/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------+
//|BollTrade
//+------+
#property copyright "Ron Thompson"
#property link "http://www.lightpatch.com/forex"
// This EA is NEVER TO BE SOLD!
//3g - added refreshrates in order close sections matching the order open sections
//3g - changed CurrTime in logwrite() to gregorian format
//3g - changed TradeComment and MagicNumber
//3g - changed logging and logerrs default to true
//3g - added logwrite of blank line when opening orders to create visual seperation in log
//3g - added logwrite of data excursions outside upper and lower bollinger bands
//3g - cleaned up some blank line spacing
//3g - added halfPip variable, but not using it just yet
//3h - changed LossLimit to 39(+1) and BDistance to 14(-1)
//3h - added 500mS delay after order errors
//3h - added Compounding to increase orders as peak rises. (Wow!)
//3h - no longer using TradeAllowed on a per-bar basis
//3h - no longer using OnlyOneOrder
//3h - removed halfpip
//3h - added Comment to tell the EA is alive
//3i1 - added OrdersPerSymbol to break out of close loops
// (use Symbol() and MagicNumber so it'll play nice with other EAs)
//3i1 - added CloseEverything and associated BasketProfit/Loss code
//3i1 - added breakeven and trailingstop
//3i1 - added 'if' to logging during BUYme and SELLme calculations
//3i1 - added equity check as well as user input for equity level
//3i1 - changed Deviation to a double in prep for floating point bollinger
//3i1 - added a loop counter while closing trades, out in 25 seconds
//3i2 - changed AccountEquity and it's minimum to AccountFreeMargin and MinFreeMargin
//3i3 - Added Ben's volume for bar0 and bar1
//3i3 - changed magicnumber and tradecomment
//3i3 - changed Bollinger to MA + StdDev (to the penny - same as Bollinger)
//3i3 - restored StartingBalance calculation instead of the fixed 1402$ entry
//3i4 - added LL2SL to remove embedded constant (LossLimit to StopLoss server spread)
//3i4 - fixed trailing stop. It's been broken a loooooong Time
//3i4 - added Trade on Friday to stay out of much news and NFP
//3j - released 3i4 with one change to closeall
//3j1 - using CloseBuy and CloseSell so that CloseAll had same loops as profit and loss
//3j2 - added IsTesting() and KillLogging to logwrite. Too many full disk drives
//3j2 - added MAXLOT when calaculating lot size
//3j2 - added ExtraComment string for user, appends to TradeComment
// WARNING! This affects the file name that is generated for logging
//3j2 - added CompoundStep to allow Compounding in >1pip steps
//3k - changed MinEquity to a percent of account balance
// makes it more correct as account grows with compounding
//3k1 - removed VolumeMin
// user input
extern double MinFreeMarginPct= 25.0; // percent of account freemargin necessary to trade
extern double ProfitMade = 8; // how many pips do you want to make PER TRADE
extern double BasketProfit = 285; // if compounding, close EVERYTHING if this $ profit
extern double LossLimit = 35; // how much can you afford to lose
extern double BasketLoss = 0; // if compounding, close EVERYTHING if this % loss
extern double BreakEven = 0; // set stoploss to OrderOpenPrice after this many pips profit
extern double TrailStop = 0; // trail the order price starting from 1st tick
extern double VolumeMax = 330; // Volume must be below this before orders placed
extern bool Compounding = true; // buy more as the distance outside the band increases
extern int CompoundStep = 3; // how many pips movement before compounding
extern double BDistance = 14; // how many pips outside the bollinger before opening orders
extern int BPeriod = 15; // Bollinger period
extern double Deviation = 2.0; // Bollinger deviation
extern double Lots = 1.0; // how many lots to trade at a time
