VSA┬®

//+------------------------------------------------------------------+
//|                                               VSA©FOREXflash.mq4 |
//+------------------------------------------------------------------+

#property copyright "Copyright © 2009, TradingSytemForex"
#property link "http://www.tradingsystemforex.com"

//+It has 4 states.
//+I believe that a price volume bar can have one of 4 states.

//+1. It can have increasing spread and decreasing volume. This means that price is 
//moving without strong participation and can not be sustained. Due to the lack of participation, 
//the price is ripe for a reversal. This is displayed as a Magenta Diamond on that bar.

//+2. It can have increasing spread and increasing volume. This means there is wide 
//participation and price should continue in this direction. 
//+A red arrow shows the direction down when supply is overtaking demand.
//+A blue arrow shows direction up when demand is overtaking supply.

//+3. It can have decreasing spread and increasing volume, which means that the supply 
//and the demand are temporarily stalemated. This is a warning that the direction move 
//may be losing steam.This is shown by a yellow x on that bar.

//+4. It can have decreasing spread and decreasing volume. 
//This to me means that the bar has little participation from anyone and that the market 
//is dull or congested. I do not show any indicator for this, because it does not portend 
//any information other than dullness.

#define EAName "VSA©, FOREXflash"

extern string S2="---------------- Money Management";

extern double Lots=0.1;//|-----------------------lots size
extern bool RiskMM=false;//|---------------------risk management
extern double RiskPercent=1;//|------------------risk percentage


extern string S3="---------------- Order Management";

extern int StopLoss=0;//|------------------------stop loss
extern int TakeProfit=0;//|----------------------take profit
extern bool HideSL=false;//|---------------------hide stop loss
extern bool HideTP=false;//|---------------------hide take profit
extern int TrailingStop=0;//|--------------------trailing stop
extern int TrailingStep=0;//|--------------------trailing step
extern int BreakEven=0;//|-----------------------break even
extern int MaxOrders=1;//|---------------------maximum orders allowed
extern int Slippage=3;//|------------------------slippage
extern int Magic=2009;//|------------------------magic number


extern string S4="---------------- MA Filter";

extern bool MAFilter=true;//|-------------------moving average filter
extern int MAPeriod=5;//|-----------------------ma filter period
extern int MAMethod=0;//|------------------------ma filter method
extern int MAPrice=0;//|-------------------------ma filter price



extern string S5="---------------- Time Filter";

extern bool TradeOnSunday=true;//|---------------time filter on sunday
extern bool MondayToThursdayTimeFilter=false;//|-time filter the week
extern int MondayToThursdayStartHour=0;//|-------start hour time filter the week
extern int MondayToThursdayEndHour=24;//|--------end hour time filter the week
extern bool FridayTimeFilter=false;//|-----------time filter on friday
extern int FridayStartHour=0;//|-----------------start hour time filter on friday
extern int FridayEndHour=21;//|------------------end hour time filter on friday


extern string S6="---------------- Extras";

extern bool Hedge=false;//|----------------------enter an opposite trade
extern int Expiration=240;//|--------------------expiration in minute for the reverse pending order
extern bool Comments=true;//|--------------------allow comments on chart


datetime PreviousBarTime1;
datetime PreviousBarTime2;
double R[],D[],S[],W[];
double maxEquity,minEquity,Balance=0.0;

//|---------initialization

int init()
{
      
if(Comments)Comment("\nLoading...");
  return(0);
}

//|---------deinitialization

int deinit()
{
  ObjectsDeleteAll(0,OBJ_LABEL);
  return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int VSA()
  {
   string VSACLOSE="false";
   string VSABUY="false";
   string VSASELL="false";
            
   double spd1,spd2,v1,v2;
   int limit;
   int counted_bars=IndicatorCounted();
//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;
   limit=50; //Bars-counted_bars;

   for(int i=limit; i>=0; i--)   
      {
         spd1 = High[i+1] - Low[i+1];
         spd2 = High[i+2] - Low[i+2];
         
