newgrid_2009_11_15_floating_center_thorup_with_trenddetection_001

#property copyright "Expert for tests"

extern int MagicNumberBuy = 11;
extern int MagicNumberSell = 12;
extern int Keltner = 100;
extern int MovingAverage = 9;
extern int Timeperiod = 30;
extern string cmt = "FixedCenter = 0 gives dynamic grid";
extern double FixedCenter = 0;
extern double Lots = 0.1 ;
extern bool MM = true;
extern double Balancefactor = 10000;
extern bool microlots = false;
extern int max_trades = 100 ;
extern int grid_lines = 100 ;
extern double grid_separation = 0.001 ;
extern double TP_absolute = 0.0015 ;
extern double AccountEquityPercent = 100.001;
extern bool FIFO = true;
extern int LookBackDays = 90;
extern int slip = 3 ;
extern double pipvalue = 0.1;
   
int BarCount;
int Current;
bool TickCheck = False;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init() {
   return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit() {
   GlobalVariableDel("next_level_"+Symbol());
   GlobalVariableDel("test_next_level_"+Symbol());
   return(0);
}
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
   { 
   int Entertradebuy =0 ;
   int Entertradesell =0 ;
   double next_level_,test_next_level_,i ;
   double Ticket1, Ticket2,Closed1,Closed2,error;
   double pips_risked=0,money_risked=0;
   int iOrders=0;
   double lots=LotsOptimized();
   double RangeMid_center=RangeMid();
   double KeltnerHigh=iCustom(Symbol(),Timeperiod,"KeltnerChannel2",Keltner,Keltner,0,0), KeltnerLow=iCustom(Symbol(),Timeperiod,"KeltnerChannel2",Keltner,Keltner,1,0);
   double MAHigh=iMA(Symbol(),Timeperiod,MovingAverage,0,1,2,0),MALow=iMA(Symbol(),Timeperiod,MovingAverage,0,1,3,0);
   if(IsTesting()==true)
      {
      if(OrdersTotal()<max_trades)
         {
         for (i = 1; i<grid_lines; i++) 
            {
            if ((Ask <= (RangeMid_center - grid_separation*i)+0.0001 && Ask >= (RangeMid_center - grid_separation*i)-0.0001) && Bid > KeltnerLow && Ask < KeltnerHigh)
               {
               Entertradebuy=1 ;
               }
            if ((Bid <= (RangeMid_center + grid_separation*i)+0.0001 && Bid >= (RangeMid_center + grid_separation*i)-0.0001) && Ask < KeltnerHigh && Bid > KeltnerLow)
               {
               Entertradesell=1 ; 
               }
            }
         }
      iOrders = OrdersTotal()-1;
      for (i = iOrders; i>=0; i--)
         {
         OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if ((OrderOpenPrice() <= Ask+grid_separation-0.0002 && OrderOpenPrice() >= Ask-grid_separation+0.0002 && OrderMagicNumber()==MagicNumberBuy) || MALow < KeltnerLow)
            {
            Entertradebuy=0  ;
            }
          if((OrderOpenPrice() <= Bid+grid_separation-0.0002 && OrderOpenPrice() >= Bid-grid_separation+0.0002 && OrderMagicNumber()==MagicNumberSell) || MAHigh > KeltnerHigh)
            { 
            Entertradesell=0 ;
            }
         } 
      if(FIFO==false)
         {
         if(Entertradebuy==1)
            {
            Ticket1 = OrderSend(Symbol(), OP_BUY, lots, Ask, slip, 0, 0, "Buy(#" + MagicNumberBuy + ")", MagicNumberBuy, 0, DodgerBlue) ;
            }
         if(Entertradesell==1)
            {
            Ticket2 = OrderSend(Symbol(), OP_SELL, lots, Bid, slip, 0, 0, "Sell(#" + MagicNumberSell + ")", MagicNumberSell, 0, DeepPink) ;
            }
         for(i=0;i<OrdersTotal();i++)
            {
            OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
            if(OrderType()<=OP_SELL&&OrderTakeProfit()==0)
               {
               if(OrderType()==OP_BUY&&OrderMagicNumber()==MagicNumberBuy)
                  {
                  OrderModify(OrderTicket(),OrderOpenPrice(),0,OrderOpenPrice()+TP_absolute,0,CLR_NONE);
                  }
               else
                  {
                  if(OrderMagicNumber()==MagicNumberSell)  
                  OrderModify(OrderTicket(),OrderOpenPrice(),0,OrderOpenPrice()-TP_absolute,0,CLR_NONE);
                  }
               }
            }      
         for (i = 1; i<grid_lines; i++)
            {
            if(Ask - (RangeMid_center - grid_separation*i) < grid_separation)
            GlobalVariableSet("test_next_level_"+Symbol(), RangeMid_center - grid_separation*i) ;
            if(RangeMid_center + grid_separation*i - Bid < grid_separation)
            GlobalVariableSet("test_next_level_"+Symbol(), RangeMid_center + grid_separation*i) ;
            }
