//#define FOR_TESTER //#define FOR_OPT // disble draw channel, news //+------------------------------------------------------------------+ //| Generic A-TLP.mq4 | //| Trade Like A Pro | //| http://tradelikeapro.ru | //| open source | //| Version 9.5 - added filters by CCI | //| Version 10.0 - Minor code optimization | //| Version 11.1 - counter trades are allowed, the parameter is entered, | //| limiting the opening of trades in one direction | //| within a given number of minutes | //| Version 11.2 - all of the above combined into one advisor | //| and will continue to be an integral part of it; | //| - the parameter for calculating the period StDev has been moved to external| //| variables | //| Version 11.3 - fixed bug related to CCI | //| Version 11.4 - info panel bug fixed; | //| - added the ability to trade on each tick; | //| - minimum volatility check now | //| is carried out at the entrance to the position opening block | //| Version 11.6 - added trailing stop | //| Version 11.7 - bugs fixed | //| Version 11.7.31 - channel calculation is decoupled from TF15 | //| Version 11.9 - added a pause after a losing trade, | //| - filter by max. candle length, | //| - auto lot size based on balance, not equity, | //| - the possibility of banning trawling in rollover, | //| - print in the log about the presence of a signal at high in front | //| Version 11.9.1 - filters are made to be disabled (pause after | //| loss and max candle) | //| - two modes of operation of the lastloss function have been implemented (for | //| tester and for trading) | //| - custom logging (LogMode variable) | //| - small code optimization | //| Version 11.9.2 - corrected informing | //| Version 11.9.3 - bugs fixed | //| Version 11.9.4 - small code additions | //| Version 11.10.6 - changed the type of trade timing for | //| the possibility of optimizing it. | //| - removed unnecessary (duplicate) external parameters. | //| Functions are now disabled at a value of 0. | //| - sorting external parameters | //| Version 11.10.7 - fixed Auto_Risk calculation | //| - removing redundant variables | //| Version 11.10.8 - minor edits | //| Version 11.10.9 - redundant variables removed | //| - pause filter message corrected | //| Version 12.01.14 -code rework, improvements for optimization | //| - additional fixes, improvements | //| every_tick now runs the loop 1 time | //| per minute at the time of opening a new bar on М1 | //| Version 12.01.15 - return MaxDailyRange to settings and | //| every_tick now runs the loop 1 time | //| per minute at the time of opening a new bar on М1 | //| Version 12.01.16 - permission to trade in the Second Session without | //| trading in First Session | //| Version 12.01.17 - session bug fixed | //| - the upper and lower levels of the CCI are combined into one | //| Version 12.01.18 - fixed parameter normalization error | //| MaxDailyRange | //| Version 12.01.19 - writing to the log when MaxDailyRange is increased and | //| CCI filter | //| - BB_Deviation now used | //| Version 12.01.20 - channel border is now checked by price | //| Ask when opening a deal for purchases, and when | //| closing for sales | //| Version 12.01.21 - Introduced parameter OnlyBid, if true cancels | //| change introduced on 01/12/20 | //| - ShowCandleDots parameter changed to | //| VisualDebug, draws a channel with set | //| indented, and displays the operation of filters | //| - Added check SetName if currency | //| graphics are in SetName in the info panel next to | //| SetName will be printed and [OK] otherwise [WARNING] | //| - Optimization for faster performance | //| Version 12.01.22 - fixed bug with spread display | //| - with Max_Spread=0, the line is not displayed now | //| NORMAL/HIGH for spread | //| - added the OnTester function, which returns | //| ratio of profit to maximum drawdown | //| Version 12.01.23 - fixed RollOver Filter | //| - second channel bb added to VisualDebug | //| at Exit_Distance, if available | //| open positions, when exiting, the chart will display | //| it is written on what filter left. inscriptions | //| made further from the price, overseas channel. | //| - all messages in paragraphs are given to | //| four-digit | //| Version 12.02.24 - Changed type of trade timing | //| Version 12.02.25 - Optimization for faster performance | //| Version 12.26 - use_rollover_filter variable changed to | //| OpenOrdersInRollover and CloseOrdersInRollover | //| - Correct transfer of trading time through midnight | //| Version 12.27 - Trading hours values ​​greater than 24, | //| carried over to the next day | //| Version 12.28 - Fixed display of time in the info panel | //| Version 12.30 - When autotrading is disabled, it displays a warning | //| - Added parameter TradeAllDaysInTheSameTime, | //| including trading on all days at the same time (Monday time is used) | //| - Added on/off options individual day sessions | //| - Added the CheckMDRAfter0 parameter, which includes | //| checking MaxDailyRange after midnight | //| - Calculation of money management from the minimum equity and balance | //| - Added parameter MM_Depo as lot calculation | //| lot size (Lots) by depot size (MM_Depo) | //| Version 12.31 - maxcandle parameter now instead of length one | //| candles are calculated as a range of motion | //| prices for a given number of bars | //| - Fixed output in the info panel | //| - Checking for the minimum / maximum lot | //| - embedded VisualDebug with trendlines | //| - added Max_Spread_mode2 as an alternative | //| rollover to the filter, if the value is greater than zero | //| Max_Spread filters only purchases at | //| opening, and Max_Spread_mode2 - selling at closing | //| Version 12.32 - Fixed logging output | //| - Bugs fixed | //| - Ability to open multiple orders | //| Version 12.33 - Changed the construction of channel border lines | //| - Fixed filter by MA | //| - Fixed non-working CCI exit filter | //| Version 12.34 - Fixed a bug in the construction of channel borders | //| - Fixed prohibition of trailing stop in rollover | //| - Now the number of orders is set to one | //| parameter | //| Version 12.35 - Added filter for maximum currency volume | //| Recommended value MaxAmountCurrencyMult=2 | //| Version 12.36 - Max_Spread_mode2 parameter changed to | //| CheckSpreadOnSellOpen enabling check | //| spread when selling, and Max_Spread_On_Close, | //| checking spread at closing sales | //| - Added option to pause between trades when | //| opening multiple orders | //| - Added simultaneous close option | //| order groups | //| - The journal now writes the closing price | //| and profit | //| - Fixed output of messages to the log | //| when autotrading is disabled | //| - Checking for the number of orders on retry | //| opening a deal after an unsuccessful attempt | //| - Added news filter | //| Version 12.37 - Ability to change VisualDebug colors | //| - Checking for errors when receiving data | //| from other timeframes | //| - Custom timeframe for CCI | //| Version 12.37.1 - Fixed a bug in calculating the distance between open orders //| - Fix checking for errors when receiving data from other timeframes //| Version 12.37.2 - Instead of the total profit of several orders - now considered the average profit //| - Fixed a bug with non-simultaneous closing multiple orders //| - Added parameter MDRFromHiLo, including range check from the high/low of the day //| - Added time shift option //| - MaxDailyRange is now calculated taking into account time shift //| Version 12.38 - Fixed disabling filter with Exit_Distance = 0 //| - Fixed MaxDailyRange calculation after midnight //| - Fixed rollover time calculation //| - When CheckMDRAfter0 is enabled the range from the previous day is not checked on Monday //| - Fixed display of session time, time which accounted for at the close of the market //| - TimeShift parameter changed to GMT_Offset //| Version 12.38.1 - Added K1Band channel as an alternative to BBands //| - Filter by maximum volume for a given currency is replaced by a filter by the maximum the number of transactions in one direction //| Version 12.38.2 - Added parameter SkipDay as a day skip, //| 1-5 - Monday-Friday, 6 - Friday evening, //| 7 - Monday morning //| - Fixed bug with MaxAmountCurrency //| Version 12.38.3 - Added editable comment field //| - Added parameter OpenAfterTradeHours, allowing to open additional orders in multi-order trading after completion trading session //| Version 12.38.4 - Added parameter MaxAmountCurrencyPair //| as a filter by the maximum number of transactions for a given pair //| - Parameter MaxAmount_SkipManualTrades as skipping trades opened manually //| - Added parameter MaxSpreadOnClose_Profit as the number of points of profit at which it is allowed to close deals if the spread exceeds Max_Spread_On_Close //| - Removed K1Band //| - Added a partial closing filter //| - Added parameter News_CloseProfit as profit at which it is allowed to close deals before the news //| Version 12.38.5 - Correction of a pause between transactions when multi-order trading //| Version 12.38.7 - Added parameter MaxConsecutiveOrders as maximum number of consecutive open orders //| Version 12.38.8 - Prohibition of trading if the set name is not contains the name of the traded pair //| Version 12.38.9 - The DoNotCheckAfterFirst parameter, which disables checking filters (MDR, etc.) when opening additional orders | //| - Possibility to activate a trailing stop and breakeven on time //| - Redesigned partial closure filter //| - Added Hard Exit filter as forced closing on time //| - Fixing a bug with simultaneous closing oppositely directed orders //| - Reschedule time filter fix positions over the weekend //| Version 12.38.10 //| - Added prohibition of trading based on global variables. //| Names of global variables - stop on pairs in which the currency "GA_CURRENCY_Stop" is present, stop on all pairs "GA_StopAll". //| Version 12.39 //| - Breakeven activation by time of day //| Version 12.39.1 //| - Added the ExitChannelTP parameter, puts the take on the level where the exit should be when the channel is touched //| Version 12.39.2 //| - Correction of ExitChannelTP, when the price is outside Exit_Profit_Pips, TakeProfit will be set at the level of Exit_Profit_Pips //| - Added parameter DisableFilter2, disables EA closing when channel is touched without changing Exit_Distance, for use with ExitChannelTP //| - ExitChannelTP calculates TakeProfit for sales with a limit of Max_Spread_On_Close, was Max_Spread //| Version 12.39.3 //| - Adding BB Shift and Max_Volatility parameters //| - Conclusion in the dashboard about the prohibition of trade based on global variables //| Version 12.39.4 //| - Added ExitChannelTP visualization, take modification history and Exit_Profit_Pips level //| Version 12.39.5 //| - Replacing _Point with old_point //| - Fixed bug with MDRFromHiLo //| Version 12.39.6 //| - Fixed bug with checking MDR after 0 hours //| - Fixed error when calculating lot with TickValue = 0 //| Version 12.39.7 //| - Added the MDR_Toward parameter, which prohibits opening trades in the direction of price movement if the range of price movement exceeds the specified value //| - Added DisableSLAtRollover parameter, which disables Stop Loss in rollover //| - added statistics on slippage and delays when opening and closing orders //| - the BrokerStatToFile parameter writes these statistics to the file BrokerStat.csv //| Version 12.39.7_ATR - Added dynamic stop loss (from version 11.94.18) //| Version 12.39.8 //| - When using a dynamic stop loss, the maximum stop loss size is limited by the Stop_Loss parameter, and the minimum - Min_SL //| - After Stop Loss is disabled during a rollover, after the end of the rollover, Stop Loss is restored at the same distance as before the shutdown //| - Added DisableStart and DisableEnd parameters to exclude time period from optimization //| Version 12.39.9 //| - Added parameter MinPauseBetweenOrders as the minimum pause between trades without using the MultiOrders function //| - CheckBBChannel parameter to check the BB channel when opening subsequent orders //| - News filter changed //| Version 12.39.10 //| - Fixed placing stop loss after rollover when using multiple orders //| - Fixed trailing stop on ATR when Stop Loss is disabled in rollover //| Version 12.39.11 //| - Added a virtual deposit to calculate the risk relative to the profit / loss received only by this EA (when using several EAs on one account) //| - Added the ability to increase the lot after a losing trade //| - Fixed bug with CCI //| - Displaying information about open deals in the info panel //| - Added the ManualTrading parameter to display buttons for manually opening trades //| Version 12.39.12 //| - Added maxcandle2 parameter similar to maxcandle parameter //| - Added the ability to specify parameter templates in the comments to the order: %MagicNumber%, %Auto_Risk%, %MM_Depo%, %Lots%, %SetName%, %TimeFrame% //| - Displaying GMT and DST information on the info panel //| - Added parameters DesiredRecoveryFactor, DesiredProfitFactor, MinTrades as the desired characteristics of the final set during optimization (recovery factor, profit factor, minimum number of trades) //| Version 12.39.13 //| - Added parameter DesiredExpectancy as the desired mathematical expectation in points //| Version 12.39.14 //| - Added filter ATR //| - Added tracking module for delays and slippages //| Version 12.39.15 //| - Added daylight saving time for different contracts DST //| Version 12.39.16 //| - Added a global variable to control the lot size of the entire setup //| Multiplier, IncoGlobalRiskScale //| Version 12.39.17 //| - Added MultLot - lot multiplier for the next deal in the grid //| Version 12.39.18 //| - Added LastTradeDayDecember and FirstTradeDayJanuary //| Version 12.39.19 //| - Added option to disable trading on holidays - DisableTradeOnHolidays (Currently USA only https://en.wikipedia.org/wiki/Federal_holidays_in_the_United_States, https://www.opm.gov/policy-data-oversight/pay-leave/federal-holidays/#url=2021) //| Version 12.39.20 //| - Switching to using the news library (instead of the indicator that stopped working) //| Версия 12.39.21 //| - Added filter SP500 //| Версия 12.39.22 //| - SP500 filter bug fixes //| Версия 12.39.23 //| - fixed GMT offset for news //+------------------------------------------------------------------+ // author of the idea // Sergey5 bashni2001@mail.ru // Senior Programmer // yur4ello // Huge gratitude to for the help in realization of the idea // Alexandr69 // nixxer // grabli // LeoK #property copyright "Trade Like A Pro" #property link "http://tradelikeapro.ru" #property version "12.39.23" #property strict #include #include <..\Libraries\stdlib.mq4> //uncomment this line if you prefer web requests going via terminal WebRequest //in this case htts://ec.forexprostools.com will have to be added to the web request permissions //#define NO_DLL 1 #include #include enum _EventLogs{ ALL = 1, //1. all MAIN = 2, //2. major NONE = 3 //3. none }; enum _MaxMin{ MAX = 1, MIN = 2 }; enum DstMode{ DST_OFF = 0, //No DST DST_EUROPE = 1, //Europe (Alpari) DST_NEW_YORK = 2, //New-York (Tickmill) DST_AUSTRALIA = 3, //Australia (Global Prime) }; string dstStr[] = { "OFF", "Europe", "New-York", "Australia"}; struct LastOrder{ datetime time; double profit; string sltp; int ticket; double slip; }; LastOrder last_buy, last_sell; int LastHistoryTotal=0; //-------------------------------------- extern string S_1 = "audcad. euraud. eurchf. gbpaud. gbpcad. gbpchf. gbpusd. nzdcad. nzdchf. usdchf"; //English. v12.39.23 [ Revised 2022june12 ] extern string SetName = "Generic_A-TLP_v.12.39.23 euraud M15 170102 r4"; //SetName input bool ForbidTradeIfSetNameWarning= false; //Disable trading if SetName warning (false = ignore) extern ENUM_TIMEFRAMES TimeFrame = PERIOD_M15; //TimeFrame for Bollinger Bands. Use m15 extern bool every_tick = 1; //Trade every tick extern int MagicNumber = 170102; extern bool AllowLong = true; extern bool AllowShort = true; extern int Slippage = 5; extern string S_11 = "<==== Money Management ====>"; // > > > > > > > > > > extern double Lots = 0.01; extern double VirtualDepoForAutoRisk = 0; // Virtual Deposit in Account Currency extern double VirtualDepoPercent = 0; // Virtual Deposit in Percent extern datetime VirtualDepoStartDate = D'2010.01.01'; // VirtualDepoStartDate (yyyy.mm.dd) extern double Auto_Risk = 2.0; // Auto Risk % (0= disabled) input int MM_Depo = 0; // Deposit per Lots extern double LotMultAfterProfit = 0.0; extern double LotMultAfterLoss = 0.0; extern double LotMult_SizeLoss = 0.0; //Size of Loss extern double Max_Lots = 0.0; extern double Max_Auto_Risk = 0.0; extern int CloseAtDrawdown = 0; extern int CloseAtDrawdownPercent = 0; extern int MaxAmountCurrency = 0; //MaxAmountCurrency extern int MaxAmountCurrencyPair = 0; //MaxAmountCurrencyPair extern bool MaxAmount_SkipManualTrades = true; extern string S_12 = "<==== General settings ====>"; // > > > > > > > > > > input bool CheckSpreadOnSellOpen = false; extern bool CheckSpreadOnBuyClose = false; extern double Max_Spread = 0; //Max Spread extern double Max_Spread_On_Close = 0; extern double MaxSpreadOnClose_Profit = 0; extern double Stop_Loss = 30; //Stop Loss extern double Take_Profit = 9999; //Take Profit extern int TP_perc = 100; //TP_percentage extern int min_TP = 0; //Minimum TP extern bool VirtualSLTP = true; extern bool DisableSLAtRollover = false; extern int MaxDailyRange = 200; extern bool MDRFromHiLo = false; extern int MDR_Toward = 1000; extern bool MDR_Toward_FromHiLo = false; extern bool CheckMDRAfter0 = true; extern bool SkipMDRAfter0OnMondays = false; extern bool Hedging = true; //Hedging extern int MinPauseBetweenOrders = 10; extern string S_3_1 = "<==== Dynamic SL ====>"; // input int Min_SL = 15; input int ATR_P = 9; //ATR_P - period ATR = 0 - off. input double Coof_ATR = 6; input bool Trail_ATR = false; extern string S_8 = "<==== MULTI ORDERS ====>"; // > > > > > > > > > > extern int TotalOrders = 1; extern double OrdersDistance = 22; extern int MinPause = 20; //MinPause (seconds) extern int MaxConsecutiveOrders = 0; input double MultLot = 1.0; //Next Lot Multiplier input bool OpenAfterTradeHours = false; input bool DoNotCheckAfterFirst = false; input bool CheckBBChannel = false; input bool CloseSimultaneously = true; //CloseSimultaneously extern string S_2 = "<==== ENTER SETTINGS ====>"; // > > > > > > > > > > extern string S_21 = "Bollinger Band Settings"; //Bollinger Band bool UseBBChannel = true; extern int BB_Period = 15; //BB: Period extern double BB_Deviation = 2; //BB: Deviation extern double Entry_Break = 2; //BB: Entry_Break extern int Min_Volatility = 4; //BB: Min_Volatility extern int Max_Volatility = 1000; extern int BB_Shift = 1; extern bool OnlyBid = true; //BB: Check channel touch only at Bid price extern string S_21_1 = "ATR Filter"; extern ENUM_TIMEFRAMES ATR_Timeframe = PERIOD_H1; //ATR Filter: ATR Timeframe extern int ATR_Period = 0; //ATR Filter: period (0-off) extern int Max_ATR_Pips = 20; //ATR Filter: max ATR, pips extern string S_22 = "CCI settings"; //CCI input ENUM_TIMEFRAMES TimeFrame_CCI = PERIOD_CURRENT; //CCI: TimeFrame extern int cci_Period_open = 0; //CCI: Period extern int cci_level_open = 100; //CCI: cci_level_open (upper & lower) extern string S_23 = "With max. candle length = 0 = off."; //Filter by candle size (input) extern double maxcandle = 1000; extern int barcount = 8; extern double maxcandle2 = 0; extern int barcount2 = 8; extern string S_24 = "On pause = 0 = off."; //Filter by loss of the previous order extern int pause = 0; //Pause after a losing trade (minutes) extern double sizeloss = 0; //Pause loss (in pips) extern string S_4 = "<==== Trailing stop/Breakeven ====>"; // > > > > > > > > > > extern double Trail_Start = 100; //Trailling Start extern double Trail_Size = 100; //Trailling Distance extern double Trail_Step = 11; //Trailling Step extern int Trail_Minutes = 0; input bool Trail_From_BE_Line = false; extern bool rollover_trall_end = false; //Rollover_trail_end extern double BE_Start = 0; //BE_Start extern double BE_Dist = 1; //BE_Dist. move SL by Y points to profit extern int BE_Minutes = 0; extern int BE_After_Hour = -1; extern int BE_After_Min = 0; extern string S_3 = "<==== EXIT SETTINGS ====>"; // > > > > > > > > > > extern string S_31 = "With Exit_Minutes = 0 = off."; //1. Time Filter. extern int Exit_Minutes = 0; //Exit_Minutes 200 extern double Time_Profit_Pips = 0; //Time_Profit_Pips 20 input bool FixMondayTimeBug = true; extern string S_32 = "With Exit_Distance > 100 = off."; //2. Channel Filter. extern double Exit_Distance = -13; extern int Exit_Profit_Pips = 2; input bool ExitChannelTP = true; input bool DisableFilter2 = true; extern string S_33 = "When MA_period = 0 = off."; //3. MA Filter. extern ENUM_TIMEFRAMES TimeFrameMA = PERIOD_M1; extern ENUM_MA_METHOD MA_type = MODE_SMA; ENUM_APPLIED_PRICE MA_price = PRICE_CLOSE; extern int MA_period = 2; extern double Reverse_Profit = 20; extern string S_35 = "With PartialClose_Percent = 0 = off."; //4. Partial Close extern double PartialClose_Percent = 0; extern int Part_Profit_Pips = 0; extern int Part_Distance = -10; extern bool Part_AllowCloseFull = false; extern string S_34 = "With CCI: Period = 0 = off."; //5. CCI Filter. extern int cci_Period_close = 0; //CCI: Period extern int cci_level_close = 100; //CCI: upper and lower level extern int CCI_Profit_Pips = 20; extern string S_36 = "With HardExit_Minutes = 0 and HardExit_TimeHour = -1 = off."; //6. Hard Exit Filter. extern int HardExit_Minutes = 0; extern int HardExit_TimeHour = -1; extern int HardExit_TimeMin = 0; extern int HardExit_Profit = -100; extern string S_5 = "<==== Trade Time Filter ====>"; // > > > > > > > > > > extern int GMT_Offset = 2; //Winter GMT offset of your broker extern DstMode DSTMode = DST_NEW_YORK; //DST contract of your broker extern bool TradeAllDaysInTheSameTime = false; //TradeAllDaysInTheSameTime (MONDAY & all days) extern int SkipDay = 0; extern bool DisableTradeOnHolidays = false; //Disable trade on holidays extern string S_51 = "<== MONDAY / ALL DAYS ==>"; // MONDAY & all days. extern bool MONDAY_Enabled = true; //MONDAY_Enabled extern int MONDAY_Start_Trade_Hour = 23; //Start Trade Hour extern int MONDAY_Start_Trade_Minute = 0; //Start Trade Minute extern int MONDAY_End_Trade_Hour = 1; //End Trade Hour extern int MONDAY_End_Trade_Minute = 0; //End Trade Minute extern string S_52 = "<== TUESDAY ==>"; // TUESDAY extern bool TUESDAY_Enabled = true; //TUESDAY_Enabled extern int TUESDAY_Start_Trade_Hour = 23; //Start Trade Hour extern int TUESDAY_Start_Trade_Minute = 0; //Start Trade Minute extern int TUESDAY_End_Trade_Hour = 1; //End Trade Hour extern int TUESDAY_End_Trade_Minute = 15; //End Trade Minute extern string S_53 = "<== WEDNESDAY ==>"; // WEDNESDAY extern bool WEDNESDAY_Enabled = true; //WEDNESDAY_Enabled extern int WEDNESDAY_Start_Trade_Hour = 22; //Start Trade Hour extern int WEDNESDAY_Start_Trade_Minute=15; //Start Trade Minute extern int WEDNESDAY_End_Trade_Hour = 2; //End Trade Hour extern int WEDNESDAY_End_Trade_Minute = 45; //End Trade Minute extern string S_54 = "<== THURSDAY ==>"; // THURSDAY extern bool THURSDAY_Enabled = true; //THURSDAY_Enabled extern int THURSDAY_Start_Trade_Hour = 23; //Start Trade Hour extern int THURSDAY_Start_Trade_Minute= 0; //Start Trade Minute extern int THURSDAY_End_Trade_Hour = 1; //End Trade Hour extern int THURSDAY_End_Trade_Minute = 15; //End Trade Minute extern string S_55 = "<== FRIDAY ==>"; // FRIDAY extern bool FRIDAY_Enabled = true; //FRIDAY_Enabled extern int FRIDAY_Start_Trade_Hour = 19; //Start Trade Hour extern int FRIDAY_Start_Trade_Minute = 0; //Start Trade Minute extern int FRIDAY_End_Trade_Hour = 1; //End Trade Hour extern int FRIDAY_End_Trade_Minute = 0; //End Trade Minute extern string S_6 = "<==== Roll Over Filter ====>"; // > > > > > > > > > > //input bool use_rollover_filter = 0; //Use_rollover_filter input bool OpenOrdersInRollover = true; //OpenOrdersInRollover input bool CloseOrdersInRollover = false; //CloseOrdersInRollover input string rollover_start = "23:55"; //Rollover_start input string rollover_end = "00:25"; //Rollover_end input int LastTradeDayDecember = 31; //LastTradeDayDecember input int FirstTradeDayJanuary = 1; //FirstTradeDayJanuary extern string S_89 = "<=== SP500 Filter ====>"; // > > > > > > > > > > input string SP500Symbol = "US500"; //SP500 symbol (empty - filter off) input int SP500CrashLimitPips = 1200; //Limit for SP500 crash input bool SP500CrashOnly = true; //Ignore spikes, only filter crashes extern string S_9 = "<==== News Filter ====>"; // > > > > > > > > > > extern bool UseNewsFilter = false; //UseNewsFilter extern int CloseTimeBeforeNews = 30; //Close all open trades before the news, minutes (0=off) extern int News_CloseProfit = -100; extern int TimeBeforeNews = 60; //Do not open deals until the news, minutes extern int TimeAfterNews = 120; //Do not open trades after the news, minutes //extern int news_offset = 3; //Server timezone extern bool Vhigh = true; //Show important news extern bool Vmedium = false; //Show average news extern bool Vlow = false; //Show weak news extern string NewsSymb = "USD,EUR,GBP,CHF,CAD,AUD,NZD,JPY"; //Currencies to be shown in the news (empty=only current currencies) input string NewsKeywords = ""; //Keywords for filtering news, separated by commas (empty=allnews) extern color highc = clrRed; //Big news color extern color mediumc = clrLime; //Medium news color extern color lowc = clrBlue; //Weak news color extern string S_71 = "<==== Optimization ====>"; // > > > > > > > > > > input double DesiredRecoveryFactor = 0; //Recovery factor, not less input double DesiredProfitFactor = 1; //Profit, no less input double DesiredExpectancy = 0; //Mathematical expectation, in points input double RecoveryFactor_Power = 1; input double ProfitFactor_Power = 2; input double Expectancy_Power = 1; input int MinTrades = 0; //Number of transactions, not less input string DisableStart = "2000.01.01 12:00";//DisableStart trading = yyyy.mm.dd hh:mm input string DisableEnd = "2000.02.01 12:00";//DisableEnd trading = yyyy.mm.dd hh:mm extern string S_7 = "<==== Other Settings ====>"; // > > > > > > > > > > extern bool showinfopanel = true; //Show dashboard extern bool ManualTrading = true; input color Col_info = clrDarkBlue; //Dashboard color input color Col_info2 = clrGray; //Dashboard color for disabled trading extern bool VisualDebug = true; extern bool BrokerStatToFile = true; input color ChannelEnterColor = clrYellow; //BB channel color input color ChannelExitColor = clrCornflowerBlue; //BB channel color when exiting input color WarnEnterColor = clrLightSkyBlue; //Login warning color input color WarnExitColor = clrPlum; //Exit alert color extern _EventLogs LogMode = 1; //Logging mode input bool WriteLogFile = 0; //Write logs to a file extern string Comm = "Generic A-TLP|%MagicNumber%"; //Comment //-------------------------------------- double old_point = 0.0001; double stoplevel = 0; double lots = 0; double lots_opened_buy = 0; double lots_opened_sell = 0; int count_sell, count_buy; int day_of_trade = 0; string tp_info = ""; string be_info = ""; string f1_info = ""; string f2_info = ""; string f3_info = ""; string f4_info = ""; string f5_info = ""; string f6_info = ""; string filter_info = ""; string risk_info = ""; string risk_scale = ""; string info_panel = ""; string maxspread = ""; string TradeHoursFirst = ""; string TradeHoursSecond = ""; datetime _TimeCurrent, _TimeM1, _TimePeriod, iTimeTF, iTimeM1, iTime_MA, iTime_CCI; datetime need_to_verify_channel = iTime(NULL,TimeFrame,1); datetime ma_period_check,cci_period_check; datetime time_open_buy = TimeCurrent(); datetime time_open_sell = TimeCurrent(); double channel_width = 0; double channel_upper, channel_lower; double channel_buy, channel_sell, channel_buy_exit, channel_sell_exit; double ma_shift[5]; int cci_signal_open,cci_signal_close; double stoploss, takeprofit; double orig_stoploss; double last_sl[2]; int lastticket, lasthistorytotal, lasthistorytotal2; datetime lasttimewrite, lastbarwrite, lastbarwrite_allowtrade, last_closetime = 0; //--- options for writing data to a file string InpFileName; // File name string fileName = "EA_Generic"; // File name string InpDirectoryName = "Generic LOGS"; // Directory name bool _RealTrade = (!(bool)::MQLInfoInteger(::MQL_TESTER) && !(bool)::MQLInfoInteger(::MQL_OPTIMIZATION) && !(bool)::MQLInfoInteger(::MQL_VISUAL_MODE)); bool SetEqSymbol; datetime StartTime, EndTime, PrevDayStartTime, PrevDayEndTime; datetime rtime1, rtime2; int rtimestart,rtimeend; int Start_Trade_Hour[7], End_Trade_Hour[7], Start_Trade_Minute[7], End_Trade_Minute[7]; bool Day_Trade_Enabled[7]; string First_StartTimeStr,First_EndTimeStr,Second_StartTimeStr,Second_EndTimeStr; string daystring[7]={"Sunday","Monday","Tuesday","Wednesday","Thursday","Friday","Saturday"}; int day_of_year_trade=0; string set_name_info = ""; // bool _IsFirstSession; color infopanelcolor,previnfopanelcolor; int _DayOfWeek; double buy_total_profit,sell_total_profit; datetime first_buy_open_time, first_sell_open_time; datetime lastnewsupdate1,lastnewsupdate2; bool _IsNews,_IsCloseBeforeNews; bool skip_tick; string _period; bool timer_active; int CloseReason_Multi[2]; datetime DayStartTimeShift; int TimeShift; int _DayOfWeekShift; double range; bool _IsTime; int consecutive_orders_buy=0,consecutive_orders_sell=0; datetime _HardExitTime, _BE_Time; ulong OnTickStart; datetime _DisableTimeStart,_DisableTimeEnd; double virtual_balance=0, virtual_profit=0, opened_profit; //---- variables for calculating simultaneously open positions string Currencies = "AUD,EUR,USD,CHF,JPY,NZD,GBP,CAD,SGD,NOK,SEK,DKK,ZAR,MXN,HKD,HUF,CZK,PLN,RUR,TRY,XAU,XAG"; int NumOfCurrencies; // Total number of currencies taken into account string Currency[]; // Accounted currencies double VolumesArray[]; datetime LastUpdateTime; bool AllowTrade; bool trading_allowed_global; double ordersl[6],ordertp[6]; double globalRiskScale = 1; NewsLoader* newsLoader; SP500Checker *sp500Checker; NewsCheckStatus newsCheckStatus; struct Stats { datetime startdate; int trades; double gross_profit; double gross_loss; double pf; double expectancy; double expectancy_pips; double profit_pips; }; Stats stats; //---- variables for calculating simultaneously open positions string GlobPrefix="GA_", s1str, s2str; double mintpb,mintps,tpb,tps; //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { s1str = SymbolInfoString(_Symbol, SYMBOL_CURRENCY_BASE); s2str = SymbolInfoString(_Symbol, SYMBOL_CURRENCY_PROFIT); int height=370; //if(!(bool)::MQLInfoInteger(::MQL_TRADE_ALLOWED)) { Print("Error: Trade Expert is not Allowed"); return(INIT_FAILED); } if((bool)::MQLInfoInteger(::MQL_OPTIMIZATION)){LogMode=3; showinfopanel=false; VisualDebug=false;} AllowTrade = true; string _SetName=SetName; StringToUpper(_SetName); SetEqSymbol = StringFind(_SetName, StringSubstr(_Symbol,0,6))>=0; if (_RealTrade && ForbidTradeIfSetNameWarning && !SetEqSymbol) { Print("Wrong set name! Trading not allowed."); AllowTrade = false; } #ifndef FOR_TESTER if (MaxAmountCurrency>0) height += 37; if (MaxAmountCurrencyPair>0) height += 37; //if (VirtualDepoForAutoRisk>0 || VirtualDepoPercent>0) height += 37; height += 73; height += 37; if (VirtualDepoForAutoRisk>0 || VirtualDepoPercent>0) height += 12; if(showinfopanel) fRectLabelCreate(0,"info_panel",0,0,28,170,height,Col_info); if (ManualTrading) { fRectLabelCreate(0,"sell_btn",0,7,63,75,25,C'255,0,0',2,0,clrRed,STYLE_SOLID,1,false,false,true,1); fRectLabelCreate(0,"buy_btn",0,87,63,75,25,C'0,0,255',2,0,clrBlue,STYLE_SOLID,1,false,false,true,1); fLabelCreate(0,"SELL",0,44,75,"SELL",0,"Verdana",12,clrWhite); fLabelCreate(0,"BUY",0,124,75,"BUY",0,"Verdana",12,clrWhite); } #endif _period = PeriodString(_Period); if (LogMode < 3) InpFileName = fileName + "_" + Symbol() + "_" + _period + ".txt"; if (Digits <= 3) old_point = 0.01; else old_point = 0.0001; stoplevel = /*(int)*/MarketInfo(Symbol(), MODE_STOPLEVEL)*_Point/old_point; maxspread = (Max_Spread > 0 ? DoubleToString(Max_Spread,1) + " pips" : "OFF"); _TimeM1 = StrToTime(TimeToString(TimeCurrent(),TIME_MINUTES)); day_of_year_trade=0; // when the EA is reinitialized, some variables are not reset to zero, but retain their last values infopanelcolor=0; previnfopanelcolor=0; lastnewsupdate1=0; lastnewsupdate2=0; ma_period_check=0; cci_period_check=0; need_to_verify_channel=0; timer_active=false; if (!TradeAllDaysInTheSameTime) { Start_Trade_Hour[1] = MONDAY_Start_Trade_Hour; Start_Trade_Hour[2] = TUESDAY_Start_Trade_Hour; Start_Trade_Hour[3] = WEDNESDAY_Start_Trade_Hour; Start_Trade_Hour[4] = THURSDAY_Start_Trade_Hour; Start_Trade_Hour[5] = FRIDAY_Start_Trade_Hour; End_Trade_Hour[1] = MONDAY_End_Trade_Hour; End_Trade_Hour[2] = TUESDAY_End_Trade_Hour; End_Trade_Hour[3] = WEDNESDAY_End_Trade_Hour; End_Trade_Hour[4] = THURSDAY_End_Trade_Hour; End_Trade_Hour[5] = FRIDAY_End_Trade_Hour; Start_Trade_Minute[1] = MONDAY_Start_Trade_Minute; Start_Trade_Minute[2] = TUESDAY_Start_Trade_Minute; Start_Trade_Minute[3] = WEDNESDAY_Start_Trade_Minute; Start_Trade_Minute[4] = THURSDAY_Start_Trade_Minute; Start_Trade_Minute[5] = FRIDAY_Start_Trade_Minute; End_Trade_Minute[1]= MONDAY_End_Trade_Minute; End_Trade_Minute[2]= TUESDAY_End_Trade_Minute; End_Trade_Minute[3]= WEDNESDAY_End_Trade_Minute; End_Trade_Minute[4]= THURSDAY_End_Trade_Minute; End_Trade_Minute[5]= FRIDAY_End_Trade_Minute; } else { for(int i=1; i<=5; i++) { Start_Trade_Hour[i]=MONDAY_Start_Trade_Hour; Start_Trade_Minute[i]=MONDAY_Start_Trade_Minute; End_Trade_Hour[i]=MONDAY_End_Trade_Hour; End_Trade_Minute[i]=MONDAY_End_Trade_Minute; } } for(int i=1; i<=5; i++) { while (Start_Trade_Hour[i]*60+Start_Trade_Minute[i]>End_Trade_Hour[i]*60+End_Trade_Minute[i]) End_Trade_Hour[i] += 24; } Day_Trade_Enabled[1]=MONDAY_Enabled; Day_Trade_Enabled[2]=TUESDAY_Enabled; Day_Trade_Enabled[3]=WEDNESDAY_Enabled; Day_Trade_Enabled[4]=THURSDAY_Enabled; Day_Trade_Enabled[5]=FRIDAY_Enabled; if (SkipDay >= 1 && SkipDay <= 5) Day_Trade_Enabled[SkipDay]=false; if (SkipDay == 6 && Start_Trade_Hour[5] < 24) { Start_Trade_Hour[5] = 24; Start_Trade_Minute[5] = 0; } if (SkipDay == 7 && End_Trade_Hour[5] > 24) { End_Trade_Hour[5] = 24; End_Trade_Minute[5] = 0; } for(int i=0; i<=6; i++) { if (!Day_Trade_Enabled[i]) { Start_Trade_Hour[i]=0; Start_Trade_Minute[i]=0; End_Trade_Hour[i]=0; End_Trade_Minute[i]=0; } } rtimestart=-1; rtimeend=-1; string tt[]; int i; i=StringSplit(rollover_start,StringGetCharacter(":",0),tt); if (i==2) { rtimestart=StrToInteger(tt[0])*60*60+StrToInteger(tt[1])*60; } i=StringSplit(rollover_end,StringGetCharacter(":",0),tt); if (i==2) { rtimeend=StrToInteger(tt[0])*60*60+StrToInteger(tt[1])*60; } if (rtimestart ==-1 || rtimeend == -1) { Print("Rollover time set incorrectly."); return(INIT_FAILED); } _DisableTimeStart = StringToTime(DisableStart); _DisableTimeEnd = StringToTime(DisableEnd); if (OrdersDistance < 0.5) OrdersDistance=0.5; if (TotalOrders < 1) TotalOrders=1; if (TotalOrders > 10) { Print("The number of orders is set to more than 10. The maximum number of orders: 10"); TotalOrders=10; } TimeShift = GMT_Offset - 2 - fGetDSTShift(); if (PartialClose_Percent > 1) PartialClose_Percent = 1; if (MaxConsecutiveOrders == -1) MaxConsecutiveOrders = TotalOrders; /*if (VirtualDepoForAutoRisk > 0 || VirtualDepoPercent > 0) */stats = CountVirtualBalance(virtual_balance,virtual_profit); /*if (sizeloss < 0) { Print("The amount of loss to pause before opening the next order must be specified in positive numbers!"); Print("Current value: ",sizeloss/PipsDivided," Reduced to: ", MathAbs(sizeloss/PipsDivided)); sizeloss = MathAbs(sizeloss); } */ //if (!