RSI_R2_AnyTimeFrame_Optimzable

Author: Bluto
Orders Execution
Checks for the total of open ordersIt can change open orders parameters, due to possible stepping strategyIt Closes Orders by itself It automatically opens orders when conditions are reached
Indicators Used
Moving average indicatorRelative strength indexParabolic Stop and Reverse system
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RSI_R2_AnyTimeFrame_Optimzable
//+------------------------------------------------------------------+
//|                               RSI_R2_AnyTimeFrame_Optimzable.mq4 |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//|                                                                  |
//|             RSI-R2.mq4 - Ver 1.0 @ 03/22/2007 by Bluto           |
//|                                                                  |
//+------------------------------------------------------------------+

#property copyright "Bluto"
#property link      "None"

// this version is fully Optimizable and will run on any time frame

extern double LotSize=1.00;
extern int    Slippage=3;
extern double StopLoss=0;
extern double TakeProfit=700;
extern double RiskPercent=2.0;
extern bool   UseMoneyMgmt=true;
extern int    MaTrend_Period = 200;
extern int    RSI_Period = 2;
extern int    BuyWhenRsiBelow = 65;
extern int    SellWhenRsiAbove = 35;
extern double RSI_Overbought_Value = 75.0; 
extern double RSI_Oversold_Value = 25.0;
extern double SarStep = 0.02;
extern double SarMax = 0.20;
int           MagicNumber=0;
int           ticket;
int           OpenBuyOrders=0;
int           OpenSellOrders=0;
int           BuyCount=0,SellCount=0;
int           i;
bool          Buy_Mode=false, Sell_Mode=false;
double        RSI_Day_1=0, RSI_Day_2=0, RSI_Day_3=0, SMA_Day3=0;
double        MM_MinLotSize=0;
double        MM_MaxLotSize=0;
double        MM_LotStep=0;
double        MM_Decimals=0;
double        MM_OrderLotSize=0;
int           MM_AcctLeverage=0;
int           MM_CurrencyLotSize=0;


int init()
{
   if (Symbol()=="AUDCADm" || Symbol()=="AUDCAD") {MagicNumber=200001;}
   if (Symbol()=="AUDJPYm" || Symbol()=="AUDJPY") {MagicNumber=200002;}
   if (Symbol()=="AUDNZDm" || Symbol()=="AUDNZD") {MagicNumber=200003;}
   if (Symbol()=="AUDUSDm" || Symbol()=="AUDUSD") {MagicNumber=200004;}
   if (Symbol()=="CHFJPYm" || Symbol()=="CHFJPY") {MagicNumber=200005;}
   if (Symbol()=="EURAUDm" || Symbol()=="EURAUD") {MagicNumber=200006;}
   if (Symbol()=="EURCADm" || Symbol()=="EURCAD") {MagicNumber=200007;}
   if (Symbol()=="EURCHFm" || Symbol()=="EURCHF") {MagicNumber=200008;}
   if (Symbol()=="EURGBPm" || Symbol()=="EURGBP") {MagicNumber=200009;}
   if (Symbol()=="EURJPYm" || Symbol()=="EURJPY") {MagicNumber=200010;}
   if (Symbol()=="EURUSDm" || Symbol()=="EURUSD") {MagicNumber=200011;}
   if (Symbol()=="GBPCHFm" || Symbol()=="GBPCHF") {MagicNumber=200012;}   
   if (Symbol()=="GBPJPYm" || Symbol()=="GBPJPY") {MagicNumber=200013;}
   if (Symbol()=="GBPUSDm" || Symbol()=="GBPUSD") {MagicNumber=200014;}
   if (Symbol()=="NZDJPYm" || Symbol()=="NZDJPY") {MagicNumber=200015;}
   if (Symbol()=="NZDUSDm" || Symbol()=="NZDUSD") {MagicNumber=200016;}
   if (Symbol()=="USDCHFm" || Symbol()=="USDCHF") {MagicNumber=200017;}
   if (Symbol()=="USDJPYm" || Symbol()=="USDJPY") {MagicNumber=200018;}
   if (Symbol()=="USDCADm" || Symbol()=="USDCAD") {MagicNumber=200019;}
   if (MagicNumber==0) {MagicNumber = 200999;}  
 
 return(0);
}

int deinit()
{
 return(0);
}

int start()
{ 
  
  if (Symbol() != Symbol()) return(0);
  
//----- Money Management & Lot Sizing Stuff.

