Rabbit-EA_v1

//+------------------------------------------------------------------+
//|                                                  TurtlesEA_v1.mq4|
//|                                             Done by investor_me. |
//|                                            investor.me@gmail.com |
//|                                                     and Aaragorn |
//|                   http://www.forex-tsd.com/members/aaragorn.html |                  
//+------------------------------------------------------------------+

/// Should be used on DAILY CHART based on original trading system's default

#property copyright "Original Turtles System - Based on Richard Dennis & Willliam Eckhardt Turtle Trading System (55 days)"
#property link      "Coded by investor_me. investor.me@gmail.com"
#property link "and Coded by Aaragorn @ utahbodyworker@sisna.com"

int days_spanned=55; //In System2: 55 days
int sl_period=20; //In System2: 20 days
extern int Take_Profit=100; //optional
extern int MaxLongTrades=4;
extern int MaxShortTrades=4;
extern double MaxLotsPerTrade=1;
double MinLotsPerTrade=0.1;
extern int MAGIC=1001;
extern double HH_LLAvePeriodEnt = 5;//48
extern double          InsideSlope = 0.0005;

double PDN, last_highest, last_lowest, last_long_price, last_short_price=0;
int last_day=-1, pending_long, pending_short;
bool N_needed=true;

int init()  { return (0); }

int deinit(){ return(0); }

double GetLotSize()
 {
    double lots=(0.01*AccountBalance()) / (N()*MarketInfo(Symbol(),MODE_TICKVALUE)/Point) ;
    lots=MathRound(lots*10)/10;
    if (lots*(1000*Ask)>AccountBalance()) { lots=AccountBalance()/(1000*Ask); lots=MathFloor(lots*10)/10; } 
    if (lots>MaxLotsPerTrade) lots=MaxLotsPerTrade;
    if (lots<MinLotsPerTrade) lots=MinLotsPerTrade;
    return (lots);
 }
 
double TR()
 { 
   return(MathMax(MathMax(iHigh(Symbol(),0,0)-iLow(Symbol(),0,0),iHigh(Symbol(),0,0)-iClose(Symbol(),0,1)),iClose(Symbol(),0,1)-iLow(Symbol(),0,0)));
 } 

double N()
 {
   double temp_N=1;
/*   if (DayOfWeek()==1 && N_needed)
    {   */
      if (PDN==0) 
       {
         for (int i=0; i<days_spanned; i++) PDN=MathMax(MathMax(iHigh(Symbol(),0,i)-iLow(Symbol(),0,i),iHigh(Symbol(),0,i)-iClose(Symbol(),0,i+1)),iClose(Symbol(),0,i+1)-iLow(Symbol(),0,i));
         PDN=(PDN/days_spanned);
       }

      temp_N=( (days_spanned-1)*PDN +TR() )/days_spanned;
      PDN=temp_N;
      if (DayOfWeek()==1) N_needed=false;
//      Print ("This monday's N value:",DoubleToStr(temp_N*10000,10));
      return (temp_N*10000);
//    }
   if (DayOfWeek()!=1) N_needed=true;     
   return (PDN*10000);
 } 


double TakeProfit(double tp,int type)
{ 
  if (type==1 && tp>7) return (Ask+0.6*N()*Point);
  if (type==2 && tp>7) return (Bid-0.6*N()*Point);
  
  return (0); 
}

double StopLoss(double type)
{ 
  if (type==1)//buy
   {
   return (Ask-2*(N())*Point); 
   }
  if (type==2)//sell
   {
   return (Bid+2*(N())*Point);
   }
  return (0); 
}

void ClosePending()
 { 
      for(int i=0;i<=OrdersTotal(); i++)  
      {
         OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if(OrderSymbol()==Symbol() && OrderComment()=="Turtles" && OrderMagicNumber()==MAGIC) 
           {
          if(OrderType()==OP_BUY) OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet);
          else if (OrderType()==OP_SELL) OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet);
        }
      }  
 }

double highest(int spanned_days)
 { 
   double highest_value=0;
//   if (DayOfWeek()==last_day && last_highest>0) return (last_highest);
   for (int i=0; i<spanned_days; i++) 
      if (iHigh(Symbol(),0,i)>highest_value) highest_value=iHigh(Symbol(),0,i);
   last_highest=highest_value;
   return (highest_value);
 }

