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//+------------------------------------------------------------------+
//| Paulo_Costa_Hedge.mq4 |
//| Copyright ?2008, Paulo Costa Gest鉶 de Patrimonio |
//| http://www.pcosta.e-prof.org |
//+------------------------------------------------------------------+
#property copyright Copyright ?2008, Paulo Costa Gest鉶 de Patrimonio
#property link
#include stdlib.mqh
#include stderror.mqh
//---- input parameters
extern double Lots=1;
extern double StopDistance = 30;
// extern double TakeProfit = 30;
// extern double StopLoss= 60;
//extern bool FirstOrderIsLong = true;
bool FirstOrderIsLong = true;
extern int Period_MA = 20;
extern int MagicNumber=999;
extern bool UseHourTrade = true;
extern int StartHourTrade = 6; // start trading on this hour
int EndHourTrade = 18; // end trading on this hour
//extern int StartHour=0;
//extern int EndHour=24;
int Slippage = 3;
double OpenBuy=0;
double OpenSell=0;
double OpenBuyLimit=0;
double OpenSellLimit=0;
double OpenBuyStop=0;
double OpenSellStop=0;
double EntryPrice=0;
double LastBuyStopPrice=0;
double LastSellStopPrice=0;
double BuyStopPrice=0;
double SellStopPrice=0;
double aLots[]={1,3,6,12,24,48,96,192,384,768};
//double aLots[]=(0.1, 0.3, 0.9, 2.7, 8.1, 24.3, 72.9, 218.7, 656.1, 1968.3);
double MaxLots=0;
double MA; // MA value on 0 bar
bool Fact_Up = true; // Fact of report that price..
bool Fact_Dn = true; //..is above or below MA
//Trade Signal
#define _NONE 0
#define _BUY 1
#define _SELL 2
#define _CLOSEBUY 4
#define _CLOSESELL 8
#define _OPENBUYSTOP 16
#define _OPENSELLSTOP 32
#define _DELETEBUYSTOP 64
#define _DELETESELLSTOP 128
int cur_signal=_NONE;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//---- TODO: add your code here
CheckOpenPositions();
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//---- TODO: add your code here
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
double llots;
double lSL;
if(MaxLots==0) llots=Lots; else
if(MaxLots==Lots) llots=3*Lots; else
llots=MaxLots*2;
lSL=(StopDistance*2);
CheckSignal();
if(cur_signal _BUY !=0)
OpenOrder(OP_BUY, llots, Ask, Slippage, lSL, StopDistance, WindowExpertName(), MagicNumber, 0, Blue);
if(cur_signal _SELL !=0)
OpenOrder(OP_SELL, llots, Bid, Slippage, lSL, StopDistance, WindowExpertName(), MagicNumber, 0, Red);
if(cur_signal _CLOSEBUY !=0)
{
CloseLongs(MagicNumber);
}
if(cur_signal _CLOSESELL !=0)
{
CloseShorts(MagicNumber);
}
if(cur_signal _DELETEBUYSTOP !=0)
DeleteOpenOrder(OP_BUYSTOP);
if(cur_signal _DELETESELLSTOP !=0)
DeleteOpenOrder(OP_SELLSTOP);
if(cur_signal _OPENBUYSTOP !=0)
{
DeleteOpenOrder(OP_BUYSTOP);
if(FirstOrderIsLong) BuyStopPrice=EntryPrice; else BuyStopPrice=EntryPrice+StopDistance*Point;
OpenOrder(OP_BUYSTOP, llots, BuyStopPrice, Slippage, lSL, StopDistance, WindowExpertName(), MagicNumber, 0, Blue);
}
if(cur_signal _OPENSELLSTOP !=0)
{
DeleteOpenOrder(OP_SELLSTOP);
if(FirstOrderIsLong) SellStopPrice=EntryPrice-StopDistance*Point; else SellStopPrice=EntryPrice;
OpenOrder(OP_SELLSTOP, llots, SellStopPrice, Slippage, lSL, StopDistance, WindowExpertName(), MagicNumber, 0, Red);
}
CheckOpenPositions();
HandleOpenPositions();
return(0);
}
//+------------------------------------------------------------------+
void CheckSignal()
{
cur_signal=_NONE;
if(OpenBuy==0 OpenSell==0)
