| blob | a055707563360f2f8c28cae6a84001691c841b1e |
1 //+------------------------------------------------------------------+\r
2 //| Compuforex_Trail.mq4 |\r
3 //| Copyright © 2010, www.compu-forex.com |\r
4 //| www.compu-forex.com |\r
5 //+------------------------------------------------------------------+\r
6 #property copyright "Copyright © 2010, www.compu-forex.com"\r
7 #property link "www.compu-forex.com"\r
8 \r
9 //---- input parameters\r
10 extern int MagicNumber = -1;\r
11 //extern bool Enable_Trade = false;\r
12 extern bool Own_Symbol_Only = false;\r
13 extern string Note1 = "Trail_Start $ Trail_Max are pip values";\r
14 extern double Trail_Start = 15;\r
15 extern double Trail_Max = 50;\r
16 extern string Note2 = "Bigger Trail % = longer trail";\r
17 extern string Note3 = "Trail_Percent & Trail_Min are % values";\r
18 extern double Trail_Percent = 80;\r
19 extern double Trail_Min = 10;\r
20 extern bool Use_Decay = true;\r
21 extern string Note4 = "Decay rate reduces Trail_Percent per bar";\r
22 extern double Decay_Rate = 0.8;\r
23 extern bool Exp_Decay = true;\r
24 extern int Wait_Minutes = 90;\r
25 extern double Min_Mod = 0.5;\r
26 extern bool Audio_Alert = true;\r
27 extern color Text_Color = White;\r
28 \r
29 int\r
30 D_Factor = 1,\r
31 Trade_Info[][2];\r
32 double \r
33 Stop_Level;\r
34 string\r
35 Orders_Filename;\r
36 \r
37 \r
38 //+------------------------------------------------------------------+\r
39 //| expert initialization function |\r
40 //+------------------------------------------------------------------+\r
41 int init()\r
42 {\r
43 if(Digits==3||Digits==5){D_Factor=10;}\r
44 //----\r
45 Orders_Filename = StringConcatenate(WindowExpertName(),"_Ordersfile.csv");\r
46 int Loaded_Orders = Load_Orders();\r
47 if(!Loaded_Orders){\r
48 Create_OrderState();\r
49 int Num_Orders_Saved = Save_Orders();\r
50 Print("Order matrix re-created...." + Num_Orders_Saved + " orders saved to file.");\r
51 }\r
52 else Print("Orders file loaded....." + Loaded_Orders + " orders found.");\r
53 Permanent_Display();\r
54 return(0);\r
55 }\r
56 //+------------------------------------------------------------------+\r
57 //| expert deinitialization function |\r
58 //+------------------------------------------------------------------+\r
59 int deinit()\r
60 {\r
61 //----\r
62 ObjectsDeleteAll();\r
63 Save_Orders();\r
64 if(IsTesting())FileDelete(Orders_Filename);\r
65 //----\r
66 return(0);\r
67 }\r
68 //+------------------------------------------------------------------+\r
69 //| expert start function |\r
70 //+------------------------------------------------------------------+\r
71 int start()\r
72 {\r
73 //------------------------------------------------------------------- simple trade to enable testing\r
74 /* if(Enable_Trade){\r
75 if (OrdersTotal() < 2){\r