extern bool LotIncrease = true ; // grow lots based on balance = true
extern bool TradeOnFriday= true ; // trade on Friday, or not
extern string ExtraComment = "" ; // appended to TradeComment in init()
extern bool KillLogging = false ; // don't do ANY logging
extern bool logging = true ; // log data or not
extern bool logerrs = true ; // log errors or not
extern bool logtick = false ; // log tick data while orders open (or not)
// non-external flag settings
int Slippage=2; // how many pips of slippage can you tolorate
double CompoundTrack; // used to track compounding and steps
// naming and numbering
int MagicNumber = 363641; // allows multiple experts to trade on same account
string TradeComment = "_bolltrade_v03k1.txt";
double StartingBalance=0; // lot size control if LotIncrease == true
int LL2SL=10; // LossLimit to StopLoss server spread
int maxloop=50; // no more than 50 tries/25 seconds to close an order
// Bar handling
datetime bartime=0; // used to determine when a bar has moved
int bartick=0; // number of times bars have moved
// Trade control
bool TradeAllowed=true; // used to manage trades
// Min/Max tracking and tick logging
int maxOrders; // statistic for maximum numbers or orders open at one time
double maxEquity; // statistic for maximum equity level
double minEquity; // statistic for minimum equity level
double maxOEquity; // statistic for maximum equity level per order
double minOEquity; // statistic for minimum equity level per order
double EquityPos=0; // statistic for number of ticks order was positive
double EquityNeg=0; // statistic for number of ticks order was negative
double EquityZer=0; // statistic for number of ticks order was zero
// used for verbose error logging
#include <stdlib.mqh>
//+-------------+
//| Custom init |
//|-------------+
// Called ONCE when EA is added to chart or recompiled
int init()
{
TradeComment=TradeComment+" "+ExtraComment;
if(MinFreeMarginPct==0) MinFreeMarginPct=1;
if(LotIncrease)
{
//StartingBalance=AccountBalance()/Lots;
StartingBalance=13820;
logwrite(TradeComment,"LotIncrease ACTIVE Account balance="+AccountBalance()+" Lots="+Lots+" StartingBalance="+StartingBalance);
}
else
{
logwrite(TradeComment,"LotIncrease NOT ACTIVE Account balance="+AccountBalance()+" Lots="+Lots);
}
logwrite(TradeComment,"Init Complete");
Comment(" ");
}
//+----------------+
//| Custom DE-init |
//+----------------+
// Called ONCE when EA is removed from chart
int deinit()
{
// always indicate deinit statistics
logwrite(TradeComment,"MAX number of orders "+maxOrders);
logwrite(TradeComment,"MAX equity "+maxEquity);
logwrite(TradeComment,"MIN equity "+minEquity);
// so you can see stats in journal
Print("MAX number of orders "+maxOrders);
Print("MAX equity "+maxEquity);
Print("MIN equity "+minEquity);
logwrite(TradeComment,"DE-Init Complete");
Comment(" ");
}
//+-----------+
//| Main |
//+-----------+
// Called EACH TICK and each Bar[]
int start()
{
int cnt=0;
int gle=0;
int ticket=0;
int OrdersPerSymbol=0;
int OrdersBUY=0;
int OrdersSELL=0;
// stoploss and takeprofit and close control
double SL=0;
double TP=0;
double CurrentProfit=0;
double CurrentBasket=0;
// direction control
bool BUYme=false;
bool SELLme=false;
//safety counter
int loopcount=0;
// bar counting
if(bartime!=Time[0])
{
bartime=Time[0];
bartick++;
}
// Lot increasement based on AccountBalance when expert is started
// this will trade 1.0, then 1.1, then 1.2 etc as account balance grows
// or 0.9 then 0.8 then 0.7 as account balance shrinks
if(LotIncrease)
{
Lots=NormalizeDouble(AccountBalance()/StartingBalance,1);
if( Lots>MarketInfo(Symbol(), MODE_MAXLOT) ) Lots=MarketInfo(Symbol(), MODE_MAXLOT);
}
OrdersPerSymbol=0;
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
{
OrdersPerSymbol++;
if(OrderType()==OP_BUY) {OrdersBUY++;}
