lot=lot/AE1;\r
92 if(StringLen(Symbol())>6) std=1.0;\r
93 profit_target*=std;\r
94 //----\r
95 return(0);\r
96 }\r
97 //+------------------------------------------------------------------+\r
98 //| expert start function |\r
99 //+------------------------------------------------------------------+\r
100 int start()\r
101 {\r
102 //----\r
103 int total=0, p_cnt=0, b_cnt=0, s_cnt=0, b2_cnt=0, s2_cnt=0; t_cnt=0;\r
104 int b3_cnt=0, s3_cnt=0; double L2[], B_LOOP, S_LOOP;\r
105 for(int i=0; i<OrdersTotal(); i++)\r
106 {\r
107 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
108 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
109 total++;\r
110 if(OT2()!="H") L2[LCT()]=OOP();\r
111 //----\r
112 if(cmd()< 2) t_cnt++;\r
113 if(cmd()> 1) p_cnt++;\r
114 if(cmd()==0){ b_cnt++; b3_cnt++; } if(cmd()==4){ b2_cnt++; b3_cnt++; }\r
115 if(cmd()==1){ s_cnt++; s3_cnt++; } if(cmd()==5){ s2_cnt++; s3_cnt++; }\r
116 if(b3_cnt==1 || (b3_cnt>1 && OOP()<B_LOOP)) B_LOOP=OOP();\r
117 if(s3_cnt==1 || (s3_cnt>1 && OOP()>S_LOOP)) S_LOOP=OOP();\r
118 }\r
119 //----\r
120 string H=""; if(stealth) H="_S"; if(hedge) H="_H"; if(stealth && hedge) H="_SH";\r
121 if(total==0) f_trade="Null"+H;\r
122 if(t_cnt==0 && p_cnt==1) f_trade="Pend"+H;\r
123 if(t_cnt==1 && p_cnt==0){ f_trade="Buy"+H; if(s_cnt==1) f_trade="Sell"+H; }\r
124 //+------------------------------------------------------------------+\r
125 double o_charts=GlobalVariableGet("open_charts"); o_charts=1; // Global o_charts by-passed\r
126 double AB=AccountBalance(), lot2=lot/o_charts, plf=1/o_charts;\r
127 //----\r
128 if(power_lots)\r
129 {\r
130 if(AB>AE1) lot2=NormalizeDouble((p_lot*AB)/o_charts,Digits);\r
131 plf=(lot2/lot)/o_charts; double lot3=lot2;\r
132 }\r
133 //----\r
134 double p_targ=profit_target*plf, incr_1=increment*plf, b_lot, s_lot;\r
135 //+------------------------------------------------------------------+\r
136 bool t_buy=false, t_sell=false, t2_buy=false, t2_sell=false;\r
137 if(auto_trading && !manual_start)\r
138 {\r
139 if((p1_off==0 && t_cnt==0) || (p1_off>0 && b3_cnt==0 && (s_cnt==0 || f_trade=="Buy"+H))) t_buy=true;\r
140 if((p1_off==0 && t_cnt==0) || (p1_off>0 && s3_cnt==0 && (b_cnt==0 || f_trade=="Sell"+H))) t_sell=true;\r
141 }\r
142 if(auto_trading || manual_start)\r
143 {\r
144 if(f_trade=="Buy"+H && b3_cnt>0 && b_cnt<max_level) t2_buy=true;\r
145 if(f_trade=="Sell"+H && s3_cnt>0 && s_cnt<max_level) t2_sell=true;\r
146 }\r
147 //----\r
148 if(total==0){ closeall=false; }\r
149 if(b2_cnt==0 && s2_cnt==0) deleteall=false;\r
150 if(!closeall && !deleteall)\r
151 {\r
152 if(t_buy || (t2_buy && Ask<=B_LOOP-range-p2_off) || manual_buy) // BUY\r
153 {\r
154 if(signal()==0 || (b_cnt>0 && !tier2_sig) || manual_buy)\r
155 {\r
156 if(t_cnt>=8) bal_2+=1.0*plf;\r
157 if(lot_multiplier) b_lot=lot2*MathPow(multiplier,b_cnt);\r
158 if(!lot_multiplier) b_lot=lot2+(incr_1*b_cnt);\r
159 OT=0; p_off=p1_off;\r
160 if(b_cnt>0) p_off=p2_off;\r
161 if(manual_buy){ p_off=m_off; m2_set=true; manual_buy=false; }\r
162 if(p_off>0){ OT=4; if(limit_order){ OT=2; p_off*=-1; limit_order=false; } }\r
163 //----\r
164 OrderSend(Symbol(),OT,b_lot,Ask+p_off,3,0,0,ID+(b_cnt+1),magic,0,Blue);\r
165 }\r
166 }\r
167 //----\r
168 if(t_sell || (t2_sell && Bid>=S_LOOP+range+p2_off) || manual_sell) // SELL\r
169 {\r
170 if(signal()==1 || (s_cnt>0 && !tier2_sig) || manual_sell)\r
171 {\r
172 if(t_cnt>=8) bal_2+=1.0*plf;\r
173 if(lot_multiplier) s_lot=lot2*MathPow(multiplier,s_cnt);\r
