Fracture5.1.2

#property copyright "Equita"
#property link "Equita"
#define MAGIC 33788
extern string TOOLS = ".............................................................................................................";
extern bool CloseAll = false;
extern bool ContinueTrading = true;
extern string TRADING = ".............................................................................................................";
extern int QueryHistory = 14;
extern double BasketProfit = 1.25;
extern double OpenProfit = 1.15;
extern double TradeSpace = 0.3;
extern double RangingMarket = 0.7;
extern double Aggressive = 10;
extern double StopTrades = 3;
extern double StartTrailing = 3;
extern double StopTrailing = 1;
extern double TurboStart = 0.15;
extern double TrendReversal = 0.30;
extern double Slippage = 0.5;
extern string RISK = ".............................................................................................................";
extern int MaxTrades = 30;
extern double BaseLotSize = 0.01;
extern double RangeUsage = 0.03;
extern double TrendUsage = 0.07;
extern string INDICATOR_ATR = ".............................................................................................................";
extern int ATRTimeFrame = 0;
extern int ATRPeriod = 14;
extern int ATRShift = 0;
extern string INDICATOR_MA = ".............................................................................................................";
extern int MATimeFrame = 0;
extern int MA1Period = 8;
extern int MA2Period = 14;
extern int MA3Period = 60;
extern int MMAShift = 0;
extern int MAShift = 0;
extern string INDICATOR_ADX = ".............................................................................................................";
extern double ADXLine = 35;
extern int ADXTimeFrame = 0;
extern int ADXPeriod = 14;
extern int ADXShift = 0;
extern string INDICATOR_FRACTAL = ".............................................................................................................";
extern int FractalTimeFrame = 0;
extern int FractalBars = 3;

double slippage, marginRequirement, lotSize, totalHistoryProfit, 
historyProfitCount, totalProfit, totalLoss, symbolHistory, numberHistoryProfits, 
eATR, eATRPrev, eADX, MA1Cur, MA2Cur, MA3Cur, MA1Prev, MA2Prev, MA3Prev;

int digits, totalTrades;

int totalHistory = 999; 
double pipPoints = 0.00010; 
double fractalUpPrice = 0;
double fractalDownPrice = 0; 
double fractalHighPrice = 0;
double fractalLowPrice = 0; 
double trendStrength = 0;
double drawDown = 0;
bool nearLongPosition = false;
bool nearShortPosition = false;
bool aggressiveLongPosition = false;
bool aggressiveShortPosition = false;
bool longTrendUp = false;
bool longTrendDown = false;
bool shortTrendUp = false;
bool shortTrendDown = false;
bool rangingMarket = false;
string display = "\n"; 

int init(){ 
   prepare() ; 
   return( 0 );
}

double marginCalculate( string symbol, double volume ){ 
   return ( MarketInfo( symbol, MODE_MARGINREQUIRED ) * volume ) ; 
} 

void prepareAccount(){ 
   slippage = NormalizeDouble( ( eATR / pipPoints ) * Slippage, 1 );
   marginRequirement = marginCalculate( Symbol(), BaseLotSize ); 
   trendStrength = MathAbs( MA1Cur - MA3Cur ) / MathAbs( MA2Cur - MA3Cur );
   drawDown = 1 - AccountEquity() / AccountBalance();
   if( rangingMarket ) lotSize = NormalizeDouble( ( AccountFreeMargin() * RangeUsage / marginRequirement ) * BaseLotSize , 2 );
   else lotSize = NormalizeDouble( ( AccountFreeMargin() * TrendUsage / marginRequirement ) * BaseLotSize, 2 );
   if( lotSize < 0.01 ) lotSize = 0.01;
} 

void setPipPoint(){
   digits = MarketInfo( Symbol(), MODE_DIGITS );
   if( digits == 3 ) pipPoints = 0.010;
   else if( digits == 5 ) pipPoints = 0.00010;
} 

void closeAll( string type = "none" ){
   for( int i = 0; i < OrdersTotal(); i++ ) {
   if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
      if( OrderSymbol() == Symbol() ){ 
         if( ( OrderProfit() > 0 && type == "profits" ) 
         || ( OrderType() == OP_BUY && type == "long" ) 
         || ( OrderType() == OP_SELL && type == "short" ) 
         || type == "none" ){
            if( OrderType() == OP_BUY ) OrderClose( OrderTicket(), OrderLots(), Bid, slippage );
            if( OrderType() == OP_SELL ) OrderClose( OrderTicket(), OrderLots(), Ask, slippage );
         }
      }
   }
}