         test_next_level_=GlobalVariableGet("test_next_level_"+Symbol()) ;
         for (i = 1; i<grid_lines-1; i++)
            {
            pips_risked = pips_risked+(((RangeMid_center+grid_separation*grid_lines)-(RangeMid_center-grid_separation*(grid_lines-i))));
            money_risked = (pips_risked*100000*lots)/2 ;
            }
         if(OrdersTotal() < max_trades)
         Comment("I am trading a grid from ", RangeMid_center-grid_separation*grid_lines, " to ", RangeMid_center+grid_separation*grid_lines, "\n",
                 "closest grid line to enter trade is ", test_next_level_ , "\n", 
                 "distance between grid lines is ", grid_separation*10000, " pips", "\n",
                 "number of grid lines is ", grid_lines, "\n",
                 "maximum number of trades is ", max_trades, "\n",
                 "TP is ", TP_absolute, "\n",
                 "---------------------------------------------------",  "\n",
                 "You are risking a potential ", money_risked, "USD")  ;     
         if(OrdersTotal() >= max_trades)
         Comment("I am full, I have ", max_trades, " positions opened");
         return(0);
         }
      else
         {   
         if(Entertradebuy==1)
            {
            Ticket1 = OrderSend(Symbol(), OP_BUY, lots, Ask, slip, 0, 0, "Buy(#" + MagicNumberBuy + ")", MagicNumberBuy, 0, DodgerBlue) ;         
            }
         if(Entertradesell==1)
            {
            Ticket2 = OrderSend(Symbol(), OP_SELL, lots, Bid, slip, 0, 0, "Sell(#" + MagicNumberSell + ")", MagicNumberSell, 0, DeepPink) ;
            }
         for (i = 1; i<grid_lines; i++)
            {
            if(Ask - (RangeMid_center - grid_separation*i) < grid_separation)
            GlobalVariableSet("test_next_level_"+Symbol(), RangeMid_center - grid_separation*i) ;
            if(RangeMid_center + grid_separation*i - Bid < grid_separation)
            GlobalVariableSet("test_next_level_"+Symbol(), RangeMid_center + grid_separation*i) ;
            }
         test_next_level_=GlobalVariableGet("test_next_level_"+Symbol()) ;
         for (i = 1; i<grid_lines-1; i++)
            {
            pips_risked = pips_risked+(((RangeMid_center+grid_separation*grid_lines)-(RangeMid_center-grid_separation*(grid_lines-i))));
            money_risked = (pips_risked*100000*lots)/2 ;
            }
         if(OrdersTotal() < max_trades)
         Comment("I am trading a grid from ", RangeMid_center-grid_separation*grid_lines, " to ", RangeMid_center+grid_separation*grid_lines, "\n",
                 "closest grid line to enter trade is ", test_next_level_ , "\n", 
                 "distance between grid lines is ", grid_separation*10000, " pips", "\n",
                 "number of grid lines is ", grid_lines, "\n",
                 "maximum number of trades is ", max_trades, "\n",
                 "AccountEquityPercent is ", AccountEquity()/AccountBalance()*100, "\n",
                 "---------------------------------------------------",  "\n",
                 "You are risking a potential ", money_risked, "USD")  ;     
         if(OrdersTotal() >= max_trades)
         Comment("I am full, I have ", max_trades, " positions opened", "\n",
                 "AccountEquityPercent is ", AccountEquity()/AccountBalance()*100);
         if(AccountEquity()/AccountBalance()*100>=AccountEquityPercent)
            {
            for(i=0;i<OrdersTotal();i++)
               {
               OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
               if(OrderType() <= OP_SELL)
                  {
                  if(OrderType() == OP_BUY)
                     {
                     Closed1=OrderClose(OrderTicket(),OrderLots(),Bid,slip,Yellow);
                     if(Closed1==false)
                        {
                        error=GetLastError();
                        Print("Error = " + error);
                        }
                     }
                  else
                     {
                     if(OrderType() == OP_SELL)
                        {
                        Closed2=OrderClose(OrderTicket(),OrderLots(),Ask,slip,Yellow);
                        if(Closed2==false)
                           {
                           error=GetLastError();
                           Print("Error = " + error);
                           }
                        }
                     }
                  }   
               RefreshRates();