if(OrderType()==OP_SELL){OrdersSELL++;}
}
}
if(OrdersPerSymbol==0)
{
CompoundTrack=0;
// This allows the 1st order at BDistance after everything closes
// others are handled in the indicator section
TradeAllowed=true;
}
// keep some statistics
if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol;
//+-----------------------------+
//| Insert your indicator here |
//| And set either BUYme or |
//| SELLme true to place orders |
//+-----------------------------+
double ma = iMA(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0);
double stddev = iStdDev(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0);
double bup = ma+(Deviation*stddev);
double bdn = ma-(Deviation*stddev);
string myCmt;
if(Close[0]>bup) myCmt="S Up="+bup+" Dn="+bdn+" Close="+Close[0]+" Vol_1="+Volume[1]+" Vol_0="+Volume[0];
if(Close[0]<bdn) myCmt="B Up="+bup+" Dn="+bdn+" Close="+Close[0]+" Vol_1="+Volume[1]+" Vol_0="+Volume[0];
if(Close[0]<bup && Close[0]>bdn) myCmt="X Up="+bup+" Dn="+bdn+" Close="+Close[0]+" Vol_1="+Volume[1]+" Vol_0="+Volume[0];
Comment(myCmt);
logwrite("bup_bdn.txt",myCmt);
// < and NOT <= so tick won't match 0 in a non-tick bar
bool volumeOK=false;
if(Volume[1]<VolumeMax && Volume[0]<VolumeMax) volumeOK=true;
if (VolumeMax==0) volumeOK=true;
bool TradeDay=true;
if(DayOfWeek()==5 && TradeOnFriday==false) TradeDay=false;
// if close is above upper band + BDistance then SELL
if(Close[0]>bup+(BDistance*Point) && volumeOK && TradeDay)
{
SELLme=true;
if(logging) logwrite("BollTick3g.txt","---SELLme happened");
if(logging) logwrite("bup_bdn.txt","---SELLme happened");
if(Compounding && CompoundTrack>0 && Close[0]>CompoundTrack)
{
SELLme=true;
TradeAllowed=true;
if(logging) logwrite("BollTick3h.txt","---SELLme happened again "+CompoundTrack );
if(logging) logwrite("bup_bdn.txt","---SELLme happened again "+CompoundTrack);
}
}
// if close is below lower band + BDistance then BUY
if(Close[0]<bdn-(BDistance*Point) && volumeOK && TradeDay)
{
BUYme=true;
if(logging) logwrite("BollTick3h.txt","----BUYme happened");
if(logging) logwrite("bup_bdn.txt","---BUYme happened");
if(Compounding && CompoundTrack>0 && Close[0]<CompoundTrack)
{
BUYme=true;
TradeAllowed=true;
if(logging) logwrite("BollTick3g.txt","----BUYme happened again "+CompoundTrack );
if(logging) logwrite("bup_bdn.txt","---BUYme happened again "+CompoundTrack);
}
}
//+------------+
//| End Insert |
//+------------+
//ENTRY LONG (buy, Ask)
if( TradeAllowed && BUYme)
{
while(true)
{
if( AccountFreeMargin()< (AccountBalance()*(MinFreeMarginPct/100)) )
{
if(logging) logwrite(TradeComment,"Your BUY equity is too low to trade");
break;
}
if(LossLimit ==0) SL=0; else SL=Ask-((LossLimit+LL2SL)*Point );
if(ProfitMade==0) TP=0; else TP=Ask+((ProfitMade+LL2SL)*Point );
ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,TradeComment,MagicNumber,White);
gle=GetLastError();
if(gle==0)
{
CompoundTrack=Close[0]+(CompoundStep*Point);
//CompoundTrack=Ask;
if(logging) logwrite("bup_bdn.txt","BUY Ticket="+ticket+" bdn="+bdn+" Ask="+Ask+" Lots="+Lots+" SL="+SL+" TP="+TP);
if(logging) logwrite(TradeComment," ");
if(logging) logwrite(TradeComment,"BUY Ticket="+ticket+" bdn="+bdn+" Ask="+Ask+" Lots="+Lots+" SL="+SL+" TP="+TP);
maxOEquity=0;
minOEquity=0;
EquityPos=0;
EquityNeg=0;
EquityZer=0;
TradeAllowed=false;
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- opening BUY order: SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle));
Print("-----ERROR----- opening BUY order :"+gle+" ticket="+ticket+" "+ErrorDescription(gle));
RefreshRates();
Sleep(500);
}
}//while
}//BUYme
//ENTRY SHORT (sell, Bid)
if( TradeAllowed && SELLme )
{
while(true)
{
if( AccountFreeMargin()< (AccountBalance()*(MinFreeMarginPct/100)) )
{
if(logging) logwrite(TradeComment,"Your SELL equity is too low to trade");
break;
}
