/*
+--------+
|2MA Divergence Trader
+--------+
*/
// variables declared here are GLOBAL in scope
#property copyright "Ron Thompson"
#property link "http://www.lightpatch.com/forex"
// user input
extern double Lots=0.1; // how many lots to trade at a time
extern int Slippage=2; // how many pips of slippage can you tolorate
extern int Fast_TimeFrame=0;
extern int Fast_Period=28;
extern int Fast_Price = PRICE_OPEN;
extern int Fast_Mode = MODE_SMA;
extern int Fast_Shift=0;
extern int Slow_TimeFrame=0;
extern int Slow_Period=73;
extern int Slow_Price = PRICE_OPEN;
extern int Slow_Mode = MODE_SMA;
extern int Slow_Shift=0;
extern double DVBuySell=0.002;
extern int MAXTrades=5; // number of trades to have open at once
extern double ProfitMade=100; // how much money do you expect to make
extern double LossLimit=72; // how much loss can you tolorate
extern int TrailStop=999; // trailing stop (999=no trailing stop)
extern int PLBreakEven=999; // set break even when this many pips are made (999=off)
extern int StartHour=0; // your local time to start making trades
extern int StopHour=24; // your local time to stop making trades
extern int BasketProfit=9999; // if equity reaches this level, close trades
extern int BasketLoss=9999; // if equity reaches this negative level, close trades
// naming and numbering
int MagicNumber = 200601182020; // allows multiple experts to trade on same account
string TradeComment = "2MA_DivergenceTrader_04_";
// Bar handling
datetime bartime=0; // used to determine when a bar has moved
int bartick=0; // number of times bars have moved
int objtick=0; // used to draw objects on the chart
int tickcount=0;
// Trade control
bool TradeAllowed=true; // used to manage trades
// Min/Max tracking
double maxOrders;
double maxEquity;
double minEquity;
double CECount;
double CEProc;
double CEBuy;
double CESell;
//+-------------+
//| Custom init |
//|-------------+
// Called ONCE when EA is added to chart or recompiled
int init()
{
int i;
string o;
//remove the old objects
for(i=0; i<Bars; i++)
{
o=DoubleToStr(i,0);
ObjectDelete("myx"+o);
ObjectDelete("myz"+o);
}
objtick=0;
Print("Init happened ",CurTime());
Comment(" ");
}
//+----------------+
//| Custom DE-init |
//+----------------+
// Called ONCE when EA is removed from chart
int deinit()
{
int i;
string o;
//remove the old objects
for(i=0; i<Bars; i++)
{
o=DoubleToStr(i,0);
ObjectDelete("myx"+o);
ObjectDelete("myz"+o);
}
objtick=0;
Print("MAX number of orders ",maxOrders);
Print("MAX equity ",maxEquity);
Print("MIN equity ",minEquity);
Print("Close Everything ",CECount);
Print("Close Proc ",CEProc);
Print("Proc Buy ",CEBuy);
Print("Proc Sell ",CESell);
Print("DE-Init happened ",CurTime());
Comment(" ");
}
//+-----------+
//| Main |
//+-----------+
// Called EACH TICK and each Bar[]
int start()
{
double p=Point();
double spread=Ask-Bid;
int cnt=0;
int gle=0;
int OrdersPerSymbol=0;
int OrdersBUY=0;
int OrdersSELL=0;
int iFileHandle;
// stoploss and takeprofit and close control
double SL=0;
double TP=0;
double CurrentProfit=0;
double CurrentBasket=0;
// direction control
bool BUYme=false;
bool SELLme=false;
// Trade stuff
double diverge;
// bar counting
if(bartime!=Time[0])
{
bartime=Time[0];
bartick++;
objtick++;
TradeAllowed=true;
Print("Bartick=",bartick);
}
OrdersPerSymbol=0;
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
{
OrdersPerSymbol++;
if(OrderType()==OP_BUY) {OrdersBUY++;}
if(OrderType()==OP_SELL){OrdersSELL++;}
}
}
if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol;
//+-----------------------------+
//| Insert your indicator here |
//| And set either BUYme or |
//| SELLme true to place orders |
//+-----------------------------+
diverge=divergence(0);
Comment("Current Divergence = ",diverge);
if( diverge>=DVBuySell ) BUYme=true;
if( diverge<=(DVBuySell*(-1)) ) SELLme=true;
//+------------+
//| End Insert |
//+------------+
//ENTRY LONG (buy, Ask)
if(OrdersPerSymbol<=MAXTrades && TradeAllowed && BUYme)
{
//Ask(buy, long)
if(LossLimit ==0) SL=0; else SL=Ask-((LossLimit+7)*Point() );
if(ProfitMade==0) TP=0; else TP=Ask+((ProfitMade+7)*Point() );
OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,TradeComment,MagicNumber,White);
gle=GetLastError();
