| blob | e9a44713975abcf2da4bb502df392c60eac98ed7 |
1 //+------------------------------------------------------------------+\r
2 //| VolatilyScalp |\r
3 //| |\r
4 //| |\r
5 //+------------------------------------------------------------------+\r
6 #property copyright "Ch1qho"\r
7 #property link "ch1qho@yahoo.com"\r
8 #define Magic 514\r
9 \r
10 \r
11 //--------TradingTime--------\r
12 extern string Time_Info = "Base on Server Time";\r
13 extern int OpenHour = 22; \r
14 extern int CloseHour = 5;\r
15 \r
16 extern bool MM = true;\r
17 extern int Risk = 50; \r
18 extern double Lots = 0.1; \r
19 extern int LotsDigit = 2;\r
20 extern int Slippage = 3;\r
21 extern int StopLoss = 60;\r
22 //------------------------------------\r
23 extern string Atr_Info ="Read my manual before apply spesific filter";\r
24 extern bool TradeLowRangeDay=true;\r
25 extern bool TradeOutSideBand=true;\r
26 extern double MaxDayAtr =250;\r
27 //-------------------------------------\r
28 extern string EquityInfo ="It is better to set amount target when running on multiple pair";\r
29 extern double EquityTarget=0;\r
30 extern bool SecureMyEquityTarget=false;\r
31 //----------------------------------------------------------------------------\r
32 extern int MaxTradePerBar = 1; \r
33 extern int MaxTradePerPosition = 4;\r
34 \r
35 extern string EAName ="Volatily Scalp";\r
36 extern string Typical ="Sideway, counter trend system";\r
37 extern string Creator ="Ch1qho";\r
38 extern string Distribution="Donation";\r
39 extern string Version ="VS_EURCHF D_01";\r
40 extern string email_YM = "ch1qho@yahoo.com";\r
41 \r
42 //----------------------------------------------------------------------------\r
43 int TradePerBar = 0;\r
44 \r
45 //---------------------------------------------------------------------------- \r
46 \r
47 \r
48 \r
49 \r
50 bool allowtrading=true;\r
51 \r
52 double diff=0;\r
53 bool allowbuy=true;\r
54 bool allowsell=true;\r
55 double SignalFilter=0;\r
56 double spread=0;\r
57 double mypoint=0.01;\r
58 int BarCount=0;\r
59 //+------------------------------------------------------------------+\r
60 //| expert initialization function |\r
61 //+------------------------------------------------------------------+\r
62 int init()\r
63 {\r
64 if(Digits==3){\r
65 mypoint=0.01;\r
66 spread=MarketInfo(Symbol(),MODE_SPREAD)/10;\r
67 }else if(Digits==5){\r
68 mypoint=0.0001;\r
69 spread=MarketInfo(Symbol(),MODE_SPREAD)/10;\r
70 }else{\r
71 mypoint=Point;\r
72 spread=MarketInfo(Symbol(),MODE_SPREAD);\r
73 }\r
74 }\r
75 \r
76 int start()\r
77 {\r
78 if(GetLastError()>1)Sleep(1000);// May this delay help to run on multiple pair \r
79 \r
80 if(SecureMyEquityTarget&&EquityTarget>0&&AccountEquity()>=EquityTarget){\r
81 ForceCloseAll(Magic,OP_BUY);\r
82 ForceCloseAll(Magic,OP_SELL);\r
83 allowbuy=false;\r
84 allowsell=false;\r
85 }\r
86 \r
87 double speed1=iCustom(Symbol(),0,"CK_Speed",20,50,2,0);\r
88 double speed2=iCustom(Symbol(),0,"CK_Speed",20,25,2,1);\r
89 double speed3=iCustom(Symbol(),0,"CK_Speed",5,50,0,1);\r
90 double speed4=iCustom(Symbol(),0,"CK_Speed",5,50,1,1);\r
91 double kcup=iCustom(Symbol(),0,"Keltner Channels",20,2,0,0);//1st upper\r
92 double kcdo=iCustom(Symbol(),0,"Keltner Channels",20,2,2,0);//1st lower\r