               i--;
               }
            }
         return(0);
         }
      }
   else
      {   
      if(OrdersTotal()<max_trades)
         {
         for (i = 1; i<grid_lines; i++) 
            {
            if ((Ask <= (RangeMid_center - grid_separation*i)+0.0001 && Ask >= (RangeMid_center - grid_separation*i)-0.0001) && Bid > KeltnerLow && Ask < KeltnerHigh)
               {
               Entertradebuy=1 ;
               }
            if ((Bid <= (RangeMid_center + grid_separation*i)+0.0001 && Bid >= (RangeMid_center + grid_separation*i)-0.0001) && Ask < KeltnerHigh && Bid > KeltnerLow)
               {
               Entertradesell=1 ; 
               }
            }
         }
      iOrders = OrdersTotal()-1;
      for (i = iOrders; i>=0; i--)
         {
         OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if ((OrderOpenPrice() <= Ask+grid_separation-0.0002 && OrderOpenPrice() >= Ask-grid_separation+0.0002 && OrderMagicNumber()==MagicNumberBuy) || MALow < KeltnerLow)
            {
            Entertradebuy=0  ;
            }
          if((OrderOpenPrice() <= Bid+grid_separation-0.0002 && OrderOpenPrice() >= Bid-grid_separation+0.0002 && OrderMagicNumber()==MagicNumberSell) || MAHigh > KeltnerHigh)
            { 
            Entertradesell=0 ;
            }
         } 
      if(FIFO==false)
         {
         if(Entertradebuy==1)
            {
            Ticket1 = OrderSend(Symbol(), OP_BUY, lots, Ask, slip, 0, 0, "Buy(#" + MagicNumberBuy + ")", MagicNumberBuy, 0, DodgerBlue) ;
            }
         if(Entertradesell==1)
            {
            Ticket2 = OrderSend(Symbol(), OP_SELL, lots, Bid, slip, 0, 0, "Sell(#" + MagicNumberSell + ")", MagicNumberSell, 0, DeepPink) ;
            }
         for(i=0;i<OrdersTotal();i++)
            {
            OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
            if(OrderType()<=OP_SELL&&OrderTakeProfit()==0)
               {
               if(OrderType()==OP_BUY&&OrderMagicNumber()==MagicNumberBuy)
                  {
                  OrderModify(OrderTicket(),OrderOpenPrice(),0,OrderOpenPrice()+TP_absolute,0,CLR_NONE);
                  }
               else
                  {
                  if(OrderMagicNumber()==MagicNumberSell)   
                  OrderModify(OrderTicket(),OrderOpenPrice(),0,OrderOpenPrice()-TP_absolute,0,CLR_NONE);
                  }
               }
            }      
         for (i = 1; i<grid_lines; i++)
            {
            if(Ask - (RangeMid_center - grid_separation*i) < grid_separation)
            GlobalVariableSet("next_level_"+Symbol(), RangeMid_center - grid_separation*i) ;
            if(RangeMid_center + grid_separation*i - Bid < grid_separation)
            GlobalVariableSet("next_level_"+Symbol(), RangeMid_center + grid_separation*i) ;
            }
         next_level_=GlobalVariableGet("next_level_"+Symbol()) ;
         for (i = 1; i<grid_lines-1; i++)
            {
            pips_risked = pips_risked+(((RangeMid_center+grid_separation*grid_lines)-(RangeMid_center-grid_separation*(grid_lines-i))));
            money_risked = (pips_risked*100000*lots)/2 ;
            }
         if(OrdersTotal() < max_trades)
         Comment("I am trading a grid from ", RangeMid_center-grid_separation*grid_lines, " to ", RangeMid_center+grid_separation*grid_lines, "\n",
                 "closest grid line to enter trade is ", next_level_ , "\n", 
                 "distance between grid lines is ", grid_separation*10000, " pips", "\n",
                 "number of grid lines is ", grid_lines, "\n",
                 "maximum number of trades is ", max_trades, "\n",
                 "TP is ", TP_absolute, "\n",
                 "---------------------------------------------------",  "\n",
                 "You are risking a potential ", money_risked, "USD")  ;     
         if(OrdersTotal() >= max_trades)
         Comment("I am full, I have ", max_trades, " positions opened");
         return(0);
         }
      else
         {   
         if(Entertradebuy==1)
            {
            Ticket1 = OrderSend(Symbol(), OP_BUY, lots, Ask, slip, 0, 0, "Buy(#" + MagicNumberBuy + ")", MagicNumberBuy, 0, DodgerBlue) ;
            }
         if(Entertradesell==1)
            {
            Ticket2 = OrderSend(Symbol(), OP_SELL, lots, Bid, slip, 0, 0, "Sell(#" + MagicNumberSell + ")", MagicNumberSell, 0, DeepPink) ;
            }
         for (i = 1; i<grid_lines; i++)