76 OrderSend(Symbol(), 0, 0.1, Ask, 3, 0 ,0 ,0, MagicNumber, 0,Lime);\r
77 OrderSend(Symbol(), 1, 0.1, Bid, 3, 0 ,0 ,0, MagicNumber, 0,Red);\r
78 }\r
79 }*/\r
80 //-------------------------------------------------------------------\r
81 bool\r
82 mod,\r
83 Profit_Order;\r
84 double\r
85 l_Trail_Start,\r
86 l_Trail_Max,\r
87 l_Min_Mod,\r
88 My_Profit,\r
89 My_Trail,\r
90 My_SL,\r
91 l_Trail_Percent,\r
92 Pip;\r
93 int\r
94 Bar_Shift;\r
95 \r
96 //----\r
97 for (int i=OrdersTotal()-1;i>=0;i--){\r
98 if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)){\r
99 if(Own_Symbol_Only){\r
100 if(OrderSymbol()!=Symbol())continue;\r
101 }\r
102 Pip = MarketInfo(OrderSymbol(),MODE_POINT)*D_Factor;\r
103 mod=true;\r
104 l_Trail_Start = Trail_Start * Pip;\r
105 l_Trail_Max = Trail_Max * Pip;\r
106 l_Min_Mod = Min_Mod * Pip;\r
107 Stop_Level = MarketInfo(Symbol(),MODE_STOPLEVEL)/D_Factor;\r
108 Stop_Level *= Pip;\r
109 if(OrderMagicNumber()==MagicNumber||MagicNumber==-1){\r
110 l_Trail_Percent = Get_Trail_Percent(OrderTicket(),OrderSymbol());\r
111 RefreshRates();\r
112 switch(OrderType()){\r
113 case OP_BUY : My_Profit = OrderClosePrice() - OrderOpenPrice();\r
114 My_Trail = MathMin(My_Profit * (l_Trail_Percent/100),l_Trail_Max);\r
115 My_Trail = MathMax(My_Trail,Stop_Level);\r
116 My_SL = NormalizeDouble(OrderClosePrice()-My_Trail,Digits);\r
117 Print("Trail_Start = " + Trail_Start);\r
118 if(My_Profit > l_Trail_Start){\r
119 Update_Info(OrderTicket());\r
120 if(OrderStopLoss() == 0)mod = OrderModify(OrderTicket(),OrderOpenPrice(),My_SL,OrderTakeProfit(),0, CLR_NONE);\r
121 else{\r
122 if(My_SL-OrderStopLoss() > l_Min_Mod)mod = OrderModify(OrderTicket(),OrderOpenPrice(),My_SL,OrderTakeProfit(),0, CLR_NONE);\r
123 }\r
124 }\r
125 break;\r
126 \r
127 case OP_SELL : My_Profit = OrderOpenPrice() - OrderClosePrice();\r
128 My_Trail = MathMin(My_Profit * (l_Trail_Percent/100),l_Trail_Max);\r
129 My_Trail = MathMax(My_Trail,Stop_Level);\r
130 My_SL = NormalizeDouble(OrderClosePrice()+My_Trail,Digits);\r
131 Print("Trail_Start = " + Trail_Start);\r
132 if(My_Profit > l_Trail_Start){\r
133 Update_Info(OrderTicket());\r
134 if(OrderStopLoss() == 0)mod = OrderModify(OrderTicket(),OrderOpenPrice(),My_SL,OrderTakeProfit(),0, CLR_NONE);\r
135 else{\r
136 if(OrderStopLoss()-My_SL > l_Min_Mod)mod = OrderModify(OrderTicket(),OrderOpenPrice(),My_SL,OrderTakeProfit(),0,CLR_NONE);\r
137 }\r
138 }\r
139 break;\r
140 }\r
141 if(!mod)Print("Error entering Trailing Stop - Error (" + GetLastError() + "} " );\r
142 }\r
143 }\r
144 else Print("Error selecting order in Trailing_Stop function. Error = " + GetLastError());\r
145 } \r
146 Print("Trade_info array size = " + ArrayRange(Trade_Info,0));\r
147 if(Trade_Count()>ArrayRange(Trade_Info,0))Add_Ticket();\r
148 if(Trade_Count()<ArrayRange(Trade_Info,0))Delete_Ticket();\r
149 Save_Orders();\r
