| blob | cb8ea483f9edaf9f6ca8e2d45bd89b07890fbcce |
1 #property copyright "Zarko Asenov"\r
2 #property link "jaltoh.6x.to"\r
3 \r
4 /* General functionality settings */\r
5 extern int Slippage = 3;\r
6 extern double LotSize = 0.12;\r
7 extern double PipStep = 16.0; // For variable spread brokers keep it at the average guaranteed spread\r
8 extern bool InitialBuyOrder = true;\r
9 extern int MagicNumber = 1771611;\r
10 extern double Close_All_Profit = 10.0;\r
11 extern bool Clear_Stops = true;\r
12 extern double Order_Lifetime_Days = 0.2;\r
13 extern bool Add_Spread_to_PipStep = false; // For fixed spread brokers - be sure about this!\r
14 extern bool Add_MinStop_to_PipStep = true;\r
15 extern double Max_spread = 22.0;\r
16 extern double Hours_Bring_Even = 0.0;\r
17 extern double Multi_Coef = 1.0; // multiplies LotSize PipStep Close_All_Profit Min_Bands\r
18 extern bool Debug_Print = false;\r
19 <<<<<<< HEAD
20 extern double LTS_LotSize = 0.0; /* Leave 0 for no Long Term Strategy trading */\r
21 extern double LTS_Close_All_Profit = 10.0;\r
22 extern int Max_LTS_Positions = 1;\r
23 extern int Grid_Base_Period = PERIOD_M5;\r
24 =======
25 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
26 \r
27 /* Bollinger bands */\r
28 extern int Bands_Days = 10;\r
29 extern int Bands_Deviations = 4;\r
30 extern double Min_Bands = 0.017;\r
31 extern int Num_Bands = 2;\r
32 \r
33 <<<<<<< HEAD
34 /* Stochastic oscillator */\r
35 extern bool Check_Stoch = true;\r
36 extern int Stoch_K = 6;\r
37 extern int Stoch_D = 4;\r
38 extern int Stoch_Slow = 3;\r
39 extern int Stoch_num_pos = 2;\r
40 extern double Stoch_border = 40.0;\r
41 extern int Stochastic_Period = PERIOD_H4;\r
42 =======
43 /* MACD */\r
44 extern bool Check_MACD = true;\r
45 extern int MACD_fast = 5;\r
46 extern int MACD_slow = 34;\r
47 extern int MACD_signal = 12;\r
48 extern int MACD_num_pos = 2;\r
49 extern double MACD_floor = 0.0;\r
50 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
51 \r
52 /* Average Directional Movement Index */\r
53 extern bool Check_ADX = true;\r
54 extern int ADX_positions_to_check = 2;\r
55 extern int ADX_period_in_days = 4;\r
56 extern double ADX_min = 37.0;\r
57 \r
58 /* Average True Range */\r
59 extern double ATR_Floor = 0.0055;\r
60 extern int ATR_period_in_days = 35;\r
61 extern int ATR_positions_to_check = 3;\r
62 <<<<<<< HEAD
63 extern int ATR_Period = PERIOD_H4;\r
64 =======
65 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
66 \r
67 /* Globals variables */\r
68 int longOrderCount = 0;\r
69 int shortOrderCount = 0;\r
70 double startPrice = 0.0;\r
71 int digits = 5;\r
72 bool initOrdersDone = false;\r
73 double spread = 0.0;\r
74 double pipstep_adjusted = 0.0;\r
75 double current_adx = 0.0;\r
76 <<<<<<< HEAD
77 double neg_adx_min = 0.0;\r
78 double neg_stoch_border = 0.0;\r
79 =======
80 double current_macd = 0.0;\r
81 double neg_adx_min = 0.0;\r
82 double neg_macd_floor = 0.0;\r
83 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
84 double current_atr = 0.0;\r
85 int order_lifetime = 0;\r
86 double time_bring_even = 0.0;\r
87 double bandwidth = 0.0;\r
88 double adjustedLotSize = 0.0;\r
89 double adjustedPipStep = 0.0;\r
90 double adjustedClose_All_Profit = 0.0;\r
91 double adjustedMin_Bands = 0.0;\r
92 double tick_value = 0.0;\r
93 double total_spread_loss = 0.0;\r
94 <<<<<<< HEAD
95 int prev_signal = 0;\r
96 int lts_magic_number = -1;\r
97 int lts_long_positions = 0;\r
98 int lts_short_positions = 0;\r
99 double current_stoch_k = 0.0;\r
100 double current_stoch_d = 0.0;\r
101 \r
102 \r
103 #define SIG_NO_TREND 0\r
104 #define SIG_IN_TREND 1\r
105 #define SIG_GO_BUY 2\r
106 #define SIG_GO_SELL 3\r
107 =======
108 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
109 \r
110 \r
111 int init()\r
112 {\r
113 <<<<<<< HEAD
114 if (Stoch_border > 100.0) Stoch_border = 100.0;\r
115 \r
116 neg_stoch_border = 100.0 - Stoch_border;\r
