MA-EA-Mark11

//+------------------------------------------------------------------+
//|                                                 MA-EA-Mark11.mq4 |
//|                                  Copyright(c) 2010 Masaru Sasaki |
//|                                                                  |
//+------------------------------------------------------------------+
//
// < MetaTrader4 FX(ŠO‘ˆ×‘֏؋’‹àŽæˆø)Ž©“®”„”ƒƒVƒXƒeƒ€EA >
// uƒ\[ƒXƒR[ƒhŒöŠJ——Rv
//  *ˆê”Ê“I‚ȌlƒgƒŒ[ƒ_[‚̈êl‚Æ‚µ‚āAƒvƒƒOƒ‰ƒ€‚É•sŠµ‚ê‚È•û‚Ö‚Ì
//   ŽQl‚Æ‚µ‚ÄŒöŠJ‚·‚鎖‚É‚µ‚Ü‚µ‚½B
//   Ž©•ª‚͍K‚¢‚É‚àƒvƒƒOƒ‰ƒ~ƒ“ƒO‚ðŽï–¡‚Æ‚µ‚Ä—ˆ‚½ƒTƒ“ƒf[ƒvƒƒOƒ‰ƒ}[
//   ‚Å‚ ‚鎖‚©‚çAƒVƒXƒeƒ€ƒvƒƒOƒ‰ƒ~ƒ“ƒO(EA)‚ª‚Å‚«‚Ü‚µ‚½B
//   ƒvƒƒOƒ‰ƒ~ƒ“ƒO‚͏K‚¤‚æ‚èAŠµ‚ê‚낾‚ÆŽv‚¢‚Ü‚·B
//
// u‹ÖŽ~Ž–€v
//  *‚±‚̃vƒƒOƒ‰ƒ€ƒ\[ƒXƒR[ƒh‚ð‚»‚Ì‚Ü‚Ü—¬—p‚µ‚½ƒ\ƒtƒg‚̔̔„“™‚ð
//   ˆêØ‹ÖŽ~’v‚µ‚Ü‚·B
// 
// u–Ɛӎ–€v
//  *‚±‚̃vƒƒOƒ‰ƒ€‚ÉŠî‚­sˆ×‚ÌŒ‹‰Ê”­¶‚µ‚½áŠQA‘¹Ž¸‚Ȃǂɂ‚¢‚Ä
//    ’˜ìŽÒ‚͈êØ‚̐ӔC‚𕉂¢‚Ü‚¹‚ñB
//
// uà–¾v
//  *ƒ‚ƒƒ“ƒ^ƒ€Žw•W‚ÆPivotŽw•W‚ð‘g‡‚킹‚½
//   ƒVƒXƒeƒ€‚Å‚·B
//
// ŽQl‘ÐFFXƒƒ^ƒgƒŒ[ƒ_[“ü–å (PanRolling)
//           FXƒƒ^ƒgƒŒ[ƒ_[ŽÀ‘HƒvƒƒOƒ‰ƒ~ƒ“ƒO (PanRolling)
//           ”„”ƒƒVƒXƒeƒ€“ü–å (PanRolling)
//           Ÿ—˜‚Ì”„”ƒƒVƒXƒeƒ€ with TradeStation (PanRolling)
//           ‚¿‚á‚ñ‚Ɩׂ¯‚½‚¢l‚ÌŠ”‰¿ƒ`ƒƒ[ƒg•ªÍ‘å‘S  (Ž©—R‘–¯ŽÐ)
//           ‚±‚±‚Ü‚ÅŽg‚¦‚郍[ƒ\ƒN‘«ƒ`ƒƒ[ƒg (“ú–{ŒoÏV•·ŽÐ)
//
#property copyright "Copyright(c) 2010 Masaru Sasaki"
#property link      "youtarou.blogzine.jp"
#include <stderror.mqh>