_RealTrade && MarketInfo(NULL,MODE_SPREAD) > Max_Spread && Max_Spread > 0) { Print("Error: Current Spread (" + DoubleToString(MarketInfo(NULL,MODE_SPREAD)*old_point,1) + ") > MaxSpread (" + DoubleToString(Max_Spread*old_point,1) + ")"); return(INIT_FAILED); } Take_Profit = MathMax(Take_Profit,NormalizeDouble(stoplevel,1)); Stop_Loss = MathMax(Stop_Loss,NormalizeDouble(stoplevel,1)); orig_stoploss = Stop_Loss; /*if (Auto_Risk > 0) */lots = AutoMM_Count(0); //trading lot calculation //else lots = Lots; f1_info = "\n 1. Time Filter: OFF"; f2_info = "\n 2. Channel Filter: OFF"; f3_info = "\n 3. MA Filter: OFF"; f4_info = "\n 4. Partial Close: OFF"; f5_info = "\n 5. CCI Filter: OFF"; f6_info = "\n 6. Hard Exit Filter: OFF"; if(Exit_Minutes > 0) f1_info = "\n 1. Time Filter: ON"; if(Exit_Distance < 100) f2_info = "\n 2. Channel Filter: ON"; if(MA_period > 0) f3_info = "\n 3. MA Filter: ON"; if(PartialClose_Percent > 0) f4_info = "\n 4. Partial Close: ON"; if(cci_Period_close > 0) f5_info = "\n 5. CCI Filter: ON"; if(HardExit_Minutes > 0 || HardExit_TimeHour > -1) f6_info = "\n 6. Hard Exit Filter: ON"; filter_info = f1_info + f2_info + f3_info + f4_info + f5_info + f6_info; if(Auto_Risk > 0.0) { if (MM_Depo == 0) { risk_info = "\n AutoRisk = " + DoubleToString(Auto_Risk, 1) + "%"+(TotalOrders>1?"*"+IntegerToString(TotalOrders)+" = "+DoubleToString(Auto_Risk*TotalOrders, 1)+"%":""); } else { risk_info = "\n AutoRisk = " + DoubleToString(Lots, 2) + " Lot / " + IntegerToString(MM_Depo) + " "+AccountInfoString(ACCOUNT_CURRENCY); } } else risk_info = "\n AutoRisk - Not activated"; be_info = "\n Breakeven: "; if(BE_Start > 0/* && Y > 0*/) { be_info += DoubleToString(BE_Start,1)+" / " + DoubleToString(BE_Dist,1)+" pips"; //breakeven if (BE_Minutes > 0) be_info += " / " + IntegerToString(BE_Minutes)+" Min"; } else if (BE_Minutes > 0) { be_info += DoubleToString(BE_Dist,1)+" pips / " + IntegerToString(BE_Minutes)+" Min"; } else be_info += "OFF"; StringReplace(Comm,"%MagicNumber%",IntegerToString(MagicNumber)); StringReplace(Comm,"%Auto_Risk%",(string)Auto_Risk); StringReplace(Comm,"%MM_Depo%",IntegerToString(MM_Depo)); StringReplace(Comm,"%Lots%",DoubleToString(Lots,2)); StringReplace(Comm,"%SetName%",SetName); StringReplace(Comm,"%TimeFrame%",PeriodString(TimeFrame)); if (StringLen(Comm)>31) Comm = StringSubstr(Comm,0,31); set_name_info=(StringLen(_SetName)>28 ? StringSubstr(_SetName,0,28)+"..." : _SetName); _IsNews=false; #ifndef NO_DLL if (_RealTrade) { if (UseNewsFilter && !(bool)::TerminalInfoInteger(::TERMINAL_DLLS_ALLOWED)) { string q = "For the news filter to work, it is necessary to enable the use of the DLL in the settings. The news filter is off."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif Alert(q); return (INIT_FAILED); } } #endif newsLoader = new NewsLoader(GMT_Offset + (IsSummerTime(DSTMode) ? 1 : 0), NewsSymb, //v12.39.23 NewsKeywords, //v12.39.23 Vhigh, //v12.39.23 Vmedium, //v12.39.23 Vlow, //v12.39.23 true, //draw lines on chart false, //only draw future news highc, //high news color mediumc, //medium news color lowc, //low news color 60 * 60 * 24, //refresh period, seconds (it fetches the whole week) UseNewsFilter); newsCheckStatus.Reset(); string sp500symbol = SP500Symbol; StringTrimRight(sp500symbol); StringTrimLeft(sp500symbol); sp500Checker = new SP500Checker(sp500symbol, SP500CrashLimitPips, SP500CrashOnly); NumOfCurrencies = StringSplit(Currencies,StringGetCharacter(",",0),Currency); if (NumOfCurrencies >= 0) { ArrayResize(VolumesArray,NumOfCurrencies); } else { MaxAmountCurrency = 0; MaxAmountCurrencyPair = 0; } Comment(""); OnTick(); #ifndef FOR_TESTER UpdateInfoPanel(); #else if (_RealTrade) { Comment("FOR_TESTER Mode Enabled.\nPlease comment line '#define FOR_TESTER' and recompile the EA.\nTrading is disabled."); Print("The EA is compiled in tester mode. Comment out the #define FOR_TESTER line and recompile the EA. Trading not allowed."); AllowTrade = false; } #endif return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(_RealTrade){ Comment(""); if (showinfopanel) fRectLabelDelete(0,"info_panel"); if (ObjectFind("sell_btn")>=0) fRectLabelDelete(0,"sell_btn"); if (ObjectFind("buy_btn")>=0) fRectLabelDelete(0,"buy_btn"); if (ObjectFind("SELL")>=0) fLabelDelete(0,"SELL"); if (ObjectFind("BUY")>=0) fLabelDelete(0,"BUY"); } if(CheckPointer(newsLoader) == POINTER_DYNAMIC) delete (newsLoader); if(CheckPointer(sp500Checker) == POINTER_DYNAMIC) delete(sp500Checker); } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { #ifndef FOR_TESTER OnTickStart=GetMicrosecondCount(); #endif #ifndef FOR_TESTER CheckScale(); #endif skip_tick = false; _TimeCurrent = TimeCurrent(); _DayOfWeek = DayOfWeek(); iTimeTF = iTime(NULL,TimeFrame,0); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iTime",iTimeTF)) skip_tick=true; #endif iTimeM1 = iTime(NULL,PERIOD_M1,0); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iTimeM1",iTimeM1)) skip_tick=true; #endif iTime_MA = iTime(NULL,TimeFrameMA,0); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iTime MA",iTime_MA)) skip_tick=true; #endif iTime_CCI = iTime(NULL,TimeFrame_CCI,0); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iTime CCI",iTime_CCI)) skip_tick=true; #endif if ((_DayOfWeek>=0) && (_DayOfWeek<=6)) { if (day_of_year_trade != DayOfYear()) { TimeShift = GMT_Offset - 2 - fGetDSTShift(); int weekends_shift=0; if (TimeDayOfWeek(TimeCurrent()) == 0 && TimeShift < 0) { weekends_shift = -24*60*60; } if (TimeDayOfWeek(TimeCurrent()) == 6 && TimeShift > 0) { weekends_shift = +24*60*60; } _DayOfWeekShift = TimeDayOfWeek(TimeCurrent()+weekends_shift-TimeShift*60*60); if (_DayOfWeekShift > 5) _DayOfWeekShift=1; if (_DayOfWeekShift < 1) _DayOfWeekShift=5; int _PrevDayOfWeekShift = _DayOfWeekShift-1; if (_PrevDayOfWeekShift < 1) _PrevDayOfWeekShift=5; if (_PrevDayOfWeekShift > 5) _PrevDayOfWeekShift=1; datetime _CurrentDate = StrToTime(TimeToString(_TimeCurrent,TIME_DATE)); DayStartTimeShift = _CurrentDate+TimeShift*60*60; PrevDayStartTime=_CurrentDate-24*60*60+(Start_Trade_Hour[_PrevDayOfWeekShift])*60*60+Start_Trade_Minute[_PrevDayOfWeekShift]*60+TimeShift*60*60; PrevDayEndTime = _CurrentDate-24*60*60+(End_Trade_Hour[_PrevDayOfWeekShift])*60*60+End_Trade_Minute[_PrevDayOfWeekShift]*60+TimeShift*60*60; StartTime=_CurrentDate+(Start_Trade_Hour[_DayOfWeekShift])*60*60+Start_Trade_Minute[_DayOfWeekShift]*60+TimeShift*60*60; EndTime = _CurrentDate+(End_Trade_Hour[_DayOfWeekShift])*60*60+End_Trade_Minute[_DayOfWeekShift]*60+TimeShift*60*60; if (_DayOfWeek == 0 && StartTime < DayStartTimeShift+24*60*60) { StartTime=DayStartTimeShift+24*60*60; } if (_DayOfWeek == 5 && EndTime > DayStartTimeShift+24*60*60) { EndTime=DayStartTimeShift+24*60*60; } _HardExitTime = _CurrentDate + HardExit_TimeHour*60*60 + HardExit_TimeMin*60 + TimeShift*60*60; _BE_Time = _CurrentDate + BE_After_Hour*60*60 + BE_After_Min*60 + TimeShift*60*60; #ifndef FOR_TESTER if (showinfopanel) { First_StartTimeStr=TimeToString(PrevDayStartTime,TIME_MINUTES); if (TimeDayOfWeek(PrevDayStartTime) != _DayOfWeek) First_StartTimeStr = "00:00"; First_EndTimeStr=TimeToString(PrevDayEndTime,TIME_MINUTES); if (TimeDayOfWeek(PrevDayEndTime) != _DayOfWeek) First_EndTimeStr = "00:00"; Second_StartTimeStr=TimeToString(StartTime,TIME_MINUTES); if (TimeDayOfWeek(StartTime) != _DayOfWeek) Second_StartTimeStr = "00:00"; Second_EndTimeStr=TimeToString(EndTime,TIME_MINUTES); if (TimeDayOfWeek(EndTime) != _DayOfWeek) Second_EndTimeStr = "00:00"; } #endif rtime1 = _CurrentDate + rtimestart + TimeShift*60*60; rtime2 = _CurrentDate + rtimeend + TimeShift*60*60; //if (rtime2 < rtime1) rtime2 += 24*60*60; //rtime1 = StrToTime(StringConcatenate(TimeToString(_TimeCurrent,TIME_DATE)," ",rollover_start))+TimeShift*60*60; //rtime2 = StrToTime(StringConcatenate(TimeToString(_TimeCurrent,TIME_DATE)," ",rollover_end))+TimeShift*60*60; day_of_year_trade = DayOfYear(); } } int ht=OrdersHistoryTotal(); if(LastHistoryTotal!=ht){ LastHistoryTotal=ht; #ifndef FOR_TESTER GetLastProfit(ht); #endif //if (VirtualDepoForAutoRisk > 0 || VirtualDepoPercent > 0) { stats = CountVirtualBalance(virtual_balance, virtual_profit); // lots = AutoMM_Count(); // } } if (VirtualDepoForAutoRisk > 0 || VirtualDepoPercent > 0 || CloseAtDrawdown > 0 || CloseAtDrawdownPercent > 0) { double p,l; opened_profit = CountOpenedProfit(p,l); } #ifndef FOR_TESTER trading_allowed_global = false; if (!GlobalVariableCheck(GlobPrefix+"StopAll") && !GlobalVariableCheck(GlobPrefix+s1str+"_Stop") && !GlobalVariableCheck(GlobPrefix+s2str+"_Stop")) trading_allowed_global = true; UpdateInfoPanel(); #endif if (_TimeM1 == iTimeM1 && !every_tick ) return ; _TimeM1 = iTimeM1; _IsTime = IsTime(); if(!_IsTime && CountOrder(-1)<1) return; if(need_to_verify_channel != iTimeTF){ //update the indicator data once a period if (UseBBChannel) { channel_upper = iBands(NULL,TimeFrame,BB_Period,BB_Deviation,0,PRICE_CLOSE,MODE_UPPER,BB_Shift); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iBands",channel_upper)) skip_tick=true; #endif channel_lower = iBands(NULL,TimeFrame,BB_Period,BB_Deviation,0,PRICE_CLOSE,MODE_LOWER,BB_Shift); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iBands 2",channel_upper)) skip_tick=true; #endif } #ifndef FOR_OPT if(!skip_tick && VisualDebug){ if(_IsTime) { if (UseBBChannel) { DrawChannel("up_", channel_upper + Entry_Break*old_point, ChannelEnterColor); DrawChannel("down_", channel_lower - Entry_Break*old_point, ChannelEnterColor); } } if (UseBBChannel) { //if(CountOrder(OP_BUY) > 0) { DrawChannel("down_exit_", channel_upper + Exit_Distance*old_point, ChannelExitColor); //} //if(CountOrder(OP_SELL) > 0) { DrawChannel("up_exit_", channel_lower - Exit_Distance*old_point, ChannelExitColor); //} } } #endif if(ExitChannelTP) fSetTPbyExitChannel(); if(Trail_ATR) fATR(); channel_width = channel_upper - channel_lower; if (!skip_tick) need_to_verify_channel = iTimeTF; if(TP_perc > 0) Take_Profit = MathMax(NormalizeDouble(channel_width/old_point /100 * TP_perc,1), min_TP); //check for dynamic TP IsNews(_IsNews,_IsCloseBeforeNews); // to update the dashboard } #ifndef FOR_TESTER if(ma_period_check != iTime_MA && MA_period > 0){ for (int i=1;i<=4;i++) { ma_shift[i] = NormalizeDouble(iMA(NULL, TimeFrameMA, MA_period, 0, MA_type, MA_price, i),Digits); if (_RealTrade) if (IsError("iMA "+IntegerToString(i),ma_shift[i])) skip_tick=true; } if (!skip_tick) ma_period_check = iTime_MA; } #endif if(cci_period_check != iTime_CCI){ if (cci_Period_open>0) { cci_signal_open=fGetCCISignal(cci_Period_open,PRICE_CLOSE,cci_level_open,1); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iCCI open",cci_signal_open,false)) skip_tick=true; // iCCI can return 0 without error #endif } else cci_signal_open=-1; if (cci_Period_close>0) { cci_signal_close=fGetCCISignal(cci_Period_close,PRICE_CLOSE,cci_level_close,1); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iCCI close",cci_signal_close,false)) skip_tick=true; #endif } else cci_signal_close=-1; if (!skip_tick) cci_period_check = iTime_CCI; } #ifndef FOR_TESTER if (skip_tick) { //Print("skipping tick"); SetTimer(1); return; } if (timer_active) { EventKillTimer();timer_active=false; } #endif range = 0; count_buy = 0; count_sell = 0; int _OrdersTotal = OrdersTotal(); CloseReason_Multi[OP_BUY]=0;CloseReason_Multi[OP_SELL]=0; if (TotalOrders>1 && CloseSimultaneously) { int cnt_buy=CountOrder(OP_BUY); int cnt_sell=CountOrder(OP_SELL); if (cnt_buy > 0) buy_total_profit=GetOrdersTotalProfit(OP_BUY)/cnt_buy; if (cnt_sell > 0) sell_total_profit=GetOrdersTotalProfit(OP_SELL)/cnt_sell; first_buy_open_time=GetFirstOpenTime(OP_BUY); first_sell_open_time=GetFirstOpenTime(OP_SELL); } for(int pos = _OrdersTotal - 1; pos >= 0; pos--){ if(!OrderSelect(pos, SELECT_BY_POS, MODE_TRADES)) { if (LogMode < 3) { string q = __FUNCTION__ + ": Failed to select order! " + fMyErDesc(); Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif } } else if(OrderType() <= OP_SELL && OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) { if(OrderType() == OP_BUY) { count_buy++; if(!VirtualSLTP && OrderStopLoss() != 0.0 && OrderTakeProfit() != 0 && fGetRollOver() && DisableSLAtRollover){ last_sl[OP_BUY] = OrderStopLoss(); fModifyPosition(OrderTicket(), OrderOpenPrice(), 0, OrderTakeProfit(), 0, clrGreen); } if((!VirtualSLTP && OrderStopLoss() == 0.0) || (VirtualSLTP && ordersl[OP_BUY] == 0.0)){ //order modification if (!fGetRollOver() || !DisableSLAtRollover) { stoploss = NormalizeDouble(OrderOpenPrice() - Stop_Loss*old_point, Digits); if (last_sl[OP_BUY] != 0 && TotalOrders == 1) { stoploss = last_sl[OP_BUY]; last_sl[OP_BUY] = 0; } if (Bid <= stoploss) stoploss = NormalizeDouble(Bid - MathMax(stoplevel,0.1)*old_point, Digits); } else stoploss = 0; takeprofit = NormalizeDouble(OrderOpenPrice() + Take_Profit*old_point, Digits); if(!ExitChannelTP) fModifyPosition(OrderTicket(), OrderOpenPrice(), stoploss, takeprofit, 0, clrGreen); else fModifyPosition(OrderTicket(), OrderOpenPrice(), stoploss, MathMax(MathMax(tpb, OrderOpenPrice()+Exit_Profit_Pips*old_point), mintpb), 0, clrGreen); //if (!VirtualSLTP) continue; // if SL=0, then will not close } if(((BE_Start > 0 && BE_Start > BE_Dist && Bid - OrderOpenPrice() >= BE_Start*old_point) || (((BE_Minutes > 0 && _TimeCurrent - OrderOpenTime() > 60*BE_Minutes) || (BE_After_Hour > -1 && OrderOpenTime() < _BE_Time && _TimeCurrent >= _BE_Time)) && Bid - OrderOpenPrice() >= (BE_Dist+stoplevel)*old_point)) /*&& Y > 0*/ && (!VirtualSLTP?OrderStopLoss():ordersl[OP_BUY]) < OrderOpenPrice()){ //breakeven stoploss = NormalizeDouble(OrderOpenPrice() + BE_Dist*old_point, Digits); if (stoploss > (!VirtualSLTP?OrderStopLoss():ordersl[OP_BUY])) fModifyPosition(OrderTicket(), OrderOpenPrice(), stoploss, OrderTakeProfit(), 0, clrGreen); } Modify_and_exit_condition(OrderType(),OrderLots(),OrderOpenPrice(),OrderOpenTime(),OrderTicket(),OrderStopLoss()); //modifying orders and checking exit conditions } else if(OrderType() == OP_SELL){ count_sell++; if(!VirtualSLTP && OrderStopLoss() != 0.0 && OrderTakeProfit() != 0 && fGetRollOver() && DisableSLAtRollover){ last_sl[OP_SELL] = OrderStopLoss(); fModifyPosition(OrderTicket(), OrderOpenPrice(), 0, OrderTakeProfit(), 0, clrGreen); } if ((!VirtualSLTP && OrderStopLoss() == 0.0) || (VirtualSLTP && ordersl[OP_SELL] == 0.0)) { //order modification if (!fGetRollOver() || !DisableSLAtRollover) { stoploss = NormalizeDouble(OrderOpenPrice() + Stop_Loss*old_point, Digits); if (last_sl[OP_SELL] != 0 && TotalOrders == 1) { stoploss = last_sl[OP_SELL]; last_sl[OP_SELL] = 0; } if (Ask >= stoploss) stoploss = NormalizeDouble(Ask + MathMax(stoplevel,0.1)*old_point, Digits); } else stoploss = 0; takeprofit = NormalizeDouble(OrderOpenPrice() - Take_Profit*old_point, Digits); if(!ExitChannelTP) fModifyPosition(OrderTicket(), OrderOpenPrice(), stoploss, takeprofit, 0, clrGreen); else fModifyPosition(OrderTicket(), OrderOpenPrice(), stoploss, MathMin(MathMin(tps, OrderOpenPrice()-Exit_Profit_Pips*old_point), mintps), 0, clrGreen); //if (!VirtualSLTP) continue; } if(((BE_Start > 0 && BE_Start > BE_Dist && OrderOpenPrice() - Ask >= BE_Start*old_point) || (((BE_Minutes > 0 && _TimeCurrent - OrderOpenTime() > 60*BE_Minutes) || (BE_After_Hour > -1 && OrderOpenTime() < _BE_Time && _TimeCurrent >= _BE_Time)) && OrderOpenPrice() - Ask > (BE_Dist+stoplevel)*old_point)) /*&& Y > 0*/ && (!VirtualSLTP?OrderStopLoss():ordersl[OP_SELL]) > OrderOpenPrice()){ //БУ stoploss = NormalizeDouble(OrderOpenPrice() - BE_Dist*old_point, Digits); if (stoploss < (!VirtualSLTP?OrderStopLoss():ordersl[OP_SELL])) fModifyPosition(OrderTicket(), OrderOpenPrice(), stoploss, OrderTakeProfit(), 0, clrGreen); } Modify_and_exit_condition(OrderType(),OrderLots(),OrderOpenPrice(),OrderOpenTime(),OrderTicket(),OrderStopLoss()); //modifying orders and checking exit conditions } } } if (!AllowTrade) return; //if (!GlobalVariableCheck(GlobPrefix+"StopAll") && !GlobalVariableCheck(GlobPrefix+s1str+"_Stop") && !GlobalVariableCheck(GlobPrefix+s2str+"_Stop")){ if((!_IsTime && !OpenAfterTradeHours) || (!OpenOrdersInRollover && fGetRollOver())) return; double h_price; bool is_order_dist; bool openresult; bool channel_condition=false; bool bb_condition=false; bool con_orders; h_price=GetMaxMinOpenPrice(OP_BUY,MIN); // minimum price of open orders if (h_price != 0) is_order_dist = Ask < h_price-OrdersDistance*old_point; else is_order_dist = true; // distance from open orders is not less than the specified one count_buy=CountOrder(OP_BUY); count_sell=CountOrder(OP_SELL); RefreshRates(); channel_condition = (OnlyBid ? Bid : Ask) < channel_lower - Entry_Break*old_point; con_orders = MaxConsecutiveOrders == 0 || (MaxConsecutiveOrders != 0 && consecutive_orders_buy < MaxConsecutiveOrders); // Opening trades if all conditions are met if (AllowLong) { if (count_buy < 1 && _IsTime && _TimeCurrent-time_open_buy>MinPauseBetweenOrders && //if there are no open purchases channel_condition) { //if the BB channel is touched openresult=OpenTradeConditions("BUY",OP_BUY,time_open_buy,count_buy,count_sell); } else if(count_buy >= 1 && count_buy < TotalOrders && is_order_dist && _TimeCurrent-GetLastOpenTime(OP_BUY)>MinPause && con_orders && (channel_condition || !CheckBBChannel)) { openresult=OpenTradeConditions("BUY",OP_BUY,time_open_buy,count_buy,count_sell); } } h_price=GetMaxMinOpenPrice(OP_SELL,MAX); // maximum price of open orders if (h_price != 0) is_order_dist = Bid > h_price+OrdersDistance*old_point; else is_order_dist = true; // distance from open orders is not less than the specified one count_buy=CountOrder(OP_BUY); count_sell=CountOrder(OP_SELL); channel_condition=false; bb_condition=false; RefreshRates(); channel_condition = Bid > channel_upper + Entry_Break*old_point; con_orders = MaxConsecutiveOrders == 0 || (MaxConsecutiveOrders != 0 && consecutive_orders_sell < MaxConsecutiveOrders); if (AllowShort) { if (count_sell < 1 && _IsTime && _TimeCurrent-time_open_sell>MinPauseBetweenOrders && //if there are no open sales channel_condition) { //if the BB channel is touched openresult=OpenTradeConditions("SELL",OP_SELL,time_open_sell,count_sell,count_buy); } else if(count_sell >= 1 && count_sell < TotalOrders && is_order_dist && _TimeCurrent-GetLastOpenTime(OP_SELL)>MinPause && con_orders && (channel_condition || !CheckBBChannel)) { openresult=OpenTradeConditions("SELL",OP_SELL,time_open_sell,count_sell,count_buy); } } //} int Error = GetLastError(); //looking for errors at the end if(Error != 0) Print("OnTick() Error ",Error,": ",ErrorDescription(Error)); } void SetTimer(int time) { if (!