KSRobot_1_5_eur_m15

/*
 * Kijun Sen Robot
 * Some small improvement by newdigital concerning Ichimoku and Ema settings
 * and Eric (comments) http://www.forex-tsd.com/forum.php
 * Use for eurusd m15 with default settings. 
 *
 * Copyright ® 2005 Noam Koren (noamko@shani.net)
 *
 * o Based on Akash discussion at Moneytech ("Great technique for beginners")
 *
 * o Disclaimer :   Distributed for forward testing purposes.
 *                  This expert was never tested on a live account - use at your own risk! 
 *                  In other words - DO NOT USE ON A LIVE ACCOUNT !
 *
 * o Attach to 30 Minute chart
 *
 *
 * $Log: KSRobot.mq4,v $
 * Revision 1.5  2005/10/18 11:10:09  noam
 * 1) Added alerts
 *
 * 2) Modified S/L rules to reduce average S/L size - if a bar closes with MA in the wrong direction exit if B/E was not hit yet.
 *
 * 3) Modified Entry rule - Wait for BID to cross KS for Long and ASK to cross down for Short. This helps to filter out faulty signals.
 *
 * 4) Modified Entry rule - only enter if KS is Horizontal OR in the same direction of entry.
 *
 * Revision 1.4  2005/10/08 18:19:58  noam
 * 1) Added slope: allows filtering out trades if the slope of KS line is too vertical (too = defined by user)
 * 2) Added optimized values per currency. This can be overrider by setting UseOptimizedValues to false.
 * 3) Added a comment to provide some information to the user while the expert is attached.
 *
 * Experimental
 * E1) Added two experimental stop loss tactics (not used unless by default):
 * 	a) PSAR
 * 	b) Exit if not at BE after X bars
 *
 * Revision 1.3  2005/09/21 01:00:47  noam
 * Use limit order / market order depending on current price
 * Do not clear cross value until order is sent
 * Added some printouts
 *
 * Revision 1.2  2005/09/20 17:11:12  noam
 * Added disclaimer
 * Added price normalization
 * Adjusted time limits to fit MT4 time
 *
 * Revision 1.1  2005/09/19 20:34:57  noam
 * Initial Kijun Sen Robot version
 * Backtested on 30M GBP/USD
 *
 */

/*
 * TODO: 
 * 
 * 1) Find a way to improve profit taking - TS is good but misses much of trendy moves. Maybe 
 *    switch to EMA signal once X pips are secure?
 * 
 * 2) Find out why entering only once per bar hits performance.
 *
 * 3) Add 2% money management rule.
 *
 */

#property copyright "Noam Koren"

/* expert specific parameters */
#define EXPERT_COLOR    Yellow 
#define EXPERT_STRING   "Kijun Sen Robot"
#define EXPERT_MAGIC    13

#define UP      1
#define DOWN    -1
#define NEUTRAL 0

/*  
    Optimized results 
    
    GBP/USD:
    4.38	1000.00	8.38%	StopLoss=50 	BreakEven=9 TrailingStop=10 	MAfilter=6 	TakeProfit=120
    
    EUR/USD:
    2.68	1520.00	12.24%	StopLoss=60 	BreakEven=9 TrailingStop=6 	   MAfilter=6 	TakeProfit=120
        
*/

int      MaxOpenPositions = 1;

/* Default parameters. */
int      TakeProfit      = 120;  /* default 120 */
extern int      StopLoss        = 50;   /* 50  very imporant to allow for a substaintial movement in the other direction */
extern int      BreakEven       = 9;    /* default = 9 */
extern int      TrailingStop    = 10;   /* default 10 */
extern int      MAfilter        = 10;    /* MA must be at least 6 pips away from KS in order to be valid */
extern bool     UseOptimizedValues = false;

/* MM */
extern double Lots = 0.1;

int TenkanSen = 5;
int KijunSen = 10;
int Senkou = 20;

/* globals */

double lastbid          =   0.0;
double lastask          =   0.0;

double longcross        =   0.0;
double shortcross       =   0.0;

double longentry        =   0.0;
double shortentry       =   0.0;

int daystart            = 7; /* 5AM GMT */
int dayend              = 19;/* 5PM GMT */

int MAdir               = NEUTRAL;
int precision           = 4;
int lastbar             = 0;
bool newbar             = false;


/* generic init functions */
int init()  {


    if (UseOptimizedValues == true){
        /* set parameters based on pair */
        if (Symbol()=="GBPUSD")  {StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=6;}    
        if (Symbol()=="EURUSD")  {StopLoss=60; BreakEven=9; TrailingStop=6;  MAfilter=6;}      
    }
    precision = SymbolPrecision();
    lastbar = Time[0];
    return(0);  
}
int deinit(){   return(0);  }

