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//+------------------------------------------------------------------+
//| EM_VOL.mq4 |
//| Copyright ฉ 2011, AutomatiKForeX |
//|
http://www.automatikforex.blogspot.com |
//+------------------------------------------------------------------+
//----
extern int MMType=1;
extern bool UseClose=false;
extern bool UseAdd=true;
extern double LotExponent=1.2;
extern double slip=3;
extern double Lots=0.2;
extern double LotsDigits=2;
extern double TakeProfit=100;
extern double Stoploss=500;
extern double TrailStart=10;
extern double TrailStop=10;
extern double PipStep=30;
extern int MaxTrades=30;
extern bool UseEquityStop=false;
extern double TotalEquityRisk=20;
extern bool UseTrailingStop=true;
extern bool UseTimeOut=false;
extern double MaxTradeOpenHours=48;
extern double MaximumRisk=0.002;
//----
int MagicNumber=675;
double PriceTarget, StartEquity, BuyTarget, SellTarget;
double AveragePrice, SellPoint, BuyPoint;
double LastBuyPrice, LastSellPrice, ClosePrice, Spread;
int flag;
string EAName="EM-VOL 1/1vs C";
datetime timeprev=0, expiration;
int NumOfTrades=0;
double iLots;
int cnt=0, total;
double Stopper=0;
bool TradeNow=false, LongTrade=false, ShortTrade=false;
int ticket;
bool NewOrdersPlaced=false;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int init()
{
Spread=MarketInfo(Symbol(), MODE_SPREAD)*Point;
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
if (UseTrailingStop)
{
TrailingAlls(TrailStart, TrailStop, AveragePrice);
}
if (UseTimeOut){
if(CurTime()>=expiration)
{
CloseThisSymbolAll();
Print("Closed All due to TimeOut");
}
}
if(timeprev==Time[0])
{
return(0);
}
timeprev=Time[0];
//----
double CurrentPairProfit=CalculateProfit();
if(UseEquityStop){
if(CurrentPairProfit<0 && MathAbs(CurrentPairProfit)>(TotalEquityRisk/100)*AccountEquityHigh())
{
CloseThisSymbolAll();
Print("Closed All due to Stop Out");
NewOrdersPlaced=false;
}
}
total=CountTrades();
//----
if (total==0)
{
flag=0;
}
double LastBuyLots;
double LastSellLots;
for(cnt=OrdersTotal()-1;cnt>=0;cnt--){
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)continue;
if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber)
if(OrderType()==OP_BUY)
{
LongTrade=true;
ShortTrade=false;
LastBuyLots=OrderLots();
break;
}
if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber)
if(OrderType()==OP_SELL)
{
LongTrade=false;
ShortTrade=true;
LastSellLots=OrderLots();
break;
}
}
double PivPnt=(iHigh(Symbol(),0,1)+iLow(Symbol(),0,1)+iClose(Symbol(),0,1)+iOpen(Symbol(),0,1))/4;
double Res1=iHigh(Symbol(),0,1)+iATR(Symbol(),0,14,1);
double Sup1=iLow(Symbol(),0,1)-iATR(Symbol(),0,14,1);
double C1=iClose(Symbol(),0,1);
double O1=iOpen(Symbol(),0,1);
double L1=iLow(Symbol(),0,1);
double H1=iHigh(Symbol(),0,1);
double BandUP=iBands(Symbol(),0,20,2,0,PRICE_CLOSE,1,0);
double BandDown=iBands(Symbol(),0,20,-2,0,PRICE_CLOSE,1,0);
double L2=iLow(Symbol(),0,2);
double H2=iHigh(Symbol(),0,2);
double C2=iClose(Symbol(),0,2);
double ADX=iADX(NULL,0,14,PRICE_CLOSE,MODE_MAIN,1);
if(total>0 && total<=MaxTrades)
{
RefreshRates();
LastBuyPrice=FindLastBuyPrice();
LastSellPrice=FindLastSellPrice();
