grid MA ATR

ÿþ//+------------------------------------------------------------------+

//|                                               grid_6_symbols.mq4 |

//|                                                                  |

//|                                                                  |

//+------------------------------------------------------------------+

#property copyright "Copyright 2022, cmillion@narod.ru"

#property link      "http://www.cmillion.ru"

#property strict

#property description "!>25B=8: 2KAB02;O5B A5B8 87 AB>? >@45@>2 2 =0?@02;5=88 . KH5 0 BuyStop =865  SellStop"

#property description "0: B>;L:> AC<<0@=K9 ?@>D8B ?> 2A5< ?>78F8O< ?@52KA8B C:070==K9 C@>25=L, A>25B=8: 70:@K205B 2A5 8 ?> =>2>9 ?5@5>B:@K205B A5B8"

#property description " ?@>F5AA5 B>@3>2;8 A>25B=8: ?5@52>48B 2 157C1KB>: ?@81K;L=K5 ?>78F88"

/*5A?;0B=K9 A>25B=8:



!>25B=8: B>@3C5B ?> AB@0B5388 A5B:0 ?> B@5=4C. KAB02;O5B A5B8 87 AB>? >@45@>2 2 =0?@02;5=88 . KH5  A5BL BuyStop =865  A5BL SellStop >@45@>2. 0:@KB85 ?>78F89 ?@>8AE>48B ?> AC<<0@=><C ?@>D8BC. 0: B>;L:> >1I89 ?@>D8B 2A5E ?>78F89 ?@52KA8B C:070==K9 C@>25=L 2 ?@>F5=B0E ATR, A>25B=8: 70:@K205B 2A5 A45;:8 8 ?> =>2>9 ?5@5>B:@K205B A5BL.  ?@>F5AA5 B>@3>2;8 A>25B=8: ?5@52>48B 2 157C1KB>: ?@81K;L=K5 ?>78F88 8 70 AG5B MB>3> B0: 65 =0:0?;8205BAO >?5@0B82=0O ?@81K;L 8 A=8605BAO =03@C7:0 =0 45?>78B.<br>A5 ?0@0<5B@K =0AB@0820NBAO 2 ?@>F5=B0E ATR B0:8< >1@07>< A>25B=8: <>65B B>@3>20BL A >4=8<8 8 B5<8 65 =0AB@>9:0<8 =0 @07;8G=KE 1@>:5@0E 8 @07=KE 8=AB@C<5=B0E.



0@0<5B@K:

Step % ATR - (03 A5B8 70405BAO 2 % >B A@54=54=52=>3> 42865=8O F5=K (2>;>B8;L=>AB8)

Orders - G8A;> >@45@>2 A5B8 :>B>@>5 ?>AB>O==> ?>445@68205BAO A>25B=8:><. 1I55 G8A;> >B:@KBKE ?>78F89 =5 >3@0=8G5=>.

NoLoss % ATR (0-off) - 5@52>4 @K=>G=>9 ?>78F88 2 157C1KB>: ?@8 4>AB865=88 59 ?@>D8B0 2 % ATR

Min profit % ATR - 8=8<0;L=K9 ?@>D8B ?@8 ?5@52>45 2 157C1KB>:. ".5. MB>B ?@>D8B <K ?>;CG05< ?@8 70:@KB88 ?>78F88 ?> 157C1KB:C. B0: 65 70405BAO 2 % >B 42865=8O F5=K 70 14 4=59.

Lot - >1J5< >B:@K205<KE ?>78F89 A5B8

Profit Close % ATR - !C<<0@=K9 ?@>D8B ?@8 :>B>@>< 70:@K205< 2A5 A45;:8.  0AG5B 53> 2545;AO 02B><0B8G5A:8 =0 >A=>20=88 AB>8<>AB8 B8:0 20;NBK 8 A@54=54=52=>3> 42865=8O F5=K 2 %

Magic - C=8:0;L=K9 =><5@ >@45@>2 A>25B=8:0

sleep- 045@6:0 ?>A;5 70:@KB8O 2 A5:C=40E. !>25B=8: >68405B 7040==>5 2@5<O ?>A;5 B>3> :0: 70:@>5B 2A5 A45;:8 4> >B:@KB8O =>2>9 A5B8.

period_Moving_Average 5@8>4 8=48:0B>@0  >B=>A8B5;L=> :>B>@>3> 2KAB@08205< A5B8.

