//+-----------------------------------------------------------------------------+ //| Firebird v3.2 - MA envelope exhaustion system | //+-----------------------------------------------------------------------------+ #property copyright "Copyright © 2005, TraderSeven" #property link "TraderSeven@gmx.net" // \\|// +-+-+-+-+-+-+-+-+-+-+-+ \\|// // ( o o ) |T|r|a|d|e|r|S|e|v|e|n| ( o o ) // ~~~~oOOo~(_)~oOOo~~~~ +-+-+-+-+-+-+-+-+-+-+-+ ~~~~oOOo~(_)~oOOo~~~~ // Firebird calculates a X day SMA and then shifts it up and down X % to form a channel. // For the calculation of this SMA either close (more trades) or Hi+Lo (safer trades) is used. // When the price breaks a band a postion in the opposite of the current trend is taken. // If the position goes against us we simply open an extra position to average. // 50% of the trades last a day. 45% 2-6 days 5% longer or just fail. // //01010100 01110010 01100001 01100100 01100101 01110010 01010011 01100101 01110110 01100101 01101110 // Credits fly to: // Vooch for the backtesting fix. // Hugues Du Bois for the multi currency code. // Jackie Griffin for some debugging. // Many people in the MT forum for testing and feedback // Ron added [2006 03 08 (Mar 08)] // maxDrawDown and maxOrders to track DD and number of open orders // Divergence to protect from trends //----------------------- USER INPUT extern bool UseEquityProtection = false; // Close all orders when negative Float is excessive. extern double FloatPercent = 30; // Percent of Balance for max Float level. extern int MA_length = 10; // Used in Moving Average iMA(). Number of periods to scan. extern int MA_timeframe = 15; // Timeframe reference for Moving Average iMA(). extern int MAtype = 0; // 0=close, 1=High Low (0 is perferred setting). extern double Percent = 0.1; // Used to calculate iMA() channel (envelope) width. int TradeOnFriday = 1; // >0 trades on friday. extern int slip = 100; // exits only. extern bool UseMM = 1; // Money Management - 1 = true & 0 = false. extern double Risk = 5; // Percent of account equity to risk per trade. extern double Lots = 0.1; extern double TakeProfit = 50; extern double Stoploss = 300; extern int PipStep = 40; //if position goes this amount of pips against you add another. extern double TrailingStop = 15; extern int MaxOpenOrders = 5; // Sets maximum number of open orders at same time. extern double MinMarginLevel = 250; // Below this Minimum Margin Level percent % trading stops. extern int CloseDays = 10; // Number of days order is open before auto closing. extern int LossLevel = 120; // Loss amount before auto closing after CloseDays. extern bool UseHedge = true; // Places reverse order with PipStep order. extern int HedgeLotFactor = 3; // Hedge order Lots will be increase by this factor. extern int HedgeTakeProfit= 30; extern int HedgeStoploss = 300; extern bool AutoCal = false; // True = iRSI() auto calculation of TakeProfit, StopLoss, PipStep // Ron added for iFXAnalyzer extern int Fast_Period = 23; extern int Fast_Price = PRICE_OPEN; extern int Slow_Period = 84; extern int Slow_Price = PRICE_OPEN; extern double DivergenceLimit= 0.002; extern bool Use_V63D_Divergence = 1; // 0 - Use original method for divergence, 1 - use in iFXAnalyzer extern double IncreasementType = 0;//0=just add every PipStep, >0 =OrdersToal()^x *Pipstep extern bool UseTradeScheduler = 1; /* Each "Trading Time" zone 1 through 4 has a Start and an End. To trade all day , set "day"...Start1=0 and "day"...End4=24. This is needed for each trading day. To skip a full day, set "day"...Start1=0 and "day"...End4=0. Note: EA is coded to use your Local PC Time. Here is a Monday example. MonTradeHourStart1 = 0; - (Trading Time zone 1 start) MonTradeHourEnd1 = 8; - (Trading Time zone 1 end) MonTradeHourStart2 = 10; MonTradeHourEnd2 = 16; MonTradeHourStart3 = 18; MonTradeHourEnd3 = 20; MonTradeHourStart4 = 22; MonTradeHourEnd4 = 24; In above schedule, EA trades from 00:00 (midnight) to 08:00, then from 10:00 to 16:00, then from 18:00 to 20:00, then from 22:00 to 24:00. Non-Trading Time is from 08:00 to 10:00, then from 16:00 to 18:00, then from 20:00 to 22:00. */ extern int SunTradeHourStart1 = 0; // 4 trading zones per day. To bypass a day, all zeros (=0)for that day. extern int SunTradeHourEnd1 = 0; extern int SunTradeHourStart2 = 0; extern int SunTradeHourEnd2 = 0; extern int SunTradeHourStart3 = 0; extern int SunTradeHourEnd3 = 0; extern int SunTradeHourStart4 = 0; extern int SunTradeHourEnd4 = 24; extern int MonTradeHourStart1 = 0; extern int MonTradeHourEnd1 = 0; extern int MonTradeHourStart2 = 0; extern int MonTradeHourEnd2 = 0; extern int MonTradeHourStart3 = 0; extern int MonTradeHourEnd3 = 0; extern int MonTradeHourStart4 = 0; extern int MonTradeHourEnd4 = 24; extern int TueTradeHourStart1 = 0; extern int TueTradeHourEnd1 = 0; extern int TueTradeHourStart2 = 0; extern int TueTradeHourEnd2 = 0; extern int TueTradeHourStart3 = 0; extern int TueTradeHourEnd3 = 0; extern int TueTradeHourStart4 = 0; extern int TueTradeHourEnd4 = 24; extern int WedTradeHourStart1 = 0; extern int WedTradeHourEnd1 = 0; extern int WedTradeHourStart2 = 0; extern int WedTradeHourEnd2 = 0; extern int WedTradeHourStart3 = 0; extern int WedTradeHourEnd3 = 0; extern int WedTradeHourStart4 = 0; extern int WedTradeHourEnd4 = 24; extern int ThurTradeHourStart1 = 0; extern int ThurTradeHourEnd1 = 0; extern int ThurTradeHourStart2 = 0; extern int ThurTradeHourEnd2 = 0; extern int ThurTradeHourStart3 = 0; extern int ThurTradeHourEnd3 = 0; extern int ThurTradeHourStart4 = 0; extern int ThurTradeHourEnd4 = 24; extern int FriTradeHourStart1 = 0; extern int FriTradeHourEnd1 = 0; extern int FriTradeHourStart2 = 0; extern int FriTradeHourEnd2 = 0; extern int FriTradeHourStart3 = 0; extern int FriTradeHourEnd3 = 0; extern int FriTradeHourStart4 = 0; extern int FriTradeHourEnd4 = 24; double Stopper=0; double KeepStopLoss=0; double KeepAverage; double dummy; double spread=0; double CurrentPipStep; int OrderWatcher=0; // Ron Adds int maxDD=0; int maxOO=0; extern int DVLimit = 10; // included by Renato color clOpenBuy = DodgerBlue; // included by Renato color clModiBuy = DodgerBlue; // included by Renato color clCloseBuy = DodgerBlue; // included by Renato color clOpenSell = Red; // included by Renato color clModiSell = Red; // included by Renato color clCloseSell = Red; // included by Renato color clDelete = White; // included by Renato string Name_Expert = "Firebird v3.2"; // included by Renato string NameFileSound = "expert.wav"; // included by Renato int MODE_DIV=0; // included by Renato int MODE_SLOPE=1; // included by Renato int MODE_ACEL=2; // included by Renato extern int writelog = 0; string text=""; double RVI0_RVI1 =0; // MrPip adds int MagicNumber; // Made a global variable to aid in modularizing expert code int Direction; //1=long, 11=avoid long, 2=short, 22=avoid short double LastPrice; double PriceTarget; double AveragePrice; int iFXA=0; double PipMultiplier=1; int init() { LogWrite(Symbol()+",M"+Period()); } //----------------------- MAIN PROGRAM LOOP int start() { int flag, retval, total, myTotal, value; if (Digits==3 || Digits==5) PipMultiplier=10; else