| blob | 24604889519dafa75f8a903e0eb9125714211fca |
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=10;\r
18 extern int curb_level=3;\r
19 extern double p1_offset=10;\r
20 extern double p2_offset=15;\r
21 extern int pend_delete=30;\r
22 extern double profit_target=3.0;\r
23 extern double curb_factor=0.5;\r
24 extern double safety_coef = 0.5;\r
25 extern bool stealth=false;\r
26 extern bool tier2_sig=true;\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=0.02;\r
31 extern bool power_lots=true;\r
32 extern string Separator_04="---- Additional ----";\r
33 extern double deviation_reset=0;\r
34 extern int reset_level=3;\r
35 extern bool closeall=false;\r
36 extern bool stop_ea=false;\r
37 //----\r
38 double pt;\r
39 double p_off;\r
40 double p1_off;\r
41 double p2_off;\r
42 double std=0.1;\r
43 double AE1;\r
44 double p_lot;\r
45 double lot2;\r
46 double bal_2;\r
47 double incr_1;\r
48 double b_price;\r
49 double s_price;\r
50 double d_reset;\r
51 int OT;\r
52 bool deleteall;\r
53 bool hedge=false;\r
54 bool b_send;\r
55 bool s_send;\r
56 string f_trade="NULL";\r
57 //+------------------------------------------------------------------+\r
58 //| expert initialization function |\r
59 //+------------------------------------------------------------------+\r
60 int init()\r
61 {\r
62 //----\r
63 pt=Point; if(Digits==3 || Digits==5) pt=10*Point;\r
64 tp_1*=pt;\r
65 tp_2*=pt;\r
66 range*=pt;\r
67 if(p1_offset<5.0) p1_offset=0.0;\r
68 if(p2_offset<5.0) p2_offset=0.0;\r
69 p1_off=p1_offset*pt;\r
70 p2_off=p2_offset*pt;\r
71 d_reset=deviation_reset;\r
72 if(curb_level<3) curb_level=0;\r
73 //----\r
74 AE1=AccountEquity(); p_lot=lot/AE1;\r
75 if(StringLen(Symbol())>6) std=1.0;\r
76 profit_target*=std;\r
77 //----\r
78 return(0);\r
79 }\r
80 //+------------------------------------------------------------------+\r
81 //| expert start function |\r
82 //+------------------------------------------------------------------+\r
83 int start()\r
84 {\r
85 //----\r
86 int total=0, t_cnt=0, p_cnt=0, b_cnt=0, s_cnt=0, b2_cnt=0, s2_cnt=0;\r
87 int b3_cnt=0, s3_cnt=0; double FOOP, B_LOOP, S_LOOP;\r
88 for(int i=0; i<OrdersTotal(); i++)\r
89 {\r
90 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
91 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
92 total++;\r
93 //----\r
94 if(cmd()< 2) t_cnt++;\r
95 if(cmd()> 1) p_cnt++;\r
96 if(cmd()==0){ b_cnt++; b3_cnt++; } if(cmd()==4){ b2_cnt++; b3_cnt++; }\r
97 if(cmd()==1){ s_cnt++; s3_cnt++; } if(cmd()==5){ s2_cnt++; s3_cnt++; }\r
98 if(b3_cnt==1 || (b3_cnt>1 && OOP()<B_LOOP)) B_LOOP=OOP();\r
99 if(s3_cnt==1 || (s3_cnt>1 && OOP()>S_LOOP)) S_LOOP=OOP();\r
100 if(b_cnt ==1 || (b_cnt >1 && OOP()>FOOP)) FOOP=OOP();\r
101 if(s_cnt ==1 || (s_cnt >1 && OOP()<FOOP)) FOOP=OOP();\r
102 }\r
103 //----\r
104 string H=""; if(stealth) H="_S"; if(hedge) H="_H"; if(stealth && hedge) H="_SH";\r
105 if(total==0) f_trade="Null"+H;\r
106 if(t_cnt==0 && p_cnt==1) f_trade="Pend"+H;\r
107 if(t_cnt==1 && p_cnt==0){ f_trade="Buy"+H; if(s_cnt==1) f_trade="Sell"+H; }\r
108 //+------------------------------------------------------------------+\r
109 for(i=0; i<OrdersTotal(); i++)\r
110 {\r
111 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
112 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
113 double OTP=OrderTakeProfit(), tp_3=tp_1;\r
114 if(cmd()<2 && OTP==0)\r
