| blob | 9c2d6fd890b69fd28223a6c1fe5d7a485a50efed |
1 //+------------------------------------------------------------------+\r
2 //| James tran_EA.mq4 |\r
3 //| Copyright 2010, james tran. |\r
4 //| |\r
5 //+------------------------------------------------------------------+\r
6 \r
7 \r
8 #property copyright "Copyright 2010, James tran." \r
9 \r
10 \r
11 //+------------------------------------------------------------------+\r
12 //| Universal Constants |\r
13 //+------------------------------------------------------------------+\r
14 #define TRADEPEND -1\r
15 #define TRADEALL 0\r
16 #define TRADETRADE 1\r
17 #define TRADEBUY 1\r
18 #define TRADESELL -1\r
19 \r
20 #define CANDLE_BULL 1\r
21 #define CANDLE_BEAR -1\r
22 #define CANDLE_NONE 0\r
23 \r
24 //+------------------------------------------------------------------+\r
25 //| User input variables |\r
26 //+------------------------------------------------------------------+\r
27 extern string AdvisorName = "KellyL_Ranging_EA"; // For Logging\r
28 extern string AdvisorVersion = "1.0.2"; // The version number of this script\r
29 extern string ProjectPage = "http://kolier.li/project/kellyl-ranging-ea"; // The project landing page\r
30 // Trade Time Filter - @see http://kolier.li/example/script-function-trade-time-filter\r
31 extern string Trade_Time_Filter = "http://kolier.li/example/script-function-trade-time-filter";\r
32 extern bool TradeTimeFilter = false; // Whether to use trade time filter\r
33 extern string TradeBegin = "07:00"; // Don't trade before this time\r
34 extern string TradeEnd = "19:00"; // Don't trade after this time\r
35 extern bool EndInTomorrow = false; // Whether TradeEnd is the next day, like you want to trade the period: 18:00~06:00, the 06:00 is the next am\r
36 // Order Operation - Open: @see http://kolier.li/example/script-function-order-operation-open\r
37 extern string Order_Operation_Open = "http://kolier.li/example/script-function-order-operation-open";\r
38 extern double ProfitTarget = 10; // In account currency, usually in dollar.\r
39 extern bool ECNBroker = false; // Whether using ECN broker\r
40 extern int Magic = 222222; // For identify trades belong to this EA, set to unique on different chart when using at the same time\r
41 extern int Slippage = 3; // Allow slippage\r
42 extern double LotsInit = 0.1; // Trade lots\r
43 extern bool StealthMode = false; // Whether TakeProfit and StopLoss in Stealth Mode, hiding from the broker\r
44 extern double TakeProfit1 = 100; // In Pips. Take Profit, Change to 0 if you don't want to use.\r
45 extern double StopLoss1 = 100; // In Pips. Stop Loss, Change to 0 if you don't want to use.\r
46 // Secondary Trade \r
47 extern bool UseTrade2 = true;\r
48 extern bool BuySell2 = true; \r
49 extern double LastLoss2 = 40; // In Pips.\r
50 extern double TakeProfit2 = 100; // In Pips.\r
51 extern double StopLoss2 = 100; // In Pips.\r
52 extern double LotMult2 = 2.0; \r
53 // Third Trade \r
54 extern bool UseTrade3 = true; \r
55 extern bool BuySell3 = true; \r
56 extern double LastLoss3 = 40; // In Pips.\r
57 extern double TakeProfit3 = 100;\r
58 extern double StopLoss3 = 100;\r
59 extern double LotMult3 = 3.0;\r
60 // Forth Trade \r
61 extern bool UseTrade4 = true; \r
62 extern bool BuySell4 = true; \r
63 extern double LastLoss4 = 40; // In Pips.\r
64 extern double TakeProfit4 = 100;\r
65 extern double StopLoss4 = 100;\r
66 extern double LotMult4 = 4.0;\r
67 // Fifth Trade \r
68 extern bool UseTrade5 = true;\r
69 extern bool BuySell5 = true; \r
