//+--------------------------------------------------------------------+ //| MT4, Kantu generated Strategy | //| Copyright © 2013, Daniel Fernandez, Asirikuy.com | //| Idea, initial implementation and optimization by Daniel Fernandez, | //| functional decomposition, code styling, error handling and user | //| interface coded in part by Maxim Feinshtein. | //+--------------------------------------------------------------------+ #property copyright "System created using Kantu by, Daniel Fernandez Copyright © 2015" #property link "www.asirikuy.com" #property strict #property strict #include #include // For double comparisons #define EPSILON 0.0000001 #define COMPONENT_NAME "KANTU_GENERATED_SYSTEM" //addOpenKantuVersion #define COMPONENT_VERSION "KT_v2.40" #define OP_DEPOSITORWITHDRAWAL 6 #define NO_ERROR 0 #define ERROR_TIME_BUFFER 60 #define SECONDS_IN_DAY 86400 #define OPERATIONAL_MODE_TRADING 0 #define OPERATIONAL_MODE_MONITORING 1 #define OPERATIONAL_MODE_TESTING 2 #define ALERT_STATUS_NEW 0 #define ALERT_STATUS_DISPLAYED 1 //--------------------------------------------------------- Equity track begin ------------------------- #define EQUITY_TRACK_NONE 0 #define EQUITY_TRACK_FILE 1 //--------------------------------------------------------- Equity track end ------------------------- #define STATUS_NONE -1 #define STATUS_INVALID_BARS_COUNT 0 #define STATUS_INVALID_TIMEFRAME 1 #define STATUS_DIVIDE_BY_ZERO 2 #define STATUS_LAST_ERROR 3 #define STATUS_ATR_INIT_PROBLEM 4 #define STATUS_TRADE_CONTEXT_BUSY 5 #define STATUS_TRADING_NOT_ALLOWED 6 #define STATUS_DUPLICATE_ID 7 #define STATUS_RUNNING_ON_DEFAULTS 8 #define STATUS_BELOW_MIN_LOT_SIZE 9 #define STATUS_LIBS_NOT_ALLOWED 10 #define STATUS_NOT_ENOUGH_DATA 11 #define STATUS_SPREAD_TOO_HIGH 12 #define QUERY_NONE 0 #define QUERY_LONGS_COUNT 1 #define QUERY_SHORTS_COUNT 2 #define QUERY_BUY_STOP_COUNT 3 #define QUERY_SELL_STOP_COUNT 4 #define QUERY_BUY_LIMIT_COUNT 5 #define QUERY_SELL_LIMIT_COUNT 6 #define QUERY_ALL 7 #define PATTERN_NONE -1 #define LONG_ENTRY_PATTERN 0 #define SHORT_ENTRY_PATTERN 1 #define LONG_EXIT_PATTERN 2 #define SHORT_EXIT_PATTERN 3 #define SIGNAL_NONE -1 #define SIGNAL_ENTER_BUY 0 #define SIGNAL_ENTER_SELL 1 #define SIGNAL_CLOSE_BUY 2 #define SIGNAL_CLOSE_SELL 3 #define SIGNAL_UPDATE_BUY 4 #define SIGNAL_UPDATE_SELL 5 #define BUY_COLOR DodgerBlue #define BUY_CLOSE_COLOR Blue #define SELL_COLOR DeepPink #define SELL_UPDATE_COLOR Orange #define BUY_UPDATE_COLOR Green #define SELL_CLOSE_COLOR Red #define INFORMATION_COLOR Yellow #define ERROR_COLOR Red #define TRAIL_COLOR Yellow // Status management #define SEVERITY_INFO 0 #define SEVERITY_ERROR 1 extern string Kantu = "This is a trading strategy created using Kantu"; extern int OPERATIONAL_MODE = OPERATIONAL_MODE_TRADING; //insertInstanceID extern int INSTANCE_ID = 28255 ; extern double SLIPPAGE = 5 ; extern double MAX_SPREAD_PIPS = 0.0; extern bool DISABLE_COMPOUNDING = true; extern int ATR_PERIOD = 20; extern double RISK = 1; extern double TAKE_PROFIT = 0; extern double STOP_LOSS = 0; extern string TRADE_COMMENT = "input trade comment"; // EA global variables string g_symbol; double g_pipValue; double g_ATR; int g_waitCounter; double g_instancePL_UI ; double g_generatedINSTANCE_ID ; //Initial balance and balance reset variables string g_balanceTimeLabel ; string g_initialBalanceLabel ; string g_initBalBackupFile ; int g_balanceBackupTime = 0 ; double g_initialBalance ; int g_instanceStartTime ; int g_lastTradingTime; int g_alertStatus ; string g_lastError ; int g_lastErrorPrintTime ; int g_indiLibraryStatus; int g_periodSeconds; int g_barsAvailable; double g_maxTradeSize, g_minTradeSize, g_spreadPIPs, g_adjustedSlippage, g_instanceBalance, g_tradeSize; double g_stopLossPIPs, g_takeProfitPIPs; //defineMaxShiftNeeded int g_maxShift = 86 ; int g_minimalStopPIPs; int g_contractSize, g_brokerDigits, g_period, g_tradingSignal; //--------------------------------------------------------- Equity track begin ------------------------- int g_fileEquityLog; string g_currentDay="", g_timeOfEquityMin; double g_dailyEquityMin, g_prevDailyEquityMin; //--------------------------------------------------------- Equity track end ------------------------- //------------------- UI staff ------------------ // Graphical entities names string g_objGeneralInfo = "labelGeneral", g_objTradeSize = "labelTradeSize", g_objStopLoss = "labelStopLoss", g_objTakeProfit = "labelTakeProfit", g_objATR = "labelATR", g_objPL = "labelPL", g_objStatusPane = "labelStatusPane", g_objBalance = "labelBalance"; string g_fontName = "Times New Roman"; string