//+-------------------------------------------------------------------+ //| jor and the pal he met on hols.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 up "Up" #define down "Down" #define none "None" #define buy "Buy" #define sell "Sell" #define ranging "Ranging" /* This pm from jor sums up neatly what this jor does: "Steve I first wanted to thank you for all your great contributions to FF and secondly I was wondering if I could have just a few minutes of your time to run an udea U have for an EA by you. I trade out of the 15 minute chart with moving average but the indicator I use is the Pwr Indicator. When it turns green I go long and short when it goes red. The simplicity of the system is great and the results are even better, the thing is I cant stay away 24 hours a day and trade this all day long and this is where an EA based on that will be huge. I only trade 4 instruments, AUDUSD, EURUSD, USDCHF and Crude Oil. If you want me to I can easily send you a picture of the setup in the 15 minute chart, yesterday it caught the entire 700 pip up move and today is currently up over 300 ticks in Crude Oil. Once again I would love to work this out with you, I will greatly appreciatte it. Thanks in advance and looking forward to your response" This EA is the same, but uses the Cci_T3_2 indi that jor picked up from a pal he met on holiday 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() double CalculateLotSize(double price1, double price1) bool LookForTradeClosure() ----Trade direction---- void DrawLines() void GetPivot() void DrawPivot(double pivot) ----Trend detection module---- void TrendDetectionModule() ----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 ReadIndicatorValues() void GetCci() double GetMa(int tf, int period, int mashift, int method, int ap, int shift) ----Trade management module---- void TradeManagementModule() void BreakEvenStopLoss() bool CheckForHiddenStopLossHit(int type, int iPipsAboveVisual, double stop ) void JumpingStopLoss() void HiddenTakeProfit() void HiddenStopLoss() void TrailingStopLoss() */ //Defined constants from hanover. Thanks David #define AUD 0 #define CAD 1 #define CHF 2 #define EUR 3 #define GBP 4 #define JPY 5 #define NZD 6 #define USD 7 #define M1 0 #define M5 1 #define M15 2 #define M30 3 #define H1 4 #define H4 5 #define D1 6 #define W1 7 #define MN 8 extern string gen="----General inputs----"; extern double Lot=0.1;//Leave at zero for the bot to calculate lot size by risk extern int TakeProfit=20; extern int StopLoss=0;//Only included as an option. Users should not set this as the bot exits a failing trade on a signal change extern int MagicNumber=956; extern string TradeComment="jor and his pal"; extern bool CriminalIsECN=false;//Deleted extern as it should not be needed here. extern double MaxSpread=40; 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 = 16; //Cci extern string cci="----Cci inputs----"; extern int CCI_Period=168; extern int T3_Period=34; extern double b=0.618; //Hanover extern string hm="----Hanover module----"; extern bool UseHanover=true; extern string ctf="Time frames"; //extern string TimeFrames="M1,M5,M15,M30,H1,H4,D1,W1,MN"; extern string TimeFrames="D1"; extern int SlopeConfirmationCandles=0; extern int StrongThreshold=0; extern int WeakThreshold=0; extern string hof="Hanover output file"; extern string OutputFile = "Output---Recent Strength.CSV"; extern int NumPoints=15; ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Arrays etc string InputString;//All purpose string to pass to CleanUpInputString() to remove unwanted leading/trailing stuff int NoOfTimeFrames;//The number for timeframes inputted into the TimeFrames input string Tf[];//Holds the time frames inputted into the TimeFrames input string StrongWeak[];//Holds the pair that represents the strongest and weakest in each time frame string StrongestCcy[], WeakestCcy[];//Go on, take a guess double StrongVal[], PrevStrongVal[], WeakVal[], PrevWeakVal[];//Another guess? string ConstructedPair[];//Holds the pairs made