//+------------------------------------------------------------------+ //| scooby-doo BOJ trading robot.mq4 | //| Copyright © 2009, Steve Hopwood | //| http://www.hopwood3.freeserve.co.uk | //+------------------------------------------------------------------+ #property copyright "Copyright © 2009, Steve Hopwood" #property link "http://www.hopwood3.freeserve.co.uk" #include #include #define NL "\n" #define OverboughtGV "scooby-doo overbought 24H" #define OversoldGV "scooby-doo oversold 24H" #define HedgeTimeGV "scooby-doo hedge time 24H" #define up "Up" #define down "Down" #define none "None" /* for (int cc = OrdersTotal(); cc >= 0 ; cc--) { if (!OrderSelect(cc,SELECT_BY_POS)) continue; if (OrderMagicNumber()==MagicNumber) { }//if (OrderMagicNumber()==MagicNumber) }//for (int cc=0; cc 0.7) ScreenMessage= StringConcatenate(ScreenMessage, ": Trading is allowed "); ScreenMessage= StringConcatenate(ScreenMessage,NL); ScreenMessage= StringConcatenate(ScreenMessage, Gap, "Maximum spread is ",MaxSpreadAllowed," pips",NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Emergency Stop loss = ", EmergencyStopLoss, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Emergency Take profit: ", EmergencyTakeProfit, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Basket Take Profit: ", DoubleToStr(BasketTP, 2), NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Basket Stop Loss: ", DoubleToStr(BasketSL, 2), NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Magic number: ", MagicNumber, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Trade comment: ", TradeComment, NL); //ScreenMessage = StringConcatenate(ScreenMessage, Gap, "NextPublicHoliday1: ", TimeToStr(NextPublicHoliday), NL); ScreenMessage= StringConcatenate(ScreenMessage, Gap, "StartSuspend = ", DoubleToStr(StartSuspend, 2), NL); ScreenMessage= StringConcatenate(ScreenMessage, Gap, "EndSuspend = ", DoubleToStr(EndSuspend, 2), NL); ScreenMessage= StringConcatenate(ScreenMessage, Gap, "Friday close = ", DoubleToStr(FridayClose, 2), NL); if (UseNewsFilter) ScreenMessage = StringConcatenate(ScreenMessage, Gap, "News filter is turned on ", NL); else ScreenMessage = StringConcatenate(ScreenMessage, Gap, "News filter is turned off ", NL); if (AllowHedging) { ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Hedging is enabled at ", HedgeAtLossPercent, "% (" ,NormalizeDouble(-(AccountBalance() * 5) / 100, 2),")", NL); }//if (AllowHedging) if (CriminalIsECN) ScreenMessage = StringConcatenate(ScreenMessage, Gap, "CriminalIsECN = true: ", NL); else ScreenMessage = StringConcatenate(ScreenMessage, Gap, "CriminalIsECN = false: ", NL); double LotStep = MarketInfo(Symbol(), MODE_LOTSTEP); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Lotstep = ", LotStep, NL); Comment(ScreenMessage); }//End void DisplayUserFeedback() //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- //This robot is not to be used on live accounts yet if (!IsDemo() ) { MessageBox("This robot will not run on a live account."); Comment(" This robot does not run on a live account"); DisabledMessage = "This robot does not run on a live account"; RobotDisabled = true; return; }//if (IsDemo() ) //Check magic number. if (!IsDemo() ) { if (MagicNumber == 123456) { MessageBox("You cannot run this robot until changed the MagicNumber input from the default of 12345." + NL + "Please reload the robot with a new MagicNumber input."); Comment(" This robot can do nothing. Please reload it"); DisabledMessage = "You need to change the MagicNumber input"; RobotDisabled = true; return; }//if (MagicNumber == 12345) }//if (!IsDemo) //Insufficient length string mn = DoubleToStr(MagicNumber,0); if (StringLen(mn) < 5) { MessageBox("Your MagicNumber input needs to be at least 5 digits long, Your MagicNumber is " + mn + NL + "Please reload the robot with the MagicNumber input containing at least 5 digits - the more the better."); Comment(" This robot can do nothing. Please reload it"); DisabledMessage = "You need to make the MagicNumber input at 5 digits long - more is better"; RobotDisabled = true; return; }//if (StringLen(mn) < 5) //Check chart and tf int index = StringFind(Symbol(), "GBPJPY"); if (index == -1) { MessageBox("Sorry. This robot must go on a GBPJPY chart. The robot cannot function."); DisabledMessage = "Incorrect chart for this robot. Please close the chart and reload onto a GPPJPY chart."; RobotDisabled = true; return; }//if (index == -1) if (Period() != PERIOD_H1) { MessageBox("Warning. This robot should go on a GBPJPY H1 chart for best trading results."); }//if (index == -1) //Check size of hedge percentage if (!IsDemo() && HedgeAtLossPercent > 7) { HedgeAtLossPercent = 7; MessageBox("Information. The maximum allowable HedgeAtLossPercent input is 7"); }//if (!IsDemo() && HedgeAtLossPercent > 7) //Amend inputs to cater for different broker digits int dig = MarketInfo(Symbol(), MODE_DIGITS); if (dig == 2) { EmergencyStopLoss/= 10; EmergencyTakeProfit/= 10; MaxSpreadAllowed/= 10; TrailingStopPips/= 10; }//if (dig = 3) //Extract the pairs traded by the user // Cleanup first InputString=PairsToTrade; CleanUpInputString(); // Extract the number of paraaters passed by the user CalculatePairsPassed(); string AddChar = StringSubstr(Symbol(),6,4); // Resize the array appropriately string NewArray = ArrayResize(TradePair, NoOfPairs); int Index = 0;//For searching InputString int LastIndex = 0;//Points the the most recent Index for (int cc = 0; cc < NoOfPairs; cc ++) { Index = StringFind(InputString, ",",LastIndex); if (Index > -1) { TradePair[cc] = StringSubstr(InputString, LastIndex,Index-LastIndex); TradePair[cc] = StringTrimLeft(TradePair[cc]); TradePair[cc] = StringTrimRight(TradePair[cc]); TradePair[cc] = StringConcatenate(TradePair[cc], AddChar); LastIndex = Index+1; }//if (Index > -1) }//for (int cc; cc0) { for (cc=0; cc< DisplayGapSize; cc++) { Gap = StringConcatenate(Gap, " "); } } bool TradeExists = DoesTradeExist(Symbol(), OP_BUY); if (!TradeExists) TradeExists = DoesTradeExist(Symbol(), OP_SELL); OldBars=Bars; for (cc = 0; cc < NoOfPairs; cc++) { LastTime[cc] = iTime(TradePair[cc], 0, 0); }//for (cc = 0; cc < NoOfPairs; cc++) //start(); //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- Comment(""); ObjectDelete("Immediate Buy Basket"); ObjectDelete("Immediate Sell Basket"); ObjectDelete("Immediate Close Basket"); //---- return(0); } void CleanUpInputString() { // Does any tidying up of the user inputs //Remove unwanted spaces InputString = StringTrimLeft(InputString); InputString = StringTrimRight(InputString); //Add final comma if ommitted by user if (StringSubstr(InputString, StringLen(InputString)-1) != ",") InputString = StringConcatenate(InputString,","); }//void CleanUpInputString void CalculatePairsPassed() { // Calculates the numbers of paramaters passed in MagicNumber and TradeComment. int Index = 0;//For searching NoTradePairs int LastIndex;//Points the the most recent Index while(Index > -1) { Index = StringFind(InputString, ",",LastIndex); if (Index > -1) { NoOfPairs ++; LastIndex = Index+1; }//if (Index > -1) }//while(int cc > -1) }//End void CalculatePairsPassed() bool DoesTradeExist(string symbol, int type) { //Returns true if there is already a trade in place, else false if (OrdersTotal() == 0) return(false); //nothing to do for (int cc = OrdersTotal() - 1; cc >= 0; cc--) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() == MagicNumber && OrderSymbol() == symbol && OrderType() == type) return(true); }//for (int cc = OrdersTotal() - 1; cc >= 0, cc--) //Got this far, so no trade exists return(false); }//bool DoesTradeExist(string symbol, int type) bool SendTrade(int type, string symbol) { // Attempts to place a trade according to type, i.e. // 0 = OP_BUY // 1 = OP_SELL // 4 = OP_BUYSTOP // 5 = OP_SELLSTOP // Check spread if (MarketInfo(symbol, MODE_SPREAD) > MaxSpreadAllowed) { string rr; if (type == 0) rr = "Buy "; else rr = "Sell"; Alert(symbol, " scooby-doo basket ", rr, " cancelled; spread too wide"); return(false);// Spread too large, so abort send }//if (MarketInfo(NULL, MODE_SPREAD) > MaxSpreadAllowed) //Convert sl and tp from integers to doubles double ConvertedStopLoss = EmergencyStopLoss; double ConvertedTakeProfit = EmergencyTakeProfit; double sl = NormalizeDouble(ConvertedStopLoss * point, digits); double tp = NormalizeDouble(ConvertedTakeProfit * point, digits); RefreshRates(); // Buy trade if (type == 0) { double TradePrice=ask; double Stop = NormalizeDouble(ask - sl,digits); double Take = NormalizeDouble(ask + tp,digits); }//if (type == 0) // Sell trade if (type == 1) { TradePrice=bid; Stop = NormalizeDouble(bid + sl,digits); Take = NormalizeDouble(bid - tp,digits); }//if (type == 1) //Calculate differential lot size double LotStep = MarketInfo(Symbol(), MODE_LOTSTEP); //Make sure that there are not too many decimal places in the result of the calculation int decimals; if (LotStep >0 && LotStep < 0.1) decimals = 2;//0.01 if (LotStep >0.09 && LotStep < 1) decimals = 1;//0.1 if (LotStep >0.9) decimals = 0;//1 double PairBid = MarketInfo(symbol, MODE_BID); double Lot = (NormalizeDouble(BaseLot * (strongest / PairBid), decimals)); //Non ECN crook if (!CriminalIsECN) int ticket = OrderSend(symbol,type, Lot, TradePrice, 50, Stop, Take, TradeComment, MagicNumber,0, CLR_NONE); //Is a 2 stage criminal if (CriminalIsECN) { ticket = OrderSend(symbol, type, Lot, TradePrice, 50, 0, 0, TradeComment, MagicNumber,0, CLR_NONE); if (EmergencyStopLoss != 0) { if (ticket > 0) { bool result = OrderModify(ticket, OrderOpenPrice(), Stop, Take, 