/* expert specific utility functions */

int SymbolPrecision() {
    return (MarketInfo(Symbol(), MODE_DIGITS));
}

int OpenPosition()
{        

    double KS       = iIchimoku(NULL, 0, TenkanSen, KijunSen, Senkou, MODE_KIJUNSEN, 0);
    double KS1      = iIchimoku(NULL, 0, TenkanSen, KijunSen, Senkou, MODE_KIJUNSEN, 1);
    double KS2      = iIchimoku(NULL, 0, TenkanSen, KijunSen, Senkou, MODE_KIJUNSEN, 2);
    
    double Ema20    = iMA(NULL,0,23,0,MODE_LWMA,PRICE_CLOSE,0);
    double PEma20   = iMA(NULL,0,23,0,MODE_LWMA,PRICE_CLOSE,1);

    double PSAR     = iSAR(NULL, 0, 0.02, 0.2, 0); /* fast parabolic for tight exits */
        
    if (lastbid == 0.0) lastbid = Bid;
    if (lastask == 0.0) lastask = Ask;

    /* Make sure the time is right */
    if ( Hour() < daystart || Hour() > dayend-1 ) return (0);
            
    /* KS cross */
    if ( Open[0] < KS && lastbid < KS && Bid > KS && longcross == 0 && KS >= KS2) {

        /* the cross is only interesting if the KS line is above the MA  */  
        if ( Ema20 < KS - MAfilter * Point ) {
                longcross = KS;
                shortcross = 0;
         }
    }
    
    if ( Open[0] > KS && lastask > KS && Ask < KS && shortcross == 0 && KS <= KS2) {
        /* the cross is only interesting if the KS line is under the MA  */
        if ( Ema20 > KS + MAfilter * Point ) { 
            shortcross = KS;
            longcross = 0;
        }

    }
    
    /* check MA direction */
    if ( PEma20 < Ema20 ){
        MAdir = UP;            
    }
    
    if ( PEma20 > Ema20 ){
        MAdir = DOWN;
    }

    
    /* once the MA is pointing in the right direction set the the entry price to be the current KS */
    if (MAdir == UP && longcross != 0 && longentry == 0){
        longentry = NormalizeDouble( KS, precision );      
        return (1);
    }       


    /* once the MA is pointing in the right direction set the the entry price to be the current KS */
    if (MAdir == DOWN && shortcross != 0 && shortentry == 0){
        shortentry = NormalizeDouble( KS, precision );
        return (-1);
    }
    
    lastbid = Bid;
    lastask = Ask;
    return (0);

}

int ClosePosition() 
{
    
    double PEma20   = iMA(NULL,0,23,0,MODE_LWMA,PRICE_CLOSE,1);
    double PPEma20  = iMA(NULL,0,23,0,MODE_LWMA,PRICE_CLOSE,2);

    
    if ( OrderType() == OP_BUY ){
        if (newbar && PEma20 < PPEma20 && OrderStopLoss() < OrderOpenPrice() ){
            return (1);
        }
    } 

    if ( OrderType() == OP_SELL ){
        if (newbar && PEma20 > PPEma20 && OrderStopLoss() > OrderOpenPrice() ){
            return (-1);
        }
    } 

    return (0);
}


/* The expert logic */
int start()
{
    int cnt, experttickets, ticket, total, i, pos, action=0, method;
    double hardstop;
    datetime ticketexpiration = 0;

    /* make sure that the char is valid */
    if (Bars<100){
        Print("Invalid chart: less than 100 bars!");
        return (-1);
    }

    if ( ( Hour() < daystart || Hour() > dayend-1 ) ){
Comment("\nExpert is INACTIVE. Will resume at ", daystart, ":00a.m. (server time) \n");
} else {
Comment("\nExpert is ACTIVE. Will halt at ", dayend, ":00p.m. (server time) ",
"\n",
"\n","TS = ", TrailingStop, " BE = ", BreakEven, " SL = ", StopLoss, " MAfilter = ", MAfilter,"\n");
}
    total=OrdersTotal();

    if (Time[0] == lastbar) {
        newbar = false;
    } else {
        lastbar = Time[0];
        newbar = true;
    }

    /* Only allow one open position at a time (per expert)- so if there is an open position - do not open another one. */
   
    for(cnt=0,experttickets=0;cnt<total;cnt++) {
        OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
        if ( OrderSymbol()==Symbol() && OrderMagicNumber() == EXPERT_MAGIC) {
            experttickets=experttickets+1;
        }   
    }
    
   
    if(experttickets<MaxOpenPositions) {
     
        /* Set the number of lots - or exit if there is not enough margin */
        Lots = Lots;
        
        ticketexpiration = CurTime() + PERIOD_M30 * 60; /* orders are valid for half an hour */
     