174 if(!lot_multiplier) s_lot=lot2+(incr_1*s_cnt);\r
175 OT=1; p_off=p1_off;\r
176 if(s_cnt>0) p_off=p2_off;\r
177 if(manual_sell){ p_off=m_off; m2_set=true; manual_sell=false; }\r
178 if(p_off>0){ OT=5; if(limit_order){ p_off*=-1; OT=3; limit_order=false; } }\r
179 //----\r
180 OrderSend(Symbol(),OT,s_lot,Bid-p_off,3,0,0,ID+(s_cnt+1),magic,0,Red);\r
181 }\r
182 }\r
183 }\r
184 //+------------------------------------------------------------------+\r
185 double profit=0, c_prof[10], p_curb, t_lot=0, b2_lot=0, s2_lot=0;\r
186 for(i=0; i<OrdersTotal(); i++)\r
187 {\r
188 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
189 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
190 profit+=OrderProfit();\r
191 if(t_cnt>=curb_level && curb_level>0 && OT2()!="H")\r
192 {\r
193 int p=t_cnt-LCT()+1;\r
194 c_prof[p]=OrderProfit();\r
195 p_curb=c_prof[1]+c_prof[2]+c_prof[3];\r
196 }\r
197 if(cmd()< 2){ t_lot+=OrderLots(); if(LCT()==t_cnt-1) L=OOP(); }\r
198 if(cmd()==0){ b2_lot+=OrderLots(); if(LCT()==1) b_price=OOP(); }\r
199 if(cmd()==1){ s2_lot+=OrderLots(); if(LCT()==1) s_price=OOP(); }\r
200 }\r
201 //----\r
202 double dev_b, dev_s, deviate=0;\r
203 if(b_cnt>0){ dev_b=b_price-Ask; if(dev_b>0) deviate=dev_b/pt; }\r
204 if(s_cnt>0){ dev_s=Bid-s_price; if(dev_s>0) deviate=dev_s/pt; }\r
205 //+------------------------------------------------------------------+\r
206 int d_cnt=0; double d_OOP=0;\r
207 for(i=0; i<OrdersTotal(); i++)\r
208 {\r
209 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
210 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
211 //----\r
212 double otp=OTP(), tp_3=tp_1; bool curb2=false;\r
213 if(cmd()==0 && LCT()==t_cnt && L-OOP()>range*1.5) curb2=true;\r
214 if(cmd()==1 && LCT()==t_cnt && OOP()-L>range*1.5) curb2=true;\r
215 if(otp!=0 && LCT()>1 && LCT()<t_cnt){ d_cnt=LCT(); d_OOP=OOP(); }\r
216 if(stealth && t_cnt==0) tp_avg=false;\r
217 if(stealth && t_cnt>1){ tp_avg=true; if(LCT()==1) otp=0; }\r
218 //----\r
219 if(cmd() <2 && otp==0) // Order Modify\r
220 {\r
221 if(t_cnt>1) tp_3=tp_2;\r
222 if(m2_set){ tp_3=m_tp; m2_set=false; } if(cmd()==1) tp_3*=-1;\r
223 if(!stealth || (stealth&& LCT()==1 && !tp_avg ) || curb2) otp=OOP()+tp_3;\r
224 //----\r
225 if(otp!=0 || (LCT()==1 && tp_avg))\r
226 {\r
227 OrderModify(OrderTicket(),0,0,otp,0,CLR_NONE);\r
228 if(LCT()==1) deleteall=true;\r
229 }\r
230 }\r
231 //----\r
232 if(t_cnt==0 && pend_delete>0) // Pending Timeout\r
233 {\r
234 datetime OOT=OrderOpenTime(), get_time=TimeCurrent();\r
235 if(cmd()>1 && get_time-OOT>pend_delete*60) OrderDelete(OrderTicket());\r
236 }\r
237 }\r
238 //+------------------------------------------------------------------+\r
239 for(i=OrdersTotal()-1; i>=0; i--)\r
240 {\r
241 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
242 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
243 if(cmd()<2)\r
244 {\r
245 if(deviate>=d_reset && d_reset>0 && t_cnt>=reset_level)\r
246 {\r
247 if(LCT()==1)\r
248 OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,CLR_NONE);\r
249 }\r
250 if(d_cnt>0 && LCT()>d_cnt) // Secondary Curb\r
251 {\r
252 if(!Ask && (cmd()==0 && Ask>=d_OOP) || (cmd()==1 && Bid<=d_OOP))\r
253 OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,CLR_NONE);\r
254 if(!Ask && LCT()==t_cnt)\r
255 {\r
256 if((cmd()==0 && Ask>=OOP()+(range*1.5)) || (cmd()==1 && Bid<=OOP()-(range*1.5)))\r
257 OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,CLR_NONE);\r
258 }\r
259 }\r
260 if(t_cnt>=8 && curb_level>0)\r
261 {\r
262 if(LCT()==t_cnt)\r