out of the currencies string Ccy1, Ccy2;//First and second currency in the pair //Variables copied from the Strength Alerts indi. int LoadRSvalues() came from this int dig, tmf, h, i, j, k; string alrt[11]; double RSvalue[8,9,99]; // [currency,timeframe,datapoint#] // currency: 0=AUD, 1=CAD, 2=CHF, 3=EUR, 4=GBP, 5=JPY, 6=NZD, 7=USD // timeframe: 0=M1, 1=M5, 2=M15, 3=M30, 4=H1, 5=H4, 6=D1, 7=W1, 8=MN string ccy[8] = {"AUD","CAD","CHF","EUR","GBP","JPY","NZD","USD"}; string tf[9] = {"M1","M5","M15","M30","H1","H4","D1","W1","MN"}; string arr[11]; int ReadBars;//Bot reads the output file when this != Bars ////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //Trend detection defaults to off because this is not a part of jor's original strategy extern string tdm="----Trend detection module----"; extern bool RisingTrend=false; extern bool FallingTrend=false; extern bool UseTrendDetection=false; //RSI. >55 is trending up. < 45 is trending down extern string trsi="Rsi trend detection"; extern bool UseRsiTrendDetection=false; extern int RsiTdTf=1440; extern int RsiTdPeriod=20; extern string trs="Applied price: 0=Close; 1=Open; 2=High"; extern string trs1="3=Low; 4=Median; 5=Typical; 6=Weighted"; extern int RsiTdAppliedPrice=0; //NB V10. D1 candle hi-lo above both ma's: trend is up. Below both: trend is down. In between: market is ranging. //Also makes an excellent trade trigger in a longer-term trend trading system. extern string nbmas="NB V10"; extern bool UseNanningBobForTrend=false; extern int FastNbTdTF=1440;//Time frame defaults to D1 chart extern int FastNbTdPeriod=2; extern int FastNbTdShift=2;//The MA Shift input extern string nbmame="Method: 0=sma; 1=ema; 2=smma; 3=lwma"; extern int FastNbTdMethod=2; extern string nbmaap="Applied price: 0=Close; 1=Open; 2=High"; extern string nbmaap1="3=Low; 4=Median; 5=Typical; 6=Weighted"; extern int FastNbTdAppliedPrice=4; extern int SlowNbTdTF=1440;//Time frame defaults to D1 chart extern int SlowNbTdPeriod=8; extern int SlowNbTdMethod=2; extern int SlowNbTdShift=2; extern int SlowNbTdAppliedPrice=4; extern int TrendConfirmationCandleTF=15;//Candle for confirming the trend as a trade trigger //Fast ma > slow, trend is up & vice versa extern string tmas="Two MA - 'slowkey'"; extern bool UseSlowkey=false; extern int FastMaTdTF=0;//Time frame defaults to current chart extern int FastMaTdPeriod=100; extern int FastMaTdShift=0;//The MA Shift input extern string tmame="Method: 0=sma; 1=ema; 2=smma; 3=lwma"; extern int FastMaTdMethod=0; extern string tmaap="Applied price: 0=Close; 1=Open; 2=High"; extern string tmaap1="3=Low; 4=Median; 5=Typical; 6=Weighted"; extern int FastMaTdAppliedPrice=0; extern int SlowMaTdTF=0;//Time frame defaults to current chart extern int SlowMaTdPeriod=200; extern int SlowMaTdShift=0; extern int SlowMaTdMethod=0; extern int SlowMaTdAppliedPrice=0; //Single, much longer term MA. Rising MA the trend is up and vice-versa extern string sima="Single moving average"; extern bool UseMaTrendDetection=false; extern int SingleMaTdTF=10080;//Time frame defaults to W1 extern int SingleMaTdPeriod=10; extern int SingleMaTdShift=0;//The MA Shift input extern string stmame="Method: 0=sma; 1=ema; 2=smma; 3=lwma"; extern int SingleMaTdMethod=0; extern string stmaap="Applied price: 0=Close; 1=Open; 2=High"; extern string stmaap1="3=Low; 4=Median; 5=Typical; 6=Weighted"; extern int SingleMaTdAppliedPrice=0; extern int CompareWithCandles=5; extern int MinimumAcceptableRise=300;//Pure guesswork to make sure there has bee a decent movement in the ma //All management features default to off because this is not a part of jor's original strategy 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 string JSL="Jumping stop loss settings"; extern bool JumpingStop=false; 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 CanTradeThisPair;//Will be false when this pair fails the currency can only trade twice filter, or the balanced trade filter bool BuyOpen, SellOpen; bool TradeExists; //Trend detection string trend; double