117 neg_adx_min = -1.0 * ADX_min;\r
118 \r
119 order_lifetime = MathRound(Order_Lifetime_Days * 86400);\r
120 time_bring_even = 3600 * Hours_Bring_Even;\r
121 lts_magic_number = MagicNumber + 1;\r
122 \r
123 adjustedLotSize = LotSize * Multi_Coef;\r
124 adjustedPipStep = PipStep;\r
125 adjustedClose_All_Profit = Close_All_Profit * Multi_Coef;\r
126 adjustedMin_Bands = Min_Bands;\r
127 =======
128 neg_adx_min = -1.0 * ADX_min;\r
129 neg_macd_floor = -1.0 * MACD_floor;\r
130 order_lifetime = MathRound(Order_Lifetime_Days * 86400);\r
131 time_bring_even = 3600 * Hours_Bring_Even;\r
132 \r
133 adjustedLotSize = LotSize * Multi_Coef;\r
134 adjustedPipStep = PipStep * Multi_Coef;\r
135 adjustedClose_All_Profit = Close_All_Profit * Multi_Coef;\r
136 adjustedMin_Bands = Min_Bands * Multi_Coef;\r
137 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
138 \r
139 tick_value = MarketInfo(Symbol(), MODE_TICKVALUE);\r
140 digits = MarketInfo(Symbol(), MODE_DIGITS);\r
141 \r
142 Print("Digits: " + digits + " Negative ADX floor: " + neg_adx_min);\r
143 \r
144 return(0);\r
145 }\r
146 \r
147 double get_minstop()\r
148 {\r
149 return( MarketInfo(Symbol(), MODE_STOPLEVEL) + 1.0 );\r
150 }\r
151 \r
152 \r
153 double\r
154 get_adx(int index)\r
155 {\r
156 double ADX1, ADX2;\r
157 \r
158 <<<<<<< HEAD
159 current_adx = iADX(NULL, PERIOD_D1, ADX_period_in_days, PRICE_CLOSE, MODE_MAIN, index);\r
160 ADX1 = iADX(NULL, PERIOD_D1, ADX_period_in_days, PRICE_CLOSE, MODE_PLUSDI, index);\r
161 ADX2 = iADX(NULL, PERIOD_D1, ADX_period_in_days, PRICE_CLOSE, MODE_MINUSDI, index);\r
162 =======
163 current_adx = iADX(NULL, PERIOD_H4, ADX_period_in_days, PRICE_CLOSE, MODE_MAIN, index);\r
164 ADX1 = iADX(NULL, PERIOD_H4, ADX_period_in_days, PRICE_CLOSE, MODE_PLUSDI, index);\r
165 ADX2 = iADX(NULL, PERIOD_H4, ADX_period_in_days, PRICE_CLOSE, MODE_MINUSDI, index);\r
166 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
167 \r
168 if(ADX1 >= ADX2)\r
169 return(current_adx);\r
170 else\r
171 return(-1.0 * current_adx);\r
172 }\r
173 \r
174 bool\r
175 adx_is_sell(int num_pos)\r
176 {\r
177 if (Check_ADX == false) return (true);\r
178 \r
179 \r
180 for (int i = 0; i < num_pos; i++) {\r
181 <<<<<<< HEAD
182 if (get_adx(i) > neg_adx_min) return (false);\r
183 =======
184 if (get_adx(i) > -ADX_min) return (false);\r
185 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
186 }\r
187 \r
188 return (true);\r
189 }\r
190 \r
191 bool\r
192 adx_is_buy(int num_pos)\r
193 {\r
194 if (Check_ADX == false) return (true);\r
195 \r
196 for (int i = 0; i < num_pos; i++) {\r
197 current_adx = get_adx(i);\r
198 if (current_adx < ADX_min) return (false);\r
199 }\r
200 \r
201 return (true);\r
202 }\r
203 \r
204 <<<<<<< HEAD
205 bool\r
206 stoch_is_buy(int num_pos)\r
207 {\r
208 if (Check_Stoch == false) return (true);\r
209 \r
210 for (int i = 0; i < num_pos; i++) {\r
211 current_stoch_k = iStochastic(NULL, Stochastic_Period, 6, 4, 3, MODE_EMA, 0, MODE_MAIN, i);\r
212 current_stoch_d = iStochastic(NULL, Stochastic_Period, 6, 4, 3, MODE_EMA, 0, MODE_SIGNAL, i);\r
213 \r
214 if (current_stoch_k > Stoch_border) return(false);\r
215 // if (current_stoch_k < current_stoch_d) return (false);\r
216 =======
217 double Stoch_border = 40.0;\r
218 double neg_stoch_border = 60.0;\r
219 double current_stoch_k = 0.0;\r
220 double current_stoch_d = 0.0;\r
221 \r
222 bool\r
223 macd_is_sell(int num_pos)\r
224 {\r
225 if (Check_MACD == false) return (true);\r
226 \r
227 // for (int i = 0; i < MACD_num_pos; i++) {\r
228 // current_macd = iMACD(NULL, PERIOD_H4, MACD_fast, MACD_slow, MACD_signal, PRICE_CLOSE, MODE_MAIN, i);\r
229 // if (current_macd > neg_macd_floor) return(false);\r
230 \r
231 for (int i = 0; i < num_pos; i++) {\r
232 current_stoch_k = iCustom(NULL, PERIOD_M15, "Ehlers Fisher transform histo", 12, 4, 5, i);\r
233 current_stoch_d = iCustom(NULL, PERIOD_M15, "Ehlers Fisher transform histo", 12, 4, 4, i);\r
