//+-------------------------------------------------------------------+ //| Dibs method auto trading robot by Steve Hopwood.mq4 | //| Copyright © 2009, Steve Hopwood | //| http://www.hopwood3.freeserve.co.uk | //+-------------------------------------------------------------------+ #property copyright "Copyright © 2009, Steve Hopwood" #property link "http://www.hopwood3.freeserve.co.uk" #include #include #define NL "\n" #define up "Up" #define down "Down" #define none "None" #define buy "Buy" #define sell "Sell" #define ranging "Ranging" #define confused "Confused, and so cannot trade" #define trending "Trending" #define opentrade "There is a trade open" #define stopped "Trading is stopped" #define todayopenprice "6.00 GMT open price" #define ibhighline "Inside bar high line" #define iblowline "Inside bar low line" /* This EA automates trading for the DIBS (Daily Inside Bar Setup) system found at http://www.forexfactory.com/showthread.php?t=86766 Matt Kennel has provided the code for bool O_R_CheckForHistory(int ticket). Cheers Matt, You are a star. The code for detecting the start of the day is adapted from squalous 3 tier breakout EA. Cheers sq. You are a star. int x = 0; while (x == 0) Sleep(100); FUNCTIONS LIST int init() int start() ----Trading---- void SendPendingTrade() bool IsTradingAllowed() bool SendSingleTrade(int type, string comment, double lotsize, double price, double stop, double take) bool DoesTradeExist() void CountOpenTrades() bool CloseTrade(int ticket) void LookForTradeClosure() bool CheckTradingTimes() ----Inside bar---- void LookForInsideBar() void DeleteInsideBarLines() ----Matt's Order Reliable library code bool O_R_CheckForHistory(int ticket) Cheers Matt, You are a star. void O_R_Sleep(double mean_time, double max_time) ----Trade management module---- void TradeManagementModule() void CandlestickTrailingStop() void BreakEvenStopLoss() bool CheckForHiddenStopLossHit(int type, int iPipsAboveVisual, double stop ) void JumpingStopLoss() void HiddenTakeProfit() void HiddenStopLoss() void TrailingStopLoss() void PartClose() */ extern string gen="----General inputs----"; extern double Lot=1; extern bool StopTrading=false; extern bool TradeLong=true; extern bool TradeShort=true; extern int TakeProfit=0; extern int MagicNumber=0; extern string TradeComment=""; extern bool CriminalIsECN=false; extern double MaxSpread=120; extern string pc="----Partial close----"; extern double LotToClose=0.5; extern string dot="----Daily open time----"; extern string StartTime="6:00"; string EndTime;//For sq's code. Set to StartTime in the line drawing function extern string amc="----Available Margin checks----"; extern string sco="Scoobs"; extern bool UseScoobsMarginCheck=false; extern string fk="ForexKiwi"; extern bool UseForexKiwi=true; extern int FkMinimumMarginPercent=1500; extern string tt="----Trading hours----"; extern string Trade_Hours= "Set Morning & Evening Hours"; extern string Trade_Hoursi= "Use 24 hour, local time clock"; extern string Trade_Hours_M= "Morning Hours 0-12"; extern int start_hourm = 8; extern int end_hourm = 12; extern string Trade_Hours_E= "Evening Hours 12-24"; extern int start_houre = 12; extern int end_houre = 17; extern string tmm="----Trade management module----"; extern string BE="Break even settings"; extern bool BreakEven=false; extern int BreakEvenPips=25; extern int BreakEvenProfit=10; extern bool HideBreakEvenStop=false; extern int PipsAwayFromVisualBE=5; extern string cts="----Candlestick trailing stop----"; extern bool UseCandlestickTrailingStop=false; extern int CandleShift=1; extern string JSL="Jumping stop loss settings"; extern bool JumpingStop=true; extern int JumpingStopPips=50; extern bool AddBEP=true; extern bool JumpAfterBreakevenOnly=false; extern bool HideJumpingStop=false; extern int PipsAwayFromVisualJS=10; extern string TSL="Trailing stop loss settings"; extern bool TrailingStop=false; extern int TrailingStopPips=50; extern bool HideTrailingStop=false; extern int PipsAwayFromVisualTS=10; extern bool TrailAfterBreakevenOnly=false; extern bool StopTrailAtPipsProfit=false; extern int StopTrailPips=0; extern string hsl1="Hidden stop loss settings"; extern bool HideStopLossEnabled=false; extern int HiddenStopLossPips=20; extern string htp="Hidden take profit settings"; extern bool HideTakeProfitEnabled=false; extern int HiddenTakeProfitPips=20; extern string mis="----Odds and ends----"; extern bool ShowManagementAlerts=true; extern int DisplayGapSize=30; //Matt's O-R stuff int O_R_Setting_max_retries = 10; double O_R_Setting_sleep_time = 4.0; /* seconds */ double O_R_Setting_sleep_max = 15.0; /* seconds */ //Trading variables int TicketNo, OpenTrades; bool BuyOpen, SellOpen, BuyPendingSent, SellPendingSent; bool CanTradeThisPair;//Will be false when this pair fails the currency can only trade twice filter, or the balanced trade filter string direction;//Trade direction double DayOpenPrice;//Open price of the 6.00 gmt candle int PlusOne;//For the high/low +- 1 calculation //IB variables double BarHigh, BarLow, BarExtent;//High/low/length of the inside bar //BB variables double BbUpper, BbMiddle, BbLower, BbExtent; //Rsi double RsiVal; //Moving average double MaVal; //Volatility double Volatility; //Date/Time datetime ConvertedStartTime; //Misc string Gap, ScreenMessage; int OldBars; int OldCstBars;//For candlestick ts string PipDescription=" pips"; bool ForceTradeClosure; //sq's variables datetime tBoxStart,tBoxEnd,tSessionStart,tSessionEnd,tLastComputedSessionStart,tLastComputedSessionEnd, boxEndShift; double boxHigh,boxLow,boxExtent,boxMedianPrice; void DisplayUserFeedback() { if (IsTesting() && !IsVisualMode()) return; ScreenMessage = ""; ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Local time: ", TimeToStr(TimeLocal(), TIME_DATE|TIME_MINUTES|TIME_SECONDS), NL ); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Crim's time: ", TimeToStr(TimeCurrent(), TIME_DATE|TIME_MINUTES|TIME_SECONDS), NL ); /* //Code for time to bar-end display from Candle Time by Nick Bilak