if(LongTrade && (LastBuyPrice - Ask)>=(PipStep*Point))
{
TradeNow=true;
}
if(ShortTrade && (Bid - LastSellPrice)>=(PipStep*Point))
{
TradeNow=true;
}
}
if (total < 1)
{
ShortTrade=false;
LongTrade=false;
TradeNow=true;
StartEquity=AccountEquity();
}
if (TradeNow)
{
LastBuyPrice=FindLastBuyPrice();
LastSellPrice=FindLastSellPrice();
if(ShortTrade)
{
if(UseClose)
{
fOrderCloseMarket(false,true);
iLots=NormalizeDouble(LotExponent*LastSellLots,LotsDigits);
}
else
{
iLots=fGetLots(OP_SELL);
}
if(UseAdd)
{
NumOfTrades=total;
if(iLots>0)
{//#
RefreshRates();
ticket=OpenPendingOrder(OP_SELL,iLots,Bid,slip,Ask,0,0,EAName+"-"+NumOfTrades,MagicNumber,0,Orange);
if(ticket<0){Print("Error: ",GetLastError()); return(0);}
LastSellPrice=FindLastSellPrice();
TradeNow=false;
NewOrdersPlaced=true;
}//#
}
}
else if (LongTrade)
{
if(UseClose)
{
fOrderCloseMarket(true,false);
iLots=NormalizeDouble(LotExponent*LastBuyLots,LotsDigits);
}
else
{
iLots=fGetLots(OP_BUY);
}
if(UseAdd)
{
NumOfTrades=total;
if(iLots>0)
{//#
ticket=OpenPendingOrder(OP_BUY,iLots,Ask,slip,Bid,0,0,EAName+"-"+NumOfTrades,MagicNumber,0,Blue);
if(ticket<0)
{Print("Error: ",GetLastError()); return(0);}
LastBuyPrice=FindLastBuyPrice();
TradeNow=false;
NewOrdersPlaced=true;
}//#
}
}
}
if (TradeNow && total<1)
{
SellPoint=Sup1-(1*Point);
BuyPoint=Res1+(1*Point);
if(!ShortTrade)
{
NumOfTrades=total;
if(ADX<30 )
{
double lots=Lots;
lots=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,LotsDigits);
if(lots>0)
{//#
ticket=OrderSend(Symbol(),OP_SELLSTOP,lots,SellPoint,slip,0,0,EAName+"-"+NumOfTrades,MagicNumber,0,Red);
if(ticket<0){Print(iLots,"Error: ",GetLastError()); return(0);
}
LastBuyPrice=FindLastBuyPrice();
NewOrdersPlaced=true;
}//#
}
if(!LongTrade)
NumOfTrades=total;
if(ADX<30)
{
lots=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,LotsDigits);
if(lots>0)
{//#
ticket=OrderSend(Symbol(),OP_BUYSTOP,lots,BuyPoint,slip,0,0,EAName+"-"+NumOfTrades,MagicNumber,0,Lime);
if(ticket<0){Print(iLots,"Error: ",GetLastError()); return(0);}
LastSellPrice=FindLastSellPrice();
NewOrdersPlaced=true;
}//#
}
}
if(ticket>0) expiration=CurTime()+MaxTradeOpenHours*60*60;
TradeNow=false;
}
//----------------------- CALCULATE AVERAGE OPENING PRICE
total=CountTrades();
AveragePrice=0;
double Count=0;
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)
continue;
if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber)
if(OrderType()==OP_BUY || OrderType()==OP_SELL)
{
AveragePrice=AveragePrice+OrderOpenPrice()*OrderLots();
Count=Count + OrderLots();
}
}
if(total > 0)
AveragePrice=NormalizeDouble(AveragePrice/Count, Digits);
//----------------------- RECALCULATE STOPLOSS & PROFIT TARGET BASED ON AVERAGE OPENING PRICE
if(NewOrdersPlaced)
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)
continue;
if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber)
if(OrderType()==OP_BUY) // Calculate profit/stop target for long
{
PriceTarget=AveragePrice+(TakeProfit*Point);
BuyTarget=PriceTarget;
Stopper=AveragePrice-(Stoploss*Point);
// Stopper=0;
flag=1;
}
if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber)
if(OrderType()==OP_SELL) // Calculate profit/stop target for short