70 extern double LastLoss5 = 40; // In Pips.\r
71 extern double TakeProfit5 = 100;\r
72 extern double StopLoss5 = 100;\r
73 extern double LotMult5 = 5.0;\r
74 // six Trade \r
75 extern bool UseTrade6 = true; \r
76 extern bool BuySell6 = true; \r
77 extern double LastLoss6 = 100; // In Pips.\r
78 extern double TakeProfit6 = 100;\r
79 extern double StopLoss6 = 100;\r
80 extern double LotMult6 = 6.0;\r
81 // Order Operation - Break Even: @see http://kolier.li/example/script-function-order-operation-breakeven\r
82 extern string Order_Operation_BreakEven = "http://kolier.li/example/script-function-order-operation-breakeven";\r
83 extern bool UseBreakEven = false; // Whether using BreakEven\r
84 extern bool BE_StealthMode = false; // Whether using BreakEven in Stealth Mode\r
85 extern double BreakEvenPips = 20; // In Pips. BreakEven Pips.\r
86 extern bool BreakEvenWithProfit = false; // Different from normal BreakEven, you can make a little in BreakEven, like 1~2 pips\r
87 extern double BreakEvenProfit = 3; // In Pips. BreakEven Pips take profit.\r
88 // Order Operation - Trailing Stop: @see http://kolier.li/example/script-function-order-operation-trailing-stop\r
89 extern string Order_Operation_Trailing_Stop = "http://kolier.li/example/script-function-order-operation-trailing-stop";\r
90 extern bool UseTrailStop = false; // Whether using TrailStop\r
91 extern bool TrailAfterEven = true; // Whether using TrailStop after the range between current price and the OrderOpenPrice >= TrailStopPips\r
92 extern bool TS_StealthMode = false; // Whether using TrailStop in Stealth Mode\r
93 extern double TrailStopPips = 20; // In Pips. TrailStop Pips\r
94 extern bool TS_MovingInChunk = false; // Whether wait for price move a range to set new SL\r
95 extern double TS_Chunk = 10; // In Pips. Moving pips as chunk\r
96 \r
97 \r
98 //+------------------------------------------------------------------+\r
99 //| Universal variables |\r
100 //+------------------------------------------------------------------+\r
101 int TradeOn_n[6], num_trades=0, BuySell_n[6];\r
102 double Lots_n[6], Lots, TP_n[6], TakeProfit, SL_n[6], StopLoss, LastLoss_n[6];\r
103 datetime time_check;\r
104 int tickets[6]; \r
105 \r
106 //+------------------------------------------------------------------+\r
107 //| expert initialization function |\r
108 //+------------------------------------------------------------------+\r
109 int init()\r
110 {\r
111 Lots_n[0] = LotsInit;\r
112 Lots_n[1] = LotsInit*LotMult2;\r
113 Lots_n[2] = LotsInit*LotMult3;\r
114 Lots_n[3] = LotsInit*LotMult4;\r
115 Lots_n[4] = LotsInit*LotMult5;\r
116 Lots_n[5] = LotsInit*LotMult6;\r
117 TP_n[0] = TakeProfit1;\r
118 TP_n[1] = TakeProfit2;\r
119 TP_n[2] = TakeProfit3;\r
120 TP_n[3] = TakeProfit4;\r
121 TP_n[4] = TakeProfit5;\r
122 TP_n[5] = TakeProfit6;\r
123 SL_n[0] = StopLoss1;\r
124 SL_n[1] = StopLoss2;\r
125 SL_n[2] = StopLoss3;\r
126 SL_n[3] = StopLoss4;\r
127 SL_n[4] = StopLoss5;\r
128 SL_n[5] = StopLoss6;\r
129 LastLoss_n[0] = 0;\r
130 LastLoss_n[1] = LastLoss2;\r
131 LastLoss_n[2] = LastLoss3;\r
132 LastLoss_n[3] = LastLoss4;\r
133 LastLoss_n[4] = LastLoss5;\r
134 LastLoss_n[5] = LastLoss6;\r
135 \r
136 ArrayInitialize(TradeOn_n, 0);\r
137 TradeOn_n[0] = 1;\r
138 if(UseTrade2) TradeOn_n[1] = 1;\r
139 if(UseTrade3) TradeOn_n[2] = 1;\r
140 if(UseTrade4) TradeOn_n[3] = 1;\r
141 if(UseTrade5) TradeOn_n[4] = 1;\r
142 if(UseTrade6) TradeOn_n[5] = 1;\r
143 ArrayInitialize(BuySell_n, 0);\r
144 if(BuySell2) BuySell_n[1] = 1;\r
145 if(BuySell3) BuySell_n[2] = 1;\r