  MM_AcctLeverage = AccountLeverage();
  MM_MinLotSize = MarketInfo(Symbol(),MODE_MINLOT);
  MM_MaxLotSize = MarketInfo(Symbol(),MODE_MAXLOT);
  MM_LotStep = MarketInfo(Symbol(),MODE_LOTSTEP);
  MM_CurrencyLotSize = MarketInfo(Symbol(),MODE_LOTSIZE);

  if(MM_LotStep == 0.01) {MM_Decimals = 2;}
  if(MM_LotStep == 0.1) {MM_Decimals = 1;}

  if (UseMoneyMgmt == true)
   {
    MM_OrderLotSize = AccountEquity() * (RiskPercent * 0.01) / (MM_CurrencyLotSize / MM_AcctLeverage);
    MM_OrderLotSize = StrToDouble(DoubleToStr(MM_OrderLotSize,MM_Decimals));
   }
    else
   {
    MM_OrderLotSize = LotSize;
   }

  if (MM_OrderLotSize < MM_MinLotSize) {MM_OrderLotSize = MM_MinLotSize;}
  if (MM_OrderLotSize > MM_MaxLotSize) {MM_OrderLotSize = MM_MaxLotSize;}
         

  SMA_Day3 = iMA(Symbol(),0,MaTrend_Period, 0, MODE_SMA, PRICE_CLOSE, 1);

  RSI_Day_1 = iRSI(Symbol(), 0, RSI_Period, PRICE_CLOSE, 3);
  RSI_Day_2 = iRSI(Symbol(), 0, RSI_Period, PRICE_CLOSE, 2);
  RSI_Day_3 = iRSI(Symbol(), 0, RSI_Period, PRICE_CLOSE, 1);
  
  if (RSI_Day_1 < BuyWhenRsiBelow && RSI_Day_2 < RSI_Day_1 && RSI_Day_3 < RSI_Day_2 && Close[1] > SMA_Day3) 
   {
    Buy_Mode=true;
   } else {
    Buy_Mode=false;
   } 
   
   if (RSI_Day_1 > SellWhenRsiAbove && RSI_Day_2 > RSI_Day_1 && RSI_Day_3 > RSI_Day_2 && Close[1] < SMA_Day3) 
   {
    Sell_Mode=true;
   } else {
    Sell_Mode=false;
   } 

  if (OpenBuyOrders == 1 && iRSI(Symbol(), 0, RSI_Period, PRICE_CLOSE, 1) > RSI_Overbought_Value)
   {
     CloseLongs(MagicNumber);
     OpenBuyOrders = 0;
     BuyCount=0;   
   }
   
   if (OpenSellOrders == 1 && iRSI(Symbol(), 0, RSI_Period, PRICE_CLOSE, 1) < RSI_Oversold_Value)
   {
     CloseShorts(MagicNumber);
     OpenSellOrders = 0;
     SellCount=0;   
   }
     
     
//----- Count number of existing open buy & sell orders; update trailing stops.
  
  OpenBuyOrders=0;
  OpenSellOrders=0; 
 

// Manage Paraolic SAR 

  for (i = 0; i <= OrdersTotal(); i++)
   {
    OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
    if ((OrderSymbol() == Symbol()) && (OrderMagicNumber() == MagicNumber))
     {
      if (OrderType() == OP_BUY)
       {
        OpenBuyOrders++;
        if ((iSAR(Symbol(),0,SarStep,SarMax,1) > OrderStopLoss())
            && (Bid > iSAR(Symbol(),0,SarStep,SarMax,1))
             && (OrderOpenPrice() < iSAR(Symbol(),0,SarStep,SarMax,1))
              && (iSAR(Symbol(),0,SarStep,SarMax,1) > iSAR(Symbol(),0,SarStep,SarMax,2)))
         {
          OrderModify(OrderTicket(),OrderOpenPrice(),iSAR(Symbol(),0,SarStep,SarMax,1),OrderTakeProfit(),0,Blue);
          Print("Order # ",OrderTicket()," updated at ",Hour(),":",Minute(),":",Seconds());
          return(0);
         }
       }
      if (OrderType() == OP_SELL)
       {
        OpenSellOrders++;
        if ((iSAR(Symbol(),0,SarStep,SarMax,1) < OrderStopLoss())
            && (Ask < iSAR(Symbol(),0,SarStep,SarMax,1))
             && (OrderOpenPrice() > iSAR(Symbol(),0,SarStep,SarMax,1))
              && (iSAR(Symbol(),0,SarStep,SarMax,1) < iSAR(Symbol(),0,SarStep,SarMax,2)))
         {
          OrderModify(OrderTicket(),OrderOpenPrice(),iSAR(Symbol(),0,SarStep,SarMax,1),OrderTakeProfit(),0,Blue);
          Print("Order # ",OrderTicket()," updated at ",Hour(),":",Minute(),":",Seconds());
          return(0);
         }
       }
     }
   }


