//+------------------------------------------------------------------+ //| scooby-doo Shag'emAll.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" //Trading direction #define long "Long" #define short "Short" #define none "None" /* void DisplayUserFeedback() int start() ----Trading functions---- bool DoesTradeExist(string symbol, int type) void MakeTradingDecision(string symbol, string direction) bool SendTrade(int type, string symbol) ----Pairs traded---- void CleanUpInputString() void CalculatePairsPassed() ----SMA and Channel---- void GetSMA(string symbol) void GetTradeDirection(string symbol) */ extern string GVI="-----General trade inputs-----"; extern string PairsToTrade="GBPJPY,USDCHF,GBPUSD,EURUSD,USDJPY,AUDUSD,USDCAD,EURGBP,EURCHF,EURJPY,GBPCHF,EURAUD,NZDJPY,CHFJPY,CADJPY,AUDJPY"; extern double Lot=0.01; extern int MagicNumber=34567; extern string TradeComment="X5 Shag"; extern int MaxTradesAllowed=20; extern bool CriminalIsECN=false; extern int MinChannelDepth=40; extern string wei="----Week ending inputs----"; extern bool FridayClose=true; extern bool SaturdayClose=false; extern int CloseHour = 12; extern string oae="----Odds and ends----"; extern int DisplayGapSize=30; //Trading string TradeDirection; //Pair extraction string InputString;//Holds the contents PairsToTrade for tidying yp etc int NoOfPairs;// Holds the number of pairs passed by the user via the inputs screen string TradePair[]; //Array to hold the pairs traded by the user //SMA & Channel double Sma200; double ChannelHigh, ChannelLow; int ChannelDepth; //Misc stuff string ScreenMessage, Gap; bool RobotDisabled; string DisabledMessage; void DisplayUserFeedback() { ScreenMessage = ""; int cc; ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Trading ", PairsToTrade, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Lot size = ", Lot, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Magic number: ", MagicNumber, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "Trade comment: ", TradeComment, NL); ScreenMessage = StringConcatenate(ScreenMessage, Gap, "MaxTradesAllowed: ", MaxTradesAllowed, NL); if (CriminalIsECN) ScreenMessage = StringConcatenate(ScreenMessage, Gap, "CriminalIsECN is true ", NL); else ScreenMessage = StringConcatenate(ScreenMessage, Gap, "CriminalIsECN is false ", NL); if (FridayClose) ScreenMessage= StringConcatenate(ScreenMessage, Gap, "Friday close = ", DoubleToStr(CloseHour, 2), NL); if (SaturdayClose) ScreenMessage= StringConcatenate(ScreenMessage, Gap, "Saturday close = ", DoubleToStr(CloseHour, 2), NL); ScreenMessage= StringConcatenate(ScreenMessage, Gap, "MinChannelDepth = ", MinChannelDepth, NL); //Display pairs information CriminalIsECN for (cc = 0; cc < NoOfPairs; cc++) { GetSMA(TradePair[cc] ); GetTradeDirection(TradePair[cc] ); double bid = MarketInfo(TradePair[cc], MODE_BID); int digits = MarketInfo(TradePair[cc], MODE_DIGITS); if (TradeDirection != none) ScreenMessage = StringConcatenate(ScreenMessage, Gap, TradePair[cc], ": 200 SMA = ", DoubleToStr(Sma200, digits), ": Channel: High = ", DoubleToStr(ChannelHigh, digits), " Low = ", DoubleToStr(ChannelLow, digits), " Depth = ", DoubleToStr(ChannelDepth,0), ": Direction = ", TradeDirection, ": ", DoubleToStr(bid, digits), NL ); // ScreenMessage = StringConcatenate(ScreenMessage, Gap, TradePair[cc], ": 200 SMA = ", DoubleToStr(Sma200, digits), // ": Channel: High = ", DoubleToStr(ChannelHigh, digits), " Low = ", DoubleToStr(ChannelLow, digits), // " Depth = ", DoubleToStr(ChannelDepth,0), ": Direction = ", TradeDirection, ": ", DoubleToStr(bid, digits), NL ); }//for (cc = 0; cc < NoOfPairs; cc==) Comment(ScreenMessage); }//End void DisplayUserFeedback() //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- int cc; Gap=""; if (DisplayGapSize >0) { for (cc=0; cc< DisplayGapSize; cc++) { Gap = StringConcatenate(Gap, " "); } } //Check magic number. if (!IsDemo() ) { if (MagicNumber == 349567) { MessageBox("You cannot run this robot until changed the MagicNumber input from the default of 34567." + 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) < 2) { 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) //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 (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; cc -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) { //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) return(true); }//for (int cc = OrdersTotal() - 1; cc >= 0, cc--) //Got this far, so no trade exists return(false); }//bool DoesTradeExist(string symbol) void GetTradeDirection(string symbol) { //Sets the trade direction if (ChannelDepth < MinChannelDepth) { TradeDirection = none; return; }//if (ChannelDepth < MinChannelDepth) //Long if (ChannelHigh > Sma200 && ChannelLow > Sma200) { TradeDirection = long; return; }//if (ChannelHigh > Sma200 && ChannelLow > Sms200) //Short if (ChannelHigh < Sma200 && ChannelLow < Sma200) { TradeDirection = short; return; }//if (ChannelHigh > Sma200 && ChannelLow > Sms200) //None TradeDirection = none; }//void GetTradeDirection(string symbol) 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) */ GetSMA(symbol);//Somehow, the channel low and high are getting lost somewhere, so re-set them double digits = MarketInfo(symbol, MODE_DIGITS); double point = MarketInfo(symbol, MODE_POINT); int sl = ChannelDepth / 2; int PendingPipsFromPrice = ChannelDepth / 10; int TpOffset = ChannelDepth / 10; RefreshRates(); // Buy trade if (type == 4) { double TradePrice=NormalizeDouble(ChannelLow + (PendingPipsFromPrice * point), digits); double Stop = NormalizeDouble(TradePrice - (sl * point), digits); double Take = NormalizeDouble(ChannelHigh - (TpOffset * point), digits); //double Take = ChannelHigh; double market = MarketInfo(symbol, MODE_ASK); //Alert("Channel ", ChannelDepth, ": Low ", ChannelLow, ": Price ", TradePrice, ": Stop ", Stop, ": High ", ChannelHigh, ": Take ", Take); //return; }//if (type == 0) // Sell trade if (type == 5) { TradePrice = NormalizeDouble(ChannelHigh - (PendingPipsFromPrice * point), digits); Stop = NormalizeDouble(TradePrice + (sl * point), digits); Take = NormalizeDouble(ChannelLow + (TpOffset * point), digits); //Take = ChannelLow; market = MarketInfo(symbol, MODE_BID); //Alert("Channel ", ChannelDepth, ": High ", ChannelHigh, ": Price ", TradePrice, ": Stop ", Stop, ": Low ", ChannelLow, ": Take ", Take); //return; }//if (type == 1) //Trade expiry time datetime OrderExpiryTime = TimeCurrent(); OrderExpiryTime += (1 * 60) * 60; //Alert(TimeToStr(OrderExpiryTime, TIME_MINUTES)); //Non ECN crook if (!CriminalIsECN) int ticket = OrderSend(symbol,type, Lot, TradePrice, 50, Stop, Take, TradeComment, MagicNumber,OrderExpiryTime, CLR_NONE); //Is a 2 stage criminal if (CriminalIsECN) { ticket = OrderSend(symbol, type, Lot, TradePrice, 50, 0, 0, TradeComment, MagicNumber, OrderExpiryTime, CLR_NONE); if (Stop != 0) { if (ticket > 0) { bool result = OrderModify(ticket, OrderOpenPrice(), Stop, Take, OrderExpiration(), 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("Shag'emAll ", symbol, " ", type," order send failed with error(",err,"): ",ErrorDescription(err), " Market=", DoubleToStr(market, digits), ": Entry=", DoubleToStr(TradePrice, digits), ": TP=", Take, ": Sl=",Stop, " Lots=",Lot, ": CH=", ChannelHigh, ": CL=", ChannelLow); 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) void MakeTradingDecision(string symbol, string direction) { //Uses the information gathered about trade direction and channel range to decide whether to trade or not //Insert news filter code here RefreshRates(); //Long trade if (direction == long) { double ask = MarketInfo(symbol, MODE_ASK); //Examine the filters. //Channel if (ask > ChannelLow) return; //ChannelHigh direction. double ma1, ma2; ma1 = iMA(symbol, 30, 8, 0, MODE_SMA, PRICE_LOW, 1); ma2 = iMA(symbol, 30, 24, 0, MODE_SMA, PRICE_CLOSE, 1); if (ma1 > ma2 ) return; //Got this far, so trade should be sent SendTrade(4, symbol); }//if (direction == long) //Short trade if (direction == short) { double bid = MarketInfo(symbol, MODE_BID); //Examine the filters. //Channel. if (bid < ChannelHigh) return; //ChannelLow direction ma1 = iMA(symbol, 30, 8, 0, MODE_SMA, PRICE_HIGH, 1); ma2 = iMA(symbol, 30, 24, 0, MODE_SMA, PRICE_CLOSE, 1); if (ma1 < ma2 ) return; //Got this far, so trade should be sent SendTrade(5, symbol); }//if (direction == long) }//void MakeTradingDecision(string symbol, string direction) //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- 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) if (OrdersTotal() >= MaxTradesAllowed) { Comment("Maximum of ", MaxTradesAllowed, " trades are open"); return; }//if (OrdersTotal() >= MaxTradesAllowed) //Check Friday close if (FridayClose) { if (TimeHour(TimeLocal() ) >= CloseHour && TimeDayOfWeek(TimeLocal() ) == 5) { Comment(Gap + "Trading suspended for Friday close"); return; }//if (TimeHour(TimeLocal()) >= CloseHour && DayOfWeek() == 5) }//if (FridayClose) //Check Saturday close for Aitipodeans if (SaturdayClose) { if (TimeHour(TimeLocal() ) >= CloseHour && TimeDayOfWeek(TimeLocal() ) == 6) { Comment(Gap + "Trading suspended for Saturday close"); return; }//if (TimeHour(TimeLocal()) >= CloseHour && DayOfWeek() == 5) }//if (Saturday) //Loop around the pairs list for (int cc = 0; cc < NoOfPairs; cc++) { bool TradeExists = DoesTradeExist(TradePair[cc] ); if (!TradeExists) { GetSMA(TradePair[cc] ); GetTradeDirection(TradePair[cc] ); if (TradeDirection == long || TradeDirection == short) { MakeTradingDecision(TradePair[cc], TradeDirection); }//if (TradeDirection == long || TradeDirection == short) }//if (!TradeExists) }//for (cc = 0; cc < NoOfPairs; cc==) DisplayUserFeedback(); //---- return(0); } //+------------------------------------------------------------------+