//+------------------------------------------------------------------+ //| BarTrader_EA.mq4 | //| Copyright © 2008 | //| Converted from mt3 by MrPip for yahoo group | /* Name := BARTRADER Author := FAB4X Link := http://www.FAB4X.com Notes := Use on 15 or 30m charts */ //+------------------------------------------------------------------+ #property copyright "Copyright © 2005, MrPip" #include extern int MagicNumberBase = 200000; extern int BuyGap = 17; extern int SellGap = 13; //+---------------------------------------------------+ //|Money Management | //+---------------------------------------------------+ extern string mm = "---Money Management---"; extern double Lots=1.0; extern double MaxLots = 100; extern bool UseMoneyManagement = true; // Change to false to shutdown money management controls. extern bool BrokerIsIBFX = false; extern string m1="Set mini and micro to false for standard account"; extern bool AccountIsMini = false; extern bool AccountIsMicro = false; extern string fm="UseFreeMargin = false to use Account Balance"; extern bool UseFreeMargin = false; extern double TradeSizePercent = 7.5; // Change to whatever percent of equity you wish to risk. extern bool BrokerPermitsFractionalLots = true; //+---------------------------------------------------+ //|Profit controls | //+---------------------------------------------------+ extern string st6 = "--Profit Controls--"; extern double StopLoss = 45; // Maximum pips willing to lose per position. extern int TakeProfit = 25; // Maximum profit level achieved. //***************************************************** // These inputs are used by the trailing stop function //***************************************************** extern string tsp0 = "--Trailing Stop Types--"; extern string tsp1 = " 1 = Trail immediately"; extern string tsp2 = " 2 = Wait to trail"; extern string tsp3 = " 3 = Uses 3 levels before trail"; extern bool UseTrailingStop = false; extern int TrailingStopType = 1; // Type 1 moves stop immediately, Type 2 waits til value of TS is reached extern string ts2 = "Settings for Type 2"; extern double TrailingStop = 40; // Change to whatever number of pips you wish to trail your position with. extern string ts3 = "Settings for Type 3"; extern double FirstMove = 20; // Type 3 first level pip gain extern double FirstStopLoss = 15; // Move Stop to Breakeven extern double SecondMove = 30; // Type 3 second level pip gain extern double SecondStopLoss = 20; // Move stop to lock is profit extern double ThirdMove = 40; // type 3 third level pip gain extern double TrailingStop3 = 20; // Move stop and trail from there extern int Slippage = 5; // Possible fix for not getting closed extern string sm0="--Trading Hours Filter--"; extern string sm1=" Times are GMT when UseDST=false"; extern string sm2="UseTradingHours - Enter 0 for false, 1 for true"; extern int UseTradingHours = 0; extern string sm4="TradeAsian - Enter 0 for false, 1 for true"; extern int TradeAsianMarket = 1; extern int AsianStart = 100; // Start trades after time extern int AsianStop = 300; // Stop trading after time extern string sm5="Trade Europe - Enter 0 for false, 1 for true"; extern int TradeEuropeanMarket = 1; extern int EurStart = 900; // Start trades after time extern int EurStop = 1100; // Stop trading after time extern string sm6="Trade NY - Enter 0 for false, 1 for true"; extern int TradeNewYorkMarket = 0; extern int NYStart = 1300; // Start trades after time extern int NYStop = 1500; // Stop trading after time bool YesStop; //+---------------------------------------------------+ //|General controls | //+---------------------------------------------------+ int MagicNumber=0; string setup; double lotMM; int TradesInThisSymbol; double myPoint; datetime vTime = 0; double myHigh,myLow,myClose,Pivot,BuyPrice,SellPrice; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- MagicNumber = MagicNumberBase + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period()); myPoint = SetPoint(Symbol()); Slippage = Slippage*myPoint; return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- double myStopLong, myStopShort; double myTakeLong, myTakeShort; // Check for valid inputs if (CheckValidUserInputs()) return(0); //+------------------------------------------------------------------+ //| Check for Open Position | //+------------------------------------------------------------------+ HandleOpenPositions(); // Check if any open positions were not closed TradesInThisSymbol = CheckOpenPositions(); //+------------------------------------------------------------------+ //| Check if OK to make new trades | //+------------------------------------------------------------------+ // Only allow 1 trade per Symbol if(TradesInThisSymbol > 0) { return(0);} YesStop = false; if (UseTradingHours == 1) { YesStop = CheckTradingTimes(); if (YesStop == true) { Comment ("Trading has been stopped - wrong time of day"); } else { Comment ("Trading has resumed - time is OK"); } } else Comment ("Trading Time Filter not in use"); if (YesStop == false) { myHigh=High[1]; myLow=Low[1]; myClose=Close[1]; Pivot = ( myHigh+myLow+myClose )/ 3 ; BuyPrice=Pivot+BuyGap*myPoint; SellPrice=Pivot-SellGap*myPoint; lotMM = GetLots(); ////////////////////////////////////////////////// // Open Trade at start of bar! ////////////////////////////////////////////////// if (vTime != Time[0]) { vTime = Time[0]; myStopLong = StopLong(BuyPrice,StopLoss,myPoint); myStopLong = ValidStopLoss(Symbol(), OP_BUY, Bid, myStopLong, myPoint); myTakeLong = TakeLong(BuyPrice,TakeProfit,myPoint); BuyPrice = NormalizeDouble( BuyPrice, Digits); myStopLong = NormalizeDouble( myStopLong, Digits); myTakeLong = NormalizeDouble( myTakeLong, Digits); OrderSend(Symbol(), OP_BUYSTOP,lotMM,BuyPrice,Slippage,myStopLong,myTakeLong, "", MagicNumber, 0, Blue); myStopShort = StopShort(SellPrice,StopLoss,myPoint); myStopShort = ValidStopLoss(Symbol(), OP_SELL, Ask, myStopShort, myPoint); myTakeShort = TakeShort(SellPrice,TakeProfit,myPoint); SellPrice = NormalizeDouble( SellPrice, Digits); myStopShort = NormalizeDouble( myStopShort, Digits); myTakeShort = NormalizeDouble( myTakeShort, Digits); OrderSend(Symbol(), OP_SELLSTOP,lotMM,SellPrice,Slippage,myStopShort,myTakeShort, "", MagicNumber, 0,Red); } } //---- return(0); } //+------------------------------------------------------------------+ //| Functions beyond this point should not need to be modified | //| Eventually will be placed in include file | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Check Open Position Controls | //+------------------------------------------------------------------+ int CheckOpenPositions() { int cnt, NumPositions; int NumBuyTrades, NumSellTrades; // Number of buy and sell trades in this symbol NumBuyTrades = 0; NumSellTrades = 0; for(cnt=OrdersTotal()-1;cnt>=0;cnt--) { OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES); if ( OrderSymbol() != Symbol()) continue; if ( OrderMagicNumber() != MagicNumber) continue; if(OrderType() == OP_BUY ) NumBuyTrades++; if(OrderType() == OP_SELL ) NumSellTrades++; } NumPositions = NumBuyTrades + NumSellTrades; return (NumPositions); } //+------------------------------------------------------------------+ //| Handle Open Positions | //| Check if any open positions need to be closed or modified | // Close Order after each bar! //+------------------------------------------------------------------+ int HandleOpenPositions() { int cnt; bool YesClose; double pt; for(cnt=OrdersTotal()-1;cnt>=0;cnt--) { OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES); if ( OrderSymbol() != Symbol()) continue; if ( OrderMagicNumber() != MagicNumber) continue; if(OrderType() == OP_BUY) { if (vTime != Time[0]) { CloseOrder(OrderTicket(),OrderLots(),Bid); } else { if (UseTrailingStop) { HandleTrailingStop(OP_BUY,OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); } } } if(OrderType() == OP_SELL) { if (vTime != Time[0]) { CloseOrder(OrderTicket(),OrderLots(),Ask); } else { if(UseTrailingStop) { HandleTrailingStop(OP_SELL,OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); } } } if (OrderType()==OP_BUYSTOP || OrderType()==OP_SELLSTOP) { if (vTime != Time[0]) OrderDelete(OrderTicket(),Brown); } } } //+------------------------------------------------------------------+ //| Close Open Position Controls | //| Try to close position 3 times | //+------------------------------------------------------------------+ void CloseOrder(int ticket,double numLots,double close_price) { int CloseCnt, err; // try to close 3 Times CloseCnt = 0; while (CloseCnt < 3) { if (OrderClose(ticket,numLots,close_price,Slippage,Violet)) { CloseCnt = 