//+------------------------------------------------------------------+ //| Basket EA.mq4 | //| Copyright © 2010, Xin Li | //| http://www.ligonier.org | //| http://www.forexfactory.com/showthread.php?p=6143205#post6143205 | //+------------------------------------------------------------------+ #property copyright "Copyright © 2010, XIN LI" #property link " http://www.ligonier.org" #property strict // #include #include #define NL "\n" /* void DisplayUserFeedback() void CalculateHighestLowestTrades() void LookForTradingOpportunities() double CalculateTakeProfit(string symbol, int type) double CalculateStopLoss(string symbol, int type) void CalculateNoOfTrades() bool O_R_CheckForHistory(int ticket) //Cheers Matt void CalculateBasketUpl() bool DoesTradeExist(string symbol) bool SendSingleTrade(string symbol, int type, string comment, double lotsize, double price, double stop, double take) void CloseAllTrades() void CountOpenTrades() double CalculateVirtualTradeProfit(string symbol) void CalculateDailyResult() */ // extern double Lot=0.1; extern int MagicNumber=3654; extern string TradeComment="Basket"; extern double TakeProfit=0; extern double StopLoss=0; extern bool CriminalIsECN=false; // extern string basket=" Basket Setting"; // extern int NumOfPairs = 14; extern bool BuyNow=false; extern bool SellNow=false; extern bool AutoTrading=false; string Pair_suffix; //string shortname; extern string bc="----Basket closure inputs per pair----"; extern double CashTakeProfitPerPair=25; extern bool CloseBasket=false; // string TradePair[14]; double Factor,multiplier[14]; int j,StartBar, Digit; string Currency; static int ExtHandle=-1; static int tf = 0; int MN=0; // bool HASellNow = false; bool HABuyNow = false; bool VQSellNow = false; bool VQBuyNow = false; ///////////////////////////////////////////////////////////////////////////////////////////////////////////////// double Upl; // string ScreenMessage; bool StopTrading = false; string InputString;//For pair extraction datetime OldTradingTime; // //Running total of trades int LossTrades, WinTrades; double OverallProfit; // //Matt's O-R stuff int O_R_Setting_max_retries = 10; double O_R_Setting_sleep_time = 4.0; /* seconds */ double O_R_Setting_sleep_max = 15.0; /* seconds */ // //Order closure stuff int OpenTrades; double upl; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //---- int retval; Get_Trade_Pairs(); // if (TradeComment == "") TradeComment = " "; // //Reset CriminIsECN if crim is IBFX and the punter does not know or, like me, keeps on forgetting string name = TerminalCompany(); int ispart = StringFind(name, "IBFX", 0); if (ispart < 0) ispart = StringFind(name, "Interbank FX", 0); if (ispart > -1) CriminalIsECN = true; //OldTradingTime = iTime(NULL, TradingTimeFrame, 0); //Confirm Trades if (BuyNow) { retval = MessageBox(Symbol() + ": do you wish to Open buy Basket?", "Question", MB_YESNO|MB_ICONQUESTION); if (retval == IDNO) BuyNow = false; else BuyNow = true; } //if (UseSafetyFeature) if (SellNow) { retval = MessageBox(Symbol() + ": do you wish to Open Sell Basket?", "Question", MB_YESNO|MB_ICONQUESTION); if (retval == IDNO) SellNow = false; else SellNow = true; } //if (UseSafetyFeature) // if (CloseBasket) { retval = MessageBox(Symbol() + ": do you wish to Close Basket?", "Question", MB_YESNO|MB_ICONQUESTION); if (retval == IDNO) CloseBasket = false; else CloseBasket = true; } //if (UseSafetyFeature) // DisplayUserFeedback(); //---- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //---- //---- } // void DisplayUserFeedback(void) { string Gap = " "; // ScreenMessage = ""; ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, TimeToStr(TimeCurrent(), TIME_DATE|TIME_MINUTES|TIME_SECONDS), NL ); if (!IsDemo() ) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL, "********************THIS EA IS FOR DEMO ONLY. IT IS STILL UNDER DEVELOPMENT.