234 if (current_stoch_k > 0.0 || current_stoch_d > 0.0) return (false);\r
235 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
236 }\r
237 \r
238 return(true);\r
239 }\r
240 <<<<<<< HEAD
241 \r
242 bool\r
243 stoch_is_sell(int num_pos)\r
244 {\r
245 if (Check_Stoch == false) return (true);\r
246 \r
247 for (int i = 0; i < num_pos; i++) {\r
248 current_stoch_k = iStochastic(NULL, Stochastic_Period, 6, 4, 3, MODE_EMA, 0, MODE_MAIN, i);\r
249 current_stoch_d = iStochastic(NULL, Stochastic_Period, 6, 4, 3, MODE_EMA, 0, MODE_SIGNAL, i);\r
250 \r
251 if (current_stoch_k < neg_stoch_border) return(false);\r
252 // if (current_stoch_k > current_stoch_d) return (false);\r
253 }\r
254 \r
255 =======
256 \r
257 bool\r
258 macd_is_buy(int num_pos)\r
259 {\r
260 if (Check_MACD == false) return (true);\r
261 /* \r
262 for (int i = 0; i < MACD_num_pos; i++) {\r
263 // current_macd = iMACD(NULL, PERIOD_H4, MACD_fast, MACD_slow, MACD_signal, PRICE_CLOSE, MODE_MAIN, i);\r
264 // if (current_macd < MACD_floor) return(false);\r
265 }\r
266 */\r
267 \r
268 for (int i = 0; i < num_pos; i++) {\r
269 current_stoch_k = iCustom(NULL, PERIOD_M15, "Ehlers Fisher transform histo", 12, 4, 5, i);\r
270 current_stoch_d = iCustom(NULL, PERIOD_M15, "Ehlers Fisher transform histo", 12, 4, 4, i);\r
271 if (current_stoch_k < 0.0 || current_stoch_d < 0.0) return (false);\r
272 }\r
273 \r
274 \r
275 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
276 return(true);\r
277 }\r
278 \r
279 bool\r
280 atr_is_go(int num_pos)\r
281 {\r
282 for (int i = 0; i < num_pos; i++) {\r
283 <<<<<<< HEAD
284 current_atr = iATR(NULL, ATR_Period, ATR_period_in_days, i);\r
285 =======
286 current_atr = iCustom(NULL, PERIOD_M15, "ATR ratio", 8, 35, 1.0, 1, i);\r
287 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
288 if (current_atr < ATR_Floor) return (false);\r
289 }\r
290 \r
291 return (true);\r
292 }\r
293 \r
294 double\r
295 calc_profit()\r
296 {\r
297 double presult = 0.0;\r
298 total_spread_loss = 0.0;\r
299 tick_value = MarketInfo(Symbol(), MODE_TICKVALUE);\r
300 \r
301 for (int i = 0; i < OrdersTotal(); i++) {\r
302 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
303 \r
304 if ((OrderSymbol() != Symbol() || OrderMagicNumber() != MagicNumber) && \r
305 OrderType() != OP_BUY && OrderType() != OP_SELL) continue;\r
306 \r
307 double spread_loss = tick_value * OrderLots() * spread;\r
308 presult += (OrderProfit() - spread_loss);\r
309 total_spread_loss += spread_loss;\r
310 }\r
311 \r
312 return (presult); \r
313 }\r
314 \r
315 double\r
316 <<<<<<< HEAD
317 calc_profit_lts()\r
318 {\r
319 if (LTS_LotSize == 0 || lts_magic_number == -1 || \r
320 lts_long_positions + lts_short_positions < 1) return;\r
321 \r
322 double presult = 0.0;\r
323 total_spread_loss = 0.0;\r
324 tick_value = MarketInfo(Symbol(), MODE_TICKVALUE);\r
325 \r
326 for (int i = 0; i < OrdersTotal(); i++) {\r
327 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
328 \r
329 if ((OrderSymbol() != Symbol() || OrderMagicNumber() != lts_magic_number) && \r
330 OrderType() != OP_BUY && OrderType() != OP_SELL) continue;\r
331 \r
332 double spread_loss = tick_value * OrderLots() * spread;\r
333 presult += (OrderProfit() - spread_loss);\r
334 total_spread_loss += spread_loss;\r
335 }\r
336 \r
337 return (presult); \r
338 }\r
339 \r
340 double\r
341 getBandwidth(int pos)\r
342 {\r
343 bandwidth = iBands(NULL, Grid_Base_Period, Bands_Days, Bands_Deviations, 0, PRICE_CLOSE, MODE_UPPER, pos) - \r
344 iBands(NULL, Grid_Base_Period, Bands_Days, Bands_Deviations, 0, PRICE_CLOSE, MODE_LOWER, pos);\r
345 =======
346 getBandwidth(int pos)\r
347 {\r
348 bandwidth = iBands(NULL, PERIOD_M15, Bands_Days, Bands_Deviations, 0, PRICE_CLOSE, MODE_UPPER, pos) - \r
349 iBands(NULL, PERIOD_M15, Bands_Days, Bands_Deviations, 0, PRICE_CLOSE, MODE_LOWER, pos);\r
350 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
