//+------------------------------------------------------------------+ //| Murrey Maths auto-trading EA by SteveHopwood.mq4 | //| Copyright © 2010, Steve Hopwood | //| http://www.hopwood3.freeserve.co.uk | //+------------------------------------------------------------------+ #property copyright "Copyright © 2010, Steve Hopwood" #property link "http://www.hopwood3.freeserve.co.uk" #include #include #define NL "\n" //I have taken the code that displays the MM lines directly from this indicator. //My grateful appreciation to the authour of the indi. //+------------------------------------------------------------------+ //| Murrey_Math_Line_X.mq4 | //| Copyright © 2004, Vladislav Goshkov (VG).| //| 4vg@mail.ru | //| code change by Alex.Piech.FinGeR | //+------------------------------------------------------------------+ //Alert("G"); //int x = 1; //while (x == 1) Sleep(100); /* void LookForTradingOpportunities() void DrawLines() void GetCurrentMMlPosition() bool DoesTradeExist(double lot) bool SendSingleTrade(int type, string comment, double lotsize, double price, double stop, double take) void CountOpenTrades() void TradeDirectionBySwap() bool ShouldPositionClose() void DeletePendingTrades() void CloseAllTrades() ----Hedging---- void HedgeAll() void HedgingModule(int cc) */ extern string gi="----General inputs----"; extern double Lot1=0.01; extern double Lot2=0.02; extern double Lot3=0.06; extern double Lot4=0.12; extern int BufferPips=10; extern bool TradeLong=true; extern bool TradeShort=true; bool CriminalIsECN=false;//Remove as an extern to leave the option open for using it - you never know extern int MagicNumber=0; int TakeProfit=0;//Remove as an extern to leave the option open for using it - you never know //extern string lto="----Losing trade options----"; //extern string hed="Hedging"; bool UseHedging=false;//Remove as an extern to leave the option open for using it - you never know double HedgeLotMultiplier=2;//Remove as an extern to leave the option open for using it - you never know 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=1100; extern string pts="----Swap filter----"; //extern bool TradePositiveSwapOnly=true; extern bool CadPairsPositiveOnly=true; extern bool AudPairsPositiveOnly=true; extern bool NzdPairsPositiveOnly=true; extern string mm="----Murray Mathis inputs----"; extern int P = 64;//MM indi extern int MMPeriod = 15;//MM indi extern int StepBack = 0;//MM indi /////////////////////////////////////////////////////////////////////////////////////////// //Indi variables extern color mml_clr_m_2_8 = Yellow; // [-2]/8 extern color mml_clr_m_1_8 = Purple; // [-1]/8 extern color mml_clr_0_8 = DeepSkyBlue; // [0]/8 extern color mml_clr_1_8 = DarkOrange; // [1]/8 extern color mml_clr_2_8 = Red; // [2]/8 extern color mml_clr_3_8 = Green; // [3]/8 extern color mml_clr_4_8 = Blue; // [4]/8 extern color mml_clr_5_8 = Green; // [5]/8 extern color mml_clr_6_8 = Red; // [6]/8 extern color mml_clr_7_8 = DarkOrange; // [7]/8 extern color mml_clr_8_8 = DeepSkyBlue; // [8]/8 extern color mml_clr_p_1_8 = Purple; // [+1]/8 extern color mml_clr_p_2_8 = Yellow; // [+2]/8 extern int mml_wdth_m_2_8 = 2; // [-2]/8 extern int mml_wdth_m_1_8 = 1; // [-1]/8 extern int mml_wdth_0_8 = 1; // [0]/8 extern int mml_wdth_1_8 = 1; // [1]/8 extern int mml_wdth_2_8 = 1; // [2]/8 extern int mml_wdth_3_8 = 1; // [3]/8 