150 CreateTextLable("Trade_No2","Trade Status",Text_Color,80,80);\r
151 CreateTextLable("Trade_No2_Und","______________",Text_Color,70,82);\r
152 CreateTextLable("Trade_No","Number of Open Trades : " + Trade_Count(),Text_Color,0,100);\r
153 Print("Trade_Count() = " + Trade_Count());\r
154 if(!Trade_Count()){\r
155 Clean_Up();\r
156 CreateTextLable("Trade_No","No Open trades for us at the moment.........",Text_Color,0,100);\r
157 return;\r
158 }\r
159 Profit_Order=false;\r
160 for(int t = 0;t<ArrayRange(Trade_Info,0);t++){\r
161 if(Trade_Info[t][1]>0)Profit_Order=true;\r
162 }\r
163 string label_name,label_name2,label_name3,label_name4;\r
164 Clean_Up();\r
165 if(!Profit_Order){\r
166 CreateTextLable("Trade_No3","No trails active at the moment.......waiting",Yellow,0,120);\r
167 return;\r
168 }\r
169 CreateTextLable("Trade_No3","Ticket # Pair Trail Start Time",Text_Color,0,120);\r
170 CreateTextLable("Trade_No4","_______________________________________________",Text_Color,0,122);\r
171 CreateTextLable("Trade_No5"," Trail % Locked Pips",Text_Color,230,120);\r
172 CreateTextLable("Trade_No6","______________________",Text_Color,240,122);\r
173 int line_cnt=0;\r
174 for(t = 0;t<ArrayRange(Trade_Info,0);t++){\r
175 label_name = StringConcatenate("Trade_Show",t);\r
176 label_name2 = StringConcatenate("Trade_Show2",t);\r
177 label_name3 = StringConcatenate("Trade_Show3",t);\r
178 label_name4 = StringConcatenate("Trade_Show4",t);\r
179 if(Trade_Info[t][1]==0)continue;\r
180 CreateTextLable(label_name,Trade_Info[t][0] + " " + Get_Symbol(Trade_Info[t][0]) + " " + TimeToStr(Trade_Info[t][1],TIME_MINUTES),Text_Color,0,140+(line_cnt*20));\r
181 l_Trail_Percent = Get_Trail_Percent(OrderTicket(),OrderSymbol());\r
182 CreateTextLable(label_name2,DoubleToStr(l_Trail_Percent,0) + "% " + DoubleToStr(Get_Safe_Pips(Trade_Info[t][0]),1),Text_Color,240,140+(line_cnt*20));\r
183 \r
184 line_cnt++;\r
185 }\r
186 CreateTextLable("My_Pips","Total Safe Pips : " + DoubleToStr(Locked_Pips(),1),LawnGreen,0,140+(line_cnt*20));\r
187 //----\r
188 \r
189 return(0);\r
190 }\r
191 //+------------------------------------------------------------------+\r
192 void Clean_Up()\r
193 {\r
194 string \r
195 label_name,\r
196 label_name2,\r
197 label_name3,\r
198 label_name4;\r
199 ObjectDelete("Trade_No3");\r
200 ObjectDelete("Trade_No4");\r
201 ObjectDelete("Trade_No5");\r
202 ObjectDelete("Trade_No6");\r
203 ObjectDelete("My_Pips");\r
204 for(int oc = 0;oc<=ObjectsTotal(OBJ_LABEL);oc++){\r
205 label_name = StringConcatenate("Trade_Show",oc);\r
206 label_name2 = StringConcatenate("Trade_Show2",oc);\r
207 label_name3 = StringConcatenate("Trade_Show3",oc);\r
208 label_name4 = StringConcatenate("Trade_Show4",oc);\r
209 if(ObjectFind(label_name)==-1)continue;\r
210 ObjectDelete(label_name);\r
211 ObjectDelete(label_name2);\r
212 }\r
213 }\r