115 {\r
116 if(t_cnt>1) tp_3=tp_2; if(cmd()==1) tp_3*=-1;\r
117 if(!stealth || (stealth && OrderComment()=="L1")) OTP=OOP()+tp_3;\r
118 if(OTP!=0){ OrderModify(OrderTicket(),0,0,OTP,0,CLR_NONE); deleteall=true; }\r
119 }\r
120 //----\r
121 if(t_cnt==0 && pend_delete>0)\r
122 {\r
123 datetime OOT=OrderOpenTime(), get_time=TimeCurrent();\r
124 if(cmd()>1 && get_time-OOT>pend_delete*60) OrderDelete(OrderTicket());\r
125 }\r
126 }\r
127 //+------------------------------------------------------------------+\r
128 double o_charts=GlobalVariableGet("open_charts"); o_charts=1; // Global currently by-passed\r
129 double AB=AccountBalance(), lot2=lot/o_charts, pl_factor=1/o_charts;\r
130 //----\r
131 if(power_lots)\r
132 {\r
133 if(AB>AE1) lot2=NormalizeDouble((p_lot*AB)/o_charts,Digits);\r
134 pl_factor=(lot2/lot)/o_charts; double lot3=lot2;\r
135 }\r
136 //----\r
137 double p_targ=profit_target*pl_factor, incr_1=increment*pl_factor, b_lot=lot2, s_lot=lot2;\r
138 //+------------------------------------------------------------------+\r
139 bool t_buy=false, t_sell=false, t2_buy=false, t2_sell=false;\r
140 bool isfriday = false; /* aseza put something */\r
141 if(DayOfWeek()==5) isfriday = true;\r
142 if((p1_off==0 && t_cnt==0) || (p1_off>0 && b3_cnt==0 && (s_cnt==0 || f_trade=="Buy"+H))) t_buy=true;\r
143 if((p1_off==0 && t_cnt==0) || (p1_off>0 && s3_cnt==0 && (b_cnt==0 || f_trade=="Sell"+H))) t_sell=true;\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 if(total==0){ closeall=false; b_send=false; s_send=false; }\r
148 if(b2_cnt==0 && s2_cnt==0) deleteall=false;\r
149 if(!stop_ea && !closeall && !deleteall && !isfriday)\r
150 {\r
151 if(t_buy || (t2_buy && Ask<=B_LOOP-range-p2_off)) // BUY\r
152 {\r
153 if(signal()==0 || (b_cnt>0 && !tier2_sig))\r
154 {\r
155 if(lot_multiplier) b_lot=lot2*MathPow(multiplier,b_cnt);\r
156 if(!lot_multiplier) b_lot=lot2+(incr_1*b_cnt);\r
157 OT=0; p_off=p1_off;\r
158 if(b_cnt>0) p_off=p2_off; if(p_off>0) OT=4;\r
159 //----\r
160 OrderSend(Symbol(),OT,b_lot,Ask+p_off,3,0,0,"L"+(b_cnt+1),magic,0,Blue);\r
161 }\r
162 }\r
163 //----\r
164 if(t_sell || (t2_sell && Bid>=S_LOOP+range+p2_off)) // SELL\r
165 {\r
166 if(signal()==1 || (s_cnt>0 && !tier2_sig))\r
167 {\r
168 if(lot_multiplier) s_lot=lot2*MathPow(multiplier,s_cnt);\r
169 if(!lot_multiplier) s_lot=lot2+(incr_1*s_cnt);\r
170 OT=1; p_off=p1_off;\r
171 if(s_cnt>0) p_off=p2_off; if(p_off>0) OT=5;\r
172 //----\r
173 OrderSend(Symbol(),OT,s_lot,Bid-p_off,3,0,0,"L"+(s_cnt+1),magic,0,Red);\r
174 }\r
175 }\r
176 }\r
177 //+------------------------------------------------------------------+\r
178 double profit=0, profit_1=0, profit_2=0, profit_3=0, t_lot=0, b2_lot=0, s2_lot=0;\r
179 for(i=0; i<OrdersTotal(); i++)\r
180 {\r
181 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
182 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
183 profit+=OrderProfit();\r
184 if(t_cnt>2 && OT2()=="L")\r
185 {\r
186 if(OrderComment()=="L"+t_cnt) profit_1=OrderProfit();\r
187 if(OrderComment()=="L"+(t_cnt-1)) profit_2=OrderProfit();\r
188 profit_3=profit_1+profit_2;\r
189 }\r
190 if(cmd()< 2) t_lot+=OrderLots();\r
191 if(cmd()==0){ b2_lot+=OrderLots(); if(OOP()==FOOP) b_price=OOP(); }\r
192 if(cmd()==1){ s2_lot+=OrderLots(); if(OOP()==FOOP) s_price=OOP(); }\r
193 }\r
194 //----\r
195 double dev_b, dev_s, deviate=0;\r