extern int mml_wdth_4_8 = 1; // [4]/8 extern int mml_wdth_5_8 = 1; // [5]/8 extern int mml_wdth_6_8 = 1; // [6]/8 extern int mml_wdth_7_8 = 1; // [7]/8 extern int mml_wdth_8_8 = 1; // [8]/8 extern int mml_wdth_p_1_8 = 1; // [+1]/8 extern int mml_wdth_p_2_8 = 2; // [+2]/8 extern color MarkColor = Blue; extern int MarkNumber = 217; double dmml = 0, dvtl = 0, sum = 0, v1 = 0, v2 = 0, mn = 0, mx = 0, x1 = 0, x2 = 0, x3 = 0, x4 = 0, x5 = 0, x6 = 0, y1 = 0, y2 = 0, y3 = 0, y4 = 0, y5 = 0, y6 = 0, octave = 0, fractal = 0, range = 0, finalH = 0, finalL = 0, mml[13]; string ln_txt[13], buff_str = ""; int bn_v1 = 0, bn_v2 = 0, OctLinesCnt = 13, mml_thk = 8, mml_clr[13], mml_wdth[13], mml_shft = 50, nTime = 0, CurPeriod = 0, nDigits = 0, i = 0; int NewPeriod=0; /////////////////////////////////////////////////////////////////////////////////////////// double BandHigh, BandLow;//Hi-lo of the market's MM band double OctaveSize = 195; int Band;//Band the market is within int OpenTrades; double BasketUpl;//For hedging bool ForceTradeClosure, ForcePendingTradeDeletion; //Trade ticket numbers etc int TradeTicketNo[5];//Will use 1 to 4 int TicketNo;//Temp store for successful order-send ticket number bool BuyPending, SellPending;//Set to true if pendings are in place //mm lines //Store mm +2/8 and -2/8 to check for a redraw double OldHigh, OldLow; //Matt's O-R stuff int O_R_Setting_max_retries = 1000; double O_R_Setting_sleep_time = 4.0; /* seconds */ double O_R_Setting_sleep_max = 15.0; /* seconds */ // ============================================================================================ // * Line 8/8 и 0/8 (Ultimate Support and Ultimate Resistance). // * Those lines are the most strong concerning Support and esistance. // ============================================================================================ //* Line 7/8 (Weak, Place to Stop and Reverse). //* This line is weak. If suddenly the price was going too fast and too far and stops around this line //* it means the price will reverse down very soon. If the price did not stop near this line this price //* will continue the movement to the line 8/8. // ============================================================================================ //* Line 1/8 (Weak, Place to Stop and Reverse). //* This line is weak. If suddenly the price was going too fast and too far and stops around this line //* it means the price will reverse up very soon. If the price did not stop near this line this price //* will continue the movement down to the line 0/8. // ============================================================================================ //* Line 2/8 and 6/8 (Pivot, Reverse) //* Those two lines yield the line 4/8 only to the strength to reverse the price movement. // ============================================================================================ //* Line 5/8 (Top of Trading Range) //* The price is spending the about 40% of the time on the movement between the lines 5/8 and 3/8. //* If the price is moving near line 5/8 and stopping near the line during the 10 - 12 days so it means //* that it is necessary to sell in this "bonus zone" (some people are doing like this) but if the price is keeping the tendency to stay above //* 5/8 line, so it means that the price will be above. But if the price is droping below 5/8 line it means that the price will