214 //+------------------------------------------------------------------+\r
215 \r
216 int Trade_Count()\r
217 {\r
218 int\r
219 counter = 0;\r
220 for(int i = OrdersTotal()-1;i>=0;i--){\r
221 OrderSelect(i,SELECT_BY_POS);\r
222 if(Own_Symbol_Only){\r
223 if(OrderSymbol()!=Symbol())continue;\r
224 }\r
225 if(OrderMagicNumber()==MagicNumber||MagicNumber==-1)counter++;\r
226 }\r
227 return(counter);\r
228 }\r
229 //+------------------------------------------------------------------+\r
230 void CreateTextLable(string TextLableName,string Text,color l_Text_Color,int X,int Y)\r
231 { \r
232 int\r
233 TextSize = 10,\r
234 Corner = 0;\r
235 if(TextLableName=="Heading")TextSize = 15;\r
236 ObjectCreate(TextLableName, OBJ_LABEL, 0, TimeCurrent(), 0);\r
237 ObjectSet(TextLableName, OBJPROP_CORNER, Corner);\r
238 ObjectSet(TextLableName, OBJPROP_XDISTANCE, X);\r
239 ObjectSet(TextLableName, OBJPROP_YDISTANCE, Y);\r
240 ObjectSetText(TextLableName,Text,TextSize,"New Times Roman",l_Text_Color);\r
241 }\r
242 //+------------------------------------------------------------------+\r
243 void Permanent_Display()\r
244 {\r
245 CreateTextLable("Heading","Compuforex Trailing Stop EA",Text_Color,0,10);\r
246 CreateTextLable("Underline1","_____________________________________",Text_Color,0,20);\r
247 if(Own_Symbol_Only)CreateTextLable("Pairs","Managing " + Symbol() + " Trades ONLY.",Text_Color,0,40);\r
248 else CreateTextLable("Pairs","Managing Trade on ALL pairs",Text_Color,0,40);\r
249 if(MagicNumber==-1)CreateTextLable("Magic_No","Managing trades with ANY MagicNumber",Text_Color,0,60);\r
250 else CreateTextLable("Magic_No","Managing trades ONLY with MagicNumber : " + MagicNumber,Text_Color,0,60);\r
251 }\r
252 //+------------------------------------------------------------------+ \r
253 double Locked_Pips()\r
254 {\r
255 double\r
256 Pips = 0,\r
257 l_Pip;\r
258 for(int i = OrdersTotal()-1;i>=0;i--){\r
259 OrderSelect(i,SELECT_BY_POS);\r
260 if(Own_Symbol_Only){\r
261 if(OrderSymbol()==Symbol())continue;\r
262 }\r
263 l_Pip = MarketInfo(OrderSymbol(),MODE_POINT)*D_Factor;\r
264 if(OrderMagicNumber()==MagicNumber||MagicNumber==-1){\r
265 if(Profit_Time(OrderTicket())>0){\r
266 if(OrderStopLoss()==0)continue;\r
267 if(OrderType()==OP_BUY)Pips += (OrderStopLoss()-OrderOpenPrice())/l_Pip;\r
268 if(OrderType()==OP_SELL)Pips += (OrderOpenPrice() - OrderStopLoss())/l_Pip;\r
269 }\r
270 }\r
271 }\r
272 return(Pips);\r
273 }\r
274 //+------------------------------------------------------------------+\r
275 void Add_Ticket()\r
276 {\r
277 bool\r
278 Found_it;\r
279 int\r
280 Array_Size = ArrayRange(Trade_Info,0),\r
281 Temp_Array[][2];\r
282 if(Array_Size>0){\r
283 ArrayResize(Temp_Array,Array_Size);\r
284 ArrayCopy(Temp_Array,Trade_Info); \r
285 ArrayResize(Trade_Info,Trade_Count());\r
286 ArrayCopy(Trade_Info,Temp_Array);\r