TrendRsiVal;//Rsi double FastTrendMaVal, SlowTrendMaVal;//2 MA trend double SingleTrendMaVal, PrevSingleTrendMaVal;//Single trend ma //NB V10 Trend detection/trade trigger double FastNbTrendMaVal, SlowNbTrendMaVal;//2 MA trend string TrendConfirmationCandleDir;//Holds 'up' for an up candle and vice versa string TradeTriggerDirection;//For using V10 as a trigger instead of a trend //Cci string CciTrend; double CciVal, CciValUp, CciValDown; //Margin status display bool EnoughMargin; string MarginMessage; //Misc string Gap, ScreenMessage; int OldBars, OldCstBars; string PipDescription=" pips"; bool ForceTradeClosure; bool InvalidStopError;//For dealing with invalid stops 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); 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, "Cci direction: ", CciTrend, NL); if (UseHanover) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); string now, then; for (int cc = 0; cc < ArraySize(Tf); cc++) { double strength1 = ReadStrength(Ccy1, Tf[cc], 0); double strength2 = ReadStrength(Ccy2, Tf[cc], 0); if (SlopeConfirmationCandles > 0) { double prevstrength1 = ReadStrength(Ccy1, Tf[cc], SlopeConfirmationCandles); now = StringConcatenate(": Shift ",SlopeConfirmationCandles, " = ", DoubleToStr(prevstrength1, 2)); double prevstrength2 = ReadStrength(Ccy2, Tf[cc], SlopeConfirmationCandles); then = StringConcatenate(": Shift ", SlopeConfirmationCandles, " = ", DoubleToStr(prevstrength2, 2)); }//if (SlopeCandles[cc] > 0) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "TF ", Tf[cc], ": ", Ccy1, ": Now = ", DoubleToStr(strength1, 2), now, ": ", Ccy2, ": Now = ", DoubleToStr(strength2, 2), then, NL); }//for (int cc = 0; cc < ArraySize(Tf); cc++) if (StrongThreshold > 0 && WeakThreshold > 0) { bool tradeable = false; if (strength1 > StrongThreshold && strength2 < WeakThreshold) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Threshold: Can trade this pair long", NL); tradeable = true; }//if (strength1 > StrongThreshold && strength2 < WeakThreshold) if (strength2 > StrongThreshold && strength1 < WeakThreshold) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Threshold: Can trade this pair short", NL); tradeable = true; }//if (strength1 > StrongThreshold && strength2 < WeakThreshold) if (!tradeable) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Threshold: Cannot trade this pair yet", NL); }//if (StrongThreshold > 0 && WeakThreshold > 0) }//if (UseHanover) 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; 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) //Set up the arrays if (UseHanover) { SetUpArrays(); Ccy1 = StringSubstr(Symbol(), 0, 3); Ccy2 = StringSubstr(Symbol(), 3, 3); ReadBars = iBars(NULL, PERIOD_M1);//Don't need it again when start() triggers ReadHanover(); }//if (UseHanover) //Reset CriminIsECN if crim is IBFX and the punter does not know or, like me, keeps on forgetting string name = TerminalCompany(); int ispart = StringFind(name, "IBFX", 0); if (ispart > -1) CriminalIsECN = true; OldBars = Bars; if (TradeComment == "") TradeComment = " "; //OldBars = Bars; ReadIndicatorValues(); 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(), " jor ", stype," order send failed with error(",err,"): ",ErrorDescription(err)); Print(Symbol(), " jor ", 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 SendLot = Lot; double StopLevel = MarketInfo(Symbol(), MODE_STOPLEVEL) * Point; //Check filters if (!IsTradingAllowed() ) return; double spread = MarketInfo(Symbol(), MODE_SPREAD) * Point; //The market direction, candle size and higher/lower hi-lo have all been checked prior to reaching this point, so //all that is needed is to enter in the direction of the CciTrend //Trend string Ttrend = trend;//Temp trend string //Long if (!UseTrendDetection) Ttrend = up;//Set up a dummy if the user is not using the trend stuff if (CciTrend == up && Ttrend == up) { if (UseHanover && !HanoverFilter(OP_BUY) ) return; price = Ask; type = OP_BUY; if (TakeProfit > 0) take = NormalizeDouble(price + (TakeProfit * Point), Digits); if (StopLoss > 0) stop = NormalizeDouble(price - (StopLoss * Point), Digits); SendTrade = true; }//if (CciTrend == up && TradeLong) //Short if (!UseTrendDetection) Ttrend = down;//Set up a dummy if the user is not using the trend stuff if (CciTrend == down && Ttrend == down) { if (UseHanover && !HanoverFilter(OP_SELL) ) return; price = Bid; type = OP_SELL; if (TakeProfit > 0) take = NormalizeDouble(price - (TakeProfit * Point), Digits); if (StopLoss > 0) stop = NormalizeDouble(price + (StopLoss * Point), Digits); SendTrade = true; }//if (direction == down && TradeShort) double OldBid;//For comparison when making multiple tries at sending a trade, to avoid merely trying once a second without a quote if (SendTrade) { bool result = SendSingleTrade(type, TradeComment, SendLot, price, stop, take); }//if (SendTrade) //Actions when trade send succeeds if (SendTrade && result) { }//if (result) //Actions when trade send fails if (SendTrade && !result) { OldBars = 0; }//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) */ //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) /////////////////////////////////////////////////////////////////////////////////////////////////////// /////////////////////////////////////////////////////////////////////////////////////////////////////// //INDICATOR MODULE void GetCci() { //Reads the Cci custom indi and selects a CciTrend based on the return. CciVal = iCustom(NULL, 0, "CCI_T3_2", CCI_Period, T3_Period, b, 0, 1); CciValUp = iCustom(NULL, 0, "CCI_T3_2", CCI_Period, T3_Period, b, 1, 1); CciValDown = iCustom(NULL, 0, "CCI_T3_2", CCI_Period, T3_Period, b, 2, 1); CciTrend = none; if (CciValUp > 0) CciTrend = up; if (CciValDown < 0) CciTrend = down; //Get confirmation. double PrevCciVal; //Uptrend. Previous candle should have a falling Cci if (CciTrend == up) { double PrevCciValDown = iCustom(NULL, 0, "CCI_T3_2", CCI_Period, T3_Period, b, 2, 2); if (PrevCciValDown == 0) { CciTrend = none; }//if (PrevCciValDown == 0) }//if (CciTrend == up) //Downtrend. Previous candle should have a rising Cci if (CciTrend == down) { double PrevCciValUp = iCustom(NULL, 0, "CCI_T3_2", CCI_Period, T3_Period, b, 1, 2); if (PrevCciValUp == 0) { CciTrend = none; }//if (PrevCciValDown == 0) }//if (CciTrend == down) }//End void GetCci() 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) void ReadIndicatorValues() { GetCci(); }//void ReadIndicatorValues() //END INDICATOR MODULE /////////////////////////////////////////////////////////////////////////////////////////////////////// bool LookForTradeClosure() { //Close the trade if the new candle opens inside the bands if (!OrderSelect(TicketNo, SELECT_BY_TICKET) ) return(true); if (OrderSelect(TicketNo, SELECT_BY_TICKET) && OrderCloseTime() > 0) return(true); bool success = true; bool CloseTrade; double PrevCciVal; if (OrderType() == OP_BUY) { if (CciTrend == down) CloseTrade = true; }//if (OrderType() == OP_BUY) if (OrderType() == OP_SELL) { if (CciTrend == up) CloseTrade = true; }//if (OrderType() == OP_SELL) if (CloseTrade) { bool result = CloseTrade(TicketNo); //Actions when trade close succeeds if (result) { TicketNo = -1; TradeExists = false; }//if (!result) //Actions when trade close fails if (!result) { success = false; }//if (!result) }//if (CloseTrade) return(success); }//void LookForTradeClosure() 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) { OldBars = 0; }//if (!result) }//End bool CloseTrade(ticket) /////////////////////////////////////////////////////////////////////////////////////////////////////// //Trend detection module void TrendDetectionModule() { static int OldNbBars; //Define the trend according to the user's choices. //Only called if UseTrendDetection is set to true trend = ranging;//Default //Rsi. This one is scooby-doo's suggestion and is based on a 20 period D1 Rsi. if (UseRsiTrendDetection) { TrendRsiVal = GetRsi(RsiTdTf, RsiTdPeriod, RsiTdAppliedPrice, 0); if (TrendRsiVal > 55) trend = up; if (TrendRsiVal < 45) trend = down; }//if (UseRsiTrendDetection) //'slowkey' - double moving average. //Slow MA > Fast MA - trend is up and vice versa if (UseSlowkey) { FastTrendMaVal = GetMa(FastMaTdTF, FastMaTdPeriod, FastMaTdShift, FastMaTdMethod, FastMaTdAppliedPrice, 0); SlowTrendMaVal = GetMa(SlowMaTdTF, SlowMaTdPeriod, SlowMaTdShift, SlowMaTdMethod, SlowMaTdAppliedPrice, 0); if (FastTrendMaVal > SlowTrendMaVal) trend = up; if (FastTrendMaVal < SlowTrendMaVal) trend = down; }//if (UseSlowkey) /* I picked this up from the book 'Trading Day by Day - Winning the Zero Sum Game' by FH Goslin. 