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mpm-1_8
#property copyright "trevone"
#property link "http://www.mql4.com/users/trevone"
/*
* @desc: External variables declaration
*/
extern string TradeComment = "MPM";
extern int MAGIC = 677885;
extern int StartHour = 10;
extern int SignalStartHour = 0;
extern int SignalEndHour = 23;
extern string SignalSettings = "-----------------------------------------------------------------------------------------------";
extern int Signal = 0;
extern string MarginSettings = "-----------------------------------------------------------------------------------------------";
extern double MarginUsage = 0.1;
extern string TradeSettings = "-----------------------------------------------------------------------------------------------";
extern double ProfitPerLot = 300;
extern double BreakEvenPerLot = 1;
extern double InitiateLossPerLot = 600;
extern double LossPerLot = 150;
extern string TimeSettings = "-----------------------------------------------------------------------------------------------";
extern int RunTime = 28800;
extern int GraceTime = 3600;
extern string OtherSettings = "-----------------------------------------------------------------------------------------------";
extern double StopRatio = 0.05;
extern int ProgressiveCandles = 3;
extern double ProgressiveSize = 0.6;
extern double BreakSize = 2;
extern string IndicatorSettings = "-----------------------------------------------------------------------------------------------";
extern int ATRPeriod = 14;
extern double ReverseRatio = 5;
extern double InitiateReversePerLot = 400;
extern double ReverseProfitPerLot = 500;
/*
* @desc: Double variables declaration
*/
double spread, slippage, pipPoints, lotSize, eATRCur, stopLevel,
marginRequirement, highestAccountBalance, openLots, openBuyLots, openSellLots;
double BaseLotSize = 0.01;
double DynamicSlippage = 1;
double startTradingTime = 0;
double dailyMovement = 0;
/*
* @desc: Global interger variables declaration
*/
int r, digits, totalTrades, lastCloseTime;
int openType = -1;
int totalDailyTrades = 0;
int totalStops = 0;
int totalLongCandles = 0;
int totalShortCandles = 0;
int LotPrecision = 2;
int MaxDailyTrades = 1;
int totalTargets = 0;
int totalBreakeven = 0;
int totalRunners = 0;
int totalDailyRunners = 0;
int totalReverse = 0;
int totalLosers = 0;
int symbolHistory;
int totalHistory = 100;
int ATRShift = 0;
int ATRTimeFrame = 0;
int QueryHistory = 7;
/*
* @desc: Global boolean variables declaration
*/
bool longSignal = false;
bool shortSignal = false;
bool breakeven = false;
bool takeALoss = false;
/*
* @desc: Global string variables declaration
*/
string display = "";
string debug = "";
void init(){
/*
* @desc: Init some variables before start
*/
highestAccountBalance = AccountBalance();
setPipPoint();
}
void deinit(){
Print(
"totalTargets: ", totalTargets,
" totalRunners: ", totalRunners,
" totalDailyRunners: ", totalDailyRunners,
" totalBreakeven: ", totalBreakeven,
" totalLosers: ", totalLosers,
" totalReverse: ", totalReverse
);
}
void closeAll( string type = "none" ){
/*
* @desc: Closes all open positions
*/
for( int i = OrdersTotal() - 1; i >= 0; i-- ) {
if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
if( ( MAGIC > 0 && OrderMagicNumber() == MAGIC ) || OrderSymbol() == Symbol() ){
RefreshRates();
if( OrderType() == OP_BUY ){
r = OrderClose( OrderTicket(), OrderLots(), Bid, slippage );
if( !r ) Print( "914 Error in closeAll() OP_BUY. Error code=", GetLastError() );