146 if(BuySell4) BuySell_n[3] = 1;\r
147 if(BuySell5) BuySell_n[4] = 1;\r
148 if(BuySell6) BuySell_n[5] = 1;\r
149 \r
150 \r
151 \r
152 return(0);\r
153 }\r
154 \r
155 //+------------------------------------------------------------------+\r
156 //| expert deinitialization function |\r
157 //+------------------------------------------------------------------+\r
158 int deinit()\r
159 {\r
160 // Clear the un-used Global Variables\r
161 GlobalVariablesDeleteAll(AdvisorName);\r
162 \r
163 return(0);\r
164 }\r
165 \r
166 //+------------------------------------------------------------------+\r
167 //| expert start function |\r
168 //+------------------------------------------------------------------+\r
169 int start()\r
170 {\r
171 // BreakEven && TrailStop && StealthMode\r
172 if(scanTrades(TRADETRADE)>0) {\r
173 if(UseBreakEven) breakEven();\r
174 if(UseTrailStop) trailStop();\r
175 if(StealthMode) stealthMode();\r
176 }\r
177 \r
178 // buy pattern = bear candle bear candle bull candle bear candle\r
179 // sell pattern = bear candle bull candle bear candle bear candle\r
180 int cond_buy[3], cond_sell[3];\r
181 \r
182 cond_buy[0] = CANDLE_BULL;\r
183 cond_buy[1] = CANDLE_BULL;\r
184 cond_buy[2] = CANDLE_BEAR;\r
185 \r
186 cond_sell[0] = CANDLE_BEAR;\r
187 cond_sell[1] = CANDLE_BEAR;\r
188 cond_sell[2] = CANDLE_BULL;\r
189 \r
190 \r
191 bool cond_buy_fit[3], cond_sell_fit[3];\r
192 ArrayInitialize(cond_buy_fit, false);\r
193 ArrayInitialize(cond_sell_fit, false);\r
194 \r
195 int i, j, candle[3];\r
196 int candle_limit = ArraySize(candle);\r
197 ArrayInitialize(candle, CANDLE_NONE);\r
198 for(i=1,j=0; i<20 && j<candle_limit; i++) {\r
199 if(Close[i]-Open[i]>0) {\r
200 candle[j] = CANDLE_BULL;\r
201 j++;\r
202 }\r
203 else if(Close[i]-Open[i]<0) {\r
204 candle[j] = CANDLE_BEAR;\r
205 j++;\r
206 }\r
207 else if(Close[i]-Open[i]==0) {\r
208 candle[j] = 2;\r
209 j++;\r
210 // continue;\r
211 }\r
212 }\r
213 \r
214 if(time_check<Time[0]) {\r
215 time_check = Time[0];\r
216 Print("Candle:",DoubleToStr(candle[0],0),"-",DoubleToStr(candle[1],0),"-",DoubleToStr(candle[2],0),"-",DoubleToStr(candle[3],0));\r
217 Print("Buy:",DoubleToStr(cond_buy[0],0),"-",DoubleToStr(cond_buy[1],0),"-",DoubleToStr(cond_buy[2],0),"-",DoubleToStr(cond_buy[3],0));\r
218 Print("Sell:",DoubleToStr(cond_sell[0],0),"-",DoubleToStr(cond_sell[1],0),"-",DoubleToStr(cond_sell[2],0),"-",DoubleToStr(cond_sell[3],0)); \r
219 }\r
220 \r
221 for(i=0; i<candle_limit; i++) {\r
222 if(candle[i]==cond_buy[i]) {\r
223 cond_buy_fit[i] = true;\r
224 }\r
225 if(candle[i]==cond_sell[i]) {\r
226 cond_sell_fit[i] = true;\r
227 }\r
228 }\r
229 \r
230 bool cond_buy_ready=true, cond_sell_ready=true;\r
231 for(i=0; i<candle_limit; i++) {\r
232 if(cond_buy_fit[i]==false) {\r
233 cond_buy_ready=false;\r
234 }\r
235 if(cond_sell_fit[i]==false) {\r
236 cond_sell_ready=false;\r
237 }\r
238 }\r
239 \r
240 // Trade Time Filter\r
241 if(!TradeTimeFilter || (TradeTimeFilter && tradeTime())) {\r
242 Lots = Lots_n[0];\r
243 TakeProfit = TP_n[0];\r
244 StopLoss = SL_n[0];\r
245 if(!tradedInBar() && scanTrades(TRADETRADE)==0 && cond_buy_ready) {\r
246 ArrayInitialize(tickets, 0);\r
247 num_trades = 0;\r
248 tradeBuy();\r
249 \r
250 }\r
251 if(!tradedInBar() && scanTrades(TRADETRADE)==0 && cond_sell_ready) {\r
252 ArrayInitialize(tickets, 0);\r
253 num_trades = 0;\r
254 tradeSell();\r
255 }\r
256 \r
257 // Open More\r
258 if(num_trades>0) {\r
259 OrderSelect(tickets[num_trades-1], SELECT_BY_TICKET);\r