continue //* falling to the next level of resistance. // ============================================================================================ //* Line 3/8 (Bottom of Trading Range). //* If the price is below this line and in uptrend it means that it will be very difficult for the price to break this level. //* If the price broke this line during the uptrend and staying above during the 10 12 days it means that the price will be above this line //* during the 40% of its time moving between this line and 5/8 line. // ============================================================================================ //* Line 4/8 (Major Support/Resistance Line). //* It is the major line concerning support and resistance. This leve is the better for the new sell or buy. //* It is the strong level of support of the price is above 4/8. It is the fine resistance line if the price is below this 4/8 line. //* сопротивления. // ============================================================================================ //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { double 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; OctaveSize+= multiplier; BufferPips+= multiplier; TakeProfit+= multiplier; MMPeriod*= multiplier; //---- indicators if(MMPeriod>0) NewPeriod = P*MathCeil(MMPeriod/Period()); else NewPeriod = P; ln_txt[0] = "Extreme Overshoot -2/8";// "Extreme overshoot [-2/8]";// [-2/8] ln_txt[1] = "Overshoot -1/8";// "Overshoot [-1/8]";// [-1/8] ln_txt[2] = "Ultimate Support - Extremely Oversold 0/8";// "Ultimate Support - Extremely Oversold [0/8]";// [0/8] ln_txt[3] = "Weak, Place to Stop and Reverse 1/8";// "Weak, Place to Stop and Reverse - [1/8]";// [1/8] ln_txt[4] = "Strong, Pivot, Reverse 2/8";// "Strong, Pivot, Reverse [2/8]";// [2/8] ln_txt[5] = "Bottom of Trading Range 3/8";// "Bottom of Trading Range - [3/8], if 10-12 bars then 40% Time. BUY Premium Zone";//[3/8] ln_txt[6] = "Major Support/Resistance Pivotal Point 4/8";// "Major Support/Resistance Pivotal Point [4/8]- Best New BUY or SELL level";// [4/8] ln_txt[7] = "Top of Trading Range 5/8";// "Top of Trading Range - [5/8], if 10-12 bars then 40% Time. SELL Premium Zone";//[5/8] ln_txt[8] = "Strong, Pivot, Reverse 6/8";// "Strong, Pivot, Reverse [6/8]";// [6/8] ln_txt[9] = "Weak, Place to Stop and Reverse 7/8";// "Weak, Place to Stop and Reverse - [7/8]";// [7/8] ln_txt[10] = "Ultimate Resistance - Extremely Overbought 8/8";// "Ultimate Resistance - Extremely Overbought [8/8]";// [8/8] ln_txt[11] = "Overshoot +1/8";// "Overshoot [+1/8]";// [+1/8] ln_txt[12] = "Extreme Overshoot +2/8";// "Extreme Overshoot [+2/8]";// [+2/8] //mml_shft = 3; mml_thk = 3; // Начальная установка цветов уровней октав и толщины линий mml_clr[0] = mml_clr_m_2_8; mml_wdth[0] = mml_wdth_m_2_8; // [-2]/8 mml_clr[1] = mml_clr_m_1_8; mml_wdth[1] = mml_wdth_m_1_8; // [-1]/8 mml_clr[2] = mml_clr_0_8; mml_wdth[2] = mml_wdth_0_8; // [0]/8 mml_clr[3] = mml_clr_1_8; mml_wdth[3] = mml_wdth_1_8; // [1]/8 mml_clr[4] = mml_clr_2_8; mml_wdth[4] = mml_wdth_2_8; // [2]/8 mml_clr[5] = mml_clr_3_8; mml_wdth[5] = mml_wdth_3_8; // [3]/8 mml_clr[6] = mml_clr_4_8; mml_wdth[6] = mml_wdth_4_8; // [4]/8 mml_clr[7] = mml_clr_5_8; mml_wdth[7] = mml_wdth_5_8; // [5]/8 mml_clr[8] = mml_clr_6_8; mml_wdth[8] = mml_wdth_6_8; // [6]/8 mml_clr[9] = mml_clr_7_8; mml_wdth[9] = mml_wdth_7_8; // [7]/8 