else {
Print( "813 Closed OP_BUY in closeAll() from ", type );
if( type == "manageBreakeven()" ) totalBreakeven++;
else if( type == "manageLoss()" ) totalLosers++;
else if( type == "manageRunners()" ) totalDailyRunners++;
else if( type == "manageProfitTime()" ) totalTargets++;
}
} else if( OrderType() == OP_SELL ) {
r = OrderClose( OrderTicket(), OrderLots(), Ask, slippage );
if( !r ) Print( "904 Error in closeAll() OP_SELL. Error code=", GetLastError() );
else {
Print( "810 Closed OP_SELL in closeAll() from ", type );
if( type == "manageBreakeven()" ) totalBreakeven++;
else if( type == "manageLoss()" ) totalLosers++;
else if( type == "manageRunners()" ) totalDailyRunners++;
else if( type == "manageProfitTime()" ) totalTargets++;
}
}
}
}
}
void setPipPoint(){
/*
* @desc: Sets the pipPoints for the current Symbol
*/
digits = MarketInfo( Symbol(), MODE_DIGITS );
pipPoints = 0.01;
if( digits == 3 || digits == 2 ) pipPoints = 0.01;
else if( digits == 5 || digits == 4 ) pipPoints = 0.0001;
if( Symbol() == "XAUUSD" || Symbol() == "XAGUSD" || Symbol() == "XAUUSDMini" || Symbol() == "XAGUSDMini" )
stopLevel = MarketInfo( Symbol(), MODE_STOPLEVEL );
else stopLevel = MarketInfo( Symbol(), MODE_STOPLEVEL ) / 10;
}
double marginCalculate( string symbol, double volume ){
/*
* @desc: Returns the margin required to open 0.01 lots
*/
return ( MarketInfo( symbol, MODE_MARGINREQUIRED ) * volume ) ;
}
void lotSize(){
/*
* @desc: Calculates the lotSize based on account information
*/
spread = ( Ask - Bid ) / pipPoints;
slippage = NormalizeDouble( ( spread / pipPoints ) * DynamicSlippage, 1 );
marginRequirement = marginCalculate( Symbol(), BaseLotSize );
lotSize = NormalizeDouble( ( AccountFreeMargin() * MarginUsage / marginRequirement ) * BaseLotSize, LotPrecision );
if( LotPrecision == 2 && lotSize < 0.01 ) lotSize = 0.01;
else if( LotPrecision == 1 && lotSize < 0.1 ) lotSize = 0.1;
if( lotSize > 999 ) lotSize = 999;
if( AccountBalance() > highestAccountBalance ) highestAccountBalance = AccountBalance();
}
void preparePositions() {
/*
* @desc: Prepares all the trade information before the main logic
*/
totalTrades = 0;
startTradingTime = 999999999999;
openType = -1;
totalStops = 0;
openLots = 0;
openBuyLots = 0;
openSellLots = 0;
for( int i = 0; i < OrdersTotal(); i++ ) {
if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
if( OrderOpenTime() < startTradingTime ) startTradingTime = OrderOpenTime();
if( OrderType() == OP_BUY ) {
openType = OP_BUY;
openBuyLots = openBuyLots + OrderLots();
} else if( OrderType() == OP_SELL ) {
openType = OP_SELL;
openSellLots = openSellLots + OrderLots();
}
if( OrderStopLoss() != 0 ) totalStops++;
openLots = MathAbs( openBuyLots - openSellLots );
totalTrades++;
}
if( totalTrades == 0 ){
breakeven = false;
takeALoss = false;
}
if( takeALoss == false && AccountProfit() < openLots * -InitiateLossPerLot ){
takeALoss = true;
}
}
void manageRunners(){
if( Hour() == StartHour && Minute() == 0 ){
totalDailyTrades = 0;
if( AccountEquity() / AccountBalance() > 1 )
closeAll( "manageRunners()" );
}
}
void prepareIndicators(){
/*
* @desc: Creates the generic indicators for the signals
*/
HideTestIndicators( true );
eATRCur = iATR( NULL, ATRTimeFrame, ATRPeriod, ATRShift );
}
void prepareSignal(){
/*
* @desc: Generates a long or short signal
*/
longSignal = false;
shortSignal = false;
if( Signal == 0 ){
totalLongCandles = 0;
totalShortCandles = 0;
dailyMovement = ( iClose( NULL, PERIOD_D1, 0 ) - iOpen( NULL, PERIOD_D1, 0 ) ) / pipPoints;
