5
Views
0
Downloads
0
Favorites
milleniumcode
//+------------------------------------------------------------------+
//| MilleniumCode.mq4 |
//| Tomas Hruby | Parbest.com |
//| http://tomashruby.com |
//+------------------------------------------------------------------+
#property copyright "Tomas Hruby | Parbest.com"
#property link "http://tomashruby.com"
#property version "1.1";
#property description "Millenium Code Expert Advisor is basic trading system developed by Tomas Hruby in cooperation with company Parbest - Trading Systems";
#property description "The strategy is based on a positional approach and opens only one trade per day";
#property description "This version is designed for public and does not contain all the features o riginal Millenium system which created a profit of +54% in summer 2014.";
#property description "Follow us on the web https://parbest.com and http://tomashruby.com.";
#property strict
/*MagicNumber - Everytime Use three numbers / OrderMagicNumber() = MagicNumber + DayOfYear()
Lots10K - money management, lot size is adjusted by ratio to 10K deposit; 0 = disabled [ONLY IN Market version]
TrailingSL, TrailingTP - Trailing Stop Loss and Take Profit [ONLY IN Market version]
CloseByCloseTime - close order the same day when CloseHour and CloseMinute is reached
Reopen - false = stop reopening today closed trades (only one trade per day); true = when trade reach TP os SL the EA will open trade again [ONLY IN Market version]
MaxAllowedSpread - max spread size for opening new orders; in points: 50 = 5pips (with 5 digits brokers)
ATR_Bars - using ATR period for SL,TP and Trailing SL and Trailing TP. 0 = disabled.
TradeDuration - Trade will be closed after a specified number of hours (etc 12, 24, 72,...)
EAtimeframe - Timeframe 0 = M1, 1 = M5,... 7 = W1, You can try all periods with step 1 from 0 to 7 when backtesting
FastMA, SlowMA - Periods of crossed Simple MA (filter)
HighLowBars - Finding High and Low X bars in history (filter)
FinishingMode - stop all new orders but still taking care of opened orders to their end
*/
extern string StrategyName="Millenium Code";
extern string CommentIdentification="Mill"; //Order Comment Word
extern int MagicNumber = 111; //EA Unique Magic Number
extern double Lots = 0.1; //Fixed Lot
extern double SL=1100; //Stop Loss
extern double TP = 400; //Take Profit
extern bool CloseByCloseTime=false; //Close Trade by Closing Time
extern bool ReverseSignal = true; //Switch Indicator Signal
extern int MaxAllowedSpread=40; //Maximal Accepted Spread
extern string TradingDays = "-- Days to open a new trades --";
extern bool Sunday = true;
extern bool Monday = true;
extern bool Tuesday = true;
extern bool Wednesday = true;
extern bool Thursday = true;
extern bool Friday = true;
extern int ATR_Bars = 0; //ATR Period (for SL, TP and Trailings)
extern int TradeDuration = 0; //Close Trade after X hours
extern string Indicator = "-- Indicators Variables --";
extern int EAtimeframe = 1; //EA Timeframe 1 to 7 (1=M5,7=W1)
extern int ShiftMA = 4; //MA Shift
extern int FastMA = 15;
extern int SlowMA = 14;
extern int HighLowBars = 10; //Bars sample for trend detection
extern int HourOpen = 16; //Starting hour (-1 = disabled)
extern int MinuteOpen = 5;
extern int HourClose=17; //Ending Hour (-1 = disabled)
extern int MinuteClose = 55;
extern int HourFridayClose= -1;
extern int MinuteFridayClose=0;
extern string OtherSettings;
extern bool PrintMessages = true;
extern bool ShowComments = true;
extern bool FinishingMode=false; //Finishing Mode - Ignore new trades
//Today handles
int Today,dirToday;
//Control variables
double LastSLUpdate,StopLossDistance,TakeProfitDistance;
int HistTradesCheck=10,//we need check last 10 trades for getting information about today realized trade
_OrdersTotalHandle=0,
first=0,//init handler
Timeframe;
bool Opennew;
//Orders
double _Ask,_Bid,StopLoss,TakeProfit,Price,Spread,_Lots;
int i,r,u,e;
//Messages
string Message,Comment1,Comment2,CommSL;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