mml_clr[10] = mml_clr_8_8; mml_wdth[10]= mml_wdth_8_8; // [8]/8 mml_clr[11] = mml_clr_p_1_8; mml_wdth[11]= mml_wdth_p_1_8; // [+1]/8 mml_clr[12] = mml_clr_p_2_8; mml_wdth[12]= mml_wdth_p_2_8; // [+2]/8 //Store mm +2/8 and -2/8 to check for a redraw OldHigh = ObjectGet("mml12", OBJPROP_PRICE1); OldLow = ObjectGet("mml0", OBJPROP_PRICE1); //start(); //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- Comment(" "); for(i=0;i25000 ) fractal=100000; else if( v2<=25000 && v2>2500 ) fractal=10000; else if( v2<=2500 && v2>250 ) fractal=1000; else if( v2<=250 && v2>25 ) fractal=100; else if( v2<=25 && v2>12.5 ) fractal=12.5; else if( v2<=12.5 && v2>6.25) fractal=12.5; else if( v2<=6.25 && v2>3.125 ) fractal=6.25; else if( v2<=3.125 && v2>1.5625 ) fractal=3.125; else if( v2<=1.5625 && v2>0.390625 ) fractal=1.5625; else if( v2<=0.390625 && v2>0) fractal=0.1953125; range=(v2-v1); sum=MathFloor(MathLog(fractal/range)/MathLog(2)); octave=fractal*(MathPow(0.5,sum)); mn=MathFloor(v1/octave)*octave; if( (mn+octave)>v2 ) mx=mn+octave; else mx=mn+(2*octave); // calculating xx //x2 if( (v1>=(3*(mx-mn)/16+mn)) && (v2<=(9*(mx-mn)/16+mn)) ) x2=mn+(mx-mn)/2; else x2=0; //x1 if( (v1>=(mn-(mx-mn)/8))&& (v2<=(5*(mx-mn)/8+mn)) && (x2==0) ) x1=mn+(mx-mn)/2; else x1=0; //x4 if( (v1>=(mn+7*(mx-mn)/16))&& (v2<=(13*(mx-mn)/16+mn)) ) x4=mn+3*(mx-mn)/4; else x4=0; //x5 if( (v1>=(mn+3*(mx-mn)/8))&& (v2<=(9*(mx-mn)/8+mn))&& (x4==0) ) x5=mx; else x5=0; //x3 if( (v1>=(mn+(mx-mn)/8))&& (v2<=(7*(mx-mn)/8+mn))&& (x1==0) && (x2==0) && (x4==0) && (x5==0) ) x3=mn+3*(mx-mn)/4; else x3=0; //x6 if( (x1+x2+x3+x4+x5) ==0 ) x6=mx; else x6=0; finalH = x1+x2+x3+x4+x5+x6; // calculating yy //y1 if( x1>0 ) y1=mn; else y1=0; //y2 if( x2>0 ) y2=mn+(mx-mn)/4; else y2=0; //y3 if( x3>0 ) y3=mn+(mx-mn)/4; else y3=0; //y4 if( x4>0 ) y4=mn+(mx-mn)/2; else y4=0; //y5 if( x5>0 ) y5=mn+(mx-mn)/2; else y5=0; //y6 if( (finalH>0) && ((y1+y2+y3+y4+y5)==0) ) y6=mn; else y6=0; finalL = y1+y2+y3+y4+y5+y6; for( i=0; i 0) { DeletePendingTrades(); }//if (OldHigh != high || OldLow != low) }//End void DrawLines() void GetCurrentMMlPosition() { //Defaults for in case the market is outside MM BandHigh = NormalizeDouble(mml[12] + (OctaveSize * Point), Digits); BandLow = NormalizeDouble(mml[0] - (OctaveSize * Point), Digits); Band = 0; //Calculates the hi-lo of the current band RefreshRates(); for (int cc = 0; cc <= ArraySize(mml); cc++) { if (Bid >= mml[cc] && Bid <= mml[cc + 1] ) { BandHigh = mml[cc + 1]; BandLow = mml[cc]; Band++; break; }//if (Bid >= mml[cc] && Bid <= mml[cc + 1] ) Band++; }//for (int cc = 0; cc <= ArraySize(mml); cc++) }//void GetCurrentMMlPosition() bool DoesTradeExist(double lot) { //-1 is passed as the lot size to force a general find-any if (OrdersTotal() == 0) return(false); for (int cc = 0; cc <= OrdersTotal() - 1; cc++) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() != MagicNumber) continue; if (OrderCloseTime() > 0) continue; //-1 is passed as the lot size to force a general find-any if (OrderSymbol() == Symbol() && (OrderLots() == lot || lot == -1)) return(true); }//for (int cc = 0; cc <= OrdersTotal() - 1; cc++) return(false); }//bool DoesTradeExist(double lot) void DeletePendingTrades() { ForcePendingTradeDeletion = false; for (int cc = OrdersTotal() - 1; cc >= 0; cc--) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() != MagicNumber) continue; if (OrderSymbol() != Symbol() ) continue; //if (OrderType() != OP_BUYLIMIT && OrderType() != OP_SELLLIMIT) continue; int tn = OrderTicket(); while(IsTradeContextBusy()) Sleep(100); if ((OrderType() == OP_BUYLIMIT || OrderType() == OP_SELLLIMIT) && OrderCloseTime() == 0) { bool result = OrderDelete(tn); if (result) cc++; if (!result) ForcePendingTradeDeletion = true;//Force a retry at the next tick }//if (OrderType() == OP_BUYLIMIT || OrderType() == OP_SELLLIMIT) }//for (int cc = OrdersTotal() - 1; cc >= 0; cc--) }//End void DeletePendingTrades() void LookForTradingOpportunities() { if (Band > 3 && Band < 9) return; double take, stop, price, lotsize; int type; bool SendTrade; double target; //double stoplevel = MarketInfo(Symbol(), MODE_STOPLEVEL) * Point; //Long opportunities //Swap filter //double LongSwap = MarketInfo(Symbol(), MODE_SWAPLONG); //double ShortSwap = MarketInfo(Symbol(), MODE_SWAPSHORT); bool SwapOk = true;//Leave for now just in case //if (TradePositiveSwapOnly && LongSwap < 0) SwapOk = false; target = ObjectGet("mml4.5", OBJPROP_PRICE1); //The first band needs a buffer to prevent pendings being placed then deleted in rapid succession, as the market //ticks into the band, then straight out again target = NormalizeDouble(target - (BufferPips * Point), Digits); if (Band == 4 && Bid <= target && SwapOk && TradeLong) { if (!DoesTradeExist(Lot1) ) { take = NormalizeDouble(mml[3] + (TakeProfit * Point), Digits); type = OP_BUYLIMIT; price = NormalizeDouble(mml[3], Digits); SendTrade = true; lotsize = Lot1; }//if (!DoesTradeExist(Lot1) ) }//if (Band == 3 && Bid < mml[3] + (BufferPips * Point)) target = ObjectGet("mml3.5", OBJPROP_PRICE1); if (Band == 3 && Bid >= target && SwapOk && TradeLong) { if (!DoesTradeExist(Lot2) ) { take = NormalizeDouble(mml[2] + (TakeProfit * Point), Digits); type = OP_BUYLIMIT; price = NormalizeDouble(mml[2], Digits); SendTrade = true; lotsize = Lot2; }//if (!DoesTradeExist(Lot1) ) }//if (Band == 3 && Bid < mml[3] + (BufferPips * Point)) target = ObjectGet("mml2.5", OBJPROP_PRICE1); if (Band == 2 && Bid >= target && SwapOk && TradeLong) { if (!DoesTradeExist(Lot3) ) { take = NormalizeDouble(mml[1] + (TakeProfit * Point), Digits); type = OP_BUYLIMIT; price = NormalizeDouble(mml[1], Digits); SendTrade = true; lotsize = Lot3; }//if (!DoesTradeExist(Lot1) ) }//if (Band == 3 && Bid < mml[3] + (BufferPips * Point)) target = ObjectGet("mml1.5", OBJPROP_PRICE1); if (Band == 1 && Bid >= target && SwapOk && TradeLong) { if (!DoesTradeExist(Lot4) ) { take = NormalizeDouble(mml[0] + (TakeProfit * Point), Digits); type = OP_BUYLIMIT; price = NormalizeDouble(mml[0], Digits); SendTrade = true; lotsize = Lot4; }//if (!DoesTradeExist(Lot1) ) }//if (Band == 1 && Bid >= target && SwapOk && TradeLong) //Short opportunities target = ObjectGet("mml9.5", OBJPROP_PRICE1); //The first band needs a buffer to prevent pendings being placed then deleted in rapid succession, as the market //ticks into the band, then straight out again target = NormalizeDouble(target + (BufferPips * Point), Digits); //SwapOk = true; //if (TradePositiveSwapOnly && ShortSwap < 0) SwapOk = false; if (Band == 9 && Bid >= target && SwapOk && TradeShort) { if (!DoesTradeExist(Lot1) ) { take = NormalizeDouble(mml[9] - (TakeProfit * Point), Digits); type = OP_SELLLIMIT; price = NormalizeDouble(mml[9], Digits); SendTrade = true; lotsize = Lot1; }//if (!DoesTradeExist(Lot1) ) }//if (Band == 3 && Bid < mml[3] + (BufferPips * Point)) target = ObjectGet("mml10.5", OBJPROP_PRICE1); if (Band == 10 && Bid <= target && SwapOk && TradeShort) { if (!DoesTradeExist(Lot2) ) { take = NormalizeDouble(mml[10] - (TakeProfit * Point), Digits); type = OP_SELLLIMIT; price = NormalizeDouble(mml[10], Digits); SendTrade = true; lotsize = Lot2; }//if (!DoesTradeExist(Lot1) ) }//if (Band == 3 && Bid < mml[3] + (BufferPips * Point)) target = ObjectGet("mml11.5", OBJPROP_PRICE1); if (Band == 11 && Bid <= target && SwapOk && TradeShort) { if (!DoesTradeExist(Lot3) ) { take = NormalizeDouble(mml[11] - (TakeProfit * Point), Digits); type = OP_SELLLIMIT; price = NormalizeDouble(mml[11], Digits); SendTrade = true; lotsize = Lot3; }//if (!DoesTradeExist(Lot1) ) }//if (Band == 3 && Bid < mml[3] + (BufferPips * Point)) target = ObjectGet("mml12.5", OBJPROP_PRICE1); if (Band == 12 && Bid <= target && SwapOk && TradeShort) { if (!DoesTradeExist(Lot4) ) { take = NormalizeDouble(mml[12] - (TakeProfit * Point), Digits); type = OP_SELLLIMIT; price = NormalizeDouble(mml[12], Digits); SendTrade = true; lotsize = Lot4; }//if (!DoesTradeExist(Lot4) ) }//if (Band == 12 && Bid <= target && SwapOk && TradeShort) if (SendTrade) { //Neutralise the tp if necessary if (TakeProfit == 0) bool result = SendSingleTrade(type, " ", lotsize, price, 0, take); else result = SendSingleTrade(type, " ", lotsize, price, 0, 0); //Alert("Band: ", Band, " Lot: ", lotsize, " Price: ", price, " mml ", mml[Band]); //int x = 1; //while (x == 1) Sleep(100); if (result) { ForceTradeClosure = false;//Thrashing around a bit here OrderSelect(TicketNo, SELECT_BY_TICKET); if (type == OP_BUYLIMIT) { if (OrderLots() == Lot1) TradeTicketNo[1] = TicketNo; if (OrderLots() == Lot2) TradeTicketNo[2] = TicketNo; if (OrderLots() == Lot3) TradeTicketNo[3] = TicketNo; }//if (type == OP_BUYLIMIT) if (type == OP_SELLLIMIT) { if (OrderLots() == Lot1) TradeTicketNo[1] = TicketNo; if (OrderLots() == Lot2) TradeTicketNo[2] = TicketNo; if (OrderLots() == Lot3) TradeTicketNo[3] = TicketNo; }//if (type == OP_SELLLIMIT) }//if (result) }//if (SendTrade) }//LookForTradingOpportunities() 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_BUYLIMIT) 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) //============================================================================= // 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 CountOpenTrades() { OpenTrades = 0; BasketUpl = 0; ArrayInitialize(TradeTicketNo, -1); BuyPending = false; SellPending = false; double target; if (OrdersTotal() == 0) return; int ot = OrdersTotal() - 1; for (int cc = 0; cc <= ot; cc++) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() != MagicNumber) continue; if (OrderSymbol() == Symbol()) { BasketUpl+= (OrderProfit() + OrderSwap() + OrderCommission()); if (OrderType() == OP_BUYLIMIT) BuyPending = true; if (OrderType() == OP_SELLLIMIT) SellPending = true; //Set up ticket numbers if (OrderLots() == Lot1) TradeTicketNo[1] = OrderTicket(); if (OrderLots() == Lot2) TradeTicketNo[2] = OrderTicket(); if (OrderLots() == Lot3) TradeTicketNo[3] = OrderTicket(); if (OrderLots() == Lot4) TradeTicketNo[4] = OrderTicket(); OpenTrades++; }//if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) }//for (int cc = OrdersTotal() - 1; cc <= 0; cc--) }//End