//---*/

extern      int    StepATR                = 10; //Step % ATR

extern      int    Orders                 = 5;  //Orders

extern      int    NoLossATR              = 20; //NoLoss % ATR (0-off)

extern      int    MinProfitNoLossATR     = 1;  //Min profit  % ATR

extern      double Lot                    = 0.01;

extern      double ProfitCloseATR         = 5.0;//Profit Close % ATR

extern      int    Magic                  = 123;

extern      int    sleep                  = 0;  //045@6:0 ?>A;5 70:@KB8O 2 A5:C=40E

extern int     period_Moving_Average      = 100;

 ENUM_MA_METHOD ma_method_MA         = MODE_LWMA;

 ENUM_APPLIED_PRICE applied_price_MA = PRICE_OPEN;

 ENUM_TIMEFRAMES timeframe_MA        = 0;

//-------------------------------

string val;

double MaxSellPrice,MinBuyPrice;

double ordersB[500],ordersS[500];

datetime TimeATR=0;

int ATR=0,Step=0,NoLoss=0,MinProfitNoLoss=0;

double ProfitClose=0;

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

int OnInit()

  {

   val=" "+AccountCurrency();

   MaxSellPrice=0;MinBuyPrice=0;

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

   Comment("");

  }

//+------------------------------------------------------------------+

void OnTick()

  {

   if (TimeATR!=iTime(NULL,PERIOD_D1,0) || ATR==0)

   {

      ATR=(int)ATR(14);

      Step = ATR/100*StepATR;

      NoLoss = ATR/100*NoLossATR;

      MinProfitNoLoss = ATR/100*MinProfitNoLossATR;

      ProfitClose=Lot*SymbolInfoDouble(NULL,SYMBOL_TRADE_TICK_VALUE)*(ATR/100*ProfitCloseATR);

      TimeATR=iTime(NULL,PERIOD_D1,0);

   }

   if (!IsDemo()) return;

   int OT,i,orders=0;

   double OSL,SL,StLo,OOP,profit=0;

   double ProfitB=0,ProfitS=0,STOPLEVEL=MarketInfo(Symbol(),MODE_STOPLEVEL);

   double MaxPrice=0,MinPrice=0;

   int bs=0,ss=0;

   int b=0,s=0;

   ArrayInitialize(ordersB,0);

   ArrayInitialize(ordersS,0);

   for(i=0; i<OrdersTotal(); i++)

     {

      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))

        {

         if(OrderMagicNumber()==Magic && Symbol()==OrderSymbol())

           {

            OT=OrderType();

            

            profit+=OrderProfit()+OrderSwap()+OrderCommission();

            orders++;

            OOP = NormalizeDouble(OrderOpenPrice(),Digits);

            OSL = NormalizeDouble(OrderStopLoss(),Digits);

            SL=OSL;

            if(OT==OP_BUYSTOP)

              {

               if(MaxPrice<OOP) MaxPrice=OOP;

               bs++;

               ordersB[b]=OOP;b++;

              }

            if(OT==OP_SELLSTOP)

              {

               if(MinPrice>OOP || MinPrice==0) MinPrice=OOP;

               ss++;

               ordersS[s]=OOP;s++;

              }

            if (OT==OP_BUY)             

            {  

               ProfitB+=OrderProfit()+OrderSwap()+OrderCommission();

               ordersB[b]=OOP;b++;

               if (OSL<OOP && NoLoss!=0 && NoLoss>=STOPLEVEL)

               {

                  StLo = NormalizeDouble(OOP+MinProfitNoLoss*Point,Digits); 

                  if (StLo > OSL && OOP <= NormalizeDouble(Bid - NoLoss * Point,Digits)) SL = StLo;