_RealTrade) return; if (!timer_active) EventSetTimer(time); } void OnTimer() { timer_active=true; OnTick(); } //+------------------------------------------------------------------+ bool Modify_and_exit_condition(int _OrderType, double _OrderLots, double _OrderOpenPrice, datetime _OrderOpenTime,int _OrderTicket, double _OrderStopLoss) { if((Trail_Start > 0 || Trail_Minutes > 0) && Trail_Size > 0) { //Trail an open position if (!rollover_trall_end || (rollover_trall_end && !fGetRollOver())) fTrailingStopFunc(); } if(ATR_P>0 && Trail_ATR){ bool change_sl_condition = false; if (OrderSelect(OrderTicket(), SELECT_BY_TICKET, MODE_TRADES)) { // to update the TP value, if called on the same tick when the order was created - first SL and TP are placed, then Modify_and_exit_condition is called, and it considers that TP=0. probably and _OrderStopLoss would be wrong, but it's not requested anywhere if (OrderStopLoss() != 0) { // do not trail if SL=0. DisableSLAtRollover? if (_OrderType == OP_BUY) { stoploss = NormalizeDouble(_OrderOpenPrice - Stop_Loss * old_point, _Digits); change_sl_condition = (!CompareDoubles(stoploss,OrderStopLoss()) && stoploss < _OrderOpenPrice); } if (_OrderType == OP_SELL) { stoploss = NormalizeDouble(_OrderOpenPrice + Stop_Loss * old_point, _Digits); change_sl_condition = (!CompareDoubles(stoploss,OrderStopLoss()) && stoploss > _OrderOpenPrice); } if (change_sl_condition) { fModifyPosition(_OrderTicket, _OrderOpenPrice, stoploss, OrderTakeProfit(), 0, clrGreen); DrawHistorySL(_OrderTicket, stoploss); } } } } string logstr=""; string warnstr=""; string filterstr=""; int filterno=0; bool condition_for_the_exit = false; // bool channel_condition = false; bool bb_condition=false; bool channel_condition2 = false; double PriceType = Ask; //if a sell order. double OrderDistance = _OrderOpenPrice - PriceType; double orderdist; string orderstr=""; string ordertotalstr=""; if (_OrderType == OP_BUY) { //if order buy PriceType = Bid; OrderDistance = PriceType - _OrderOpenPrice; } if (TotalOrders>1 && CloseSimultaneously) { orderdist=OrderDistance; orderstr="; order profit - "+DoubleToString(orderdist/old_point,1)+" points"; ordertotalstr=" average"; if (_OrderType == OP_BUY) { OrderDistance=buy_total_profit; _OrderOpenTime=first_buy_open_time; } if (_OrderType == OP_SELL) { OrderDistance=sell_total_profit; _OrderOpenTime=first_sell_open_time; } } if (UseBBChannel) { if (_OrderType == OP_SELL && (OnlyBid ? Bid : Ask) <= channel_lower - Exit_Distance*old_point) bb_condition = true; else if (_OrderType == OP_BUY && Bid >= channel_upper + Exit_Distance*old_point) bb_condition = true; } if (_OrderType == OP_SELL && (OnlyBid ? Bid : Ask) <= channel_lower - Part_Distance*old_point) channel_condition2 = true; else if (_OrderType == OP_BUY && Bid >= channel_upper + Part_Distance*old_point) channel_condition2 = true; if (VirtualSLTP) { if((!fGetRollOver() || !DisableSLAtRollover) && ((_OrderType == OP_BUY && PriceType <= ordersl[OP_BUY] && ordersl[OP_BUY] != 0) || (_OrderType == OP_SELL && PriceType >= ordersl[OP_SELL] && ordersl[OP_SELL] != 0))) { condition_for_the_exit = true; filterno=100; if (LogMode < 2) { warnstr="SL"; filterstr="SL"; logstr = "Stop Loss orders #" + IntegerToString(_OrderTicket) + " by price "+ DoubleToString(PriceType,Digits); } } if((_OrderType == OP_BUY && PriceType >= ordertp[OP_BUY] && ordertp[OP_BUY] != 0) || (_OrderType == OP_SELL && PriceType <= ordertp[OP_SELL] && ordertp[OP_SELL] != 0)) { condition_for_the_exit = true; filterno=101; if (LogMode < 2) { warnstr="TP"; filterstr="TP"; logstr = "Take Profit orders #" + IntegerToString(_OrderTicket) + " by price "+ DoubleToString(PriceType,Digits); } } } int exitmin=Exit_Minutes; if (FixMondayTimeBug && _DayOfWeekShift == 1 && _TimeCurrent - _OrderOpenTime > 86400) {exitmin = Exit_Minutes + 48*60;} if((Exit_Minutes > 0 && _TimeCurrent - _OrderOpenTime > 60 * exitmin && // the order is open for more than Exit_Minutes and OrderDistance > Time_Profit_Pips*old_point) || (CloseReason_Multi[_OrderType] == 1)) { // floating profit over Time_Profit_Pips (0) condition_for_the_exit = true; filterno=1; if (LogMode < 2) { warnstr="1. Time"; filterstr="1. Time"; logstr = "Closing an order #" + IntegerToString(_OrderTicket) + " by price "+ DoubleToString(PriceType,Digits) + " (filter "+filterstr+")" + ". Time of existence more " + IntegerToString(Exit_Minutes) + " minute and"+ordertotalstr+" floating profit is more than " + DoubleToString(Time_Profit_Pips,1) + " points: " + DoubleToString(OrderDistance/old_point,1)+" points" + orderstr + "; Spread = " + DoubleToString((Ask - Bid) / old_point, 1)+ " points."; } } if((UseBBChannel && Exit_Distance < 100 && bb_condition && !DisableFilter2 && // the price went out of the channel and OrderDistance > Exit_Profit_Pips*old_point && !condition_for_the_exit) || (CloseReason_Multi[_OrderType] == 2)) { // floating profit over Exit_Profit_Pips (-12) condition_for_the_exit = true; filterno=2; if (LogMode < 2) { warnstr="2. BB Channel"; filterstr="2. BB Channel"; logstr = "Closing an order #" + IntegerToString(_OrderTicket) + " by price "+ DoubleToString(PriceType,Digits) + " (filter "+filterstr+")" + ". The price crossed the channel border " + DoubleToString((_OrderType==OP_SELL?channel_lower:channel_upper),Digits) + " on " + DoubleToString(Exit_Distance,1) + " points and"+ordertotalstr+" floating profit amounted to more than " + DoubleToString(Exit_Profit_Pips,1) + " points: " + DoubleToString(OrderDistance/old_point,1)+" points" + orderstr + "; Spread = " + DoubleToString((Ask - Bid) / old_point, 1)+ " points."; } } if(MA_period > 0 && _OrderOpenTime < iTime(NULL,TimeFrameMA,0) ) { //filter by MA #ifdef FOR_TESTER if(ma_period_check != iTime_MA && MA_period > 0){ for (int i=1;i<=4;i++) { ma_shift[i] = NormalizeDouble(iMA(NULL, TimeFrameMA, MA_period, 0, MA_type, MA_price, i),Digits); //if (_RealTrade) if (IsError("iMA "+IntegerToString(i),ma_shift[i])) skip_tick=true; } /*if (!skip_tick) */ma_period_check = iTime_MA; } #endif int MA_Type_Exit = -1; //zeroing if (ma_shift[1] > ma_shift[2] && ma_shift[2] <= ma_shift[3] && ma_shift[3] <= ma_shift[4]) MA_Type_Exit = OP_SELL; else if (ma_shift[1] < ma_shift[2] && ma_shift[2] >= ma_shift[3] && ma_shift[3] >= ma_shift[4]) MA_Type_Exit = OP_BUY; if((((_OrderType == OP_SELL && MA_Type_Exit == OP_SELL) || (_OrderType == OP_BUY && MA_Type_Exit == OP_BUY)) && //moving average rises or falls OrderDistance > Reverse_Profit*old_point && !condition_for_the_exit) || (CloseReason_Multi[_OrderType] == 3)) { // and floating profit over Reverse_Profit (20) condition_for_the_exit = true; filterno=3; if (LogMode < 2) { warnstr="3. MA"; filterstr="3. MA"; logstr = "Closing an order #" + IntegerToString(OrderTicket()) + " by price "+ DoubleToString(PriceType,Digits) + " (filter "+filterstr+")" + ". The moving average changes" + " And"+ordertotalstr+" floating profit over " + DoubleToString(Reverse_Profit,1) + " points: " + DoubleToString(OrderDistance/old_point,1)+" points" + orderstr + "; Spread = " + DoubleToString((Ask - Bid) / old_point, 1)+ " points."; } } } if((cci_Period_close > 0 && !condition_for_the_exit && OrderDistance > CCI_Profit_Pips*old_point && cci_signal_close != _OrderType && cci_signal_close != -1) || (CloseReason_Multi[_OrderType] == 5)) { //filter by CCI condition_for_the_exit = true; filterno=5; if (LogMode < 2) { warnstr="5. CCI"; filterstr="5. CCI"; logstr = "Closing an order #" + IntegerToString(_OrderTicket) + " by price "+ DoubleToString(PriceType,Digits) + " (filter "+filterstr+")" + "; Spread = " + DoubleToString((Ask - Bid) / old_point, 1)+ " points."; } } if((PartialClose_Percent > 0 && channel_condition2 && ((_OrderType == OP_BUY?_OrderLots == lots_opened_buy:_OrderLots == lots_opened_sell)) && !condition_for_the_exit && // partial closure OrderDistance > Part_Profit_Pips*old_point) || (CloseReason_Multi[_OrderType] == 4)) { double _lots = MathFloor((_OrderLots*PartialClose_Percent)/MarketInfo(Symbol(), MODE_LOTSTEP))* MarketInfo(Symbol(), MODE_LOTSTEP); _lots = MathMax(_lots, MarketInfo(Symbol(), MODE_MINLOT)); //comparison of the received lot with the minimum if ((_lots < _OrderLots) || (Part_AllowCloseFull && _lots <= _OrderLots)) { condition_for_the_exit = true; _OrderLots = _lots; filterno=4; if (LogMode < 2) { warnstr="4. Partial Close"; filterstr="4. Partial Close"; logstr = "Partial closure "+DoubleToString(_OrderLots,2)+" lots of orders #" + IntegerToString(_OrderTicket) + " by price "+ DoubleToString(PriceType,Digits) + " (filter "+filterstr+")" + ". Floating profit amounted to more than " + DoubleToString(Part_Profit_Pips,1) + " points: " + DoubleToString(OrderDistance/old_point,1)+" points" + orderstr + "; Spread = " + DoubleToString((Ask - Bid) / old_point, 1)+ " points."; } } } int hardexitmin=HardExit_Minutes; if (FixMondayTimeBug && _DayOfWeekShift == 1 && _TimeCurrent - _OrderOpenTime > 86400) {hardexitmin = HardExit_Minutes + 48*60;} if(HardExit_Minutes > 0 || HardExit_TimeHour > -1) { bool IsHardExitTime = false; string reason = ""; if (HardExit_Minutes > 0 && _TimeCurrent - _OrderOpenTime > 60 * hardexitmin) { IsHardExitTime = true; reason = "Time of existence more " + IntegerToString(HardExit_Minutes) + " minutes"; } if (HardExit_TimeHour > -1 && _OrderOpenTime < _HardExitTime && _TimeCurrent >=_HardExitTime) { IsHardExitTime = true; reason = "Closing at the start of the day - " + IntegerToString(HardExit_TimeHour) + ":" + IntegerToString(HardExit_TimeMin,2,StringGetCharacter("0",0)); } if ((IsHardExitTime && // the order is open for more than Exit_Minutes and (OrderDistance > HardExit_Profit*old_point)) || (CloseReason_Multi[_OrderType] == 6)) { // floating profit over Time_Profit_Pips (0) condition_for_the_exit = true; filterno=6; if (LogMode < 2) { warnstr="6. Hard Exit"; filterstr="6. Hard Exit"; logstr = "Closing an order #" + IntegerToString(_OrderTicket) + " by price "+ DoubleToString(PriceType,Digits) + " (filter "+filterstr+")" + ". "+ reason + " And"+ordertotalstr+" floating profit is " + "more "+ DoubleToString(HardExit_Profit,1) + " points: " + DoubleToString(OrderDistance/old_point,1)+" points" + orderstr + "; Spread = " + DoubleToString((Ask - Bid) / old_point, 1)+ " points."; } } } if((!condition_for_the_exit && ((CloseAtDrawdown > 0 && -opened_profit >= CloseAtDrawdown) || (CloseAtDrawdownPercent > 0 && (-opened_profit)*100/(VirtualDepoForAutoRisk==0&&VirtualDepoPercent==0?::AccountInfoDouble(::ACCOUNT_BALANCE):virtual_balance) >= CloseAtDrawdownPercent) || ((VirtualDepoForAutoRisk > 0 || VirtualDepoPercent > 0) && virtual_balance+opened_profit <= 0))) || (CloseReason_Multi[_OrderType] == 9)) { //drawdown filter condition_for_the_exit = true; filterno=9; if (LogMode < 2) { warnstr="9. Drawdown"; filterstr="9. Drawdown"; logstr = "Closing an order #" + IntegerToString(_OrderTicket) + " by price "+ DoubleToString(PriceType,Digits) + " (filter "+filterstr+")" + ". Drawdown over "+DoubleToString(-opened_profit,2)+" "+AccountInfoString(ACCOUNT_CURRENCY)+"; Spread = " + DoubleToString((Ask - Bid) / old_point, 1)+ " points."; } } #ifndef FOR_OPT if (UseNewsFilter && CloseTimeBeforeNews != 0 && OrderDistance > News_CloseProfit*old_point && !condition_for_the_exit) { //news filter if (lastnewsupdate2 != iTimeM1) { IsNews(_IsNews,_IsCloseBeforeNews); lastnewsupdate2 = iTimeM1; } if (_IsCloseBeforeNews) { condition_for_the_exit = true; if (LogMode < 2) { logstr = "Closing an order #" + IntegerToString(_OrderTicket) + " by price "+ DoubleToString(PriceType,Digits) + ".news filter, and"+ordertotalstr+" floating profit is more than " + DoubleToString(News_CloseProfit,1) + " points: " + DoubleToString(OrderDistance/old_point,1)+" points" + "; Spread = " + DoubleToString((Ask - Bid) / old_point, 1)+ " points."; warnstr="7. News"; filterstr="7. News"; } } } #endif if(CloseReason_Multi[_OrderType] == 0 && condition_for_the_exit && filterno != 100 && filterno != 101) { if ((!CloseOrdersInRollover) && fGetRollOver()) { if (LogMode < 2 && _TimeCurrent-lasttimewrite > 60) { logstr = "Attempt to close an order #" + IntegerToString(OrderTicket()) + " (filter "+filterstr+"): Rollover filter. The order was not closed."; warnstr += " + rollover"; DrawWarn(warnstr, WarnExitColor); Print(logstr); #ifndef FOR_TESTER fWriteDataToFile(logstr); #endif lasttimewrite = _TimeCurrent; } return(false); } if(Max_Spread_On_Close>0){ if ((Ask - Bid) > Max_Spread_On_Close*old_point && (OrderType()==OP_SELL || CheckSpreadOnBuyClose) && OrderDistance < MaxSpreadOnClose_Profit*old_point) { //filter by maximum spread if (LogMode < 2 && _TimeCurrent-lasttimewrite > 60) { logstr = "Attempt to close an order #" + IntegerToString(OrderTicket()) + " (filter "+filterstr+"): Spread (" + DoubleToString((Ask - Bid) / old_point, 1) + " points) more than the maximum (" + DoubleToString(Max_Spread_On_Close, 1) + ")! The order was not closed."; warnstr += " + spread"; DrawWarn(warnstr, WarnExitColor); Print(logstr); #ifndef FOR_TESTER fWriteDataToFile(logstr); #endif lasttimewrite = _TimeCurrent; } return(false); } } } if(condition_for_the_exit) { //if at least one filter worked: if (TotalOrders>1 && CloseSimultaneously) CloseReason_Multi[_OrderType]=filterno; if ((bool)::MQLInfoInteger(::MQL_TRADE_ALLOWED) || lastbarwrite_allowtrade != iTimeTF) { if (warnstr != "") DrawWarn(warnstr, WarnExitColor); if (logstr != "") { Print(logstr); #ifndef FOR_TESTER fWriteDataToFile(logstr); #endif } if (!(bool)::MQLInfoInteger(::MQL_TRADE_ALLOWED)) { string q = Symbol() + "| Trading not allowed." + " Order "+(_OrderType == OP_BUY?"BUY":"SELL")+" #" + IntegerToString(OrderTicket()) + " was not closed."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif lastbarwrite_allowtrade = iTimeTF; } } if (!(bool)::MQLInfoInteger(::MQL_TRADE_ALLOWED)) return(false); #ifndef FOR_TESTER bool res=OrderCloseX(_OrderTicket, _OrderLots, _OrderType, Slippage, clrViolet); #else bool res=OrderClose(_OrderTicket, _OrderLots, NormalizeDouble(PriceType, Digits), Slippage, clrViolet); #endif if (res && (VirtualDepoForAutoRisk > 0 || VirtualDepoPercent > 0)) CountVirtualBalance(virtual_balance, virtual_profit); // чтобы не открылся на том же тике при балансе меньше нуля return res; /*if(!OrderClose(_OrderTicket, _OrderLots, NormalizeDouble(PriceType, Digits), Slippage, clrViolet)){ //закрытие ордера if (LogMode < 3) { string q = __FUNCTION__ + ": Ордер " + Symbol() + " #" + IntegerToString(OrderTicket()) + " не был закрыт! " + fMyErDesc(); Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif } Sleep(3000); return(false); } else{ //Sleep(1000); return(true); }*/ //Sleep(3000); return(true); } return(true); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ bool OpenTradeConditions(string _OrderType, int OP_TYPE, datetime &time_open, int order_cnt, int opposite_order) { bool donotcheck = (order_cnt > 0 && DoNotCheckAfterFirst); if(/*order_cnt == 0 && */cci_Period_open > 0 && cci_signal_open != OP_TYPE) { //filter by CCI // check only when opening the first order if (LogMode < 2 && lastbarwrite != iTimeTF) { string q = Symbol() + "| CCI not out of level: ±" + IntegerToString(cci_level_open) + " Order " + _OrderType + " was not open."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif DrawWarn("filter CCI",WarnEnterColor); lastbarwrite = iTimeTF; } return(false); } if(cci_Period_close > 0 && cci_signal_close != OP_TYPE && cci_signal_close != -1) { //filter by CCI on closing is enabled if (LogMode < 2 && lastbarwrite != iTimeTF) { string q = Symbol() + "| Close CCI is below: ±" + IntegerToString(cci_level_close) + " Order " + _OrderType + " was not open."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif DrawWarn("filter CCI close",WarnEnterColor); lastbarwrite = iTimeTF; } return(false); } if (!donotcheck && channel_width != 0 && channel_width < Min_Volatility*old_point) { //channel width filter if (LogMode < 2 && lastbarwrite != iTimeTF) { string q = Symbol() + "| Current channel width: (" + DoubleToString(channel_width/old_point, 1) + " points) less than the minimum channel width: " + DoubleToString(Min_Volatility, 1) + ". Order " + _OrderType + " was not open."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif DrawWarn("filter channel width",WarnEnterColor); lastbarwrite = iTimeTF; } return(false); } if (!donotcheck && Max_Volatility>0 && channel_width > Max_Volatility*old_point) { //filter by maximum channel width if (LogMode < 2 && lastbarwrite != iTimeTF) { string q = Symbol() + "| Current channel width: (" + DoubleToString(channel_width/old_point, 1) + " points) greater than the maximum channel width: " + DoubleToString(Max_Volatility, 1) + " Order " + _OrderType + " was not open."; Print(q); fWriteDataToFile(q); DrawWarn("filter max channel width",WarnEnterColor); lastbarwrite = iTimeTF; } return(false); } if (!donotcheck && maxcandle > 0 && barcount > 0) { double candlehl=0; double candlerange=0; if (OP_TYPE==OP_BUY) { candlehl=iHigh(NULL,TimeFrame,iHighest(NULL,TimeFrame,MODE_HIGH,barcount,0)); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iHigh",candlehl)) { SetTimer(1);return(false); } #endif candlerange=candlehl-Ask; } if (OP_TYPE==OP_SELL) { candlehl=iLow(NULL,TimeFrame,iLowest(NULL,TimeFrame,MODE_LOW,barcount,0)); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iLow",candlehl)) { SetTimer(1);return(false); } #endif candlerange=Bid-candlehl; } if (candlerange>maxcandle*old_point) { // if (((OP_TYPE==OP_BUY) && (candlehl-Ask>maxcandle*old_point)) || // ((OP_TYPE==OP_SELL) && (Bid-candlehl>maxcandle*old_point))) { //if ((candle() > maxcandle*old_point)){ // Filter by size of previous candles if (LogMode < 2 && lastbarwrite != iTimeTF) { //string q = Symbol() + "| Found candle for previous " + IntegerToString(barcount) + " bars, more " + DoubleToString(maxcandle, 1) + " points. Order " + _OrderType + " was not open."; string q = Symbol() + "| Price movement range for the previous " + IntegerToString(barcount) + " bars "+_period+" (" + DoubleToString(candlerange/old_point, 1) + " points) more " + DoubleToString(maxcandle, 1) + " points. Order " + _OrderType + " was not open."