Charles1_3_7

Author: Copyright 2012, AlFa
Price Data Components
Series array that contains the highest prices of each barSeries array that contains the lowest prices of each barSeries array that contains open time of each bar
Orders Execution
It automatically opens orders when conditions are reachedChecks for the total of open ordersIt Closes Orders by itself It can change open orders parameters, due to possible stepping strategy
Miscellaneous
Uses files from the file systemIt writes information to file
0 Views
0 Downloads
0 Favorites
Charles1_3_7
//+------------------------------------------------------------------+
//|                                                      Charles.mq4 |
//|                                       Copyright 2012, AlFa Corp. |
//|                                      alessio.fabiani @ gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2012, AlFa"
#property link      "alessio.fabiani @ gmail.com"

#define MAGICMA  3937
#define VER "1.3.7"

#define DECIMAL_CONVERSION 10

extern int Anchor            = 25;
extern double xFactor        = 1.5;
extern string TimeSet        = "07:32";
extern double Amount         = 1.0;
extern double RiskPercent    = 5;
extern double LotPercent     = 5;
extern double Lots           = 0.01;
extern double StopLoss       = 0;
extern int TrailingProfit    = 150;
extern int TrailingStop      = 80;
extern int Slippage          = 2;
extern string  Macd          = "Quick, Slow, Signal";
extern int     Qema          = 10;
extern int     Sema          = 32;
extern int     Signalmacd    = 4;
extern string  Ema           = "fast close, slow open.";
extern int     Fastema       = 8;
extern int     Slowema       = 14;


extern bool AllOrders = false;
extern bool LogToFile = false;
 
int PendingBuy, PendingSell, Buys, Sells, i, Spread, STOPLEVEL;
double BuyLots, SellLots, PendingBuyLots, PendingSellLots;
double Focus, Profit, LastProfit, Up, Dw;
double stoploss,takeprofit;
double LotsValue, Denominator;
double MaxPrice,MinPrice,MaxOpenPrice,MinOpenPrice;
bool isInGain=false, blockConditionHit=false, unlockOrdersPlaced=false; 
int LastOrderTicket = -1, UnlockingOrderTicket = -1;

double trailingStop, trailingProfit, stopLoss;

double lastBarTime;

//+------------------------------------------------------------------+
//| Init function                                                    |
//+------------------------------------------------------------------+
void init()
{
   if (Digits == 3 || Digits == 5)   {
      TrailingStop   *=    DECIMAL_CONVERSION;
      TrailingProfit *=    DECIMAL_CONVERSION;
      StopLoss       *=    DECIMAL_CONVERSION;
      Anchor         *=    DECIMAL_CONVERSION;
   }
   
   trailingStop     = TrailingStop   *  Point;
   trailingProfit   = TrailingProfit *  Point;
   stopLoss         = StopLoss *  Point;

   STOPLEVEL = MarketInfo(Symbol(),MODE_STOPLEVEL);
      
   if(LogToFile){startFile();}
   Spread   = MarketInfo(Symbol(),MODE_SPREAD);
   if(AccountBalance()<1000){Denominator=400;}
   else{Denominator=200;}
      
   lastBarTime = TimeCurrent();
}

//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
{
   // 2 seconds
   int CheckingPeriod=2.0;

   if ( (TimeCurrent() - lastBarTime) >= CheckingPeriod )
   {
      Count();

      if (LotPercent < 1)
      {
        LotsValue = Lots;
      }
      else
      {
        LotsValue = LOT();
      }

      int Delta=10;        //Order price shift (in points) from High/Low price
      int LastDay=0;

      MaxPrice=iHigh(Symbol(),PERIOD_D1,LastDay)+NormalizeDouble(Delta*Point,Digits);
      MinPrice=iLow(Symbol(),PERIOD_D1,LastDay)-NormalizeDouble(Delta*Point,Digits);

      MaxOpenPrice=MaxPrice;
      MinOpenPrice=MinPrice;

      if (Ask+STOPLEVEL*Point>MaxPrice) MaxOpenPrice = NormalizeDouble(Ask+STOPLEVEL*Point,Digits);
      if (Bid-STOPLEVEL*Point<MinPrice) MinOpenPrice = NormalizeDouble(Bid-STOPLEVEL*Point,Digits);