if(LossLimit ==0) SL=0; else SL=Bid+((LossLimit+LL2SL)*Point );
if(ProfitMade==0) TP=0; else TP=Bid-((ProfitMade+LL2SL)*Point );
ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red);
gle=GetLastError();
if(gle==0)
{
CompoundTrack=Close[0]-(CompoundStep*Point);
//CompoundTrack=Bid;
if(logging) logwrite("bup_bdn.txt","SELL Ticket="+ticket+" bup="+bup+" Bid="+Bid+" Lots="+Lots+" SL="+SL+" TP="+TP);
if(logging) logwrite(TradeComment," ");
if(logging) logwrite(TradeComment,"SELL Ticket="+ticket+" bup="+bup+" Bid="+Bid+" Lots="+Lots+" SL="+SL+" TP="+TP);
maxOEquity=0;
minOEquity=0;
EquityPos=0;
EquityNeg=0;
EquityZer=0;
TradeAllowed=false;
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- opening SELL order: SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle));
Print("-----ERROR----- opening SELL order :"+gle+" ticket="+ticket+" "+ErrorDescription(gle));
RefreshRates();
Sleep(500);
}
}//while
}//SELLme
//Basket profit or loss
CurrentBasket=AccountEquity()-AccountBalance();
if( BasketProfit>0 && CurrentBasket>=BasketProfit ) CloseEverything();
if( BasketLoss >0 && CurrentBasket<=(BasketLoss*(-1)) ) CloseEverything();
// accumulate statistics
CurrentBasket=AccountEquity()-AccountBalance();
if(CurrentBasket>maxEquity) { maxEquity=CurrentBasket; maxOEquity=CurrentBasket; }
if(CurrentBasket<minEquity) { minEquity=CurrentBasket; minOEquity=CurrentBasket; }
if(CurrentBasket>0) EquityPos++;
if(CurrentBasket<0) EquityNeg++;
if(CurrentBasket==0) EquityZer++;
//
// Order Management
//
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber )
{
if(OrderType()==OP_BUY)
{
CurrentProfit=(Bid-OrderOpenPrice()) ;
if(logtick) logwrite(TradeComment,"BUY CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point);
//
// Modify for break even
//=======================
//
// OrderStopLoss will be equal to OrderOpenPrice if this event happens
// thus it will only ever get executed one time per ticket
if( BreakEven>0 )
{
if (CurrentProfit >= BreakEven*Point && OrderOpenPrice()>OrderStopLoss())
{
SL=OrderOpenPrice()+(Ask-Bid);
TP=OrderTakeProfit();
OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"MODIFY BUY BE Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- MODIFY BUY BE Bid="+Bid+" error="+gle+" "+ErrorDescription(gle));
}
}
}
//
// check for trailing stop
//=========================
//
if( TrailStop>0 )
{
if( Bid-OrderStopLoss()>(TrailStop*Point) )
{
SL=Bid-(TrailStop*Point);
TP=OrderTakeProfit();
OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,White);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"MODIFY BUY TS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- MODIFY BUY TS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)+" ");
}
}
}
// Did we make a profit
//======================
if(ProfitMade>0 && CurrentProfit>=(ProfitMade*Point)) CloseBuy("PROFIT");
// Did we take a loss
//====================
if(LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point)) CloseBuy("PROFIT");
} // if BUY
if(OrderType()==OP_SELL)
{
CurrentProfit=(OrderOpenPrice()-Ask);
if(logtick) logwrite(TradeComment,"SELL CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point);
//
// Modify for break even
//=======================
//
// OrderStopLoss will be equal to OrderOpenPrice if this event happens
// thus it will only ever get executed one time per ticket
if( BreakEven>0 )
{
if (CurrentProfit >= BreakEven*Point && OrderOpenPrice()<OrderStopLoss())
{
SL=OrderOpenPrice()-(Ask-Bid);
TP=OrderTakeProfit();
OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, Red);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"MODIFY SELL BE Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- MODIFY SELL BE Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
}
}
}
//
// check for trailing stop
//=========================
//