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif DrawWarn("filter maxcandle",WarnEnterColor); lastbarwrite = iTimeTF; } return(false); } } if (!donotcheck && maxcandle2 > 0 && barcount2 > 0) { double candlehl=0; double candlerange=0; if (OP_TYPE==OP_BUY) { candlehl=iHigh(NULL,TimeFrame,iHighest(NULL,TimeFrame,MODE_HIGH,barcount2,0)); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iHigh",candlehl)) { SetTimer(1);return(false); } #endif candlerange=candlehl-Ask; } if (OP_TYPE==OP_SELL) { candlehl=iLow(NULL,TimeFrame,iLowest(NULL,TimeFrame,MODE_LOW,barcount2,0)); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iLow",candlehl)) { SetTimer(1);return(false); } #endif candlerange=Bid-candlehl; } if (candlerange>maxcandle2*old_point) { // if (((OP_TYPE==OP_BUY) && (candlehl-Ask>maxcandle2*old_point)) || // ((OP_TYPE==OP_SELL) && (Bid-candlehl>maxcandle2*old_point))) { //if ((candle() > maxcandle2*old_point)){ // Filter by size of previous candles if (LogMode < 2 && lastbarwrite != iTimeTF) { //string q = Symbol() + "| Found candle for previous " + IntegerToString(barcount2) + " bars, more " + DoubleToString(maxcandle2, 1) + " points. Order " + _OrderType + " was not open."; string q = Symbol() + "| Price movement range for the previous " + IntegerToString(barcount2) + " bars "+_period+" (" + DoubleToString(candlerange/old_point, 1) + " points) more " + DoubleToString(maxcandle2, 1) + " points. Order " + _OrderType + " was not open."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif DrawWarn("filter maxcandle2",WarnEnterColor); lastbarwrite = iTimeTF; } return(false); } } if (!Hedging && opposite_order >= 1) { //no hedging filter if (LogMode < 2 && _TimeCurrent-lasttimewrite > 120) { string q = Symbol() + "| The hedging positions filter is enabled and an opposite trade is found. Order " + _OrderType + " was not open."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif DrawWarn("filter hedge",WarnEnterColor); lasttimewrite = _TimeCurrent; } return(false); } if(!donotcheck && (MaxDailyRange > 0 || MDR_Toward > 0)) { //MaxDailyRange filter int mdr_shift=0; double OpenD1; datetime timeopend1=DayStartTimeShift; if (TimeShift < 0 && _TimeCurrent > DayStartTimeShift+24*60*60 && (!CheckMDRAfter0 || (CheckMDRAfter0 && _DayOfWeekShift == 1 && SkipMDRAfter0OnMondays))) { timeopend1 = DayStartTimeShift+24*60*60; } if (/*TimeShift == 0 && */CheckMDRAfter0 && _TimeCurrent < StartTime && (!SkipMDRAfter0OnMondays || _DayOfWeekShift != 1)) { timeopend1 = DayStartTimeShift-24*60*60; } //if (CheckMDRAfter0 && _IsFirstSession) mdr_shift=1; //iOpenD1=iOpen(NULL,PERIOD_D1,mdr_shift); int barshift; int a=0; // there may not be a bar at exactly 0:00, then there will be an error do { barshift=iBarShift(NULL, _Period, timeopend1, true); if (barshift==-1) timeopend1 -= 24*60*60; // if it falls on the weekend //if (barshift==-1) Print("BarShift = -1, timeopend1 = ",TimeToString(timeopend1)); a++; } while (barshift == -1 && a < 5); if (barshift == -1) { /* Print("BarShift Error"); */ return(false); } OpenD1 = iOpen(NULL, _Period, barshift); #ifndef FOR_TESTER if (_RealTrade) if (IsError("iOpen mdr",OpenD1)) { SetTimer(1); return(false); } #endif double mdr = 0; double mdr_toward = 0; if (MDRFromHiLo) { if (OP_TYPE==OP_BUY) mdr = iHigh(NULL,0,iHighest(NULL,0,MODE_HIGH,barshift+1,0)) - Bid; else mdr = Bid - iLow(NULL,0,iLowest(NULL,0,MODE_LOW,barshift+1,0)); } else if (OP_TYPE==OP_BUY) mdr = OpenD1 - Bid; else mdr = Bid - OpenD1; if (MDR_Toward_FromHiLo) { if (OP_TYPE==OP_BUY) mdr_toward = Bid - iLow(NULL,0,iLowest(NULL,0,MODE_LOW,barshift+1,0)); else mdr_toward = iHigh(NULL,0,iHighest(NULL,0,MODE_HIGH,barshift+1,0)) - Bid; } else if (OP_TYPE==OP_BUY) mdr_toward = Bid - OpenD1; else mdr_toward = OpenD1 - Bid; //double mdr = OP_TYPE==OP_BUY ? OpenD1 - Bid : Bid - OpenD1; range=mdr; //if (mdr == 0) { Print("mdr = 0"); return(false); } if(MaxDailyRange > 0 && mdr > MaxDailyRange*old_point){ if (LogMode < 2 && lastbarwrite != iTimeTF) { string q = Symbol() + "| Daily range of price movement: (" + DoubleToString(mdr/old_point, 1) + " points) , more MaxDailyRange: " + DoubleToString(MaxDailyRange,1) + " Order " + _OrderType + " was not open."; Print(q); DrawWarn("filter MDR",WarnEnterColor); lastbarwrite = iTimeTF; } return(false); } if(MDR_Toward > 0 && mdr_toward > MDR_Toward*old_point){ if (LogMode < 2 && lastbarwrite != iTimeTF) { string q = Symbol() + "| Daily range of price movement in the direction of the transaction: (" + DoubleToString(mdr_toward/old_point, 1) + " points), more MDR_Toward: " + DoubleToString(MDR_Toward,1) + " Order " + _OrderType + " was not open."; Print(q); DrawWarn("filter MDR Toward",WarnEnterColor); lastbarwrite = iTimeTF; } return(false); } } #ifndef FOR_OPT if (UseNewsFilter) { //news filter if (lastnewsupdate1 != iTimeM1) { IsNews(_IsNews,_IsCloseBeforeNews); lastnewsupdate1 = iTimeM1; } if (_IsNews) { if (LogMode < 2 && lastbarwrite != iTimeTF) { string q = Symbol() + "| News filter. Order " + _OrderType + " was not open."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif DrawWarn("filter news",WarnEnterColor); lastbarwrite = iTimeTF; } return(false); } } #endif if (_RealTrade && MaxAmountCurrency>0) { //filter by maximum allowed volume string Str,Str1,Str2; double MaxLot; MaxLot=MaxAmountCurrency; CheckArbitrage(); Str1 = SymbolInfoString(_Symbol, SYMBOL_CURRENCY_BASE); Str2 = SymbolInfoString(_Symbol, SYMBOL_CURRENCY_PROFIT); bool allow_by_max_amount=true; if (OP_TYPE==OP_BUY) { if (Volumes(Str1) >= MaxLot) { Str=Str1; allow_by_max_amount=false; } if (Volumes(Str2) <= -MaxLot) { Str=Str2; allow_by_max_amount=false; } } if (OP_TYPE==OP_SELL) { if (Volumes(Str1) <= -MaxLot) { Str=Str1; allow_by_max_amount=false; } if (Volumes(Str2) >= MaxLot) { Str=Str2; allow_by_max_amount=false; } } if (!allow_by_max_amount) { if (LogMode < 2 && lastbarwrite != Time[0]) { string q = Symbol() + "| Maximum number of transactions in one direction ("+DoubleToString(MaxLot,0)+") on " + Str + " will be exceeded." + " Order " + _OrderType + " was not open."; Print(q); DrawWarn("filter MaxAmountCurrency",WarnEnterColor); lastbarwrite = Time[0]; } return(false); } } if (_RealTrade && MaxAmountCurrencyPair>0) { //filter by maximum allowed volume if (CountOrder2(OP_TYPE) >= MaxAmountCurrencyPair) { if (LogMode < 2 && lastbarwrite != Time[0]) { string q = Symbol() + "| Maximum number of transactions in one direction ("+IntegerToString(MaxAmountCurrencyPair)+") по " + _Symbol + " will be exceeded." + " Order " + _OrderType + " was not open."; Print(q); DrawWarn("filter MaxAmountCurrencyPair",WarnEnterColor); lastbarwrite = Time[0]; } return(false); } } if (Max_Spread > 0 && (Ask - Bid) > Max_Spread*old_point && (CheckSpreadOnSellOpen || OP_TYPE==OP_BUY)) { //filter by maximum spread if (LogMode < 2 && _TimeCurrent-lasttimewrite > 60) { string q = Symbol() + "| Spread (" + DoubleToString((Ask - Bid) / old_point, 1) + " points) more than the maximum (" + DoubleToString(Max_Spread, 1) + ")! Order " + _OrderType + " was not open."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif DrawWarn("filter spread",WarnEnterColor); lasttimewrite = _TimeCurrent; } return(false); } if (pause > 0) { //if the last order is not closed in profit (or the loss is greater than the specified one) if (lastloss() != 0) { return(false); } } #ifndef FOR_TESTER if (!trading_allowed_global) { if (LogMode < 3 && lastbarwrite_allowtrade != iTimeTF) { string q = Symbol() + "| Trade prohibited based on global variables." + " Order " + _OrderType + " was not open."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif DrawWarn("trade is not allowed",WarnEnterColor); lastbarwrite_allowtrade = iTimeTF; } return(false); } #endif #ifndef FOR_TESTER if (!(bool)::MQLInfoInteger(::MQL_TRADE_ALLOWED)) { if (LogMode < 3 && lastbarwrite_allowtrade != iTimeTF) { string q = Symbol() + "| Trading not allowed." + " Order " + _OrderType + " was not open."; Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif DrawWarn("trade is not allowed",WarnEnterColor); lastbarwrite_allowtrade = iTimeTF; } return(false); } #endif if(!donotcheck && ATR_Period > 0) { double atrValue = iATR(Symbol(), ATR_Timeframe, ATR_Period, 0); if(atrValue > Max_ATR_Pips * old_point) { string q = Symbol() + "| Current ATR: (" + DoubleToString(atrValue/old_point, 1) + " pips) is greater than the maximum ATR: " + DoubleToString(Max_ATR_Pips, 1) + " Order " + _OrderType + " was not open."; Print(q); fWriteDataToFile(q); DrawWarn("filter ATR",WarnEnterColor); lastbarwrite = iTimeTF; return (false); } } if(!sp500Checker.IsAllowedByCrashFilter()) { fWriteDataToFile("SP500 crash detected"); DrawWarn("SP500 Filter",WarnEnterColor); lastbarwrite = iTimeTF; return (false); } if ((VirtualDepoForAutoRisk > 0 || VirtualDepoPercent > 0) && virtual_balance <= 0) { //virtual deposit filter if (LogMode < 2 && lastbarwrite != Time[0]) { string q = Symbol() + "| Virtual deposit = "+DoubleToString(virtual_balance,2)+" " + AccountInfoString(ACCOUNT_CURRENCY) + "." + " Order " + _OrderType + " was not open."; Print(q); DrawWarn("filter VirtualBalance",WarnEnterColor); lastbarwrite = Time[0]; } return(false); } bool res=false; res=OpenTrade(_OrderType, order_cnt); //open a trade order if (res) { time_open = _TimeCurrent; if (OP_TYPE == OP_BUY) consecutive_orders_buy++; else consecutive_orders_sell++; } return(res); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ bool OpenTrade(string type, int _orderCount){ //opening orders double price = 0; int cmd = -1; int err = 0; color col_type = clrNONE; lastbarwrite_allowtrade = 0; #ifndef FOR_TESTER double start_bid = Bid , start_ask = Ask; double start_price=0; if(type == "BUY") start_price = Ask; if(type == "SELL") start_price = Bid; Print(__FUNCTION__,": Open ",type," (Bid = ",DoubleToString(Bid,_Digits),", Ask = ",DoubleToString(Ask,_Digits),", Spread = ",DoubleToString((Ask-Bid)/old_point,1)," points), Time: ",TimeCurrent()); #endif if(ATR_P>0) fATR(); /*if (Auto_Risk > 0) */lots = AutoMM_Count(_orderCount); //trading lot calculation //else lots = Lots; if(type == "BUY"){ cmd = OP_BUY; col_type = clrAqua; lots_opened_buy = lots; } if(type == "SELL"){ cmd = OP_SELL; col_type = clrRed; lots_opened_sell = lots; } #ifndef FOR_TESTER string WorkTime=DoubleToString((GetMicrosecondCount()-OnTickStart)/1000.0,2); int order_count=CountOrder(cmd); for(int count = 0; count < 5; count++){ #endif int ticket=0; uint st_time=0; #ifndef FOR_TESTER if (CountOrder(cmd)<=order_count) { #endif RefreshRates(); if(type == "BUY") price = Ask; if(type == "SELL") price = Bid; #ifndef FOR_TESTER st_time = GetTickCount(); if (Bid != start_bid || Ask != start_ask) { Print(__FUNCTION__,": Open ",type,": Price changed: (Bid = ",DoubleToString(Bid,_Digits),", Ask = ",DoubleToString(Ask,_Digits),", Spread = ",DoubleToString((Ask-Bid)/old_point,1)," points), Time: ",TimeCurrent()); } double diff = (cmd == OP_BUY ? price - start_price : start_price - price); if (diff > Slippage*_Point) { Print(__FUNCTION__,": ",type," trade could not be opened: Slippage (",DoubleToString(diff/old_point,1)," points) is more than "+DoubleToString(Slippage*_Point/old_point,1)," points."); return(false); } #endif ticket = OrderSend(Symbol(), cmd, lots, price, Slippage, 0, 0, Comm, MagicNumber, 0, col_type); #ifndef FOR_TESTER //Sleep(3000); } else { // if an error was returned on the previous attempt, but the order was opened ticket=GetLastOrderTicket(cmd); // return the ticket of the last open order } #endif if(ticket > 0){ uint time = GetTickCount() - st_time; lastticket = ticket; if (VirtualSLTP) { ordersl[cmd]=0; ordertp[cmd]=0; } last_sl[cmd]=0; if(!OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES)) { if (LogMode < 3) { string q = __FUNCTION__ + ": failed to allocate order " + IntegerToString(ticket) + "! " + fMyErDesc(); Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif //break; } } else { if (LogMode < 2) { string q = __FUNCTION__ + ": order " + type + " open for price " + DoubleToString(OrderOpenPrice(),Digits) + "; Channel Width = " + DoubleToString(channel_width/old_point,1) + "; DailyRange = " + DoubleToString(range/old_point,1) + "; Spread = " + DoubleToString((Ask - Bid) / old_point, 1)+ " points."; Print(q); #ifndef FOR_TESTER double slip = (cmd == OP_BUY ? OrderOpenPrice() - price : price - OrderOpenPrice()); Print(__FUNCTION__,": ",type," order #",OrderTicket()," opened: price = ",DoubleToString(OrderOpenPrice(),_Digits),", cmd = ",DoubleToString(price,_Digits),", slip = ",DoubleToString(slip/old_point,1)," points, delay = ",time," ms"); BrokerStatWrite(ticket,"open","ea",NormalizeDouble(slip/old_point,1),time,WorkTime); #endif #ifndef FOR_TESTER fWriteDataToFile(q); #endif //break; } } return(true); } // ticket>0 else { lastticket = 0; err=GetLastError(); #ifndef FOR_TESTER if(err != ERR_INVALID_PRICE && err != ERR_PRICE_CHANGED && err != ERR_REQUOTE && err != ERR_OFF_QUOTES && err != ERR_TRADE_CONTEXT_BUSY) break; #endif if (LogMode < 3) { string q = __FUNCTION__ + ": Order opening error " + type + ": " + fMyErDesc(err); Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif } Sleep(3000); } #ifndef FOR_TESTER } #endif if (LogMode < 3) { string q = __FUNCTION__ + ": order " + type + " was not open!: " + fMyErDesc(err); Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif } Sleep(3000); return(false); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ bool OrderCloseX(int ticket1, double lot, int otype, int slp, color clr=CLR_NONE){ int err = 0; double price = 0; uint start=GetTickCount(); bool exit_loop = false; bool res = false; int retry = 5; int cnt1 = 0; #ifndef FOR_TESTER double start_bid = Bid , start_ask = Ask; Print(__FUNCTION__,": Close ",(otype==OP_BUY ? "BUY" : "SELL")," #",ticket1,": (Bid = ",DoubleToString(Bid,_Digits),", Ask = ",DoubleToString(Ask,_Digits),", Spread = ",DoubleToString((Ask-Bid)/old_point,1)," points), Time: ",TimeCurrent()); #endif string WorkTime=DoubleToString((GetMicrosecondCount()-OnTickStart)/1000.0,2); while(!exit_loop && cnt1 DBL_EPSILON) { globalRiskScale = checkScale; risk_scale = "\n Global Risk Scale: " + DoubleToString(globalRiskScale, 2); UpdateInfoPanel(); } } double AutoMM_Count(int _orderCount) { //Lot calculation when specifying the risk percentage in the settings. double lot=Lots; double maxautorisklot = 0; if (Auto_Risk > 0.0) { if (MM_Depo == 0) { double TickValue; int a=0; do { TickValue = MarketInfo(Symbol(), MODE_TICKVALUE); a++; if (TickValue == 0) Sleep(500); } while (TickValue == 0 && a < 10); if (TickValue == 0) { Print("TickValue Error"); lot = MarketInfo(Symbol(), MODE_MINLOT); return(lot); } double Balance = (::AccountInfoDouble(::ACCOUNT_EQUITY) > ::AccountInfoDouble(::ACCOUNT_BALANCE) ? ::AccountInfoDouble(::ACCOUNT_BALANCE) - ::AccountInfoDouble(::ACCOUNT_CREDIT) : ::AccountInfoDouble(::ACCOUNT_EQUITY) - ::AccountInfoDouble(::ACCOUNT_CREDIT)); if (VirtualDepoForAutoRisk > 0 || VirtualDepoPercent > 0) Balance = virtual_balance; lot = (Balance * (Auto_Risk / 100)) / (Stop_Loss*old_point/_Point) / TickValue; if (Max_Auto_Risk > 0 && Max_Auto_Risk >= Auto_Risk) maxautorisklot = (Balance * (Max_Auto_Risk / 100)) / (Stop_Loss*old_point/_Point) / TickValue; //Print(lot + " " + StopLoss + " / " + MarketInfo(Symbol(), MODE_TICKSIZE)/0.00001); //return (lot); } else { double Balance = ::AccountInfoDouble(::ACCOUNT_BALANCE); if (VirtualDepoForAutoRisk > 0 || VirtualDepoPercent > 0) Balance = virtual_balance; lot = NormalizeDouble(Lots * MathFloor(Balance/MM_Depo), 2); } } if (LotMultAfterProfit > 0 || LotMultAfterLoss > 0) { double lastprofit,last_lots; double lot2=lot; getlastorderdata(lastprofit,last_lots); if (lastprofit > 0) { if (LotMultAfterProfit > 0) lot2=last_lots*LotMultAfterProfit; else lot2=lot; } if (lastprofit <= LotMult_SizeLoss) { if (LotMultAfterLoss > 0) lot2=last_lots*LotMultAfterLoss; else lot2=lot; } lot=lot2; } lot = lot * MathPow(MultLot, _orderCount); lot = NormalizeDouble(lot * globalRiskScale, 2); if (Max_Lots > 0 && lot>Max_Lots) lot=Max_Lots; if (maxautorisklot > 0 && lot>maxautorisklot) lot=maxautorisklot; if (MarketInfo(Symbol(), MODE_LOTSTEP) != 0) lot = MathFloor(lot/MarketInfo(Symbol(), MODE_LOTSTEP))* MarketInfo(Symbol(), MODE_LOTSTEP); //округление полученного лота вниз lot = MathMin(MathMax(lot, MarketInfo(Symbol(), MODE_MINLOT)), MarketInfo(Symbol(), MODE_MAXLOT)); //сравнение полученнго лота с минимальным/максимальным. return(lot); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ void GetLastProfit(int ht){ int changes=0; for(int iPos=ht-1; iPos >= 0; iPos--){ if(OrderSelect(iPos, SELECT_BY_POS, MODE_HISTORY)==false){ if (LogMode < 3) Print(Hour(),":",Minute()," | ",__FUNCTION__," ",fMyErDesc()); continue; } if(OrderSymbol() != _Symbol || OrderMagicNumber() != MagicNumber) continue; if(OrderType() == OP_BUY){ if(OrderCloseTime() > last_buy.time){ ZeroMemory(last_buy); last_buy.time = OrderCloseTime(); last_buy.profit = NormalizeDouble((OrderClosePrice() - OrderOpenPrice()) / old_point,1); changes++; if(_RealTrade){ if(StringFind(OrderComment(), "[sl]", 0)!=-1){ last_buy.ticket = OrderTicket(); last_buy.sltp = "sl"; last_buy.slip = NormalizeDouble((OrderStopLoss() - OrderClosePrice())/old_point,1); } if(StringFind(OrderComment(), "[tp]", 0)!=-1){ last_buy.ticket = OrderTicket(); last_buy.sltp = "tp"; last_buy.slip = NormalizeDouble((OrderTakeProfit() - OrderClosePrice())/old_point,1); } } } }else{ if(OrderCloseTime() > last_sell.time){ ZeroMemory(last_sell); last_sell.time = OrderCloseTime(); last_sell.profit = NormalizeDouble((OrderOpenPrice() - OrderClosePrice()) / old_point,1); changes++; if(_RealTrade){ if(StringFind(OrderComment(), "[sl]", 0)!=-1){ last_sell.ticket = OrderTicket(); last_sell.sltp = "sl"; last_sell.slip = NormalizeDouble((OrderClosePrice() - OrderStopLoss())/old_point,1); } if(StringFind(OrderComment(), "[tp]", 0)!