for( int i = 1; i < ProgressiveCandles + 1; i++ ){
if( Open[i] < Close[i] && MathAbs( Open[i] - Close[i] ) < ( ProgressiveSize * eATRCur ) ){
totalLongCandles++;
}
if( Open[i] > Close[i] && MathAbs( Open[i] - Close[i] ) < ( ProgressiveSize * eATRCur ) ){
totalShortCandles++;
}
}
if( TimeCurrent() - startTradingTime > Period() * 60 ){
if( !breakeven && openType == OP_BUY && Close[1] < Open[1] && MathAbs( Open[1] - Close[1] ) > ( BreakSize * eATRCur ) ){
breakeven = true;
} else if( !breakeven && openType == OP_SELL && Close[1] > Open[1] && MathAbs( Open[1] - Close[1] ) > ( BreakSize * eATRCur ) ){
breakeven = true;
}
}
if( dailyMovement > 0 && totalLongCandles == ProgressiveCandles ){
longSignal = true;
shortSignal = false;
} else if( dailyMovement < 0 && totalShortCandles == ProgressiveCandles ){
longSignal = false;
shortSignal = true;
}
}
}
void openPosition(){
/*
* @desc: Opens a postion if there is a signal
*/
if( ( ( SignalStartHour < SignalEndHour && Hour() >= SignalStartHour && Hour() < SignalEndHour ) || ( SignalStartHour > SignalEndHour && ( ( Hour() <= SignalEndHour && Hour() >= 0 ) || ( Hour() <= 23 && Hour() >= SignalStartHour ) ) ) ) ){
if( totalTrades == 0 && totalDailyTrades < MaxDailyTrades && TimeCurrent() - lastCloseTime > GraceTime ){
if( longSignal ){
if( AccountFreeMarginCheck( Symbol(), OP_BUY, lotSize ) <= 0 || GetLastError() == 134 ) return;
r = OrderSend( Symbol(), OP_BUY, lotSize, Ask, slippage, 0, 0, TradeComment, MAGIC );
if( !r ) Print( "814 Error in openPosition() OP_BUY. Error code=", GetLastError() );
else Print( "843 Opened OP_BUY in openPosition() ", lotSize, " lots @ ", Ask );
} else if( shortSignal ){
if( AccountFreeMarginCheck( Symbol(), OP_SELL, lotSize ) <= 0 || GetLastError() == 134 ) return;
r = OrderSend( Symbol(), OP_SELL, lotSize, Bid, slippage, 0, 0, TradeComment, MAGIC );
if( !r ) Print( "811 Error in openPosition() OP_SELL. Error code=", GetLastError() );
else Print( "843 Opened OP_SELL in openPosition() ", lotSize, " lots @ ", Bid );
}
}
}
}
void display(){
/*
* @desc: Write information on the chart
*/
display = "";
display = StringConcatenate( display ,"leverage: ", AccountLeverage(), "\n" );
display = StringConcatenate( display ,"lotSize: ", lotSize, "\n" );
display = StringConcatenate( display ,"openLots: ", DoubleToStr( openLots, 2 ), "\n" );
display = StringConcatenate( display ,"highestAccountBalance: ", highestAccountBalance, "\n" );
if( GraceTime - ( TimeCurrent() - lastCloseTime ) > 0 )
display = StringConcatenate( display ,"GraceTime: ", GraceTime - ( TimeCurrent() - lastCloseTime ), "\n" );
Comment( display );
}
void manageProfitTime(){
double profit, stop, stopPrice;
/*
if( totalStops > 0 && openType == OP_BUY && Close[1] < Open[1] && MathAbs( Open[1] - Close[1] ) > ( BreakSize * eATRCur ) ){
closeAll( "manageProfitTime()" );
} else if( totalStops > 0 && openType == OP_SELL && Close[1] > Open[1] && MathAbs( Open[1] - Close[1] ) > ( BreakSize * eATRCur ) ){
closeAll( "manageProfitTime()" );
}
*/
if( AccountProfit() > openLots * ProfitPerLot ){
if( TimeCurrent() - startTradingTime > RunTime && totalStops == 0 ){
closeAll( "manageProfitTime()" );
totalDailyTrades++;
} else {
for( int i = 0; i < OrdersTotal(); i++ ) {
if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
if( OrderType() == OP_BUY ){
profit = MathAbs( OrderOpenPrice() - Bid );
stop = NormalizeDouble( profit * StopRatio, digits );
stopPrice = OrderOpenPrice() + stop;