if(gle==0)
{
Print("BUY Ask=",Ask," bartick=",bartick);
ObjectCreate("myx"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], High[0]+(5*p));
ObjectSetText("myx"+DoubleToStr(objtick,0),"B",15,"Arial",Red);
bartick=0;
TradeAllowed=false;
}
else
{
Print("-----ERROR----- BUY Ask=",Ask," error=",gle," bartick=",bartick);
}
}
//ENTRY SHORT (sell, Bid)
if(OrdersPerSymbol<=MAXTrades && TradeAllowed && SELLme )
{
//Bid (sell, short)
if(LossLimit ==0) SL=0; else SL=Bid+((LossLimit+7)*Point() );
if(ProfitMade==0) TP=0; else TP=Bid-((ProfitMade+7)*Point() );
OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red);
gle=GetLastError();
if(gle==0)
{
Print("SELL Bid=",Bid," bartick=",bartick);
ObjectCreate("myx"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], High[0]+(5*p));
ObjectSetText("myx"+DoubleToStr(objtick,0),"S",15,"Arial",Red);
bartick=0;
TradeAllowed=false;
}
else
{
Print("-----ERROR----- SELL Bid=",Bid," error=",gle," bartick=",bartick);
}
}
//Basket profit or loss
CurrentBasket=AccountEquity()-AccountBalance();
if(CurrentBasket>maxEquity) maxEquity=CurrentBasket;
if(CurrentBasket<minEquity) minEquity=CurrentBasket;
if( CurrentBasket>=BasketProfit || CurrentBasket<=(BasketLoss*(-1)) )
{
CloseEverything();
CECount++;
}
// CLOSE order if profit target made
for(cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber )
{
if(OrderType()==OP_BUY)
{
CurrentProfit=Bid-OrderOpenPrice() ;
// modify for break even
if (CurrentProfit >= PLBreakEven*p && OrderOpenPrice()>OrderStopLoss())
{
SL=OrderOpenPrice()+(spread*2);
TP=OrderTakeProfit();
OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White);
gle=GetLastError();
if(gle==0)
{
Print("MODIFY BREAKEVEN BUY Bid=",Bid," bartick=",bartick);
ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p));
ObjectSetText("myz"+DoubleToStr(objtick,0),"BE",15,"Arial",White);
}
else
{
Print("-----ERROR----- MODIFY BREAKEVEN BUY Bid=",Bid," error=",gle," bartick=",bartick);
}
}
// modify for trailing stop
if(CurrentProfit >= TrailStop*p )
{
SL=Bid-(TrailStop*p);
TP=OrderTakeProfit();
OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White);
gle=GetLastError();
if(gle==0)
{
Print ("MODIFY TRAILSTOP BUY StopLoss=",SL," bartick=",bartick,"OrderTicket=",OrderTicket()," CurrProfit=",CurrentProfit);
ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p));
ObjectSetText("myz"+DoubleToStr(objtick,0),"TS",15,"Arial",White);
}
else
{
Print("-----ERROR----- MODIFY TRAILSTOP BUY Bid=",Bid," error=",gle," bartick=",bartick);
}
}
// did we make our desired BUY profit
// or did we hit the BUY LossLimit
if(CurrentProfit>=(ProfitMade*p) || CurrentProfit<=((LossLimit*(-1))*p) )
{
OrderClose(OrderTicket(),Lots,Bid,Slippage,White);
gle=GetLastError();
if(gle==0)
{
Print("CLOSE BUY Bid=",Bid," bartick=",bartick);
ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p));
ObjectSetText("myz"+DoubleToStr(objtick,0),"C",15,"Arial",White);
}
else
{
Print("-----ERROR----- CLOSE BUY Bid=",Bid," error=",gle," bartick=",bartick);
}
}
} // if BUY
if(OrderType()==OP_SELL)
{
CurrentProfit=OrderOpenPrice()-Ask;
// modify for break even
if (CurrentProfit >= PLBreakEven*p && OrderOpenPrice()<OrderStopLoss())
{
SL=OrderOpenPrice()-(spread*2);
TP=OrderTakeProfit();
OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, Red);
gle=GetLastError();
if(gle==0)
{
Print("MODIFY BREAKEVEN SELL Ask=",Ask," bartick=",bartick);
ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p));
ObjectSetText("myz"+DoubleToStr(objtick,0),"BE",15,"Arial",Red);
}
else
{
Print("-----ERROR----- MODIFY BREAKEVEN SELL Ask=",Ask," error=",gle," bartick=",bartick);
}
}
// modify for trailing stop
if(CurrentProfit >= TrailStop*p)
{
SL=Ask+(TrailStop*p);
TP=OrderTakeProfit();
OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, Red);
gle=GetLastError();
if(gle==0)
{
Print ("MODIFY TRAILSTOP SELL StopLoss=",SL," bartick=",bartick,"OrderTicket=",OrderTicket()," CurrProfit=",CurrentProfit);
ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p));
ObjectSetText("myz"+DoubleToStr(objtick,0),"TS",15,"Arial",Red);
}
else
{
Print("-----ERROR----- MODIFY TRAILSTOP SELL Ask=",Ask," error=",gle," bartick=",bartick);
}
}
// did we make our desired SELL profit?