287 }\r
288 for (int i = 0;i<OrdersTotal();i++){\r
289 OrderSelect(i,SELECT_BY_POS);\r
290 Found_it=false;\r
291 for (int cnt = 0;cnt<ArrayRange(Trade_Info,0);cnt++){\r
292 if(OrderTicket()==Trade_Info[cnt][0]){\r
293 Found_it=true;\r
294 }\r
295 }\r
296 if(!Found_it){\r
297 ArrayResize(Trade_Info,ArrayRange(Trade_Info,0)+1);\r
298 Trade_Info[ArrayRange(Trade_Info,0)-1][0] = OrderTicket();\r
299 Trade_Info[ArrayRange(Trade_Info,0)-1][1] = 0;\r
300 }\r
301 }\r
302 }\r
303 //+------------------------------------------------------------------+\r
304 void Delete_Ticket()\r
305 {\r
306 if(!Trade_Count()){\r
307 ArrayResize(Trade_Info,0);\r
308 return;\r
309 }\r
310 int \r
311 Temp_Array[][2];\r
312 ArrayResize(Temp_Array,Trade_Count());\r
313 for(int y = OrdersTotal()-1;y>=0;y--){\r
314 if(OrderSelect(y,SELECT_BY_POS)){\r
315 if(Own_Symbol_Only){\r
316 if(OrderSymbol()!=Symbol())continue;\r
317 }\r
318 if(OrderMagicNumber()==MagicNumber||MagicNumber==-1){\r
319 for(int x = ArrayRange(Trade_Info,0)-1;x>=0;x--){\r
320 if(OrderTicket()==Trade_Info[x][0]){\r
321 Temp_Array[y][0] = Trade_Info[x][0];\r
322 Temp_Array[y][1] = Trade_Info[x][1];\r
323 }\r
324 }\r
325 }\r
326 }\r
327 else Print("Error selecting order in Delete_Ticket function. Error - " + GetLastError());\r
328 }\r
329 ArrayResize(Trade_Info,ArrayRange(Temp_Array,0));\r
330 ArrayCopy(Trade_Info,Temp_Array);\r
331 }\r
332 //+------------------------------------------------------------------+\r
333 void Update_Info(int l_Ticket)\r
334 {\r
335 for(int x = ArrayRange(Trade_Info,0)-1;x>=0;x--){\r
336 if(Trade_Info[x][0]==l_Ticket){\r
337 if(Trade_Info[x][1]==0){\r
338 Trade_Info[x][1] = iTime(Symbol(),0,0);\r
339 PlaySound("alert2.wav");\r
340 return;\r
341 }\r
342 }\r
343 }\r
344 return;\r
345 }\r
346 //+------------------------------------------------------------------+\r
347 bool Create_OrderState()\r
348 {\r
349 int\r
350 cnt=0;\r
351 ArrayResize(Trade_Info,Trade_Count());\r
352 for (int i = OrdersTotal()-1;i>=0;i--){\r
353 if(!OrderSelect(i,SELECT_BY_POS))return(true);\r
354 if(OrderSymbol()==Symbol()){\r
355 if(OrderMagicNumber()==MagicNumber||MagicNumber==-1){\r
356 Trade_Info[i][0]=OrderTicket();\r
357 Trade_Info[i][1]=0;\r
358 }\r
359 }\r
360 }\r
361 return(false);\r
362 }\r
363 //+------------------------------------------------------------------+\r
364 int Load_Orders()\r
365 {\r
366 bool\r
367 Order_OK;\r
368 int\r
369 Temp_Orders[][2],\r
370 handle=FileOpen(Orders_Filename, FILE_BIN|FILE_READ);\r
371 if(handle<0){\r
372 Print("No previous records exist.......");\r
373 return(0);\r
374 }\r
375 ArrayResize(Temp_Orders,OrdersTotal());\r
376 ArrayResize(Trade_Info,FileSize(handle)/4);\r
377 int Loaded_Orders = FileReadArray(handle,Trade_Info,0,FileSize(handle)/4);\r
378 FileClose(handle);\r
379 Print("Previous Order File found.......verifying integrity.");\r