{
if(OpenBuyStop 0) cur_signal |= _DELETEBUYSTOP;
if(OpenSellStop 0) cur_signal |= _DELETESELLSTOP;
if(cur_signal==_NONE)
{
// to see if it's possible to made a trade
if(BlockTradingFilter1())
return(0);
MA=iMA(NULL,0,Period_MA,0,MODE_SMA,PRICE_CLOSE,0);
if (Bid MA Fact_Up == true) // Checking if price above
{
Fact_Dn = true; // Report about price above MA
Fact_Up = false; // Don't report about price below MA
//alert( Price is above MA( ,Period_MA, ). // alert
FirstOrderIsLong = true;
}
//--------------------------------------------------------------------
if (Bid MA Fact_Dn == true) // Checking if price below
{
Fact_Up = true; // Report about price below MA
Fact_Dn = false; // Don't report about price above MA
//alert( Price is below MA( ,Period_MA, ). // alert
FirstOrderIsLong = false;
}
if(FirstOrderIsLong) cur_signal |= _BUY; else cur_signal |= _SELL;
EntryPrice=0;
}
}
if(OpenBuy!=0 || OpenSell!=0)
{
if(OpenBuy OpenSell OpenSellStop==0)
{
cur_signal |= _OPENSELLSTOP;
}
if(OpenBuy OpenSell OpenBuyStop==0)
{
cur_signal |= _OPENBUYSTOP;
}
}
}
//+------------------------------------------------------------------+
//| FILTER BLOCK MODULES
//+------------------------------------------------------------------+
bool BlockTradingFilter1()
{ //Original code Contributed by Wackena
bool BlockTrade=false; //trade by default
if (UseHourTrade)
{
if( !(Hour() = StartHourTrade Hour() = EndHourTrade Minute() = 3) )
{
// Comment( Non-Trading Hours!
BlockTrade=true;
}
}
return (BlockTrade);
}
//+------------------------------------------------------------------+
//| Handle Open Positions |
//| Check if any open positions need to be closed or modified |
//+------------------------------------------------------------------+
int HandleOpenPositions()
{
int cnt;
bool YesClose;
double pt;
for(cnt=OrdersTotal()-1;cnt cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if ( OrderSymbol() != Symbol()) continue;
if ( OrderMagicNumber() != MagicNumber) continue;
if(OrderType() == OP_BUY)
{
}
if(OrderType() == OP_SELL)
{
}
}
return(0);
}
int OpenOrder(int aCmd, double aLots, double aPrice, int aSlipPage, int aStopLoss, int aTakeProfit, string aComment, int aMagic, datetime aExpiration, color aColor)
{
int order_ticket = 0;
int err = 0;
int l_Try = 0;
int l_MaxTry = 10;
double aPrice2=aPrice+Ask-Bid;
switch (aCmd) {
case OP_BUY:
case OP_BUYLIMIT:
case OP_BUYSTOP:
for (l_Try = 0; l_Try l_MaxTry; l_Try++)
{
if(aCmd==OP_BUY) { RefreshRates(); aPrice=Ask; aPrice2=Bid; }
order_ticket = OrderSend(Symbol(), aCmd, aLots, aPrice, aSlipPage, StopLong(aPrice, aStopLoss), TakeLong(aPrice, aTakeProfit), aComment, aMagic, aExpiration, aColor);
if (order_ticket 0) break;
err = GetLastError();
if (err == 0) break;
if (err == 4 || err == 137 || err == 146 || err == 136) Sleep(5000);
else {
Print( Error Code= , err);
break;
}
}
break;
case OP_SELL:
case OP_SELLLIMIT:
case OP_SELLSTOP:
for (l_Try = 0; l_Try l_MaxTry; l_Try++) {
if(aCmd==OP_SELL) { RefreshRates(); aPrice=Bid; aPrice2=Ask; }
order_ticket = OrderSend(Symbol(), aCmd, aLots, aPrice, aSlipPage, StopShort(aPrice2, aStopLoss), TakeShort(aPrice2, aTakeProfit), aComment, aMagic, aExpiration, aColor);
if (order_ticket 0) break;
err = GetLastError();
if (err == 0) break;
if (err == 4 || err == 137 || err == 146 || err == 136) Sleep(5000);