10 week MA is rising - trend is up. 10 week MA is falling - trend is down. */ if (UseMaTrendDetection) { SingleTrendMaVal = GetMa(SingleMaTdTF, SingleMaTdPeriod, SingleMaTdShift, SingleMaTdMethod, SingleMaTdAppliedPrice, 0); PrevSingleTrendMaVal = GetMa(SingleMaTdTF, SingleMaTdPeriod, SingleMaTdShift, SingleMaTdMethod, SingleMaTdAppliedPrice, CompareWithCandles); if (SingleTrendMaVal > PrevSingleTrendMaVal && SingleTrendMaVal - PrevSingleTrendMaVal >= (MinimumAcceptableRise * Point) ) trend = up; if (SingleTrendMaVal < PrevSingleTrendMaVal && PrevSingleTrendMaVal - SingleTrendMaVal >= (MinimumAcceptableRise * Point) ) trend = down; }//if (UseMaTrendDetection) //NB V10 2 moving averages. //D1 candle hi-lo above both ma's: trend is up. Below both: trend is down. In between: market is ranging. //Also makes an excellent trade trigger in a longer-term trend trading system. if (UseNanningBobForTrend) { if (OldNbBars != iBars(NULL, FastNbTdTF) )//Only need this call at the start of each candle { OldNbBars = iBars(NULL, FastNbTdTF); FastNbTrendMaVal = GetMa(FastNbTdTF, FastNbTdPeriod, FastNbTdShift, FastNbTdMethod, FastNbTdAppliedPrice, 0); SlowNbTrendMaVal = GetMa(SlowNbTdTF, SlowNbTdPeriod, SlowNbTdShift, SlowNbTdMethod, SlowNbTdAppliedPrice, 0); }//if (OldNbBars != iBars(NULL, FastNbTdTF) ) //Detect uptrend if (iHigh(NULL, PERIOD_D1, 0) > FastNbTrendMaVal && iHigh(NULL, PERIOD_D1, 0) > SlowNbTrendMaVal && iLow(NULL, PERIOD_D1, 0) > FastNbTrendMaVal && iLow(NULL, PERIOD_D1, 0) > SlowNbTrendMaVal) { if (UseNanningBobForTrend) trend = up; }//if (iHigh(NULL, PERIOD_D1, 0) > FastNbTrendMaVal && iHigh(NULL, PERIOD_D1, 0) > SlowNbTrendMaVal //Detect downtrend if (iHigh(NULL, PERIOD_D1, 0) < FastNbTrendMaVal && iHigh(NULL, PERIOD_D1, 0) < SlowNbTrendMaVal && iLow(NULL, PERIOD_D1, 0) < FastNbTrendMaVal && iLow(NULL, PERIOD_D1, 0) < SlowNbTrendMaVal) { if (UseNanningBobForTrend) trend = down; }//if (iHigh(NULL, PERIOD_D1, 0) < FastNbTrendMaVal && iHigh(NULL, PERIOD_D1, 0) < SlowNbTrendMaVal //Trade direction candle //BB uses a shorter-term candle direction filter to confirm that the market is moving in the correct //direction for the trade. This function ascertains the direction of movement of the candle TrendConfirmationCandleDir = none; if (iOpen(NULL, TrendConfirmationCandleTF, 1) > iClose(NULL, TrendConfirmationCandleTF, 1) ) TrendConfirmationCandleDir = down; if (iOpen(NULL, TrendConfirmationCandleTF, 1) < iClose(NULL, TrendConfirmationCandleTF, 1) ) TrendConfirmationCandleDir = up; }//if (UseNanningBobForTrend || UseNanningBobForTrigger) }//void TrendDetectionModule() //End Trend detection module /////////////////////////////////////////////////////////////////////////////////////////////////////// //////////////////////////////////////////////////////////////////////////////////////////////// //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[1] > OrderStopLoss() && OrderProfit() >= 0) { stop = NormalizeDouble(Low[1], Digits); modify = true; }//if (Close[1] > OrderStopLoss() && OrderProfit() >= 0) }//if (OrderType == OP_BUY) if (OrderType() == OP_SELL) { if ( (High[1] < OrderStopLoss() || OrderStopLoss() == 0) && OrderProfit() >= 0) { stop = NormalizeDouble(High[1], 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 TradeManagementModule() { // Call the working subroutines one by one. //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 //////////////////////////////////////////////////////////////////////////////////////////////// //////////////////////////////////////////////////////////////////////////////////////////////// //Hanover