//----- Generic order handler.
//----- If we have a new buy signal, close existing sell orders; if we have a new sell signal, close existing buy orders; reset order counters.
//----- Next, create new buy or sell order.
         
  if (Buy_Mode==true && BuyCount==0) 
   {
    if(OpenSellOrders > 0)
     {
      CloseShorts(MagicNumber);
      OpenSellOrders = 0; 
     }
    SellCount=0; 
    if(OpenBuyOrders == 0)
     {  
      ticket = OpenPendingOrder(OP_BUY,MM_OrderLotSize,Ask,Slippage,Bid,StopLoss,TakeProfit,"RSI-R2",MagicNumber,0,Lime);
      if(ticket<0)
       {
        Print("OrderSend failed with error #",GetLastError());
        return(0);
       }
      else
       {
        OpenBuyOrders++;
        BuyCount++;
       }    
     }
   }
   
  if (Sell_Mode==true && SellCount==0) 
   {
    if(OpenBuyOrders > 0)
     {
      CloseLongs(MagicNumber);
      OpenBuyOrders = 0;
     }
    BuyCount=0;  
    if (OpenSellOrders == 0) 
     {
      ticket = OpenPendingOrder(OP_SELL,MM_OrderLotSize,Bid,Slippage,Ask,StopLoss,TakeProfit,"RSI-R2",MagicNumber,0,HotPink);
      if(ticket<0)
       {
        Print("OrderSend failed with error #",GetLastError());
        return(0);
       }
      else
       {
        OpenSellOrders++;
        SellCount++;
       }    
     }
   }
   
  return(0);
}

//----- Order Processing Functions

void CloseLongs(int MagicNumber)
{
 int trade;
 for(trade=OrdersTotal()-1;trade>=0;trade--)
 {
  if(OrderSelect(trade,SELECT_BY_POS,MODE_TRADES)==false)
   continue;

  if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)
   continue;
   
  if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber)
  if(OrderType()==OP_BUY)
   OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Blue);
 }//for
}

void CloseShorts(int MagicNumber)
{
 int trade;
 for(trade=OrdersTotal()-1;trade>=0;trade--)
 {
  if(OrderSelect(trade,SELECT_BY_POS,MODE_TRADES)==false)
   continue;

  if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)
   continue;
   
  if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber)
  if(OrderType()==OP_SELL)
   OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
 }//for
}

int OpenPendingOrder(int pType,double pLots,double pLevel,int sp, double pr, int sl, int tp,string pComment,int pMagic,datetime pExpiration,color pColor)
{
  int ticket=0;
  int err=0;
  int c = 0;
  int NumberOfTries = 10;
  switch (pType)
  {
      case OP_BUY:
         for(c = 0 ; c < NumberOfTries ; c++)
         {  
            RefreshRates();
            ticket=OrderSend(Symbol(),OP_BUY,pLots,Ask,sp,StopLong(Bid,sl),TakeLong(Bid,tp),pComment,pMagic,pExpiration,pColor);
            if (ticket > 0) break;
            err=GetLastError();
            if(err==0)
            { 
               break;
            }
            else
            {
               if(err==4 || err==137 ||err==146 || err==136) //Busy errors
               {
                  Sleep(5000);
                  continue;
               }
               else //normal error
               {
                  Print("Error Code= ", err);
                  break;
               }  
            }
         } 
         break;
      case OP_SELL:
         for(c = 0 ; c < NumberOfTries ; c++)
         {
            RefreshRates();
            ticket=OrderSend(Symbol(),OP_SELL,pLots,Bid,sp,StopShort(Ask,sl),TakeShort(Ask,tp),pComment,pMagic,pExpiration,pColor);
            if (ticket > 0) break;
            err=GetLastError();
            if(err==0)
            { 
               break;
            }
            else
            {
               if(err==4 || err==137 ||err==146 || err==136) //Busy errors
               {
                  Sleep(5000);
                  continue;
               }
               else //normal error
               {
                  Print("Error Code= ", err);
                  break;
               }  
            }
         } 
         break;
  } 
  
  return(ticket);
}  

double StopLong(double price,int stop)
{
 if(stop==0)
  return(0);
 else
  return(price-(stop*Point));
}

double StopShort(double price,int stop)
{
 if(stop==0)
  return(0);
 else
  return(price+(stop*Point));
}

double TakeLong(double price,int take)
{
 if(take==0)
  return(0);
 else
  return(price+(take*Point));
}

double TakeShort(double price,int take)
{
 if(take==0)
  return(0);
 else
  return(price-(take*Point));
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