void CountOpenTrades() void CloseAllTrades() { ForceTradeClosure = false; if (OrdersTotal() == 0) return; for (int cc = OrdersTotal() - 1; cc >= 0; cc--) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() != MagicNumber) continue; if (OrderType() != OP_BUY && OrderType() != OP_SELL) continue; if (OrderSymbol() == Symbol() ) { while(IsTradeContextBusy()) Sleep(100); bool result = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 1000, Blue); if (result) cc++; if (!result) ForceTradeClosure = true; }//if (OrderSymbol() == Symbol() ) }//for (int cc = OrdersTotal() - 1; cc >= 0; cc--) }//End void CloseAllTrades() void TradeDirectionBySwap() { //Sets TradeLong & TradeShort according to the positive/negative swap it attracts double LongSwap = MarketInfo(Symbol(), MODE_SWAPLONG); double ShortSwap = MarketInfo(Symbol(), MODE_SWAPSHORT); if (CadPairsPositiveOnly) { if (StringSubstr(Symbol(), 0, 3) == "CAD" || StringSubstr(Symbol(), 0, 3) == "cad" || StringSubstr(Symbol(), 3, 3) == "CAD" || StringSubstr(Symbol(), 3, 3) == "cad" ) { if (LongSwap > 0) TradeLong = true; else TradeLong = false; if (ShortSwap > 0) TradeShort = true; else TradeShort = false; }//if (StringSubstr(Symbol(), 0, 3) == "CAD" || StringSubstr(Symbol(), 0, 3) == "cad" ) }//if (CadPairsPositiveOnly) if (AudPairsPositiveOnly) { if (StringSubstr(Symbol(), 0, 3) == "AUD" || StringSubstr(Symbol(), 0, 3) == "aud" || StringSubstr(Symbol(), 3, 3) == "AUD" || StringSubstr(Symbol(), 3, 3) == "aud" ) { if (LongSwap > 0) TradeLong = true; else TradeLong = false; if (ShortSwap > 0) TradeShort = true; else TradeShort = false; }//if (StringSubstr(Symbol(), 0, 3) == "AUD" || StringSubstr(Symbol(), 0, 3) == "aud" || StringSubstr(Symbol(), 3, 3) == "AUD" || StringSubstr(Symbol(), 3, 3) == "aud" ) }//if (AudPairsPositiveOnly) if (NzdPairsPositiveOnly) { if (StringSubstr(Symbol(), 0, 3) == "NZD" || StringSubstr(Symbol(), 0, 3) == "nzd" || StringSubstr(Symbol(), 3, 3) == "NZD" || StringSubstr(Symbol(), 3, 3) == "nzd" ) { if (LongSwap > 0) TradeLong = true; else TradeLong = false; if (ShortSwap > 0) TradeShort = true; else TradeShort = false; }//if (StringSubstr(Symbol(), 0, 3) == "AUD" || StringSubstr(Symbol(), 0, 3) == "aud" || StringSubstr(Symbol(), 3, 3) == "AUD" || StringSubstr(Symbol(), 3, 3) == "aud" ) }//if (AudPairsPositiveOnly) }//void TradeDirectionBySwap() bool ShouldPositionClose() { //Returns true if position should close, else returns false double target; RefreshRates(); //Long trades if (Band == 4) { if (OrderSelect(TradeTicketNo[1], SELECT_BY_TICKET) > -1 && OrderType() == OP_BUY && OrderProfit() > 0) { target = ObjectGet("mml4.5", OBJPROP_PRICE1); if (Ask >= target) return(true); }//if (!DoesTradeExist(Lot1) ) }//if (Band == 4) if (Band == 3) { if (OrderSelect(TradeTicketNo[2], SELECT_BY_TICKET) > -1 && OrderType() == OP_BUY && OrderProfit() > 0) { target = ObjectGet("mml3.5", OBJPROP_PRICE1); if (Ask >= target) return(true); }//if (!DoesTradeExist(Lot1) ) }//if (Band == 3) if (Band == 2) { if (OrderSelect(TradeTicketNo[3], SELECT_BY_TICKET) > -1 && OrderType() == OP_BUY && OrderProfit() > 0) { target = ObjectGet("mml2.5", OBJPROP_PRICE1); if (Ask >= target) return(true); }//if (!DoesTradeExist(Lot1) ) }//if (Band == 2) if (Band == 1) { if (OrderSelect(TradeTicketNo[4], SELECT_BY_TICKET) > -1 && OrderType() == OP_BUY && OrderProfit() > 0) { target = ObjectGet("mml1.5", OBJPROP_PRICE1); if (Ask >= target) return(true); }//if (!DoesTradeExist(Lot1) ) }//if (Band == 1) //Short trades if (Band == 9) { if (OrderSelect(TradeTicketNo[1], SELECT_BY_TICKET) > -1 && OrderType() == OP_SELL && OrderProfit() > 0) { target = ObjectGet("mml9.5", OBJPROP_PRICE1); if (Bid <= target) return(true); }//if (!DoesTradeExist(Lot1) ) }//if (Band == 9) if (Band == 10) { if (OrderSelect(TradeTicketNo[2], SELECT_BY_TICKET) > -1 && OrderType() == OP_SELL && OrderProfit() > 0) { target = ObjectGet("mml10.5", OBJPROP_PRICE1); if (Bid <= target) return(true); }//if (!DoesTradeExist(Lot1) ) }//if (Band == 10) if (Band == 11) { if (OrderSelect(TradeTicketNo[3], SELECT_BY_TICKET) > -1 && OrderType() == OP_SELL && OrderProfit() > 0) { target = ObjectGet("mml11.5", OBJPROP_PRICE1); if (Bid <= target) return(true); }//if (!DoesTradeExist(Lot1) ) }//if (Band == 11) if (Band == 12) { if (OrderSelect(TradeTicketNo[4], SELECT_BY_TICKET) > -1 && OrderType() == OP_SELL && OrderProfit() > 0) { target = ObjectGet("mml12.5", OBJPROP_PRICE1); if (Bid <= target) return(true); }//if (!DoesTradeExist(Lot1) ) }//if (Band == 12) if (Band > 5 && Band < 9 && BasketUpl > 0) return(true); //Got this far, so position should remain open return(false); }//End bool ShouldPositionClose() //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //Deal with a trade closure failnre if (ForceTradeClosure) { CloseAllTrades(); return; }//if (ForceTradeClosure) if (ForcePendingTradeDeletion) { DeletePendingTrades(); return; }//if (ForcePendingTradeDeletion) CountOpenTrades(); if (OpenTrades == 0) { ForceTradeClosure = false; ForcePendingTradeDeletion = false; }//if (OpenTrades == 0) DrawLines();//Also set up mml[] array values GetCurrentMMlPosition(); CountOpenTrades(); if (OpenTrades == 0) { ForceTradeClosure = false; }//if (OpenTrades == 0) //Position closure if (OpenTrades > 0 && BasketUpl > 0) { if (ShouldPositionClose()) { CloseAllTrades(); return; }//if (ShouldPositionClose() ) }//if (OPenTrades > 0 && OPenTrades < 4) //Delete pending trades if market has moved into the non=trading bands if (Band > 4 && Band < 9 && (BuyPending || SellPending) ) { DeletePendingTrades(); }//if (Band > 4 && Band < 9 && (PendingBuy || PendingSell) //Available margin filters if (UseScoobsMarginCheck && OpenTrades > 0) { if(AccountMargin() > (AccountFreeMargin()/100)) { Comment(" There is insufficient margin to allow trading. You might want to turn off the UseScoobsMarginCheck input."); return; }//if(AccountMargin() > (AccountFreeMargin()/100)) }//if (UseScoobsMarginCheck) if (UseForexKiwi && AccountMargin() > 0) { double ml = NormalizeDouble(AccountEquity() / AccountMargin() * 100, 2); if (ml < FkMinimumMarginPercent) { Comment(" There is insufficient margin percent to allow trading. " + DoubleToStr(ml, 2) + "%"); return; }//if (ml < FkMinimumMarginPercent) }//if (UseForexKiwi && AccountMargin() > 0) //Swap filter TradeDirectionBySwap(); LookForTradingOpportunities(); string gap = " "; string ScreenMessage; ScreenMessage = StringConcatenate(gap, TimeToStr(TimeLocal(), TIME_DATE|TIME_MINUTES|TIME_SECONDS), NL, gap, "Band high: ", DoubleToStr(BandHigh, Digits), NL, gap, "Band low: ", DoubleToStr(BandLow, Digits), NL, gap, "Band no: ", Band, NL); Comment(ScreenMessage); } //+------------------------------------------------------------------+