{
PriceTarget=AveragePrice-(TakeProfit*Point);
SellTarget=PriceTarget;
Stopper=AveragePrice+(Stoploss*Point);
// Stopper=0;
flag=1;
}
}
//----------------------- IF NEEDED CHANGE ALL OPEN ORDERS TO NEWLY CALCULATED PROFIT TARGET
if(NewOrdersPlaced)
if(flag==1)// check if average has really changed
{
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
// PriceTarget=total;
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)
continue;
if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber)
// OrderModify(OrderTicket(),0,Stopper,PriceTarget,0,Yellow);// set all positions to averaged levels
OrderModify(OrderTicket(),AveragePrice,OrderStopLoss(),PriceTarget,0,Yellow);// set all positions to averaged levels
NewOrdersPlaced=false;
}
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double ND(double v){return(NormalizeDouble(v,Digits));}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int fOrderCloseMarket(bool aCloseBuy=true,bool aCloseSell=true)
{
int tErr=0;
for(int i=OrdersTotal()-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
{
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
{
if(OrderType()==OP_BUY && aCloseBuy)
{
RefreshRates();
if(!IsTradeContextBusy())
{
if(!OrderClose(OrderTicket(),OrderLots(),ND(Bid),5,CLR_NONE))
{
Print("Error close BUY "+OrderTicket());//+" "+fMyErDesc(GetLastError()));
tErr=-1;
}
}
else
{
static int lt1=0;
if(lt1!=iTime(NULL,0,0))
{
lt1=iTime(NULL,0,0);
Print("Need close BUY "+OrderTicket()+". Trade Context Busy");
}
return(-2);
}
}
if(OrderType()==OP_SELL && aCloseSell)
{
RefreshRates();
if(!IsTradeContextBusy())
{
if(!OrderClose(OrderTicket(),OrderLots(),ND(Ask),5,CLR_NONE))
{
Print("Error close SELL "+OrderTicket());//+" "+fMyErDesc(GetLastError()));
tErr=-1;
}
}
else
{
static int lt2=0;
if(lt2!=iTime(NULL,0,0))
{
lt2=iTime(NULL,0,0);
Print("Need close SELL "+OrderTicket()+". Trade Context Busy");
}
return(-2);
}
}
}
}
}
return(tErr);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double fGetLots(int aTradeType)
{
double tLots;
switch(MMType)
{
case 0:
tLots=Lots;
break;
case 1:
tLots=NormalizeDouble(Lots*MathPow(LotExponent,NumOfTrades),LotsDigits);
break;
case 2:
int LastClosedTime=0;
tLots=Lots;
for(int i=OrdersHistoryTotal()-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY))
{
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
{
if(LastClosedTime<OrderCloseTime())
{
LastClosedTime=OrderCloseTime();
if(OrderProfit()<0)
{
tLots=NormalizeDouble(OrderLots()*LotExponent,LotsDigits);
}
else
{
tLots=Lots;
}
}
}
}
else
{
return(-3);
}
}
break;
}
if(AccountFreeMarginCheck(Symbol(),aTradeType,tLots)<=0)
{
return(-1);
}
if(GetLastError()==134)
{
return(-2);
}
return(tLots);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int CountTrades()
{
int count=0;
int trade;
for(trade=OrdersTotal()-1;trade>=0;trade--)
{
OrderSelect(trade,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)
continue;
if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MagicNumber)
if(OrderType()==OP_SELL || OrderType()==OP_BUY)
count++;
}//for
return(count);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CloseThisSymbolAll()
{
