//+-------------------------------------------------------------------+ //|jiva34's MA cross Fractals combo 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 "No swing" #define nocross "No cross withing the specified candles" #define confused "Mixed, and so unable to trade" #define high "High" #define low "Low" //D1 pivot and H4 open price #define vline "Period start line" #define hline "Open price line" #define pline "Daily pivot" /* This ea attempts to automate the strategy described at http://www.forexfactory.com/showthread.php?t=312339. I have no idea whether the ea can be successful. Matt Kennel has provided the code for bool O_R_CheckForHistory(int ticket). Cheers Matt, You are a star. Code for adding debugging Sleep Alert("G"); int x = 0; while (x == 0) Sleep(100); FUNCTIONS LIST int init() int start() ----Trading---- void LookForTradingOpportunities() bool IsTradingAllowed() bool SendSingleTrade(int type, string comment, double lotsize, double price, double stop, double take) bool DoesTradeExist() bool CheckTradingTimes() ----Trade direction---- void DrawLines() void GetPivot() void DrawPivot(double pivot) ----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) ----Indicator readings---- void GetLatestFractal() void GetLatestCross() */ extern string gen="----General inputs----"; extern double Lot=0.01; extern int TakeProfit=12; extern int StopLoss=10; extern int MagicNumber=0; extern string TradeComment=""; extern bool CriminalIsECN=false; extern double MaxSpread=40; extern string td="----Trading direction----"; extern bool TradeLong=true; extern bool TradeShort=true; extern bool AutomateDirection=true; extern string tdl="H4 open price line"; extern bool UseH4=true; extern color HorizontalLineColour=Turquoise; extern color VerticalLineColour=Turquoise; extern int TimeFrame=240; extern string D1="D1 Pivot"; extern bool UsePivot=true; extern int PivotTimeFrame=1440; extern bool CriminalHasSundayCandle=true; extern color PivotLineColour=Blue; extern string fr="----Fractals inputs----"; extern int FractalsTimeFrame=0;//Defaults to current time frame extern int LookBackForFractalsCandles=3; extern string ma="----Moving Average cross inputs----"; extern int LookBackForCrossCandles=120; extern int MovingAverageTimeFrame=0;//Defaults to current time frame extern string fma="Faster moving average"; extern int FasterMA=10; extern string mame="Method: 0=sma; 1=ema; 2=smma; 3=lwma"; extern int FasterMode=1; extern string sma="Slower moving average"; extern int SlowerMA=40; extern int SlowerMode=1; 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 = 0; extern int end_hourm = 12; extern string Trade_Hours_E= "Evening Hours 12-24"; extern int start_houre = 12; extern int end_houre = 24; extern string mis="----Odds and ends----"; 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 CanTradeThisPair;//Will be false when this pair fails the currency can only trade twice filter, or the balanced trade filter bool BuyOpen, SellOpen; string direction; string swing; //Pivot and H4 lines int OldLineBars, OldD1Bars; //Margin status display bool EnoughMargin; string MarginMessage; //Misc string Gap, ScreenMessage; int OldBars, OldH4Bars; string PipDescription=" pips"; bool ForceTradeClosure; void DisplayUserFeedback() { if (IsTesting() && !IsVisualMode()) return; ScreenMessage = ""; ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, TimeToStr(TimeLocal(), 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); if (TradeLong) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Taking long trades", NL); if (TradeShort) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Taking short trades", NL); if (!TradeLong && !TradeShort) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Not trading", NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Lot size: ", Lot, " (Criminal's minimum lot size: ", MarketInfo(Symbol(), MODE_MINLOT), ")", NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Take profit: ", TakeProfit, PipDescription, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Stop loss: ", StopLoss, 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, "MaxSpread = ", MaxSpread, ": Spread = ", MarketInfo(Symbol(), MODE_SPREAD), 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, "Most recent cross: ", direction, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Swing ", LookBackForFractalsCandles, " candles ago: ", swing, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); if (MarginMessage != "") ScreenMessage = StringConcatenate(ScreenMessage,NL, Gap, MarginMessage, 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"; TakeProfit*= multiplier; StopLoss*= multiplier; Gap=""; if (DisplayGapSize > 0) { for (int cc=0; cc< DisplayGapSize; cc++) { Gap = StringConcatenate(Gap, " "); } }//if (DisplayGapSize >0) if (TradeComment == "") TradeComment = " "; OldBars = Bars; GetLatestCross(); GetLatestFractal(); DisplayUserFeedback(); //Call sq's show trades indi //iCustom(NULL, 0, "SQ_showTrades",Magic, 0,0); //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- Comment(""); //---- return(0); } 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. //My mod of Matt's code attempts to overcome the bastard crim's attempts to overcome Matt's code. bool TradeReturnedFromCriminal = false; while (!TradeReturnedFromCriminal) { TradeReturnedFromCriminal = O_R_CheckForHistory(ticket); if (!TradeReturnedFromCriminal) { Alert(Symbol(), " sent trade not in your trade history yet. Turn of this ea NOW."); }//if (!TradeReturnedFromCriminal) }//while (!TradeReturnedFromCriminal) //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 //Maximum spread if (MarketInfo(Symbol(), MODE_SPREAD) > MaxSpread) return(false); return(true); }//End bool IsTradingAllowed() void LookForTradingOpportunities() { RefreshRates(); double take, stop, price; int type; bool SendTrade; double SendLots = Lot; //Check filters if (!IsTradingAllowed() ) return; //Long if (direction == up && swing == low && TradeLong) { //Look for a rising candle if (Close[LookBackForFractalsCandles] < Open[LookBackForFractalsCandles]) return;//Not a rising candle if (TakeProfit > 0) take = NormalizeDouble(Ask + (TakeProfit * Point), Digits); if (StopLoss > 0) stop = NormalizeDouble(Ask - (StopLoss * Point), Digits); type = OP_BUY; price = Ask; SendTrade = true; }//if (CciDirection == up) //Short if (direction == down && swing == high && TradeShort) { //Look for a falling candle if (Close[LookBackForFractalsCandles] > Open[LookBackForFractalsCandles]) return;//Not a falling candle if (TakeProfit > 0) take = NormalizeDouble(Bid - (TakeProfit * Point), Digits); if (StopLoss > 0) stop = NormalizeDouble(Bid + (StopLoss * Point), Digits); type = OP_SELL; price = Bid; SendTrade = true; }//if (CciDirection == down) if (SendTrade) { bool result = SendSingleTrade(type, TradeComment, SendLots, price, stop, take); }//if (SendTrade) //Actions when trade send succeeds if (SendTrade && result) { }//if (result) //Actions when trade send fails if (SendTrade && !result) { OldH4Bars = 0;//Force a retry at the next tick }//if (!result) }//void LookForTradingOpportunities() //////////////////////////////////////////////////////////////////////////////////////////////// //Indicator module /* 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 GetLatestCross() { //Finds the latest cross indiated by MA_Crossover_Signal direction = nocross; for (int cc = 1; cc <= LookBackForCrossCandles; cc++) { double MaCrossUp = iCustom(NULL, MovingAverageTimeFrame, "MA_Crossover_Signal", FasterMode, FasterMA, SlowerMode, SlowerMA, 0, cc); if (MaCrossUp != EMPTY_VALUE) { direction = up; break; }//if (MaCrossUp != EMPTY_VALUE) double MaCrossDown = iCustom(NULL, MovingAverageTimeFrame, "MA_Crossover_Signal", FasterMode, FasterMA, SlowerMode, SlowerMA, 1, cc); if (MaCrossDown != EMPTY_VALUE) { direction = down; break; }//if (MaCrossDown != EMPTY_VALUE) //Just in case if (cc == Bars) break; }//for (int cc = 1; cc <= Bars; cc++) }//End void GetLatestCross() void