380 if(!OrdersTotal()){\r
381 ArrayResize(Trade_Info,0);\r
382 Print("No trades exist.....Order File discarded.");\r
383 return(0);\r
384 }\r
385 for(int i=0;i<OrdersTotal();i++){\r
386 Order_OK=false;\r
387 OrderSelect(i,SELECT_BY_POS);\r
388 for(int x=0;x<ArrayRange(Trade_Info,0);x++){\r
389 if(OrderTicket()==Trade_Info[x][0]){\r
390 Temp_Orders[i][0]=Trade_Info[x][0];\r
391 Temp_Orders[i][1]=Trade_Info[x][1];\r
392 Order_OK=true;\r
393 }\r
394 }\r
395 if(!Order_OK){\r
396 Temp_Orders[i][0]=OrderTicket();\r
397 Temp_Orders[i][1]=0;\r
398 Print("New order discovered....added to file.");\r
399 }\r
400 }\r
401 ArrayResize(Trade_Info,ArrayRange(Temp_Orders,0));\r
402 ArrayCopy(Trade_Info,Temp_Orders);\r
403 return(ArrayRange(Trade_Info,0));\r
404 }\r
405 //+------------------------------------------------------------------+\r
406 int Save_Orders()\r
407 {\r
408 int\r
409 handle=FileOpen(Orders_Filename, FILE_BIN|FILE_WRITE),\r
410 Num_Orders = FileWriteArray(handle,Trade_Info,0,ArraySize(Trade_Info));\r
411 FileClose(handle);\r
412 return(Num_Orders/2);\r
413 }\r
414 //+------------------------------------------------------------------+\r
415 int Profit_Time(int l_Ticket)\r
416 {\r
417 for(int y = ArrayRange(Trade_Info,0)-1;y>=0;y--){\r
418 if(Trade_Info[y][0]==l_Ticket)return(Trade_Info[y][1]);\r
419 }\r
420 return(0);\r
421 }\r
422 //+------------------------------------------------------------------+\r
423 double Get_Safe_Pips(int l_Ticket)\r
424 {\r
425 OrderSelect(l_Ticket,SELECT_BY_TICKET);\r
426 if(OrderStopLoss()==0)return(0);\r
427 double l_Pip = MarketInfo(OrderSymbol(),MODE_POINT)*D_Factor;\r
428 return(MathAbs(OrderOpenPrice()-OrderStopLoss())/l_Pip);\r
429 }\r
430 //+------------------------------------------------------------------+\r
431 int Get_Trail_Percent(int l_Ticket, string l_Pair)\r
432 {\r
433 double\r
434 l_Trail_Percent,\r
435 l_Decay_Rate = Decay_Rate;\r
436 int\r
437 Bar_Shift;\r
438 if(Profit_Time(l_Ticket)>0)Bar_Shift = iBarShift(l_Pair,0,Profit_Time(l_Ticket));\r
439 else Bar_Shift=0;\r
440 if(Use_Decay){\r
441 if(Bar_Shift>=Wait_Minutes/Period()){\r
442 Bar_Shift = Bar_Shift - Wait_Minutes/Period();\r
443 if(Exp_Decay)l_Decay_Rate = Bar_Shift * Decay_Rate;\r
444 l_Trail_Percent = Trail_Percent - (Bar_Shift * l_Decay_Rate);\r
445 }\r
446 else l_Trail_Percent = Trail_Percent;\r
447 }\r
448 else l_Trail_Percent = Trail_Percent;\r
449 l_Trail_Percent = MathMax(l_Trail_Percent,Trail_Min);\r
450 return(l_Trail_Percent);\r
451 }\r
452 //+------------------------------------------------------------------+\r
453 string Get_Symbol(int l_Ticket)\r
454 {\r
455 OrderSelect(l_Ticket, SELECT_BY_TICKET);\r
456 return(StringSubstr(OrderSymbol(),0,6));\r
457 }\r
458 //+------------------------------------------------------------------+\r
459 \r
460 \r