260 if(TradeOn_n[num_trades]>0 && profit2Pips(OrderSymbol(),OrderProfit(),OrderLots())>=LastLoss_n[num_trades] && OrderProfit()>0) {\r
261 Lots = Lots_n[num_trades];\r
262 TakeProfit = TP_n[num_trades];\r
263 StopLoss = SL_n[num_trades];\r
264 if(BuySell_n[num_trades]>0) {\r
265 tradeBuy();\r
266 }\r
267 else {\r
268 tradeSell();\r
269 }\r
270 }\r
271 }\r
272 }\r
273 \r
274 // Close\r
275 if(num_trades>0 && scanTrades(TRADETRADE)>0) {\r
276 OrderSelect(tickets[num_trades -1], SELECT_BY_TICKET);\r
277 if(OrderStopLoss()>0 && OrderCloseTime()>0) {\r
278 while(scanTrades(TRADETRADE)>0) {\r
279 closeTrades();\r
280 }\r
281 }\r
282 \r
283 if(ordersProfit()>ProfitTarget) {\r
284 while(scanTrades(TRADETRADE)>0) {\r
285 closeTrades();\r
286 }\r
287 }\r
288 }\r
289 \r
290 return(0);\r
291 }\r
292 \r
293 //+------------------------------------------------------------------+\r
294 //| Total Profit of sepcific type of orders @http://kolier.li |\r
295 //+------------------------------------------------------------------+\r
296 double ordersProfit(int order_dir=TRADEALL)\r
297 {\r
298 double profit = 0;\r
299 for(int i=0; i<OrdersTotal(); i++) {\r
300 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
301 if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic) {\r
302 switch(order_dir) {\r
303 case TRADEALL:\r
304 profit += OrderProfit();\r
305 break;\r
306 case TRADEBUY:\r
307 if(OrderType()==OP_BUY) {\r
308 profit += OrderProfit();\r
309 }\r
310 break;\r
311 case TRADESELL:\r
312 if(OrderType()==OP_SELL) {\r
313 profit += OrderProfit();\r
314 }\r
315 break;\r
316 }// switch\r
317 }\r
318 }\r
319 \r
320 return(profit);\r
321 }\r
322 \r
323 \r
324 //+------------------------------------------------------------------+\r
325 //| Trade Time Filter @http://kolier.li |\r
326 //| @see http://kolier.li/example/script-function-trade-time-filter|\r
327 //+------------------------------------------------------------------+\r
328 bool tradeTime()\r
329 {\r
330 if(TradeTimeFilter) {\r
331 datetime time_now, time_begin, time_end, time_end_today;\r
332 time_now = TimeCurrent();\r
333 time_begin = StrToTime(TradeBegin);\r
334 if(!EndInTomorrow) {\r
335 time_end = StrToTime(TradeEnd);\r
336 }\r
337 else if(EndInTomorrow) {\r
338 time_end = StrToTime(TradeEnd) + 86400;\r
339 time_end_today = StrToTime(TradeEnd);\r
340 }\r
341 if(!EndInTomorrow && (time_now<time_begin || time_now>time_end)) {\r
342 return(false);\r
343 }\r
344 else if(EndInTomorrow && time_now>time_end_today && time_now<time_begin) {\r
345 return(false);\r
346 }\r
347 }\r
348 return(true); \r
349 }\r
350 \r
351 //+------------------------------------------------------------------+\r
352 //| Trade Buy @http://kolier.li @v1.0 |\r
353 //| @import |\r
354 //| bool ECNBroker |\r
355 //+------------------------------------------------------------------+\r
356 void tradeBuy()\r
357 {\r
358 double price_now, price_profit, price_stop, lots;\r
359 double take_profit = pips2Points(TakeProfit)*Point;\r
360 double stop_loss = pips2Points(StopLoss)*Point;\r
361 int ticket;\r
362 price_now = Ask;\r
363 if(TakeProfit > 0) {\r
364 price_profit = price_now + take_profit;\r
365 }\r
366 else {\r
367 price_profit = 0;\r
368 }\r
369 if(StopLoss > 0) {\r
370 price_stop = price_now - stop_loss;\r
371 }\r
372 else {\r
373 price_stop = 0;\r
374 }\r
375 lots = Lots;\r
376 /*\r
377 if(MoneyManagement) {\r
378 lots = mmLots(stop_loss);\r
379 }\r
380 else {\r
381 lots = Lots;\r
382 }\r
383 */\r
384 \r
385 if(!ECNBroker && !StealthMode) {\r