PipMultiplier=1; LogWrite(TimeToStr(TimeCurrent())+" - "+"Bid="+Bid); MagicNumber=MagicfromSymbol(); Comment(MagicNumber); //SetupGlobalVariables(); // ====== Money Management for Lot Size routine ====== if(UseMM) { Lots=AccountEquity()* Risk/100/1000; if( Lots>=0.1) { Lots=NormalizeDouble(Lots,1); } else Lots=NormalizeDouble(Lots,2); } if(MyOrdersTotal()>0) { Lots=Lots * MyOrdersTotal(); } double value1 = iATR(NULL,PERIOD_D1,21,0); if(AutoCal==True) { value1 = value1 / (Point*PipMultiplier); Stoploss = value1*2; TakeProfit = value1*2/10; PipStep = value1/10; } //Comment("Percent=",Percent); // included by Renato int OpeningDay; //Ron Adds double diverge; if(AccountBalance()-AccountEquity() > maxDD) maxDD=AccountBalance()-AccountEquity(); if(MyOrdersTotal()>maxOO) maxOO=MyOrdersTotal(); //modified by Renato diverge=divergence(Fast_Period,Slow_Period,Fast_Price,Slow_Price,0); Comment("maxDrawDown = ",maxDD,"\nOpen Orders = ",MyOrdersTotal()," Total Orders = ",OrdersTotal(), "\nRVI = ",RVI0_RVI1,"\n",text); text=""; //----------------------- CALCULATE THE NEW PIPSTEP CurrentPipStep=PipStep; if(IncreasementType>0) { CurrentPipStep=MathSqrt(MyOrdersTotal())*PipStep; // modified by Renato CurrentPipStep=MathPow(MyOrdersTotal(),IncreasementType)*PipStep; // modified by Renato } LogWrite("CurrentPipStep="+CurrentPipStep); //----------------------- Direction=0;//1=long, 11=avoid long, 2=short, 22=avoid short if (Day()!=5 || TradeOnFriday >0) { total=OrdersTotal(); myTotal = MyOrdersTotal(); LogWrite("OrdersTotal="+total); LogWrite("MyOrdersTotal="+myTotal); if(myTotal==0) OpeningDay=DayOfYear(); // modified by Renato if (myTotal > 0) LastPrice = GetPreviousOpenPrice(); else LogWrite("LastPrice="+LastPrice); flag = CheckJustClosedOrder(); if(flag!=1) { //----------------------- PREVIOUS OPEN PRICE OrderWatcher=0; LastPrice = GetPreviousOpenPrice(); LogWrite("LastPrice="+LastPrice); //Print("ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10), " lastprice= ",DoubleToStr(LastPrice, 10 )); iFXA=0; // Ron added divergence check if(MathAbs(diverge)<=DivergenceLimit) { if ( (iFXAnalyser(0,MODE_DIV,0)>DVLimit*Point*PipMultiplier && iFXAnalyser(0,MODE_SLOPE,0)>0 ) ) { iFXA=1; text="trending market up!";} else {// included by Renato } if ( (iFXAnalyser(0,MODE_DIV,0)<-DVLimit*Point*PipMultiplier && iFXAnalyser(0,MODE_SLOPE,0)<0 ) ) { iFXA=-1; text="trending market down!";} else {// included by Renato } //----------------------- ENTER POSITION BASED ON OPEN if(MAtype==0) { retval = EnterPositionBasedOnOpen(); if (retval == 1) // Opened Short position { OrderWatcher=1; Direction=2; } if (retval == 2) // Opened Long Position { OrderWatcher=1; Direction=1; } } //----------------------- ENTER POSITION BASED ON HIGH/LOW if(MAtype==1) { retval = EnterPositionBasedOnHL(); if (retval == 1) { OrderWatcher=1; Direction=2; } if (retval == 2) { OrderWatcher=1; Direction=1; } } } // included by Ron } // end of flag test //----------------------- CALCULATE AVERAGE OPENING PRICE myTotal = MyOrdersTotal(); if (myTotal>0 && OrderWatcher==1) { AveragePrice = CalculateAverageOpeningPrice(myTotal); Comment("AveragePrice: ",AveragePrice," myTotal: ",myTotal); // modified by Renato } //----------------------- IF NEEDED CHANGE ALL OPEN ORDERS TO THE NEWLY CALCULATED PROFIT TARGET if(OrderWatcher==1 && myTotal>1)// check if average has really changed { ChangeOpenOrders(false, myTotal, AveragePrice); } //----------------------- KEEP TRACK OF STOPLOSS TO AVOID RUNAWAY MARKETS if (myTotal > 0) KeepTrackOfStopLoss(AveragePrice); } } // Modules moved using cut/paste and modified by