g_orderTimeGlobalString; string g_orderGlobalString ; int FontSize = 10; // The value at index 'i' returns the string // to be displayed for the error/warning, having ID equal to i. string g_statusMessages[]; // The value at index 'i' returns the string // to be displayed for pattern, having ID equal to i. string g_detectedPatternNames[]; // UI state management int g_severityStatus, g_lastStatusID = STATUS_NONE, g_lastDetectedPatternID = PATTERN_NONE; // The offset, in pixels, of the first information line from the top-left corner. int g_baseXOffset = 15, g_baseYOffset = 20; // Controls how far or near are text lines on Y axis double g_textDensingFactor = 1.5; // The EA initialization funtion int init() { displayWelcomeMessage() ; g_initialBalance = AccountBalance() ; g_symbol = Symbol(); g_period = Period(); g_periodSeconds = PeriodSeconds(g_period); g_pipValue = Point; g_orderTimeGlobalString = StringConcatenate(INSTANCE_ID, "_LAST_OP_TIME"); g_orderGlobalString = StringConcatenate(INSTANCE_ID, "_LAST_OP"); generateINSTANCE_ID() ; // Retrieve the minimum stop loss in PIPs g_minimalStopPIPs = MarketInfo( g_symbol, MODE_STOPLEVEL ); g_maxTradeSize = MarketInfo( g_symbol, MODE_MAXLOT ); g_minTradeSize = MarketInfo( g_symbol, MODE_MINLOT ); g_brokerDigits = Digits; g_tradingSignal = SIGNAL_NONE; if(OPERATIONAL_MODE != OPERATIONAL_MODE_TESTING ) initUI(); // Success return (0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { if(OPERATIONAL_MODE != OPERATIONAL_MODE_TESTING ) deinitUI(); return (0); } //+------------------------------------------------------------------+ //| Tick handling function | //+------------------------------------------------------------------+ int start() { g_lastStatusID = STATUS_NONE ; g_severityStatus = SEVERITY_INFO; g_barsAvailable = iBars(g_symbol, g_period); checkLibraryUsageAllowed(); if( STATUS_LIBS_NOT_ALLOWED == g_lastStatusID ) { g_severityStatus = SEVERITY_ERROR; if( OPERATIONAL_MODE_TESTING != OPERATIONAL_MODE ) updateStatusUI( true ); return (0); } // check if we are running on defaults isINSTANCE_IDDefault(INSTANCE_ID); if( STATUS_RUNNING_ON_DEFAULTS == g_lastStatusID ) { g_severityStatus = SEVERITY_ERROR; if( OPERATIONAL_MODE_TESTING != OPERATIONAL_MODE ) updateStatusUI( true ); return (0); } verifyINSTANCE_IDUniquiness(); if( STATUS_DUPLICATE_ID == g_lastStatusID ) { g_severityStatus = SEVERITY_ERROR; if( OPERATIONAL_MODE_TESTING != OPERATIONAL_MODE ) updateStatusUI( true ); return (0); } if(g_barsAvailable < MathMax(g_maxShift, ATR_PERIOD*(SECONDS_IN_DAY/g_periodSeconds)+10)){ g_lastStatusID = STATUS_NOT_ENOUGH_DATA; g_severityStatus = SEVERITY_ERROR; if( OPERATIONAL_MODE_TESTING != OPERATIONAL_MODE ) updateStatusUI( true ); return (0); } calculateATR(); if( STATUS_DIVIDE_BY_ZERO == g_lastStatusID ) { g_severityStatus = SEVERITY_ERROR; if(OPERATIONAL_MODE != OPERATIONAL_MODE_TESTING ) updateStatusUI( true ); return (0); } if( STATUS_ATR_INIT_PROBLEM == g_lastStatusID ) { g_severityStatus = SEVERITY_ERROR; if(OPERATIONAL_MODE != OPERATIONAL_MODE_TESTING ) updateStatusUI( true ); return (0); } if(OPERATIONAL_MODE != OPERATIONAL_MODE_TESTING ) { calculateInstanceBalance(); } calculateContractSize(); adjustSlippage(); calculateSpreadPIPS() ; calculateTradeSize(); calculateStopLossPIPs(); calculateTakeProfitPIPs(); g_lastTradingTime = GlobalVariableGet(g_orderTimeGlobalString); g_tradingSignal = checkTradingSignal(); // Handle already opened trades int openedTradesCount = 0; for( int cnt = 0; cnt < OrdersTotal(); cnt++ ) { if( ! OrderSelect( cnt, SELECT_BY_POS, MODE_TRADES ) ) { g_severityStatus = STATUS_LAST_ERROR; g_lastStatusID = GetLastError(); continue; } // Filter orders, that were not opened by this instance if( ! ( ( OrderSymbol() == g_symbol ) && ( OrderMagicNumber() == INSTANCE_ID ) ) ) { continue; } handleTrade(); openedTradesCount++; } if(OPERATIONAL_MODE != OPERATIONAL_MODE_TESTING ) updateUI(); if( OPERATIONAL_MODE_MONITORING == OPERATIONAL_MODE ) { // Just handle existing trade return (0); } g_tradingSignal = checkTradingSignal(); if (g_lastTradingTime != iTime(Symbol(),0,0)) { switch( g_tradingSignal ) { case SIGNAL_ENTER_BUY: openBuyOrder(); break; case SIGNAL_ENTER_SELL: openSellOrder(); break; case SIGNAL_NONE: GlobalVariableSet(g_orderTimeGlobalString, iTime(Symbol(),0,0)); break; } // switch( g_tradingSignal ) } if( ( STATUS_TRADE_CONTEXT_BUSY == g_lastStatusID ) || ( STATUS_TRADING_NOT_ALLOWED == g_lastStatusID ) || ( STATUS_BELOW_MIN_LOT_SIZE == g_lastStatusID ) ) { g_severityStatus = SEVERITY_ERROR; if( OPERATIONAL_MODE != OPERATIONAL_MODE_TESTING ) updateStatusUI( true ); } return (0); } void