Print("Start. Server time hour:"+string(Hour())+" min:"+string(Minute())+" day:"+string(DayOfWeek()));
if(IsOptimization())
{
ShowComments=false; //always false if we optimizing
}
if(IsTesting() && !IsVisualMode())
{
ShowComments=false; //always false if testing without visual mode
}
if(EAtimeframe==0)
{
Timeframe=PERIOD_M1;
}else if(EAtimeframe == 1){ Timeframe = PERIOD_M5;
}else if(EAtimeframe == 2){ Timeframe = PERIOD_M15;
}else if(EAtimeframe == 3){ Timeframe = PERIOD_M30;
}else if(EAtimeframe == 4){ Timeframe = PERIOD_H1;
}else if(EAtimeframe == 5){ Timeframe = PERIOD_H4;
}else if(EAtimeframe == 6){ Timeframe = PERIOD_D1;
}else{ Timeframe=PERIOD_W1;
}
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
if(IsTesting() || IsOptimization())
{
//continue
}else{
if(!IsExpertEnabled())
{
Print("Expert disabled by user.");
return(0);
}
}
int ticket,total;
Message= ""; Comment1 = ""; Comment2 = "";
Spread = MathAbs(Ask-Bid);
if(FinishingMode==true)
{
if(first==0) Print("--- TRADER "+StrategyName+" STARTED IN FINISHING MODE ("+CommentIdentification+") ---");
if(ShowComments) Message=StringConcatenate("TRADER ",StrategyName," v",CommentIdentification," Magic ",MagicNumber,", FINISHING MODE\n");
}else{
if(first==0) Print("--- TRADER "+StrategyName+" ("+CommentIdentification+") STARTED ---");
if(ShowComments) Message=StringConcatenate("TRADER ",StrategyName," ",CommentIdentification," Magic ",MagicNumber,"\n");
}
if(FinishingMode==true)
{
Opennew=false; //stop opening new trades when FinishingMode enabled
}else{
Opennew=true;
}
total=OrdersTotal();
if(total>0)
{
for(r=0;r<OrdersTotal();r++) //check actual opened orders for actions: Modifying SL, Closing actual or continue to open new trade
{
if(OrderSelect(r,SELECT_BY_POS,MODE_TRADES)==true)
{
if(MagicNumber==OrderMagicNumber())
{ //is it order of this EA?
if(TradeDuration>0 || (HourClose>-1 && CloseByCloseTime)){ CloseByTime(); } //...or we close this order if it duration is reached (only if Lenght of trade is set)
if(OrderOpenTime()>=StrToTime(StringConcatenate(Year(),".",Month(),".",Day()," 00:00")))
{
Opennew=false; //...we stop opening today trade
}
}
}
}
}
if((AccountFreeMargin()-AccountCredit()>100))
{
if(AllowedDay(DayOfWeek())==false)
{
Comment("Today is not allowed for trading");
return(0);
}else{
double Atr=0;
dirToday=-1;
if(Opennew==true)
{
//check indicators values only if is open time for buy or sell and get weights (processing time is smarter)
if(OpenByTime()==1)
{
//double SlowMAprice = iMA(Symb, Timeframe, SMA, 0, 0, PRICE_MEDIAN, 0);
double price=Ask -((Ask-Bid)/2);
int iH1 = iHighest(Symbol(),Timeframe,MODE_HIGH,HighLowBars,0);
int iL1 = iLowest(Symbol(),Timeframe,MODE_LOW,HighLowBars,0);
double pH1 = iHigh(Symbol(),Timeframe,iH1);
double pL1 = iLow(Symbol(),Timeframe,iL1);
double FastMAprice = iMA(Symbol(), Timeframe, FastMA, 0, 0, PRICE_CLOSE, 0);
double yFastMAprice = iMA(Symbol(), Timeframe, FastMA, 0, 0, PRICE_CLOSE, ShiftMA);
double SlowMAprice = iMA(Symbol(), Timeframe, SlowMA, 0, 0, PRICE_CLOSE, 0);
double ySlowMAprice = iMA(Symbol(), Timeframe, SlowMA, 0, 0, PRICE_CLOSE, ShiftMA);
if(yFastMAprice<ySlowMAprice && FastMAprice>SlowMAprice
&& Ask>SlowMAprice && Ask>FastMAprice
&& pL1<SlowMAprice && pL1<FastMAprice)
{
if(ReverseSignal)
{
dirToday=OP_SELL;
}else{
dirToday=OP_BUY;
}
}
//opposite
if(yFastMAprice>ySlowMAprice && FastMAprice<SlowMAprice
&& Bid<SlowMAprice && Bid<FastMAprice
&& pH1>SlowMAprice && pH1>FastMAprice)
{
if(ReverseSignal)
{
dirToday=OP_BUY;
}else{
dirToday=OP_SELL;
}
}
if(dirToday==-1)
{
Opennew=false;
}
}else{ //OpenByTime = 0
Opennew=false;
}
}
if(Spread>MaxAllowedSpread)
{
Opennew=false;
Comment2=StringConcatenate("Spread is bigger than ",DBS(Spread/Point,0));
}
if(ShowComments)
{
Comment1 = StringConcatenate("Today: ",Symbol()," ",CmdPrint(dirToday),", ",HourOpen,":",MinuteOpen," to ",HourClose,":",MinuteClose,", Duration: ",TradeDuration);
Comment2 = "";
Message=StringConcatenate(Message,Comment1,"\n",Comment2,"\n",CommSL,"\n");
}
//right time for openning new Allowed trade?