double lowest(int spanned_days)
 { 
   double lowest_value=10000;
//   if (DayOfWeek()==last_day && last_lowest>0) return (last_lowest);
   for (int i=0; i<spanned_days; i++) 
      if (iLow(Symbol(),0,i)<lowest_value) lowest_value=iLow(Symbol(),0,i);
   last_lowest=lowest_value;
   return (lowest_value);
 }

void PendingOrders()  
  {
   pending_long=0; pending_short=0;
   for(int i=0;i<=OrdersTotal(); i++)  
      {
         OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if(OrderSymbol()==Symbol() && OrderComment()=="Turtles" && OrderMagicNumber()==MAGIC) 
            {   
              if (OrderType()==OP_BUY)
                {
                  pending_long++;
                  if (OrderOpenPrice()-iClose(Symbol(),1,1)>2*N()) ClosePending(); 
                  else if (iLow(Symbol(),1,0)<lowest(sl_period)) ClosePending(); 
                }     
              if (OrderType()==OP_SELL)
                {
                  pending_short++;
                  if (iClose(Symbol(),1,1)-OrderOpenPrice()>2*N()) ClosePending(); 
                  else if (iHigh(Symbol(),1,0)>highest(sl_period)) ClosePending(); 
                }  
            }
      }   
   }

void adjust_stops(int type)
 {   int ticket;
     for(int i=0;i<OrdersTotal(); i++)  
        {
         OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if(OrderSymbol()==Symbol() && OrderComment()=="Turtles" && OrderMagicNumber()==MAGIC) 
            {   
              if (OrderType()==OP_BUY && type==1)
                 ticket=OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss()+0.5*N(),OrderTakeProfit(),0,Green); 
              if (OrderType()==OP_SELL && type==2)
                 /* ObjectDelete("adjust");
                  ObjectCreate("adjust", OBJ_TEXT, 0, Time[30], High[0]+(20*Point));
                  ObjectSetText("adjust","modify to sl@=  "+DoubleToStr(OrderStopLoss()-0.5*N()/10000,4),48,"Arial",White); 
               */  ticket=OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(OrderStopLoss()-0.5*N()/10000,4),OrderTakeProfit(),0,Green); 
            }
        }    
     if(ticket<0) Print("OrderSend failed with error #",GetLastError());   
 }

void OpenOrder(int type) 
  {
  int ticket;
  double MAS=0;
    MAS= iMA(Symbol(), 0, HH_LLAvePeriodEnt, 0 , MODE_EMA, PRICE_CLOSE, 0) - 
      iMA(Symbol(), 0, HH_LLAvePeriodEnt, 0 , MODE_EMA, PRICE_CLOSE, 2); //{BlockBuy=false; BlockSell=true;}
        double MAS2=0;
    MAS2= iMA(Symbol(), 0, HH_LLAvePeriodEnt, 0 , MODE_EMA, PRICE_CLOSE, 2) - 
      iMA(Symbol(), 0, HH_LLAvePeriodEnt, 0 , MODE_EMA, PRICE_CLOSE, 4); //{BlockBuy=false; BlockSell=true;}
   ObjectDelete("MAS");
   ObjectCreate("MAS", OBJ_TEXT, 0, Time[20], High[0]+(30*Point));
   ObjectSetText("MAS","-0.0005>MA slope "+DoubleToStr(MAS,5),14,"Arial",White); 
   ObjectDelete("MAS2");
   ObjectCreate("MAS2", OBJ_TEXT, 0, Time[20], High[0]+(0*Point));
   ObjectSetText("MAS2","-0.0005>MA2 slope "+DoubleToStr(MAS2,5),14,"Arial",White);    
   if (type==1)
     { 
      double LLclearance=0;
      LLclearance = Low[Lowest(NULL,0,MODE_LOW,2,1)];
      
       if(Ask > LLclearance+(2*Point) || MAS<0.0003 || MAS2<0.0003)
       {
        return(0);
       }
 
      
       ticket=OrderSend(Symbol(),OP_BUY,GetLotSize(),Ask,2,StopLoss(1),TakeProfit(Take_Profit,1),"Turtles",MAGIC,0,Green); 
       if(ticket>0)
         {
         OrderSelect(ticket,SELECT_BY_TICKET);
         last_long_price=OrderOpenPrice();
        // last_short_price=0;
         }
     }//if type 1   
   else if (type==2)
     {
      double HHclearance=0;
      HHclearance = High[Highest(NULL,0,MODE_HIGH,2,1)];
       