      //LIMITI
      Dw=Bid-Anchor*Point;
      Up=Ask+Anchor*Point;

      double LotsHedgeValue;
          LotsHedgeValue = (LotsValue*xFactor);
          LotsHedgeValue = NormalizeDouble(LotsHedgeValue, 2);
          if(LotsHedgeValue < MarketInfo(Symbol(), MODE_MINLOT))
          {
             LotsHedgeValue = NormalizeDouble(MarketInfo(Symbol(), MODE_MINLOT)*xFactor, 2);
          }

      //SYSTEM CORE
      if(PendingSell == 0 && PendingBuy == 0)
      {
          log("[PendingSellLots == 0 && PendingBuyLots == 0] OP_SELLSTOP+OP_BUYSTOP; LotsHedgeValue: " + LotsHedgeValue);

          stoploss   = /*Ask+SL*Point*/ 0;
          takeprofit = /*Bid-TP*Point*/ 0;
          OrderSend(Symbol(),OP_SELLSTOP,LotsHedgeValue,Dw,Slippage,stoploss,takeprofit,"Charles_"+VER,MAGICMA,0,Red);
          Sleep(10);

          stoploss   = /*Bid-SL*Point*/ 0;
          takeprofit = /*Ask+TP*Point*/ 0;
          OrderSend(Symbol(),OP_BUYSTOP,LotsHedgeValue,Up,Slippage,stoploss,takeprofit,"Charles_"+VER,MAGICMA,0,Blue);
      }
      else
      {
          if((PendingSell == 0 && PendingBuy > 0) || (PendingSell > 0 && PendingBuy == 0))
          {
               int Result=-1;
       
               if(PendingBuy > 0)
               {
                  log("[PendingBuyLots > 0] OP_SELLSTOP; Dw: "+Dw+";LotsHedgeValue: "+LotsHedgeValue+"; PendingBuyLots: "+PendingBuyLots+"; PendingSellLots: "+PendingSellLots);
                  stoploss   = /*Ask+SL*Point*/ 0;
                  takeprofit = /*Bid-TP*Point*/ 0;
                  Result=OrderSend(Symbol(),OP_SELLSTOP,LotsHedgeValue,Dw,Slippage,stoploss,takeprofit,"Charles_"+VER,MAGICMA,0,Red);          
               }
               else if(PendingSell > 0)
               { 
                  log("[PendingSellLots > 0] OP_BUYSTOP; Up: "+Up+";LotsHedgeValue: "+LotsHedgeValue+"; PendingBuyLots: "+PendingBuyLots+"; PendingSellLots: "+PendingSellLots);
                  stoploss   = /*Bid-SL*Point*/ 0;
                  takeprofit = /*Ask+TP*Point*/ 0;
                  Result=OrderSend(Symbol(),OP_BUYSTOP,LotsHedgeValue,Up,Slippage,stoploss,takeprofit,"Charles_"+VER,MAGICMA,0,Blue);
               }      
          }
      }

      Count();

      if(Buys==0 && Sells==0){CheckForOpen();}
      else{CheckForClose();}
      
      lastBarTime = TimeCurrent();
   }
}

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
int CheckForOpen()
{
  int expiration=CurTime()+(23-TimeHour(CurTime()))*3600+(60-TimeMinute(CurTime()))*60;  //set order expiration time
  
  if( (PendingSell==0 && PendingBuy==0) || (TimeStr(CurTime())==TimeSet) ) 
  {
      if(PendingBuyLots==0)
      {
         stoploss   = /*Bid-SL*Point*/ 0;
         takeprofit = /*Ask+TP*Point*/ 0;
         OrderSend(Symbol(),OP_BUYSTOP,LotsValue,MaxOpenPrice,Slippage,stoploss,takeprofit,"Charles_"+VER,MAGICMA,expiration,Blue);
      }
      if(PendingSellLots==0)
      {
         stoploss   = /*Ask+SL*Point*/ 0;
         takeprofit = /*Bid-TP*Point*/ 0;
         OrderSend(Symbol(),OP_SELLSTOP,LotsValue,MinOpenPrice,Slippage,stoploss,takeprofit,"Charles_"+VER,MAGICMA,expiration,Red);
      }
  }

  CharlesStatus();
} 

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
int CheckForClose()
{
   RefreshRates();

   if(AccountBalance()>=1000){Amount=10.0+(AccountBalance()/10000);}
   else{Amount=1.0+(AccountBalance()/1000);}