if(OpenByTime()==1 && Opennew==true)
{
//Check history if open rule is still valid and Reopen is off (because if reopen is true EA will jump over this control)
if(OrdersHistoryTotal()>0)
{
if(OrdersHistoryTotal()<HistTradesCheck){ HistTradesCheck=OrdersHistoryTotal(); }//else HistTradesCheck = default 100
for(u=(OrdersHistoryTotal()-HistTradesCheck);u<OrdersHistoryTotal();u++)
{
if(OrderSelect(u,SELECT_BY_POS,MODE_HISTORY))
{
if(MagicNumber==OrderMagicNumber())
{
if(OrderOpenTime()>StrToTime(StringConcatenate(Year(),".",Month(),".",Day()," 00:01")))
{
Opennew=false;
} //Dont open new trade if magic of this day was found in history yet.
}
}//if select
}//eof for
}//eof trades in history
//All controls passed, lets go to open trade
if(Opennew==true)
{
RefreshRates();
string Comm="";
if(ATR_Bars>0)
{
Atr=iATR(Symbol(),Timeframe,ATR_Bars,0);
StopLossDistance = NormalizeDouble(SL*Atr,Digits);
TakeProfitDistance = NormalizeDouble(TP*Atr,Digits);
}else{
StopLossDistance = NormalizeDouble(SL*Point,Digits);
TakeProfitDistance = NormalizeDouble(TP*Point,Digits);
}
//resizing lots to actual size and check lots step
_Lots=LotsResize(Lots);
//Buy
if(dirToday==OP_BUY)
{
if(SL>0)
{
StopLoss=Bid-StopLossDistance;
}else{
StopLoss=0;
}
if(TP>0)
{
TakeProfit=Bid+TakeProfitDistance;
}else{
TakeProfit=0;
}
Comm=StringConcatenate(DBS(Atr/Point,0),";",DBS(Spread/Point,0),";",CommentIdentification,";",TradeDuration);
ticket=OrderSend(Symbol(),OP_BUY,_Lots,Ask,3,StopLoss,TakeProfit,Comm,MagicNumber,0,clrGreenYellow);
if(ticket>0)
{
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
PrintM("Opened BUY. Direction: "+CmdPrint(dirToday)+", SL distance: "+DBS(StopLossDistance,2)+"="+DBS(SL,2)+" of Atr "+DBS(Atr,Digits)+". Day: "+string(Today)+", DayOfWeek: "+string(DayOfWeek()));
}
}
}else{
PrintM("Error opening BUY order : "+string(GetLastError())+" "+Symbol()+" "+DBS(_Lots,2));
return(0);
}
//Sell
}else if(dirToday==OP_SELL){
if(SL>0)
{
StopLoss=Ask+StopLossDistance;
}else{
StopLoss=0;
}
if(TP>0)
{
TakeProfit=Ask-TakeProfitDistance;
}else{
TakeProfit=0;
}
Comm=StringConcatenate(DBS(Atr/Point,0),";",DBS(Spread/Point,0),";",CommentIdentification,";",TradeDuration);
ticket=OrderSend(Symbol(),OP_SELL,_Lots,Bid,3,StopLoss,TakeProfit,Comm,MagicNumber,0,clrHotPink);
if(ticket>0)
{
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
PrintM("Opened SELL. Direction: "+CmdPrint(dirToday)+", SL distance: "+DBS(StopLossDistance,2)+"="+DBS(SL,2)+" of Atr "+DBS(Atr,Digits)+". Day: "+string(Today)+", DayOfWeek: "+string(DayOfWeek()));
}
}
}else{
PrintM("Error opening SELL order : "+string(GetLastError())+" "+Symbol()+" "+DBS(_Lots,2));
return(0);
}
}//eof direction
PrintM("No Direction. No trade today!");
}//eof open new
}//eof open allowed direction and by allowed time
if(ShowComments)
{
Comment(Message);
}
first=1;
return(0);
}//eof Allowed day
}else{
Print("Low margin "+DBS(AccountFreeMargin(),2));
} //eof free margin
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int deinit()
{
if(IsOptimization() || IsTesting())
{
Print("--END OF TESTING --");
}else{
Print("-- END --");
}
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int OpenByTime()
{
bool HolidayStop=false;
if((HourOpen)==-1)
{
return(1); //open everytime
}else{
//Christmas & New Year
if((Month()==12 && Day()==24) || (Month()==12 && Day()==31))
{
HolidayStop=true;
}
//Open is possible only if actual hour is the same as from Timezone
if(Hour()>=HourOpen && Minute()>=MinuteOpen && HolidayStop==false)
{
if((Hour())==HourOpen)
{
return(1);