       if(Bid < HHclearance-(2*Point) || MAS>-0.0005 || MAS2>-0.0005)
       {
        return(0);
       }
 
       ticket=OrderSend(Symbol(),OP_SELL,GetLotSize(),Bid,2,StopLoss(2),TakeProfit(Take_Profit,2),"Turtles",MAGIC,0,Red); 
       if(ticket>0)
         {
         OrderSelect(ticket,SELECT_BY_TICKET);   
         last_short_price=OrderOpenPrice();
  /* ObjectDelete("dodo");
   ObjectCreate("dodo", OBJ_TEXT, 0, Time[30], High[0]+(20*Point));
   ObjectSetText("dodo","ticket=  "+DoubleToStr(ticket,4),18,"Arial",White);
   ObjectDelete("dodo1");
   ObjectCreate("dodo1", OBJ_TEXT, 0, Time[30], High[0]+(0*Point));
   ObjectSetText("dodo1","last_short_price=  "+DoubleToStr(last_short_price,4),18,"Arial",White);  */       
         //last_long_price=0;
         }//if ticket>0   
     }//if type 2  
   if(ticket<0) Print("OrderSend failed with error #",GetLastError());   
  }

void do_orders()
 {
   PendingOrders();
   if (pending_long==0 && iHigh(Symbol(),1,0)>highest(days_spanned)) OpenOrder(1); //long
   if (pending_short==0 && iLow(Symbol(),1,0)<lowest(days_spanned))  OpenOrder(2); //short
   if (pending_long>0 && pending_long<MaxLongTrades && Ask-last_long_price>=0.5*N()) { OpenOrder(1); adjust_stops(1); }
   if (pending_short>0 && pending_short<MaxShortTrades && last_short_price-Bid>=0.5*N()/10000) 
   {
 /*  ObjectDelete("dood");
   ObjectCreate("dood", OBJ_TEXT, 0, Time[0], High[0]+(20*Point));
   ObjectSetText("dood","Modify and Add Shorts @:  "+DoubleToStr(Bid,4),18,"Arial",White); */
   OpenOrder(2); 
   adjust_stops(2); 
   }
 /*  ObjectDelete("doo");
   ObjectCreate("doo", OBJ_TEXT, 0, Time[0], High[0]+(20*Point));
   ObjectSetText("doo","last_short_price=  "+DoubleToStr(last_short_price,4),8,"Arial",White);
   ObjectDelete("doo1");
   ObjectCreate("doo1", OBJ_TEXT, 0, Time[0], High[0]+(10*Point));
   ObjectSetText("doo1","Bid=  "+DoubleToStr(Bid,4),8,"Arial",White);
   ObjectDelete("doo2");
   ObjectCreate("doo2", OBJ_TEXT, 0, Time[0], High[0]+(0*Point));
   ObjectSetText("doo2","last_short_price-Bid=  "+DoubleToStr(last_short_price-Bid,4),8,"Arial",White);   
   ObjectDelete("doo3");
   ObjectCreate("doo3", OBJ_TEXT, 0, Time[0], High[0]+(-10*Point));
   ObjectSetText("doo3","...is > 0.5*N()/10000=  "+DoubleToStr(0.5*N()/10000,4),8,"Arial",White);    
   ObjectDelete("doo4");
   ObjectCreate("doo4", OBJ_TEXT, 0, Time[0], High[0]+(-20*Point));
   ObjectSetText("doo4","pending_short=  "+pending_short,8,"Arial",White);    */
 }
 
void equitylock()
   {
     double lastmax=0,maxintrade =0;
     double lastmax1=0,maxintrade1 =0;
     