         R[i]=0; D[i]=0; S[i]=0; W[i]=0;
         
         v1=iVolume(NULL,0,i+1);
         v2=iVolume(NULL,0,i+2);
   
         if ( spd1 > spd2 )
            {
               if ( v1 < v2 )
                  {
                     if ( High[i+1]-Close[i+1] < Close[i+1]-Low[i+1] )
                        {

                        Comment("SIGNAL: Reversal");VSACLOSE="true";


                        }   
                     if ( High[i+1]-Close[i+1] > Close[i+1]-Low[i+1] )
                        {

                        Comment("SIGNAL: Reversal");VSACLOSE="true";

                        }
                  }           
               if ( v1 > v2 )
                  {
                     if ( High[i+1]-Close[i+1] < Close[i+1]-Low[i+1] )
                        {

                        Comment("SIGNAL: Demand");VSABUY="true";
                          
                        }            
                     if ( High[i+1]-Close[i+1] > Close[i+1]-Low[i+1] )
                        {

                        Comment("SIGNAL: Supply");VSASELL="true";
                          
                        }   
                     }      
                   }
                        
               if ( spd1 < spd2 )
            
               if ( v1 > v2 )
               {
               Comment("SIGNAL: Warning");VSACLOSE="true";
        
      }  

      if(VSABUY=="true")   return(-1);
      if(VSASELL=="true")   return(1);
      if(VSACLOSE=="true")   return(2);  
      }

   return(0);

  }
//+------------------------------------------------------------------+
int start()
{
   VSA();
   CloseOrders();
//|---------trailing stop

   if(TrailingStop>0)MoveTrailingStop();

//|---------break even

   if(BreakEven>0)MoveBreakEven();
   

//|---------time filter

   if((TradeOnSunday==false&&DayOfWeek()==0)||(MondayToThursdayTimeFilter&&DayOfWeek()>=1&&DayOfWeek()<=4&&!(Hour()>=MondayToThursdayStartHour&&Hour()<=MondayToThursdayEndHour))||(FridayTimeFilter&&DayOfWeek()==5&&!(Hour()>=FridayStartHour&&Hour()<=FridayEndHour)))
   {
      return(0);
   }

//|---------risk management

   if(RiskMM)CalculateMM();



//|---------open orders

   double SL,TP,SLP,TPP,OPP;
   int Ticket,TicketH,TicketP,Expire=0;
   if(Expiration>0)Expire=TimeCurrent()+(Expiration*60)-5;
   
   if(OrdersTotal()<MaxOrders)
   {  
      if (VSA()==1 && iMomentum(Symbol(), 0,14,1, 0)>100&& NewBarBuy())
      {
         if(HideSL==false&&StopLoss>0){SL=Ask-StopLoss*Point;}else {SL=0;}
         if(SL>0&&SL>(Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point)){SL=Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point;}
         if(HideTP==false&&TakeProfit>0){TP=Ask+TakeProfit*Point;}else {TP=0;}
         
         Ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,EAName,Magic,0,Blue);


      }
      if (VSA()==-1 && iMomentum(Symbol(), 0,14,1, 0)<100&& NewBarSell())
      {
         if(HideSL==false&&StopLoss>0){SL=Bid+StopLoss*Point;}else {SL=0;}
         if(SL>0&&SL<(Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point)){SL=Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point;}
         if(HideTP==false&&TakeProfit>0){TP=Bid-TakeProfit*Point;}else {TP=0;}
         
         Ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,EAName,Magic,0,Red);


      }
   }

   