********************", NL, NL); return; } // ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Trade pairs: ", TradePairs, NL); if (TakeProfit > 0) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Take profit: ", TakeProfit, " pips", NL); } if (StopLoss > 0) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Stop loss: ", StopLoss, " pips", NL); } ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Magic number: ", MagicNumber); ScreenMessage = StringConcatenate(ScreenMessage, ": Trade comment: ", TradeComment, NL); if (CriminalIsECN) { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "CriminalIsECN = true", NL); } else { ScreenMessage = StringConcatenate(ScreenMessage,Gap, "CriminalIsECN = false", NL); } ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, "Open trades = ", OpenTrades, ": Upl = ", DoubleToStr(upl, 2), ": CashTakeProfit = ", DoubleToStr(CashTakeProfitPerPair, 2), NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Results today. Wins: ", WinTrades, ": Losses ", LossTrades, ": P/L ", DoubleToStr(OverallProfit, 2), NL); ScreenMessage = StringConcatenate(ScreenMessage,Gap, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "BuyNow: ", BuyNow, ": SellNow ", SellNow, ": CloseBasket ", CloseBasket, NL); // }//if (ShowAllOnChart) ScreenMessage = StringConcatenate(ScreenMessage,Gap, "AutoTrading: ", AutoTrading,NL); // Comment(ScreenMessage); // } //void DisplayUserFeedback() //============================================================================= // O_R_CheckForHistory() // // This function is to work around a very annoying and dangerous bug in MT4: // immediately after you send a trade, the trade may NOT show up in the // order history, even though it exists according to ticket number. // As a result, EA's which count history to check for trade entries // may give many multiple entries, possibly blowing your account! // // This function will take a ticket number and loop until // it is seen in the history. // // RETURN VALUE: // TRUE if successful, FALSE otherwise // // // FEATURES: // * Re-trying under some error conditions, sleeping a random // time defined by an exponential probability distribution. // // * Displays various error messages on the log for debugging. // // ORIGINAL AUTHOR AND DATE: // Matt Kennel, 2010 // //============================================================================= bool O_R_CheckForHistory(int ticket) { //My thanks to Matt for this code. He also has the undying gratitude of all users of my trading robots int lastTicket = OrderTicket(); // int cnt = 0; int c; int err = GetLastError(); // so we clear the global variable. err = 0; bool exit_loop = false; bool success=false; // while (!exit_loop) { /* loop through open trades */ int total=OrdersTotal(); for( c = 0; c < total; c++ ) { if(OrderSelect(c,SELECT_BY_POS,MODE_TRADES) == true) { if (OrderTicket() == ticket) { success = true; exit_loop = true; } } } if (cnt > 3) { /* look through history too, as order may have opened and closed immediately */ total=OrdersHistoryTotal(); for(c = 0; c < total; c++) { if(OrderSelect(c,SELECT_BY_POS,MODE_HISTORY) == true) { if (OrderTicket() == ticket) { success = true; exit_loop = true; } } } } cnt = cnt+1; if (cnt > O_R_Setting_max_retries) { exit_loop = true; } if (!(success || exit_loop)) { Print( "Did not find #"+IntegerToString(ticket)+" in history, sleeping, then doing retry #"+IntegerToString(cnt) ); O_R_Sleep(O_R_Setting_sleep_time, O_R_Setting_sleep_max); } } // (!exit_loop) // Select back the prior ticket num in case caller was using it. if (lastTicket >= 0) { if ( !OrderSelect(lastTicket, SELECT_BY_TICKET, MODE_TRADES) ) Print("Never found #"+IntegerToString(ticket)+" in Trades! crap!"); } if (!success) { Print("Never found #"+IntegerToString(ticket)+" in history! crap!"); } return(success); } //End bool O_R_CheckForHistory(int ticket) //============================================================================= // O_R_Sleep() // // This sleeps a random amount of time defined by an exponential // probability distribution. The mean time, in Seconds is given // in 'mean_time'. // This returns immediately if we are backtesting // and does not sleep. // //============================================================================= void O_R_Sleep(double mean_time, double max_time) { if (IsTesting()) { return; // return immediately if