else {
Print( Error Code= , err);
break;
}
}
}
return (order_ticket);
}
double StopLong(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (aPrice - aPips * Point);
}
double StopShort(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (aPrice + aPips * Point);
}
double TakeLong(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (aPrice + aPips * Point);
}
double TakeShort(double aPrice, int aPips) {
if (aPips == 0) return (0);
else return (aPrice - aPips * Point);
}
double CheckOpenPositions(bool InclOpenOrder=true)
{
int cnt, total;
double NumPositions;
NumPositions = 0;
total=OrdersTotal();
OpenBuy=0;
OpenSell=0;
OpenBuyLimit=0;
OpenSellLimit=0;
OpenBuyStop=0;
OpenSellStop=0;
MaxLots=0;
for(cnt=OrdersTotal()-1;cnt cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if ( OrderSymbol() != Symbol()) continue;
if ( OrderMagicNumber() != MagicNumber) continue;
if(MaxLots OrderLots()) MaxLots=OrderLots();
if(OrderType() == OP_BUY )
{
OpenBuy=OpenBuy+OrderLots();
if(EntryPrice==0) EntryPrice=OrderOpenPrice();
}
if(OrderType() == OP_SELL )
{
OpenSell=OpenSell+OrderLots();
if(EntryPrice==0) EntryPrice=OrderOpenPrice();
}
if(OrderType() == OP_BUYLIMIT ) OpenBuyLimit=OpenBuyLimit+OrderLots();
if(OrderType() == OP_SELLLIMIT ) OpenSellLimit=OpenSellLimit+OrderLots();
if(OrderType() == OP_BUYSTOP ) {OpenBuyStop=OpenBuyStop+OrderLots(); LastBuyStopPrice=OrderOpenPrice();}
if(OrderType() == OP_SELLSTOP ) {OpenSellStop=OpenSellStop+OrderLots(); LastSellStopPrice=OrderOpenPrice();}
}
NumPositions = OpenBuy-OpenSell;
if(InclOpenOrder) NumPositions += OpenBuyLimit+OpenBuyStop-OpenSellLimit-OpenSellStop;
return (NumPositions);
}
void CloseLongs(int MagicNumber, double clots=0)
{
int trade, err;
double llots;
//Print( Close Longs: ,MagicNumber, , Lots: ,clots);
for(trade=OrdersTotal()-1;trade trade--)
{
if(!OrderSelect(trade,SELECT_BY_POS,MODE_TRADES)) continue;
if(OrderSymbol()!=Symbol()) continue;
if(OrderMagicNumber()!=MagicNumber) continue;
if(OrderType()!=OP_BUY) continue;
if (clots==0) llots=OrderLots(); else llots=clots;
//Print( Ticket: ,OrderTicket(), , MagicNumber: ,OrderMagicNumber(), , Lots: ,llots);
OrderClose(OrderTicket(),llots,Bid,Slippage,Blue);
err=GetLastError();
if(err!=0) Print( Error = , err, - ,ErrorDescription(err));
}//for
}
void CloseShorts(int MagicNumber, double clots=0)
{
int trade, err;
double olots;
for(trade=OrdersTotal()-1;trade trade--)
{
if(OrderSelect(trade,SELECT_BY_POS,MODE_TRADES)==false) continue;
if(OrderSymbol()!=Symbol()) continue;
if(OrderMagicNumber()!=MagicNumber) continue;
if(OrderType()!=OP_SELL) continue;
olots=OrderLots();
if (clots==0) clots=olots;
OrderClose(OrderTicket(),clots,Ask,Slippage,Red);
err=GetLastError();
if(err!=0) Print( Error = , err, - ,ErrorDescription(err));
}//for
}
int DeleteOpenOrder(int aOrderType=-1)
{
int cnt;
bool YesClose;
double pt;
for(cnt=OrdersTotal()-1;cnt cnt--)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol() != Symbol()) continue;
if(OrderMagicNumber() != MagicNumber) continue;
if(aOrderType==OrderType()) OrderDelete(OrderTicket());
else if(aOrderType==-1)
switch(OrderType())
{
case OP_BUYLIMIT:
case OP_SELLLIMIT:
case OP_BUYSTOP:
case OP_SELLSTOP: OrderDelete(OrderTicket()); break;
}
}
return(0);
}
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