double i; int m,s,k; m=Time[0]+Period()*60-CurTime(); i=m/60.0; s=m%60; m=(m-m%60)/60; ScreenMessage = StringConcatenate(ScreenMessage,Gap, m + " minutes " + s + " seconds left to bar end", NL); */ ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Lot size: ", Lot, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Take profit: ", TakeProfit, PipDescription, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Magic number: ", MagicNumber, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Trade comment: ", TradeComment, NL); if (CriminalIsECN) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "CriminalIsECN = true", NL); else ScreenMessage = StringConcatenate(ScreenMessage,Gap, "CriminalIsECN = false", NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Criminal's minimum lot size: ", MarketInfo(Symbol(), MODE_MINLOT), NL, NL ); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Trading hours", NL); if (start_hourm == 0 && end_hourm == 12 && start_houre && end_houre == 24) ScreenMessage = StringConcatenate(ScreenMessage,Gap, " 24H trading", NL); else { ScreenMessage = StringConcatenate(ScreenMessage,Gap, " start_hourm: ", DoubleToStr(start_hourm, 2), ": end_hourm: ", DoubleToStr(end_hourm, 2), NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, " start_houre: ", DoubleToStr(start_houre, 2), ": end_houre: ", DoubleToStr(end_houre, 2), NL); }//else ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Open price ", DoubleToStr(DayOpenPrice, Digits), ": Trading direction = ", direction, NL); if (BarHigh > 0 && BarLow > 0) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "BarHigh ", DoubleToStr(BarHigh, Digits), ": Bar low = ", DoubleToStr(BarLow, Digits), ": Bar size = ", BarExtent, NL); else ScreenMessage = StringConcatenate(ScreenMessage,Gap, "No inside bar has formed", NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); if (BreakEven) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Breakeven is set to ", BreakEvenPips, PipDescription); ScreenMessage = StringConcatenate(ScreenMessage,": BreakEvenProfit = ", BreakEvenProfit, PipDescription); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); }//if (BreakEven) if (UseCandlestickTrailingStop) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Using candlestick trailing stop with a ", CandleShift, " candle shift", NL); }//if (UseCandlestickTrailingStop) if (JumpingStop) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Jumping stop is set to ", JumpingStopPips, PipDescription); if (AddBEP) ScreenMessage = StringConcatenate(ScreenMessage,": BreakEvenProfit = ", BreakEvenProfit, PipDescription); if (JumpAfterBreakevenOnly) ScreenMessage = StringConcatenate(ScreenMessage, ": JumpAfterBreakevenOnly = true"); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); }//if (JumpingStop) if (TrailingStop) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Trailing stop is set to ", TrailingStopPips, PipDescription); if (TrailAfterBreakevenOnly) ScreenMessage = StringConcatenate(ScreenMessage, ": TrailAfterBreakevenOnly = true"); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); }//if (TrailingStop) if (HideStopLossEnabled) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Hidden stop loss enabled at ", HiddenStopLossPips, PipDescription, NL); }//if (HideStopLossEnabled) if (HideTakeProfitEnabled) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Hidden take profit enabled at ", HiddenTakeProfitPips, PipDescription, NL); }//if (HideTakeProfitEnabled) //ScreenMessage = StringConcatenate(ScreenMessage,Gap, "BB Upper line: ", DoubleToStr(BbUpper, Digits), NL); //ScreenMessage = StringConcatenate(ScreenMessage,Gap, "BB Middle line: ", DoubleToStr(BbMiddle, Digits), NL); //ScreenMessage = StringConcatenate(ScreenMessage,Gap, "BB Lower line: ", DoubleToStr(BbLower, Digits), NL); //ScreenMessage = StringConcatenate(ScreenMessage,Gap, "BB Lower line: ", DoubleToStr(BbLower, Digits), NL); Comment(ScreenMessage); }//void DisplayUserFeedback() //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- //Adapt to x digit criminals int multiplier; if(Digits == 2 || Digits == 4) multiplier = 1; if(Digits == 3 || Digits == 5) multiplier = 10; if(Digits == 6) multiplier = 100; if(Digits == 7) multiplier = 1000; if (multiplier > 1) PipDescription = " points"; PlusOne*= multiplier; TakeProfit*= multiplier; BreakEvenPips*= multiplier; BreakEvenProfit*= multiplier; PipsAwayFromVisualBE*= multiplier; JumpingStopPips*= multiplier; PipsAwayFromVisualJS*= multiplier; TrailingStopPips*= multiplier; PipsAwayFromVisualTS*= multiplier; StopTrailPips*= multiplier; HiddenStopLossPips*= multiplier; HiddenTakeProfitPips*= multiplier; Gap=""; if (DisplayGapSize >0) { for (int cc=0; cc< DisplayGapSize; cc++) { Gap = StringConcatenate(Gap, " "); } }//if (DisplayGapSize >0) if (TradeComment == "") TradeComment = " "; OldBars = Bars; //DrawOpenPriceLine(TimeCurrent()); //DisplayUserFeedback(); start(); //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- Comment(""); //---- return(0); } //////////////////////////////////////////////////////////////////////////////////////////////// //TRADE MANAGEMENT MODULE bool CheckForHiddenStopLossHit(int type, int iPipsAboveVisual, double stop ) { //Reusable code that can be called by any of the stop loss manipulation routines except HiddenStopLoss(). //Checks to see if the market has hit the hidden sl and attempts to close the trade if so. //Returns true if trade closure is successful, else returns false //Check buy trade if (type == OP_BUY) { double sl = NormalizeDouble(stop + (iPipsAboveVisual * Point), Digits); if (Bid <= sl) { while(IsTradeContextBusy()) Sleep(100); bool result = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 5, CLR_NONE); if (result) { if (ShowManagementAlerts==true) Alert("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()); }//if (result) else { int err=GetLastError(); if (ShowManagementAlerts==true) Alert("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); Print("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); }//else }//if (Bid <= sl) }//if (type = OP_BUY) //Check buy trade if (type == OP_SELL) { sl = NormalizeDouble(stop - (iPipsAboveVisual * Point), Digits); if (Ask >= sl) { while(IsTradeContextBusy()) Sleep(100); result = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 5, CLR_NONE); if (result) { if (ShowManagementAlerts==true) Alert("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()); }//if (result) else { err=GetLastError(); if (ShowManagementAlerts==true) Alert("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); Print("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); }//else }//if (Ask >= sl) }//if (type = OP_SELL) }//End bool CheckForHiddenStopLossHit(int type, int iPipsAboveVisual, double stop ) void BreakEvenStopLoss() // Move stop loss to breakeven { //Check hidden BE for trade closure if (HideBreakEvenStop) { bool TradeClosed = CheckForHiddenStopLossHit(OrderType(), PipsAwayFromVisualBE, OrderStopLoss() ); if (TradeClosed) return;//Trade has closed, so nothing else to do }//if (HideBreakEvenStop) bool result; if (OrderType()==OP_BUY) { if (Bid >= OrderOpenPrice () + (Point*BreakEvenPips) && OrderStopLoss() Preserve_Lots)// Only try to do this if the jump stop worked //{ // bool PartCloseSuccess = PartCloseTradeFunction(); // if (!PartCloseSuccess) SetAGlobalTicketVariable(); //}//if (PartCloseEnabled && OrderLots() > Preserve_Lots) } } if (OrderType()==OP_SELL) { if (Ask <= OrderOpenPrice() - (Point*BreakEvenPips) && (OrderStopLoss()>OrderOpenPrice()|| OrderStopLoss()==0)) { while(IsTradeContextBusy()) Sleep(100); result = OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(OrderOpenPrice()-(BreakEvenProfit*Point), Digits),OrderTakeProfit(),0,CLR_NONE); if (result && ShowManagementAlerts==true) Alert("Breakeven set on ", OrderSymbol(), " ticket no ", OrderTicket()); Print("Breakeven set on ", OrderSymbol(), " ticket no ", OrderTicket()); if (!result && ShowManagementAlerts) { err=GetLastError(); if (ShowManagementAlerts==true) Alert("Setting of breakeven SL ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); Print("Setting of breakeven SL ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); }//if !result && ShowManagementAlerts) //if (PartCloseEnabled && OrderLots() > Preserve_Lots)// Only try to do this if the jump stop worked // { // PartCloseSuccess = PartCloseTradeFunction(); // if (!PartCloseSuccess) SetAGlobalTicketVariable(); // }//if (PartCloseEnabled && OrderLots() > Preserve_Lots) } } } // End BreakevenStopLoss sub void JumpingStopLoss() { // Jump sl by pips and at intervals chosen by user . // Also carry out partial closure if the user requires this // Abort the routine if JumpAfterBreakevenOnly is set to true and be sl is not yet set if (JumpAfterBreakevenOnly && OrderType()==OP_BUY) { if(OrderStopLoss()OrderOpenPrice() || OrderStopLoss() == 0 ) return(0); } double sl=OrderStopLoss(); //Stop loss if (OrderType()==OP_BUY) { //Check hidden js for trade closure if (HideJumpingStop) { bool TradeClosed = CheckForHiddenStopLossHit(OP_BUY, PipsAwayFromVisualJS, OrderStopLoss() ); if (TradeClosed) return;//Trade has closed, so nothing else to do }//if (HideJumpingStop) // First check if sl needs setting to breakeven if (sl==0 || sl= OrderOpenPrice() + (JumpingStopPips*Point)) { sl=OrderOpenPrice(); if (AddBEP==true) sl=sl+(BreakEvenProfit*Point); // If user wants to add a profit to the break even while(IsTradeContextBusy()) Sleep(100); bool result = OrderModify(OrderTicket(),OrderOpenPrice(),sl,OrderTakeProfit(),0,CLR_NONE); if (result) { if (ShowManagementAlerts==true) Alert("Jumping stop set at breakeven ",sl, " ", OrderSymbol(), " ticket no ", OrderTicket()); Print("Jumping stop set at breakeven: ", OrderSymbol(), ": SL ", sl, ": Ask ", Bid); //if (PartCloseEnabled && OrderLots() > Preserve_Lots)// Only try to do this if the jump stop worked //{ //bool PartCloseSuccess = PartCloseTradeFunction(); //if (!PartCloseSuccess) SetAGlobalTicketVariable(); //}//if (PartCloseEnabled && OrderLots() > Preserve_Lots) }//if (result) if (!result) { int err=GetLastError(); if (ShowManagementAlerts) Alert(OrderSymbol(), "Ticket ", OrderTicket(), " buy trade. Jumping stop function failed to set SL at breakeven, with error(",err,"): ",ErrorDescription(err)); Print(OrderSymbol(), " buy trade. Jumping stop function failed to set SL at breakeven, with error(",err,"): ",ErrorDescription(err)); }//if (!result) return(0); }//if (Ask >= OrderOpenPrice() + (JumpingStopPips*Point)) } //close if (sl==0 || sl= (sl + JumpingStopPips) if (Bid>= sl + ((JumpingStopPips*2)*Point) && sl>= OrderOpenPrice()) { sl=sl+(JumpingStopPips*Point); while(IsTradeContextBusy()) Sleep(100); result = OrderModify(OrderTicket(),OrderOpenPrice(),sl,OrderTakeProfit(),0,CLR_NONE); if (result) { if (ShowManagementAlerts==true) Alert("Jumping stop set at ",sl, " ", OrderSymbol(), " ticket no ", OrderTicket()); Print("Jumping stop set: ", OrderSymbol(), ": SL ", sl, ": Ask ", Ask); //if (PartCloseEnabled && OrderLots() > Preserve_Lots)// Only try to do this if the jump stop worked //{ //PartCloseSuccess = PartCloseTradeFunction(); //if (!PartCloseSuccess) SetAGlobalTicketVariable(); //}//if (PartCloseEnabled && OrderLots() > Preserve_Lots) }//if (result) if (!result) { err=GetLastError(); if (ShowManagementAlerts) Alert(OrderSymbol(), " buy trade. Jumping stop function failed with error(",err,"): ",ErrorDescription(err)); Print(OrderSymbol(), " buy trade. Jumping stop function failed with error(",err,"): ",ErrorDescription(err)); }//if (!result) }// if (Bid>= sl + (JumpingStopPips*Point) && sl>= OrderOpenPrice()) }//if (OrderType()==OP_BUY) if (OrderType()==OP_SELL) { //Check hidden js for trade closure if (HideJumpingStop) { TradeClosed = CheckForHiddenStopLossHit(OP_SELL, PipsAwayFromVisualJS, OrderStopLoss() ); if (TradeClosed) return;//Trade has closed, so nothing else to do }//if (HideJumpingStop) // First check if sl needs setting to breakeven if (sl==0 || sl>OrderOpenPrice()) { if (Ask <= OrderOpenPrice() - (JumpingStopPips*Point)) { sl = OrderOpenPrice(); if (AddBEP==true) sl=sl-(BreakEvenProfit*Point); // If user wants to add a profit to the break even while(IsTradeContextBusy()) Sleep(100); result = OrderModify(OrderTicket(),OrderOpenPrice(),sl,OrderTakeProfit(),0,CLR_NONE); if (result) { //if (PartCloseEnabled && OrderLots() > Preserve_Lots)// Only try to do this if the jump stop worked //{ // PartCloseSuccess = PartCloseTradeFunction(); //if (!PartCloseSuccess) SetAGlobalTicketVariable(); //}//if (PartCloseEnabled && OrderLots() > Preserve_Lots) }//if (result) if (!result) { err=GetLastError(); if (ShowManagementAlerts) Alert(OrderSymbol(), " sell trade. Jumping stop function failed to set SL at breakeven, with error(",err,"): ",ErrorDescription(err)); Print(OrderSymbol(), " sell trade. Jumping stop function failed to set SL at breakeven, with error(",err,"): ",ErrorDescription(err)); }//if (!result) return(0); }//if (Ask <= OrderOpenPrice() - (JumpingStopPips*Point)) } // if (sl==0 || sl>OrderOpenPrice() // Decrement sl by sl - JumpingStopPips. // This will happen when market price <= (sl - JumpingStopPips) if (Bid<= sl - ((JumpingStopPips*2)*Point) && sl<= OrderOpenPrice()) { sl=sl-(JumpingStopPips*Point); while(IsTradeContextBusy()) Sleep(100); result = OrderModify(OrderTicket(),OrderOpenPrice(),sl,OrderTakeProfit(),0,CLR_NONE); if (result) { if (ShowManagementAlerts==true) Alert("Jumping stop set at ",sl, " ", OrderSymbol(), " ticket no ", OrderTicket()); Print("Jumping stop set: ", OrderSymbol(), ": SL ", sl, ": Ask ", Ask); //if (PartCloseEnabled && OrderLots() > Preserve_Lots)// Only try to do this if the jump stop worked //{ // PartCloseSuccess = PartCloseTradeFunction(); //if (!PartCloseSuccess) SetAGlobalTicketVariable(); //}//if (PartCloseEnabled && OrderLots() > Preserve_Lots) }//if (result) if (!result) { err=GetLastError(); if (ShowManagementAlerts) Alert(OrderSymbol(), " sell trade. Jumping stop function failed with error(",err,"): ",ErrorDescription(err)); Print(OrderSymbol(), " sell trade. Jumping stop function failed with error(",err,"): ",ErrorDescription(err)); }//if (!result) }// close if (Bid>= sl + (JumpingStopPips*Point) && sl>= OrderOpenPrice()) }//if (OrderType()==OP_SELL) } //End of JumpingStopLoss sub void HiddenStopLoss() { //Called from ManageTrade if HideStopLossEnabled = true //Should the order close because the stop has been passed? //Buy trade if (OrderType() == OP_BUY) { double sl = NormalizeDouble(OrderOpenPrice() - (HiddenStopLossPips * Point), Digits); if (Bid <= sl) { while(IsTradeContextBusy()) Sleep(100); bool result = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 5, CLR_NONE); if (result) { if (ShowManagementAlerts==true) Alert("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()); }//if (result) else { int err=GetLastError(); if (ShowManagementAlerts==true) Alert("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); Print("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); }//else }//if (Bid <= sl) }//if (OrderType() == OP_BUY) //Sell trade if (OrderType() == OP_SELL) { sl = NormalizeDouble(OrderOpenPrice() + (HiddenStopLossPips * Point), Digits); if (Ask >= sl) { while(IsTradeContextBusy()) Sleep(100); result = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 5, CLR_NONE); if (result) { if (ShowManagementAlerts==true) Alert("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()); }//if (result) else { err=GetLastError(); if (ShowManagementAlerts==true) Alert("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); Print("Stop loss hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); }//else }//if (Ask >= sl) }//if (OrderType() == OP_SELL) }//End void HiddenStopLoss() void HiddenTakeProfit() { //Called from ManageTrade if HideStopLossEnabled = true //Should the order close because the stop has been passed? //Buy trade if (OrderType() == OP_BUY) { double tp = NormalizeDouble(OrderOpenPrice() + (HiddenTakeProfitPips * Point), Digits); if (Bid >= tp) { while(IsTradeContextBusy()) Sleep(100); bool result = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 5, CLR_NONE); if (result) { if (ShowManagementAlerts==true) Alert("Take profit hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()); }//if (result) else { int err=GetLastError(); if (ShowManagementAlerts==true) Alert("Take profit hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); Print("Take profit hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); }//else }//if (Ask >= tp) }//if (OrderType() == OP_BUY) //Sell trade if (OrderType() == OP_SELL) { tp = NormalizeDouble(OrderOpenPrice() - (HiddenTakeProfitPips * Point), Digits); if (Ask <= tp) { while(IsTradeContextBusy()) Sleep(100); result = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 5, CLR_NONE); if (result) { if (ShowManagementAlerts==true) Alert("Take profit hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()); }//if (result) else { err=GetLastError(); if (ShowManagementAlerts==true) Alert("Take profit hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); Print("Take profit hit. Close of ", OrderSymbol(), " ticket no ", OrderTicket()," failed with error (",err,"): ",ErrorDescription(err)); }//else }//if (Bid <= tp) }//if (OrderType() == OP_SELL) }//End void HiddenTakeProfit() void TrailingStopLoss() { if (TrailAfterBreakevenOnly && OrderType()==OP_BUY) { if(OrderStopLoss()OrderOpenPrice()) return(0); } bool result; double sl=OrderStopLoss(); //Stop loss double BuyStop=0, SellStop=0; if (OrderType()==OP_BUY) { if (HideTrailingStop) { bool TradeClosed = CheckForHiddenStopLossHit(OP_BUY, PipsAwayFromVisualTS, OrderStopLoss() ); if (TradeClosed) return;//Trade has closed, so nothing else to do }//if (HideJumpingStop) if (Bid >= OrderOpenPrice() + (TrailingStopPips*Point)) { if (OrderStopLoss() == 0) sl = OrderOpenPrice(); if (Bid > sl + (TrailingStopPips*Point)) { sl= Bid - (TrailingStopPips*Point); // Exit routine if user has chosen StopTrailAtPipsProfit and // sl is past the profit Point already if (StopTrailAtPipsProfit && sl>= OrderOpenPrice() + (StopTrailPips*Point)) return; while(IsTradeContextBusy()) Sleep(100); result = OrderModify(OrderTicket(),OrderOpenPrice(),sl,OrderTakeProfit(),0,CLR_NONE); if (result) { Print("Trailing stop updated: ", OrderSymbol(), ": SL ", sl, ": Ask ", Ask); }//if (result) else { int err=GetLastError(); Print(OrderSymbol(), " order modify failed with error(",err,"): ",ErrorDescription(err)); }//else }//if (Bid > sl + (TrailingStopPips*Point)) }//if (Bid >= OrderOpenPrice() + (TrailingStopPips*Point)) }//if (OrderType()==OP_BUY) if (OrderType()==OP_SELL) { if (Ask <= OrderOpenPrice() - (TrailingStopPips*Point)) { if (HideTrailingStop) { TradeClosed = CheckForHiddenStopLossHit(OP_SELL, PipsAwayFromVisualTS, OrderStopLoss() ); if (TradeClosed) return;//Trade has closed, so nothing else to do }//if (HideJumpingStop) if (OrderStopLoss() == 0) sl = OrderOpenPrice(); if (Ask < sl - (TrailingStopPips*Point)) { sl= Ask + (TrailingStopPips*Point); // Exit routine if user has chosen StopTrailAtPipsProfit and // sl is past the profit Point already if (StopTrailAtPipsProfit && sl<= OrderOpenPrice() - (StopTrailPips*Point)) return; while(IsTradeContextBusy()) Sleep(100); result = OrderModify(OrderTicket(),OrderOpenPrice(),sl,OrderTakeProfit(),0,CLR_NONE); if (result) { Print("Trailing stop updated: ", OrderSymbol(), ": SL ", sl, ": Bid ", Bid); }//if (result) else { err=GetLastError(); Print(OrderSymbol(), " order modify failed with error(",err,"): ",ErrorDescription(err)); }//else }//if (Ask < sl - (TrailingStopPips*Point)) }//if (Ask <= OrderOpenPrice() - (TrailingStopPips*Point)) }//if (OrderType()==OP_SELL) } // End of TrailingStopLoss sub void CandlestickTrailingStop() { //Trails the stop at the hi/lo of the previous candle. //Only tries to do this once per bar, so an invalid stop error will only be generated once. if (OldCstBars == Bars) return; OldCstBars = Bars; bool result = false, modify = false; int err; double stop; if (OrderType() == OP_BUY) { if (Low[CandleShift] > OrderStopLoss() && OrderProfit() >= 0) { stop = NormalizeDouble(Low[CandleShift], Digits); modify = true; }//if (Close[1] > OrderStopLoss() && OrderProfit() >= 0) }//if (OrderType == OP_BUY) if (OrderType() == OP_SELL) { if ( (High[CandleShift] < OrderStopLoss() || OrderStopLoss() == 0) && OrderProfit() >= 0) { stop = NormalizeDouble(High[CandleShift], Digits); modify = true; }//if (Close[1] > OrderStopLoss() && OrderProfit() >= 0) }//if (OrderType() == OP_SELL) if (modify) { result = OrderModify(OrderTicket(), OrderOpenPrice(), stop, OrderTakeProfit(), OrderExpiration(), CLR_NONE); if (!result) { err = GetLastError(); if (err != 130) OldBars = 0;//Retry the modify at the next tick unless the error is invalid stops }//if (!result) }//if (modify) }//End void CandlestickTrailingStop() void PartClose() { //Close the chosen part of the trade when the market reaches open price +- the bar extent. //Called from ManagementModule() when the trade is in profit and there has not already been a part-close double target; bool ClosePart = false; int spread = MarketInfo(Symbol(), MODE_SPREAD) * Point; if (OrderType() == OP_BUY) { target = NormalizeDouble(OrderOpenPrice() + BarExtent, Digits); if (Bid >= target) ClosePart = true;//Inverting Bid/Ask includes the spread in the calc }//if (OrderType() == OP_BUY) if (OrderType() == OP_SELL) { target = NormalizeDouble(OrderOpenPrice() - BarExtent, Digits); if (Ask <= target) ClosePart = true; }//if (OrderType() == OP_SELL) if (ClosePart) { bool result = OrderClose(OrderTicket(), LotToClose, OrderClosePrice(), 5000, Blue); if (result) CountOpenTrades();//Recalc ticket no etc }//if (ClosePart) }//void PartClose() void TradeManagementModule() { // Call the working subroutines one by one. //Only called when the trade is in profit if (OrderLots() == Lot && LotToClose > 0) PartClose(); //Candlestick trailing stop if (UseCandlestickTrailingStop) CandlestickTrailingStop(); // Hidden stop loss if (HideStopLossEnabled) HiddenStopLoss(); // Hidden take profit if (HideTakeProfitEnabled) HiddenTakeProfit(); // Breakeven if(BreakEven) BreakEvenStopLoss(); // JumpingStop if(JumpingStop) JumpingStopLoss(); //TrailingStop if(TrailingStop) TrailingStopLoss(); }//void TradeManagementModule() //END TRADE MANAGEMENT MODULE //////////////////////////////////////////////////////////////////////////////////////////////// bool SendSingleTrade(int type, string comment, double lotsize, double price, double stop, double take) { int slippage = 10; if (Digits == 3 || Digits == 5) slippage = 100; color col = Red; if (type == OP_BUY || type == OP_BUYSTOP) col = Green; int expiry = 0; //if (SendPendingTrades) expiry = TimeCurrent() + (PendingExpiryMinutes * 60); if (!CriminalIsECN) int ticket = OrderSend(Symbol(),type, lotsize, price, slippage, stop, take, comment, MagicNumber, expiry, col); //Is a 2 stage criminal if (CriminalIsECN) { bool result; int err; ticket = OrderSend(Symbol(),type, lotsize, price, slippage, 0, 0, comment, MagicNumber, expiry, col); if (ticket > 0) { if (take > 0 && stop > 0) { while(IsTradeContextBusy()) Sleep(100); result = OrderModify(ticket, OrderOpenPrice(), stop, take, OrderExpiration(), CLR_NONE); if (!result) { err=GetLastError(); Print(Symbol(), " SL/TP order modify failed with error(",err,"): ",ErrorDescription(err)); }//if (!result) }//if (take > 0 && stop > 0) if (take != 0 && stop == 0) { while(IsTradeContextBusy()) Sleep(100); result = OrderModify(ticket, OrderOpenPrice(), OrderStopLoss(), take, OrderExpiration(), CLR_NONE); if (!result) { err=GetLastError(); Print(Symbol(), " SL order modify failed with error(",err,"): ",ErrorDescription(err)); }//if (!result) }//if (take == 0 && stop != 0) if (take == 0 && stop != 0) { while(IsTradeContextBusy()) Sleep(100); result = OrderModify(ticket, OrderOpenPrice(), stop, OrderTakeProfit(), OrderExpiration(), CLR_NONE); if (!result) { err=GetLastError(); Print(Symbol(), " SL order modify failed with error(",err,"): ",ErrorDescription(err)); }//if (!result) }//if (take == 0 && stop != 0) }//if (ticket > 0) }//if (CriminalIsECN) //Error trapping for both if (ticket < 0) { string stype; if (type == OP_BUY) stype = "OP_BUY"; if (type == OP_SELL) stype = "OP_SELL"; if (type == OP_BUYLIMIT) stype = "OP_BUYLIMIT"; if (type == OP_SELLLIMIT) stype = "OP_SELLLIMIT"; if (type == OP_BUYSTOP) stype = "OP_BUYSTOP"; if (type == OP_SELLSTOP) stype = "OP_SELLSTOP"; err=GetLastError(); Alert(Symbol(), " ", stype," order send failed with error(",err,"): ",ErrorDescription(err)); Print(Symbol(), " ", stype," order send failed with error(",err,"): ",ErrorDescription(err)); return(false); }//if (ticket < 0) TicketNo = ticket; //Make sure the trade has appeared in the platform's history to avoid duplicate trades O_R_CheckForHistory(ticket); //Got this far, so trade send succeeded return(true); }//End bool SendSingleTrade(int type, string comment, double lotsize, double price, double stop, double take) bool DoesTradeExist() { TicketNo = -1; if (OrdersTotal() == 0) return(false); for (int cc = OrdersTotal() - 1; cc >= 0 ; cc--) { if (!OrderSelect(cc,SELECT_BY_POS)) continue; if (OrderMagicNumber()==MagicNumber && OrderSymbol() == Symbol() ) { TicketNo = OrderTicket(); return(true); }//if (OrderMagicNumber()==MagicNumber && OrderSymbol() == Symbol() ) }//for (int cc = OrdersTotal() - 1; cc >= 0 ; cc--) return(false); }//End bool DoesTradeExist() bool IsTradingAllowed() { //Returns false if any of the filters should cancel trading, else returns true to allow trading return(true);//This function is not needed //Maximum spread if (MarketInfo(Symbol(), MODE_SPREAD) > MaxSpread) return(false); return(true); }//End bool IsTradingAllowed() void SendPendingTrade() { RefreshRates(); double take, stop, price; int type; bool SendTrade; double spread = MarketInfo(Symbol(), MODE_SPREAD) * Point; //Check filters if (!IsTradingAllowed() ) return; //Long if (direction == up) { if (!TradeLong) return; price = NormalizeDouble(BarHigh + spread + (PlusOne * Point), Digits); if (TakeProfit > 0) take = NormalizeDouble(Ask + (TakeProfit * Point), Digits); stop = NormalizeDouble(BarLow, Digits); type = OP_BUYSTOP; SendTrade = true; }//if (direction == up) //Short if (direction == down) { if (!TradeShort) return; price = NormalizeDouble(BarLow - spread - (PlusOne * Point), Digits); if (TakeProfit > 0) take = NormalizeDouble(Bid - (TakeProfit * Point), Digits); stop = NormalizeDouble(BarHigh, Digits); type = OP_SELLSTOP; SendTrade = true; }//if (direction == down) if (SendTrade) { bool result = SendSingleTrade(type, TradeComment, Lot, price, stop, take); }//if (SendTrade) //Actions when trade send succeeds if (SendTrade && result) { //DeleteInsideBarLines();//Range lines no longer needed }//if (result) //Actions when trade send fails if (SendTrade && !result) { OldBars = 0;//Force a retry at the next tick }//if (!result) }//void SendPendingTrade() bool CloseTrade(int ticket) { while(IsTradeContextBusy()) Sleep(100); bool result = OrderClose(ticket, OrderLots(), OrderClosePrice(), 1000, CLR_NONE); //Actions when trade send succeeds if (result) { return(true); }//if (result) //Actions when trade send fails if (!result) { return(false); }//if (!result) }//End bool CloseTrade(ticket) //////////////////////////////////////////////////////////////////////////////////////////////// //Indicator module /* void GetBB(int shift) { //Reads BB figures into BbUpper, BbMiddle, BbLower BbUpper = iBands(NULL, 0, BbPeriod, BbDeviation, 0, PRICE_OPEN, MODE_UPPER, shift); BbLower = iBands(NULL, 0, BbPeriod, BbDeviation, 0, PRICE_OPEN, MODE_LOWER, shift); BbMiddle = iBands(NULL, 0, BbPeriod, BbDeviation, 0, PRICE_OPEN, MODE_MAIN, shift); BbExtent = BbUpper - BbLower; }//void GetBb(int shift) */ /* double GetRsi(int tf, int period, int ap, int shift) { return(iRSI(NULL, tf, period, ap, shift) ); }//End double GetRsi(int tf, int period, int ap, int shift) */ /* double GetMa(int tf, int period, int mashift, int method, int ap, int shift) { return(iMA(NULL, tf, period, mashift, method, ap, shift) ); }//End double GetMa(int tf, int period, int mashift, int method, int ap, int shift) */ /* double CalculateVolatility(int period, int LookBack) { //Calculates the volatility of a pair based on an average of their movement over LookBack periods double pips; for (int cc = 1; cc < LookBack; cc++) { pips+= iHigh(NULL, period, cc) - iLow(NULL, period, cc); }//for (int cc = 1; cc < LookBack; cc++) pips/= LookBack;//Average pips movement per day //Alert(pips); //Convert to pips int multiplier; if (Digits == 2) multiplier = 10; if (Digits == 3) multiplier = 100; if (Digits == 4) multiplier = 1000; if (Digits == 5) multiplier = 10000; pips*= multiplier; int rpips = pips;//Convert to a simple integer - all we need return(rpips); }//End double CalculateVolatility(int period, int LookBack) */ void ReadIndicatorValues() { //GetBB(0); //RsiVal = GetRsi(RsiTf, RsiPeriod, RsiAppliedPrice, 0); //MaVal = GetMa(MaTF, MaPeriod, MaShift, MaMethod, MaAppliedPrice, 0); //Volatility = CalculateVolatility(PERIOD_D1, LookBackDays); }//void ReadIndicatorValues() //End Indicator module //////////////////////////////////////////////////////////////////////////////////////////////// void LookForTradeClosure() { //Close the trade if the new candle opens inside the bands if (!OrderSelect(TicketNo, SELECT_BY_TICKET) ) return; if (OrderSelect(TicketNo, SELECT_BY_TICKET) && OrderCloseTime() > 0) return; bool CloseTrade; if (OrderType() == OP_BUY) { }//if (OrderType() == OP_BUY) if (OrderType() == OP_SELL) { }//if (OrderType() == OP_SELL) if (CloseTrade) { bool result = CloseTrade(TicketNo); //Actions when trade send succeeds if (result) { }//if (result) //Actions when trade send fails if (!result) { }//if (!result) }//if (CloseTrade) }//void LookForTradeClosure() bool CheckTradingTimes() { int hour = TimeHour(TimeLocal() ); if (end_hourm < start_hourm) { end_hourm += 24; } if (end_houre < start_houre) { end_houre += 24; } bool ok2Trade = true; ok2Trade = (hour >= start_hourm && hour <= end_hourm) || (hour >= start_houre && hour <= end_houre); // adjust for past-end-of-day cases // eg in AUS, USDJPY trades 09-17 and 22-06 // so, the above check failed, check if it is because of this condition if (!ok2Trade && hour < 12) { hour += 24; ok2Trade = (hour >= start_hourm && hour <= end_hourm) || (hour >= start_houre && hour <= end_houre); // so, if the trading hours are 11pm - 6am and the time is between midnight to 11am, (say, 5am) // the above code will result in comparing 5+24 to see if it is between 23 (11pm) and 30(6+24), which it is... } // check for end of day by looking at *both* end-hours if (hour >= MathMax(end_hourm, end_houre)) { ok2Trade = false; }//if (hour >= MathMax(end_hourm, end_houre)) return(ok2Trade); }//bool CheckTradingTimes() void CountOpenTrades() { OpenTrades = 0; TicketNo = -1; BuyOpen = false; SellOpen = false; BuyPendingSent = false; SellPendingSent = false; if (OrdersTotal() == 0) return; for (int cc = 0; cc <= OrdersTotal(); cc++) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) { OpenTrades++; TicketNo = OrderTicket(); if (OrderType() == OP_BUY) BuyOpen = true; if (OrderType() == OP_SELL) SellOpen = true; if (OrderType() == OP_BUYSTOP) BuyPendingSent = true; if (OrderType() == OP_SELLSTOP) SellPendingSent = true; return;//Only ever one trade open at a time }//if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) }//for (int cc = 0; cc < OrdersTotal() - 1; cc++) }//End void CountOpenTrades(); //============================================================================= // O_R_CheckForHistory() // // This function is to work around a very annoying and dangerous bug in MT4: // immediately after you send a trade, the trade may NOT show up in the // order history, even though it exists according to ticket number. // As a result, EA's which count history to check for trade entries // may give many multiple entries, possibly blowing your account! // // This function will take a ticket number and loop until // it is seen in the history. // // RETURN VALUE: // TRUE if successful, FALSE otherwise // // // FEATURES: // * Re-trying under some error conditions, sleeping a random // time defined by an exponential probability distribution. // // * Displays various error messages on the log for debugging. // // ORIGINAL AUTHOR AND DATE: // Matt Kennel, 2010 // //============================================================================= bool O_R_CheckForHistory(int ticket) { //My thanks to Matt for this code. He also has the undying gratitude of all users of my trading robots int lastTicket = OrderTicket(); int cnt = 0; int err = GetLastError(); // so we clear the global variable. err = 0; bool exit_loop = false; bool success=false; while (!exit_loop) { /* loop through open trades */ int total=OrdersTotal(); for(int c = 0; c < total; c++) { if(OrderSelect(c,SELECT_BY_POS,MODE_TRADES) == true) { if (OrderTicket() == ticket) { success = true; exit_loop = true; } } } if (cnt > 3) { /* look through history too, as order may have opened and closed immediately */ total=OrdersHistoryTotal(); for(c = 0; c < total; c++) { if(OrderSelect(c,SELECT_BY_POS,MODE_HISTORY) == true) { if (OrderTicket() == ticket) { success = true; exit_loop = true; } } } } cnt = cnt+1; if (cnt > O_R_Setting_max_retries) { exit_loop = true; } if (!(success || exit_loop)) { Print("Did not find #"+ticket+" in history, sleeping, then doing retry #"+cnt); O_R_Sleep(O_R_Setting_sleep_time, O_R_Setting_sleep_max); } } // Select back the prior ticket num in case caller was using it. if (lastTicket >= 0) { OrderSelect(lastTicket, SELECT_BY_TICKET, MODE_TRADES); } if (!success) { Print("Never found #"+ticket+" in history! crap!"); } return(success); }//End bool O_R_CheckForHistory(int ticket) //============================================================================= // O_R_Sleep() // // This sleeps a random amount of time defined by an exponential // probability distribution. The mean time, in Seconds is given // in 'mean_time'. // This returns immediately if we are backtesting // and does not sleep. // //============================================================================= void O_R_Sleep(double mean_time, double max_time) { if (IsTesting()) { return; // return immediately if backtesting. } double p = (MathRand()+1) / 32768.0; double t = -MathLog(p)*mean_time; t = MathMin(t,max_time); int ms = t*1000; if (ms < 10) { ms=10; } Sleep(ms); }//End void O_R_Sleep(double mean_time, double max_time) void DrawOpenPriceLine(datetime now) //+------------------------------------------------------------------+ { //Adapted from sq's code. Cheers sq EndTime=StartTime; int boxStartShift; if (tBoxEnd <= now && now < tBoxEnd+86400) return; // box is less than 24h in the past: it is up-to-date // if (now >= tSessionStart && now <= tSessionEnd) return; // box already up-to-date, no need to recompute //datetime tBoxStart,tBoxEnd,tSessionStart,tSessionEnd,tLastComputedSessionStart,tLastComputedSessionEnd; //double boxHigh,boxLow,boxExtent,boxMedianPrice; //determine box and session times tBoxStart = StrToTime(TimeToStr(now,TIME_DATE) + " " + StartTime); tBoxEnd = StrToTime(TimeToStr(now,TIME_DATE) + " " + EndTime); if (tBoxStart > tBoxEnd) tBoxStart -= 86400; // midnight wrap fix if (now < tBoxEnd) { // consider the last PAST box tBoxStart -= 86400; tBoxEnd -= 86400; while ((TimeDayOfWeek(tBoxStart)==0 || TimeDayOfWeek(tBoxStart)==6) && (TimeDayOfWeek(tBoxEnd)==0 || TimeDayOfWeek(tBoxEnd)==6) ) { // box on saturday or sunday: move back 24hours again tBoxStart -= 86400; tBoxEnd -= 86400; } } tSessionStart = tBoxEnd; //tSessionEnd = StrToTime(TimeToStr(tSessionStart,TIME_DATE) + " " + SessionEndTime); //if (tSessionStart > tSessionEnd) tSessionEnd = tSessionEnd + 86400; // midnight wrap fix //if session ends on saturday or sunday, then extend it to monday so it includes the monday morning candles //if (TimeDayOfWeek(tSessionEnd)==6/*saturday*/) tSessionEnd += 2*86400; //if (TimeDayOfWeek(tSessionEnd)==0/*sunday*/) tSessionEnd += 86400; // save