   //CONDIZIONE DI CHIUSURA DI SUCCESSO
   if(Profit>=0 && Profit>=Amount/10)
   {
      log("[CONDIZIONE DI CHIUSURA DI SUCCESSO]; Profit: "+Profit+"; Amount: "+Amount+"; LastProfit: "+LastProfit);
      
      if(!isInGain)
      {
         isInGain = true;
         LastProfit = Profit;
      }
   
      if(Profit<=(LastProfit - Amount/10))
      {
         log("[CONDIZIONE DI CHIUSURA DI SUCCESSO - CloseAll]; Profit: "+Profit+"; Amount: "+Amount+"; LastProfit: "+LastProfit);
         isInGain = false;
         blockConditionHit=false;
         unlockOrdersPlaced=false;
         LastOrderTicket = -1;
         UnlockingOrderTicket = -1;
         CloseAll();
      }
      else
      {
         LastProfit = Profit;
      }
   }
  
   //CONDIZIONE DI BLOCCAGGIO E SBLOCCAGGIO DI EMERGENZA
   if(Profit<-AccountBalance()*RiskPercent/100)
   {
      if(!blockConditionHit)
      {
         log("[CONDIZIONE DI BLOCCAGGIO DI EMERGENZA - First Hit]: DeleteAllPendingOrders; AccountFreeMargin: " + AccountFreeMargin());
         blockConditionHit=true;
         DeleteAllPendingOrders();      
         if (SellLots>BuyLots)
         {
            LastOrderTicket=OpenOrder(SellLots-BuyLots, OP_BUY);
            log("[CONDIZIONE DI BLOCCAGGIO DI EMERGENZA - Blocking Loss]: SellLots>BuyLots; Opened BUY Order Ticket: " + LastOrderTicket);
         }
         else if (BuyLots>SellLots)
         {
            LastOrderTicket=OpenOrder(BuyLots-SellLots, OP_SELL);
            log("[CONDIZIONE DI BLOCCAGGIO DI EMERGENZA - Blocking Loss]: BuyLots>SellLots; Opened SELL Order Ticket: " + LastOrderTicket);
         }
      }
   }

   if(blockConditionHit)
   {
      for(i=OrdersTotal(); i>=0; i--)
      {          
          OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
          if(OrderSymbol()==Symbol())
          {
            if(!AllOrders && OrderMagicNumber()!=MAGICMA)
            {
               continue;
            }

            if(OrderTicket()>=LastOrderTicket)
            {
               CheckTrailingStop(OrderTicket());
            }
         }
      }
   }
   
   CharlesStatus();                  
}  

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
void CharlesStatus()
{

   Count();

   Comment("Charles ",VER," - Gain= ",Profit," LookingFor= ",(LastProfit - Amount/10),
          ";\nBalance=",AccountBalance(),"; FreeMargin=", AccountFreeMargin(),"; Equity=", AccountEquity(),
          ";\nBuy=",Buys,"; Sell=", Sells,"; BuyLots=",BuyLots,"; SellLots=",SellLots,
          ";\nPendingSellLots=",PendingSellLots,"; PendingBuyLots=", PendingBuyLots);

}

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
double LOT()
{
   RefreshRates();

   double MINLOT = MarketInfo(Symbol(),MODE_MINLOT);
   double LOT = AccountFreeMargin()*AccountLeverage()*RiskPercent/1000/MarketInfo(Symbol(),MODE_MARGINREQUIRED)/15;
   if (LOT>MarketInfo(Symbol(),MODE_MAXLOT)) LOT = MarketInfo(Symbol(),MODE_MAXLOT);
   if (LOT<MINLOT) LOT = MINLOT;
   if (MINLOT<0.1) LOT = NormalizeDouble(LOT,2); else LOT = NormalizeDouble(LOT,1);
   return(LOT);
}

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------
void Count()
{ 
  RefreshRates();
  Buys=0; Sells=0; PendingBuy=0; PendingSell=0; BuyLots=0; SellLots=0; PendingBuyLots=0; PendingSellLots=0; Profit=0;
  for(i=OrdersTotal(); i>=0; i--)
  {
      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
      if(OrderSymbol()==Symbol())
      {
         if(!AllOrders && OrderMagicNumber()!=MAGICMA)
         {
            continue;
         }
         Profit = Profit + OrderProfit() + OrderSwap();
         if(OrderType()==OP_SELL){SellLots=SellLots+OrderLots();Sells++;}
         if(OrderType()==OP_BUY){BuyLots=BuyLots+OrderLots();Buys++;}
         if(OrderType()==OP_SELLSTOP || OrderType()==OP_SELLLIMIT){PendingSellLots=PendingSellLots+OrderLots();PendingSell++;}
         if(OrderType()==OP_BUYSTOP || OrderType()==OP_BUYLIMIT){PendingBuyLots=PendingBuyLots+OrderLots();PendingBuy++;}
      }//if
   }//for
}