3; } else { err=GetLastError(); Print(CloseCnt," Error closing order : (", err , ") " + ErrorDescription(err)); if (err > 0) CloseCnt++; } } } //***************************************************** // This function is used by the trailing stop function //***************************************************** //+------------------------------------------------------------------+ //| Modify Open Position Controls | //| Try to modify position 3 times | //+------------------------------------------------------------------+ void ModifyOrder(int ord_ticket,double op, double price,double tp, color mColor) { int CloseCnt, err; CloseCnt=0; while (CloseCnt < 3) { if (OrderModify(ord_ticket,op,price,tp,0,mColor)) { CloseCnt = 3; } else { err=GetLastError(); Print(CloseCnt," Error modifying order : (", err , ") " + ErrorDescription(err)); if (err>0) CloseCnt++; } } } //+------------------------------------------------------------------+ //| HandleTrailingStop | //| Type 1 moves the stoploss without delay. | //| Type 2 waits for price to move the amount of the trailStop | //| before moving stop loss then moves like type 1 | //| Type 3 uses up to 3 levels for trailing stop | //| Level 1 Move stop to 1st level | //| Level 2 Move stop to 2nd level | //| Level 3 Trail like type 1 by fixed amount other than 1 | //| Possible future types | //| Type 4 uses 2 for 1, every 2 pip move moves stop 1 pip | //| Type 5 uses 3 for 1, every 3 pip move moves stop 1 pip | //+------------------------------------------------------------------+ int HandleTrailingStop(int type, int ticket, double op, double os, double tp) { double pt, TS=0, myAsk, myBid; if (type == OP_BUY) { myBid = MarketInfo(Symbol(),MODE_BID); switch(TrailingStopType) { case 1: pt = myPoint*StopLoss; if(myBid-os > pt) ModifyOrder(ticket,op,myBid-pt,tp, Aqua); break; case 2: pt = myPoint*TrailingStop; if(myBid-op > pt && os < myBid - pt) ModifyOrder(ticket,op,myBid - pt,tp, Aqua); break; case 3: if (myBid - op > FirstMove * myPoint) { TS = op + FirstMove*myPoint - FirstStopLoss * myPoint; if (os < TS) { ModifyOrder(ticket,op,TS,tp, Aqua); } } if (myBid - op > SecondMove * myPoint) { TS = op + SecondMove*myPoint - SecondStopLoss * myPoint; if (os < TS) { ModifyOrder(ticket,op,TS,tp, Aqua); } } if (myBid - op > ThirdMove * myPoint) { TS = myBid - TrailingStop3*myPoint; if (os < TS) { ModifyOrder(ticket,op,TS,tp, Aqua); } } break; } return(0); } if (type == OP_SELL) { myAsk = MarketInfo(Symbol(),MODE_ASK); switch(TrailingStopType) { case 1: pt = myPoint*StopLoss; if(os - myAsk > pt) ModifyOrder(ticket,op,myAsk+pt,tp, Aqua); break; case 2: pt = myPoint*TrailingStop; if(op - myAsk > pt && os > myAsk+pt) ModifyOrder(ticket,op,myAsk+pt,tp, Aqua); break; case 3: if (op - myAsk > FirstMove * myPoint) { TS = op - FirstMove * myPoint + FirstStopLoss * myPoint; if (os > TS) { ModifyOrder(ticket,op,TS,tp, Aqua); } } if (op - myAsk > SecondMove * myPoint) { TS = op - SecondMove * myPoint + SecondStopLoss * myPoint; if (os > TS) { ModifyOrder(ticket,op,TS,tp, Aqua); } } if (op - myAsk > ThirdMove * myPoint) { TS = myAsk + TrailingStop3 * myPoint; if (os > TS) { ModifyOrder(ticket,op,TS,tp, Aqua); } } break; } } return(0); } //+------------------------------------------------------------------+ //| Get number of lots for this trade | //+------------------------------------------------------------------+ double GetLots() { double lot; if(UseMoneyManagement == true) { lot = LotsOptimized(); } else { lot = Lots; } // Use at least 1 micro lot if (AccountIsMicro == true) { if (lot < 0.01) lot = 0.01; if (lot > MaxLots) lot = MaxLots * 100; if (BrokerIsIBFX == true) lot = lot * 10; return(lot); } // Use at least 1 mini lot if(AccountIsMini == true) { if (lot < 0.1) lot = 0.1; if (lot > MaxLots) lot = MaxLots; if (BrokerIsIBFX == true) lot = lot * 10; return(lot); } // Standard account if( BrokerPermitsFractionalLots == false) { if (lot >= 1.0) lot = MathFloor(lot); else lot = 1.0; } if (lot > MaxLots) lot = MaxLots; return(lot); } //+------------------------------------------------------------------+ //| Calculate optimal lot size | //+------------------------------------------------------------------+ double LotsOptimized() { double lot=Lots; //---- select lot size lot=NormalizeDouble(MathFloor(AccountFreeMargin()*TradeSizePercent/10000)/10,1); // lot