}else if(Hour()==HourClose && Minute()>=MinuteClose){
return(0);
}else if(Hour()>HourClose){
return(0);
}else{
return(1);
}
}else{
return(0);
}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CloseByTime()
{
bool closeIt = false;
string closedBy = "";
//Close by Duration in hours
if(TradeDuration>0)
{
int durationMax=TradeDuration*3600; //minutes to the seconds
datetime durationOrd=TimeCurrent()-OrderOpenTime();
if(durationOrd>=durationMax)
{
closeIt=true;
closedBy=StringConcatenate("TradeDuration ",DBS((durationMax/3600),0)," hours. ");
}
}
//Close by Close Time
//Friday can be closed earlier so we can use special Close Hour
if(HourClose>-1 && CloseByCloseTime)
{
if(Hour()==HourClose)
{
if(Minute()>=MinuteClose)
{
closeIt=true;
closedBy=StringConcatenate("CloseByCloseTime: ",Hour(),":",Minute()," > ",HourClose,":",MinuteClose," ");
}
}else if(Hour()>HourClose){
closeIt=true;
closedBy=StringConcatenate("CloseByCloseTime: ",Hour()," > ",HourClose," ");
}
if(DayOfWeek()==5 && HourFridayClose>-1)
{
if(HourFridayClose>0 && CloseByCloseTime)
{
if(Hour()>=HourFridayClose && Minute()>=MinuteFridayClose)
{
closeIt = true;
closedBy= StringConcatenate("CloseByCloseTime: Friday");
}
}
}
}
if(closeIt==true)
{
if(OrderType()==OP_BUY)
{
if(OrderClose(OrderTicket(),OrderLots(),MarketInfo(Symbol(),MODE_BID),3,Red))
{
PrintM("Closed by "+closedBy+", Comment: "+OrderComment()+", magic: "+string(OrderMagicNumber())+", lots "+DBS(OrderLots(),2));
LastSLUpdate=0;
}
}else if(OrderType()==OP_SELL){
if(OrderClose(OrderTicket(),OrderLots(),MarketInfo(Symbol(),MODE_ASK),3,Red))
{
PrintM("Closed by "+closedBy+", Comment: "+OrderComment()+", magic: "+string(OrderMagicNumber())+", lots "+DBS(OrderLots(),2));
LastSLUpdate=0;
}
}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double LotsResize(double fLots)
{
double rLots=0;
if(MarketInfo(Symbol(),MODE_LOTSTEP)==0.10)
{
rLots = MathRound( rLots/MarketInfo(Symbol(),MODE_LOTSTEP) ) * MarketInfo(Symbol(),MODE_LOTSTEP);
rLots = NormalizeDouble(rLots,1);
}
if(rLots<MarketInfo(Symbol(),MODE_MINLOT))
{
rLots=MarketInfo(Symbol(),MODE_MINLOT);
}else if(rLots>MarketInfo(Symbol(),MODE_MAXLOT)){
rLots=MarketInfo(Symbol(),MODE_MAXLOT);
}
return (NormalizeDouble(rLots,2));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void PrintM(string fMessage)
{
if(PrintMessages==true)
{
Print(fMessage);
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
string DBS(double Num,int Nen)
{
return (DoubleToStr(Num,Nen));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
string CmdPrint(int Cmd)
{
if(Cmd==0)
{
return ("BUY");
}else if(Cmd==1){
return ("SELL");
}else{
return("x");
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool AllowedDay(int fDayOfWeek)
{
bool Allowed=true;
if(fDayOfWeek == 0 && Sunday == false) Allowed = false; //Sunday
if(fDayOfWeek == 1 && Monday == false) Allowed = false; //Monday
if(fDayOfWeek == 2 && Tuesday == false) Allowed = false;
if(fDayOfWeek == 3 && Wednesday == false) Allowed = false;
if(fDayOfWeek == 4 && Thursday == false) Allowed = false;
if(fDayOfWeek == 5 && Friday == false) Allowed = false;
//if(fDayOfWeek == 6 && Monday == false) Allowed = false; //Saturday
return(Allowed);
}
/*
int MakeMagic(int fToday){ //Magic = EEETDDD, E = EANumber, T = Day Of week, D = DayOf Year
string EANumber = "";
if(MagicNumber==0){
EANumber = 999;
}else{
EANumber = MagicNumber;
}
return( StrToInteger( StringConcatenate(EANumber,fToday,DayOfYear())));
}*/
//+------------------------------------------------------------------+
Comments