               }

               if (SL != OSL)

               {  

                  if (!OrderModify(OrderTicket(),OOP,SL,0,0,clrNONE)) Print("Error OrderModify <<",(GetLastError()),">> ");

               }

            }                                         

            if (OT==OP_SELL)        

            {

               ProfitS+=OrderProfit()+OrderSwap()+OrderCommission();

               ordersS[s]=OOP;s++;

               if ((OSL>OOP || OSL==0) && NoLoss!=0 && NoLoss>=STOPLEVEL)

               {

                  StLo = NormalizeDouble(OOP-MinProfitNoLoss*Point,Digits); 

                  if ((StLo < OSL || OSL==0) && OOP >= NormalizeDouble(Ask + NoLoss * Point,Digits)) SL = StLo;

               }

               if (SL != OSL)

               {  

                  if (!OrderModify(OrderTicket(),OOP,SL,0,0,clrNONE)) Print("Error OrderModify <<",(GetLastError()),">> ");

               }

            } 

           }

        }

     }

   if(sleep>0 && orders==0)

     {

      for(i=OrdersHistoryTotal()-1; i>=0; i--)

        {

         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY))

           {

            if(OrderMagicNumber()==Magic && Symbol()==OrderSymbol())

              {

               if(TimeCurrent()-OrderCloseTime()<sleep) return;

               break;

              }

           }

        }

     }

     

   double price,maprice;

   

   maprice = iMA( Symbol(), timeframe_MA, period_Moving_Average, 0, ma_method_MA, applied_price_MA, 1);

   

   if (s==0) MaxSellPrice=0;

   if (b==0) MinBuyPrice =0;

   int nn=0,n=0;

   

   if (Ask > maprice)

   {

      n=0;nn=0;

      while (true)

      {

         if(MaxPrice==0) {price=NormalizeDouble(Ask+Step*Point,Digits);MinBuyPrice=price;MaxPrice=price;}

         else price=NormalizeDouble(MinBuyPrice+Step*n*Point,Digits);

         if (price>Ask) nn++;

         if (nn>=Orders) break;

         n++;

         if (NoOrder(OP_BUY,price,b))

         {

            if (price>Ask+STOPLEVEL*Point)

            {

               if(OrderSend(_Symbol,OP_BUYSTOP,Lot,price,30,0,0,"GRID ",Magic,0,clrBlue)==-1)

                  Comment("OrderSend ",_Symbol," Error ",GetLastError());

            }

         }

      }

   }

           

     

   //---

   

   if (Bid < maprice)

   {

      n=0;nn=0;

      while (true)

      {

         if(MinPrice==0) {price=NormalizeDouble(Bid-Step*Point,Digits);MaxSellPrice=price;MinPrice=price;}

         else price=NormalizeDouble(MaxSellPrice-Step*n*Point,Digits);

         if (price<Bid) nn++;

         if (nn>=Orders) break;

         n++;

         //if (price>MinPrice) break;

         if (NoOrder(OP_SELL,price,s))

         {

            if (price<Bid-STOPLEVEL*Point)

            {

               if(OrderSend(_Symbol,OP_SELLSTOP,Lot,price,30,0,0,"GRID ",Magic,0,clrRed)==-1)

                  Comment("OrderSend ",_Symbol," Error ",GetLastError());

            }

         }

      }

   }

//---

  

   if (profit > ProfitClose) 

   {

      double AB=AccountBalance();

      Print("--------------- 0:@K205< ?> B@0;C ?@>D8B0 ---------------    ",DoubleToString(profit,2),val);

      DeleteAllOrders();

      Print("--------------- @81K;L ?>;CG5==0O ?@8 70:@KB88 ---------------     ",DoubleToString(AccountBalance()-AB,2),val);

   }





   DrawLABEL("Balance",StringConcatenate("Balance ",DoubleToStr(AccountBalance(),2),val),5,35,clrGray);

   DrawLABEL("Equity",StringConcatenate("Equity ",DoubleToStr(AccountEquity(),2),val),5,55,clrGray);