at this point is number of standard lots // if (Debug) Print ("Lots in LotsOptimized : ",lot); // Check if mini or standard Account if(AccountIsMini) { lot = MathFloor(lot*10)/10; // Use at least 1 mini lot if(lot<0.1) lot=0.1; if (lot > MaxLots) lot = MaxLots; }else { if (lot < 1.0) lot = 1.0; if (lot > MaxLots) lot = MaxLots; } return(lot); } // Return true if time is not in session for trading bool CheckOutsideSession( int StartHour, int EndHour, int ct) { if(StartHour<=EndHour) { if(ct < StartHour || ct > EndHour) return(true) ; } else { if(ct > EndHour && ct < StartHour) return(true) ; } return(false) ; } bool CheckTradingTimes() { bool StopTrading; int ct; ct = Hour() * 100 + Minute(); StopTrading = true; // Check trading Asian Market if (TradeAsianMarket == 1) { StopTrading = CheckOutsideSession(AsianStart, AsianStop, ct); } if (StopTrading == true) { // Check trading European Market if (TradeEuropeanMarket == 1) { StopTrading = CheckOutsideSession(EurStart, EurStop, ct); } } if (StopTrading == true) { // Check trading New York Market if (TradeNewYorkMarket == 1) { StopTrading = CheckOutsideSession(NYStart, NYStop, ct); } } return(StopTrading); } double StopLong(double price,int stop, double mPoint) { if(stop==0) return(0); else return(price-(stop*mPoint)); } double StopShort(double price,int stop, double mPoint) { if(stop==0) return(0); else return(price+(stop*mPoint)); } double TakeLong(double price,int take, double mPoint) { if(take==0) return(0); else return(price+(take*mPoint)); } double TakeShort(double price,int take, double mPoint) { if(take==0) return(0); else return(price-(take*mPoint)); } double ValidStopLoss(string mySymbol, int type, double price, double SL, double mPoint) { double minstop; if (SL < 0.1) return(SL); minstop = MarketInfo(mySymbol,MODE_STOPLEVEL); if (type == OP_BUY) { if((price - SL) < minstop*mPoint) SL = price - minstop*mPoint; } if (type == OP_SELL) { if((SL-price) < minstop*mPoint) SL = price + minstop*mPoint; } return(SL); } //+------------------------------------------------------------------+ //| CheckValidUserInputs | //| Check if User Inputs are valid for ranges allowed | //| return true if invalid input, false otherwise | //| Also display an alert for invalid input | //+------------------------------------------------------------------+ bool CheckValidUserInputs() { if (CheckTrailingStopType(TrailingStopType)) { Alert("TrailingStopType( 1 to 3) You entered ",TrailingStopType); return(true); } } //+------------------------------------------------+ //| Check for valid TrailingStopType | //| | //| return true if invalid, false if OK | //+------------------------------------------------+ bool CheckTrailingStopType(int stop_type) { if (stop_type < 0 ) return(true); if (stop_type > 3) return(true); return(false); } int func_Symbol2Val(string symbol) { string mySymbol = StringSubstr(symbol,0,6); if(mySymbol=="AUDCAD") return(1); if(mySymbol=="AUDJPY") return(2); if(mySymbol=="AUDNZD") return(3); if(mySymbol=="AUDUSD") return(4); if(mySymbol=="CHFJPY") return(5); if(mySymbol=="EURAUD") return(6); if(mySymbol=="EURCAD") return(7); if(mySymbol=="EURCHF") return(8); if(mySymbol=="EURGBP") return(9); if(mySymbol=="EURJPY") return(10); if(mySymbol=="EURUSD") return(11); if(mySymbol=="GBPCHF") return(12); if(mySymbol=="GBPJPY") return(13); if(mySymbol=="GBPUSD") return(14); if(mySymbol=="NZDJPY") return(15); if(mySymbol=="NZDUSD") return(16); if(mySymbol=="USDCAD") return(17); if(mySymbol=="USDCHF") return(18); if(mySymbol=="USDJPY") return(19); Comment("unexpected Symbol"); return(999); } //+------------------------------------------------------------------+ //| Time frame interval appropriation function | //+------------------------------------------------------------------+ int func_TimeFrame_Const2Val(int Constant ) { switch(Constant) { case 1: // M1 return(1); case 5: // M5 return(2); case 15: return(3); case 30: return(4); case 60: return(5); case 240: return(6); case 1440: return(7); case 10080: return(8); case 43200: return(9); } } double SetPoint(string mySymbol) { double mPoint, myDigits; myDigits = MarketInfo (mySymbol, MODE_DIGITS); if (myDigits < 4) mPoint = 0.01; else mPoint = 0.0001; return(mPoint); } //+------------------------------------------------------------------+