     for(int i=0;i<OrdersTotal(); i++)  
        {
         OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if(OrderSymbol()==Symbol() && OrderComment()=="Turtles" && OrderMagicNumber()==MAGIC) 
            {   
              if (OrderType()==OP_BUY)
                 {
                 if(Bid>OrderOpenPrice())
                  {
                  double maxp = Bid-OrderOpenPrice();
                  if(lastmax>maxp)
                     {
                     maxintrade = lastmax;
                     }
                     else
                     {
                     maxintrade = maxp;
                     }
                  lastmax = maxp;
                  }
                  if(maxp<=maxintrade-(0.8*maxintrade))
                     {
                     ClosePending();
                     }
                 }//buy
              if (OrderType()==OP_SELL)
                  {
                  if(Ask<OrderOpenPrice())
                   {
                  double maxp1 = OrderOpenPrice()-Ask; 
                  if(lastmax1>maxp1)
                     {
                     maxintrade1 = lastmax1;
                     }
                     else
                     {
                     maxintrade1 = maxp1;
                     }
                  lastmax1 = maxp1;
                  } 
                 }//sell
                 if(maxp1<=maxintrade1-(0.8*maxintrade1))
                     {
                     ObjectDelete("1eql");
                     ObjectCreate("1eql", OBJ_TEXT, 0, Time[10], Low[0]+(-5*Point));
                     ObjectSetText("1eql","EQL CLOSE Short",10,"Arial",Red);
                    // ClosePending();
                     } 
            }//select
       }//for 
       if(OrdersTotal()==0) 
       {
       ObjectDelete("1eql");
       maxintrade=0;
       maxp1=0;
       maxp=0;
       }
 /*  ObjectDelete("eql");
   ObjectCreate("eql", OBJ_TEXT, 0, Time[40], High[0]+(30*Point));
   ObjectSetText("eql","maxintrade1 "+DoubleToStr(maxintrade1,5),12,"Arial",Red);
   ObjectDelete("eql2");
   ObjectCreate("eql2", OBJ_TEXT, 0, Time[40], High[0]+(0*Point));
   ObjectSetText("eql2","maxp1  "+DoubleToStr(maxp1,5),12,"Arial",Red);  
   ObjectDelete("eql3");
   ObjectCreate("eql3", OBJ_TEXT, 0, Time[40], High[0]+(-30*Point));
   ObjectSetText("eql3","maxintrade1-(0.01*maxintrade1)  "+DoubleToStr(maxintrade1-(0.01*maxintrade1),5),12,"Arial",Red);*/
   }//equitylock
   
int start()
  {
   if(!IsTesting() && !IsDemo()) return (0);
    double MAS=0;
    MAS= iMA(Symbol(), 0, HH_LLAvePeriodEnt, 0 , MODE_EMA, PRICE_CLOSE, 0) - 
      iMA(Symbol(), 0, HH_LLAvePeriodEnt, 0 , MODE_EMA, PRICE_CLOSE, 2); //{BlockBuy=false; BlockSell=true;}
   // if(iMA(Symbol(), 0, HH_LLAvePeriodEnt, 0 , MODE_EMA, PRICE_CLOSE, 0) < 
    //  iMA(Symbol(), 0, HH_LLAvePeriodEnt, 0 , MODE_EMA, PRICE_CLOSE, 2))// {BlockBuy=true;  BlockSell=false;} 
   
   ObjectDelete("Cmmt10");
   ObjectCreate("Cmmt10", OBJ_TEXT, 0, Time[80], High[0]+(30*Point));
   ObjectSetText("Cmmt10","MA slope "+DoubleToStr(MAS,5),18,"Arial",White);   
  if(MAS < (-(InsideSlope)) || MAS > InsideSlope )
   {
   ObjectDelete("Cmmt10");
   ObjectCreate("Cmmt10", OBJ_TEXT, 0, Time[80], High[0]+(30*Point));
   ObjectSetText("Cmmt10","MA slope "+DoubleToStr(MAS,5),18,"Arial",Red);
   ObjectDelete("Cmmt10a");
   ObjectCreate("Cmmt10a", OBJ_TEXT, 0, Time[80], High[0]+(0*Point));
   ObjectSetText("Cmmt10a","SLOPE BLOCKED",18,"Arial",Red);  
   ObjectDelete("Cmmt10b");
   ObjectCreate("Cmmt10b", OBJ_TEXT, 0, Time[80], High[0]+(-30*Point));
   ObjectSetText("Cmmt10b","+ - "+DoubleToStr(InsideSlope,5),18,"Arial",Red); 
  /* ObjectDelete("Cmmt10c");
   ObjectCreate("Cmmt10c", OBJ_TEXT, 0, Time[20], High[0]+(30*Point));
   ObjectSetText("Cmmt10c","Trend Acceleration Range",12,"Arial",Yellow);*/
   if(MAS < (-(InsideSlope)))
      {
      OpenOrder(2);
      }
   if(MAS > InsideSlope)
      {
      //OpenOrder(1);
      }   
   }
   else
   {
   ObjectDelete("Cmmt10a");
   ObjectDelete("Cmmt10b");
   ObjectDelete("Cmmt10c");
   }
   do_orders();
   last_day=DayOfWeek();
   equitylock();
   return (0);
  }