93 double kcup2=iCustom(Symbol(),0,"Keltner Channels",20,2,3,0);//2nd upper\r
94 double kcdo2=iCustom(Symbol(),0,"Keltner Channels",20,2,4,0);//2nd lower\r
95 double up1=iBands(Symbol(),0,20,2,0,PRICE_MEDIAN,MODE_UPPER,1);\r
96 double do1=iBands(Symbol(),0,20,2,0,PRICE_MEDIAN,MODE_LOWER,1);\r
97 double wpr1=iWPR(Symbol(),1,20,0);\r
98 double ma=iMA(Symbol(),0,20,0,0,PRICE_MEDIAN,0);\r
99 \r
100 double sp1=spread*2;\r
101 double atrfilter=iATR(Symbol(),0,20,1)/mypoint;\r
102 \r
103 SignalFilter=MathMax(atrfilter,spread*2);//this is for averaging level\r
104 if(BarCount != Bars){\r
105 TradePerBar = 0;\r
106 BarCount = Bars;\r
107 }\r
108 if(TotalOrder(Magic,OP_BUY)==MaxTradePerPosition)allowbuy=false;\r
109 if(TotalOrder(Magic,OP_SELL)==MaxTradePerPosition)allowsell=false;\r
110 if(speed2==1&&speed1==1){\r
111 //allowbuy=false;\r
112 //allowsell=false;\r
113 //ForceCloseAll(Magic,OP_BUY);\r
114 //ForceCloseAll(Magic,OP_SELL);\r
115 }\r
116 /*\r
117 No matter price accross ma or not, but wpr of 1 Minute show overbought/oversold\r
118 */\r
119 if(wpr1>-20){\r
120 if(TotalProfit(Magic,OP_BUY)>=SignalFilter){\r
121 ForceCloseAll(Magic,OP_BUY);//profit Accumulation first, if rich we close all same position\r
122 if(Close[0]<ma)allowbuy=false;\r
123 }\r
124 // CloseProfitOrder(Magic,OP_BUY,atrfilter,1,30000000);//otherwise, an open position has profit as much current atrfilter, close it.\r
125 }\r
126 if(wpr1<-80){\r
127 if(TotalProfit(Magic,OP_SELL)>=SignalFilter){\r
128 ForceCloseAll(Magic,OP_SELL);//profit Accumulation first, if rich we close all same position\r
129 if(Close[0]>ma)allowsell=false;\r
130 }\r
131 // CloseProfitOrder(Magic,OP_SELL,atrfilter,1,30000000);//otherwise, an open position has profit as much current atrfilter, close it.\r
132 }\r
133 \r
134 /*\r
135 only if price accross ma\r
136 */\r
137 \r
138 if(speed1==1){\r
139 if(Close[0]>ma){\r
140 ForceCloseAll(Magic,OP_BUY);\r
141 // if(TotalProfit(Magic,OP_BUY)>=1)ForceCloseAll(Magic,OP_BUY);//profit Accumulation first, if rich we close all same position\r
142 //CloseProfitOrder(Magic,OP_BUY,1,1,30000000);//otherwise, an open position has profit as much 1 pips, close it.\r
143 }\r
144 \r
145 if(Close[0]<ma){\r
146 ForceCloseAll(Magic,OP_SELL);\r
147 // if(TotalProfit(Magic,OP_SELL)>=1)ForceCloseAll(Magic,OP_SELL);\r
148 // CloseProfitOrder(Magic,OP_SELL,1,1,30000000);\r
149 }\r
150 }\r
151 if(Close[0]>kcup&&speed4==2){\r
152 ForceCloseAll(Magic,OP_BUY);\r
153 ForceCloseAll(Magic-1,OP_BUY);\r
154 }\r
155 //CloseProfitOrder(Magic,OP_BUY,-5,1,30000000);//we shoud make profit just after price accross ma\r
156 if(Close[0]<kcdo&&speed4==2){\r
157 ForceCloseAll(Magic,OP_SELL);\r
158 ForceCloseAll(Magic-1,OP_SELL);\r
159 }\r
160 if(Close[0]>kcup2){\r
161 ForceCloseAll(Magic,OP_BUY);\r
162 ForceCloseAll(Magic-1,OP_BUY);\r
163 }\r
164 //CloseProfitOrder(Magic,OP_BUY,-5,1,30000000);//we shoud make profit just after price accross ma\r
165 if(Close[0]<kcdo2){\r
166 ForceCloseAll(Magic,OP_SELL);\r
167 ForceCloseAll(Magic-1,OP_SELL);\r
168 }\r
169 //CloseProfitOrder(Magic,OP_SELL,-5,1,30000000);//we shoud make profit just after price accross ma\r
170 \r
171 // choose your exit strategi after trading time has been passed\r
172 if(Tradetime()==0){\r
173 allowbuy=true;\r
174 allowsell=true;\r