263 {\r
264 if((cmd()==0 && Ask>=OOP()+(range*1)) || (cmd()==1 && Bid<=OOP()-(range*1)))\r
265 OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,CLR_NONE);\r
266 }\r
267 }\r
268 }\r
269 }\r
270 //+------------------------------------------------------------------+\r
271 double balance=0;\r
272 for(i=0; i<OrdersHistoryTotal(); i++)\r
273 {\r
274 OrderSelect(i,SELECT_BY_POS,MODE_HISTORY);\r
275 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
276 balance+=OrderProfit();\r
277 }\r
278 //----\r
279 if(t_cnt==0) GlobalVariableSet("bal_2"+Symbol()+magic,balance);\r
280 bal_2=GlobalVariableGet("bal_2"+Symbol()+magic);\r
281 //+------------------------------------------------------------------+\r
282 bool curb=false;\r
283 if(t_cnt>=curb_level && p_curb>=curb_target*plf){ curb=true; } // Primary Curb\r
284 if(t_cnt>1) p_targ=p_targ+(p_targ*(t_cnt-1)*0.5);\r
285 if(balance+profit>=bal_2+p_targ){ closeall=true; get_time=TimeCurrent(); }\r
286 //----\r
287 if(closeall || deleteall || curb)\r
288 {\r
289 for(i=OrdersTotal()-1; i>=0; i--)\r
290 {\r
291 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
292 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
293 if(closeall) deleteall=true;\r
294 if(cmd()>1)\r
295 {\r
296 if(deleteall || (curb && LCT()>=t_cnt-cp_level))\r
297 OrderDelete(OrderTicket());\r
298 }\r
299 if(cmd()<2)\r
300 {\r
301 if(closeall || (curb && LCT()>=t_cnt-cp_level))\r
302 OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,CLR_NONE);\r
303 }\r
304 }\r
305 }\r
306 //+------------------------------------------------------------------+\r
307 string multi="Multiplier = "+DoubleToStr(multiplier,2), tier2="Yes", dev_r="";\r
308 if(!lot_multiplier) multi="Increment = "+DoubleToStr(incr_1,2);\r
309 if(!tier2_sig) tier2="No"; if(d_reset>0) dev_r=" / "+DoubleToStr(d_reset,0)+" / "+t_cnt+" / "+reset_level;\r
310 //----\r
311 string line_1="Balance = "+DoubleToStr(bal_2,2)+" | Profit = "+DoubleToStr(bal_2+profit,2)+" | Equity = "+DoubleToStr(AccountEquity(),2)+" | Target = "+DoubleToStr(profit_target,2)+" / "+DoubleToStr(p_targ,2)+" / "+DoubleToStr(profit,2)+"\n";\r
312 string line_2="Start Lot = "+DoubleToStr(lot,2)+" | Power lots = "+DoubleToStr(lot3,2)+" | Open = "+b_cnt+" / "+s_cnt+" | Pending = "+b2_cnt+" / "+s2_cnt+" | Deviate = "+DoubleToStr(deviate,0)+dev_r+"\n";\r
313 string line_3="OPT = "+f_trade+" | "+multi+" | Spread = "+DoubleToStr((Ask-Bid)/pt,2)+" | Total Lots = "+DoubleToStr(t_lot,2)+" | Tier 2 = "+tier2+"\n";\r
314 //----\r
315 Comment(line_1, line_2, line_3);\r
316 //----\r
317 return(0);\r
318 }\r
319 //+------------------------------------------------------------------+\r
320 int signal()\r
321 {\r
322 int signal=2;\r
323 if(iCustom(NULL,0,"SuperTrend",10,3.0,0,bars_closed)!=EMPTY_VALUE) signal=0;\r
324 if(iCustom(NULL,0,"SuperTrend",10,3.0,1,bars_closed)!=EMPTY_VALUE) signal=1;\r
325 return(signal);\r
326 }\r
327 //+------------------------------------------------------------------+\r
328 //----\r
329 int cmd(){ int cmd=OrderType(); return(cmd); }\r
330 //----\r
331 double OOP(){ double OOP=OrderOpenPrice(); return(OOP); }\r
332 //----\r
333 double OTP(){ double OOP=OrderTakeProfit(); return(OOP); }\r
334 //----\r
335 string OT2(){ string OT2=StringSubstr(OrderComment(),0,1); return(OT2); }\r
336 //----\r
337 int LCT(){ int LCT=StrToInteger(StringSubstr(OrderComment(),1,3)); return(LCT); }\r
338 //----\r
339 //+------------------------------------------------------------------+\r
340 \r