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
void CloseAll()
{
   RefreshRates();

   bool   Result;
   int    i,Pos,Error;
   int    Total=OrdersTotal();
   
   if(Total>0)
   {for(i=Total-1; i>=0; i--) 
     {
      if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == TRUE) 
       {
         if(OrderSymbol()==Symbol())
         {
            if(!AllOrders && OrderMagicNumber()!=MAGICMA)
            {
               continue;
            }
            Pos=OrderType();
            if(Pos==OP_BUY){Result=OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, Blue);}
            if(Pos==OP_SELL){Result=OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, Red);}
            if((Pos==OP_BUYSTOP)||(Pos==OP_SELLSTOP)||(Pos==OP_BUYLIMIT)||(Pos==OP_SELLLIMIT)){Result=OrderDelete(OrderTicket(), CLR_NONE);}
//-----------------------
            if(Result!=true){Error=GetLastError();log("LastError = "+Error);}
            else Error=0;
//-----------------------
         }//if
       }//if
     }//for
   }//if
   
   Sleep(20);
   return(0);
}

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
void DeleteAllPendingOrders()
{
   RefreshRates();

   bool   Result;
   int    i,Pos,Error;
   int    Total=OrdersTotal();
   
   if(Total>0)
   {for(i=Total-1; i>=0; i--) 
     {
      if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == TRUE) 
       {
         if(OrderSymbol()==Symbol())
         {
            if(!AllOrders && OrderMagicNumber()!=MAGICMA)
            {
               continue;
            }
            Pos=OrderType();
            if((Pos==OP_BUYSTOP)||(Pos==OP_SELLSTOP)||(Pos==OP_BUYLIMIT)||(Pos==OP_SELLLIMIT)){Result=OrderDelete(OrderTicket(), CLR_NONE);}
//-----------------------
            if(Result!=true){Error=GetLastError();log("LastError = "+Error);}
            else Error=0;
//-----------------------
         }//if
       }//if
     }//for
   }//if
   return(0);
}

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
int OpenOrder(double LotOpenValue, int Type)
{
   RefreshRates();
   int    Error, Result;

   log("OpenOrder - LotHedgeValue:" + LotOpenValue + "; AccountFreeMargin: "+AccountFreeMargin());

   if(AccountFreeMargin()>0)
   {
      log("MarketInfo(Symbol(),MODE_MARGINREQUIRED) == " + MarketInfo(Symbol(),MODE_MARGINREQUIRED));
      log("Ask("+Ask+")-MaxOpenPrice("+MaxOpenPrice+") == " + (Ask-MaxOpenPrice));
      log("MinOpenPrice("+MinOpenPrice+")-Bid("+Bid+") == " + (MinOpenPrice-Bid));
      if(Type==OP_BUY)
      {
         stoploss   = /*Bid-SL*Point*/ 0;
         takeprofit = /*Ask+TP*Point*/ 0;
         Result=OrderSend(Symbol(),OP_BUY,LotOpenValue,Ask,Slippage,stoploss,takeprofit,"Charels_"+VER,MAGICMA,0,Blue);
         log("OpenOrder[OP_BUY] - Ask:" + Ask + "; Result: "+Result);
      }
      if(Type==OP_SELL)
      {
         stoploss   = /*Ask+SL*Point*/ 0;
         takeprofit = /*Bid-TP*Point*/ 0;
         Result=OrderSend(Symbol(),OP_SELL,LotOpenValue,Bid,Slippage,stoploss,takeprofit,"Charles_"+VER,MAGICMA,0,Red);
         log("OpenOrder[OP_SELL] - Bid:" + Bid + "; Result: "+Result);
      }
   }

//-----------------------
   if(Result==-1){Error=GetLastError();log("LastError = "+Error);}
   else {Error=0;}
//-----------------------

   return(Result);
}

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------
void CheckTrailingStop(int ticket)
{
   RefreshRates();
   
   OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES);

   if(OrderType()==OP_BUY)
   {
      if(Bid-OrderOpenPrice()<0)
      {
         OrderModify(OrderTicket(), OrderOpenPrice(), normPrice(OrderOpenPrice()-trailingStop), normPrice(Bid+trailingProfit),0,Blue);
         return(0);
      }
      else if(trailingStop>0)
      {
         if(Bid-trailingStop>OrderOpenPrice())
         {
            if(OrderStopLoss()<Bid-trailingStop)
            {
               OrderModify(OrderTicket(), OrderOpenPrice(), normPrice(Bid-trailingStop), normPrice(Bid+trailingProfit),0,Blue);
            }
            return(0);
         }
      }
      else if((OrderStopLoss()!=Bid-stopLoss) && (stopLoss != 0))
      {
         OrderModify(OrderTicket(), OrderOpenPrice(), normPrice(Bid-stopLoss), normPrice(Bid+trailingProfit),Blue);
         return(0);
      }
   }
   else if (OrderType() == OP_SELL)
   {
      if(OrderOpenPrice()-Ask<0)
      {
         OrderModify(OrderTicket(), OrderOpenPrice(), normPrice(OrderOpenPrice()+trailingStop), normPrice(Ask-trailingProfit),0,Red);
         return(0);
      }
      else if(trailingStop>0)
      {
         if(Ask+trailingStop<OrderOpenPrice())
         {
            if(OrderStopLoss()>Ask+trailingStop)
            {
               OrderModify(OrderTicket(), OrderOpenPrice(), normPrice(Ask+trailingStop), normPrice(Ask-trailingProfit),Red);
            }
            return(0);
         }         
      }
      else if((OrderStopLoss()!=Ask+stopLoss) && (stopLoss != 0))
      {
         OrderModify(OrderTicket(), OrderOpenPrice(), normPrice(Ask+stopLoss), normPrice(Ask-trailingProfit),Red);
         return(0);
      }
   }
}

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------
double normPrice (double price)
{
   return(NormalizeDouble (price, Digits)); 
}
//---------------------------------------------------------------------------
void startFile()
{
  int handle;
  handle=FileOpen("Charles-"+VER+".log", FILE_BIN|FILE_READ|FILE_WRITE);
    if(handle<1)
    {
     Print("can't open file error-",GetLastError());
     return(0);
    }
  FileSeek(handle, 0, SEEK_END);
  //---- add data to the end of file
  string str = 
      "----------------------------------------------------------------------------------------------------------------------------------------\n" + 
      "-- Charles v."+VER+" - Log Starting...                                                                                                  --\n" +
      "----------------------------------------------------------------------------------------------------------------------------------------\n";
  FileWriteString(handle, str, StringLen(str));
  FileFlush(handle);
  FileClose(handle);
}
//---------------------------------------------------------------------------
void log(string str)
{
  str = "["+Day()+"-"+Month()+"-"+Year()+" "+Hour()+":"+Minute()+":"+Seconds()+"] "+str+"\n";
  
  if(LogToFile)
  {
      int handle;
      handle=FileOpen("Charles-"+VER+".log", FILE_BIN|FILE_READ|FILE_WRITE);
        if(handle<1)
        {
         Print("can't open file error-",GetLastError());
         return(0);
        }
      FileSeek(handle, 0, SEEK_END);
      //---- add data to the end of file
      FileWriteString(handle, str, StringLen(str));
      FileFlush(handle);
      FileClose(handle);
  }
  else
  {
      Print(str);
  }
}
//---------------------------------------------------------------------------
string TimeStr(int taim)
{
   string sTaim;
   int HH=TimeHour(taim);     // Hour                  
   int MM=TimeMinute(taim);   // Minute   
   if (HH<10) sTaim = StringConcatenate(sTaim,"0",DoubleToStr(HH,0));
   else       sTaim = StringConcatenate(sTaim,DoubleToStr(HH,0));
   if (MM<10) sTaim = StringConcatenate(sTaim,":0",DoubleToStr(MM,0));
   else       sTaim = StringConcatenate(sTaim,":",DoubleToStr(MM,0));
   return(sTaim);
}

Comments

Markdown supported. Formatting help

Markdown Formatting Guide

Element Markdown Syntax
Heading # H1
## H2
### H3
Bold **bold text**
Italic *italicized text*
Link [title](https://www.example.com)
Image ![alt text](image.jpg)
Code `code`
Code Block ```
code block
```
Quote > blockquote
Unordered List - Item 1
- Item 2
Ordered List 1. First item
2. Second item
Horizontal Rule ---