0, CLR_NONE); if (!result) { int err=GetLastError(); Alert(Symbol(), " ", type," TP order modify failed with error(",err,"): ",ErrorDescription(err)); Print("Order send failed with error(",err,"): ",ErrorDescription(err)); }//if (!result) }//if (ticket > 0) }//if (Take != 0) else Print("Skipping OrderModify because no SL or TP specified."); }//if (CriminalIsECN) //Error trapping for both if (ticket < 0) { err=GetLastError(); Alert(symbol, " ", type," order send failed with error(",err,"): ",ErrorDescription(err), "Lots=",Lot); Print("Order send failed with error(",err,"): ",ErrorDescription(err)); if (err == 146) Sleep(1000);//Trade context busy error, so sleep 1 second to give it a break return(false); }//if (ticket < 0) else return(true); }//End void SendTrade(type) bool SendHedgeTrades() { //Sends hedge trades. //Returns true if a trades was sent, else false double loss = 0; string symbol; int type, digits; double lots, LotStep; //Find the biggest losing trade for (int cc = OrdersTotal() - 1; cc >= 0; cc--) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() == MagicNumber && OrderComment() != HedgeComment) { if (OrderProfit() < loss) { symbol = OrderSymbol(); type = OrderType(); lots = OrderLots(); loss = OrderProfit(); digits = MarketInfo(OrderSymbol(), MODE_DIGITS); LotStep = MarketInfo(Symbol(), MODE_LOTSTEP); }//if (OrderProfit() < loss) }//if (OrderMagicNumber() == MagicNumber && OrderComment() != HedgeComment) }//for (int cc = OrdersTotal() - 1; cc >= 0; cc--) if (symbol == "") return;//Nothing to do //Make sure that there are not too many decimal plases in the result of the calculation int decimals; if (LotStep >0 && LotStep < 0.1) decimals = 2;//0.01 if (LotStep >0 && LotStep < 0.1 && LotStep != 0.01) decimals = 1;//Truncate if the criminal is playing cute if (LotStep >0.09 && LotStep < 1) decimals = 1;//0.1 if (LotStep >0.9) decimals = 0;//1 //Calculate 5% of the original trade size double SendLots = NormalizeDouble(lots * PercentageToHedge / 100, decimals); if (SendLots == 0) SendLots = LotStep; RefreshRates(); if(type == OP_SELL) { double TradePrice = MarketInfo(symbol, MODE_ASK); int ticket = OrderSend(symbol, OP_BUY, SendLots, TradePrice, 50, 0, 0, HedgeComment, MagicNumber,0, CLR_NONE); if (ticket < 0) { int err=GetLastError(); Alert(symbol, " Buy hedge order send failed with error(",err,"): ",ErrorDescription(err)); return(false); }//if (ticket < 0) else return(true); }//if(type == OP_SELL) if(type == OP_BUY) { TradePrice = MarketInfo(symbol, MODE_BID); ticket = OrderSend(symbol, OP_SELL, SendLots, TradePrice, 50, 0, 0, HedgeComment, MagicNumber,0, CLR_NONE); if (ticket < 0) { err=GetLastError(); Alert(symbol, " Sell hedge order send failed with error(",err,"): ",ErrorDescription(err)); return(false); }//if (ticket < 0) else return(true); }//if(type == OP_BUY) //Got this far, so no hedge has been sent return(false); }//End bool SendHedgeTrades() void MonitorHedgeTrades() { //Called when there are hedged trades open. //Manages the trailing stop for (int cc = OrdersTotal() - 1; cc >= 0; cc--) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() == MagicNumber && OrderComment() == HedgeComment) { double sl=OrderStopLoss(); //Stop loss bid = MarketInfo(OrderSymbol(), MODE_BID); ask = MarketInfo(OrderSymbol(), MODE_ASK); digits = MarketInfo(OrderSymbol(), MODE_DIGITS); point = MarketInfo(OrderSymbol(), MODE_POINT); if (OrderType()==OP_BUY) { if (bid >= OrderOpenPrice() + (TrailingStopPips*point)) { if (OrderStopLoss() == 0) sl = OrderOpenPrice(); if (bid > sl + (TrailingStopPips*point)) { sl = NormalizeDouble(bid - (TrailingStopPips*point), digits); bool result = OrderModify(OrderTicket(),OrderOpenPrice(),sl,OrderTakeProfit(),0,CLR_NONE); if (result) { Print("Trailing stop updated: ", OrderSymbol(), ": SL ", sl, ": Ask ", ask); }//if (result) else { int err=GetLastError(); Print(Symbol(), " order modify failed with error(",err,"): ",ErrorDescription(err)); }//else }//if (bid > sl + (TrailingStopPips*point)) }//if (bid >= OrderOpenPrice() + (TrailingStopPips*point)) }//if (OrderType()==OP_BUY) if (OrderType()==OP_SELL) { if (ask <= OrderOpenPrice() - (TrailingStopPips*point)) { if (OrderStopLoss() == 0) sl = OrderOpenPrice(); if (ask < sl - (TrailingStopPips*point)) { sl = NormalizeDouble(ask + (TrailingStopPips*point), digits); result = OrderModify(OrderTicket(),OrderOpenPrice(),sl,OrderTakeProfit(),0,CLR_NONE); if (result) { Print("Trailing stop updated: ", OrderSymbol(), ": SL ", sl, ": Bid ", bid); }//if (result) else { err=GetLastError(); Print(Symbol(), " order modify failed with error(",err,"): ",ErrorDescription(err)); }//else }//if (ask < sl - (TrailingStopPips*point)) }//if (ask <= OrderOpenPrice() - (TrailingStopPips*point)) }//if (OrderType()==OP_SELL) }//if (OrderMagicNumber() == MagicNumber && OrderComment() = HedgeComment) }//for (int cc = OrdersTotal() - 1; cc >= 0; cc--) }//End MonitorHedgeTrades() void CheckBasketTpSlTarget() { //Calculates the basket upl and sets the close basket variable if need be ForceBasketClosure = false; NoOfTrades=0; BasketUpl = 0; int NoOfHedgeTrades; bool OverSoldBasket, OverBoughtBasket; static bool RemoveStops = false; if (RemoveStops) RemoveStops = RemoveIndividualStops();//In case any modify failed for (int cc = OrdersTotal() - 1; cc >= 0; cc--) { if (!OrderSelect(cc, SELECT_BY_POS) ) continue; if (OrderMagicNumber() == MagicNumber) { NoOfTrades++; BasketUpl+= OrderProfit(); if (OrderType() == OP_SELL && OrderComment() != HedgeComment) OverSoldBasket = true; if (OrderType() == OP_BUY && OrderComment() != HedgeComment) OverBoughtBasket = true; if (OrderComment() == HedgeComment) NoOfHedgeTrades++; }//if (OrderMagicNumber == MagicNumber) }//for (int cc = OrdersTotal() - 1; cc >= 0; cc--) //Set the close force variable if upl is <= basket stop loss if (BasketUpl <= BasketSL && NoOfTrades > 0) { ForceBasketClosure = true; return; }//if (BasketUpl <= BasketSl) if (AllowHedging) { //Handle basket hedging code. Allows for resends if a trade failure happened. //Checks the need to send a new hedge trade every 15 minutes double HedgeDd = NormalizeDouble(-(AccountBalance() * HedgeAtLossPercent) / 100, 2); if (BasketUpl <= HedgeDd) { bool NewHedgeNeeded = true; //Check time of previous hedge send if (NoOfHedgeTrades > 0) { datetime TimeHedgeSent = GlobalVariableGet(HedgeTimeGV); datetime TimeNow = TimeLocal(); if ( (TimeNow - TimeHedgeSent) < (15 * 60) ) { NewHedgeNeeded = false; }//if ( (TimeNow - TimeHedgeSent) < (15 * 60) ) }//if (NoOfHedgeTrades > 0) if (NewHedgeNeeded) { bool TradeSent = SendHedgeTrades(); if (TradeSent) { NoOfHedgeTrades++; GlobalVariableSet(HedgeTimeGV, TimeLocal() ); }//if (TradeSent) if (NoOfHedgeTrades == 1) RemoveStops = RemoveIndividualStops(); }//if (NewHedgeNeeded) }//if (BasketUpl <= HedgeDd) }//if (AllowHedging) //Monitor open hedge trades if (NoOfHedgeTrades > 0) { TpMultiplicationFactor=20; if (BasketUpl >= BasketTP && NoOfTrades > 0) { ForceBasketClosure = true; CloseBasket(); }//if (BasketUpl >= BasketTP && NoOfTrades > 0) MonitorHedgeTrades(); return; }//if (NoOfHedgeTrades > 0) //Set the close force variable if upl is >= tp if (BasketUpl >= BasketTP && NoOfTrades > 0) { ForceBasketClosure = true; GlobalVariableDel(HedgeTimeGV); //Reread the indi just to make sure //LowerTfWhiteLine = GetRSIbasket(Period(), 0); //Close a Sell xxxJPY if indi > 50 //if (OverSoldBasket && LowerTfWhiteLine > 50) //{ //ForceBasketClosure = true; //}//if (OverSoldBasket && LowerTfWhiteLine > 50) //Close a Buy xxxJPY if indi < 50 //if (OverBoughtBasket && LowerTfWhiteLine < 50) //{ //ForceBasketClosure = true; //}//if (OverBoughtBasket && LowerTfWhiteLine < 50) }//if (BasketUpl >= BasketTP && NoOfTrades > 0) }//End CheckBasketTpSlTarget() bool RemoveIndividualStops() { //Removes individual stop losses when hedging has kicked in bool succeeded = true; for (int cc = OrdersTotal(); cc >= 0 ; cc--) { if (!OrderSelect(cc,SELECT_BY_POS)) continue; if (OrderMagicNumber()==MagicNumber && OrderComment() != HedgeComment) { if (OrderStopLoss() != 0) { bool result = OrderModify(OrderTicket(), OrderOpenPrice(), 0, OrderTakeProfit(), OrderExpiration(), CLR_NONE); if (!result) succeeded = false; }//if (OrderStopLoss() != 0) }//if (OrderMagicNumber()==MagicNumber) }//for (int cc=0; cc= 0 ; cc--) { if (!OrderSelect(cc,SELECT_BY_POS)) continue; if (OrderMagicNumber()==MagicNumber) { bool result =OrderClose(OrderTicket(),OrderLots(), OrderClosePrice(),5000,CLR_NONE); if (!result) { ForceBasketClosure = true; cc = OrdersTotal(); }//if (!result) else cc++; }//if (OrderMagicNumber()==MagicNumber) }//for (int cc=0; cc strongest) { string ss = symbol; strongest = bid; }//if (bid > strongest) }//for (int cc = 0; cc < NoOfPairs; cc ++) }//void GetStrongestPriceInBasket(int magic) void ImmediateBuyxxxJPY() { //Allow for instant placing of a buy basket GetStrongestPriceInBasket(); if (RobotCalculatesLotSize) CalculateBaseLotSize(); for (int cc = 0; cc < NoOfPairs; cc ++) { string symbol = TradePair[cc]; point = MarketInfo(symbol, MODE_POINT); digits = MarketInfo(symbol, MODE_DIGITS); ask = MarketInfo(symbol, MODE_ASK); bid = MarketInfo(symbol, MODE_BID); bool TradeExists = DoesTradeExist(symbol, OP_BUY); if (!TradeExists) { bool TradeSent = SendTrade(0, symbol); }//if (!TradeExists) }//for (int cc = 0; cc < NoOfPairs; cc ++) }//void ImmediateBuyxxxJPY() void ImmediateSellxxxJPY() { //Allow for instant placing of a sell basket GetStrongestPriceInBasket(); if (RobotCalculatesLotSize) CalculateBaseLotSize(); for (int cc = 0; cc < NoOfPairs; cc ++) { string symbol = TradePair[cc]; point = MarketInfo(symbol, MODE_POINT); digits = MarketInfo(symbol, MODE_DIGITS); ask = MarketInfo(symbol, MODE_ASK); bid = MarketInfo(symbol, MODE_BID); bool TradeExists = DoesTradeExist(symbol, OP_SELL); if (!TradeExists) { bool TradeSent = SendTrade(1, symbol); }//if (!TradeExists) }//for (int cc = 0; cc < NoOfPairs; cc ++) }//void ImmediateBuyxxxJPY() void NewsFilterCheck() { // Checks for impending news events. //Call the news reader every 1 minute static int OldBar; if (OldBar == iBars(Symbol(), PERIOD_M5) ) return(false); OldBar = iBars(Symbol(), PERIOD_M5); NewsTime = false; for(int cc = 0; cc < NoOfPairs; cc++) { //Only need to look at AUDJPY GBPJPY USDJPY if (StringSubstr(Symbol(), 0, 6) != "AUDJPY" && StringSubstr(Symbol(), 0, 6) != "GBPJPY" && StringSubstr(Symbol(), 0, 6) != "USDJPY") continue; int minutesSincePrevEvent = iCustom(NULL, 0, "FFCal Scoobs", TradePair[cc], true, true, false, true, true, 1, 0); int minutesUntilNextEvent = iCustom(NULL, 0, "FFCal Scoobs", TradePair[cc], true, true, false, true, true, 1, 1); if((minutesUntilNextEvent <= MinsBeforeNews) || (minutesSincePrevEvent <= MinsAfterNews)) { //News event within the chosen timescale int impactOfNextEvent = iCustom(NULL, 0, "FFCal Scoobs", TradePair[cc], true, true, false, true, true, 2, 1); //Should the robot suspend trading? if (impactOfNextEvent >= NewsImpact) { NewsTime = true; break; }//if (impact >= NewsImpact) }//if((minutesUntilNextEvent <= Mins.Before.News) || (minutesSincePrevEvent <= Mins.After.News)) }//for(int cnt = 0; cnt < PairsToTrade; cnt++) }// End void NewsFilterCheck() void CalculateBaseLotSize() { //Called if RobotCalulatesLotSize=true. Auto calcs the lot size based on x lots per x units of currency if (BaseLot == MarketInfo(Symbol(), MODE_MAXLOT) ) return;//Can't go any bigger double LotStep = MarketInfo(Symbol(), MODE_LOTSTEP); //Make sure that there are not too many decimal plases in the result of the calculation int decimals; if (LotStep >0 && LotStep < 0.1) decimals = 2;//0.01 if (LotStep >0 && LotStep < 0.1 && LotStep != 0.01) decimals = 1;//Truncate if the criminal is playing cute if (LotStep >0.09 && LotStep < 1) decimals = 1;//0.1 if (LotStep >0.9) decimals = 0;//1 BaseLot = NormalizeDouble(AccountEquity() / 25000, decimals); //....new BaseLot calc. Included for Dee and commented out /* if ( MarketInfo(Symbol(), MODE_LOTSIZE)==10000 ) //mini acct: $10,000 position per 1.0 lots { BaseLot = NormalizeDouble(AccountBalance() / 20000, decimals) * 10; } else //standard acct: $100,000 position per 1.0 lots { BaseLot = NormalizeDouble(AccountBalance() / 20000, decimals); } */ //.... double MaxLots = MarketInfo(Symbol(), MODE_MAXLOT); //Adjust incorrect lot sizes if (BaseLot < MarketInfo(Symbol(), MODE_MINLOT) ) { BaseLot = MarketInfo(Symbol(), MODE_MINLOT); }//if (BaseLot < MarketInfo(Symbol(), MODE_MINLOT) ) if (BaseLot > MarketInfo(Symbol(), MODE_MAXLOT) ) { BaseLot = MarketInfo(Symbol(), MODE_MAXLOT); }//if (BaseLot < MarketInfo(Symbol(), MODE_MAXLOT) ) }//End void CalculateBaseLotSize() void ShowImmediateBuyLabel() { if (ObjectFind("Immediate Buy Basket") == -1) { ObjectCreate("Immediate Buy Basket", OBJ_LABEL, 0, 0, 0); ObjectSet("Immediate Buy Basket", OBJPROP_BACK, 0); ObjectSet("Immediate Buy Basket", OBJPROP_CORNER, 2); ObjectSet("Immediate Buy Basket", OBJPROP_XDISTANCE, 6); ObjectSet("Immediate Buy Basket", OBJPROP_YDISTANCE, 20); ObjectSetText("Immediate Buy Basket","Immediate Buy Basket", 12,"Times New Roman",LabelColour); } if (ObjectFind("Immediate Buy Basket") != -1 && ObjectGet("Immediate Buy Basket", OBJPROP_XDISTANCE)!=6) { ObjectSet("Immediate Buy Basket", OBJPROP_XDISTANCE, 6); ObjectSet("Immediate Buy Basket", OBJPROP_YDISTANCE, 20); ImmediateBuyxxxJPY(); } }//End Void ShowImmediateBuyLabel() void ShowImmediateSellLabel() { if (ObjectFind("Immediate Sell Basket") == -1) { ObjectCreate("Immediate Sell Basket", OBJ_LABEL, 0, 0, 0); ObjectSet("Immediate Sell Basket", OBJPROP_BACK, 0); ObjectSet("Immediate Sell Basket", OBJPROP_CORNER, 2); ObjectSet("Immediate Sell Basket", OBJPROP_XDISTANCE, 200); ObjectSet("Immediate Sell Basket", OBJPROP_YDISTANCE, 20); ObjectSetText("Immediate Sell Basket","Immediate Sell Basket", 12,"Times New Roman",LabelColour); } if (ObjectFind("Immediate Sell Basket") != -1 && ObjectGet("Immediate Sell Basket", OBJPROP_XDISTANCE)!