displayWelcomeMessage() { string welcomeMessage = StringConcatenate("You are running ", COMPONENT_NAME, " v.", COMPONENT_VERSION) ; Alert( welcomeMessage ); } void checkLibraryUsageAllowed() { if (IsLibrariesAllowed() == false) { //Library calls must be allowed g_lastStatusID = STATUS_LIBS_NOT_ALLOWED ; } } // This function verifies that we are not running on default settings. // If we are then an error is generated which stops trading. // This is an important feature since several reasons can cause a platform // to "reset" back to the EA defaults, something which may be very detrimental // depending on the systems. void isINSTANCE_IDDefault(int ID) { if (ID == -1) { g_lastStatusID = STATUS_RUNNING_ON_DEFAULTS ; return; } } // Declares the INSTANCE_ID global variable, // marking it with a unique random number void generateINSTANCE_ID() { int count; // The following if statement creates or increases // the "count" variable which is then used as a part of the "seed" // for the random number generator, this count ensures that // random numbers remain unique and duplicates identified even if the instances are started // at exactly the same time on the same instrument. if( GlobalVariableCheck( "rdn_gen_count" ) ) { count = GlobalVariableGet( "rdn_gen_count" ); g_waitCounter = count ; if( count < 100 ) GlobalVariableSet( "rdn_gen_count", count + 1 ); if( count >= 100 ) GlobalVariableSet( "rdn_gen_count", 1 ); } else { GlobalVariableSet( "rdn_gen_count", 1 ); count = 1 ; } // Random number generator seed, current time, Ask and counter are used MathSrand( TimeLocal() * Ask * count ); // String for global variable string INSTANCE_IDTag = DoubleToStr( INSTANCE_ID, 0 ); // generate the random number and place it within the tag GlobalVariableSet( INSTANCE_IDTag, MathRand() ); // Assigns the random number to this instance specific global variable // this value will be used from now on to check if there are duplicate // Instance IDs g_generatedINSTANCE_ID = GlobalVariableGet( INSTANCE_IDTag ); } // Verifies that the tag, generated during initialization, has changed. // Generates a "duplicate ID" error if this is the case. void verifyINSTANCE_IDUniquiness() { // Retrieve instance ID as string to search for global variable string INSTANCE_IDTag = DoubleToStr( INSTANCE_ID, 0 ); // Assign the value of the global variable double retrievedINSTANCE_ID = GlobalVariableGet( INSTANCE_IDTag ); // Check whether the tag has changed from what it had originally been assigned to if( MathAbs( g_generatedINSTANCE_ID - retrievedINSTANCE_ID ) >= EPSILON ) { // Gnerates an error if a duplicate instance is found g_lastStatusID = STATUS_DUPLICATE_ID; return; } // Reassigning global variable, this does not change the variable's value, // however it needs to be done since unmodified variables are deleted // after 4 weeks. This "regeneration" avoids deletion. GlobalVariableSet( INSTANCE_IDTag, retrievedINSTANCE_ID ); } bool SetBuyOrderSLAndTP( int tradeTicket, double tradeOpenPrice ) { double stopLossPrice = calculateStopLossPrice( OP_BUY, tradeOpenPrice ), takeProfitPrice = calculateTakeProfitPrice( OP_BUY, tradeOpenPrice ); if (STOP_LOSS == 0 && TAKE_PROFIT == 0) return(true); bool res = OrderModify( tradeTicket, tradeOpenPrice, stopLossPrice, takeProfitPrice, 0, BUY_COLOR ); if( res ) return(true); logOrderModifyInfo( "SetBuyOrderSLAndTP-OrderModify: ", tradeTicket, tradeOpenPrice, stopLossPrice, takeProfitPrice, GetLastError() ); return(false); } bool SetSellOrderSLAndTP( int tradeTicket, double tradeOpenPrice ) { double stopLossPrice = calculateStopLossPrice( OP_SELL, tradeOpenPrice ), takeProfitPrice = calculateTakeProfitPrice( OP_SELL, tradeOpenPrice ); if (STOP_LOSS == 0 && TAKE_PROFIT == 0) return(true); bool res = OrderModify( tradeTicket, tradeOpenPrice, stopLossPrice, takeProfitPrice, 0, SELL_COLOR ); if( res ) return(true); logOrderModifyInfo( "SetSellOrderSLAndTP-OrderModify: ", tradeTicket, tradeOpenPrice, stopLossPrice, takeProfitPrice, GetLastError() ); return(false); } void openBuyOrder() { if( (g_spreadPIPs > MAX_SPREAD_PIPS) && (MAX_SPREAD_PIPS > 0.0 )) { g_lastStatusID = STATUS_SPREAD_TOO_HIGH; if ((TimeCurrent()- g_lastErrorPrintTime) > ERROR_TIME_BUFFER) { Print( "openBuyOrder: Spread is above threshold." ); g_lastErrorPrintTime = TimeCurrent(); } return; } if( ! IsTradeAllowed() ) { g_lastStatusID = STATUS_TRADING_NOT_ALLOWED; if ((TimeCurrent()- g_lastErrorPrintTime) > ERROR_TIME_BUFFER) { Print( "openBuyOrder: Trading is not allowed." ); g_lastErrorPrintTime = TimeCurrent(); } return; } if( ! MarketInfo(Symbol(), MODE_TRADEALLOWED) && ! IsTesting() ) { g_lastStatusID = STATUS_TRADING_NOT_ALLOWED; if ((TimeCurrent()- g_lastErrorPrintTime) > ERROR_TIME_BUFFER) { Print( "openBuyOrder: Trading is not allowed." ); g_lastErrorPrintTime = TimeCurrent(); } return; } if( IsTradeContextBusy() ) { g_lastStatusID = STATUS_TRADE_CONTEXT_BUSY; if ((TimeCurrent()- g_lastErrorPrintTime) > ERROR_TIME_BUFFER) { Print( "openBuyOrder: trade context is busy." ); g_lastErrorPrintTime = TimeCurrent(); } return; } checkMinTradeSize() ; if( STATUS_BELOW_MIN_LOT_SIZE == g_lastStatusID ) { if ((TimeCurrent()- g_lastErrorPrintTime) > ERROR_TIME_BUFFER) { Print( "openBuyOrder: lot size below minimum broker size on entry signal." ); g_lastErrorPrintTime = TimeCurrent(); } return; } double tradeOpenPrice = NormalizeDouble( Ask, g_brokerDigits ); // Support ECN brokerage int tradeTicket = OrderSend( g_symbol, OP_BUY, g_tradeSize, tradeOpenPrice, g_adjustedSlippage, 0, 0, TRADE_COMMENT, INSTANCE_ID, 0, BUY_COLOR ); if( -1 == tradeTicket ) { logOrderSendInfo( "openBuyOrder-OrderSend: ", g_tradeSize, tradeOpenPrice, g_adjustedSlippage, 0.0, 0.0, GetLastError() ); return; } SetBuyOrderSLAndTP( tradeTicket, tradeOpenPrice ); GlobalVariableSet(StringConcatenate(INSTANCE_ID,"_TRADE_MOD"), iTime(g_symbol, g_period, 0)); GlobalVariableSet(g_orderGlobalString, tradeOpenPrice); GlobalVariableSet(g_orderTimeGlobalString, iTime(Symbol(),0,0)); } void openSellOrder() { if( (g_spreadPIPs > MAX_SPREAD_PIPS) && (MAX_SPREAD_PIPS > 0.0)) { g_lastStatusID = STATUS_SPREAD_TOO_HIGH; if ((TimeCurrent()- g_lastErrorPrintTime) > ERROR_TIME_BUFFER) { Print( "openSellOrder: Spread is above threshold." ); g_lastErrorPrintTime = TimeCurrent(); } return; } if( ! IsTradeAllowed() ) { g_lastStatusID = STATUS_TRADING_NOT_ALLOWED; if ((TimeCurrent()- g_lastErrorPrintTime) > ERROR_TIME_BUFFER) { Print( "openSellOrder: Trading is not allowed." ); g_lastErrorPrintTime = TimeCurrent(); } return; } if( ! MarketInfo(Symbol(), MODE_TRADEALLOWED) && ! IsTesting() ) { g_lastStatusID = STATUS_TRADING_NOT_ALLOWED; if ((TimeCurrent()- g_lastErrorPrintTime) > ERROR_TIME_BUFFER) { Print( "openSellOrder: Trading is not allowed." ); g_lastErrorPrintTime = TimeCurrent(); } return; } if( IsTradeContextBusy() ) { g_lastStatusID = STATUS_TRADE_CONTEXT_BUSY; if ((TimeCurrent()- g_lastErrorPrintTime) > ERROR_TIME_BUFFER) { Print( "openSellOrder: trade context is busy." ); g_lastErrorPrintTime = TimeCurrent(); } return; } checkMinTradeSize() ; if( STATUS_BELOW_MIN_LOT_SIZE == g_lastStatusID ) { if ((TimeCurrent()- g_lastErrorPrintTime) > ERROR_TIME_BUFFER) { Print( "openSellOrder: lot size below minimum broker size on entry signal." ); g_lastErrorPrintTime = TimeCurrent(); } return; } double tradeOpenPrice = NormalizeDouble( Bid, g_brokerDigits ); // Support ECN brokerage int tradeTicket = OrderSend( g_symbol, OP_SELL, g_tradeSize, tradeOpenPrice, g_adjustedSlippage, 0, 0, TRADE_COMMENT, INSTANCE_ID, 0, SELL_COLOR ); if( -1 == tradeTicket ) { logOrderSendInfo( "openSellOrder-OrderSend: ", g_tradeSize, tradeOpenPrice, g_adjustedSlippage, 0.0, 0.0, GetLastError() ); return; } SetSellOrderSLAndTP( tradeTicket, tradeOpenPrice ); GlobalVariableSet(StringConcatenate(INSTANCE_ID,"_TRADE_MOD"), iTime(g_symbol, g_period, 0)); GlobalVariableSet(g_orderGlobalString, tradeOpenPrice); GlobalVariableSet(g_orderTimeGlobalString, iTime(Symbol(),0,0)); } void handleTrade() { switch( OrderType() ) { case OP_BUY: handleBuyTrade(); break; case OP_SELL: handleSellTrade(); break; } // switch( OrderType() ) } void handleBuyTrade() { int tradeTicket = OrderTicket() ; double tradeOpenPrice = GlobalVariableGet(g_orderGlobalString); double stopLossPrice = OrderStopLoss() ; double takeProfitPrice = OrderTakeProfit() ; //Remodify order if it wasn't adequately modified on entry if( ( OrderMagicNumber() == INSTANCE_ID ) && ( MathAbs( stopLossPrice ) < EPSILON ) && ( STOP_LOSS != 0 ) ) { SetBuyOrderSLAndTP( tradeTicket, tradeOpenPrice ); } if( ( OrderMagicNumber() == INSTANCE_ID ) && ( MathAbs( takeProfitPrice ) < EPSILON ) && ( TAKE_PROFIT != 0 ) ) { SetBuyOrderSLAndTP( tradeTicket, tradeOpenPrice ); } //Close trade if signal to close long is triggered if( SIGNAL_CLOSE_BUY == g_tradingSignal ) { if(OrderMagicNumber() == INSTANCE_ID) { OrderClose( tradeTicket, OrderLots(), NormalizeDouble( Bid, g_brokerDigits ), g_adjustedSlippage, BUY_CLOSE_COLOR ); logOrderCloseInfo( "handleBuyTrade: ", tradeTicket, GetLastError() ); } } if( SIGNAL_UPDATE_BUY == g_tradingSignal && TimeCurrent()-GlobalVariableGet(StringConcatenate(INSTANCE_ID,"_TRADE_MOD")) > g_period*60-1) { if(OrderMagicNumber() == INSTANCE_ID) { if (SetBuyOrderSLAndTP( tradeTicket, Ask )) { GlobalVariableSet(StringConcatenate(INSTANCE_ID,"_TRADE_MOD"), iTime(g_symbol, g_period, 0)); GlobalVariableSet(g_orderTimeGlobalString, iTime(Symbol(),0,0)); GlobalVariableSet(g_orderGlobalString, Ask); } } } } void handleSellTrade() { int tradeTicket = OrderTicket(); double tradeOpenPrice = GlobalVariableGet(g_orderGlobalString); double stopLossPrice = OrderStopLoss() ; double takeProfitPrice = OrderTakeProfit(); // Update the order if it wasn't adequately modified on entry if( ( OrderMagicNumber() == INSTANCE_ID ) && ( MathAbs( stopLossPrice ) < EPSILON ) && ( STOP_LOSS != 0 ) ) { SetSellOrderSLAndTP( tradeTicket, tradeOpenPrice ); } if( ( OrderMagicNumber() == INSTANCE_ID ) && ( MathAbs( takeProfitPrice ) < EPSILON ) && ( TAKE_PROFIT != 0 ) ) { SetSellOrderSLAndTP( tradeTicket, tradeOpenPrice ); } // Close the trade if close long signal has been triggered if( SIGNAL_CLOSE_SELL == g_tradingSignal ) { if(OrderMagicNumber() == INSTANCE_ID) { OrderClose( tradeTicket, OrderLots(), NormalizeDouble( Ask, g_brokerDigits) , g_adjustedSlippage, SELL_CLOSE_COLOR ); logOrderCloseInfo( "handleSellTrade: ", tradeTicket, GetLastError() ); } } if( SIGNAL_UPDATE_SELL == g_tradingSignal && TimeCurrent()-GlobalVariableGet(StringConcatenate(INSTANCE_ID,"_TRADE_MOD")) > g_period*60-1) { if(OrderMagicNumber() == INSTANCE_ID) { if (SetSellOrderSLAndTP( tradeTicket, Bid)) { GlobalVariableSet(StringConcatenate(INSTANCE_ID,"_TRADE_MOD"), iTime(g_symbol, g_period, 0)); GlobalVariableSet(g_orderTimeGlobalString, iTime(Symbol(),0,0)); GlobalVariableSet(g_orderGlobalString, Bid); } } } } int checkTradingSignal() { int pattern_status = detectPattern(), signal = SIGNAL_NONE; switch( pattern_status ) { case PATTERN_NONE: break; case LONG_ENTRY_PATTERN: if (queryOrdersCount(QUERY_ALL) == 0) signal = SIGNAL_ENTER_BUY; if (queryOrdersCount(OP_BUY) > 0) signal = SIGNAL_UPDATE_BUY; if (queryOrdersCount(OP_SELL) > 0) signal = SIGNAL_CLOSE_SELL; break; case SHORT_ENTRY_PATTERN: if (queryOrdersCount(QUERY_ALL) == 0) signal = SIGNAL_ENTER_SELL; if (queryOrdersCount(OP_SELL) > 0) signal = SIGNAL_UPDATE_SELL; if (queryOrdersCount(OP_BUY) > 0) signal = SIGNAL_CLOSE_BUY; break; case LONG_EXIT_PATTERN: signal = SIGNAL_CLOSE_BUY; break; case SHORT_EXIT_PATTERN: signal = SIGNAL_CLOSE_SELL; break; } // switch( pattern ) return (signal); } int detectPattern() { //insertDayFilter //insertHourFilter if(queryOrdersCount(OP_BUY) > 0 ){ int pattern_status_ID = detectLongExitPattern(); if( PATTERN_NONE != pattern_status_ID ) return (pattern_status_ID); } if(queryOrdersCount(OP_SELL) > 0 ){ int pattern_status_ID = detectShortExitPattern(); if( PATTERN_NONE != pattern_status_ID ) return (pattern_status_ID); } int pattern_status_ID = detectLongEntryPattern(); if( PATTERN_NONE != pattern_status_ID ) return (pattern_status_ID); pattern_status_ID = detectShortEntryPattern(); if( PATTERN_NONE != pattern_status_ID ) return (pattern_status_ID); return (PATTERN_NONE); } int detectLongEntryPattern() { int longEntryPattern = PATTERN_NONE; if ( //insertLongEntryLogic High[76] > High[11] && Low[11] > High[86] && Low[31] > Open[66] ) longEntryPattern = LONG_ENTRY_PATTERN; return(longEntryPattern); } int detectShortEntryPattern() { int shortEntryPattern = PATTERN_NONE; if ( //insertShortEntryLogic Low[76] < Low[11] && High[11] < Low[86] && High[31] < Open[66] ) shortEntryPattern = SHORT_ENTRY_PATTERN; return(shortEntryPattern); } int detectLongExitPattern() { int longExitPattern = (PATTERN_NONE); //noExitPatternInsertReturn return(PATTERN_NONE); } int detectShortExitPattern() { int shortExitPattern = (PATTERN_NONE); //noExitPatternInsertReturn return(PATTERN_NONE); } void calculateATR() { // Use the current ATR value, taking // into account sunday candle existence. double currentHigh, currentLow, previousClose, trueRange, sumTrueRange = 0; g_ATR = 0; if(g_period == 1440) { for (int i= 0; i < ATR_PERIOD; i++) { currentHigh = High[i+1]; currentLow = Low[i+1]; previousClose = Close[i+2]; trueRange = MathMax( (currentHigh-currentLow), MathMax(MathAbs(currentLow-previousClose), MathAbs(currentHigh-previousClose))); sumTrueRange += trueRange; } g_ATR = sumTrueRange/ATR_PERIOD ; } else { for (int i=0; i< ATR_PERIOD; i++) { int currentHighIndex = MathRound(((1440/2)/g_period)*i+(1440/g_period)); int currentLowIndex = MathRound(((1440/2)/g_period)*i+1); currentHigh = High[currentHighIndex]; currentLow = Low[currentLowIndex]; g_ATR += MathAbs(currentHigh-currentLow)/ATR_PERIOD; } } if( MathAbs( g_ATR ) < EPSILON ) { g_lastStatusID = STATUS_DIVIDE_BY_ZERO; return; } // The ATR is 0.0001 