if( CurrentProfit>=(ProfitMade*p) || CurrentProfit<=((LossLimit*(-1))*p) )
{
OrderClose(OrderTicket(),Lots,Ask,Slippage,Red);
gle=GetLastError();
if(gle==0)
{
Print("CLOSE SELL Ask=",Ask," bartick=",bartick);
ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p));
ObjectSetText("myz"+DoubleToStr(objtick,0),"C",15,"Arial",Red);
}
else
{
Print("-----ERROR----- CLOSE SELL Ask=",Ask," error=",gle," bartick=",bartick);
}
}
} //if SELL
} // if(OrderSymbol)
} // for
} // start()
//+-----------------+
//| CloseEverything |
//+-----------------+
// Closes all OPEN and PENDING orders
int CloseEverything()
{
double myAsk;
double myBid;
int myTkt;
double myLot;
int myTyp;
int i;
bool result = false;
for(i=OrdersTotal();i>=0;i--)
{
OrderSelect(i, SELECT_BY_POS);
myAsk=MarketInfo(OrderSymbol(),MODE_ASK);
myBid=MarketInfo(OrderSymbol(),MODE_BID);
myTkt=OrderTicket();
myLot=OrderLots();
myTyp=OrderType();
switch( myTyp )
{
//Close opened long positions
case OP_BUY :result = OrderClose(myTkt, myLot, myBid, Slippage, Red);
CEBuy++;
break;
//Close opened short positions
case OP_SELL :result = OrderClose(myTkt, myLot, myAsk, Slippage, Red);
CESell++;
break;
//Close pending orders
case OP_BUYLIMIT :
case OP_BUYSTOP :
case OP_SELLLIMIT:
case OP_SELLSTOP :result = OrderDelete( OrderTicket() );
}
if(result == false)
{
Alert("Order " , myTkt , " failed to close. Error:" , GetLastError() );
Print("Order " , myTkt , " failed to close. Error:" , GetLastError() );
Sleep(3000);
}
Sleep(1000);
CEProc++;
} //for
} // closeeverything
double divergence(int mypos)
{
int i;
double maF1, maF2, maS1, maS2;
double dv1, dv2;
maF1=iMA(Symbol(),Fast_TimeFrame,Fast_Period,Fast_Shift,Fast_Mode,Fast_Price,mypos);
maS1=iMA(Symbol(),Slow_TimeFrame,Slow_Period,Slow_Shift,Slow_Mode,Slow_Price,mypos);
dv1=(maF1-maS1);
maF2=iMA(Symbol(),Fast_TimeFrame,Fast_Period,Fast_Shift,Fast_Mode,Fast_Price,mypos+1);
maS2=iMA(Symbol(),Slow_TimeFrame,Slow_Period,Slow_Shift,Slow_Mode,Slow_Price,mypos+1);
dv2=((maF1-maS1)-(maF2-maS2));
return(dv1-dv2);
}
/*
int PlaceOrder(string currency, string BuySell, int PM, int LL)
{
// Returns GetLastError number
// you can call with ProfitMade or LossLimit set to
// zero, and none will be set when order is placed
int gle=0; // GetLastError number
double mySL; // locally generated SL
double myTP; // locally generated TP
double myAsk = MarketInfo(currency, MODE_ASK);
double myBid = MarketInfo(currency, MODE_BID);
double myPoint = MarketInfo(currency, MODE_POINT);
//Ask(buy, long)
if (BuySell=="BUY")
{
if(LL==0) mySL=0; else mySL=myAsk-(LL*myPoint);
if(PM==0) myTP=0; else myTP=myAsk+(PM*myPoint);
OrderSend(currency,OP_BUY,Lots,myAsk,Slippage,mySL,myTP,TradeComment,MagicNumber,White);
gle=GetLastError();
if(gle==0)
{
Print("----Place Order Symbol=",currency," StopLoss=",mySL," TakeProfit=",myTP," Ask=",myAsk);
return(0);
}
else
{
Print("----ERROR----",gle," Symbol=",currency," error=",gle," StopLoss=",mySL," TakeProfit=",myTP," Ask=",myAsk);
return(gle);
}
}
//Bid (sell, short)
if (BuySell=="SELL")
{
if(LL==0) mySL=0; else mySL=myBid+(LossLimit*myPoint);
if(PM==0) myTP=0; else myTP=myBid-(ProfitMade*myPoint);
OrderSend(currency,OP_SELL,Lots,myBid,Slippage,mySL,myTP,TradeComment,MagicNumber,White);
gle=GetLastError();
if(gle==0)
{
Print("----Place Order Symbol=",currency," StopLoss=",mySL," TakeProfit=",myTP," Bid=",myBid);
}
else
{
Print("----ERROR----",gle," Symbol=",currency," StopLoss=",mySL," TakeProfit=",myTP," Bid=",myBid);
}
}
}//PlaceOrder
*/
|
提升卡
置顶卡
沉默卡
喧嚣卡
变色卡
千斤顶
显身卡