module void SetUpArrays() { //Sets up all the arrays required by this program int cc; int Index = 0;//For searching InputString int LastIndex = 0;//Points the the most recent Index //TimeFrames InputString = TimeFrames; CleanUpInputString(); TimeFrames = InputString; NoOfTimeFrames = CalculateParamsPassed(); string NewArray2 = ArrayResize(Tf, NoOfTimeFrames); Index = 0;//For searching InputString LastIndex = 0;//Points the the most recent Index for (cc = 0; cc < NoOfTimeFrames; cc ++) { Index = StringFind(InputString, ",",LastIndex); if (Index > -1) { Tf[cc] = StringSubstr(InputString, LastIndex,Index-LastIndex); Tf[cc] = StringTrimLeft(Tf[cc]); Tf[cc] = StringTrimRight(Tf[cc]); LastIndex = Index+1; }//if (Index > -1) }//for (cc = 0; cc < NoOfTimeFrames; cc ++) //StrongWeak string NewArray3 = ArrayResize(StrongWeak, NoOfTimeFrames); string NewArray4 = ArrayResize(StrongestCcy, NoOfTimeFrames); string NewArray5 = ArrayResize(WeakestCcy, NoOfTimeFrames); double NewArray6 = ArrayResize(StrongVal, NoOfTimeFrames); double NewArray7 = ArrayResize(WeakVal, NoOfTimeFrames); double NewArray8 = ArrayResize(PrevStrongVal, NoOfTimeFrames); double NewArray9 = ArrayResize(PrevWeakVal, NoOfTimeFrames); double NewArray10 = ArrayResize(ConstructedPair, NoOfTimeFrames); }//End void SetUpArrays() void CleanUpInputString() { // Does any tidying up of the user inputs //Remove unwanted spaces InputString = StringTrimLeft(InputString); InputString = StringTrimRight(InputString); //Add final comma if ommitted by user if (StringSubstr(InputString, StringLen(InputString)-1) != ",") InputString = StringConcatenate(InputString,","); }//void CleanUpInputString int CalculateParamsPassed() { // Calculates the numbers of paramaters passed in LongMagicNumber and TradeComment. int Index = 0;//For searching NoTradePairs int LastIndex;//Points the the most recent Index int NoOfParams = 0; while(Index > -1) { Index = StringFind(InputString, ",",LastIndex); if (Index > -1) { NoOfParams++; LastIndex = Index+1; }//if (Index > -1) }//while(int cc > -1) return(NoOfParams); }//int CalculateParamsPassed() //+------------------------------------------------------------------+ string StringRight(string str, int n=1) //+------------------------------------------------------------------+ // Returns the rightmost N characters of STR, if N is positive // Usage: string x=StringRight("ABCDEFG",2) returns x = "FG" // // Returns all but the leftmost N characters of STR, if N is negative // Usage: string x=StringRight("ABCDEFG",-2) returns x = "CDEFG" { if (n > 0) return(StringSubstr(str,StringLen(str)-n,n)); if (n < 0) return(StringSubstr(str,-n,StringLen(str)-n)); return(""); } //+------------------------------------------------------------------+ int StringFindCount(string str, string str2) //+------------------------------------------------------------------+ // Returns the number of occurrences of STR2 in STR // Usage: int x = StringFindCount("ABCDEFGHIJKABACABB","AB") returns x = 3 { int c = 0; for (int i=0; i=0) outstr = outstr + StringSubstr(upper,t1,1); else outstr = outstr + StringSubstr(str,i,1); } return(outstr); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ string StringTrim(string str) //+------------------------------------------------------------------+ // Removes all spaces (leading, traing embedded) from a string // Usage: string x=StringUpper("The Quick Brown Fox") returns x = "TheQuickBrownFox" { string outstr = ""; for(int i=0; i= StringLen(str)-1) break; z1 = z2; } return(StringFindCount(str,delim)); } //+------------------------------------------------------------------+ int ArrayLookupString(string str, string a[]) { //+------------------------------------------------------------------+ for (int i=0; i= "0" && s <= "9") { if (dp >= 0) dp++; if (dp > 0) num = num + StrToInteger(s) / MathPow(10,dp); else num = num * 10 + StrToInteger(s); } } return(num*sgn); } int LoadRSvalues() { //This code courtesy