[ea]bolltrade_ron_mt4_v03c_www.forex-instruments.info

//+------------------------------------------------------------------+
//|                 BollTrade                                        |
//|                 Copyright © 2000-2007, MetaQuotes Software Corp. |
//|                                         http://www.metaquotes.ru |
//+------------------------------------------------------------------+
#property copyright "Ron Thompson"
#property link      "http://www.lightpatch.com/forex"
// user input
extern double ProfitMade=    3;    // how much money do you expect to make
extern double LossLimit=  20;      // how much loss can you tolorate
extern double BDistance=   3;      // plus how much
extern int    BPeriod= 4;          // Bollinger period
extern int    Deviation=   2;      // 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
// non-external flag settings
int    Slippage=2;                 // how many pips of slippage can you tolorate
bool   logging=false;              // log data or not
bool   logerrs=false;              // log errors or not
bool   logtick=false;              // log tick data while orders open (or not)
bool   OneOrderOnly=true;          // one order at a time or not
// naming and numbering
int    MagicNumber =200607121116;           // allows multiple experts to trade on same account
string TradeComment="_bolltrade_v01.txt";   // comment so multiple EAs can be seen in Account History
double StartingBalance=0;                   // lot size control if LotIncrease == true
// 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                                                      |
//+------------------------------------------------------------------+
int init()
  {
   if(LotIncrease)
     {
      StartingBalance=AccountBalance()/Lots;
      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                                                    |
//+------------------------------------------------------------------+
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                                                             |
//+------------------------------------------------------------------+
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;
   // bar counting
   if(bartime!=Time[0])
     {
      bartime=Time[0];
      bartick++;
      TradeAllowed=true;
     }
   // 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>500.0) Lots=500.0;
     }
   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++;}
        }
     }
   // keep some statistics
   if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol;
   //+-----------------------------+
   //| Insert your indicator here  |
   //| And set either BUYme or     |
   //| SELLme true to place orders |
   //+-----------------------------+
   double bup=iBands(Symbol(),0,BPeriod,Deviation,0,PRICE_OPEN,MODE_UPPER,0);
   double bdn=iBands(Symbol(),0,BPeriod,Deviation,0,PRICE_OPEN,MODE_LOWER,0);
   //
   if(Close[0]>bup+(BDistance*Point)) SELLme=true;
   if(Close[0]<bdn-(BDistance*Point))  BUYme=true;
   //+------------+
   //| End Insert |
   //+------------+
   //ENTRY LONG (buy, Ask) 
   if((OneOrderOnly && OrdersPerSymbol==0 && BUYme)||(!OneOrderOnly && TradeAllowed && BUYme) )
     {
      while(true)
        {
         if(LossLimit ==0) SL=0; else SL=Ask-((LossLimit+10)*Point );
         if(ProfitMade==0) TP=0; else TP=Ask+((ProfitMade+10)*Point );
         ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,TradeComment,MagicNumber,White);
         gle=GetLastError();
         if(gle==0)
           {
            if(logging) logwrite(TradeComment,"BUY Ticket="+ticket+" 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 :"+gle+" ticket="+ticket+" "+ErrorDescription(gle));
           }
        }//while   
     }//BUYme
   //ENTRY SHORT (sell, Bid)
   if((OneOrderOnly && OrdersPerSymbol==0 && SELLme)||(!OneOrderOnly && TradeAllowed && SELLme) )
     {
      while(true)
        {
         if(LossLimit ==0) SL=0; else SL=Bid+((LossLimit+10)*Point );
         if(ProfitMade==0) TP=0; else TP=Bid-((ProfitMade+10)*Point );
         ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red);
         gle=GetLastError();
         if(gle==0)
           {
            if(logging) logwrite(TradeComment,"SELL Ticket="+ticket+" 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 :"+gle+" ticket="+ticket+" "+ErrorDescription(gle));
           }
        }//while
     }//SELLme
   // 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);
            // Did we make a profit
            //======================
            if(ProfitMade>0 && CurrentProfit>=(ProfitMade*Point))
              {
               while(true)
                 {
                  OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White);
                  gle=GetLastError();
                  if(gle==0)
                    {
                     if(logging) logwrite(TradeComment,"CLOSE BUY PROFIT Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
                     if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
                     if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
                     if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
                     if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
                     if(logging) logwrite(TradeComment,"order equity   zero   ticks ="+EquityZer);
                     break;
                    }
                  else
                    {
                     if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE BUY PROFIT Bid="+Bid+" error="+gle+" "+ErrorDescription(gle));
                    }
                 }//while
              }//if
            // Did we take a loss
            //====================
            if(LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point)  )
              {
               while(true)
                 {
                  OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White);
                  gle=GetLastError();
                  if(gle==0)
                    {
                     if(logging) logwrite(TradeComment,"CLOSE BUY LOSS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
                     if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
                     if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
                     if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
                     if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
                     if(logging) logwrite(TradeComment,"order equity   zero   ticks ="+EquityZer);
                     break;
                    }
                  else
                    {
                     if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE BUY LOSS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle));
                    }
                 }//while
              }//if
           } // if BUY
         if(OrderType()==OP_SELL)
           {
            CurrentProfit=OrderOpenPrice()-Ask;
            if(logtick) logwrite(TradeComment,"SELL CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point);
            // Did we make a profit
            //======================
            if(ProfitMade>0 && CurrentProfit>=(ProfitMade*Point) )
              {
               while(true)
                 {
                  OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
                  gle=GetLastError();
                  if(gle==0)
                    {
                     if(logging) logwrite(TradeComment,"CLOSE SELL PROFIT Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
                     if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
                     if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
                     if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
                     if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
                     if(logging) logwrite(TradeComment,"order equity   zero   ticks ="+EquityZer);
                     break;
                    }
                  else
                    {
                     if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE SELL PROFIT Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
                    }
                 }//while                 
              }//if
            // Did we take a loss
            //====================
            if(LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) )
              {
               while(true)
                 {
                  OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
                  gle=GetLastError();
                  if(gle==0)
                    {
                     if(logging) logwrite(TradeComment,"CLOSE SELL LOSS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
                     if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
                     if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
                     if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
                     if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
                     if(logging) logwrite(TradeComment,"order equity   zero   ticks ="+EquityZer);
                     break;
                    }
                  else
                    {
                     if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE SELL LOSS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
                    }
                 }//while
              }//if
           } //if SELL
        } // if(OrderSymbol)
     } // for
  } // start()
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void logwrite (string filename, string mydata)
  {
   int myhandle;
   myhandle=FileOpen(Symbol()+"_"+filename, FILE_CSV|FILE_WRITE|FILE_READ, ";");
   if(myhandle>0)
     {
      FileSeek(myhandle,0,SEEK_END);
      FileWrite(myhandle, mydata+" "+CurTime());
      FileClose(myhandle);
     }
  }
//+------------------------------------------------------------------+