MrPip double GetPreviousOpenPrice() { int cnt; double LstPrice; for(cnt=OrdersTotal()-1;cnt>=0;cnt--){ OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); // Print("ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10)); if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) ) // hdb - only symbol and magic // modified by Renato { LstPrice=OrderOpenPrice(); // Comment("LastPrice= ",DoubleToStr(LastPrice, 10)); // Print("cnt= ", cnt, " ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10), " lastprice= ",DoubleToStr(LastPrice, 10 )); break; } } return(LstPrice); } ///////////////////////////////////////////////////////////////////////////////////////// // BACKTESTER FIX: DO NOT PLACE AN ORDER IF WE JUST CLOSED // AN ORDER WITHIN Period() MINUTES AGO ///////////////////////////////////////////////////////////////////////////////////////// int CheckJustClosedOrder() { int cnt; datetime orderclosetime; string rightnow; int rightnow2; int TheHistoryTotal=HistoryTotal(); int difference; int flag=0; for(cnt=0;cntdifference) { // At least 2 periods away! flag=1; // Throw a flag break; } } } } return(flag); } //----------------------- ENTER POSITION BASED ON OPEN int EnterPositionBasedOnOpen() { int ret; double myMA =iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_OPEN,0); double RVI=iRVI(NULL,0,10,MODE_MAIN,0)-iRVI(NULL,0,10,MODE_MAIN,1); // included by Renato RVI0_RVI1=RVI; // Print(" Top, Bid ",myMA*(1+Percent/100)," ",Bid); // if((myMA*(1+Percent/100))(MinMarginLevel/100)) { int h=TimeHour(TimeLocal()); int trade=0; trade=0; if(UseTradeScheduler==true) { if( (DayOfWeek()==0 && ((h >= SunTradeHourStart1) && (h <= (SunTradeHourEnd1-1))) || ((h >= SunTradeHourStart2) && (h <= (SunTradeHourEnd2-1))) || ((h >= SunTradeHourStart3) && (h <=(SunTradeHourEnd3-1))) || ((h >= SunTradeHourStart4) && (h <= (SunTradeHourEnd4-1)))) || (DayOfWeek()==1 && ((h >= MonTradeHourStart1) && (h <= (MonTradeHourEnd1-1))) || ((h >= MonTradeHourStart2) && (h <= (MonTradeHourEnd2-1))) || ((h >= MonTradeHourStart3) && (h <=(MonTradeHourEnd3-1))) || ((h >= MonTradeHourStart4) && (h <= (MonTradeHourEnd4-1)))) || (DayOfWeek()==2 && ((h >= TueTradeHourStart1) && (h <= (TueTradeHourEnd1-1))) || ((h >= TueTradeHourStart2) && (h <= (TueTradeHourEnd2-1))) || ((h >= TueTradeHourStart3) && (h <=(TueTradeHourEnd3-1))) || ((h >= TueTradeHourStart4) && (h <= (TueTradeHourEnd4-1)))) || (DayOfWeek()==3 && ((h >= WedTradeHourStart1) && (h <= (WedTradeHourEnd1-1))) || ((h >= WedTradeHourStart2) && (h <= (WedTradeHourEnd2-1))) || ((h >= WedTradeHourStart3) && (h <=(WedTradeHourEnd3-1))) || ((h >= WedTradeHourStart4) && (h <= (WedTradeHourEnd4-1)))) || (DayOfWeek()==4 && ((h >= ThurTradeHourStart1) && (h <= (ThurTradeHourEnd1-1))) || ((h >= ThurTradeHourStart2) && (h <= (ThurTradeHourEnd2-1))) || ((h >= ThurTradeHourStart3) && (h <=(ThurTradeHourEnd3-1))) || ((h >= ThurTradeHourStart4) && (h <= (ThurTradeHourEnd4-1)))) || (DayOfWeek()==5 && ((h >= FriTradeHourStart1) && (h <= (FriTradeHourEnd1-1))) || ((h >= FriTradeHourStart2) && (h <= (FriTradeHourEnd2-1))) || ((h >= FriTradeHourStart3) && (h <=(FriTradeHourEnd3-1))) || ((h >= FriTradeHourStart4) && (h <= (FriTradeHourEnd4-1))))) { trade=1; } } if(UseTradeScheduler==false) trade=1; if(trade==0)text="Non-Trading Time"; // Go SHORT -> Only sell if >= 30 pips above previous position entry if( trade==1 && (myMA*(1+Percent/100))=(LastPrice+(CurrentPipStep*Point*PipMultiplier)) || MyOrdersTotal()==0) && RVI<0 && iFXA==0 ) // modified by Renato { OrderSend(Symbol(),OP_SELL,Lots,Bid,slip,Bid+(Stoploss*Point*PipMultiplier),Bid-(TakeProfit*Point*PipMultiplier),GetCommentForOrder(),MagicNumber,0,clOpenSell); // modified by Renato ret = 1; if(UseHedge==true && MyOrdersTotal()>=2 && MyOrdersTotal()Ask && Direction!