// ƒ}ƒWƒbƒNƒiƒ“ƒo[
#define MAGIC 20100913

// ƒXƒgƒbƒvƒƒXƒ^ƒCƒv
#define STOPLOSPIPS 1
#define STOPLOSRATE 2

// ƒXƒgƒbƒvƒƒX‚ðpips•‚É‚·‚é‚©‰¿Ši‚ɑ΂·‚éƒp[ƒZƒ“ƒe[ƒW‚·‚é‚©‚ð‘I‘ð
extern int STOPLosType = STOPLOSPIPS;    // 0=pips•  1=ƒŒ[ƒg•                       
extern int STOPpips = 50;     // ƒXƒgƒbƒvƒƒXpips•
extern double STOPrate = 0.01; // ƒXƒgƒbƒvƒƒXƒŒ[ƒg• 0.01=1“

// —˜H‚¢’l (Pips)
extern int TAKEProfit = 200;

// —˜H‚¢’l‚̃Iƒ“ƒIƒtÝ’è •W€ƒIƒ“
extern bool TAKEProfitFlag = true;

// ƒgƒŒ[ƒhŽžŠÔ‘ѐݒè
extern string STime = "22:00";  // ŠJŽnŽž
extern string ETime = "5:00";   // I—¹Žž
extern bool TradeTime = false;   // ƒgƒŒ[ƒhŽžŠÔ‘т̃Iƒ“ƒIƒt •W€‚̓Iƒt

// ƒŒƒoƒŒƒbƒW‚Ì‘I‘ð
extern double Leverage = 1.0; // 1.0 -> 1”{

// ƒ[ƒ‹ƒAƒ‰[ƒg’Ê’m‚Ì on/off
extern bool mail_flag = false;  // •W€Ý’è‚̓Iƒt

// Å¬ƒƒbƒg” ØŒ”‰ïŽÐ‚É‚æ‚èˆÙ‚È‚éB
extern double minlot  = 0.01;   // 1000’Ê‰Ý FOREX.COM Japan

// ƒ‚ƒƒ“ƒ^ƒ€ŠúŠÔ
extern int Mom_period = 20;

// ƒXƒŠƒbƒvƒx[ƒW
extern int Slippage = 3;      


// ƒfƒoƒbƒO on/off ƒtƒ‰ƒO
bool debug = false;

// ƒ|ƒWƒVƒ‡ƒ“ŒˆÏŠÖ” start‚ɂČďo‚µ‚ÄŽg—p
void ClosePositions()
{
   for( int i=0; i < OrdersTotal(); i++ ){
      if( OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == false )
         break;
      if( OrderMagicNumber() != MAGIC || OrderSymbol() != Symbol() )
         continue;
      // ƒI[ƒ_[ƒ^ƒCƒv‚̃`ƒFƒbƒN
      if( OrderType() == OP_BUY )   // ”ƒ‚¢
      {
         OrderClose( OrderTicket(), OrderLots(), Bid, Slippage, White);
         break;
      }
      if( OrderType() == OP_SELL )  // ”„‚è
      {
         OrderClose( OrderTicket(), OrderLots(), Ask, Slippage, White);
         break;
      }
   }

}

// ƒI[ƒ_[—L–³‚Ì”»’èŠÖ” start‚ɂČďo‚µ‚ÄŽg—p
int OrderPosition()
{
   int r_type = 0;
   
   for( int i=0; i < OrdersTotal(); i++ ){
      if( OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == false )
         break;
      if( OrderMagicNumber() != MAGIC || OrderSymbol() != Symbol() )
         continue;
      // ƒI[ƒ_[ƒ^ƒCƒv‚̃`ƒFƒbƒN
      if( OrderType() == OP_BUY || OrderType() == OP_SELL )
      {
         r_type = OrderType();
         break;
      }
   }
   return(r_type);
}

// ƒgƒŒ[ƒhŽžŠÔ‘уtƒBƒ‹ƒ^[ŠÖ”  start‚ɂČďo‚µ‚ÄŽg—p
bool SignalFilter()
{
   string Sdata = TimeToStr(TimeCurrent(), TIME_DATE);
   datetime s_time = StrToTime(Sdata + " " + STime);
   datetime e_time = StrToTime(Sdata + " " + ETime);
   
   bool r = false;
   if( s_time < e_time )
   {
      if( TimeCurrent() >= s_time && TimeCurrent() < e_time ) r = true;
      else r = false;
   }
   else
   {
      if( TimeCurrent() >= e_time && TimeCurrent() < s_time ) r = false;
      else r = true;
   }
   // ƒgƒŒ[ƒhŽžŠÔ‘уIƒt‚̏ꍇAí‚ɐ^
   if( TradeTime == false ) r = true;
   
   return(r);
}
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {

   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {

   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
   // ƒo[‚ÌŽn’l‚ŃgƒŒ[ƒh‰Â”\‚©ƒ`ƒFƒbƒN
   if( Volume[0] > 1 || IsTradeAllowed() == false )
      return(0);
   