351 \r
352 return (bandwidth);\r
353 }\r
354 \r
355 bool\r
356 inBands()\r
357 {\r
358 for (int i = 0; i < Num_Bands; i++)\r
359 if (getBandwidth(i) < adjustedMin_Bands) \r
360 return (false);\r
361 \r
362 return (true);\r
363 }\r
364 \r
365 bool\r
366 in_trend()\r
367 {\r
368 return ( atr_is_go(ATR_positions_to_check) && inBands() );\r
369 }\r
370 \r
371 bool\r
372 go_buy()\r
373 {\r
374 <<<<<<< HEAD
375 return ( adx_is_buy(ADX_positions_to_check) && stoch_is_buy(Stoch_num_pos) );\r
376 =======
377 return ( adx_is_buy(ADX_positions_to_check) && macd_is_buy(MACD_num_pos) );\r
378 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
379 }\r
380 \r
381 bool\r
382 go_sell()\r
383 {\r
384 <<<<<<< HEAD
385 return ( adx_is_sell(ADX_positions_to_check) && stoch_is_sell(Stoch_num_pos) );\r
386 }\r
387 \r
388 int \r
389 get_current_signal() {\r
390 \r
391 bool in_trend = in_trend();\r
392 \r
393 if ( in_trend && go_buy() ) \r
394 return(SIG_GO_BUY);\r
395 else if ( in_trend && go_sell() ) \r
396 return(SIG_GO_SELL);\r
397 else if ( in_trend == true) \r
398 return(SIG_IN_TREND);\r
399 else \r
400 return(SIG_NO_TREND);\r
401 =======
402 return ( adx_is_sell(ADX_positions_to_check) && macd_is_sell(MACD_num_pos) );\r
403 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
404 }\r
405 \r
406 int \r
407 start()\r
408 {\r
409 if(startPrice == 0.0) {\r
410 <<<<<<< HEAD
411 startPrice = iOpen(NULL, Grid_Base_Period, 0);\r
412 if (Debug_Print) Print("startPrice: " + startPrice);\r
413 =======
414 startPrice = MarketInfo(Symbol(), MODE_ASK);\r
415 if (Debug_Print) \r
416 Print("startPrice: " + startPrice);\r
417 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
418 }\r
419 \r
420 pipstep_adjusted = adjustedPipStep;\r
421 \r
422 if (Add_Spread_to_PipStep)\r
423 pipstep_adjusted += spread / MarketInfo(Symbol(), MODE_POINT);\r
424 \r
425 if (Add_MinStop_to_PipStep)\r
426 pipstep_adjusted += get_minstop();\r
427 \r
428 \r
429 if ( !initOrdersDone && in_trend() ) {\r
430 \r
431 if (go_buy()) {\r
432 \r
433 placeBuyOrder();\r
434 placeInitBuyOrder();\r
435 \r
436 } else if (go_sell()) {\r
437 \r
438 placeSellOrder();\r
439 placeInitSellOrder();\r
440 \r
441 }\r
442 \r
443 initOrdersDone = true;\r
444 }\r
445 <<<<<<< HEAD
446 \r
447 int current_signal = get_current_signal();\r
448 \r
449 if(iClose(NULL, Grid_Base_Period, 0) > startPrice + pipstep_adjusted * Point) {\r
450 \r
451 startPrice = iClose(NULL, Grid_Base_Period, 0);\r
452 =======
453 \r
454 if(MarketInfo(Symbol(), MODE_ASK) > startPrice + pipstep_adjusted * Point) {\r
455 \r
456 startPrice = MarketInfo(Symbol(), MODE_ASK);\r
457 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
458 \r
459 if (Debug_Print) \r
460 Print("Go buy ,new startPrice:" + startPrice);\r
461 \r
462 // need to set the sl to BE of last order\r
463 moveSellOrderToBE();\r
464 \r
465 moveHitBuyOrdersToBE();\r
466 \r
467 // place buy stops\r
468 <<<<<<< HEAD
469 if ( current_signal == SIG_GO_BUY ) {\r
470 placeBuyOrder();\r
471 } \r
472 \r
473 } else if (iClose(NULL, Grid_Base_Period, 0) < startPrice - pipstep_adjusted * Point) {\r
474 \r
475 startPrice = iClose(NULL, Grid_Base_Period, 0);\r
476 =======
477 if ( in_trend() && go_buy() ) placeBuyOrder();\r
478 \r
479 \r
480 } else if (MarketInfo(Symbol(), MODE_BID) < startPrice - pipstep_adjusted * Point) {\r
481 \r
482 startPrice = MarketInfo(Symbol(), MODE_BID);\r
483 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
484 \r
485 if (Debug_Print) \r
486 Print("Go sell, new startPrice: " + startPrice);\r
487 \r
488 // need to set the sl to BE of last order\r
489 moveBuyOrderToBE(); \r
490 \r
491 moveHitSellOrdersToBE();\r
492 \r
493 // place sell stops\r
494 <<<<<<< HEAD
495 if ( current_signal == SIG_GO_SELL ) {\r
496 placeSellOrder();\r
497 } \r
498 \r
499 }\r
500 \r
501 /* Long Term Strategy */\r
502 if (LTS_LotSize != 0.0) {\r