=200) { ObjectSet("Immediate Sell Basket", OBJPROP_XDISTANCE, 200); ObjectSet("Immediate Sell Basket", OBJPROP_YDISTANCE, 20); ImmediateSellxxxJPY(); } }//End Void ShowImmediateSellLabel() void ShowImmediateCloseLabel() { if (ObjectFind("Immediate Close Basket") == -1) { ObjectCreate("Immediate Close Basket", OBJ_LABEL, 0, 0, 0); ObjectSet("Immediate Close Basket", OBJPROP_BACK, 0); ObjectSet("Immediate Close Basket", OBJPROP_CORNER, 2); ObjectSet("Immediate Close Basket", OBJPROP_XDISTANCE, 400); ObjectSet("Immediate Close Basket", OBJPROP_YDISTANCE, 20); ObjectSetText("Immediate Close Basket","Immediate Close Basket", 12,"Times New Roman",LabelColour); }//if (ObjectFind("Immediate Close Basket") == -1) if (ObjectFind("Immediate Close Basket") != -1 && ObjectGet("Immediate Close Basket", OBJPROP_XDISTANCE)!=400) { ObjectSet("Immediate Close Basket", OBJPROP_XDISTANCE, 400); ObjectSet("Immediate Close Basket", OBJPROP_YDISTANCE, 20); CloseBasket(); }// if (ObjectFind("Immediate Close Basket") != -1 && ObjectGet("Immediate Close Basket", OBJPROP_XDISTANCE)!=400) }//End void ShowImmediateCloseLabel() double GetRSIbasket(int timefram, int pos) { //Set up suffixes string AddChar = StringSubstr(Symbol(),6,4); double RSIbasket,divisor=0; double r1=0, r2=0, r3=0, r4=0, r5=0, r6=0, r7=0; string long_basket1, long_basket2, long_basket3, long_basket4, long_basket5, long_basket6, long_basket7; int T3_Period = 2; long_basket1 = "AUDJPY" + AddChar; long_basket2 = "CADJPY" + AddChar; long_basket3 = "CHFJPY" + AddChar; long_basket4 = "EURJPY" + AddChar; long_basket5 = "GBPJPY" + AddChar; long_basket6 = "NZDJPY" + AddChar; long_basket7 = "USDJPY" + AddChar; if ( iClose(long_basket1,0,pos) != 0 ) { r1 = iRSI(long_basket1,timefram,T3_Period,PRICE_WEIGHTED,pos); divisor++; } if ( iClose(long_basket2,0,pos) != 0 ) { r2 = iRSI(long_basket2,timefram,T3_Period,PRICE_WEIGHTED,pos); divisor++; } if ( iClose(long_basket3,0,pos) != 0 ) { r3 = iRSI(long_basket3,timefram,T3_Period,PRICE_WEIGHTED,pos); divisor++; } if ( iClose(long_basket4,0,pos) != 0 ) { r4 = iRSI(long_basket4,timefram,T3_Period,PRICE_WEIGHTED,pos); divisor++; } if ( iClose(long_basket5,0,pos) != 0 ) { r5 = iRSI(long_basket5,timefram,T3_Period,PRICE_WEIGHTED,pos); divisor++; } if ( iClose(long_basket6,0,pos) != 0 ) { r6 = iRSI(long_basket6,timefram,T3_Period,PRICE_WEIGHTED,pos); divisor++; } if ( iClose(long_basket7,0,pos) != 0 ) { r7 = iRSI(long_basket7,timefram,T3_Period,PRICE_WEIGHTED,pos); divisor++; } RSIbasket = r1 + r2 + r3 + r4 + r5 + r6 + r7; RSIbasket = 100 - RSIbasket / divisor; return(RSIbasket); }// End double GetRSIbasket(int timefram, int pos) void CalculateBasketStoploss() { BasketSL = -AccountBalance() * (BasketStopLossPercentage / 100); }//End void CalculateBasketStoploss() double Cor(string base, string hedge, int corperiod) { double u1=0,l1=0,s1=0; for(int i = corperiod - 1; i >= 0; i--) { u1 += u(symboldif(base, i, corperiod), symboldif(hedge, i, corperiod)); l1 += powdif(symboldif(base, i, corperiod)); s1 += powdif(symboldif(hedge, i, corperiod)); }//for(int i = corperiod - 1; i >= 0; i--) if(l1*s1 > 0) return(u1 / MathSqrt(l1*s1)); }//End double Cor(string base, string hedge, int corperiod) double symboldif(string symbol, int shift, int corperiod) { return(iClose(symbol, 1440, shift) - iMA(symbol, 1440, corperiod, 0, MODE_SMA, PRICE_CLOSE, shift)); }//End double symboldif(string symbol, int shift, int corperiod) double powdif(double val) { return(MathPow(val, 2)); }//End double powdif(double val) double u(double val1,double val2) { return((val1*val2)); }//End double u(double val1,double val2) void GetGroupCorrelation() { //Courtesy of Scoobs. No idea how it works GroupCorrelation = 0; for(int i = 0; i < NoOfPairs; i++) { if(TradePair[i] != Symbol()) { GroupCorrelation += Cor(Symbol(),TradePair[i],15); }//if(TradePair[i] != Symbol()) }//for(int i = 0; i < NoOfPairs; i++) GroupCorrelation = GroupCorrelation / (NoOfPairs - 1); }//End void GetGroupCorrelation() bool DoChecksFirst() { //Checks news, Sunday candle and public hols filters. Returns false if trading is not allowed, else return true //Check news filter first if (UseNewsFilter) { NewsFilterCheck(); }//if (UseNewsFilter) if (NewsTime) { ScreenMessage = StringConcatenate(Gap, "Trading suspended because of news item", NL); GlobalVariableDel(OversoldGV); GlobalVariableDel(OverboughtGV); Comment(ScreenMessage); return(false); }//if (NewsTime) //Check public holiday filter // int now = TimeLocal(); // int PublicHolidayStarts = NextPublicHoliday; // int PublicHolidayEnds = PublicHolidayStarts + (24 * 60) * 60; // if (now > PublicHolidayStarts && now < PublicHolidayEnds) // { // ScreenMessage = StringConcatenate(Gap, "Trading suspended because of public holiday", NL); // Comment(ScreenMessage); // return(false); // }//if (now > NextPublicHoliday1 || now > NextPublicHoliday2) //Check that user has not forgotten to enter the next holiday date // if (PublicHolidayStarts < now) // { // MessageBox("You need to enter the date of the next JPY public holiday. The robot is disabled until you do."); // DisabledMessage = "You need to enter the date of the next JPY public holiday."; // RobotDisabled = true; // return(false); // }//if (NextPublicHoliday1 < TimeLocal() && NextPublicHoliday2 < TimeLocal() ) //Sunday candle if (!TradeSundayCandle && TimeDayOfWeek(TimeLocal())==0) { ScreenMessage = StringConcatenate(Gap, "Trading suspended because you do not trade the Sunday candle", NL); Comment(ScreenMessage); return(false); }//if (!TradeSundayCandle && TimeDayOfWeek(TimeLocal())==0) //Got this far, so everything is ok return(true); }//bool DoChecksFirst() void CheckNewCandleFormation() { //Forces the robot to wait for all the new candles to form //Code is an adaptation of that provided by fxjedi, so many thanks to fxjedi static double LastTime[]; Comment(Gap + "New candle. Waiting for all new candles to form"); bool rollover = false; while (!rollover) { rollover = true; for (int cc = 0; cc < NoOfPairs; cc++) { if (LastTime[cc] == iTime(TradePair[cc], 0, 0) && MarketInfo(TradePair[cc], MODE_SPREAD) > 0 && MarketInfo(TradePair[cc], MODE_SWAPLONG) != 0) { rollover = false; }//if (lastTime[cc] == iTime(symbols[cc], 0, 0) }//for (int cc = 0; cc < NoOfPairs; cc++) }//while (!rollover) // now all candles are new and in lockstep so update stored timestamps for (cc = 0; cc < NoOfPairs; cc++) { LastTime[cc] = iTime(TradePair[cc], 0, 0); }//for (cc = 0; cc < NoOfPairs; cc++) }//End void CheckNewCandleFormation() /*void CalculateBasketTp() { //Calculates the basket take profit GetStrongestPriceInBasket(); for (int cc = 0; cc < NoOfPairs; cc++) { double PairBid = MarketInfo(TradePair[cc], MODE_BID); BasketTP+= BaseLot * (strongest / PairBid); }//for (int cc = 0; cc < NoOfPairs; cc++) BasketTP/= NoOfPairs; BasketTP = NormalizeDouble(BasketTP * TpMultiplicationFactor,2); }//End void CalculateBasketTp() */ double GetAO() { //Returns the value of the basket AO double ao; for (int cc = 0; cc < NoOfPairs; cc++) { ao+= iAO(TradePair[cc], Period(), 0); }//for (int cc = 0; cc < NoOfPairs; cc++) ao/= NoOfPairs; return(ao); }//End void GetAO() //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- /* Not sure I explained that very well so I will try and do it with pesudo code... Over.Bought = 80 Over.Sold = 20 if(Old.Bar < Over.Sold) Over.Sold = Old.Bar else Over.Sold = 20 //reset if(Old.Bar > Over.Bought) Over.Bought = Old.Bar else Over.Bought = 80 //reset BUY XXXJPY if(Old.Bar >= Over.Bought && New.Bar < Over.Bought) SELL XXXJPY if(Old.Bar <= Over.Sold && New.Bar > Over.Sold) */ if (RobotDisabled ) { Comment("The robot has been suspended. Reason: ", DisabledMessage); return; }//if (RobotDisabled ) if (IsTradeContextBusy() ) { Comment("Trade context is busy because the criminal is too lazy, dim or both to provide a decent server. Please wait for the cretin to stop pissing around."); return; }//if (IsTradeContextBusy) //static bool BasketSendSucceeded = true;//Keeping track of whether a basket send succeeds of not Tries = 0; //Show immediate action labels. //Big, big thanks to matrixebiz; the code came from him if (ShowImmediateBuyBasket) ShowImmediateBuyLabel(); if (ShowImmediateSellBasket) ShowImmediateSellLabel(); if (ShowImmediateCloseBasket) ShowImmediateCloseLabel(); //Lot size calculation if (RobotCalculatesLotSize) CalculateBaseLotSize(); BasketTP = BaseLot * TpMultiplicationFactor; CalculateBasketStoploss(); //Monitor open basket if (OrdersTotal() > 0) { CheckBasketTpSlTarget();//Also takes care of hedging if (ForceBasketClosure) CloseBasket();//Function will reset ForceBasketClosure if successful if (NoOfTrades > 0) { ScreenMessage = StringConcatenate(Gap, "Monitoring open basket", NL, Gap, "Basket take profit target is ", DoubleToStr(BasketTP, 2), NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Basket Stop Loss: ", DoubleToStr(BasketSL, 2), NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Basket trades open: ", NoOfTrades, ": Upl = ", DoubleToStr(BasketUpl, 2), NL); if (AllowHedging) ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Hedging is enabled at ", NormalizeDouble(-(AccountBalance() * 5) / 100, 2), NL); Comment(ScreenMessage); //if (BasketSendSucceeded) return; return; }//if (NoOfTrades > 0) }//if (OrdersTotal() > 0) //Check dead-time if (TimeHour(TimeLocal()) >= StartSuspend && TimeHour(TimeLocal()) <= EndSuspend) { Comment(Gap + "Trading suspended during dead hours"); GlobalVariableDel(OversoldGV); GlobalVariableDel(OverboughtGV); GlobalVariableDel(HedgeTimeGV); return; }//if (TimeHour(TimeLocal()) >= StartSuspend && TimeHour(TimeLocal()) <= EndSuspend) //Check Friday close if (TimeHour(TimeLocal() ) >= FridayClose && TimeDayOfWeek(TimeLocal() ) == 5) { Comment(Gap + "Trading suspended for Friday close"); GlobalVariableDel(OversoldGV); GlobalVariableDel(OverboughtGV); GlobalVariableDel(HedgeTimeGV); return; }//if (TimeHour(TimeLocal()) >= FridayClose && DayOfWeek() == 5) //Check news and public hols filters first. bool FiltersOK = DoChecksFirst(); if (!FiltersOK) return; //Give new candles for all the pairs time to form at the start of a new JPY candle if (OldBars != Bars) { CheckNewCandleFormation(); OldBars = Bars; }//if (OldBars != Bars) LowerTfWhiteLine = GetRSIbasket(Period(), 0); HigherTfWhiteLine = GetRSIbasket(Htf1, 0); LtfSMA = iMA(NULL, 0, 200, 0, MODE_SMA, PRICE_CLOSE, 0); HtfSMA = iMA(NULL, Htf1, 200, 0, MODE_SMA, PRICE_CLOSE, 0); TrendDirection = none; if (LtfSMA > HtfSMA) TrendDirection = up; if (LtfSMA < HtfSMA) TrendDirection = down; double AoVal = GetAO(); //Look for an overbought setup. //Spot when the indis are overbought if (LowerTfWhiteLine >= LowerTfOverBought && HigherTfWhiteLine >= HigherTfOverBought) { GlobalVariableSet(OverboughtGV,0); //value does not matter }//if (LowerTfWhiteLine >= LowerTfOverBought && HigherTfWhiteLine >= HigherTfOverBought) //Look for an oversold setup. //Spot when the indis are oversold if (LowerTfWhiteLine <= LowerTfOverSold && HigherTfWhiteLine <= HigherTfOverSold) { GlobalVariableSet(OversoldGV,0); //value does not matter }//if (hour == SellHourStarts etc) //Look for a long basket. Lower tf has to cross back below overbouht to trigger the basket if (GlobalVariableCheck(OverboughtGV) && LowerTfWhiteLine < LowerTfOverBought && TradeLong) { //Cancel the basket if GJ is wrong side of 200 sma if (UseSma && (Bid < LtfSMA + 0.2 || TrendDirection == down) ) { GlobalVariableDel(OverboughtGV); return; }//if (Bid < LtfSMA) /* //Lower low check if (Low[1] < Low[2]) { GlobalVariableDel(OverboughtGV); return; }//if (Bid < High[1]) */ //Correlation check GetGroupCorrelation(); if (GroupCorrelation <= 0.7) { GlobalVariableDel(OverboughtGV); return; }//if (GroupCorrelation <= 0.7) //AO check if (AoVal <= 0) { GlobalVariableDel(OverboughtGV); return; }//if (AoVal <= 0) if (SendAlertNotTrade) { Alert("scooby-doo 24 H alert. Buy xxxJPY"); GlobalVariableDel(OverboughtGV); return; }//if (SendAlertNotTrade) //BasketSendSucceeded = true; GetStrongestPriceInBasket(); for (int cc = 0; cc < NoOfPairs; cc ++) { string symbol = TradePair[cc]; point = MarketInfo(symbol, MODE_POINT); digits = MarketInfo(symbol, MODE_DIGITS); ask = MarketInfo(symbol, MODE_ASK); bid = MarketInfo(symbol, MODE_BID); bool TradeExists = DoesTradeExist(symbol, OP_BUY); if (!TradeExists) { GlobalVariableDel(OverboughtGV); bool TradeSent = false; while (!TradeSent && Tries < 30) { TradeSent = SendTrade(0, symbol); if (!TradeSent) { Sleep(5000);//Half a second to avoid overloading Tries++; }//if (!TradeSent) }//while (!TradeSent) //if (!TradeSent) //{ //GlobalVariableSet(OverboughtGV, 0);//Force a resend if a trade send fails //BasketSendSucceeded = false; //}//if (!TradeSent) }//if (!TradeExists) Tries = 0; }//for (int cc = 0; cc < NoOfPairs; cc ++) }//if (GlobalVariableCheck && LowerTfWhiteLine < LowerTfOverBought) //Look for a short basket. Lower tf has to cross back above oversold to trigger the basket if (GlobalVariableCheck(OversoldGV) && LowerTfWhiteLine > LowerTfOverSold && TradeShort) { //Cancel the basket if GJ is wrong side of 200 sma if (UseSma && (Bid > LtfSMA - 0.2 || TrendDirection == up) ) { GlobalVariableDel(OversoldGV); return; }//if (Bid > LtfSMA) /* //Higher high check if (High[1] > High[2]) { GlobalVariableDel(OversoldGV); return; }//if (Bid < High[1]) */ //Correlation check GetGroupCorrelation(); if (GroupCorrelation < 0.7) { GlobalVariableDel(OversoldGV); return; } //AO check if (AoVal >= 0) { GlobalVariableDel(OversoldGV); return; }//if (AoVal <= 0) if (SendAlertNotTrade) { Alert("scooby-doo 24 H alert. Sell xxxJPY"); GlobalVariableDel(OversoldGV); return; }//if (SendAlertNotTrade) //BasketSendSucceeded = true; GetStrongestPriceInBasket(); for (cc = 0; cc < NoOfPairs; cc ++) { symbol = TradePair[cc]; point = MarketInfo(symbol, MODE_POINT); digits = MarketInfo(symbol, MODE_DIGITS); ask = MarketInfo(symbol, MODE_ASK); bid = MarketInfo(symbol, MODE_BID); TradeExists = DoesTradeExist(symbol, OP_SELL); if (!TradeExists) { GlobalVariableDel(OversoldGV); TradeSent = false; while (!TradeSent && Tries < 30) { TradeSent = SendTrade(1, symbol); if (!TradeSent) { Sleep(5000);//Half a second to avoid overloading Tries++; }//if (!TradeSent) }//while (!TradeSent) //if (!TradeSent) //{ //GlobalVariableSet(OversoldGV, 0);//Force a resend if a trade send fails //BasketSendSucceeded = false; //}//if (!TradeSent) }//if (!TradeExists) Tries = 0; }//for (int cc = 0; cc < NoOfPairs; cc ++) }//if (GlobalVariableCheck && LowerTfWhiteLine < LowerTfOverBought) DisplayUserFeedback(); //---- return(0); } //+------------------------------------------------------------------+