   // Pivot‚ÌŒvŽZ‚ƃuƒŒƒCƒNƒAƒEƒg”»’è (ŽžŠÔ˜g‚Í“ú‘«‚ðŽg—p)
   int s = iBarShift(NULL, PERIOD_D1, Time[1]) + 1;
   double LH = iHigh(NULL, PERIOD_D1, s);
   double LL = iLow(NULL, PERIOD_D1, s);
   double LC = iClose(NULL, PERIOD_D1, s);
   double P = (LH + LL + LC)/3;
   double R1 = P + (P - LL);
   double S1 = P - (LH - P);
   double R2 = P + (LH - LL);
   double S2 = P - (LH - LL);
   double HBOP = LH + 2*(P - LL);
   double LBOP = LL - 2*(LH - P); 
   if( Close[2] <= HBOP && Close[1] > HBOP ) bool Pivot_Up = true;
   if( Close[2] >= LBOP && Close[1] < LBOP ) bool Pivot_Down = true;
   
   // ƒ‚ƒƒ“ƒ^ƒ€‚ÌŒvŽZ
   double Mom1 = iMomentum(NULL, 0, Mom_period, PRICE_CLOSE, 1);   
     
   // ƒXƒgƒbƒvƒƒXŒvŽZ—p
   double StopType = 0.0;
   
   // —˜H‚¢’lŒvŽZ—p
   double TakeProfit = 0.0;
   
   // ƒƒbƒg”‚ÌŒvŽZ
   double Lots = NormalizeDouble(AccountFreeMargin()*Leverage/100000,1);
   if( Lots < minlot ) Lots = minlot;
   
   // ƒI[ƒ_[ƒ^ƒCƒ€ƒAƒEƒgŽžŠÔ 12•bŠÔ
   int OrderWaitTime = 12;
   int startTime;
   
   // ”ƒ‚¢ƒVƒOƒiƒ‹
   // ðŒFƒ‚ƒƒ“ƒ^ƒ€’l‚ª100‚æ‚èã‚©‚ÂPivotŽw•W‚ŏ㔲‚¯
   //
   if( SignalFilter() == true )
   if( Mom1 > 100 )
   if( Pivot_Up == true )
   {
      if( OrderPosition() == OP_BUY  )  // ”ƒ‚¢ƒI[ƒ_[‚ª‚·‚Å‚É—L‚éê‡‚̓Lƒƒƒ“ƒZƒ‹‚·‚éBƒiƒ“ƒsƒ“‚µ‚È‚¢B
         return(0);
      ClosePositions();
      if( STOPLosType == STOPLOSPIPS ) StopType = Ask-STOPpips*Point;
      else
         StopType = Ask*(1-STOPrate);
      if( TAKEProfitFlag == true ) TakeProfit = Ask+TAKEProfit*Point;
      else
         TakeProfit = 0;
      
