| 1 | //+------------------------------------------------------------------+
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| 2 | //| Test.mq4 |
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| 3 | //| Chronos |
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| 4 | //| |
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| 5 | //+------------------------------------------------------------------+
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| 6 | #property copyright "Chronos"
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| 7 | #property link ""
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| 8 |
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| 9 | #define MAGICMA 1000000
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| 10 |
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| 11 | extern double Lots = 0.1;
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| 12 | extern double ShortMovingPeriod = 10;
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| 13 | extern double ShortMovingShift = 0;
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| 14 | extern double LongMovingPeriod = 60;
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| 15 | extern double LongMovingShift = 0;
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| 16 | extern double BaseTrailingStop = 100;
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| 17 | extern double TrailingStopPart = 0.6;
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| 18 | extern int MinBarsBetweenOrders = 10;
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| 19 |
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| 20 | /*
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| 21 | int MathSign(double Value)
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| 22 | {
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| 23 | if(Value > 0) return(1);
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| 24 | else if(Value < 0) return(-1);
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| 25 | else return(0);
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| 26 | }
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| 27 | */
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| 28 |
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| 29 | void Check()
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| 30 | {
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| 31 | double LongMovingAverage;
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| 32 | double ShortMovingAverage;
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| 33 | int Polarity;
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| 34 | int res;
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| 35 | static double LastMovingAverage;
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| 36 | static double LastDerivation;
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| 37 | double Derivation;
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| 38 | static bool PolarityChanged = false;
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| 39 | static int SameDirectionCount = 0;
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| 40 | static int LastPolarity;
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| 41 | static bool FirstStart = true;
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| 42 | double TrailingStop;
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| 43 | static datetime TimeLastOrder;
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| 44 |
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| 45 | // Go trading only for first tiks of new bar
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| 46 | if(Volume[0] > 1) return;
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| 47 |
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| 48 | // Get Moving Average
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| 49 | ShortMovingAverage = iMA(NULL, 0, ShortMovingPeriod, ShortMovingShift, MODE_SMA, PRICE_MEDIAN, 0);
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| 50 | LongMovingAverage = iMA(NULL, 0, LongMovingPeriod, LongMovingShift, MODE_SMA, PRICE_MEDIAN, 0);
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| 51 | if(ShortMovingAverage > LongMovingAverage) Polarity = 1; else Polarity = -1;
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| 52 | if((LastPolarity != Polarity) && (FirstStart == false)) PolarityChanged = true;
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| 53 |
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| 54 | /*
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| 55 | Derivation = MovingAverage - LastMovingAverage;
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| 56 | Print("Derivation: " + Derivation);
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| 57 | Comment("SameDirectionCount: " + SameDirectionCount);
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| 58 | if(MathSign(LastDerivation) == MathSign(Derivation)) SameDirectionCount++;
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| 59 | else {
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| 60 | LastChangeDirection = true;
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| 61 | SameDirectionCount = 0;
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| 62 | LastChangeMovingAverage = MovingAverage;
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| 63 | }
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| 64 | */
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| 65 | RefreshRates();
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| 66 |
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| 67 | // Sell conditions
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| 68 | for(int i=0; i < OrdersTotal(); i++)
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| 69 | {
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| 70 | if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == false) break;
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| 71 | if((OrderMagicNumber() != MAGICMA) || (OrderSymbol() != Symbol())) continue;
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| 72 |
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| 73 | if(OrderType() == OP_BUY)
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| 74 | {
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| 75 | TrailingStop = (Bid - OrderOpenPrice()) * TrailingStopPart + BaseTrailingStop * Point;
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| 76 | Print("TrailingStop: " + TrailingStop + ", OpenPrice: " + OrderOpenPrice() + ", Bid: " + Bid);
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| 77 | if(Bid > OrderStopLoss() + TrailingStop)
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| 78 | {
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| 79 | OrderModify(OrderTicket(), OrderOpenPrice(), Bid - TrailingStop, OrderTakeProfit(), 0, Green);
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| 80 | }
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| 81 | //if(PolarityChanged && (Polarity == -1))
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| 82 | // OrderClose(OrderTicket(), OrderLots(), Bid, 3, White);
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| 83 | }
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| 84 | if(OrderType() == OP_SELL)
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| 85 | {
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| 86 | TrailingStop = (OrderOpenPrice() - Ask) * TrailingStopPart + BaseTrailingStop * Point;
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| 87 | if(Ask < OrderStopLoss() - TrailingStop)
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| 88 | {
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| 89 | OrderModify(OrderTicket(), OrderOpenPrice(), Ask + TrailingStop, OrderTakeProfit(), 0, Green);
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| 90 | }
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| 91 | //if(PolarityChanged && (Polarity == 1))
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| 92 | // OrderClose(OrderTicket(), OrderLots(), Ask, 3, White);
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| 93 | }
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| 94 | }
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| 95 |
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| 96 | // Order conditions
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| 97 | //if(LastChangeDirection && (SameDirectionCount > 2))
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| 98 | if(PolarityChanged && ((TimeCurrent() - TimeLastOrder) > MinBarsBetweenOrders * (Time[0] - Time[1])))
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| 99 | {
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| 100 | if(Polarity == -1) res = OrderSend(Symbol(), OP_SELL, Lots, Bid, 3, Bid + BaseTrailingStop * Point, 0, "", MAGICMA, 0, Red);
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| 101 | if(Polarity == 1) res = OrderSend(Symbol(), OP_BUY, Lots, Ask, 3, Ask - BaseTrailingStop * Point, 0, "", MAGICMA, 0, Blue);
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| 102 | TimeLastOrder = TimeCurrent();
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| 103 | }
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| 104 | PolarityChanged = false;
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| 105 |
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| 106 | //LastShortMovingAverage = ShortMovingAverage;
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| 107 | //LastLongMovingAverage = LongMovingAverage;
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| 108 | LastPolarity = Polarity;
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| 109 | FirstStart = false;
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| 110 | }
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| 111 | int init()
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| 112 | {
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| 113 | return(0);
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| 114 | }
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| 115 |
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| 116 | int deinit()
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| 117 | {
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| 118 | return(0);
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| 119 | }
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| 120 |
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| 121 | int start()
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| 122 | {
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| 123 | if((Bars < 100) || (IsTradeAllowed() == false)) return;
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| 124 | Check();
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| 125 | return(0);
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| 126 | }
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| 127 |
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