175 if(TotalProfit(Magic,OP_BUY)>=1)ForceCloseAll(Magic,OP_BUY);\r
176 if(TotalProfit(Magic,OP_SELL)>=1)ForceCloseAll(Magic,OP_SELL);\r
177 }\r
178 \r
179 \r
180 int BUY_OpenPosition = 0;\r
181 int SELL_OpenPosition = 0;\r
182 int TOTAL_OpenPosition = 0;\r
183 int Ticket = -1;\r
184 int cnt = 0;\r
185 double Last_BUY_OpenPrice =0;\r
186 double Last_SELL_OpenPrice =0;\r
187 for (cnt = 0; cnt < OrdersTotal(); cnt++) \r
188 {\r
189 OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);\r
190 if (OrderSymbol() == Symbol() && OrderMagicNumber() == Magic && OrderCloseTime()==0) \r
191 {\r
192 TOTAL_OpenPosition++;\r
193 if (OrderType() == OP_BUY) \r
194 {\r
195 BUY_OpenPosition++;\r
196 Last_BUY_OpenPrice = OrderOpenPrice();\r
197 }\r
198 if (OrderType() == OP_SELL) \r
199 {\r
200 SELL_OpenPosition++;\r
201 Last_SELL_OpenPrice = OrderOpenPrice();\r
202 }\r
203 }\r
204 }\r
205 \r
206 \r
207 \r
208 //////////////////////////////// //////////////////////////////////////////////////////////////////////////////////\r
209 if (Tradetime()==1){\r
210 if(AccountFreeMarginCheck(Symbol(),OP_BUY,GetLots())<=0 || GetLastError()==134) {\r
211 Print("Not Enough Money ");\r
212 return(0);\r
213 } \r
214 RefreshRates();\r
215 //////////////////////////////// //////////////////////////////////////////////////////////////////////////////////\r
216 if ((allowsell&&SELL_OpenPosition < MaxTradePerPosition) && (TradePerBar < MaxTradePerBar) && ((Ask - Last_SELL_OpenPrice >= SignalFilter * mypoint) || SELL_OpenPosition < 1 ) && GetSignal(OP_SELL)==1){\r
217 Ticket = OrderSend(Symbol(),OP_SELL,GetLots(),Bid,Slippage,Bid + StopLoss * mypoint,0,"Volatily Scalp"+Symbol(),Magic,0,Red); \r
218 if (Ticket > 0) {\r
219 TradePerBar++;\r
220 }\r
221 \r
222 \r
223 }\r
224 //////////////////////////////// //////////////////////////////////////////////////////////////////////////////////\r
225 if ((allowbuy&&BUY_OpenPosition < MaxTradePerPosition) && (TradePerBar < MaxTradePerBar) && ((Last_BUY_OpenPrice - Bid >= SignalFilter * mypoint ) || BUY_OpenPosition < 1 ) && GetSignal(OP_BUY)==1){\r
226 Ticket = OrderSend(Symbol(),OP_BUY,GetLots(),Ask,Slippage,Ask - StopLoss * mypoint, 0,"Volatily Scalp"+Symbol(),Magic,0,Blue); \r
227 if (Ticket > 0) {\r
228 \r
229 TradePerBar++;\r
230 \r
231 }\r
232 }\r
233 }\r
234 /////////////////////locking funtion\r
235 \r
236 return(0);\r
237 } \r
238 \r
239 //----------------------------------------------------------------------------- \r
240 int GetSignal(int OP)\r
241 {\r
242 int sideway =GetSignal3();\r
243 if(sideway==0)return(0);\r
244 \r
245 double up=iBands(Symbol(),0,20,2,0,PRICE_MEDIAN,MODE_UPPER,0);\r
246 double do=iBands(Symbol(),0,20,2,0,PRICE_MEDIAN,MODE_LOWER,0);\r
247 /*\r
248 //Historical template, firs time i use fix envelopes \r
249 */\r
250 double evup=iEnvelopes(Symbol(),0,20,0,0,PRICE_MEDIAN,0.2,MODE_UPPER,0);\r
251 double evdo=iEnvelopes(Symbol(),0,20,0,0,PRICE_MEDIAN,0.2,MODE_LOWER,0);\r
252 \r
253 double wpr=iWPR(Symbol(),0,20,0);\r
254 double wpr1=iWPR(Symbol(),1,20,0);\r
255 double ma=iMA(Symbol(),0,20,0,0,PRICE_MEDIAN,0);\r
256 \r
257 double kcup=iCustom(Symbol(),0,"Keltner Channels",20,2,3,0);\r
258 double kcdo=iCustom(Symbol(),0,"Keltner Channels",20,2,4,0);\r
259 \r
260 if (OP==OP_BUY) {\r