=-1){ last_sell.ticket = OrderTicket(); last_sell.sltp = "tp"; last_sell.slip = NormalizeDouble((OrderClosePrice() - OrderTakeProfit())/old_point,1); } } } } } ResetLastError(); if(changes>0){ //if(LogMode < 2) Print(__FUNCTION__,", LastBuyProfit: ",DoubleToString(last_buy.profit,1)," pips, LastSellProfit: ",DoubleToString(last_sell.profit,1)," pips"); if(last_buy.ticket>0){ if(LogMode < 2) Print(__FUNCTION__,", LastBuy: ",DoubleToString(last_buy.profit,1)," pips [",last_buy.sltp,"], slip = ",DoubleToString(last_buy.slip,1)); BrokerStatWrite(last_buy.ticket,"close",last_buy.sltp,last_buy.slip,0,"0"); } if(last_sell.ticket>0){ if(LogMode < 2) Print(__FUNCTION__,", LastSell: ",DoubleToString(last_sell.profit,1)," pips [",last_sell.sltp,"], slip = ",DoubleToString(last_sell.slip,1)); BrokerStatWrite(last_sell.ticket,"close",last_sell.sltp,last_sell.slip,0,"0"); } } } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ int lastloss() { int signal = 0; int oldticket = 0; int ticket = 0; double priceopen = 0; double priceclose = 0; datetime closetime = 0; int otype = -1; if ((bool)::MQLInfoInteger(::MQL_TESTER) || (bool)::MQLInfoInteger(::MQL_OPTIMIZATION)) { if (lastticket > 0) { oldticket = lastticket; } else { if (LogMode < 2) {Print(__FUNCTION__ + ": no previously closed orders found, function skipped");} } } else { if (OrdersHistoryTotal() != lasthistorytotal) { lasthistorytotal = OrdersHistoryTotal(); for(int i=lasthistorytotal;i>=1;i--) { if(OrderSelect(i-1,SELECT_BY_POS,MODE_HISTORY)) { if (TimeCurrent() - OrderCloseTime() > 60*60*24*14) break; //if the order is older than 2 weeks - stop searching. if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) { ticket = OrderTicket(); if (ticket > oldticket) oldticket = ticket; } } else { if (LogMode < 3) { string q = (__FUNCTION__ + ": order not selected. Order selection error."); Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif } } } } else { if (lastticket > 0) oldticket = lastticket; // "The EA has not opened any orders yet" - not right. The last order could have been opened with an error, while the penultimate order could have been opened without an error. else if (LogMode < 2) {/*Print("The EA has not opened any orders yet, the function "+__FUNCTION__ +" missed.");*/ return(0);} } } if (oldticket > 0) { if(OrderSelect(oldticket,SELECT_BY_TICKET) && OrderCloseTime() != 0) { if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) { priceopen = OrderOpenPrice(); priceclose = OrderClosePrice(); closetime = OrderCloseTime(); otype = OrderType(); } else { if (LogMode < 3) { string q = (__FUNCTION__ + ": information about the last order does not match the parameters of the adviser."); Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif } } } } else { if (OrdersHistoryTotal() > 0 && LogMode < 2) {Print(__FUNCTION__ + ": previous order ticket not found. Perhaps the adviser has not opened orders before.");} } if (otype == OP_BUY && priceopen-priceclose > sizeloss*old_point && TimeCurrent()-closetime < pause*60) signal = 1; if (otype == OP_SELL && priceclose-priceopen > sizeloss*old_point && TimeCurrent()-closetime < pause*60) signal = 2; if (signal > 0) { if (LogMode<2 && lastbarwrite != Time[0]) { string q1 = __FUNCTION__ + ": The filter by the loss of the last closed order was triggered. New order has not been opened."; string q2 = __FUNCTION__ + ": Until the possibility of opening a new order left " + DoubleToString(pause-(TimeCurrent()-closetime)/60,0)+" minutes"; Print(q1); Print(q2); #ifndef FOR_TESTER fWriteDataToFile(q1); fWriteDataToFile(q2); #endif lastbarwrite = Time[0]; } last_closetime = closetime; } return (signal); } void getlastorderdata(double& profit, double& lot) { int signal = 0; int oldticket = 0; int ticket = 0; double priceopen = 0; double priceclose = 0; datetime closetime = 0; int otype = -1; if ((bool)::MQLInfoInteger(::MQL_TESTER) || (bool)::MQLInfoInteger(::MQL_OPTIMIZATION)) { if (lastticket > 0) { oldticket = lastticket; } else { if (LogMode < 2) {Print(__FUNCTION__ + ": no previously closed orders found, function skipped");} } } else { if (OrdersHistoryTotal() != lasthistorytotal2) { lasthistorytotal2 = OrdersHistoryTotal(); for(int i=lasthistorytotal2;i>=1;i--) { if(OrderSelect(i-1,SELECT_BY_POS,MODE_HISTORY)) { if (TimeCurrent() - OrderCloseTime() > 60*60*24*14) break; //if the order is older than 2 weeks - stop searching. if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) { ticket = OrderTicket(); if (ticket > oldticket) oldticket = ticket; } } else { if (LogMode < 3) { string q = (__FUNCTION__ + ": order not selected. Order selection error."); Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif } } } } else { if (lastticket > 0) oldticket = lastticket; // "The EA has not yet opened any orders" - incorrect. The last order could be opened with an error, and the penultimate one - without an error. else if (LogMode < 2) {/*Print("The EA has not opened any orders yet, the function "+__FUNCTION__ +" missed.");*/ return;} } } if (oldticket > 0) { if(OrderSelect(oldticket,SELECT_BY_TICKET) && OrderCloseTime() != 0) { if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) { priceopen = OrderOpenPrice(); priceclose = OrderClosePrice(); closetime = OrderCloseTime(); otype = OrderType(); lot = OrderLots(); } else { if (LogMode < 3) { string q = (__FUNCTION__ + ": information about the last order does not match the parameters of the adviser."); Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif } } } } else { if (OrdersHistoryTotal() > 0 && LogMode < 2) {Print(__FUNCTION__ + ": previous order ticket not found. Perhaps the adviser has not opened orders before.");} } if (otype == OP_BUY) profit = NormalizeDouble((priceclose - priceopen) / old_point,1); if (otype == OP_SELL) profit = NormalizeDouble((priceopen - priceclose) / old_point,1); } Stats CountVirtualBalance(double& virt_balance, double& virt_profit) { Stats stats1; ZeroMemory(stats1); /*#ifdef FOR_TESTER virt_profit = AccountProfit(); if (VirtualDepoForAutoRisk > 0 || VirtualDepoPercent > 0) { if (VirtualDepoPercent == 0) virt_balance = VirtualDepoForAutoRisk + AccountProfit(); else virt_balance = ::AccountInfoDouble(::ACCOUNT_BALANCE) * VirtualDepoPercent / 100.0; } return(stats1); #endif*/ //#ifndef FOR_TESTER stats1.startdate=_TimeCurrent; virt_balance = VirtualDepoForAutoRisk; if (VirtualDepoPercent > 0) { // calculate initial deposit at startdate virt_balance = ::AccountInfoDouble(::ACCOUNT_BALANCE); int lasthistorytotal3 = OrdersHistoryTotal(); for(int i=lasthistorytotal3;i>=1;i--) { if(OrderSelect(i-1,SELECT_BY_POS,MODE_HISTORY)) { if (OrderCloseTime() < VirtualDepoStartDate) continue; if((OrderType() == 6) || (OrderType() == OP_BUY) || (OrderType() == OP_SELL)) { virt_balance -= OrderProfit()+OrderCommission()+OrderSwap(); } } } } virt_profit = 0; double virt_profit_pips = 0; //if (OrdersHistoryTotal() != lasthistorytotal3) { int lasthistorytotal3 = OrdersHistoryTotal(); for(int i=lasthistorytotal3;i>=1;i--) { if(OrderSelect(i-1,SELECT_BY_POS,MODE_HISTORY)) { if (OrderCloseTime() < VirtualDepoStartDate) continue; if((VirtualDepoPercent > 0 && OrderType() == 6) || (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber && OrderType()<=OP_SELL)) { double order_profit=OrderProfit()+OrderCommission()+OrderSwap(); virt_balance += order_profit; if (OrderType() != 6) { virt_profit += order_profit; virt_profit_pips += (OrderType() == OP_BUY ? OrderClosePrice() - OrderOpenPrice() : OrderOpenPrice() - OrderClosePrice()) / old_point; if (OrderCloseTime() 0) stats1.gross_profit += order_profit; else stats1.gross_loss += order_profit; } } } } //} if (stats1.gross_loss!=0) stats1.pf = stats1.gross_profit / -stats1.gross_loss; if (stats1.trades != 0) stats1.expectancy = virt_profit / stats1.trades; if (stats1.trades != 0) stats1.expectancy_pips = virt_profit_pips / stats1.trades; stats1.profit_pips = virt_profit_pips; if (VirtualDepoPercent > 0 && virt_balance != 0) { virt_balance = virt_balance * VirtualDepoPercent / 100.0; } return(stats1); //#endif } double CountOpenedProfit(double& _pips, double& _lots) { double profit = 0; _pips=0; _lots=0; for(int i=OrdersTotal()-1;i>=0;i--){ if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)==false) continue; if(OrderSymbol()!=_Symbol || OrderMagicNumber() != MagicNumber || OrderType() > OP_SELL) continue; profit += OrderProfit() + OrderCommission() + OrderSwap(); _pips += (OrderType()==OP_BUY?Bid-OrderOpenPrice():OrderOpenPrice()-Ask); _lots += OrderLots(); } _pips /= old_point; return(profit); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ /*double candle() { double c = 0; for (int i = 0; i<=barcount; i++) { if (iHigh (NULL,TimeFrame,i)-iLow(NULL,TimeFrame,i)>= c) c = iHigh(NULL,TimeFrame,i)-iLow(NULL,TimeFrame,i); } return (c); }*/ //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ void fTrailingStopFunc(){ double tr_start = Trail_Start*old_point; double tr_size = Trail_Size*old_point; double tr_step = MathMax(Trail_Step*old_point, MarketInfo(Symbol(),MODE_TICKSIZE)*old_point); if(OrderType() == OP_BUY){ double tr_pos=Bid - tr_size; if (((Trail_Minutes > 0 && _TimeCurrent - OrderOpenTime() > 60*Trail_Minutes) || (Trail_Start > 0 && Bid-OrderOpenPrice()>=tr_start)) && tr_pos-OrderStopLoss()>=tr_step && (!Trail_From_BE_Line || Bid-OrderOpenPrice()>=tr_size)) { fModifyPosition(OrderTicket(),OrderOpenPrice(),NormalizeDouble(tr_pos,Digits),OrderTakeProfit(),0,clrGreen); return; } /*if(OrderStopLoss() < OrderOpenPrice() && Bid - OrderOpenPrice() >= tr_start){ //если SL еще не двигали fModifyPosition(OrderTicket(),OrderOpenPrice(),NormalizeDouble(Bid - tr_start,Digits),OrderTakeProfit(),0,clrGreen); return; } if(OrderStopLoss() >= OrderOpenPrice()){ //если SL уже двигали double dif = Bid - OrderStopLoss() - tr_size; if(dif >= tr_step) fModifyPosition(OrderTicket(),OrderOpenPrice(),NormalizeDouble(OrderStopLoss() + dif,Digits), OrderTakeProfit(),0,clrGreen); return; }*/ } else if(OrderType() == OP_SELL){ double tr_pos=Ask + tr_size; if (((Trail_Minutes > 0 && _TimeCurrent - OrderOpenTime() > 60*Trail_Minutes) || (Trail_Start > 0 && OrderOpenPrice()-Ask>=tr_start)) && OrderStopLoss()-tr_pos>=tr_step && (!Trail_From_BE_Line || OrderOpenPrice()-Ask>=tr_size)) { fModifyPosition(OrderTicket(),OrderOpenPrice(),NormalizeDouble(tr_pos,Digits),OrderTakeProfit(),0,clrGreen); return; } /*if(OrderStopLoss() > OrderOpenPrice() && OrderOpenPrice() - Ask >= tr_start){ //если SL еще не двигали fModifyPosition(OrderTicket(),OrderOpenPrice(),NormalizeDouble(Ask + tr_start,Digits),OrderTakeProfit(),0,clrTomato); return; } if(OrderStopLoss() <= OrderOpenPrice()){ //если SL уже двигали double dif = OrderStopLoss() - Ask - tr_size; if(dif >= tr_step) fModifyPosition(OrderTicket(),OrderOpenPrice(),NormalizeDouble(OrderStopLoss() - dif,Digits), OrderTakeProfit(),0,clrTomato); return; }*/ } } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ void fModifyPosition(int ticket,double price,double sl,double tp,datetime expir = 0,color col = clrNONE){ #ifndef FOR_TESTER if (!(bool)::MQLInfoInteger(::MQL_TRADE_ALLOWED)) return; #endif if (!VirtualSLTP) { if (sl == OrderStopLoss() && tp == OrderTakeProfit()) return; if(!OrderModify(ticket, price, sl, tp, expir, col)){ if (LogMode < 3) { string q = __FUNCTION__ + ": failed to modify order #" + IntegerToString(ticket) + "! " + fMyErDesc(); Print(q); #ifndef FOR_TESTER fWriteDataToFile(q); #endif } } } if (VirtualSLTP) { ordersl[OrderType()]=sl; ordertp[OrderType()]=tp; return; } Sleep(1000); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ int fGetCCISignal(int period,ENUM_APPLIED_PRICE typeprice,int toplevel,int sh){ double cci = iCCI(NULL,TimeFrame_CCI,period,typeprice,sh); if(cci > toplevel) return(OP_SELL); if(cci < -toplevel) return(OP_BUY); return(-1); } //+------------------------------------------------------------------+ // returns TRUE if it is rollover time + // otherwise - FALSE + //+------------------------------------------------------------------+ bool fGetRollOver(void){ //if(use_rollover_filter) { //Do not open trades in rollover. if(rtime1 > rtime2){ if ((_TimeCurrent >= rtime1 && _TimeCurrent < rtime2+60*60*24) || (_TimeCurrent >= rtime1-60*60*24 && _TimeCurrent < rtime2)) { // if(_TimeCurrent >= rtime1 || _TimeCurrent < rtime2) return(true); } } else{ if(_TimeCurrent >= rtime1 && _TimeCurrent < rtime2) return(true); } //} return(false); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ string timestr(int h,int m) { int hh=h; if (hh==24) hh=0; string h1,m1; h1=IntegerToString(hh,2,'0'); m1=IntegerToString(m,2,'0'); return h1+":"+m1; } //+------------------------------------------------------------------+ string PeriodString(int period) { string s = ""; switch(period){ case PERIOD_M1: s = "M1"; break; case PERIOD_M5: s = "M5"; break; case PERIOD_M15: s = "M15"; break; case PERIOD_M30: s = "M30"; break; case PERIOD_H1: s = "H1"; break; case PERIOD_H4: s = "H4"; break; case PERIOD_D1: s = "D1"; break; case PERIOD_W1: s = "W1"; break; case PERIOD_MN1: s = "MN1"; break; } return(s); } //+------------------------------------------------------------------+ string fInfoTradeHours(){ int day=DayOfWeek(); string str="",dayupcase; //bool showday; dayupcase=daystring[day]; StringToUpper(dayupcase); str = "\n "+dayupcase+" (GMT "+StringFormat("%+d",GMT_Offset)+", DST " + dstStr[DSTMode] + ")"; //str = "\n "+dayupcase; //showday = (DayStart[day] != DayEnd[day]) || (DayStart[day] != day); if((Month() == 12 && Day() > LastTradeDayDecember) || (Month() == 1 && Day() < FirstTradeDayJanuary)) { str += "\n Merry Christmas!!!\n"; } if (DisableTradeOnHolidays && IsAroundHoliday(_TimeCurrent)) { str += "\n No trade on holliday \n"; } if ((First_StartTimeStr != First_EndTimeStr) || (Second_StartTimeStr != Second_EndTimeStr)) { if (First_StartTimeStr != First_EndTimeStr) { str += "\n First Session: " + First_StartTimeStr + " - " + First_EndTimeStr; } else str += "\n"; if (Second_StartTimeStr != Second_EndTimeStr) { str += "\n Second Session: " + Second_StartTimeStr + " - " + Second_EndTimeStr; } else str += "\n"; } else { str += "\n No trade today\n"; } /*if (First_StartTimeStr[day] != First_EndTimeStr[day]) { str += "\n Start Time: " + First_StartTimeStr[day]; if (showday) str += ", "+daystring[DayStart[day]]; str += "\n End Time: " + First_EndTimeStr[day]; if (showday) str += ", "+daystring[DayEnd[day]]; } else { str += "\n No trade today\n"; }*/ return(str); } //+------------------------------------------------------------------+ bool IsTime() { if (_TimeCurrent >= _DisableTimeStart && _TimeCurrent < _DisableTimeEnd) return(false); if((Month() == 12 && Day() > LastTradeDayDecember) || (Month() == 1 && Day() < FirstTradeDayJanuary)) return (false); if (DisableTradeOnHolidays && IsAroundHoliday(_TimeCurrent)) return (false); // switch(DayOfWeek()) // { // case 1: return(IsNow(MONDAY_Start_Trade_Hour,MONDAY_Start_Trade_Minute,MONDAY_End_Trade_Hour,MONDAY_End_Trade_Minute)); // case 2: return(IsNow(TUESDAY_Start_Trade_Hour,TUESDAY_Start_Trade_Minute,TUESDAY_End_Trade_Hour,TUESDAY_End_Trade_Minute)); // case 3: return(IsNow(WEDNESDAY_Start_Trade_Hour,WEDNESDAY_Start_Trade_Minute,WEDNESDAY_End_Trade_Hour,WEDNESDAY_End_Trade_Minute)); // case 4: return(IsNow(THURSDAY_Start_Trade_Hour,THURSDAY_Start_Trade_Minute,THURSDAY_End_Trade_Hour,THURSDAY_End_Trade_Minute)); // case 5: return(IsNow(FRIDAY_Start_Trade_Hour,FRIDAY_Start_Trade_Minute,FRIDAY_End_Trade_Hour,FRIDAY_End_Trade_Minute)); // default: return(false); // // } //_IsFirstSession=false; /* if(PrevDayStartTime > PrevDayEndTime) { if ((_TimeCurrent >= PrevDayStartTime && _TimeCurrent < PrevDayEndTime+60*60*24) || (_TimeCurrent >= PrevDayStartTime-60*60*24 && _TimeCurrent < PrevDayEndTime)) { _IsFirstSession=true; return(true); } }*/ if(PrevDayStartTime < PrevDayEndTime) { if (_TimeCurrent >= PrevDayStartTime && _TimeCurrent < PrevDayEndTime) { //_IsFirstSession=true; return(true); } } /* if(StartTime > EndTime) { if ((_TimeCurrent >= StartTime && _TimeCurrent < EndTime+60*60*24) || (_TimeCurrent >= StartTime-60*60*24 && _TimeCurrent < EndTime)) { return(true); } }*/ if(StartTime < EndTime) { if (_TimeCurrent >= StartTime && _TimeCurrent < EndTime) { return(true); } } return(false); } //+------------------------------------------------------------------+ //bool IsNow(int Start_Trade_Hour, int Start_Trade_Minute, int End_Trade_Hour, int End_Trade_Minute) //{ // // if(Start_Trade_Hour > End_Trade_Hour) { // if ((_TimeCurrent >= StartTime && _TimeCurrent < EndTime+60*60*24) || (_TimeCurrent >= StartTime-60*60*24 && _TimeCurrent < EndTime)) { // // return(true); // } // } // else if(Start_Trade_Hour < End_Trade_Hour) { // if (_TimeCurrent >= StartTime && _TimeCurrent < EndTime) { // // return(true); // } // } // // return(false); //} //+------------------------------------------------------------------+ //int fGetGMTOffset() { // int time = (int)(TimeCurrent() - TimeGMT()); // double offset = time; // offset *= 0.01; // offset = MathCeil(offset) * 100; // offset = offset/3600; // int gmtoffset = (int)NormalizeDouble(offset,0); // return(gmtoffset); //} int fGetDSTShift() { if(DSTMode == DST_NEW_YORK) return (0); int shift = 0; if(IsSummerTime(DST_NEW_YORK)) shift++; if(IsSummerTime(DSTMode)) shift--; return (shift); } bool IsSummerTime(DstMode _mode) { int day = Day(); int month = Month(); int weekday = DayOfWeek(); switch(_mode) { case DST_NEW_YORK: return ((month > 3 && month < 11) || (month == 3 && day - weekday > 7) || (month == 11 && weekday - day >= 0)); case DST_EUROPE: return ((month > 3 && month < 10) || (month == 3 && 31 - day + weekday < 7) || (month == 10 && 31 - day + weekday >= 7)); case DST_AUSTRALIA: //remember, in Australia June to August is winter! return((month < 4 || month > 10) || (month == 4 && weekday - day >= 0) || (month == 10 && day - weekday > 0)); } return (false); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Writes the string 's' to a file InpFileName | //+------------------------------------------------------------------+ void fWriteDataToFile(string s){ if (!WriteLogFile) return; if((bool)::MQLInfoInteger(::MQL_TESTER) || (bool)::MQLInfoInteger(::MQL_OPTIMIZATION)) return; //--- open a file for writing data (if it does not exist, it will be created automatically) ResetLastError(); string data = ""; data = IntegerToString(Day()) + "." + IntegerToString(Month()) + "." + IntegerToString(Year()) + " " + IntegerToString(Hour()) + ":" + IntegerToString(Minute()); int file_handle = FileOpen(InpDirectoryName+"//"+InpFileName,FILE_TXT|FILE_READ|FILE_WRITE); if(file_handle != INVALID_HANDLE){ PrintFormat("File %s is open for writing",InpFileName); PrintFormat("The path to the file: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH)); FileSeek(file_handle,0,SEEK_END); //move the cursor to the end of the file s = data + " " + s; //--- write values ​​to file FileWrite(file_handle,s); //--- close the file FileClose(file_handle); PrintFormat("Data written, file %s closed",InpFileName); } else PrintFormat("Failed to open file %s, " + fMyErDesc(),InpFileName); } //+------------------------------------------------------------------+ //| Creates a rectangular label | //+------------------------------------------------------------------+ bool fRectLabelCreate(const long chart_ID = 0, // Graphic ID const string name = "RectLabel", // label name const int sub_window = 0, // subwindow number const int x = 0, // the X-axis coordinate const int y = 0, // the Y-axis coordinate const int width = 50, // width const int height = 18, // height const color back_clr = C'236,233,216', // background color const ENUM_BORDER_TYPE border = BORDER_SUNKEN, // border type const ENUM_BASE_CORNER corner = CORNER_LEFT_UPPER, // corner of the graph to anchor const color clr = clrRed, // flat border color (Flat) const ENUM_LINE_STYLE style = STYLE_SOLID, // flat border style const int line_width = 1, // flat border thickness const bool back = false, // on the background const bool selection = false, // set aside for travel const bool hidden = true, // hidden in the object list const long z_order = 0) // mouse click priority { //--- reset the error value ResetLastError(); if(ObjectFind(chart_ID,name)==0) return true; //--- create a rectangle if(!ObjectCreate(chart_ID,name,OBJ_RECTANGLE_LABEL,sub_window,0,0)) { if (LogMode<3) { Print(__FUNCTION__, ": Failed to create rectangle label! " + fMyErDesc()); } return(false); } //--- set marker coordinates ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x); ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y); //---set label size ObjectSetInteger(chart_ID,name,OBJPROP_XSIZE,width); ObjectSetInteger(chart_ID,name,OBJPROP_YSIZE,height); //--- set background color ObjectSetInteger(chart_ID,name,OBJPROP_BGCOLOR,back_clr); //--- set border type ObjectSetInteger(chart_ID,name,OBJPROP_BORDER_TYPE,border); //--- set the angle of the graph, relative to which the coordinates of the point will be determined ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner); //--- set the color of the flat border (in Flat mode) ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr); //--- set line style to flat frame ObjectSetInteger(chart_ID,name,OBJPROP_STYLE,style); //--- set the thickness of the flat border ObjectSetInteger(chart_ID,name,OBJPROP_WIDTH,line_width); //--- display in foreground (false) or background (true) ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back); //--- enable (true) or disable (false) the label moving mode by mouse ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection); ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection); //--- hide (true) or display (false) the name of the graphical object in the list of objects ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden); //--- set the priority for receiving the mouse click event on the chart ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order); //--- successful execution return(true); } //+------------------------------------------------------------------+ //| Deletes a rectangular label | //+------------------------------------------------------------------+ bool fRectLabelDelete(const long chart_ID = 0, // Graphic ID const string name = "RectLabel") // label name { //--- reset the error value ResetLastError(); //--- remove the label if (ObjectFind(chart_ID,name) != -1) { if(!ObjectDelete(chart_ID,name)) { if (LogMode<3) { Print(__FUNCTION__, ": failed to delete rectangular label! " + fMyErDesc()); } return(false); } } //--- successful execution return(true); } //+------------------------------------------------------------------+ //| Creates a text label | //+------------------------------------------------------------------+ bool fLabelCreate(const long chart_ID=0, // Graphic ID const string name="Label", // label name const int sub_window=0, // subwindow number const int x=0, // the X-axis coordinate const int y=0, // the Y-axis coordinate const string text="Label", // text const ENUM_BASE_CORNER corner=CORNER_LEFT_UPPER, // corner of the graph to anchor const string font="Arial", // font const int font_size=10, // font size const color clr=clrDarkBlue, // color const double angle=0.0, // text slope const ENUM_ANCHOR_POINT anchor=ANCHOR_CENTER, // binding method const bool back=false, // on the background const bool selection=false, // set aside for travel const bool hidden=true, // hidden in the object list const long z_order=0) // mouse click priority { //--- reset the error value ResetLastError(); if(ObjectFind(chart_ID,name)==0) return true; //--- create a text label if(!ObjectCreate(chart_ID,name,OBJ_LABEL,sub_window,0,0)) { Print(__FUNCTION__, ": was unable to create a text label! Error code = ",GetLastError()); return(false); } //--- set marker coordinates ObjectSetInteger(chart_ID,name,OBJPROP_XDISTANCE,x); ObjectSetInteger(chart_ID,name,OBJPROP_YDISTANCE,y); //--- set the angle of the graph, relative to which the coordinates of the point will be determined ObjectSetInteger(chart_ID,name,OBJPROP_CORNER,corner); //--- we will establish the text ObjectSetString(chart_ID,name,OBJPROP_TEXT,text); //--- set the text font ObjectSetString(chart_ID,name,OBJPROP_FONT,font); //--- set the font size ObjectSetInteger(chart_ID,name,OBJPROP_FONTSIZE,font_size); //--- set the angle of the text ObjectSetDouble(chart_ID,name,OBJPROP_ANGLE,angle); //--- set binding method ObjectSetInteger(chart_ID,name,OBJPROP_ANCHOR,anchor); //--- set the color ObjectSetInteger(chart_ID,name,OBJPROP_COLOR,clr); //--- display in foreground (false) or background (true) ObjectSetInteger(chart_ID,name,OBJPROP_BACK,back); //--- enable (true) or disable (false) the label moving mode by mouse ObjectSetInteger(chart_ID,name,OBJPROP_SELECTABLE,selection); ObjectSetInteger(chart_ID,name,OBJPROP_SELECTED,selection); //--- hide (true) or display (false) the name of the graphical object in the list of objects ObjectSetInteger(chart_ID,name,OBJPROP_HIDDEN,hidden); //--- set the priority for receiving the mouse click event on the chart ObjectSetInteger(chart_ID,name,OBJPROP_ZORDER,z_order); //--- successful execution return(true); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Deletes a text label | //+------------------------------------------------------------------+ bool fLabelDelete(const long chart_ID=0, // Graphic ID const string name="Label") // label name { //--- reset the error value ResetLastError(); //--- remove the label if(!ObjectDelete(chart_ID,name)) { Print(__FUNCTION__, ": failed to remove the text label! Error code = ",GetLastError()); return(false); } //--- successful execution return(true); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| ChartEvent function | //+------------------------------------------------------------------+ void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) { if(id == CHARTEVENT_OBJECT_CLICK){ if(sparam == "sell_btn"){ if (MessageBox(StringFormat(string("Sell %.2f %s at %."+IntegerToString(_Digits)+"f?"),lots,_Symbol,Bid),"Generic A-TLP",MB_YESNO|MB_ICONQUESTION) != IDYES) return; lots = AutoMM_Count(CountOrder(OP_SELL)); OpenTrade("SELL", CountOrder(OP_SELL)); } if(sparam == "buy_btn"){ if (MessageBox(StringFormat(string("Buy %.2f %s at %."+IntegerToString(_Digits)+"f?"),lots,_Symbol,Ask),"Generic A-TLP",MB_YESNO|MB_ICONQUESTION) != IDYES) return; lots = AutoMM_Count(CountOrder(OP_BUY)); OpenTrade("BUY", CountOrder(OP_BUY)); } } } //+------------------------------------------------------------------+ void DrawChannel(string dir, double pr1, color clr=clrYellow){ //drawing lines for BB channel entries if (Bars<2) return; string name=_Symbol+" "+dir+TimeToString(Time[0]); string name_prev=_Symbol+" "+dir+TimeToString(Time[1]); if(ObjectFind(name) < 0){ double pr2 = pr1; if(ObjectFind(name_prev) == 0) pr2 = ObjectGetDouble(0,name_prev,OBJPROP_PRICE,1); ObjectCreate(name, OBJ_TREND,0,Time[1],pr2,Time[0],pr1); ObjectSet(name, OBJPROP_COLOR, clr); ObjectSetInteger(0,name,OBJPROP_RAY_RIGHT,false); ObjectSetInteger(0,name,OBJPROP_WIDTH,1); //ObjectSet(name,OBJPROP_BACK,true); //ObjectSet(name,OBJPROP_SELECTABLE,false); } } //+------------------------------------------------------------------+ void DrawWarn(string text, color col){ if(!VisualDebug) return; string obid=_Symbol+TimeToString(Time[0]); if(ObjectFind(obid)!=-1) ObjectDelete(obid); ENUM_ANCHOR_POINT anc; double price; if((WindowPriceMax()+WindowPriceMin())/2 < Bid){ price=channel_lower-MathAbs(Entry_Break)*2*old_point; anc=ANCHOR_RIGHT; }else{ price=channel_upper+MathAbs(Entry_Break)*2*old_point; anc=ANCHOR_LEFT; } ObjectCreate(obid, OBJ_TEXT, 0, Time[0], price); ObjectSet(obid, OBJPROP_ANGLE, 90); ObjectSet(obid,OBJPROP_ANCHOR,anc); ObjectSet(obid,OBJPROP_BACK,false); ObjectSetText(obid,text,10,"Arial",col); } void UpdateInfoPanel(){ if(_RealTrade || (bool)::MQLInfoInteger(::MQL_VISUAL_MODE)){ //if(day_of_trade != DayOfWeek()){ // if(TP_perc > 0) tp_info = "\n Dynamic Take Profit = " + IntegerToString(TP_perc) + "%"; // else tp_info = "\n Dynamic Take Profit: OFF"; TradeHoursFirst = fInfoTradeHours(); if (_RealTrade && MaxAmountCurrency>0) { if (LastUpdateTime 0) { if (Ask - Bid > Max_Spread * old_point) info_panel = info_panel + " - HIGH !!!"; else info_panel = info_panel + " - NORMAL"; } info_panel = info_panel + risk_info + risk_scale + "\n Max Orders = "+IntegerToString(TotalOrders) + (TotalOrders>1?", Distance = "+DoubleToString(OrdersDistance,1):"") + "\n Trading Lots = " + DoubleToString(lots, 2) + (TotalOrders>1?"*" + IntegerToString(TotalOrders) + " = " + DoubleToString(lots*TotalOrders, 2):"") /*+(Hedging?", hedg = "+DoubleToString(lots*TotalOrders*2, 2):"")*/ + "\n ---------------------------------------------------"; bool show_virt_balance=(VirtualDepoForAutoRisk > 0 || VirtualDepoPercent > 0); double balance=(show_virt_balance ? virtual_balance : ::AccountInfoDouble(::ACCOUNT_BALANCE)); if (show_virt_balance) info_panel = info_panel + "\n Virtual Balance: "+DoubleToString(balance,2)+" "+AccountInfoString(ACCOUNT_CURRENCY); // + "\n Virtual Equity: "+DoubleToString(virtual_balance+opened_profit,2)+" "+AccountInfoString(ACCOUNT_CURRENCY) info_panel = info_panel + "\n Profit: "+DoubleToString(virtual_profit,2)+" "+AccountInfoString(ACCOUNT_CURRENCY)+" / "+DoubleToString(stats.profit_pips,2)+" pips" + "\n Trades: "+IntegerToString(stats.trades) + "\n Profit Factor: "+DoubleToString(stats.pf,2) + "\n Expectancy: "+DoubleToString(stats.expectancy,2)+" "+AccountInfoString(ACCOUNT_CURRENCY)+" / "+DoubleToString(stats.expectancy_pips,2)+" pips" + "\n Start Date: "+TimeToString(stats.startdate,TIME_DATE) + "\n ---------------------------------------------------"; int cnt_order=CountOrder(); double _pips,_lots; opened_profit = CountOpenedProfit(_pips,_lots); info_panel = info_panel + "\n Opened Trades: "+(cnt_order==0?"None":IntegerToString(cnt_order)) + "\n "+(cnt_order==0?"":StringFormat("%.2f lots / %+.1f pips / %+.2f %s",_lots,_pips,opened_profit,AccountInfoString(ACCOUNT_CURRENCY))) + "\n ---------------------------------------------------"; info_panel = info_panel + filter_info + "\n 7. News Filter: "+(UseNewsFilter?"ON"+(_IsNews?", Activated":""):"OFF"); if (MaxAmountCurrency>0) { info_panel = info_panel + "\n ---------------------------------------------------" +CheckString(); } if (MaxAmountCurrencyPair>0) { info_panel = info_panel + "\n ---------------------------------------------------" + "\n " + _Symbol + " BUY count: "+IntegerToString(CountOrder2(OP_BUY)) + "\n " + _Symbol + " SELL count: "+IntegerToString(CountOrder2(OP_SELL)); } info_panel = info_panel + "\n ---------------------------------------------------"; previnfopanelcolor=infopanelcolor; infopanelcolor=((bool)::MQLInfoInteger(::MQL_TRADE_ALLOWED)?Col_info:Col_info2); if (infopanelcolor != previnfopanelcolor) { ObjectSetInteger(0,"info_panel",OBJPROP_BGCOLOR,infopanelcolor); } Comment(info_panel); } } } void fATR(){ if(iBars(_Symbol, TimeFrame) < ATR_P+1){ Print(Hour(),":",Minute()," | Error: Not enough loaded history for ATR"); return; } double atr=iATR(_Symbol ,TimeFrame, ATR_P, 1); Stop_Loss=MathMin(MathMax(MathMax(NormalizeDouble(atr*10000*Coof_ATR,1),Min_SL), NormalizeDouble(stoplevel * _Point / old_point,1)), orig_stoploss); } int CountOrder(int Order_Type = -1) { int orders=0; for(int i=OrdersTotal()-1;i>=0;i--){ if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)==false) continue; if(OrderSymbol()!=_Symbol || OrderMagicNumber() != MagicNumber || OrderType() > OP_SELL) continue; if(Order_Type == OrderType() || Order_Type == -1) orders++; } if (orders == 0) { if (Order_Type == OP_BUY) consecutive_orders_buy = 0; if (Order_Type == OP_SELL) consecutive_orders_sell = 0; if (Order_Type == -1) { consecutive_orders_buy = 0; consecutive_orders_sell = 0; } } return orders; } double GetMaxMinOpenPrice(int ordertype,_MaxMin maxtype){ double maxminprice=0; for(int i=OrdersTotal()-1;i>=0;i--){ if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)==false) continue; if(OrderSymbol()!=_Symbol || OrderMagicNumber() != MagicNumber || OrderType() > OP_SELL) continue; if ((ordertype != -1) && (OrderType() != ordertype)) continue; if (maxminprice==0) maxminprice=OrderOpenPrice(); if ((maxtype==MAX) && (OrderOpenPrice()>maxminprice)) maxminprice=OrderOpenPrice(); if ((maxtype==MIN) && (OrderOpenPrice()=0;i--){ if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)==false) continue; if(OrderSymbol()!=_Symbol || OrderMagicNumber() != MagicNumber || OrderType() > OP_SELL) continue; if ((ordertype != -1) && (OrderType() != ordertype)) continue; if (opentime==0) opentime=OrderOpenTime(); if (OrderOpenTime()>opentime) opentime=OrderOpenTime(); } return opentime; } datetime GetFirstOpenTime(int ordertype){ datetime opentime=0; for(int i=OrdersTotal()-1;i>=0;i--){ if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)==false) continue; if(OrderSymbol()!=_Symbol || OrderMagicNumber() != MagicNumber || OrderType() > OP_SELL) continue; if ((ordertype != -1) && (OrderType() != ordertype)) continue; if (opentime==0) opentime=OrderOpenTime(); if (OrderOpenTime()=0;i--){ if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)==false) continue; if(OrderSymbol()!=_Symbol || OrderMagicNumber() != MagicNumber || OrderType() > OP_SELL) continue; if ((ordertype != -1) && (OrderType() != ordertype)) continue; if (opentime==0) { opentime=OrderOpenTime();last_order_ticket=OrderTicket(); } if (OrderOpenTime()>opentime) { opentime=OrderOpenTime(); last_order_ticket=OrderTicket(); } } return last_order_ticket; } double GetOrdersTotalProfit(int ordertype){ double orderprofit=0; for(int i=OrdersTotal()-1;i>=0;i--){ if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)==false) continue; if(OrderSymbol()!=_Symbol || OrderMagicNumber() != MagicNumber || OrderType() > OP_SELL) continue; if ((ordertype != -1) && (OrderType() != ordertype)) continue; if (OrderType()==OP_BUY) { orderprofit += Bid - OrderOpenPrice(); } if (OrderType()==OP_SELL) { orderprofit += OrderOpenPrice() - Ask; } } return orderprofit; } double OnTester(){ double coefr = 1.0; double coeff = 1.0; double coefe = 1.0; double recf = 0; double MaxDD = TesterStatistics(STAT_EQUITY_DD); if (MaxDD != 0) recf = TesterStatistics(STAT_PROFIT) / MaxDD; double proff = TesterStatistics(STAT_PROFIT_FACTOR); double trades_number = TesterStatistics(STAT_TRADES); double expectancy=0; int trades = 0; double TickValue = MarketInfo(Symbol(), MODE_TICKVALUE); for(int i=OrdersHistoryTotal();i>=1;i--) { if(OrderSelect(i-1,SELECT_BY_POS,MODE_HISTORY)) { if(OrderSymbol() != _Symbol || OrderMagicNumber() != MagicNumber || OrderType() > OP_SELL) continue; expectancy += (OrderProfit()+OrderCommission()+OrderSwap()) / OrderLots() * _Point / old_point / TickValue; trades++; } } if (trades > 0) expectancy /= trades; if (recf < DesiredRecoveryFactor && recf > 0) { coefr = pow((recf/DesiredRecoveryFactor), RecoveryFactor_Power); } if(proff < DesiredProfitFactor && proff > 1) { coeff = pow((proff / DesiredProfitFactor), ProfitFactor_Power); } if(expectancy < DesiredExpectancy && expectancy > 0) { coefe = pow((expectancy / DesiredExpectancy), Expectancy_Power); } Print("Expectancy, pips: ",DoubleToString(expectancy,2)); Print("Recovery Factor: ",recf); double Res = recf * coefr * coeff * coefe; if (trades_number < MinTrades) Res = -1000; return Res; } template bool IsError(string fname, T val, bool skipif0=true) { bool result=false; int Error = GetLastError(); if (Error == 4066 || Error == 4073 || Error == 4074 || (skipif0 && val == 0)) result=true; else if (Error != 0) { Print(fname," Error ",Error,": ",ErrorDescription(Error)); Print(fname," = ",val); result=true; } //if (Error != 0 && result) Print("IsError(): error ",Error,", function ",fname); return(result); } //+------------------------------------------------------------------+ double Volumes(string Str) { for (int i=0;i= 0; i--) { if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)==false) continue; if (OrderType() > OP_SELL) continue; if (MaxAmount_SkipManualTrades && OrderMagicNumber() == 0) continue; Str1 = SymbolInfoString(OrderSymbol(), SYMBOL_CURRENCY_BASE); Str2 = SymbolInfoString(OrderSymbol(), SYMBOL_CURRENCY_PROFIT); vol1=-1;vol2=-1; for (int j=0;j=0;i--){ if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)==false) continue; if(OrderSymbol()!