void prepareFractals(){
   fractalUpPrice = 0;
   fractalDownPrice = 0;
   for( int i = 0; i < FractalBars; i++ ){ 
      double ifractalUp = iFractals( NULL, 0, MODE_UPPER, i );
      double ifractalDown = iFractals( NULL, 0, MODE_LOWER, i );
      if( ifractalUp > 0 && Open[i] > Open[0] ){
         if( Open[i] > Close[i] ) fractalUpPrice = Open[i];
         else fractalUpPrice = Close[i]; 
      } else if( ifractalDown > 0 && Open[i] < Open[0] ){
         if( Open[i] < Close[i] ) fractalDownPrice = Open[i];
         else fractalDownPrice = Close[i];
      }
   }
}

void prepareIndicators(){
   eATR = iATR( NULL, ATRTimeFrame, ATRPeriod, ATRShift );
   eATRPrev = iATR( NULL, ATRTimeFrame, ATRPeriod, ATRShift + 1 );
   eADX = iADX( NULL, ADXTimeFrame, MA1Period, PRICE_MEDIAN, MODE_MAIN, ADXShift );
   MA1Cur = iMA( NULL, MATimeFrame, MA1Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift );
   MA2Cur = iMA( NULL, MATimeFrame, MA2Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift );
   MA3Cur = iMA( NULL, MATimeFrame, MA3Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift );
   MA1Prev = iMA( NULL, MATimeFrame, MA1Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift + 1 );
   MA2Prev = iMA( NULL, MATimeFrame, MA2Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift + 1 );
   MA3Prev = iMA( NULL, MATimeFrame, MA3Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift + 1 );   
} 

void prepareTrend(){
   if( MathAbs( MA2Cur - MA3Cur ) < eATR * RangingMarket && eADX < ADXLine ) {
      rangingMarket = true;
      shortTrendUp = false;
      shortTrendDown = false;
      longTrendUp = false;
      longTrendDown = false;
   } else {
      if( MA1Cur > MA2Cur && MA1Cur > MA1Prev && MA2Cur > MA2Prev ) shortTrendUp = true;
      else shortTrendUp = false;
      if( MA1Cur < MA2Cur && MA1Cur < MA1Prev && MA2Cur < MA2Prev ) shortTrendDown = true;
      else shortTrendDown = false;
      if( MA2Cur > MA3Cur && MA2Cur > MA2Prev && MA3Cur > MA3Prev ) longTrendUp = true;
      else longTrendUp = false;
      if( MA2Cur < MA3Cur && MA2Cur < MA2Prev && MA3Cur < MA3Prev ) longTrendDown = true; 
      else longTrendDown = false;
      if( shortTrendUp || shortTrendDown || longTrendUp || longTrendDown ) rangingMarket = false;
      else rangingMarket = true;
   }
}

void prepareHistory(){
   bool firstSymbol = false;
   symbolHistory = 0;
   numberHistoryProfits = 0;
   totalHistoryProfit = 0;
   for( int iPos = OrdersHistoryTotal() - 1; iPos > ( OrdersHistoryTotal() - 1 ) - totalHistory; iPos-- ){
      OrderSelect( iPos, SELECT_BY_POS, MODE_HISTORY );
      double QueryHistoryDouble = ( double ) QueryHistory;
      if( symbolHistory >= QueryHistoryDouble ) break;
      if( OrderSymbol() == Symbol() ){
         if( OrderProfit() > 0 ) numberHistoryProfits = numberHistoryProfits + 1; 
         totalHistoryProfit = totalHistoryProfit + OrderProfit();
         symbolHistory = symbolHistory + 1;
      }
   }
}

