Charles1_3_8

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
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Charles1_3_8
//+------------------------------------------------------------------+
//|                                                      Charles.mq4 |
//|                                       Copyright 2012, AlFa Corp. |
//|                                      alessio.fabiani @ gmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2012, AlFa"
#property link      "alessio.fabiani @ gmail.com"

#define MAGICMA  3939
#define VER "1.3.8"

#define DECIMAL_CONVERSION 10

extern int Anchor              = 255;
extern double xFactor          = 1.5;
extern string TimeSet          = "07:32";
extern double Amount           = 1.0;
extern double RiskPercent      = 5;
extern double RiskPerTrade     = 0;
extern double Lots             = 0.01;
extern double StopLoss         = 0;
extern int TrailingUnlockStop  = 130;
extern int Slippage            = 2;

extern bool AllOrders = false;
extern bool LogToFile = false;
 
int PendingBuy, PendingSell, Buys, Sells, i, StopLevel;
double BuyLots, SellLots, PendingBuyLots, PendingSellLots;
double Profit, LastProfit, Up, Dw, SL, TP;
double LotsValue, LotsHedgeValue;
double MaxPrice,MinPrice,MaxOpenPrice,MinOpenPrice;
bool isInGain=false, blockConditionHit=false, unlockOrdersPlaced=false; 
int LastOrderTicket, UnlockingOrderTicket, Result, Error;
int Delta;        //Order price shift (in points) from High/Low price
int LastDay;

double trailingStop, takeProfit, stopLoss, anchor;

double lastBarTime;

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

   StopLevel = MarketInfo(Symbol(), MODE_STOPLEVEL) + MarketInfo(Symbol(), MODE_SPREAD);
   
   //if (trailingStop > 0 && trailingStop < StopLevel) trailingStop = StopLevel;
   
   if(LogToFile){startFile();}

   Delta                = 10;
   LastDay              = 1;
   PendingBuy           = 0;
   PendingSell          = 0;
   Buys                 = 0;
   Sells                = 0;
   
   BuyLots              = 0;
   SellLots             = 0;
   PendingBuyLots       = 0;
   PendingSellLots      = 0;

   LastOrderTicket      = -1;
   UnlockingOrderTicket = -1;
   
   lastBarTime = TimeCurrent();
}

//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
{
   int SystemPeriod=2;

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

      if (RiskPerTrade <= 0)
      {
        LotsValue = Lots;
      }
      else
      {
        LotsValue = LOT();
      }

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

      MaxOpenPrice=MaxPrice;
      MinOpenPrice=MinPrice;

      if (Ask+StopLevel*Point>MaxPrice) MaxOpenPrice = Ask+StopLevel*Point;
      if (Bid-StopLevel*Point<MinPrice) MinOpenPrice = Bid-StopLevel*Point;

      LotsHedgeValue = LotsValue*MathAbs(Buys-Sells)*xFactor;

      if(LotsHedgeValue == 0)
      {
         LotsHedgeValue = LotsValue;
      }
      LotsHedgeValue = normPrice(LotsHedgeValue);

      if(Buys!=0 || Sells!=0)
      {
         CheckForClose();
      }

      //SYSTEM CORE
      Count();
      bool canSell=true, canBuy=true;
      Result=0;Error=0;
      if((PendingSell==0 && PendingBuy==0) || (TimeStr(CurTime())==TimeSet))
      {
          RefreshRates();

          //LIMITI
          Dw=Bid-anchor;
          Up=Ask+anchor;
          
          if(TimeStr(CurTime())==TimeSet)
          {
            Dw=MinOpenPrice;
            Up=MaxOpenPrice;
          }
    
          SL=0;
          TP=0;

          if(PendingSell == 0)
          {
          
            if(blockConditionHit /*&& Profit>-AccountBalance()*RiskPercent/100*/ && Buys>Sells) {canSell=false;}
            
            if(canSell)
            {
               if(stopLoss > 0){SL=Dw+stopLoss;}
               
               Result=OrderSend(Symbol(),OP_SELLSTOP,LotsHedgeValue,Dw,Slippage,SL,TP,"Charles_"+VER,MAGICMA,0,Red);
               //-----------------------
                 if(Result<=0){Error=GetLastError();/*DeleteAllPendingOrders();log("LastError [CORE;OP_SELLSTOP]= "+Error);*/}
                 else Error=0;
               //-----------------------
            }
          }
       
          if(PendingBuy == 0 && Error==0)
          {

            if(blockConditionHit /*&& Profit>-AccountBalance()*RiskPercent/100*/ && Buys<Sells) {canBuy=false;}
            
            if(canBuy)
            {
               if(stopLoss > 0){SL=Up-stopLoss;}

               Result=OrderSend(Symbol(),OP_BUYSTOP,LotsHedgeValue,Up,Slippage,SL,TP,"Charles_"+VER,MAGICMA,0,Blue);
               //-----------------------
                 if(Result<=0){Error=GetLastError();/*DeleteAllPendingOrders();log("LastError [CORE;OP_BUYSTOP] = "+Error);*/}
                 else Error=0;
               //-----------------------
            }
          }
      }
      else
      {
          if((PendingSell == 0 && PendingBuy > 0) || (PendingSell > 0 && PendingBuy == 0))
          {
               RefreshRates();

