| 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 20050610
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| 10 |
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| 11 | extern double Lots = 0.1;
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| 12 | extern double MaximumRisk = 0.02;
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| 13 | extern double DecreaseFactor = 3;
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| 14 | extern double MovingPeriod = 30;
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| 15 | extern double MovingShift = 0;
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| 16 | extern double MinDerivation = 0.0002;
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| 17 | extern double MinimumDistance = 0.04;
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| 18 |
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| 19 | int MathSign(double Value)
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| 20 | {
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| 21 | if(Value > 0) return(1);
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| 22 | else if(Value < 0) return(-1);
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| 23 | else return(0);
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| 24 | }
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| 25 |
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| 26 | void Check()
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| 27 | {
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| 28 | double MovingAverage;
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| 29 | int res;
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| 30 | static double LastMovingAverage;
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| 31 | static double LastDerivation;
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| 32 | double Derivation;
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| 33 | static bool LastChangeDirection = false;
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| 34 | static int SameDirectionCount = 0;
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| 35 | static double LastChangeMovingAverage;
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| 36 |
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| 37 | // Go trading only for first tiks of new bar
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| 38 | if(Volume[0] > 1) return;
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| 39 |
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| 40 | // Get Moving Average
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| 41 | MovingAverage = iMA(NULL, 0, MovingPeriod, MovingShift, MODE_SMA, PRICE_CLOSE, 0);
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| 42 | Derivation = MovingAverage - LastMovingAverage;
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| 43 | Print("Derivation: " + Derivation);
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| 44 | Comment("SameDirectionCount: " + SameDirectionCount);
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| 45 | if(MathSign(LastDerivation) == MathSign(Derivation)) SameDirectionCount++;
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| 46 | else {
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| 47 | LastChangeDirection = true;
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| 48 | SameDirectionCount = 0;
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| 49 | LastChangeMovingAverage = MovingAverage;
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| 50 | }
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| 51 |
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| 52 | // Sell conditions
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| 53 | for(int i=0; i < OrdersTotal(); i++)
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| 54 | {
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| 55 | if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == false) break;
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| 56 | if((OrderMagicNumber() != MAGICMA) || (OrderSymbol() != Symbol())) continue;
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| 57 |
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| 58 | if(OrderType() == OP_BUY)
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| 59 | {
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| 60 | if(LastChangeDirection)
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| 61 | OrderClose(OrderTicket(), OrderLots(), Bid, 3, White);
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| 62 | }
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| 63 | if(OrderType() == OP_SELL)
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| 64 | {
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| 65 | if(LastChangeDirection)
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| 66 | OrderClose(OrderTicket(), OrderLots(), Ask, 3, White);
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| 67 | }
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| 68 | }
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| 69 |
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| 70 | // Order conditions
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| 71 | //if(LastChangeDirection && (SameDirectionCount > 2))
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| 72 | if(LastChangeDirection && (MathAbs(MovingAverage - LastChangeMovingAverage) > MinimumDistance))
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| 73 | {
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| 74 | if(MathSign(Derivation) == -1) res = OrderSend(Symbol(), OP_SELL, Lots, Bid, 3, 0, 0, "", MAGICMA, 0, Red);
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| 75 | if(MathSign(Derivation) == 1) res = OrderSend(Symbol(), OP_BUY, Lots, Ask, 3, 0, 0, "", MAGICMA, 0, Blue);
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| 76 | LastChangeDirection = false;
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| 77 | }
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| 78 |
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| 79 | LastMovingAverage = MovingAverage;
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| 80 | LastDerivation = Derivation;
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| 81 | }
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| 82 | int init()
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| 83 | {
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| 84 | return(0);
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| 85 | }
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| 86 |
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| 87 | int deinit()
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| 88 | {
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| 89 | return(0);
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| 90 | }
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| 91 |
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| 92 | int start()
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| 93 | {
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| 94 | if((Bars < 100) || (IsTradeAllowed() == false)) return;
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| 95 | Check();
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| 96 | return(0);
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| 97 | }
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| 98 |
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