int trade;
for(trade=OrdersTotal()-1;trade>=0;trade--)
{
OrderSelect(trade,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()!=Symbol())
continue;
if(OrderSymbol()==Symbol() && OrderMagicNumber()== MagicNumber)
{
if(OrderType()==OP_BUY)
OrderClose(OrderTicket(),OrderLots(),Bid,slip,Blue);
if(OrderType()==OP_SELL)
OrderClose(OrderTicket(),OrderLots(),Ask,slip,Red);
}
Sleep(1000);
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int OpenPendingOrder(int pType,double pLots,double pLevel,int sp, double pr, int sl, int tp,string pComment,int pMagic,datetime pExpiration,color pColor)
{
int ticket=0;
int err=0;
int c=0;
int NumberOfTries=100;
switch(pType)
{
case OP_BUYLIMIT:
for(c=0;c < NumberOfTries;c++)
{
ticket=OrderSend(Symbol(),OP_BUYLIMIT,pLots,pLevel,sp,StopLong(pr,sl),TakeLong(pLevel,tp),pComment,pMagic,pExpiration,pColor);
err=GetLastError();
if(err==0)
{
break;
}
else
{
if(err==4 || err==137 ||err==146 || err==136) //Busy errors
{
Sleep(1000);
continue;
}
else //normal error
{
break;
}
}
}
break;
case OP_BUYSTOP:
for(c=0;c < NumberOfTries;c++)
{
ticket=OrderSend(Symbol(),OP_BUYSTOP,pLots,pLevel,sp,StopLong(pr,sl),TakeLong(pLevel,tp),pComment,pMagic,pExpiration,pColor);
err=GetLastError();
if(err==0)
{
break;
}
else
{
if(err==4 || err==137 ||err==146 || err==136) //Busy errors
{
Sleep(5000);
continue;
}
else //normal error
{
break;
}
}
}
break;
case OP_BUY:
for(c=0;c < NumberOfTries;c++)
{
RefreshRates();
ticket=OrderSend(Symbol(),OP_BUY,pLots,Ask,sp,StopLong(Bid,sl),TakeLong(Ask,tp),pComment,pMagic,pExpiration,pColor);
err=GetLastError();
if(err==0)
{
break;
}
else
{
if(err==4 || err==137 ||err==146 || err==136) //Busy errors
{
Sleep(5000);
continue;
}
else //normal error
{
break;
}
}
}
break;
case OP_SELLLIMIT:
for(c=0;c < NumberOfTries;c++)
{
ticket=OrderSend(Symbol(),OP_SELLLIMIT,pLots,pLevel,sp,StopShort(pr,sl),TakeShort(pLevel,tp),pComment,pMagic,pExpiration,pColor);
err=GetLastError();
if(err==0)
{
break;
}
else
{
if(err==4 || err==137 ||err==146 || err==136) //Busy errors
{
Sleep(5000);
continue;
}
else //normal error
{
break;
}
}
}
break;
case OP_SELLSTOP:
for(c=0;c < NumberOfTries;c++)
{
ticket=OrderSend(Symbol(),OP_SELLSTOP,pLots,pLevel,sp,StopShort(pr,sl),TakeShort(pLevel,tp),pComment,pMagic,pExpiration,pColor);
err=GetLastError();
if(err==0)
{
break;
}
else
{
if(err==4 || err==137 ||err==146 || err==136) //Busy errors
{
Sleep(5000);
continue;
}
else //normal error
{
break;
}
}
}
break;
case OP_SELL:
for(c=0;c < NumberOfTries;c++)
{
ticket=OrderSend(Symbol(),OP_SELL,pLots,Bid,sp,StopShort(Ask,sl),TakeShort(Bid,tp),pComment,pMagic,pExpiration,pColor);
err=GetLastError();
if(err==0)
{
break;
}
else
{
if(err==4 || err==137 ||err==146 || err==136) //Busy errors
{
Sleep(5000);
continue;
}
else //normal error
{
break;
}
}
}
break;
}
return(ticket);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double StopLong(double price,int stop)
{
if(stop==0)
return(0);
else
return(price-(stop*Point));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double StopShort(double price,int stop)
{
if(stop==0)
return(0);
else
return(price+(stop*Point));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double TakeLong(double price,int take)