   DrawLABEL("FreeMargin",StringConcatenate("FreeMargin ",DoubleToStr(AccountFreeMargin(),2),val),5,75,clrGray);

   DrawLABEL("Profit B",StringConcatenate("Profit ",b," Buy ",DoubleToStr(ProfitB,2),val),5,100,Color(ProfitB<0,clrRed,clrLimeGreen));

   DrawLABEL("Profit S",StringConcatenate("Profit ",s," Sell ",DoubleToStr(ProfitS,2),val),5,120,Color(ProfitS<0,clrRed,clrLimeGreen));

   DrawLABEL("Profit ",StringConcatenate("Profit ",DoubleToStr(profit,2),val," (close ",DoubleToStr(ProfitClose,2),")"),5,140,Color(profit<0,clrRed,clrLimeGreen));

}

//-------------------------------

color Color(bool P,color a,color b)

  {

   if(P) return(a);

   else return(b);

  }

//------------------------------------------------------------------

void DrawLABEL(string name,string Name,int x,int y,color clr)

  {

   if(ObjectFind(name)==-1)

     {

      ObjectCreate(name,OBJ_LABEL,0,0,0);

      ObjectSet(name,OBJPROP_CORNER,1);

      ObjectSet(name,OBJPROP_XDISTANCE,x);

      ObjectSet(name,OBJPROP_YDISTANCE,y);

     }

   ObjectSetText(name,Name,12,"Arial",clr);

  }

//--------------------------------------------------------------------

void DeleteAllOrders()

  {

   bool error=true;

   int i,nn=0;

   while(true)

     {

      for(i=OrdersTotal()-1; i>=0; i--)

        {

         if(OrderSelect(i,SELECT_BY_POS))

           {

            if(OrderMagicNumber()==Magic && Symbol()==OrderSymbol())

              {

                  int OT=OrderType();

                  int Ticket=OrderTicket();

                  if(OT==OP_BUY)

                    {

                     error=OrderClose(Ticket,OrderLots(),NormalizeDouble(Bid,Digits),50,clrBlue);

                    }

                  if(OT==OP_SELL)

                    {

                     error=OrderClose(Ticket,OrderLots(),NormalizeDouble(Ask,Digits),50,clrRed);

                    }

                  if(OT>1)

                     if(!OrderDelete(Ticket))

                        Comment("@45@ ",Ticket," >H81:0 C40;5=8O ",GetLastError());

                  //---

                  if(!error)

                    {

                     int err=GetLastError();

                     if(err<2) continue;

                     if(err==129)

                       {

                        Comment("5?@028;L=0O F5=0 ",TimeToStr(TimeCurrent(),TIME_SECONDS));

                        Sleep(500);

                        RefreshRates();

                        continue;

                       }

                     if(err==146)

                       {

                        if(IsTradeContextBusy()) Sleep(500);

                        RefreshRates();

                        continue;

                       }

                    }

              }

           }

        }

      int k=0;

      for(int j= 0; j<OrdersTotal(); j++)

        {

         if(OrderSelect(j,SELECT_BY_POS))

           {

            if(OrderMagicNumber()==Magic && Symbol()==OrderSymbol())

              {

               k++;

              }

           }

        }

      if(k==0) break;

      nn++;

      if(nn>10) break;

      Sleep(500);

      RefreshRates();

     }

  }

//-------------------------------

bool NoOrder(int type,double price,int n)

{

   for(int i=0; i<n; i++)

   {

      if (type==OP_SELL && MathAbs(ordersS[i]-price)/Point<5) return(false);

      if (type==OP_BUY && MathAbs(ordersB[i]-price)/Point<5) return(false);

   }

   return(true);

}

//+------------------------------------------------------------------+

double ATR(int period)

{

   double atr=0;

   for (int i = 1; i<=period; i++)

   {

      atr+=iHigh(NULL,PERIOD_D1,i)-iLow(NULL,PERIOD_D1,i);

   }

   atr=atr/SymbolInfoDouble(NULL,SYMBOL_POINT)/period;

   return(atr);

}

//------------------------------------------------------------------