        /* OpenPosition() has state so calling it again will mess up the results - this is why I call it
         * once and remember the return value before acting 
         */
         
        action = OpenPosition();

        /* check for long position (BUY) possibility */
      
        if ( action == 1 ) {
            if (Ask > longentry + 4 * Point)    method = OP_BUYLIMIT;
            if (Ask == longentry)   method = OP_BUY;
            if (Ask < longentry) {
                longentry = Ask;
                method = OP_BUY;
            }
            
            hardstop = NormalizeDouble( (longentry-StopLoss*Point), precision) ;
            Alert("KSRobot ", Symbol(), " Go Long @ ", longentry, "!");
            ticket=OrderSend(Symbol(),method,Lots,longentry,4,hardstop,Ask+TakeProfit*Point,EXPERT_STRING,EXPERT_MAGIC,ticketexpiration,White);            

            if(ticket>0) {
                if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) {
                    Print("BUY LIMIT  order sent : ",OrderOpenPrice(), "Ask = ", Ask, "\n" );
                }

                longcross = 0;


            } else {
                Print("Error opening BUY LIMIT order : ",GetLastError(), " SL = ", hardstop, " Ask = ", Ask, " Entry = ", longentry, " TP =",Ask+TakeProfit*Point, " Method = ", method,  "\n"); 
            }

            longentry = 0;
            
            return(0); 
        }
      
        /* check for short position (SELL) possibility */
        
        if ( action == -1  ) {
            hardstop = NormalizeDouble( (shortentry+StopLoss*Point), precision) ;
            Alert("KSRobot ", Symbol(), " KS Go Short @ ", shortentry, "!");

            if (Bid < shortentry - 4 * Point)   method = OP_SELLLIMIT;
            if (Bid == shortentry)  method = OP_SELL;
            if (Bid > shortentry) {
                shortentry = Bid;
                method = OP_SELL;
            }
            
            ticket=OrderSend(Symbol(),method,Lots,shortentry,4,hardstop,Bid-TakeProfit*Point,EXPERT_STRING,EXPERT_MAGIC,ticketexpiration,Red);
         
            if(ticket>0) {
                if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) {
                    Print("SELL LIMIT order sent : ",OrderOpenPrice(), "Bid = ", Bid, "\n");
                }

                shortcross = 0;


            } else { 
                Print("Error opening SELL LIMIT order : ",GetLastError(), " SL = ", hardstop, " Bid = ", Bid, " Entry = ", shortentry, " TP =",Bid-TakeProfit*Point, "method = ", method, "\n" ); 
            }

            shortentry = 0;
         
            return(0); 
        }
   
        /* do nothing */
        return(0);
    }
   
    /* if there are open positions - check if they need to be closed */
    for(cnt=0;cnt<total;cnt++) {
      
        lastbid = Bid;
        lastask = Ask;
        
        OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
        
        /* Check if there are positions that were opened by this expert for this symbol */
        if( OrderType()<=OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber() == EXPERT_MAGIC ) { 

            /* handle long position */
            if(OrderType()==OP_BUY) {            
            
                /* close if condition met */
                if ( ClosePosition()==1 ) {
                    OrderClose(OrderTicket(),OrderLots(),Bid,3,EXPERT_COLOR);
                    return (0);
                }

                /* set BreakEven if set */
                if (BreakEven>0){
                    if(Bid-OrderOpenPrice()>Point*BreakEven) {
                        if(OrderStopLoss()<OrderOpenPrice()) {
                            OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+Point*1,OrderTakeProfit(),0,Gray);
                        }
                    }
                }

                /* update trailing stop */

                if(TrailingStop>0) {
                    
                    if(Bid-OrderOpenPrice()>Point*(TrailingStop)) {
                        if(OrderStopLoss()<Bid-Point*TrailingStop) {
                            OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Gray);
                            return(0);
                        }
                    }
               
                }
            } else {
            
            /* handle short position */

                /* close if condition met */            
                if (ClosePosition()==-1) {
                    OrderClose( OrderTicket(),OrderLots(),Ask,3,EXPERT_COLOR );
                    return (0);
                }

                /* set BreakEven if set */
                if (BreakEven>0){
                    
                    if(OrderOpenPrice()-Ask>Point*BreakEven) {
                        if(OrderStopLoss()>OrderOpenPrice()) {
                            OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-Point*1,OrderTakeProfit(),0,Gray);
                        }
                    } 

                }
 
                /* update trailing stop */
                if(TrailingStop>0) {                 

                    if(OrderOpenPrice()-Ask>Point*(TrailingStop)) {
                        if(OrderStopLoss()>Ask+Point*TrailingStop) {
                            OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Gray);
                            return(0);
                        }
                    } 
                } 
            } 
        } 
    } 

   return(0);
}