261 //if(wpr1<-80&&Bid<do&&do>evdo)return(1);\r
262 if (wpr1<-80&&Bid<=ma-(SignalFilter)*mypoint&&(Bid>do||Bid>kcdo)) return(1);//as long price not penetrate both bband and channel, go ahead\r
263 }\r
264 else if (OP==OP_SELL){\r
265 //if(wpr1>-20&&Bid>up&&up<evup)return(1);\r
266 if (wpr1>-20&&Bid>=ma+(SignalFilter)*mypoint&&(Bid<up||Bid<kcup)) return(1);//as long price not penetrate both bband and channel, go ahead\r
267 }\r
268 return(0);\r
269 }\r
270 //---------------------------------------------------------------------------------\r
271 \r
272 //----------------------------------------------------------------------------- \r
273 int GetSignal3()\r
274 {\r
275 \r
276 \r
277 double bbup=iBands(Symbol(),1440,20,2,0,PRICE_MEDIAN,MODE_UPPER,1);\r
278 double bbdo=iBands(Symbol(),1440,20,2,0,PRICE_MEDIAN,MODE_LOWER,1);\r
279 double dailyatr=iATR(Symbol(),1440,5,0)/mypoint;\r
280 \r
281 double speed1=iCustom(Symbol(),0,"CK_Speed",20,50,0,0);\r
282 double speed2=iCustom(Symbol(),0,"CK_Speed",20,50,0,1);\r
283 double speed5=iCustom(Symbol(),0,"CK_Speed",5,50,0,0);\r
284 double speed6=iCustom(Symbol(),0,"CK_Speed",20,50,2,1);\r
285 double speed3=iCustom(Symbol(),0,"CK_Speed",5,50,0,0);\r
286 double speed4=iCustom(Symbol(),0,"CK_Speed",5,50,0,1);\r
287 \r
288 double range=(iHigh(Symbol(),1440,1)-iLow(Symbol(),1440,1))/mypoint;\r
289 \r
290 if(SignalFilter>=StopLoss) return(0);\r
291 \r
292 if(dailyatr>=MaxDayAtr)return(0);\r
293 \r
294 if(!TradeOutSideBand) if(iClose(Symbol(),1440,1)>bbup||iClose(Symbol(),1440,1)<bbdo)return(0);\r
295 \r
296 if(!TradeLowRangeDay)if(range<(dailyatr/2))return(0);\r
297 \r
298 if(speed1==0&&speed2==0&&speed3==0&&speed4==0)return(1);\r
299 return(0);\r
300 }\r
301 //---------------------------------------------------------------------------------\r
302 \r
303 //----------------------------------------------------------------------------- \r
304 \r
305 //----------------------------------------------------------------------------- \r
306 void ForceCloseAll(int magic, int cmd) \r
307 { \r
308 for (int cnt = OrdersTotal()-1 ; cnt >= 0; cnt--) \r
309 { \r
310 OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); \r
311 if (OrderSymbol() == Symbol() && OrderMagicNumber() == magic && OrderCloseTime()==0) \r
312 { \r
313 if(OrderType()==cmd) {\r
314 OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,Blue); \r
315 }\r
316 \r
317 } \r
318 } \r
319 }\r
320 //----------------------------------------------------------------------------- \r
321 int Tradetime() \r
322 {\r
323 int TradingTime=0;\r
324 if(OpenHour>CloseHour){\r
325 if (Hour() <= CloseHour || Hour() >= OpenHour)TradingTime=1;\r
326 }\r
327 if(OpenHour<CloseHour){\r
328 if(Hour()>=OpenHour&&Hour()<=CloseHour)TradingTime=1;\r
329 }\r
330 if(OpenHour==CloseHour){\r
331 if(Hour()==OpenHour)TradingTime=1;\r
332 }\r
333 if (DayOfWeek() == 5 && Hour() >8)TradingTime=0;//No friday trade\r
334 if (DayOfWeek()==1&&Hour()<2)TradingTime=0;//No trade for first 2 hours on Monday\r
335 if(DayOfYear()<7)TradingTime=0;//No Trade First week of Year \r
336 if(Month()==12&&Day()>20)TradingTime=0;//No trade after 20 December\r
337 return(TradingTime); \r
338 }\r
339 //----------------------------------------------------------------------------- \r
340 \r