386 ticket = OrderSend(Symbol(), OP_BUY, lots, price_now, Slippage, price_stop, price_profit, NULL, Magic, 0, Lime);\r
387 }\r
388 else {\r
389 ticket = OrderSend(Symbol(), OP_BUY, lots, price_now, Slippage, 0, 0, NULL, Magic, 0, Lime);\r
390 }\r
391 \r
392 if(ticket < 0) {\r
393 //tradeBuy();\r
394 Print(AdvisorName, "- tradeBuy() error #", GetLastError());\r
395 Print("Price Buy: ", price_now, " TP: ", price_profit, " SL: ", price_stop, " Lots: ", lots);\r
396 }\r
397 else {\r
398 OrderSelect(ticket, SELECT_BY_TICKET);\r
399 if(ECNBroker) { \r
400 OrderModify(OrderTicket(), OrderOpenPrice(), price_stop, price_profit, 0, CLR_NONE);\r
401 }\r
402 tickets[num_trades] = ticket;\r
403 num_trades++;\r
404 }\r
405 }\r
406 \r
407 //+------------------------------------------------------------------+\r
408 //| Trade Sell @http://kolier.li @v1.0 |\r
409 //| @import |\r
410 //| bool ECNBroker |\r
411 //+------------------------------------------------------------------+\r
412 void tradeSell()\r
413 {\r
414 double price_now, price_profit, price_stop, lots;\r
415 double take_profit = pips2Points(TakeProfit)*Point;\r
416 double stop_loss = pips2Points(StopLoss)*Point;\r
417 int ticket;\r
418 price_now = Bid;\r
419 if(TakeProfit > 0) {\r
420 price_profit = price_now - take_profit;\r
421 }\r
422 else {\r
423 price_profit = 0;\r
424 }\r
425 if(StopLoss > 0) {\r
426 price_stop = price_now + stop_loss;\r
427 }\r
428 else {\r
429 price_stop = 0;\r
430 }\r
431 lots = Lots;\r
432 /*\r
433 if(MoneyManagement) {\r
434 lots = mmLots(stop_loss);\r
435 }\r
436 else {\r
437 lots = Lots;\r
438 }\r
439 */\r
440 \r
441 if(!ECNBroker && !StealthMode) {\r
442 ticket = OrderSend(Symbol(), OP_SELL, lots, price_now, Slippage, price_stop, price_profit, NULL, Magic, 0, Red);\r
443 }\r
444 else {\r
445 ticket = OrderSend(Symbol(), OP_SELL, lots, price_now, Slippage, 0, 0, NULL, Magic, 0, Red);\r
446 }\r
447 \r
448 if(ticket < 0) {\r
449 //tradeBuy();\r
450 Print(AdvisorName, "- tradeSell() error #", GetLastError());\r
451 Print("Price Sell: ", price_now, " TP: ", price_profit, " SL: ", price_stop, " Lots: ", lots);\r
452 }\r
453 else {\r
454 OrderSelect(ticket, SELECT_BY_TICKET);\r
455 if(ECNBroker) { \r
456 OrderModify(OrderTicket(), OrderOpenPrice(), price_stop, price_profit, 0, CLR_NONE);\r
457 }\r
458 tickets[num_trades] = ticket;\r
459 num_trades++;\r
460 }\r
461 }\r
462 \r
463 //+------------------------------------------------------------------+\r
464 //| Close All Trades @http://kolier.li |\r
465 //+------------------------------------------------------------------+\r
466 void closeTrades()\r
467 {\r
468 for(int i=0; i<OrdersTotal(); i++) {\r
469 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
470 if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic && OrderType()==OP_BUY) {\r
471 OrderClose(OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(),MODE_BID), Slippage, White);\r
472 }\r
473 else if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic && OrderType()==OP_SELL) {\r
474 OrderClose(OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(),MODE_ASK), Slippage, White);\r
475 }\r
476 }\r
477 }\r
478 \r
479 //+------------------------------------------------------------------+\r
480 //| TP and SL stealthly, hide from the trade server |\r
481 //| Place at the front part of start() |\r
482 //+------------------------------------------------------------------+\r
483 void stealthMode()\r
484 {\r
485 double takeprofit_stealth = pips2Points(TakeProfit)*Point;\r
486 double stoploss_stealth = pips2Points(StopLoss)*Point;\r