               //LIMITI
               Dw=Bid-anchor;
               Up=Ask+anchor;

               SL=0;
               TP=0;

               if(PendingSell == 0 && PendingBuy > 0)
               {

                  if(blockConditionHit /*&& Profit>-AccountBalance()*RiskPercent/100*/ && Buys>Sells) {canSell=false;}

                  if(canSell)
                  {
                     if(stopLoss > 0){SL=Dw+stopLoss;}
                     
                     Result=OrderSend(Symbol(),OP_SELLSTOP,LotsHedgeValue,Dw,Slippage,SL,TP,"Charles_"+VER,MAGICMA,0,Red);          
                     //-----------------------
                       if(Result<=0){Error=GetLastError();/*DeleteAllPendingOrders();log("LastError [CORE - HEDGE;OP_SELLSTOP]= "+Error);*/}
                       else Error=0;
                     //-----------------------
                  }
               }
         
               if(PendingSell > 0 && PendingBuy == 0 && Error==0)
               {

                  if(blockConditionHit /*&& Profit>-AccountBalance()*RiskPercent/100*/ && Buys<Sells) {canBuy=false;}

                  if(canBuy)
                  {
                     if(stopLoss > 0){SL=Up-stopLoss;}

                     Result=OrderSend(Symbol(),OP_BUYSTOP,LotsHedgeValue,Up,Slippage,SL,TP,"Charles_"+VER,MAGICMA,0,Blue);
                     //-----------------------
                       if(Result<=0){Error=GetLastError();/*DeleteAllPendingOrders();log("LastError [CORE - HEDGE;OP_BUYSTOP] = "+Error);*/}
                       else Error=0;
                     //-----------------------
                  }
               }      
          }
      }

      lastBarTime = TimeCurrent();

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

   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)
            //{
               if(OrderType()==OP_BUY || OrderType()==OP_SELL) {CheckTrailingStop(OrderTicket());}
            //}
         }
      }
   }
   
   CharlesStatus();                  
}  

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

   Count();
   
   double LookingFor = Amount/10.0;
   
   if(Profit>0 && Profit>=Amount/10.0) {LookingFor=(LastProfit - Amount/10.0);}

   Comment("Charles ",VER," - Gain= ",Profit," LookingFor= ",LookingFor," RiskPercent= ",(-AccountBalance()*RiskPercent/100),
          ";\nBalance=",AccountBalance(),"; FreeMargin=", AccountFreeMargin(),"; Equity=", AccountEquity(),
          ";\nBuy=",Buys,"; Sell=", Sells,"; BuyLots=",BuyLots,"; SellLots=",SellLots,
          ";\nPendingBuys=",PendingBuy,"; PendingSells=",PendingSell,"; PendingBuyLots=",PendingBuyLots,"; PendingSellLots=",PendingSellLots);

}

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

   double MINLOT = MarketInfo(Symbol(),MODE_MINLOT);
   double LOT;
   int RiskFactor = /*StopLoss*/ RiskPercent*100;
   if(RiskPercent==0)
   {
      LOT = AccountFreeMargin()*AccountLeverage()/1000/MarketInfo(Symbol(),MODE_MARGINREQUIRED)/15;
   }
   else
   {
      LOT = (((AccountEquity()/100)*RiskPerTrade)/RiskFactor)/NormalizeDouble(MarketInfo(Symbol(),MODE_TICKVALUE),2);
   }
   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();

   int    Pos;
   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<=0){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<=0){Error=GetLastError();log("LastError = "+Error);}
            else Error=0;
//-----------------------
         }//if
       }//if
     }//for
   }//if
   return(0);
}

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

   //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)
      {
         SL = 0;
         TP = 0;
         
         if(stopLoss > 0){SL=Ask+stopLoss;}

         Result=OrderSend(Symbol(),OP_BUY,LotOpenValue,Ask,Slippage,SL,TP,"Charels_"+VER,MAGICMA,0,Blue);
         log("OpenOrder[OP_BUY] - Ask:" + Ask + "; Result: "+Result);
      }
      if(Type==OP_SELL)
      {
         SL = 0;
         TP = 0;
         
         if(stopLoss > 0){SL=Bid-stopLoss;}

         Result=OrderSend(Symbol(),OP_SELL,LotOpenValue,Bid,Slippage,SL,TP,"Charles_"+VER,MAGICMA,0,Red);
         log("OpenOrder[OP_SELL] - Bid:" + Bid + "; Result: "+Result);
      }
      //-----------------------
        if(Result<=0){Error=GetLastError();log("LastError = "+Error);}
        else Error=0;
      //-----------------------
   }

//-----------------------
   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(trailingStop>0 && (Bid-trailingStop>OrderStopLoss() || OrderStopLoss()==0))
      {
         OrderModify(ticket, OrderOpenPrice(), Bid-trailingStop,0,0,Blue);
         return(0);
      }
   }
   else if (OrderType() == OP_SELL)
   {
      if(trailingStop>0 && (Ask+trailingStop<OrderStopLoss() || OrderStopLoss()==0))
      {
         OrderModify(ticket, OrderOpenPrice(), Ask+trailingStop,0,Red);
         return(0);
      }         
   }
}

//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------         
//---------------------------------------------------------------------------
double normPrice (double price)
{
   return(NormalizeDouble(price,2)); 
}
//---------------------------------------------------------------------------
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);
}

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