backtesting. } // double p = (MathRand()+1) / 32768.0; double t = -MathLog(p)*mean_time; t = MathMin(t,max_time); int ms = (int) t*1000; if (ms < 10) { ms=10; } Sleep(ms); }//End void O_R_Sleep(double mean_time, double max_time) /* void CalculateBasketUpl() { Upl = 0; for (int cc = OrdersTotal() - 1; cc >= 0 ; cc--) { if (!OrderSelect(cc,SELECT_BY_POS)) continue; if (OrderMagicNumber()==MagicNumber) { Upl+= (OrderProfit() + OrderSwap() + OrderCommission() ); }//if (OrderMagicNumber()==MagicNumber && OrderSymbol() == Symbol() ) }//for (int cc = OrdersTotal() - 1; cc >= 0 ; cc--) }//End void CalculateBasketUpl(); */ bool DoesTradeExist(string symbol, int type) { if (OrdersTotal() == 0) return(false); for (int cc = OrdersTotal() - 1; cc >= 0 ; cc--) { if (!OrderSelect(cc,SELECT_BY_POS)) continue; if (OrderMagicNumber()==MagicNumber && OrderSymbol() == symbol && OrderType()==type ) { return(true); }//if (OrderMagicNumber()==MagicNumber && OrderSymbol() == Symbol() ) }//for (int cc = OrdersTotal() - 1; cc >= 0 ; cc--) return(false); }//End bool DoesTradeExist() // bool SendSingleTrade(string symbol, int type, string comment, double lotsize, double price, double stop, double take) { //Find order opening price. Might be a good idea to move tp/sl calculation here as well int ticket = 0, err = 0; RefreshRates(); if (type == OP_BUY) { price = MarketInfo(symbol, MODE_ASK); }//if(type == OP_BUY) // if (type == OP_SELL) { price = MarketInfo(symbol, MODE_BID); }//if(type == OP_BUY) // if (!CriminalIsECN) { ticket = OrderSend(symbol,type, lotsize, price, 0, stop, take, comment, MagicNumber, 0, CLR_NONE); } //Is a 2 stage criminal if (CriminalIsECN) { bool result; ticket = OrderSend(symbol,type, lotsize, price, 0, 0, 0, comment, MagicNumber, 0, 0); if (ticket > 0) { if (take > 0 && stop > 0) { while(IsTradeContextBusy()) { Sleep(100); } result = OrderModify(ticket, OrderOpenPrice(), stop, take, OrderExpiration(), CLR_NONE); if (!result) { err=GetLastError(); Print(symbol, " SL/TP order modify failed with error(",err,"): ",ErrorDescription(err)); } //if (!result) } //if (take > 0 && stop > 0) // if (take != 0 && stop == 0) { while(IsTradeContextBusy()) { Sleep(100); } result = OrderModify(ticket, OrderOpenPrice(), OrderStopLoss(), take, OrderExpiration(), CLR_NONE); if (!result) { err=GetLastError(); Print(symbol, " SL order modify failed with error(",err,"): ",ErrorDescription(err)); } //if (!result) }//if (take == 0 && stop != 0) // if (take == 0 && stop != 0) { while(IsTradeContextBusy()) { Sleep(100); } result = OrderModify(ticket, OrderOpenPrice(), stop, OrderTakeProfit(), OrderExpiration(), CLR_NONE); if (!result) { err=GetLastError(); Print(symbol, " SL order modify failed with error(",err,"): ",ErrorDescription(err)); }//if (!result) }//if (take == 0 && stop != 0) }//if (ticket > 0) }//if (CriminalIsECN) //Error trapping for both if (ticket < 0) { string stype; if (type == OP_BUY) stype = "OP_BUY"; if (type == OP_SELL) stype = "OP_SELL"; if (type == OP_BUYLIMIT) stype = "OP_BUYLIMIT"; if (type == OP_SELLLIMIT) stype = "OP_SELLLIMIT"; if (type == OP_BUYSTOP) stype = "OP_BUYSTOP"; if (type == OP_SELLSTOP) stype = "OP_SELLSTOP"; Alert(WindowExpertName(), " ", symbol, " ", stype," order send failed with error(",err,"): ",ErrorDescription(err)); Print(WindowExpertName(), " ", symbol, " ", stype," order send failed with error(",err,"): ",ErrorDescription(err)); return(false); }//if (ticket < 0) //Make sure the trade has appeared in the platform's history to avoid duplicate trades if (!O_R_CheckForHistory(ticket) ) return(false); //Got this far, so trade send succeeded return(true); // }//End bool SendSingleTrade(int type, string comment, double lotsize, double price, double stop, double take) // double CalculateTakeProfit(string symbol, int type) { if (TakeProfit == 0) return(0); // RefreshRates(); double ask = MarketInfo(symbol, MODE_ASK); double bid = MarketInfo(symbol, MODE_BID); int digits = (int) MarketInfo(symbol, MODE_DIGITS); double point = MarketInfo(symbol, MODE_POINT); double take = TakeProfit; double TP = TakeProfit; // //Convert tp/sl for x digit crims int lmultiplier = 1; if(digits == 2 || digits == 4) lmultiplier = 1; if(digits == 3 || digits == 5) lmultiplier = 10; if(digits == 6) lmultiplier = 100; if(digits == 7) lmultiplier = 1000; // TP*= lmultiplier; // if (type == OP_BUY) { take = NormalizeDouble(ask + (TP * point), digits); }//if (type = OP_BUY) // if (type == OP_SELL) { take = NormalizeDouble(bid - (TP * point), digits); }//if (type == OP_SELL) // return(take); // } //End double CalculateTakeProfit(MostProfitablePair, MostProfitableType) // double CalculateStopLoss(string symbol, int type) { if (StopLoss == 0) return(0); RefreshRates(); // double ask = MarketInfo(symbol, MODE_ASK); double bid = MarketInfo(symbol, MODE_BID); int digits = (int) MarketInfo(symbol, MODE_DIGITS); double point = MarketInfo(symbol, MODE_POINT); double stop = StopLoss; double SL = StopLoss; // //Convert tp/sl for x digit crims int lmultiplier = 1; if(digits == 2 || digits == 4) lmultiplier = 1; if(digits == 3 || digits == 5) lmultiplier = 10; if(digits == 6) lmultiplier = 100; if(digits == 7) lmultiplier = 1000; // SL*= lmultiplier; // if (type == OP_BUY) { stop = NormalizeDouble(ask - (SL * point), digits); }//if (type = OP_BUY) // if (type == OP_SELL) { stop = NormalizeDouble(bid + (SL * point), digits); }//if (type == OP_SELL) // return(stop); // }//End double CalculateStopLoss(string symbol, int type) //============================== void CloseAllTrades(void) { // CloseBasket = false; // for (int cc = OrdersTotal() - 1; cc >= 0; cc--) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() != MagicNumber) continue; while(IsTradeContextBusy() ) { Sleep(100); } // bool result = OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 5000, CLR_NONE); if (!result) CloseBasket = true; // try again Sleep(100); }//for (int cc = OrdersTotal() - 1; cc >= 0, cc--) }//bool CloseAllTrades() // void CountOpenTrades(void) { upl = 0; OpenTrades = 0; if (OrdersTotal() == 0) return; for (int cc = 0; cc <= OrdersTotal() - 1; cc++) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() == MagicNumber) { upl+= (OrderProfit() + OrderSwap() + OrderCommission()); OpenTrades++; }//if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) }//for (int cc = 0; cc < OrdersTotal() - 1; cc++) }//End void CountOpenTrades(); // void CalculateDailyResult( void ) { //Calculate the no of winners and losers from today's trading. These are held in the history tab. LossTrades = 0; WinTrades = 0; OverallProfit = 0; for (int cc = 0; cc <= OrdersHistoryTotal(); cc++) { if (!OrderSelect(cc, SELECT_BY_POS, MODE_HISTORY) ) continue; if (OrderMagicNumber() != MagicNumber) continue; // OverallProfit+= (OrderProfit() + OrderSwap() + OrderCommission() ); if (OrderProfit() > 0) WinTrades++; if (OrderProfit() < 0) LossTrades++; }//for (int cc = 0; cc <= tot -1; cc++) }//End void CalculateDailyResult() //+------------------------------------------------------------------+ //| expert Tick Event Handler | //+------------------------------------------------------------------+ void OnTick() { if (OrdersTotal() == 0) CloseBasket = false; // if (CloseBasket) { CloseAllTrades(); SellNow=false; BuyNow=false; if (CloseBasket) return; }//if (ForceClose) //Basket closure opps CountOpenTrades(); if (upl >= CashTakeProfitPerPair*NumOfPairs) { CloseAllTrades(); if (CloseBasket) { CloseAllTrades(); SellNow=false; BuyNow=false; return; }//if (ForceClose) SellNow=false; BuyNow=false; }//if (upl >= CashTakeProfit) //The next routine takes care of all trade closure possibilities int kj, type; double take, stop, price; if( !AutoTrading ) { if(BuyNow ) // BuyNow { for( kj=0; kj HA10 && HA20 > HA30) && (HA01 < HA11 || HA21 < HA31) && VQz20 < 0 ) SellNow=true; // if((HA00 < HA10 && HA20 < HA30) && (HA01 > HA11 || HA21 > HA31) && VQz20 > 0 ) BuyNow=true; if((HA00 > HA10 && HA20 > HA30) && (HA01 < HA11 || HA21 < HA31) ) HASellNow=true; if((HA00 < HA10 && HA20 < HA30) && (HA01 > HA11 || HA21 > HA31) ) HABuyNow=true; if(VQz20 < 0 ) VQSellNow = true; if(VQz20 > 0 ) VQBuyNow = true; if (VQSellNow && HASellNow) SellNow = true; if (VQBuyNow && HABuyNow ) BuyNow = true; if (BuyNow ) // BuyNow { for( kj=0;kj