{
if(take==0)
return(0);
else
return(price+(take*Point));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double TakeShort(double price,int take)
{
if(take==0)
return(0);
else
return(price-(take*Point));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double CalculateProfit()
{
double Profit=0;
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)
continue;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
if(OrderType()==OP_BUY || OrderType()==OP_SELL)
{
Profit=Profit+OrderProfit();
}
}
return(Profit);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void TrailingAlls(int start,int stop, double AvgPrice)
{
int profit;
double stoptrade;
double stopcal;
if(stop==0)
return;
int trade;
for(trade=OrdersTotal()-1;trade>=0;trade--)
{
if(!OrderSelect(trade,SELECT_BY_POS,MODE_TRADES))
continue;
if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)
continue;
if(OrderSymbol()==Symbol()||OrderMagicNumber()==MagicNumber)
{
if(OrderType()==OP_BUY)
{
profit=NormalizeDouble((Bid-AvgPrice)/Point,0);
if(profit<start)
continue;
stoptrade=OrderStopLoss();
stopcal=Bid-(stop*Point);
if(stoptrade==0||(stoptrade!=0&&stopcal>stoptrade))
// OrderModify(OrderTicket(),OrderOpenPrice(),stopcal,OrderTakeProfit(),0,Blue);
OrderModify(OrderTicket(),AvgPrice,stopcal,OrderTakeProfit(),0,Aqua);
}//Long
if(OrderType()==OP_SELL)
{
profit=NormalizeDouble((AvgPrice-Ask)/Point,0);
if(profit<start)
continue;
stoptrade=OrderStopLoss();
stopcal=Ask+(stop*Point);
if(stoptrade==0||(stoptrade!=0&&stopcal<stoptrade))
// OrderModify(OrderTicket(),OrderOpenPrice(),stopcal,OrderTakeProfit(),0,Red);
OrderModify(OrderTicket(),AvgPrice,stopcal,OrderTakeProfit(),0,Red);
}//Shrt
}
Sleep(1000);
}//for
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double AccountEquityHigh()
{
static double AccountEquityHighAmt,PrevEquity;
if(CountTrades()==0) AccountEquityHighAmt=AccountEquity();
if(AccountEquityHighAmt < PrevEquity) AccountEquityHighAmt=PrevEquity;
else AccountEquityHighAmt=AccountEquity();
PrevEquity=AccountEquity();
return(AccountEquityHighAmt);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double FindLastBuyPrice()
{
double oldorderopenprice=0, orderprice;
int cnt, oldticketnumber=0, ticketnumber;
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)
continue;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber && OrderType()==OP_BUY)
{
ticketnumber=OrderTicket();
if(ticketnumber>oldticketnumber)
{
orderprice=OrderOpenPrice();
oldorderopenprice=orderprice;
oldticketnumber=ticketnumber;
}
}
}
return(orderprice);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double FindLastSellPrice()
{
double oldorderopenprice=0, orderprice;
int cnt, oldticketnumber=0, ticketnumber;
for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()!=Symbol()||OrderMagicNumber()!=MagicNumber)
continue;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber && OrderType()==OP_SELL)
{
ticketnumber=OrderTicket();
if(ticketnumber>oldticketnumber)
{
orderprice=OrderOpenPrice();
oldorderopenprice=orderprice;
oldticketnumber=ticketnumber;
}
}
}
return(orderprice);
}
//+----------