void preparePositions() {
   nearLongPosition = false;
   nearShortPosition = false;
   aggressiveLongPosition = false;
   aggressiveShortPosition = false;
   totalTrades = 0;
   totalProfit = 0;
   totalLoss = 0;
   for( int i = 0; i < OrdersTotal() ; i++ ){
      if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
      if( OrderSymbol() == Symbol() ){
         if( OrderType() == OP_BUY && MathAbs( OrderOpenPrice() - Ask ) < eATR * TradeSpace ) nearLongPosition = true;
         if( OrderType() == OP_SELL && MathAbs( OrderOpenPrice() - Bid ) < eATR * TradeSpace ) nearShortPosition = true;
         if( OrderType() == OP_BUY && MathAbs( OrderOpenPrice() - Ask ) < eATR * TradeSpace / Aggressive ) aggressiveLongPosition = true;
         if( OrderType() == OP_SELL && MathAbs( OrderOpenPrice() - Bid ) < eATR * TradeSpace / Aggressive ) aggressiveShortPosition = true;
         if( OrderProfit() > 0 ) totalProfit = totalProfit + OrderProfit();
         else totalLoss = totalLoss + OrderProfit();
         totalTrades = totalTrades + 1;
      }
   }
}


void openPosition(){ 
   int type = -1;
   string comment = "default"; 
   if(  eADX < ADXLine ){
      if( Close[0] >= fractalUpPrice && Close[0] >=  MA1Cur ) type = OP_BUY;
      else if( Close[0] <= fractalDownPrice && Close[0] <=  MA1Cur) type = OP_SELL; 
      comment = "default";
   }  
   if( rangingMarket && eADX < ADXLine ){
      if( !nearLongPosition && type == OP_BUY ) OrderSend( Symbol(), type , lotSize, Ask, slippage, 0, 0, comment, MAGIC ) ;
      else if( !nearShortPosition && type == OP_SELL ) OrderSend( Symbol(), type , lotSize, Bid, slippage, 0, 0, comment, MAGIC ) ;
   } else {
      if( totalTrades > 0 && eADX > ADXLine && drawDown > TurboStart ){ 
         if( drawDown > TrendReversal ){
            if( Close[0] <=  MA1Cur && MA2Cur <= MA3Cur && Close[0] < Open[0] ) type = OP_SELL;
            else if( Close[0] >= MA1Cur && MA2Cur >=  MA3Cur && Close[0] < Open[0] ) type = OP_BUY; 
            comment = "scalp";
         } else {
            if( Close[0] <=  MA1Cur && MA2Cur <= MA3Cur && Close[0] < Open[0] ) type = OP_BUY;
            else if( Close[0] >= MA1Cur && MA2Cur >=  MA3Cur && Close[0] < Open[0] ) type = OP_SELL; 
            comment = "scalp";
         }
         if( !nearLongPosition && type == OP_BUY && Close[0] > Open[0] ) OrderSend( Symbol(), type , lotSize, Ask, slippage, 0, 0, comment, MAGIC ) ;
         else if( !nearShortPosition && type == OP_SELL ) OrderSend( Symbol(), type , lotSize, Bid, slippage, 0, 0, comment, MAGIC ) ;
      }
   }
   if( totalTrades < 1 - MaxTrades / StopTrades || totalTrades == 1 ){
      if( totalTrades == 0 && type == -1 && ( ( eADX > ADXLine) || ( eADX < ADXLine && Close[0] < Open[0] ) ) ) OrderSend( Symbol(), OP_BUY, lotSize, Ask, slippage, 0, 0, "default", MAGIC );
      else if( totalTrades == 0 && type == -1 && ( ( eADX > ADXLine ) ) || ( eADX < ADXLine && Close[0] > Open[0] ) ) OrderSend( Symbol(), OP_SELL, lotSize, Bid, slippage, 0, 0, "default", MAGIC );
   }
}