the computed session start&end times to avoid recomputing them for each handled trade; //tLastComputedSessionStart = tSessionStart; //tLastComputedSessionEnd = tSessionEnd; boxStartShift = iBarShift(NULL,0,tBoxStart); boxEndShift = iBarShift(NULL,0,tBoxEnd); double DayOpenPrice = iOpen(NULL, PERIOD_H1, boxStartShift); ObjectDelete(todayopenprice); ObjectCreate(todayopenprice, OBJ_TREND,0,iTime(NULL, PERIOD_H1, boxStartShift) ,DayOpenPrice, TimeCurrent() + 3600, DayOpenPrice); ObjectSet(todayopenprice,OBJPROP_COLOR,Turquoise); ObjectSet(todayopenprice,OBJPROP_STYLE,STYLE_DASH); ObjectSet(todayopenprice,OBJPROP_WIDTH,1); ObjectSet(todayopenprice,OBJPROP_RAY,true); }//End void DrawOpenPriceLine void LookForInsideBar() { //Only called if an inside bar is not already indicated. //Detects and inside bar and draws the hi-lo lines. //Draw the hi-lo of the inside bar. Only called if the previous candle was an inside bar. //Called by ReadIndicatorValues() at the starf of a new candle. if (Low[1] < Low[2] || High[1] > High[2]) return;//Not an inside bar BarHigh = High[1]; BarLow = Low[1]; BarExtent = (BarHigh - BarLow); ObjectDelete(ibhighline); ObjectCreate(ibhighline, OBJ_TREND,0,Time[1],BarHigh, TimeCurrent() + 3600, BarHigh); ObjectSet(ibhighline,OBJPROP_COLOR,Yellow); ObjectSet(ibhighline,OBJPROP_STYLE,STYLE_SOLID); ObjectSet(ibhighline,OBJPROP_WIDTH,1); ObjectSet(ibhighline,OBJPROP_RAY,true); //Range low ObjectDelete(iblowline); ObjectCreate(iblowline, OBJ_TREND,0,Time[1],BarLow, TimeCurrent() + 3600, BarLow); ObjectSet(iblowline,OBJPROP_COLOR,Yellow); ObjectSet(iblowline,OBJPROP_STYLE,STYLE_SOLID); ObjectSet(iblowline,OBJPROP_WIDTH,1); ObjectSet(iblowline,OBJPROP_RAY,true); }//End void LookForInsideBar() void DeleteInsideBarLines() { ObjectDelete(ibhighline); ObjectDelete(iblowline); }//void DeleteInsideBarLines() void DeletePendingTrade() { //Deletes a pending trade for any reason while (IsTradeContextBusy() ) Sleep(100); if (!OrderSelect(TicketNo, SELECT_BY_TICKET) || OrderCloseTime() > 0) return; OrderDelete(TicketNo); }//void DeletePendingTrade() //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- /* This code needs to: - detect daily open price at 6.00 gmt - detect and inside bar and draw the high/low lines - send a pending in the appropriate direction when an inside bar forms - delete the lines if the trade fills - delete an untilled pending if the market moves to the wrong side of the daily open price - delete an unfilled pending at the end of the trading day */ //Trading times. Need to run the check first to avoid sending trades outside trading hours bool TradeTimeOk = CheckTradingTimes(); //Find open trades. CountOpenTrades(); if (OrdersTotal() == 0) { TicketNo = -1; }//if (OrdersTotal() == 0) //Remove the bar lines if there is a filled trade if ((BuyOpen || SellOpen) && (BarHigh > 0 || BarLow > 0) ) DeleteInsideBarLines(); //Detect daily open price and inside bar formation. Send pending trade if necessary. if (OldBars != Bars) { if (ObjectFind(todayopenprice) == -1) DrawOpenPriceLine(TimeCurrent()); if (ObjectFind(ibhighline) == -1 || ObjectFind(iblowline) == -1) LookForInsideBar(); OldBars = Bars; }//if (OldBars != iBars(NULL, PERIOD_H1) //Reread the hi-lo of the ib lines BarHigh = 0; BarLow = 0; if (ObjectFind(ibhighline) > -1) BarHigh = ObjectGetValueByShift(ibhighline, 0); if (ObjectFind(iblowline) > -1) BarLow = ObjectGetValueByShift(iblowline, 0); //Send pending trade if there is not one already in place, and the ea has just detected a new IB. //TickenNo is set to -1 in CountOpenTrades(), and only has a >-1 value if Dibs detects a trade. if (BarHigh > 0 && BarLow > 0 && TicketNo == -1 && TradeTimeOk && Bid < BarHigh && Bid > BarLow) { SendPendingTrade(); }//if (BarHigh > 0 && BarLow > 0 && TicketNo = -1) //Define trading direction DayOpenPrice = ObjectGetValueByShift(todayopenprice, 0); direction = none; RefreshRates(); if (Bid > DayOpenPrice) direction = up; if (Bid < DayOpenPrice) direction = down; //Delete a pending if the market has moved to the wrong side of the dop if ( (BuyPendingSent && direction == down) || (SellPendingSent && direction == up) ) { DeletePendingTrade(); }//if ( (BuyPendingSent && direction == down) || (SellPendingSent && direction == up) ) /////////////////////////////////////////////////////////////////////////////////////////////// //Manage open trades if ((BuyOpen || SellOpen) && OrderProfit() > 0) { if (OrderProfit() > 0) TradeManagementModule(); LookForTradeClosure(); }//if (OpenTrades > 0) /////////////////////////////////////////////////////////////////////////////////////////////// //Trading times if (!TradeTimeOk) { DeleteInsideBarLines(); ObjectDelete(todayopenprice); if (TicketNo > -1) DeletePendingTrade(); DisplayUserFeedback(); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Outside trading hours: start_hourm-end_hourm: ", start_hourm, "-",end_hourm, ": start_houre-end_houre: ", start_houre, "-",end_houre); Comment(ScreenMessage); return; }//if (hour < start_hourm) ///////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Available margin filters if (UseScoobsMarginCheck && OpenTrades > 0) { if(AccountMargin() > (AccountFreeMargin()/100)) { DisplayUserFeedback(); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "There is insufficient margin to allow trading. You might want to turn off the UseScoobsMarginCheck input.", NL); Comment(ScreenMessage); return; }//if(AccountMargin() > (AccountFreeMargin()/100)) }//if (UseScoobsMarginCheck) if (UseForexKiwi && AccountMargin() > 0) { double ml = NormalizeDouble(AccountEquity() / AccountMargin() * 100, 2); if (ml < FkMinimumMarginPercent) { DisplayUserFeedback(); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "There is insufficient margin percent to allow trading. " + DoubleToStr(ml, 2) + "%"); Comment(ScreenMessage); return; }//if (ml < FkMinimumMarginPercent) }//if (UseForexKiwi && AccountMargin() > 0) DisplayUserFeedback(); //---- return(0); } //+------------------------------------------------------------------+