487 \r
488 for(int i=0; i<OrdersTotal(); i++) {\r
489 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
490 if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic) {\r
491 if(OrderType()==OP_BUY\r
492 && ( (MarketInfo(OrderSymbol(),MODE_BID)-OrderOpenPrice()>=takeprofit_stealth && takeprofit_stealth>0)\r
493 || (OrderOpenPrice()-MarketInfo(OrderSymbol(),MODE_BID)>=stoploss_stealth && stoploss_stealth>0) )) {\r
494 OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, White);\r
495 }\r
496 else if(OrderType()==OP_SELL\r
497 && ( (OrderOpenPrice()-MarketInfo(OrderSymbol(),MODE_ASK)>=takeprofit_stealth && takeprofit_stealth>0)\r
498 || (MarketInfo(OrderSymbol(),MODE_ASK)-OrderOpenPrice()>=stoploss_stealth && stoploss_stealth>0) )) {\r
499 OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, White);\r
500 }\r
501 }\r
502 }\r
503 }\r
504 \r
505 //+------------------------------------------------------------------+\r
506 //| pips2Points() @http://kolier.li |\r
507 //+------------------------------------------------------------------+\r
508 double pips2Points(double pips)\r
509 {\r
510 double points;\r
511 if(Close[0]<10) {\r
512 points = pips*MathPow(10,Digits-4);\r
513 }\r
514 else if(Close[0]>10) {\r
515 points = pips*MathPow(10,Digits-2); \r
516 }\r
517 \r
518 return(points);\r
519 }\r
520 \r
521 //+------------------------------------------------------------------+\r
522 //| trailStop Target Points |\r
523 //| Scan Trades @http://kolier.li @v1.0 |\r
524 //| @params |\r
525 //| string order_type TRADEALL|TRADETRADE|TRADEPEND |\r
526 //| string order_dir TRADEALL|TRADEBUY|TRADESELL |\r
527 //| @return |\r
528 //| int orders_number |\r
529 //+------------------------------------------------------------------+\r
530 int scanTrades(int order_type=TRADEALL, int order_dir=TRADEALL)\r
531 {\r
532 int orders_total = OrdersTotal();\r
533 int orders_number = 0;\r
534 for(int i=0; i<orders_total; i++)\r
535 {\r
536 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
537 if(OrderMagicNumber() == Magic && OrderSymbol() == Symbol()) {\r
538 switch(order_type) {\r
539 case TRADEALL:\r
540 orders_number++;\r
541 break;\r
542 case TRADETRADE:\r
543 if(OrderType()<=OP_SELL) {\r
544 orders_number = _scanTradesDir(order_dir, orders_number);\r
545 }\r
546 break;\r
547 case TRADEPEND:\r
548 if(OrderType()>OP_SELL) {\r
549 orders_number = _scanTradesDir(order_dir, orders_number);\r
550 }\r
551 break;\r
552 }// switch\r
553 }\r
554 }\r
555 return(orders_number); \r
556 }\r
557 \r
558 int _scanTradesDir(int order_dir, int orders_number)\r
559 {\r
560 switch(order_dir) {\r
561 case TRADEALL:\r
562 orders_number++;\r
563 break;\r
564 case TRADEBUY:\r
565 if(OrderType()==OP_BUY || OrderType()==OP_BUYLIMIT || OrderType()==OP_BUYSTOP) {\r
566 orders_number++;\r
567 }\r
568 break;\r
569 case TRADESELL:\r
570 if(OrderType()==OP_SELL || OrderType()==OP_SELLLIMIT || OrderType()==OP_SELLSTOP) {\r
571 orders_number++;\r
572 }\r
573 break;\r
574 }// switch\r
575 return(orders_number);\r
576 }\r
577 \r
578 //+------------------------------------------------------------------+\r
579 //| Break Even @http://kolier.li |\r
580 //+------------------------------------------------------------------+\r
581 void breakEven()\r
582 {\r
583 int orders_total = OrdersTotal();\r
584 int i, ticket;\r
585 double break_even_points = pips2Points(BreakEvenPips);\r
586 double break_even_with_profit = pips2Points(BreakEvenWithProfit);\r
587 double stoploss_buy, stoploss_sell;\r
588 string gv_name;\r