196 if(b_cnt>0){ dev_b=b_price-Ask; if(dev_b>0) deviate=dev_b/pt; }\r
197 if(s_cnt>0){ dev_s=Bid-s_price; if(dev_s>0) deviate=dev_s/pt; }\r
198 //+------------------------------------------------------------------+\r
199 for(i=OrdersTotal()-1; i>=0; i--)\r
200 {\r
201 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
202 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
203 if(cmd()<2)\r
204 {\r
205 if(deviate>=d_reset && d_reset>0 && t_cnt>=reset_level)\r
206 {\r
207 if(OOP()==FOOP)\r
208 OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,CLR_NONE);\r
209 }\r
210 if(t_cnt>=curb_level && profit_3>=p_targ*curb_factor)\r
211 {\r
212 if(OCM()=="L"+t_cnt || OCM()=="L"+(t_cnt-1))\r
213 OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,CLR_NONE);\r
214 }\r
215 }\r
216 }\r
217 //+------------------------------------------------------------------+\r
218 double balance=0;\r
219 for(i=0; i<OrdersHistoryTotal(); i++)\r
220 {\r
221 OrderSelect(i,SELECT_BY_POS,MODE_HISTORY);\r
222 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
223 balance+=OrderProfit();\r
224 }\r
225 //----\r
226 if(t_cnt==0) GlobalVariableSet("bal_2"+Symbol()+magic,balance);\r
227 bal_2=GlobalVariableGet("bal_2"+Symbol()+magic);\r
228 //+------------------------------------------------------------------+\r
229 if(balance+profit>=bal_2+p_targ || AB+profit<AB*safety_coef) closeall=true;\r
230 if(closeall || deleteall)\r
231 {\r
232 for(i=OrdersTotal()-1; i>=0; i--)\r
233 {\r
234 OrderSelect(i,SELECT_BY_POS,MODE_TRADES);\r
235 if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=magic) continue;\r
236 if(closeall) deleteall=true;\r
237 if(cmd()>1 && deleteall) OrderDelete(OrderTicket());\r
238 if(cmd()<2 && closeall) OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,CLR_NONE);\r
239 }\r
240 }\r
241 //+------------------------------------------------------------------+\r
242 string multi="Multiplier = "+DoubleToStr(multiplier,2), tier2="Yes", dev_r="";\r
243 if(!lot_multiplier) multi="Increment = "+DoubleToStr(incr_1,2);\r
244 if(!tier2_sig) tier2="No"; if(d_reset>0) dev_r=" / "+DoubleToStr(d_reset,0)+" / "+t_cnt+" / "+reset_level;\r
245 //----\r
246 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
247 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
248 string line_3="OPT = "+f_trade+" | "+multi+" | Spread = "+DoubleToStr((Ask-Bid)/pt,2)+" | Total Lots = "+DoubleToStr(t_lot,2)+" | Tier 2 = "+tier2+"\n";\r
249 //----\r
250 Comment(line_1, line_2, line_3);\r
251 //----\r
252 return(0);\r
253 }\r
254 //+------------------------------------------------------------------+\r
255 int cmd()\r
256 { int cmd=OrderType();\r
257 return(cmd); }\r
258 //----\r
259 double OOP()\r
260 { double OOP=OrderOpenPrice();\r
261 return(OOP); }\r
262 //----\r
263 string OCM()\r
264 { string OCM=OrderComment();\r
265 return(OCM); }\r
266 //----\r
267 string OT2()\r
268 { string OT2=StringSubstr(OrderComment(),0,1);\r
269 return(OT2); }\r
270 //+------------------------------------------------------------------+\r
271 int signal()\r
272 {\r
273 int signal=2;\r
274 if(iCustom(NULL,0,"SuperTrend",10,3.0,0,bars_closed)!=EMPTY_VALUE) signal=0;\r
275 if(iCustom(NULL,0,"SuperTrend",10,3.0,1,bars_closed)!=EMPTY_VALUE) signal=1;\r
276 return(signal);\r
277 }\r
278 //+------------------------------------------------------------------+