503 if (calc_profit_lts() > LTS_Close_All_Profit) close_all_lts();\r
504 else if (current_signal == SIG_GO_SELL && prev_signal != SIG_GO_SELL) place_lts_sell();\r
505 else if (current_signal == SIG_GO_BUY && prev_signal != SIG_GO_BUY) place_lts_buy();\r
506 else if (current_signal == SIG_GO_BUY && lts_short_positions > 0) close_all_lts();\r
507 else if (current_signal == SIG_GO_SELL && lts_long_positions > 0) close_all_lts();\r
508 prev_signal = current_signal;\r
509 }\r
510 \r
511 =======
512 if ( in_trend() && go_sell() ) placeSellOrder();\r
513 \r
514 }\r
515 \r
516 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
517 RefreshRates(); \r
518 spread = Point * MarketInfo(Symbol(), MODE_SPREAD);\r
519 double current_profit = calc_profit();\r
520 \r
521 if (Debug_Print) {\r
522 Comment(\r
523 "SpeedTrain Forte\nby DrZed 2011\n" +\r
524 "Symbol: " + Symbol() + "\n" +\r
525 "Spread: " + spread + "\n" +\r
526 "Bandwidth: " + bandwidth + "\n" +\r
527 "ADX difference: " + current_adx + "\n" +\r
528 <<<<<<< HEAD
529 "Stoch base: " + current_stoch_k + "\n" +\r
530 "Stoch signal: " + current_stoch_d + "\n" +\r
531 "ATR value: " + current_atr + "\n" +\r
532 "Pipstep adjusted: " + pipstep_adjusted + "\n" +\r
533 "Last orders price: " + startPrice + "\n" +\r
534 "Current close M15 price: " + iClose(NULL, Grid_Base_Period, 0) + "\n" +\r
535 =======
536 "MACD base: " + current_stoch_k + "\n" +\r
537 "ATR value: " + current_atr + "\n" +\r
538 "Pipstep adjusted: " + pipstep_adjusted + "\n" +\r
539 "Last orders price: " + startPrice + "\n" +\r
540 "Current close M15 price: " + iClose(NULL, PERIOD_M15, 0) + "\n" +\r
541 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
542 "Profit: " + current_profit + " USD\n" +\r
543 "Total spread loss: " + total_spread_loss + " USD\n"\r
544 ); \r
545 }\r
546 \r
547 if (current_profit > adjustedClose_All_Profit && spread < Max_spread) {\r
548 \r
549 if (Debug_Print) \r
550 Print("Closing orders on profit " + current_profit + \r
551 " total spread loss: " + total_spread_loss + \r
552 " spread: " + spread + " pips.");\r
553 \r
554 for (int i = 0; i < OrdersTotal(); i++) {\r
555 \r
556 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
557 \r
558 if (OrderSymbol() != Symbol() || OrderMagicNumber() != MagicNumber) continue;\r
559 \r
560 switch ( OrderType() ) {\r
561 \r
562 case OP_BUY:\r
563 OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Blue);\r
564 break;\r
565 \r
566 case OP_SELL:\r
567 OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Red);\r
568 break;\r
569 \r
570 case OP_SELLSTOP: \r
571 case OP_BUYSTOP:\r
572 OrderDelete( OrderTicket() );\r
573 break;\r
574 \r
575 default:\r
576 if (Debug_Print) \r
577 Print("Uknown order type " + OrderType() + " of order #" + OrderTicket() );\r
578 }\r
579 }\r
580 \r
581 shortOrderCount = 0;\r
582 longOrderCount = 0;\r
583 }\r
584 \r
585 }\r
586 \r
587 <<<<<<< HEAD
588 void\r
589 place_lts_buy()\r
590 {\r
591 if (LTS_LotSize == 0.0 || lts_magic_number == -1 || \r
592 lts_long_positions + lts_short_positions > Max_LTS_Positions) {\r
593 if (Debug_Print) Print("Long Term trading Stradegy disabled!");\r
594 return;\r
595 }\r
596 \r
597 double ask = MarketInfo(Symbol(), MODE_ASK) ; \r
598 \r
599 if (Debug_Print) Print("LTS Placing buy order at " + ask);\r
600 \r
601 int ticketlong = OrderSend(\r
602 Symbol(),\r
603 OP_BUY, \r
604 LTS_LotSize,\r
605 NormalizeDouble(ask, digits),\r
606 Slippage, \r
607 0,\r
608 0, \r
609 "Long Speed Train LTS", \r
610 lts_magic_number,\r
611 0, \r
612 Yellow);\r
613 \r
614 if (ticketlong < 0) {\r
615 if (Debug_Print) \r
616 Print("LTS Long OrderSend failed with error #", GetLastError()); \r
617 return;\r
618 }\r
619 \r
620 if (Debug_Print) Print("LTS Buy order placed with ticket " + ticketlong + " at " + ask);\r
621 \r
622 lts_long_positions++;\r
623 }\r
624 \r
625 void\r
626 place_lts_sell()\r
627 {\r
628 if (LTS_LotSize == 0.0 || lts_magic_number == -1 || \r