if( OrderStopLoss() == 0 && Bid > stopPrice + ( stopLevel * pipPoints ) && stopPrice > OrderOpenPrice() && OrderStopLoss() != stopPrice ){
r = OrderModify( OrderTicket(), OrderOpenPrice(), stopPrice, 0, 0, 0 );
if( !r ) Print( "211 Error in manageProfitTime() OP_BUY. Error code=", GetLastError() );
else {
Print( "243 Modified OP_BUY in manageProfitTime()" );
totalRunners++;
}
}
} else if( OrderType() == OP_SELL ){
profit = MathAbs( OrderOpenPrice() - Ask );
stop = NormalizeDouble( profit * StopRatio, digits );
stopPrice = OrderOpenPrice() + stop;
if( OrderStopLoss() == 0 && Ask < stopPrice - ( stopLevel * pipPoints ) && stopPrice < OrderOpenPrice() && OrderStopLoss() != stopPrice ){
r = OrderModify( OrderTicket(), OrderOpenPrice(), stopPrice, 0, 0, 0 );
if( !r ) Print( "271 Error in manageProfitTime() OP_SELL. Error code=", GetLastError() );
else {
Print( "233 Modified OP_SELL in manageProfitTime()" );
totalRunners++;
}
}
}
}
}
}
}
void manageBreakeven(){
if( breakeven && AccountProfit() > openLots * BreakEvenPerLot && totalStops == 0 ){
closeAll( "manageBreakeven()" );
}
}
void manageLoss(){
if( takeALoss && AccountProfit() > openLots * -LossPerLot ) {
closeAll( "manageLoss()" );
}
}
void prepareHistory(){
symbolHistory = 0;
lastCloseTime = 0;
for( int iPos = OrdersHistoryTotal() - 1; iPos > ( OrdersHistoryTotal() - 1 ) - totalHistory; iPos-- ){
r = OrderSelect( iPos, SELECT_BY_POS, MODE_HISTORY );
double QueryHistoryDouble = ( double ) QueryHistory;
if( symbolHistory >= QueryHistoryDouble ) break;
if( ( MAGIC > 0 && OrderMagicNumber() == MAGIC ) || OrderSymbol() == Symbol() ){
if( OrderCloseTime() > lastCloseTime ) lastCloseTime = OrderCloseTime();
symbolHistory = symbolHistory + 1;
}
}
}
void openReverse(){
double reverseLots;
if( totalTrades == 1 && AccountProfit() < openLots * -InitiateReversePerLot ){
if( openType == OP_BUY ){
reverseLots = ReverseRatio * openBuyLots;
if( AccountFreeMarginCheck( Symbol(), OP_SELL, reverseLots ) <= 0 || GetLastError() == 134 ) {
Print( "133 Failed Reverse OP_SELL in openReverse() Lots: ", reverseLots, " AccountFreeMargin: ", AccountFreeMargin() );
return;
}
r = OrderSend( Symbol(), OP_SELL, reverseLots, Bid, slippage, 0, 0, TradeComment, MAGIC );
if( !r ) Print( "179 Error in OrderSend openReverse() OP_SELL. Error code=", GetLastError() );
else {
Print( "114 OrderSend OP_SELL in openReverse()" );
totalReverse++;
}
} else if( openType == OP_SELL ){
reverseLots = ReverseRatio * openSellLots;
if( AccountFreeMarginCheck( Symbol(), OP_BUY, reverseLots ) <= 0 || GetLastError() == 134 ) {
Print( "133 Failed Reverse OP_SELL in openReverse() Lots: ", reverseLots, " AccountFreeMargin: ", AccountFreeMargin() );
return;
}
r = OrderSend( Symbol(), OP_BUY, reverseLots, Ask, slippage, 0, 0, TradeComment, MAGIC );
if( !r ) Print( "161 Error in OrderSend openReverse() OP_BUY. Error code=", GetLastError() );
else {
Print( "117 OrderSend OP_BUY in openReverse()" );
totalReverse++;
}
}
}
}
void manageReverse(){
if( totalTrades == 2 && AccountProfit() > openLots * ReverseProfitPerLot ){
closeAll( "manageReverse()" );
}
}
void start(){
/*
* @desc: Main tick function calls all other functions in order
*/
debug = "";
lotSize();
preparePositions();
prepareHistory();
prepareIndicators();
prepareSignal();
openPosition();
openReverse();
manageReverse();
manageBreakeven();
manageLoss();
manageProfitTime();
manageRunners();
display();
}
// signals
// proctect single trade
// multiple reverse trades
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