589 double break_even_able;\r
590 \r
591 for(i=0; i<orders_total; i++) {\r
592 break_even_able = -1;\r
593 if(!BreakEvenWithProfit) {\r
594 stoploss_buy = OrderOpenPrice();\r
595 stoploss_sell = OrderOpenPrice();\r
596 }\r
597 else {\r
598 stoploss_buy = OrderOpenPrice() + break_even_with_profit*Point;\r
599 stoploss_sell = OrderOpenPrice() - break_even_with_profit*Point;\r
600 }\r
601 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
602 if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic && OrderProfit()>0) {\r
603 if(BE_StealthMode) {\r
604 break_even_able = GlobalVariableGet(AdvisorName+"_be_able_"+OrderTicket());\r
605 if(OrderType()==OP_BUY && break_even_able>0 && Bid<=stoploss_buy) {\r
606 OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, White);\r
607 }\r
608 else if(OrderType()==OP_SELL && break_even_able>0 && Ask>=stoploss_sell) {\r
609 OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, White);\r
610 }\r
611 }\r
612 \r
613 if(OrderType()==OP_BUY && (OrderStopLoss()<stoploss_buy || OrderStopLoss()==0)\r
614 && Bid-OrderOpenPrice()>=break_even_points*Point) {\r
615 if(!BE_StealthMode) {\r
616 OrderModify(OrderTicket(), OrderOpenPrice(), stoploss_buy, OrderTakeProfit(), 0, Green);\r
617 }\r
618 else {\r
619 GlobalVariableSet(AdvisorName+"_be_able_"+OrderTicket(), 1);\r
620 }\r
621 }\r
622 else if(OrderType()==OP_SELL && (OrderStopLoss()>stoploss_sell || OrderStopLoss()==0)\r
623 && OrderOpenPrice()-Ask>=break_even_points*Point) {\r
624 if(!BE_StealthMode) {\r
625 OrderModify(OrderTicket(), OrderOpenPrice(), stoploss_sell, OrderTakeProfit(), 0, Magenta);\r
626 }\r
627 else {\r
628 GlobalVariableSet(AdvisorName+"_be_able_"+OrderTicket(), 1);\r
629 }\r
630 }\r
631 }\r
632 }\r
633 \r
634 // Clear the un-used Global Variables\r
635 for(i=0; i<GlobalVariablesTotal(); i++) {\r
636 gv_name = GlobalVariableName(i);\r
637 if(StringSubstr(gv_name, 0, 8+StringLen(AdvisorName))==AdvisorName+"_be_able") {\r
638 ticket = StrToInteger(StringSubstr(gv_name, 8+StringLen(AdvisorName)));\r
639 OrderSelect(ticket, SELECT_BY_TICKET);\r
640 if(OrderCloseTime()>0) {\r
641 GlobalVariableDel(gv_name);\r
642 }\r
643 }\r
644 }\r
645 }\r
646 \r
647 //+------------------------------------------------------------------+\r
648 //| Trail Stop @http://kolier.li |\r
649 //+------------------------------------------------------------------+\r
650 void trailStop()\r
651 {\r
652 int ticket;\r
653 string gv_name;\r
654 double trail_stop_points = pips2Points(TrailStopPips)*Point;\r
655 double ts_chunk = pips2Points(TS_Chunk)*Point;\r
656 double stoploss_order;\r
657 \r
658 for(int i=0; i<OrdersTotal(); i++) {\r
659 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
660 if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic) {\r
661 if(!TS_StealthMode) {\r
662 stoploss_order = OrderStopLoss();\r
663 }\r
664 else {\r
665 stoploss_order = GlobalVariableGet("ts_stoploss_"+OrderTicket());\r
666 \r
667 if(stoploss_order>0) {\r
668 if(OrderType()==OP_BUY && Bid<=stoploss_order) {\r
669 OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, White);\r
670 GlobalVariableDel(AdvisorName+"_ts_stoploss_"+OrderTicket());\r
671 continue;\r
672 }\r
673 else if(OrderType()==OP_SELL && Ask>=stoploss_order) {\r
674 OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, White);\r
675 GlobalVariableDel(AdvisorName+"_ts_stoploss_"+OrderTicket());\r
676 continue;\r
677 }\r
678 }\r
679 }\r
680 \r
681 if(OrderType()==OP_BUY\r
682 && ((Bid-trail_stop_points>stoploss_order && stoploss_order>0) || stoploss_order==0)\r