629 lts_long_positions + lts_short_positions > Max_LTS_Positions) {\r
630 if (Debug_Print) Print("Long Term trading Stradegy disabled!");\r
631 return;\r
632 }\r
633 \r
634 double bid = MarketInfo(Symbol(), MODE_BID); \r
635 double sellSL = bid + pipstep_adjusted * Point;\r
636 \r
637 if (Debug_Print) Print("Placing LTS sell order at " + bid);\r
638 \r
639 int ticketshort = OrderSend(\r
640 Symbol(), \r
641 OP_SELL, \r
642 LTS_LotSize,\r
643 NormalizeDouble(bid, digits), \r
644 Slippage, \r
645 0, \r
646 0, \r
647 "Short Speed Train LTS", \r
648 lts_magic_number, \r
649 0, \r
650 Red);\r
651 \r
652 if (ticketshort < 0) {\r
653 if (Debug_Print) Print("Short OrderSend failed with error #", GetLastError());\r
654 \r
655 return;\r
656 }\r
657 \r
658 if (Debug_Print) Print("Sell order placed with ticket " + ticketshort + " at " + bid);\r
659 \r
660 lts_short_positions++;\r
661 }\r
662 \r
663 void\r
664 close_all_lts()\r
665 {\r
666 for (int i = 0; i < OrdersTotal(); i++) {\r
667 \r
668 OrderSelect(i, SELECT_BY_POS, MODE_TRADES);\r
669 \r
670 if (OrderSymbol() != Symbol() || OrderMagicNumber() != lts_magic_number) continue;\r
671 \r
672 switch ( OrderType() ) {\r
673 \r
674 case OP_BUY:\r
675 OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Blue);\r
676 break;\r
677 \r
678 case OP_SELL:\r
679 OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Red);\r
680 break;\r
681 \r
682 case OP_SELLSTOP: \r
683 case OP_BUYSTOP:\r
684 OrderDelete( OrderTicket() );\r
685 break;\r
686 \r
687 default:\r
688 if (Debug_Print) Print("Uknown LTS order type " + OrderType() + " of order #" + OrderTicket() );\r
689 }\r
690 }\r
691 \r
692 lts_short_positions = 0;\r
693 lts_long_positions = 0;\r
694 }\r
695 \r
696 =======
697 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
698 void \r
699 placeBuyOrder()\r
700 {\r
701 double ask = MarketInfo(Symbol(), MODE_ASK) ; \r
702 \r
703 double buyPrice = ask + pipstep_adjusted * Point;\r
704 double buySL = ask;\r
705 \r
706 if (Debug_Print) \r
707 Print("Placing buy stop order at " + buyPrice+" with SL at " + buySL);\r
708 \r
709 int ticketlong = OrderSend(\r
710 Symbol(), \r
711 OP_BUYSTOP, \r
712 adjustedLotSize, \r
713 NormalizeDouble(buyPrice, digits),\r
714 Slippage, \r
715 NormalizeDouble(buySL, digits), \r
716 0.0, \r
717 "Long Speed Train",\r
718 MagicNumber, \r
719 order_lifetime + TimeCurrent(), \r
720 Blue);\r
721 \r
722 if (ticketlong < 0) {\r
723 Print("Long OrderSend failed with error #", GetLastError()); \r
724 return;\r
725 }\r
726 \r
727 if (Debug_Print) \r
728 Print("Buy stop order placed with ticket " + ticketlong + " at " + buyPrice);\r
729 \r
730 longOrderCount++;\r
731 }\r
732 \r
733 void \r
734 placeSellOrder()\r
735 {\r
736 double bid = MarketInfo(Symbol(), MODE_BID) ; \r
737 \r
738 double sellPrice = bid - pipstep_adjusted * Point;\r
739 double sellSL = bid;\r
740 \r
741 \r
742 if (Debug_Print) \r
743 Print("Placing sell stop order at " + sellPrice + " with SL at " + sellSL);\r
744 \r
745 int ticketshort = OrderSend(\r
746 Symbol(), \r
747 OP_SELLSTOP, \r
748 adjustedLotSize, \r
749 NormalizeDouble(sellPrice, digits),\r
750 Slippage, \r
751 NormalizeDouble(sellSL, digits), \r
752 0.0, \r
753 "Short Speed Train", \r
754 MagicNumber, \r
755 order_lifetime + TimeCurrent(), \r
756 Red);\r
757 \r
758 if (ticketshort < 0) {\r
759 Print("Short OrderSend failed with error #", GetLastError()); \r
760 return;\r
761 }\r
762 \r
763 if (Debug_Print) \r
764 Print("Sell stop order placed with ticket " + ticketshort + " at " + sellPrice);\r
765 \r
766 shortOrderCount++;\r
767 }\r
768 \r
769 void \r
770 placeInitBuyOrder()\r
771 {\r
772 double ask = MarketInfo(Symbol(), MODE_ASK) ; \r
773 \r
774 double buySL = ask - pipstep_adjusted * Point;\r
775 \r
776 if (Debug_Print) \r
777 <<<<<<< HEAD
778 Print("Placing buy order at " + ask + " with SL at " + buySL);\r
779 =======