//|---------not enough money warning

   int err=0;
   if(Ticket<0)
   {
      if(GetLastError()==134)
      {
         err=1;
         Print("Not enough money!");
      }
      return (-1);
   }
   
   return(0);
}


//|---------close  orders

int CloseOrders()
{
int totalorders = OrdersTotal();
for(int i=totalorders-1;i>=0;i--)
{
OrderSelect(i, SELECT_BY_POS);
{
if (OrderType() == OP_BUY && VSA()==2) 
OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_BID), 5, CLR_NONE );
           
if (OrderType() == OP_SELL && VSA()==2) 
OrderClose( OrderTicket(), OrderLots(), MarketInfo(OrderSymbol(), MODE_ASK), 5, CLR_NONE );
}
}
return;
}

//|---------trailing stop

void MoveTrailingStop()
{
   int cnt,total=OrdersTotal();
   for(cnt=0;cnt<total;cnt++)
   {
      OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
      if(OrderType()<=OP_SELL&&OrderSymbol()==Symbol()&&OrderMagicNumber()==Magic)
      {
         if(OrderType()==OP_BUY)
         {
            if(TrailingStop>0)  
            {                 
               if((NormalizeDouble(OrderStopLoss(),Digits)<NormalizeDouble(Bid-Point*(TrailingStop+TrailingStep),Digits))||(OrderStopLoss()==0))
               {
                  OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(Bid-Point*TrailingStop,Digits),OrderTakeProfit(),0,Blue);
                  return(0);
               }
            }
         }
         else 
         {
            if(TrailingStop>0)  
            {                 
               if((NormalizeDouble(OrderStopLoss(),Digits)>(NormalizeDouble(Ask+Point*(TrailingStop+TrailingStep),Digits)))||(OrderStopLoss()==0))
               {
                  OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(Ask+Point*TrailingStop,Digits),OrderTakeProfit(),0,Red);
                  return(0);
               }
            }
         }
      }
   }
}

//|---------break even

void MoveBreakEven()
{
   int cnt,total=OrdersTotal();
   for(cnt=0;cnt<total;cnt++)
   {
      OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
      if(OrderType()<=OP_SELL&&OrderSymbol()==Symbol()&&OrderMagicNumber()==Magic)
      {
         if(OrderType()==OP_BUY)
         {
            if(BreakEven>0)
            {
               if(NormalizeDouble((Bid-OrderOpenPrice()),Digits)>BreakEven*Point)
               {
                  if(NormalizeDouble((OrderStopLoss()-OrderOpenPrice()),Digits)<0)
                  {
                     OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(OrderOpenPrice()+0*Point,Digits),OrderTakeProfit(),0,Blue);
                     return(0);
                  }
               }
            }
         }
         else
         {
            if(BreakEven>0)
            {
               if(NormalizeDouble((OrderOpenPrice()-Ask),Digits)>BreakEven*Point)
               {
                  if(NormalizeDouble((OrderOpenPrice()-OrderStopLoss()),Digits)<0)
                  {
                     OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(OrderOpenPrice()-0*Point,Digits),OrderTakeProfit(),0,Red);
                     return(0);
                  }
               }
            }
         }
      }
   }
}

//|---------allow one action per bar

bool NewBarBuy()
{
   if(PreviousBarTime1<Time[0])
   {
      PreviousBarTime1=Time[0];
      return(true);
   }
   return(false);
}

bool NewBarSell()
{
   if(PreviousBarTime2<Time[0])
   {
      PreviousBarTime2=Time[0];
      return(true);
   }
   return(false);
}

//|---------calculate money management

void CalculateMM()
{
   double MinLots=MarketInfo(Symbol(),MODE_MINLOT);
   double MaxLots=MarketInfo(Symbol(),MODE_MAXLOT);
   Lots=AccountFreeMargin()/100000*RiskPercent;
   Lots=MathMin(MaxLots,MathMax(MinLots,Lots));
   if(MinLots<0.1)Lots=NormalizeDouble(Lots,2);
   else
   {
     if(MinLots<1)Lots=NormalizeDouble(Lots,1);
     else Lots=NormalizeDouble(Lots,0);
   }
   if(Lots<MinLots)Lots=MinLots;
   if(Lots>MaxLots)Lots=MaxLots;
   return(0);
}