if(TrailStop>0)
{
if( (OrderStopLoss()-Ask)>(TrailStop*Point) )
{
SL=Ask+(TrailStop*Point);
TP=OrderTakeProfit();
OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,Red);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"MODIFY SELL TS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- MODIFY SELL TS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
}
}
}
// Did we make a profit
//======================
if( ProfitMade>0 && CurrentProfit>=(ProfitMade*Point) ) CloseSell("PROFIT");
// Did we take a loss
//====================
if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) CloseSell("LOSS");
} //if SELL
} // if(OrderSymbol)
} // for
} // start()
//+-----------------+
//| CloseEverything |
//+-----------------+
// Closes all OPEN and PENDING orders
int CloseEverything()
{
int i;
for(i=OrdersTotal();i>=0;i--)
{
OrderSelect(i, SELECT_BY_POS);
if(OrderType()==OP_BUY) CloseBuy ("BASKET");
if(OrderType()==OP_SELL) CloseSell("BASKET");
if(OrderType()==OP_BUYLIMIT) OrderDelete( OrderTicket() );
if(OrderType()==OP_SELLLIMIT) OrderDelete( OrderTicket() );
if(OrderType()==OP_BUYSTOP) OrderDelete( OrderTicket() );
if(OrderType()==OP_SELLSTOP) OrderDelete( OrderTicket() );
Sleep(1000);
} //for
} // closeeverything
void logwrite (string filename, string mydata)
{
int myhandle;
string gregorian=TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS);
// don't log anything if testing or if user doesn't want it
if(IsTesting()) return(0);
if(KillLogging) return(0);
myhandle=FileOpen(Symbol()+"_"+filename, FILE_CSV|FILE_WRITE|FILE_READ, ";");
if(myhandle>0)
{
FileSeek(myhandle,0,SEEK_END);
FileWrite(myhandle, mydata+" "+gregorian);
FileClose(myhandle);
}
}
void CloseBuy (string myInfo)
{
int gle;
int cnt;
int OrdersPerSymbol;
int loopcount=0;
while(true)
{
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White);
gle=GetLastError();
if(gle==0)
{
if(logging)
{
logwrite(TradeComment,"CLOSE BUY "+myInfo+" Ticket="+OrderTicket()+" SL="+OrderStopLoss()+" TP="+OrderTakeProfit()+" PM="+ProfitMade+" LL="+LossLimit);
logwrite(TradeComment,"MAX order equity "+maxOEquity);
logwrite(TradeComment,"MIN order equity "+minOEquity);
logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
logwrite(TradeComment,"order equity zero ticks ="+EquityZer);
}
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE BUY PROFIT Bid="+Bid+" error="+gle+" "+ErrorDescription(gle));
RefreshRates();
Sleep(500);
}
OrdersPerSymbol=0;
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break;
}
loopcount++;
if(loopcount>maxloop) break;
}//while
}
void CloseSell (string myInfo)
{
int gle;
int cnt;
int OrdersPerSymbol;
int loopcount=0;
while(true)
{
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
gle=GetLastError();
if(gle==0)
{
if(logging)
{
logwrite(TradeComment,"CLOSE SELL "+myInfo+" Ticket="+OrderTicket()+" SL="+OrderStopLoss()+" TP="+OrderTakeProfit()+" PM="+ProfitMade+" LL="+LossLimit);
logwrite(TradeComment,"MAX order equity "+maxOEquity);
logwrite(TradeComment,"MIN order equity "+minOEquity);
logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
logwrite(TradeComment,"order equity zero ticks ="+EquityZer);
}
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE SELL PROFIT Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
RefreshRates();
Sleep(500);
}
OrdersPerSymbol=0;
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break;
}
loopcount++;
if(loopcount>maxloop) break;
}//while
}
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Series array that contains close prices for each bar
Series array that contains tick volumes of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Standard Deviation indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself
Other Features:
Uses files from the file system
It writes information to file