=11 && (Ask<=(LastPrice-(CurrentPipStep*Point*PipMultiplier)) || MyOrdersTotal()==0) && RVI>0 && iFXA==0) // Go LONG -> Only buy if >= 30 pips below previous position entry // modified by Renato { OrderSend(Symbol(),OP_BUY,Lots,Ask,slip,Ask-(Stoploss*Point*PipMultiplier),Ask+(TakeProfit*Point*PipMultiplier),GetCommentForOrder(),MagicNumber,0,clOpenBuy); // modified by Renato ret = 2; if(UseHedge==true && MyOrdersTotal()>=2 && MyOrdersTotal() 0) { if((Bid-OrderOpenPrice()) > (Point*PipMultiplier*TrailingStop)) { if((OrderStopLoss()) < (Bid-Point*PipMultiplier*TrailingStop)) { OrderModify(OrderTicket(),OrderOpenPrice(),Bid-(Point*PipMultiplier*TrailingStop),OrderTakeProfit(),0,GreenYellow); return(0); } } } } if(OrderType() == OP_SELL) { if(TrailingStop > 0) { if(OrderOpenPrice()-Ask>Point*PipMultiplier*TrailingStop) { if(OrderStopLoss()>Ask+Point*PipMultiplier*TrailingStop) { OrderModify(OrderTicket(),OrderOpenPrice(),Ask+(Point*PipMultiplier*TrailingStop),OrderTakeProfit(),0,Red); return(0); } } } } } } return(ret); } //----------------------- ENTER POSITION BASED ON HIGH/LOW int EnterPositionBasedOnHL() { int ret; if((iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_HIGH,0)*(1+Percent/100))=(LastPrice+(CurrentPipStep*Point*PipMultiplier)) || MyOrdersTotal()==0)) // Go SHORT -> Only sell if >= 30 pips above previous position entry // modified by Renato { OrderSend(Symbol(),OP_SELL,Lots,Bid,slip,Bid+(Stoploss*Point*PipMultiplier),Bid-(TakeProfit*Point*PipMultiplier),GetCommentForOrder(),MagicNumber,0,clOpenSell); // modified by Renato ret = 1; PlaySound("ricochet.wav"); } if((iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_LOW,0)*(1-Percent/100))>Ask && Direction!=11 && (Ask<=(LastPrice-(CurrentPipStep*Point*PipMultiplier)) || MyOrdersTotal()==0)) // Go LONG -> Only buy if >= 30 pips below previous position entry // modified by Renato { OrderSend(Symbol(),OP_BUY,Lots,Ask,slip,Ask-(Stoploss*Point*PipMultiplier),Ask+(TakeProfit*Point*PipMultiplier),GetCommentForOrder(),MagicNumber,0,clOpenBuy); // modified by Renato ret = 2; PlaySound("ricochet.wav"); } return(ret); } //----------------------- CALCULATE AVERAGE OPENING PRICE double CalculateAverageOpeningPrice(int myTot) { int cnt; double AvePrice; AvePrice=0; for(cnt=OrdersTotal() - 1;cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) ) // hdb - only symbol and magic // modified by Renato { AvePrice=AvePrice+OrderOpenPrice(); } } AvePrice=AvePrice/MathMax(myTot,1); // hdb myTotal return(AvePrice); } //----------------------- RECALCULATE STOPLOSS & PROFIT TARGET BASED ON AVERAGE OPENING PRICE //----------------------- IF NEEDED CHANGE ALL OPEN ORDERS TO THE NEWLY CALCULATED PROFIT TARGET void ChangeOpenOrders(bool ChangeIt, int myTot, double AvePrice) { int cnt, total; total=OrdersTotal(); for(cnt=0;cnt(dummy-spread)) { // a stoploss was hit if(Direction==1) Direction=11;// no more longs if(Direction==2) Direction=22;// no more shorts } KeepStopLoss=0; } } int MagicfromSymbol() { // included by Renato int MagicNumber=0; for (int i=0; i<5; i++) { MagicNumber=MagicNumber*3+StringGetChar(Symbol(),i); } MagicNumber=MagicNumber*3+Period(); return(MagicNumber); } void CloseTheseTrades() { // included by Renato for (int i=0; i= ( CloseDays * 24 * 3600) && OrderProfit()< -LossLevel ) OrderClose(OrderTicket(),OrderLots(),Bid,GetSlippage(),clCloseBuy); if (OrderType()==OP_SELL) if ( TimeCurrent()-OrderOpenTime()>= ( CloseDays * 24 * 3600) && OrderProfit()< -LossLevel ) OrderClose(OrderTicket(),OrderLots(),Ask,GetSlippage(),clCloseSell); } } } } void EquityProtection() { // included by Renato for (int i=0; i= AccountBalance() * FloatPercent/100 ) OrderClose(OrderTicket(),OrderLots(),Bid,GetSlippage(),clCloseBuy); if (OrderType()==OP_SELL) if ( AccountBalance() - AccountEquity() >= AccountBalance() * FloatPercent/100 ) OrderClose(OrderTicket(),OrderLots(),Ask,GetSlippage(),clCloseSell); } } } } double iFXAnalyser(int FXA_Period, int mode, int shift)// Made local function by MrPip { double ind_buffer0, ind_buffer1, ind_buffer2; switch(mode) { // MODE_DIV case 0 : ind_buffer0=iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift) -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift); return (ind_buffer0); break; //---- Shaun's Slope counted in the 2-nd buffer // MODE_SLOPE case 1 : ind_buffer1=(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift) -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift)) -(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+1) -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+1)); return (ind_buffer1); break; //---- Shaun's Slope of Slope counted in the 3-3d buffer // MODE_ACEL case 2 : ind_buffer2=((iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift) -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift)) -(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+1) -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+1)) -(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+1) -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+1)) -(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+2) -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+2))); return (ind_buffer2); break; } } // Ron added for divergence filter double divergence(int F_Period, int S_Period, int F_Price, int S_Price, int mypos) { int i; double maF1, maF2, maS1, maS2; double dv1, dv2; maF1=iMA(Symbol(),0,F_Period,0,MODE_SMA,F_Price,mypos); maS1=iMA(Symbol(),0,S_Period,0,MODE_SMA,S_Price,mypos); dv1=maF1-maS1; maF2=iMA(Symbol(),0,F_Period,0,MODE_SMA,F_Price,mypos+1); maS2=iMA(Symbol(),0,S_Period,0,MODE_SMA,S_Price,mypos+1); if (Use_V63D_Divergence) { dv2=((maF1-maS1)-(maF2-maS2)); } else { dv2=maF2-maS2; } if ((Symbol()=="EURJPY") || (Symbol()=="EURJPYm") || // FIXED BY SKYLINE ON 11 Aug 2006 (Symbol()=="USDJPY") || (Symbol()=="USDJPYm") || (Symbol()=="CHFJPY") || (Symbol()=="CHFJPYm") || (Symbol()=="AUDJPY") || (Symbol()=="AUDJPYm") || (Symbol()=="CADJPY") || (Symbol()=="CADJPYm") || (Symbol()=="NZDJPY") || (Symbol()=="NZDJPYm") || (Symbol()=="GBPJPY") || (Symbol()=="GBPJPYm") || (Symbol()=="SGDJPY") || (Symbol()=="SGDJPYm")) { return((dv1-dv2)/100); } else { return(dv1-dv2); } } void LogWrite(string content) { if (writelog==1) { int handle = FileOpen(Name_Expert+".log",FILE_CSV|FILE_WRITE,";"); FileSeek(handle,0,SEEK_END); FileWrite(handle,content); FileFlush(handle); FileClose(handle); } } int MyOrdersTotal() { // included by Renato int Mytotal=0; for (int i=0; i Day() // Trailing stop -> trailing or S/R or pivot target // Realistic stop loss // Avoid overly big positions // EUR/USD 30 pips / use same value as CurrentPipStep // GBP/CHF 50 pips / use same value as CurrentPipStep // USD/CAD 35 pips / use same value as CurrentPipStep //----------------------- OBSERVATIONS // GBPUSD not suited for this system due to not reversing exhaustions. Maybe use other types of MA // EURGBP often sharp reversals-> good for trailing stops? // EURJPY deep pockets needed.