      // ’ʐMƒGƒ‰[‚ª‚ ‚Á‚½ê‡AƒI[ƒ_[‚ðŒJ‚è•Ô‚·B
      startTime = GetTickCount();
      while( true )
      {
         if( GetTickCount() - startTime > OrderWaitTime*1000)
         {
            Alert("OrderSend Time Out ERROR!! Check Experts Log!!");
            // ƒ[ƒ‹‘—M‰Â‚Å‚ ‚ê‚΁AƒGƒ‰[‚𑗐MB
            if( mail_flag == true )
               SendMail("MetaTrader 4 MAIL ƒAƒ‰[ƒg:", "OrderSend ”ƒ‚¢ƒ^ƒCƒ€ƒAƒEƒgƒGƒ‰[!!"+Symbol());
            return(false);
         }
         if( IsTradeAllowed() == true )
         {
            RefreshRates();
            if(OrderSend(Symbol(), OP_BUY, Lots, Ask, Slippage, StopType, TakeProfit, "", MAGIC, 0, Red) != -1)
               return(true);
            int buyerror = GetLastError();
            Print("OrderSend Error : ", buyerror);
         }
         Sleep(100);
      }
      // ƒ[ƒ‹ƒAƒ‰[ƒg’Ê’m
      if( mail_flag == true )
         SendMail("MetaTrader4 MAIL ƒAƒ‰[ƒg:", "”ƒ‚¢" + Symbol() + "at" + DoubleToStr(Ask, Digits));
      return(0);
   }
   
   // ”„‚èƒVƒOƒiƒ‹
   // ðŒFƒ‚ƒƒ“ƒ^ƒ€’l‚ª100‚æ‚艺‚©‚ÂPivotŽw•W‚ʼnº”²‚¯
   //
   if( SignalFilter() == true )
   if( Mom1 < 100 )
   if( Pivot_Down == true )
   {
      if( OrderPosition() == OP_SELL  )  // ”„‚èƒI[ƒ_[‚ª‚·‚Å‚É—L‚éê‡‚̓Lƒƒƒ“ƒZƒ‹‚·‚éBƒiƒ“ƒsƒ“‚µ‚È‚¢B
         return(0);
      ClosePositions();
      if( STOPLosType == STOPLOSPIPS ) StopType = Bid+STOPpips*Point;
      else
         StopType = Bid*(1+STOPrate);
      if( TAKEProfitFlag == true ) TakeProfit = Bid-TAKEProfit*Point;
      else
         TakeProfit = 0;
      // ’ʐMƒGƒ‰[‚ª‚ ‚Á‚½ê‡AƒI[ƒ_[‚ðŒJ‚è•Ô‚·B
      startTime = GetTickCount();
      while( true )
      {
         if( GetTickCount() - startTime > OrderWaitTime*1000)
         {
            Alert("OrderSend Time Out ERROR!! Check Experts Log!!");
            // ƒ[ƒ‹‘—M‰Â‚Å‚ ‚ê‚΁AƒGƒ‰[‚𑗐MB
            if( mail_flag == true )
               SendMail("MetaTrader 4 MAIL ƒAƒ‰[ƒg:", "OrderSend ”„‚èƒ^ƒCƒ€ƒAƒEƒgƒGƒ‰[!!"+Symbol());
            return(false);
         }
         if( IsTradeAllowed() == true )
         {
            RefreshRates();
            if(OrderSend(Symbol(), OP_SELL, Lots, Bid, Slippage, StopType, TakeProfit, "", MAGIC, 0, Blue) != -1)
               return(true);
            int sellerror = GetLastError();
            Print("OrderSend Error : ", sellerror);   
         }
         Sleep(100);
      }
      // ƒ[ƒ‹ƒAƒ‰[ƒg’Ê’m
      if( mail_flag == true )
         SendMail("MetaTrader4 MAIL ƒAƒ‰[ƒg:", "”„‚è" + Symbol() + "at" + DoubleToStr(Bid, Digits));
      return(0);
   }
   
   // Ý’莞ŠÔ‘тŃ|ƒWƒVƒ‡ƒ“‚ª—L‚éê‡‚ÌŽèŽd•‘‚¢ˆ—
   if( OrderPosition() == OP_BUY )
   {
      if( SignalFilter() == false ) ClosePositions();
   }
   else
   if( OrderPosition() == OP_SELL )
   {
      if( SignalFilter() == false ) ClosePositions();
   }
   
   // ƒfƒoƒbƒO•\Ž¦
   if( debug == true )
   {
      Print("I’l :", Close[1]);
      Print("ƒ‚ƒƒ“ƒ^ƒ€ :", Mom1);
      Print("ƒoƒ“ƒh‰º”²‚¯:", Pivot_Down);
      Print("ƒoƒ“ƒhã”²‚¯:", Pivot_Up);
   }
   
   return(0);
  }
//+------------------------------------------------------------------+