            {
            if(Ask - (RangeMid_center - grid_separation*i) < grid_separation)
            GlobalVariableSet("next_level_"+Symbol(), RangeMid_center - grid_separation*i) ;
            if(RangeMid_center + grid_separation*i - Bid < grid_separation)
            GlobalVariableSet("next_level_"+Symbol(), RangeMid_center + grid_separation*i) ;
            }
         next_level_=GlobalVariableGet("next_level_"+Symbol()) ;
         for (i = 1; i<grid_lines-1; i++)
            {
            pips_risked = pips_risked+(((RangeMid_center+grid_separation*grid_lines)-(RangeMid_center-grid_separation*(grid_lines-i))));
            money_risked = (pips_risked*100000*lots)/2 ;
            }
         if(OrdersTotal() < max_trades)
         Comment("I am trading a grid from ", RangeMid_center-grid_separation*grid_lines, " to ", RangeMid_center+grid_separation*grid_lines, "\n",
                 "closest grid line to enter trade is ", next_level_ , "\n", 
                 "distance between grid lines is ", grid_separation*10000, " pips", "\n",
                 "number of grid lines is ", grid_lines, "\n",
                 "maximum number of trades is ", max_trades, "\n",
                 "AccountEquityPercent is ", AccountEquity()/AccountBalance()*100, "\n",
                 "---------------------------------------------------",  "\n",
                 "You are risking a potential ", money_risked, "USD")  ;     
         if(OrdersTotal() >= max_trades)
         Comment("I am full, I have ", max_trades, " positions opened", "\n",
                 "AccountEquityPercent is ", AccountEquity()/AccountBalance()*100);
         if(AccountEquity()/AccountBalance()*100>=AccountEquityPercent)
            {
            for(i=0;i<OrdersTotal();i++)
               {
               OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
               if(OrderType() == OP_BUY)
                  {
                  Closed1=OrderClose(OrderTicket(),OrderLots(),Bid,slip,Yellow);
                  if(Closed1==false)
                     {
                     error=GetLastError();
                     Print("Error = " + error);
                     }
                  }
               else
                  {
                  if(OrderType() == OP_SELL)
                     {
                     Closed2=OrderClose(OrderTicket(),OrderLots(),Ask,slip,Yellow);
                     if(Closed2==false)
                        {
                        error=GetLastError();
                        Print("Error = " + error);
                        }
                     }
                  }
               RefreshRates();
               i--;
               }
            }
         return(0);
         }
      }
   }   
double LotsOptimized()
   {
   double lot = Lots;
   if(MM==true)
      {
      if(microlots==true)
         {
         lot = NormalizeDouble(MathFloor(AccountBalance()/Balancefactor)*0.01-0.005,2);
         if(lot < 0.01) lot = 0.01;
         if(lot > MarketInfo(Symbol(),MODE_MAXLOT)) lot = MarketInfo(Symbol(),MODE_MAXLOT);
         return(lot);
         }
      else
         {    
         lot = NormalizeDouble(MathFloor(AccountBalance()/Balancefactor)*0.01-0.05, 1);
         if(lot < 0.1) lot = 0.1;
         if(lot > MarketInfo(Symbol(),MODE_MAXLOT)) lot = MarketInfo(Symbol(),MODE_MAXLOT);
         return(lot);
         }
      }
   else
      {
      lot=Lots;
      }
   return(lot);         
   }
double RangeMid()
   {
   if(FixedCenter == 0)
      {
      if(iBars(Symbol(),1440)<LookBackDays+1)
         {
         Print("Not enough Bars in D1");
         Sleep(86400000);
         return(0);
         }
      double rangemid = 0;
      double lowest = 100000;
      lowest = iLow(Symbol(), PERIOD_D1, 0);
      for (int i = 0; i <= LookBackDays; i++)
         {
         if (iLow(Symbol(), PERIOD_D1, i) < lowest) lowest = iLow(Symbol(), PERIOD_D1, i);
         }
      double highest = 0;
      highest = iHigh(Symbol(), PERIOD_D1, 0);
      for (i = 1; i <= LookBackDays; i++)
         {
         if (iHigh(Symbol(), PERIOD_D1, i) > highest) highest = iHigh(Symbol(), PERIOD_D1, i);
         }
      rangemid = (highest + lowest) / 2.0;
      rangemid = NormalizeDouble(rangemid, 2);
      return(rangemid);
      }
   else
      {
      rangemid = FixedCenter;
      return(rangemid);
      }   
   }   
   //+------------------------------------------------------------------+