683 && (!TrailAfterEven || (TrailAfterEven && Bid-trail_stop_points>=OrderOpenPrice()))\r
684 && (!TS_MovingInChunk || (TS_MovingInChunk && ((Bid-stoploss_order>trail_stop_points+ts_chunk && stoploss_order>0) || stoploss_order==0)))) {\r
685 if(!TS_StealthMode) {\r
686 OrderModify(OrderTicket(), OrderOpenPrice(), Bid-trail_stop_points, OrderTakeProfit(), 0, Blue);\r
687 }\r
688 else {\r
689 GlobalVariableSet(AdvisorName+"_ts_stoploss_"+OrderTicket(), Bid-trail_stop_points);\r
690 }\r
691 }\r
692 else if(OrderType()==OP_SELL\r
693 && ((Ask+trail_stop_points<stoploss_order && stoploss_order>0) || stoploss_order==0)\r
694 && (!TrailAfterEven || (TrailAfterEven && Ask+trail_stop_points<=OrderOpenPrice()))\r
695 && (!TS_MovingInChunk || (TS_MovingInChunk && ((stoploss_order-Ask>trail_stop_points+ts_chunk && stoploss_order>0) || stoploss_order==0)))) {\r
696 if(!TS_StealthMode) {\r
697 OrderModify(OrderTicket(), OrderOpenPrice(), Ask+trail_stop_points, OrderTakeProfit(), 0, Orange);\r
698 }\r
699 else {\r
700 GlobalVariableSet(AdvisorName+"_ts_stoploss_"+OrderTicket(), Ask+trail_stop_points);\r
701 }\r
702 }\r
703 }\r
704 }\r
705 \r
706 // Clear the un-used Global Variables\r
707 for(i=0; i<GlobalVariablesTotal(); i++) {\r
708 gv_name = GlobalVariableName(i);\r
709 if(StringSubstr(gv_name, 0, 12+StringLen(AdvisorName))==AdvisorName+"_ts_stoploss") {\r
710 ticket = StrToInteger(StringSubstr(gv_name, 12+StringLen(AdvisorName)));\r
711 OrderSelect(ticket, SELECT_BY_TICKET);\r
712 if(OrderCloseTime()>0) {\r
713 GlobalVariableDel(gv_name);\r
714 }\r
715 }\r
716 }\r
717 }\r
718 \r
719 //+------------------------------------------------------------------+\r
720 //| Whether traded in that bar, default to current bar |\r
721 //| @http://kolier.li |\r
722 //+------------------------------------------------------------------+\r
723 bool tradedInBar(int shift=0)\r
724 {\r
725 datetime time_begin = Time[shift];\r
726 datetime time_end = time_begin + Period()*60;\r
727 int i;\r
728 for(i=0; i<OrdersTotal(); i++)\r
729 {\r
730 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
731 if(OrderMagicNumber()==Magic && OrderSymbol()==Symbol()\r
732 && OrderOpenTime()>=time_begin && OrderOpenPrice()<=time_end) {\r
733 return(true);\r
734 }\r
735 }\r
736 for(i=0; i<OrdersHistoryTotal(); i++)\r
737 {\r
738 OrderSelect(i, SELECT_BY_POS, MODE_HISTORY);\r
739 if(OrderMagicNumber()==Magic && OrderSymbol()==Symbol()\r
740 && OrderOpenTime()>=time_begin && OrderOpenPrice()<=time_end) {\r
741 return(true);\r
742 }\r
743 }\r
744 \r
745 return(false);\r
746 }\r
747 \r
748 //+------------------------------------------------------------------+\r
749 //| Convert the orders profit into pips @http://kolier.li |\r
750 //+------------------------------------------------------------------+\r
751 double profit2Pips(string symbol, double profit, double lots)\r
752 {\r
753 double tick_value = MarketInfo(symbol, MODE_TICKVALUE);\r
754 double points = profit/(lots*tick_value);\r
755 double pips = points2Pips(points);\r
756 \r
757 return(pips);\r
758 }\r
759 \r
760 //+------------------------------------------------------------------+\r
761 //| points2Pips() @http://kolier.li |\r
762 //+------------------------------------------------------------------+\r
763 double points2Pips(double points)\r
764 {\r
765 double pips;\r
766 if(Close[0]<10) {\r
767 pips = points/MathPow(10,Digits-4);\r
768 }\r
769 else if(Close[0]>10) {\r
770 pips = points/MathPow(10,Digits-2);\r
771 }\r
772 \r
773 return(pips);\r
774 }