when initialization failure occurs. // See the EA setup video (26.09.10) for more details. if( ( MathAbs( g_ATR ) - 0.0001 ) < EPSILON ) { g_lastStatusID = STATUS_ATR_INIT_PROBLEM; return; } } void calculateContractSize() { g_contractSize = MarketInfo( Symbol(), MODE_LOTSIZE ); } void calculateTradeSize() { double atrForCalculation = g_ATR; if( isInstrumentJPY() ) atrForCalculation /= 100; if (STOP_LOSS != 0) g_tradeSize = ( RISK * 0.01 * AccountBalance() ) / ( g_contractSize * STOP_LOSS * atrForCalculation ); if (STOP_LOSS == 0) g_tradeSize = ( RISK * 0.01 * AccountBalance() ) / ( g_contractSize * 2 * atrForCalculation ); if(DISABLE_COMPOUNDING && STOP_LOSS != 0) g_tradeSize = ( RISK * 0.01 * g_initialBalance ) / ( g_contractSize * STOP_LOSS * atrForCalculation ); if(DISABLE_COMPOUNDING && STOP_LOSS == 0) g_tradeSize = ( RISK * 0.01 * g_initialBalance ) / ( g_contractSize * 2 * atrForCalculation ); if( g_tradeSize > g_maxTradeSize ) g_tradeSize = g_maxTradeSize; g_tradeSize = roundDouble(g_tradeSize); } void checkMinTradeSize() { if (g_tradeSize < g_minTradeSize) { g_lastStatusID = STATUS_BELOW_MIN_LOT_SIZE ; } } double calculateStopLossPrice( int orderType, double openPrice ) { double price = 0; switch( orderType ) { case OP_BUY: price = openPrice - pipsToPrice( g_stopLossPIPs ); break; case OP_SELL: price = openPrice + pipsToPrice( g_stopLossPIPs ); break; } // switch( orderType ) price = NormalizeDouble( price, g_brokerDigits ); if ( g_stopLossPIPs == 0 ) return(0); return (price); } double calculateTakeProfitPrice( int orderType, double openPrice ) { double price = 0.0; switch( orderType ) { case OP_BUY: price = openPrice + pipsToPrice( g_takeProfitPIPs ); break; case OP_SELL: price = openPrice - pipsToPrice( g_takeProfitPIPs ); break; } // switch( orderType ) price = NormalizeDouble( price, g_brokerDigits ); if ( g_takeProfitPIPs == 0 ) return(0); return (price); } void calculateSpreadPIPS() { g_spreadPIPs = MathAbs(Ask-Bid)*100 ; if( ( 5 == g_brokerDigits ) || ( 4 == g_brokerDigits ) ) { g_spreadPIPs *= 100; } } void calculateStopLossPIPs() { g_stopLossPIPs = 10000 * STOP_LOSS * g_ATR; if( g_stopLossPIPs < g_minimalStopPIPs ) { g_stopLossPIPs = g_minimalStopPIPs; } if( isInstrumentJPY() ) { g_stopLossPIPs /= 100; } } void adjustSlippage() { g_adjustedSlippage = SLIPPAGE; // Support 5 digit brokers if( ( 3 == g_brokerDigits ) || ( 5 == g_brokerDigits ) ) { g_adjustedSlippage *= 10; } } void calculateTakeProfitPIPs() { g_takeProfitPIPs = 10000 * TAKE_PROFIT * g_ATR; if( isInstrumentJPY() ) { g_takeProfitPIPs /= 100; } } double pipsToPrice( double pips ) { double calculationPIPs = pips; // Support 5 digit brokers if( ( 3 == g_brokerDigits ) || ( 5 == g_brokerDigits ) ) { calculationPIPs *= 10; } return (calculationPIPs * g_pipValue); } bool isInstrumentJPY() { int found = StringFind( Symbol(), "JPY", 0 ); if( found == -1 ) return (false); return (true); } int queryOrdersCount( int orderType ) { // The query function is used for counting particular sets of orders // for different purposes. It allows us to calculate amount of open longs, // shorts or pending orders. It also allows to retrieve the amount of all // the orders, opened by the expert by calling it with the QUERY_ALL argument. int query = QUERY_NONE, ordersCount = 0; switch( orderType ) { case OP_BUY: query = QUERY_LONGS_COUNT; break; case OP_SELL: query = QUERY_SHORTS_COUNT; break; case OP_BUYSTOP: query = QUERY_BUY_STOP_COUNT; break; case OP_SELLSTOP: query = QUERY_SELL_STOP_COUNT; break; case OP_SELLLIMIT: query = QUERY_SELL_LIMIT_COUNT; break; case OP_BUYLIMIT: query = QUERY_BUY_LIMIT_COUNT; break; case QUERY_ALL: // A case to count all orders query = QUERY_ALL ; break; } // switch( orderType ) int total = OrdersTotal() ; for ( int i = 0 ; i < total+1; i++) { if (!OrderSelect( i, SELECT_BY_POS, MODE_TRADES )) continue; if( ( OrderType() == OP_SELL ) && ( OrderMagicNumber() == INSTANCE_ID ) && ( ( QUERY_SHORTS_COUNT == query ) || ( query == QUERY_ALL ) ) ) { ordersCount++; } if( ( OrderType() == OP_BUY ) && ( OrderMagicNumber()== INSTANCE_ID ) && ( ( query == QUERY_LONGS_COUNT ) || ( query == QUERY_ALL ) ) ) { ordersCount++; } if( ( OrderType() == OP_SELLSTOP ) && ( OrderMagicNumber()== INSTANCE_ID ) && ( ( query == QUERY_SELL_STOP_COUNT ) || ( query == QUERY_ALL ) ) ) { ordersCount++; } if( ( OrderType() == OP_BUYSTOP ) && ( OrderMagicNumber()== INSTANCE_ID ) && ( ( query == QUERY_BUY_STOP_COUNT ) || ( query == QUERY_ALL ) ) ) { ordersCount++; } if( ( OrderType() == OP_SELLLIMIT ) && ( OrderMagicNumber()== INSTANCE_ID ) && ( ( query == QUERY_SELL_LIMIT_COUNT ) || ( query == QUERY_ALL ) ) ) { ordersCount++; } if( ( OrderType() == OP_BUYLIMIT ) && ( OrderMagicNumber() == INSTANCE_ID ) && ( ( query == QUERY_BUY_LIMIT_COUNT ) || ( query == QUERY_ALL ) ) ) { ordersCount++; } } return(ordersCount); } double roundDouble( double value ) { double roundedValue = 0.0; int roundingDigits = 0; double minimal_lot_step = MarketInfo(Symbol(), MODE_LOTSTEP) ; if (minimal_lot_step == 0.01) roundedValue = NormalizeDouble( value, 2 ); if (minimal_lot_step == 0.05) roundedValue = NormalizeDouble( MathFloor(value * 20 + 0.5) / 20, 2 ); if (minimal_lot_step == 0.1) roundedValue = NormalizeDouble( value, 1 ); return (roundedValue); } void calculateInstanceBalance() { g_instanceBalance = g_initialBalance; g_instancePL_UI = 0 ; int closedOrdersCount = OrdersHistoryTotal(); for( int i = 0; i < closedOrdersCount; i++ ) { OrderSelect( i, SELECT_BY_POS, MODE_HISTORY ); if( OrderMagicNumber() == INSTANCE_ID ) { g_instanceBalance += OrderProfit() + OrderSwap() ; g_instancePL_UI += OrderProfit() + OrderSwap() ; } } } int initUI() { // Displayed in the main chart window ObjectCreate( g_objGeneralInfo,OBJ_LABEL, 0, 0, 0 ); ObjectCreate( g_objTradeSize, OBJ_LABEL, 0, 0, 0 ); ObjectCreate( g_objStopLoss, OBJ_LABEL, 0, 0, 0 ); ObjectCreate( g_objTakeProfit, OBJ_LABEL, 0, 0, 0 ); ObjectCreate( g_objATR, OBJ_LABEL, 0, 0, 0 ); ObjectCreate( g_objPL, OBJ_LABEL, 0, 0, 0 ); ObjectCreate( g_objBalance, OBJ_LABEL, 0, 0, 0 ); ObjectCreate( g_objStatusPane, OBJ_LABEL, 0, 0, 0 ); // Bind to top left corner ObjectSet( g_objGeneralInfo,OBJPROP_CORNER, 0 ); ObjectSet( g_objTradeSize, OBJPROP_CORNER, 0 ); ObjectSet( g_objBalance, OBJPROP_CORNER, 0 ); ObjectSet( g_objStopLoss, OBJPROP_CORNER, 0 ); ObjectSet( g_objTakeProfit, OBJPROP_CORNER, 0 ); ObjectSet( g_objATR, OBJPROP_CORNER, 0 ); ObjectSet( g_objPL, OBJPROP_CORNER, 0 ); // Bind to bottom left corner ObjectSet( g_objStatusPane, OBJPROP_CORNER, 2 ); // Set X offset ObjectSet( g_objGeneralInfo,OBJPROP_XDISTANCE, g_baseXOffset ); ObjectSet( g_objTradeSize, OBJPROP_XDISTANCE, g_baseXOffset ); ObjectSet( g_objStopLoss, OBJPROP_XDISTANCE, g_baseXOffset ); ObjectSet( g_objTakeProfit, OBJPROP_XDISTANCE, g_baseXOffset ); ObjectSet( g_objBalance, OBJPROP_XDISTANCE, g_baseXOffset ); ObjectSet( g_objATR, OBJPROP_XDISTANCE, g_baseXOffset ); ObjectSet( g_objPL, OBJPROP_XDISTANCE, g_baseXOffset ); ObjectSet( g_objStatusPane, OBJPROP_XDISTANCE, g_baseXOffset ); // Prepare patterns name table ArrayResize( g_detectedPatternNames, 6 ); g_detectedPatternNames[ 0 ] = "Long entry pattern detected"; g_detectedPatternNames[ 1 ] = "Short entry pattern detected"; g_detectedPatternNames[ 2 ] = "Long exit pattern detected"; g_detectedPatternNames[ 3 ] = "Short exit pattern detected"; ArrayResize( g_statusMessages, 10); /* g_statusMessages[ STATUS_INVALID_BARS_COUNT ] = "Invalid bars count"; g_statusMessages[ STATUS_INVALID_TIMEFRAME ] = "Invalid timeframe, trading suspended"; g_statusMessages[ STATUS_DIVIDE_BY_ZERO ] = "ATR not initialized correctly (zero divide)"; g_statusMessages[ STATUS_ATR_INIT_PROBLEM ] = "ATR not initialized correctly"; g_statusMessages[ STATUS_TRADE_CONTEXT_BUSY ] = "Trade context busy (server issue)"; g_statusMessages[ STATUS_TRADING_NOT_ALLOWED] = "Trading not allowed (server issue)"; g_statusMessages[ STATUS_DUPLICATE_ID ] = "Trading Stopped, Duplicate ID" ; g_statusMessages[ STATUS_RUNNING_ON_DEFAULTS] = "Change to defaults, Instance IDs cannot be -1" ; g_statusMessages[ STATUS_BELOW_MIN_LOT_SIZE ] = "Lot size is below minimum (capital too low)" ; g_statusMessages[ STATUS_LIBS_NOT_ALLOWED ] = "Please allow external lib usage" ; g_statusMessages[ STATUS_NOT_ENOUGH_DATA ] = "Not enough data present on chart" ; g_statusMessages[ STATUS_SPREAD_TOO_HIGH ] = "Spread above allowed threshold" ; */ // Set severity status to default g_severityStatus = SEVERITY_INFO; return (0); } void updateUI() { updateStatusUI( false ); // General Info string text = "System created using Kantu, made by Daniel Fernandez, Asirikuy.com (C) 2013" ; ObjectSet( g_objGeneralInfo, OBJPROP_YDISTANCE, g_baseYOffset ); ObjectSetText( g_objGeneralInfo, text, FontSize, g_fontName, INFORMATION_COLOR ); // Trade size text = StringConcatenate( "Trade size: ", g_tradeSize ); ObjectSet( g_objTradeSize, OBJPROP_YDISTANCE, g_baseYOffset + FontSize * g_textDensingFactor ); ObjectSetText( g_objTradeSize, text, FontSize, g_fontName, INFORMATION_COLOR ); // Stop loss text = StringConcatenate( "Stop loss: ", g_stopLossPIPs ); ObjectSet( g_objStopLoss, OBJPROP_YDISTANCE, g_baseYOffset + FontSize * g_textDensingFactor*2 ); ObjectSetText( g_objStopLoss, text, FontSize, g_fontName, INFORMATION_COLOR ); // Take profit text = StringConcatenate( "Take profit: ", g_takeProfitPIPs ); ObjectSet( g_objTakeProfit, OBJPROP_YDISTANCE, g_baseYOffset + FontSize * g_textDensingFactor * 3 ); ObjectSetText( g_objTakeProfit, text, FontSize, g_fontName, INFORMATION_COLOR ); // ATR text = StringConcatenate( "ATR: ", g_ATR ); ObjectSet( g_objATR, OBJPROP_YDISTANCE, g_baseYOffset + FontSize * g_textDensingFactor * 4 ); ObjectSetText( g_objATR, text, FontSize, g_fontName, INFORMATION_COLOR ); // Profit/loss text = StringConcatenate( "Profit up until now is: ", g_instancePL_UI); ObjectSet( g_objPL, OBJPROP_YDISTANCE, g_baseYOffset + FontSize * g_textDensingFactor * 5 ); ObjectSetText( g_objPL, text, FontSize, g_fontName, INFORMATION_COLOR ); text = StringConcatenate( "Balance is: ", AccountBalance()); ObjectSet( g_objBalance, OBJPROP_YDISTANCE, g_baseYOffset + FontSize * g_textDensingFactor * 6 ); ObjectSetText( g_objBalance, text, FontSize, g_fontName, INFORMATION_COLOR ); // Update the window content WindowRedraw(); } void updateStatusUI( bool doRedraw ) { // The purpose of setting message to empty string // is to clean the screen from irrelevant info. string statusMessage = ""; color clr = CLR_NONE; switch( g_severityStatus ) { case SEVERITY_INFO: clr = INFORMATION_COLOR; if ( g_lastDetectedPatternID >= 0 ) statusMessage = g_detectedPatternNames[ g_lastDetectedPatternID ]; break; case SEVERITY_ERROR: switch( g_lastStatusID ) { case STATUS_INVALID_BARS_COUNT: case STATUS_INVALID_TIMEFRAME: statusMessage = g_statusMessages[ g_lastStatusID ]; break; case STATUS_LAST_ERROR: statusMessage = ErrorDescription( g_lastStatusID ); break; case STATUS_ATR_INIT_PROBLEM : statusMessage = g_statusMessages[ g_lastStatusID ]; break; case STATUS_DIVIDE_BY_ZERO : statusMessage = g_statusMessages[ g_lastStatusID ]; break; case STATUS_TRADE_CONTEXT_BUSY : statusMessage = g_statusMessages[ g_lastStatusID ]; break; case STATUS_DUPLICATE_ID : statusMessage = g_statusMessages[ g_lastStatusID ]; break; case STATUS_TRADING_NOT_ALLOWED : statusMessage = g_statusMessages[ g_lastStatusID ]; break; case STATUS_RUNNING_ON_DEFAULTS : statusMessage = g_statusMessages[ g_lastStatusID ]; break; case STATUS_BELOW_MIN_LOT_SIZE : statusMessage = g_statusMessages[ g_lastStatusID ]; break; case STATUS_LIBS_NOT_ALLOWED : statusMessage = g_statusMessages[ g_lastStatusID ]; break; case STATUS_NOT_ENOUGH_DATA : //statusMessage = g_statusMessages[ g_lastStatusID ]; break; case STATUS_SPREAD_TOO_HIGH : statusMessage = g_statusMessages[ g_lastStatusID ]; break; } // switch( g_lastStatusID ) if( g_lastError != statusMessage) { g_alertStatus = ALERT_STATUS_NEW ; } if(ALERT_STATUS_NEW == g_alertStatus) { Alert( statusMessage ); g_alertStatus = ALERT_STATUS_DISPLAYED ; g_lastError = statusMessage ; } clr = ERROR_COLOR; break; } // switch( g_severityStatus ) ObjectSet( g_objStatusPane, OBJPROP_YDISTANCE, g_baseYOffset ); ObjectSetText( g_objStatusPane, statusMessage, FontSize * 1.2, g_fontName, clr ); if( doRedraw ) { // Update the window content WindowRedraw(); } } void deinitUI() { ObjectDelete( g_objBalance ); ObjectDelete( g_objGeneralInfo ); ObjectDelete( g_objTradeSize ); ObjectDelete( g_objStopLoss ); ObjectDelete( g_objTakeProfit ); ObjectDelete( g_objATR ); ObjectDelete( g_objPL ); ObjectDelete( g_objStatusPane ); } void logOrderSendInfo( string commonInfo, double orderSize, double openPrice, int slippage, double stopLoss, double takeProfit, int errorCode ) { string info = StringConcatenate( commonInfo, "instrument: ", g_symbol, " order size: ", orderSize, " open price: ", openPrice, " slippage: ", slippage, " stop loss: ", stopLoss, " take profit: ", takeProfit ); Print( info ); if( ERR_NO_ERROR == errorCode ) return; Print( "Error info: ", errorCode, " description: ", ErrorDescription( errorCode ) ); } void logOrderModifyInfo( string commonInfo, int tradeTicket, double openPrice, double stopLoss, double takeProfit, int errorCode ) { string info = StringConcatenate( commonInfo, "instrument: ", g_symbol, " ticket: ", tradeTicket, " open price: ", openPrice, " stop loss: ", stopLoss, " take profit: ", takeProfit ); Print( info ); if( ERR_NO_ERROR == errorCode ) return; Print( "Error info: ", errorCode, " description: ", ErrorDescription( errorCode ) ); } void logOrderCloseInfo( string commonInfo, int orderTicket, int errorCode ) { string info = StringConcatenate( commonInfo, "instrument: ", g_symbol, " ticket: ", orderTicket ); Print( info ); if( ERR_NO_ERROR == errorCode ) return; Print( "Error info: ", errorCode, " description: ", ErrorDescription( errorCode ) ); }