780 Print("Placing buy stop order at " + ask + " with SL at " + buySL);\r
781 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
782 \r
783 int ticketlong = OrderSend(\r
784 Symbol(),\r
785 OP_BUY, \r
786 adjustedLotSize, \r
787 NormalizeDouble(ask, digits),\r
788 Slippage, \r
789 NormalizeDouble(buySL, digits), \r
790 0, \r
791 "Long Speed Train", \r
792 MagicNumber, \r
793 0, \r
794 Blue);\r
795 \r
796 if (ticketlong < 0) {\r
797 if (Debug_Print) \r
798 Print("Long OrderSend failed with error #", GetLastError()); \r
799 return;\r
800 }\r
801 \r
802 if (Debug_Print) \r
803 <<<<<<< HEAD
804 Print("Buy order placed with ticket " + ticketlong + " at " + ask);\r
805 =======
806 Print("Buy stop order placed with ticket " + ticketlong + " at " + ask);\r
807 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
808 \r
809 longOrderCount++; \r
810 }\r
811 \r
812 \r
813 void \r
814 placeInitSellOrder()\r
815 {\r
816 \r
817 double bid = MarketInfo(Symbol(), MODE_BID); \r
818 double sellSL = bid + pipstep_adjusted * Point;\r
819 \r
820 if (Debug_Print) \r
821 <<<<<<< HEAD
822 Print("Placing sell order at "+bid+" with SL at "+sellSL);\r
823 =======
824 Print("Placing sell stop order at "+bid+" with SL at "+sellSL);\r
825 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
826 \r
827 int ticketshort = OrderSend(\r
828 Symbol(), \r
829 OP_SELL, \r
830 adjustedLotSize, \r
831 NormalizeDouble(bid, digits), \r
832 Slippage, \r
833 NormalizeDouble(sellSL, digits), \r
834 0, \r
835 "Short Speed Train", \r
836 MagicNumber, \r
837 0, \r
838 Red);\r
839 \r
840 if (ticketshort < 0) {\r
841 if (Debug_Print) \r
842 Print("Short OrderSend failed with error #", GetLastError());\r
843 \r
844 return;\r
845 }\r
846 \r
847 if (Debug_Print) \r
848 <<<<<<< HEAD
849 Print("Sell order placed with ticket " + ticketshort + " at " + bid);\r
850 =======
851 Print("Sell stop order placed with ticket " + ticketshort + " at " + bid);\r
852 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
853 \r
854 shortOrderCount++; \r
855 }\r
856 \r
857 <<<<<<< HEAD
858 =======
859 double Panic_Profit = -200.0;\r
860 \r
861 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
862 void \r
863 moveHitBuyOrdersToBE()\r
864 {\r
865 for(int j = 0; j < OrdersTotal(); j++)\r
866 {\r
867 OrderSelect(j, SELECT_BY_POS, MODE_TRADES);\r
868 \r
869 if (OrderMagicNumber() == MagicNumber && OrderType() == OP_BUY &&\r
870 TimeCurrent() - OrderOpenTime() > time_bring_even)\r
871 \r
872 <<<<<<< HEAD
873 OrderModify(\r
874 =======
875 bool res = OrderModify(\r
876 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
877 OrderTicket(), \r
878 OrderOpenPrice(), \r
879 OrderOpenPrice(), \r
880 OrderTakeProfit(), \r
881 OrderExpiration(), \r
882 Blue);\r
883 \r
884 <<<<<<< HEAD
885 =======
886 \r
887 if ( false) res = OrderModify(\r
888 OrderTicket(), \r
889 OrderOpenPrice(), \r
890 OrderOpenPrice() - Point * get_minstop(), \r
891 OrderTakeProfit(), \r
892 OrderExpiration(), \r
893 Blue);\r
894 \r
895 if (OrderProfit() < Panic_Profit) OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Blue);\r
896 \r
897 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
898 }\r
899 }\r
900 \r
901 void \r
902 moveHitSellOrdersToBE()\r
903 {\r
904 for(int j = 0; j < OrdersTotal(); j++)\r
905 {\r
906 OrderSelect(j, SELECT_BY_POS, MODE_TRADES);\r
907 \r
908 if (OrderMagicNumber() == MagicNumber && OrderType() == OP_SELL &&\r
909 TimeCurrent() - OrderOpenTime() > time_bring_even)\r
910 \r
911 <<<<<<< HEAD
912 OrderModify(\r
913 =======
914 bool res = OrderModify(\r
915 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
916 OrderTicket(), \r
917 OrderOpenPrice(), \r
918 OrderOpenPrice(), \r
919 OrderTakeProfit(), \r
920 OrderExpiration(), \r
921 Red); \r
922 \r
923 <<<<<<< HEAD
924 =======
925 if ( false) res = OrderModify(\r
926 OrderTicket(), \r
927 OrderOpenPrice(), \r
928 OrderOpenPrice() + Point * get_minstop(), \r