341 double GetLots() \r
342 {\r
343 double lots,MD,RM,FMM,MinLots,LotSize; int lotsdigit;\r
344 LotSize = MarketInfo(Symbol(), MODE_LOTSIZE);\r
345 MD = NormalizeDouble(MarketInfo(Symbol(), MODE_LOTSTEP), 2); \r
346 RM = NormalizeDouble(MarketInfo(Symbol(), MODE_MARGINREQUIRED), 4);\r
347 FMM = (RM+5)*100;\r
348 if(LotsDigit==0)\r
349 {\r
350 if (MD==0.01) lotsdigit=2;\r
351 else lotsdigit=1;\r
352 LotsDigit=lotsdigit;\r
353 }\r
354 if (MM==true) lots = NormalizeDouble((AccountFreeMargin()*Risk/LotSize)/MaxTradePerPosition,LotsDigit);\r
355 else lots=Lots;\r
356 MinLots=NormalizeDouble(MarketInfo(Symbol(),MODE_MINLOT),2);\r
357 double MaxLots =NormalizeDouble(MarketInfo(Symbol(),MODE_MAXLOT),2); \r
358 //if (LotsDigit == 2) MinLots = 0.01; \r
359 if (lots < MinLots) lots = MinLots; \r
360 if (lots > MaxLots) lots = MaxLots; \r
361 return (lots); \r
362 }\r
363 //----------------------------------------------------------------------------- \r
364 \r
365 //----------------------------------------------------------------------------- \r
366 \r
367 //----------------------------------------------------------------------------- \r
368 /*\r
369 int magic= magicn umber\r
370 int cmd= OP_BUY or OP_SELL\r
371 int target= Target for profit in pip\r
372 double diff=Minimum Minute in Market\r
373 double diff=Maximum Minute in Market\r
374 \r
375 */\r
376 bool CloseProfitOrder(int magic, int cmd, int target, double diff, double diff2){\r
377 bool result=false;\r
378 int todelete=0;\r
379 for(int i=OrdersTotal()-1;i>=0;i--){\r
380 int profit=0;\r
381 if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)){\r
382 if(OrderType()==cmd&&OrderMagicNumber()==magic&&OrderSymbol()==Symbol()){\r
383 if(OrderType()==OP_BUY){\r
384 profit=(OrderClosePrice()-OrderOpenPrice())/mypoint;\r
385 }\r
386 if(OrderType()==OP_SELL){\r
387 profit=(OrderOpenPrice()-OrderClosePrice())/mypoint;\r
388 }\r
389 if(profit>=target&& (TimeCurrent()-OrderOpenTime())>=diff*60&&(TimeCurrent()-OrderOpenTime())<=diff2*60){\r
390 result=OrderClose(OrderTicket(),OrderLots(),NormalizeDouble(OrderClosePrice(),Digits),3,CLR_NONE);\r
391 \r
392 }\r
393 \r
394 }\r
395 }\r
396 }\r
397 return(result);\r
398 }\r
399 ////////////////////////////////////////////////////////////////////////////////////////////////\r
400 /*\r
401 return value= TotalProfit int pips\r
402 */\r
403 int TotalProfit(int magic,int cmd){\r
404 int result=0;\r
405 double harga1;\r
406 for(int cnt=OrdersTotal()-1;cnt>=0;cnt--)\r
407 {\r
408 OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);\r
409 if (OrderSymbol()==Symbol() && OrderMagicNumber()==magic)\r
410 {\r
411 if(cmd==OP_BUY&&cmd==OrderType()){\r
412 result=result+((OrderClosePrice()-OrderOpenPrice())/mypoint);\r
413 }\r
414 if(cmd==OP_SELL&&cmd==OrderType()){\r
415 result=result+((OrderOpenPrice()-OrderClosePrice())/mypoint);\r
416 } \r
417 }\r
418 }\r
419 return(result); \r
420 }\r
421 \r
422 int TotalOrder(int magic,int cmd){\r
423 int result=0;\r
424 \r
425 for(int cnt=OrdersTotal()-1;cnt>=0;cnt--)\r
426 {\r
427 OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);\r
428 if (OrderSymbol()==Symbol() && OrderMagicNumber()==magic)\r
429 {\r
430 if(cmd==OrderType()){\r
431 result++;\r
432 }\r
433 \r
434 }\r
435 }\r
436 return(result); \r
437 }