GetLatestFractal() { double fractal; swing = none; //Look for a swing low fractal = iFractals(NULL, FractalsTimeFrame, MODE_LOWER, LookBackForFractalsCandles); if (fractal != 0) { swing = low; return; }//if (fractal != 0) //Look for a swing high fractal = iFractals(NULL, FractalsTimeFrame, MODE_UPPER, LookBackForFractalsCandles); if (fractal != 0) swing = high; }//void GetLatestFractal() //End Indicator module //////////////////////////////////////////////////////////////////////////////////////////////// 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() //============================================================================= // 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 AutoTradeDirectionDetection() { TradeLong = false; TradeShort = false; bool long = true, short = true; //H4 open price if (UseH4) { double target = ObjectGet(hline, OBJPROP_PRICE1); if (Bid < target) long = false; if (Bid > target) short = false; }//UseH4 //D1 pivot if (UsePivot) { target = ObjectGet(pline, OBJPROP_PRICE1); if (Bid < target) long = false; if (Bid > target) short = false; }//if (UseD1Pivot) if (long) TradeLong = true; if (short) TradeShort = true; }//void AutomaticTradeDirectionDetection() void DrawLines() { ObjectDelete(vline); ObjectDelete(hline); ObjectCreate(vline,OBJ_VLINE,0,iTime(NULL, TimeFrame, 0), 0); ObjectSet(vline,OBJPROP_COLOR,VerticalLineColour); ObjectSet(vline,OBJPROP_STYLE,STYLE_SOLID); ObjectSet(vline,OBJPROP_WIDTH,1); ObjectCreate(hline,OBJ_HLINE,0,TimeCurrent(), iOpen(NULL, TimeFrame, 0) ); ObjectSet(hline,OBJPROP_COLOR,HorizontalLineColour); ObjectSet(hline,OBJPROP_STYLE,STYLE_SOLID); ObjectSet(hline,OBJPROP_WIDTH,1); }//void DrawLines() void GetPivot() { int day = TimeDayOfWeek(TimeCurrent() ); int shift = 1; if (PivotTimeFrame == PERIOD_D1 && day == 1 && CriminalHasSundayCandle) shift = 2;//Deal with the Sunday cabdle //double pivot = NormalizeDouble((iHigh(NULL, PivotTimeFrame, shift) + iLow(NULL, PivotTimeFrame, shift)) / 2, Digits); double pivot = NormalizeDouble((iHigh(NULL, PivotTimeFrame, shift) + iLow(NULL, PivotTimeFrame, shift) + iClose(NULL, PivotTimeFrame, shift)) / 3, Digits); DrawPivot(pivot); }//void GetPivot() void DrawPivot(double pivot) { ObjectDelete(pline); ObjectCreate(pline,1,0,TimeCurrent(), pivot); ObjectSet(pline,OBJPROP_COLOR,PivotLineColour); ObjectSet(pline,OBJPROP_STYLE,STYLE_SOLID); ObjectSet(pline,OBJPROP_WIDTH,1); }//void DrawPivot(double pivot) //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- int x = 0; static bool TradeExists; /////////////////////////////////////////////////////////////////////////////////////////////// if (AutomateDirection) { //H4 opend price and daily pivot lines if (OldLineBars != iBars(NULL, TimeFrame) && UseH4) { OldLineBars = iBars(NULL, TimeFrame); DrawLines(); }//if (OldLineBars != iBars(NULL, TimeFrame) if (OldD1Bars != iBars(NULL, PERIOD_D1) && UsePivot) { GetPivot(); OldD1Bars = iBars(NULL, PERIOD_D1); }//if (OldD1Bars != iBars(NULL, PERIOD_D1) ) AutoTradeDirectionDetection(); }//if (AutomateDirection) /////////////////////////////////////////////////////////////////////////////////////////////// //Find open trades. TradeExists = DoesTradeExist(); ///////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Trading times bool TradeTimeOk = CheckTradingTimes(); if (!TradeTimeOk) { Comment("Outside trading hours\nstart_hourm-end_hourm: ", start_hourm, "-",end_hourm, "\nstart_houre-end_houre: ", start_houre, "-",end_houre); return; }//if (hour < start_hourm) /////////////////////////////////////////////////////////////////////////////////////////////// //Trading if (OldBars != Bars) { OldBars = Bars; GetLatestCross(); GetLatestFractal(); if (TicketNo == -1) { LookForTradingOpportunities(); }//if (TicketNo == -1) }//if (OldBars != Bars) /////////////////////////////////////////////////////////////////////////////////////////////// DisplayUserFeedback(); //---- return(0); } //+------------------------------------------------------------------+