void managePositions(){ 
   if( totalHistoryProfit < 0 && MathAbs( totalHistoryProfit ) < totalProfit * BasketProfit  ) closeAll( "profits" );
   else if( totalTrades > 1 && totalProfit > MathAbs( totalLoss ) * OpenProfit ) closeAll();
   for( int i = 0; i < OrdersTotal(); i++ ) {
      if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
      if( OrderSymbol() == Symbol() ){
         if( totalTrades > 1 - MaxTrades / StopTrades )
            if( OrderStopLoss() == 0 ){
               if( OrderType() == OP_BUY && fractalLowPrice != 0 ) {
                  if( Bid > OrderOpenPrice() + ( StopTrailing + StartTrailing * eATR ) && fractalLowPrice > OrderOpenPrice() && fractalLowPrice - OrderOpenPrice() > ( StartTrailing + StopTrailing ) * eATR ) 
                     OrderModify( OrderTicket(), OrderOpenPrice(), fractalLowPrice - ( StopTrailing * eATR ), OrderTakeProfit(), 0 );
               } else if( OrderType() == OP_SELL && fractalHighPrice != 0 ) { 
                  if( Ask < OrderOpenPrice() + ( StartTrailing + StopTrailing * eATR ) && fractalHighPrice < OrderOpenPrice() && OrderOpenPrice() - fractalHighPrice < ( StartTrailing + StopTrailing ) * eATR ) 
                     OrderModify( OrderTicket(), OrderOpenPrice(), fractalHighPrice + ( StopTrailing * eATR ), OrderTakeProfit(), 0 ); 
               }
            } else {
               if( OrderType() == OP_BUY && fractalLowPrice != 0 ) {
                  if( fractalLowPrice - OrderOpenPrice() > StopTrailing * eATR && OrderStopLoss() < fractalLowPrice - ( StopTrailing * eATR ) ) 
                     OrderModify( OrderTicket(), OrderOpenPrice(), fractalLowPrice - ( StopTrailing * eATR ), OrderTakeProfit(), 0 ); 
               } else if( OrderType() == OP_SELL && fractalHighPrice != 0 ) { 
                  if( OrderOpenPrice() - fractalHighPrice > StopTrailing * eATR && OrderStopLoss() > fractalHighPrice + ( StopTrailing * eATR ) ) 
                     OrderModify( OrderTicket(), OrderOpenPrice(), fractalHighPrice + ( StopTrailing * eATR ), OrderTakeProfit(), 0 );
               }
            }
         if( OrderComment() == "scalp" && !rangingMarket )
            if( OrderType() == OP_BUY && Bid > OrderOpenPrice() && Bid >= fractalHighPrice && fractalHighPrice != 0 ) OrderClose( OrderTicket(), OrderLots(), Bid, slippage ); 
            else if( OrderType() == OP_SELL && Ask < OrderOpenPrice() && Ask <= fractalLowPrice && fractalLowPrice != 0 ) OrderClose( OrderTicket(), OrderLots(), Ask, slippage ); 
      } 
   }
}

void update(){
   display = "";
   display = display + " Trade Space: " + DoubleToStr( TradeSpace * eATR / pipPoints, 1 ) + "pips";  
   display = display + " Lot Size: " + DoubleToStr( lotSize, 2 ); 
   display = display + "\n\n Trend Strength: " + DoubleToStr( trendStrength, 2 ); 
   display = display + " Ranging: " + DoubleToStr( rangingMarket, 0 );
   display = display + "\n Bull: " + DoubleToStr( longTrendUp, 0 ); 
   display = display + " Bullish: " + DoubleToStr( shortTrendUp, 0 ) ;
   display = display + " Bearish: " + DoubleToStr( shortTrendDown, 0 );
   display = display + " Bear: " + DoubleToStr( longTrendDown, 0 ); 
   display = display + "\n\n Draw Down: " + DoubleToStr( drawDown, 2 );
   display = display + " Open Trades: " + DoubleToStr( totalTrades, 0 ) + " (" + DoubleToStr( MaxTrades, 0 ) + ")";  
   display = display + "\n Profit: " + DoubleToStr( totalProfit, 2 );
   display = display + " Loss: " + DoubleToStr( totalLoss, 2 );
   display = display + " History: " + DoubleToStr( totalHistoryProfit, 2 );
   Comment( display );
}

void prepare(){
   prepareIndicators();
   prepareFractals();
   setPipPoint(); 
   prepareHistory();
   preparePositions();
   prepareTrend();
   prepareAccount();  
   update();
} 

int start() { 
   prepare();  
   if( CloseAll ) closeAll();
   else {
      if( ( ContinueTrading || ( !ContinueTrading && totalTrades != 0 ) ) 
      && ( totalTrades < MaxTrades || MaxTrades == 0 ) ) openPosition(); 
      managePositions();
   }
   return( 0 );
}