=_Symbol || OrderType() > OP_SELL) continue; if (MaxAmount_SkipManualTrades && OrderMagicNumber() == 0) continue; if(Order_Type == OrderType() || Order_Type == -1) orders++; } return orders; } //+------------------------------------------------------------------+ void fSetTPbyExitChannel(){ stoplevel = /*(int)*/MarketInfo(_Symbol, MODE_STOPLEVEL)*_Point/old_point; mintpb = NormalizeDouble(Ask+MathMax(stoplevel,0.1)*old_point,_Digits); mintps = NormalizeDouble(Bid-MathMax(stoplevel,0.1)*old_point,_Digits); tpb = NormalizeDouble(channel_upper+Exit_Distance*old_point,_Digits); tps = NormalizeDouble(channel_lower-(Exit_Distance*old_point)+(OnlyBid?MathMin(Max_Spread_On_Close*old_point, (Ask-Bid)):0),_Digits); for(int i=OrdersTotal()-1;i>=0;i--){ if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)==false){ Print(Hour(),":",Minute()," | ",__FUNCTION__," ",fMyErDesc()); continue; } if(OrderSymbol()!=_Symbol || OrderMagicNumber() != MagicNumber) continue; double newtp=0; if(OrderType()==OP_BUY){ newtp = MathMax(MathMax(tpb, OrderOpenPrice()+Exit_Profit_Pips*old_point), mintpb); DrawEPP(OrderTicket(), OrderOpenPrice(), OrderOpenPrice()+Exit_Profit_Pips*old_point, OrderOpenTime()); DrawHistoryTP(OrderTicket(), newtp); if(!CompareDoubles(newtp,OrderTakeProfit())) fModifyPosition(OrderTicket(), OrderOpenPrice(), OrderStopLoss(), newtp, 0, clrWhite); }else if(OrderType() == OP_SELL){ newtp = MathMin(MathMin(tps, OrderOpenPrice()-Exit_Profit_Pips*old_point), mintps); DrawEPP(OrderTicket(), OrderOpenPrice(), OrderOpenPrice()-Exit_Profit_Pips*old_point, OrderOpenTime()); DrawHistoryTP(OrderTicket(), newtp); if(!CompareDoubles(newtp,OrderTakeProfit())) fModifyPosition(OrderTicket(), OrderOpenPrice(), OrderStopLoss(), newtp, 0, clrWhite); } } } void DrawEPP(int ticket, double pr1, double pr2, datetime time){ string name=IntegerToString(ticket)+"_epp_"+TimeToString(Time[0]); string name2=IntegerToString(ticket)+"_eppline_"+TimeToString(time); if(ObjectFind(name) < 0){ ObjectCreate(name, OBJ_ARROW, 0, Time[0], pr2); ObjectSet(name, OBJPROP_COLOR, clrSalmon); ObjectSetInteger(0,name,OBJPROP_ANCHOR,ANCHOR_BOTTOM); ObjectSetInteger(0,name,OBJPROP_ARROWCODE, 4); ObjectSetInteger(0,name,OBJPROP_WIDTH,1); } if(ObjectFind(name2) < 0){ ObjectCreate(0,name2,OBJ_TREND,0,time,pr2,time,pr1); ObjectSetInteger(0,name2,OBJPROP_RAY_RIGHT,false); ObjectSet(name2, OBJPROP_COLOR, clrSalmon); } } void DrawHistoryTP(int ticket, double pr1, color clr=clrWhite){ string name=IntegerToString(ticket)+"_tp_"+TimeToString(Time[0]); if(ObjectFind(name) < 0){ ObjectCreate(name, OBJ_ARROW, 0, Time[0], pr1); ObjectSet(name, OBJPROP_COLOR, clr); ObjectSetInteger(0,name,OBJPROP_ANCHOR,ANCHOR_BOTTOM); ObjectSetInteger(0,name,OBJPROP_ARROWCODE, 4); ObjectSetInteger(0,name,OBJPROP_WIDTH,1); } } void DrawHistorySL(int ticket, double pr1, color clr=clrYellowGreen){ string name=IntegerToString(ticket)+"_sl_"+TimeToString(Time[0]); if(ObjectFind(name) < 0){ ObjectCreate(name, OBJ_ARROW, 0, Time[0], pr1); ObjectSet(name, OBJPROP_COLOR, clr); ObjectSetInteger(0,name,OBJPROP_ANCHOR,ANCHOR_BOTTOM); ObjectSetInteger(0,name,OBJPROP_ARROWCODE, 4); ObjectSetInteger(0,name,OBJPROP_WIDTH,1); } } //+------------------------------------------------------------------+ string fMyErDesc(int err=-1){ int aErrNum; if(err == -1){ aErrNum = GetLastError(); } else{ aErrNum = err; } string pref="Ошибка №: "+IntegerToString(aErrNum)+" - "; switch(aErrNum){ case 0: return(pref+"No error. Trade operation was successful."); case 1: return(pref+"No error, but the result is unknown. (OrderModify tries " + "change already set values ​​with the same values. " + "You need to change one or more values ​​and try again.)"); case 2: return(pref+"General error. Cease all trading attempts before " + "clarification of the circumstances. It is possible to restart the operating system " + "system and client terminal."); case 3: return(pref+"Invalid settings. Wrong values ​​passed to trade function " + "parameters, e.g. wrong symbol, unidentified trading " + "operation, negative price tolerance, " + "non-existent ticket number, etc. You need to change the logic of the program."); case 4: return(pref+"The trading server is busy. You can try again after enough " + "a long period of time (from several minutes)."); case 5: return(pref+"Old version of the client terminal. You need to install " + "the latest version of the client terminal."); case 6: return(pref+"There is no connection to the trade server. You need to make sure the connection " + "not violated (for example, using the IsConnected function) and " + "after a short period of time (from 5 seconds) try again."); case 7: return(pref+"Not enough rights."); case 8: return(pref+"Too frequent requests. Reduce the frequency of requests " + "change program logic."); case 9: return(pref+"Invalid operation that breaks the server"); case 64: return(pref+"The account is blocked. It is necessary to stop all attempts to trade."); case 65: return(pref+"Invalid account number. All attempts must be stopped. " + "trading operations."); case 128: return(pref+"The transaction has expired. Before producing " + "try again (at least after 1 minute), you must " + "make sure that the trade did not really go through " + "(a new position has not been opened, or an existing order is not " + "was changed or deleted, or the existing position was not closed)"); case 129: return(pref+"Wrong bid or ask price, possibly not normalized " + "price. It is necessary to update after a delay of 5 seconds " + "data using the RefreshRates function and try again. " + "If the error persists, you must stop all attempts " + "trading operations and change the logic of the program."); case 130: return(pref+"Wrong feet. Feet too close or wrong " + "calculated or unnormalized prices in stops (or in " + "pending order opening price). The attempt can be repeated " + "only if the error was due to deprecation " + "prices. It is necessary to update the data after a delay of 5 seconds " + "using the RefreshRates function and try again. If " + "the error does not disappear, you must stop all attempts " + "trading operations and change the logic of the program."); case 131: return(pref+"Wrong volume, error in volume granulation. Necessary " + "stop all attempts to trade and change the program logic."); case 132: return(pref+"The market is closed. You can try again after a sufficiently large " + "period of time (from several minutes)."); case 133: return(pref+"Trading is prohibited. It is necessary to stop all attempts to trade."); case 134: return(pref+"Insufficient funds to complete the transaction. Repeat trade " + "with the same settings is not possible. You can try again after " + "delays from 5 seconds by reducing the volume, but one must be sure of " + "sufficiency of funds for the operation."); case 135: return(pref+"The price has changed. You can update the data without delay using " + "RefreshRates function and try again."); case 136: return(pref+"No prices. Broker for some reason (for example, at the beginning of the session " + "no prices, unconfirmed prices, fast market) did not give prices or " + "refused. It is necessary to update the data after a delay of 5 seconds " + "using the RefreshRates function and try again."); case 137: return(pref+"The broker is busy"); case 138: return(pref+"New prices. Asked price is outdated or bid and " + "ask. You can update the data without delay using the function " + "RefreshRates and try again. If the error persists, " + "it is necessary to stop all attempts to trade and change " + "program logic."); case 139: return(pref+"The order has been blocked and is already being processed. . Need to stop " + "all attempts to trade operations and change the logic of the program."); case 140: return(pref+"Only purchase is allowed. You cannot repeat the SELL operation."); case 141: return(pref+"Too many requests. Need to reduce the frequency " + "requests, change the logic of the program."); case 142: return(pref+"The order has been queued. This is not an error, but one of the codes " + "interaction between the client terminal and trading " + "server. This code can be obtained in the rare event that " + "when, during the execution of a trading operation, " + "interruption and subsequent restoration of communication. Necessary " + "handle the same as error 128."); case 143: return(pref+"The order has been accepted by the dealer for execution. One of the interaction codes " + "between the client terminal and the trading server. Maybe " + "occur for the same reason as code 142. It is necessary " + "handle the same as error 128."); case 144: return(pref+"The order was canceled by the client himself upon manual confirmation " + "deals. One of the interaction codes between the client " + "terminal and trading server."); case 145: return(pref+"Modification is prohibited because the order is too close to " + "market and blocked due to possible early execution. " + "It is possible not earlier than after 15 seconds to update the data when " + "help of the RefreshRates function and try again."); case 146: return(pref+"The trading subsystem is busy. Retry only after " + "how the IsTradeContextBusy function returns FALSE."); case 147: return(pref+"The use of the order expiration date is prohibited by the broker. " + "The operation can only be repeated if " + "reset the expiration parameter."); case 148: return(pref+"The number of open and pending orders has reached the limit, " + "set by the broker. New open positions and " + "pending orders are possible only after closing or " + "deleting existing positions or orders."); case 149: return(pref+"An attempt to open an opposite position to an existing one " + "if hedging is prohibited. First you need " + "close the existing opposite position, or refuse " + "from all attempts of such trading operations, or change " + "program logic."); case 150: return(pref+"Attempt to close a position on an instrument contrary to the rule FIFO"); //---- Error codes of execution of an MQL4 program (EA) case 4000: return(pref+"No error"); case 4001: return(pref+"Invalid function pointer"); case 4002: return(pref+"Array index - out of range"); case 4003: return(pref+"No memory for function stack"); case 4004: return(pref+"Stack overflow after recursive call"); case 4005: return(pref+"There is no memory on the stack to pass parameters"); case 4006: return(pref+"Out of memory for string parameter"); case 4007: return(pref+"No memory for temporary string"); case 4008: return(pref+"uninitialized string"); case 4009: return(pref+"Uninitialized string in array"); case 4010: return(pref+"No memory for string array"); case 4011: return(pref+"Line too long"); case 4012: return(pref+"Remainder of division by zero"); case 4013: return(pref+"Division by zero"); case 4014: return(pref+"Unknown team"); case 4015: return(pref+"Wrong transition"); case 4016: return(pref+"Uninitialized array"); case 4017: return(pref+"DLL calls not allowed"); case 4018: return(pref+"Unable to load library"); case 4019: return(pref+"Unable to call function"); case 4020: return(pref+"Calls to external library functions are not allowed"); case 4021: return(pref+"Out of memory for string returned from function"); case 4022: return(pref+"System busy"); case 4050: return(pref+"Incorrect number of function parameters"); case 4051: return(pref+"Invalid function parameter value"); case 4052: return(pref+"String function internal error"); case 4053: return(pref+"array error"); case 4054: return(pref+"Incorrect use of a timeseries array"); case 4055: return(pref+"Custom indicator error"); case 4056: return(pref+"Arrays are incompatible"); case 4057: return(pref+"Error handling global variables"); case 4058: return(pref+"Global variable not found"); case 4059: return(pref+"Feature not allowed in test mode"); case 4060: return(pref+"Function not allowed"); case 4061: return(pref+"Mail sending error"); case 4062: return(pref+"Expected parameter of type string"); case 4063: return(pref+"An integer parameter is expected"); case 4064: return(pref+"Expected parameter of type double"); case 4065: return(pref+"An array is expected as a parameter"); case 4066: return(pref+"Requested historical data in update state"); case 4067: return(pref+"Error while executing a trade operation"); case 4099: return(pref+"End of file"); case 4100: return(pref+"Error while working with file"); case 4101: return(pref+"Wrong file name"); case 4102: return(pref+"Too many open files"); case 4103: return(pref+"Unable to open file"); case 4104: return(pref+"Incompatible file access mode"); case 4105: return(pref+"No order selected"); case 4106: return(pref+"Unknown symbol"); case 4107: return(pref+"Wrong price parameter for the trading function"); case 4108: return(pref+"Invalid ticket number"); case 4109: return(pref+"Trading is not allowed. You must enable the in the properties of the expert"); case 4110: return(pref+"Long positions are not allowed - you need to check the properties of the expert"); case 4111: return(pref+"Short positions are not allowed - you need to check the properties of the expert"); case 4200: return(pref+"Object already exists"); case 4201: return(pref+"An unknown object property was requested"); case 4202: return(pref+"Object does not exist"); case 4203: return(pref+"Unknown object type"); case 4204: return(pref+"No object name"); case 4205: return(pref+"Object coordinate error"); case 4206: return(pref+"Specified subwindow not found"); case 4207: return(pref+"Error while working with object"); default: return(pref+"Non-existent error number"); } } //+------------------------------------------------------------------+ void BrokerStatWrite(int ticket, string openclose, string sltp, double slip, uint delay, string ontickdelay){ if(!_RealTrade || !BrokerStatToFile) return; string slips=DoubleToString(slip,1); StringReplace(slips,".",","); StringReplace(ontickdelay,".",","); int file_handle; int a=0; do { file_handle=FileOpen("BrokerStat.csv", FILE_CSV|FILE_READ|FILE_WRITE); if (file_handle != INVALID_HANDLE) break; Sleep(200); a++; } while (file_handle == INVALID_HANDLE && a<10); if (file_handle!=INVALID_HANDLE){ if(!FileSeek(file_handle, 0, SEEK_END)) ResetLastError(); FileWrite(file_handle,TimeToString(TimeCurrent()),_Symbol,ticket,openclose,sltp,slips,delay,ontickdelay); FileClose(file_handle); } int Error = GetLastError(); //looking for errors at the end if(Error != 0) Print(__FUNCTION__," ",fMyErDesc(Error)); } void IsNews(bool& isnews, bool& isclosebeforenews) { newsLoader.SetGMTOffset(GMT_Offset + (IsSummerTime(DSTMode) ? 1 : 0)); newsLoader.CheckNewsStatus(newsCheckStatus); isnews = (newsCheckStatus.minutesToNextNews <= TimeBeforeNews) || (newsCheckStatus.minutesSinceLastNews < TimeAfterNews); isclosebeforenews = (newsCheckStatus.minutesToNextNews <= CloseTimeBeforeNews) || (newsCheckStatus.minutesSinceLastNews < TimeAfterNews); } bool IsUSFederalHoliday(datetime dt) { // ** for holiday descriptions: http://en.wikipedia.org/wiki/Bank_holidays_in_United_States#List_of_Federal_Holidays // http://en.wikipedia.org/wiki/Public_holidays_in_the_United_States#Federal_holidays // ** holidays that fall on a weekend are usually observed on the closest weekday #define Thursday 4 #define Friday 5 #define Sunday 0 #define Monday 1 int today_moy = TimeMonth(dt), today_dom = TimeDay(dt), today_dow = TimeDayOfWeek(dt), yesterday_moy = TimeMonth(dt - 86400), yesterday_dom = TimeDay(dt - 86400), yesterday_dow = TimeDayOfWeek(dt - 86400), tomorrow_moy = TimeMonth(dt + 86400), tomorrow_dom = TimeDay(dt + 86400), tomorrow_dow = TimeDayOfWeek(dt + 86400); if (today_moy == 1) return ( // New Year's Day - part 1/2 (January 1st) ((today_dom == 1) || (today_dow == Monday && yesterday_dom == 1)) || // Inauguration Day (Every fourth year on January 20th or, if the 20th is a Sunday, January 21st) (((TimeYear(dt) - 1) % 4 == 0) && ((today_dom == 20 && today_dow != Sunday) || (today_dom == 21 && today_dow == Monday))) || // MLK's Birthday (Third Monday in January) (today_dow == Monday && MathCeil(today_dom / 7.0) == 3) ); if (today_moy == 2) // President's Day (Third Monday in February) return (today_dow == Monday && MathCeil(today_dom / 7.0) == 3); if (today_moy == 5) // Memorial Day (Last Monday in May) return (today_dow == Monday && 31 - today_dom < 7); if (today_moy == 6) // Juneteenth National Independence Day (June 19) return ((today_dom == 19) || (today_dow == Friday && tomorrow_dom == 19) || (today_dow == Monday && yesterday_dom == 19)); if (today_moy == 7) // Independence Day (July 4th) return ((today_dom == 4) || (today_dow == Friday && tomorrow_dom == 4) || (today_dow == Monday && yesterday_dom == 4)); if (today_moy == 9) // Labor Day (First Monday in September) return (today_dow == Monday && MathCeil(today_dom / 7.0) == 1); if (today_moy == 10) // Columbus Day (Second Monday in October) return (today_dow == Monday && MathCeil(today_dom / 7.0) == 2); if (today_moy == 11) return ( // Veterans Day (November 11th) ((today_dom == 11) || (today_dow == Friday && tomorrow_dom == 11) || (today_dow == Monday && yesterday_dom == 11)) || // Thanksgiving Day (Fourth Thursday in November) (today_dow == Thursday && MathCeil(today_dom / 7.0) == 4) ); if (today_moy == 12) return ( // Christmas Day (December 25th) ((today_dom == 25) || (today_dow == Friday && tomorrow_dom == 25) || (today_dow == Monday && yesterday_dom == 25)) || // New Year's Day - part 2/2 (January 1st) (today_dow == Friday && tomorrow_dom == 1) ); return (false); } bool isHoliday(datetime dt) { return (IsUSFederalHoliday(dt)); } bool IsAroundHoliday(datetime dt) { // Today is holiday if (isHoliday(dt)) { return (true); } int today_dow = TimeDayOfWeek(dt), today_hour = TimeHour(dt); datetime torrow = dt + 86400; // If today is Friday, next trade day is Monday if (today_dow == 5) { torrow += 86400 * 2; } // Tomorrow is holliday, no trade on second session if (isHoliday(torrow) && today_hour > 8) { return (true); } datetime yesterday = dt - 86400; // If today is Monday, previous trade day is Friday if (today_dow == 1) { yesterday -= 86400 * 2; } // Yesterday is holliday, no trade on first session if (isHoliday(yesterday) && today_hour < 8) { return (true); } return (false); }