929 OrderTakeProfit(), \r
930 OrderExpiration(), \r
931 Red);\r
932 \r
933 if (OrderProfit() < Panic_Profit) \r
934 OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), Slippage, Red);\r
935 \r
936 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
937 }\r
938 }\r
939 \r
940 void \r
941 moveBuyOrderToBE()\r
942 {\r
943 int lastTicket = 0;\r
944 \r
945 for(int j = 0; j < OrdersTotal(); j++)\r
946 {\r
947 OrderSelect(j, SELECT_BY_POS, MODE_TRADES);\r
948 <<<<<<< HEAD
949 \r
950 if (OrderMagicNumber() == MagicNumber && OrderType() == OP_BUYSTOP)\r
951 {\r
952 int ticketId = OrderTicket() ;\r
953 if (ticketId > lastTicket) lastTicket = ticketId;\r
954 }\r
955 }\r
956 \r
957 if(lastTicket > 0) {\r
958 \r
959 =======
960 if (OrderMagicNumber() != MagicNumber || OrderType() != OP_BUYSTOP) continue;\r
961 \r
962 int ticketId = OrderTicket();\r
963 if (ticketId > lastTicket) lastTicket = ticketId;\r
964 \r
965 }\r
966 \r
967 if(lastTicket > 0) {\r
968 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
969 OrderSelect(lastTicket, SELECT_BY_TICKET, MODE_TRADES);\r
970 \r
971 if (Debug_Print) \r
972 Print("Moving long order number " + lastTicket + " to BE at " + OrderOpenPrice() );\r
973 \r
974 <<<<<<< HEAD
975 int ticketlong = OrderModify(\r
976 lastTicket, \r
977 OrderOpenPrice(), \r
978 OrderOpenPrice(), \r
979 OrderTakeProfit(), \r
980 OrderExpiration(), \r
981 Blue);\r
982 \r
983 \r
984 if (ticketlong < 0 && Debug_Print) \r
985 Print("Long SL2BE order failed with error #", GetLastError());\r
986 \r
987 =======
988 bool res = OrderModify(\r
989 lastTicket, \r
990 OrderOpenPrice(), \r
991 OrderOpenPrice(), \r
992 OrderTakeProfit(), \r
993 OrderExpiration(), \r
994 Blue);\r
995 \r
996 \r
997 if (!res && Debug_Print) \r
998 Print("Long SL2BE order failed with error #", GetLastError());\r
999 \r
1000 if (false)\r
1001 res = OrderModify(\r
1002 lastTicket, \r
1003 OrderOpenPrice(), \r
1004 OrderOpenPrice() - Point * get_minstop(), \r
1005 OrderTakeProfit(), \r
1006 OrderExpiration(), \r
1007 Blue);\r
1008 \r
1009 \r
1010 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
1011 } \r
1012 }\r
1013 \r
1014 void moveSellOrderToBE()\r
1015 {\r
1016 int lastTicket=0;\r
1017 \r
1018 for(int j = 0; j < OrdersTotal(); j++) {\r
1019 OrderSelect(j, SELECT_BY_POS, MODE_TRADES);\r
1020 <<<<<<< HEAD
1021 \r
1022 if (OrderMagicNumber() == MagicNumber && OrderType() == OP_SELLSTOP)\r
1023 {\r
1024 int ticketId = OrderTicket();\r
1025 if(ticketId > lastTicket) lastTicket = ticketId;\r
1026 }\r
1027 =======
1028 if (OrderMagicNumber() != MagicNumber || OrderType() != OP_SELLSTOP) continue;\r
1029 \r
1030 int ticketId = OrderTicket();\r
1031 if(ticketId > lastTicket) lastTicket = ticketId;\r
1032 \r
1033 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
1034 \r
1035 }\r
1036 \r
1037 if(lastTicket > 0) {\r
1038 OrderSelect(lastTicket, SELECT_BY_TICKET, MODE_TRADES);\r
1039 \r
1040 if (Debug_Print) \r
1041 Print("Moving short order number " + lastTicket+ " to BE at " + OrderOpenPrice());\r
1042 \r
1043 <<<<<<< HEAD
1044 int ticketshort = OrderModify(\r
1045 =======
1046 bool res = OrderModify(\r
1047 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
1048 lastTicket, \r
1049 OrderOpenPrice(), \r
1050 OrderOpenPrice(), \r
1051 OrderTakeProfit(), \r
1052 OrderExpiration(), \r
1053 Red);\r
1054 \r
1055 <<<<<<< HEAD
1056 if (ticketshort < 0)\r
1057 if (Debug_Print) Print("Short SL2BE order failed with error #",GetLastError()); \r
1058 \r
1059 =======
1060 if (false) {\r
1061 if (Debug_Print) Print("Short SL2BE order failed with error #",GetLastError()); \r
1062 res = OrderModify(\r
1063 lastTicket, \r
1064 OrderOpenPrice(), \r
1065 OrderOpenPrice() + Point * get_minstop(), \r
1066 OrderTakeProfit(), \r
1067 OrderExpiration(), \r
1068 Red);\r
1069 }\r
1070 \r
1071 >>>>>>> d1f8eca3054a866379156d71012f6feb4bddbde9
1072 }\r
1073 \r
1074 }\r
1075 \r