of hanover. Many thanks David. You are a star. //Ccy[] holds the individual currency symbol //Tf[] holds the time frames //God knows where we go from here // Initialize array...... for (i=0; i<8; i++) for (j=0; j<9; j++) for (k=0; k<99; k++) RSvalue[i][j][k] = 0; // Read data from Recent Strength export file into RSvalue array....... h = FileOpen(OutputFile,FILE_CSV|FILE_READ,'~'); i=0; j=0; k=0; string prevtf = ""; while (!FileIsEnding(h)) { StrToStringArray(FileReadString(h),arr); if (FileIsEnding(h)) break; if (arr[1] == "TF ") { // get ccy IDs from header record for (i=0; i<8; i++) { ccy[i] = StringUpper(StringTrim(arr[i+3])); }//for (i=0; i<8; i++) continue; }//if (arr[1] == "TF ") string currtf = StringUpper(StringTrimRight(arr[1])); j = ArrayLookupString(currtf,tf); if (j<0) continue; // unknown timeframe - should never happen if (currtf != prevtf) // reset datapoint counter on change of timeframe k = 0; else k++; if (k>=99) continue; // max of 99 data points only for (i=0; i<8; i++) { // load array values for all currencies RSvalue[i][j][k] = StrToNumber(arr[i+3]); }//for (i=0; i<8; i++) prevtf = currtf; }//while (!FileIsEnding(h)) FileClose(h); return(0); }//End int LoadRSvalues() void ReadHanover() { //This function reads the output from the indi output file. LoadRSvalues(); /* Posted by hanover If we use RSvalue[i][j][k], then i = the currency j = the timeframe k = the datapoint#. Point #0 is rightmost point on the RS plot; point #1 is the second point from the right; point #2 is the third point from the right; and so on, up to the number of points being output (set by the NumPoints parameter in RS) Hence, supposing you want to retrieve the value of the third datapoint for USD,H1, then (using the constants defined earlier) you could use the code: double value = RSvalue[_USD][_H1][2]; */ //Find the strongest and weakest currency //Strongest double s, ps;//Strongest and previous strongest value double w, pw;//Weakest and previous weakest value //Currencies for (i = 0; i < ArraySize(StrongVal); i++) { StrongVal[i] = 0;//Initialize the strongest datapoint WeakVal[i] = 100000;//Initialize the weakest datapoint }//for (i = 0; i < ArraySize(StrongVal); i++) for (i = 0; i < ArraySize(ccy); i++) { //Timeframes for (j = 0; j < ArraySize(Tf); j++) { //Data point //Extract the timeframe - uses David's constants int DatapointTf; if (Tf[j] == "M1") DatapointTf = M1; if (Tf[j] == "M5") DatapointTf = M5; if (Tf[j] == "M15") DatapointTf = M15; if (Tf[j] == "M30") DatapointTf = M30; if (Tf[j] == "H1") DatapointTf = H1; if (Tf[j] == "H4") DatapointTf = H4; if (Tf[j] == "D1") DatapointTf = D1; if (Tf[j] == "W1") DatapointTf = W1; if (Tf[j] == "MN") DatapointTf = MN; for (k = 0; k < NumPoints; k++) { //Find the strongest datapoint on the current currency and timeframe if (RSvalue[i, DatapointTf, 0] > StrongVal[j]) { StrongestCcy[j] = ccy[i]; StrongVal[j] = RSvalue[i, DatapointTf, 0]; PrevStrongVal[j] = RSvalue[i, DatapointTf, SlopeConfirmationCandles]; }//if (RSvalue[i, j, k] > StrongVal[cc]) //Find the seakest datapoint on the current currency and timeframe if (RSvalue[i, DatapointTf, 0] < WeakVal[j]) { WeakestCcy[j] = ccy[i]; WeakVal[j] = RSvalue[i, DatapointTf, 0]; PrevWeakVal[j] = RSvalue[i, DatapointTf, SlopeConfirmationCandles]; }//if (RSvalue[i, j, k] > StrongVal[cc]) }//for (k = 0; k <= NumPoints; k++) }//for (j = 0; j < ArraySize(Tf); j++) }//for (i = 0; i < ArraySize(ccy); i++) //Alert("Strongest ", StrongestCcy[0], " ", StrongVal[0], " Weakest ", WeakestCcy[0], " ", WeakVal[0]); }//End void ReadHanover() double ReadStrength(string curr, string tf, int shift) { /* Returns the strength of the individual currency referenced by the parameters: - curr is the currency - tf is the time frame - shift is how far back in time to look */ //Extract the timeframe - uses David's constants int DatapointTf; if (tf == "M1") DatapointTf = M1; if (tf == "M5") DatapointTf = M5; if (tf == "M15") DatapointTf = M15; if (tf == "M30") DatapointTf = M30; if (tf == "H1") DatapointTf = H1; if (tf == "H4") DatapointTf = H4; if (tf == "D1") DatapointTf = D1; if (tf == "W1") DatapointTf = W1; if (tf == "MN") DatapointTf = MN; //Allign the curr param with David's constant int cc; if (curr == "AUD") cc = AUD; if (curr == "CAD") cc = CAD; if (curr == "CHF") cc = CHF; if (curr == "EUR") cc = EUR; if (curr == "GBP") cc = GBP; if (curr == "JPY") cc = JPY; if (curr == "NZD") cc = NZD; if (curr == "USD") cc = USD; return(RSvalue[cc, DatapointTf, shift]); }//End double ReadStrength(string curr, string tf, int shift) bool HanoverFilter(int type) { //Returns true if the filter indicates sufficient strength/weakness in the pair. //Works by running through the tests and returning false if any of them fail. If all pass, the eventually //returns true. //Tests all fail if the two currencies have equal strength values //Read the strength values for (int cc = 0; cc < ArraySize(Tf); cc++) { //First filter. Compare the strength over the chosen time frames double strength1 = ReadStrength(Ccy1, Tf[cc], 0); double strength2 = ReadStrength(Ccy2, Tf[cc], 0); if (SlopeConfirmationCandles > 0) { double prevstrength1 = ReadStrength(Ccy1, Tf[cc], SlopeConfirmationCandles); double prevstrength2 = ReadStrength(Ccy2, Tf[cc], SlopeConfirmationCandles); }//if (SlopeCandles[cc] > 0) //EA is looking to buy. if (type == OP_BUY) { //First currency must be the strongest if (strength1 <= strength2) return(false); //Slope must be rising in the first curr and falling in the second if (SlopeConfirmationCandles > 0) { if (prevstrength1 >= strength1) return(false); if (prevstrength2 <= strength2) return(false); }//if (SlopeConfirmationCandles > 0 //Threshold. First currency must be above StrongThreshold. Second currency must be below WeakThreshopld if (StrongThreshold > 0 && WeakThreshold > 0) { if (strength1 < StrongThreshold || strength2 > WeakThreshold) return(false); }//if (StrongThreshold > 0 && WeakThreshold > 0) }//if (type == OP_BUY) //EA is looking to sell, so first currency must be the weakest if (type == OP_SELL && strength1 >= strength2) return(false); //EA is looking to sell. if (type == OP_SELL) { //First currency must be the weakest if (strength1 >= strength2) return(false); //Slope must be falling in the first curr and rising in the second curr if (SlopeConfirmationCandles > 0) { if (prevstrength1 <= strength1) return(false); if (prevstrength2 >= strength2) return(false); }//if (SlopeConfirmationCandles > 0 //Threshold. First currency must be below WeakThreshold. Second currency must be above StrongThreshopld if (StrongThreshold > 0 && WeakThreshold > 0) { if (strength1 > WeakThreshold || strength2 < StrongThreshold) return(false); }//if (StrongThreshold > 0 && WeakThreshold > 0) }//if (type == OP_SELL) }//for (int cc = 0; cc < ArraySize(Tf); cc++) //Got this far, so all tests have passed. return(true); }//End bool HanoverFilter() //End Hanover module //////////////////////////////////////////////////////////////////////////////////////////////// //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- ///////////////////////////////////////////////////////////////////////////////////////////////////////////////// //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; if (UseHanover) { ReadHanover(); }//if (UseHanover) ReadIndicatorValues(); //Find open trades. TradeExists = DoesTradeExist(); if (TradeExists) { if (OrderProfit() > 0) TradeManagementModule(); bool result = LookForTradeClosure(); if (!result) { OldBars = 0;//Force a retry after a failed trade closure return; }//if (!result) }//if (TradeExists) if (TicketNo == -1) { //Trend detection if (UseTrendDetection) TrendDetectionModule(); if (!UseTrendDetection && RisingTrend) trend = up; if (!UseTrendDetection && FallingTrend) trend = down; LookForTradingOpportunities(); }//if (TicketNo == -1) }//if (OldBars != Bars) /////////////////////////////////////////////////////////////////////////////////////////////// DisplayUserFeedback(); //---- return(0); } //+------------------------------------------------------------------+