[ea]2ma_divergencetrader_ron_mt4_v04.mq4

智能交易系统

/*
+--------+
|2MA Divergence Trader
+--------+
*/


// variables declared here are GLOBAL in scope

#property copyright "Ron Thompson"
#property link      "http://www.lightpatch.com/forex"

// user input
extern double Lots=0.1;                // how many lots to trade at a time 
extern int    Slippage=2;              // how many pips of slippage can you tolorate

extern int    Fast_TimeFrame=0;
extern int    Fast_Period=28;
extern int    Fast_Price = PRICE_OPEN;
extern int    Fast_Mode = MODE_SMA;
extern int    Fast_Shift=0;

extern int    Slow_TimeFrame=0;
extern int    Slow_Period=73;
extern int    Slow_Price = PRICE_OPEN;
extern int    Slow_Mode = MODE_SMA;
extern int    Slow_Shift=0;

extern double DVBuySell=0.002;

extern int    MAXTrades=5;             // number of trades to have open at once
extern double ProfitMade=100;          // how much money do you expect to make
extern double LossLimit=72;            // how much loss can you tolorate

extern int    TrailStop=999;           // trailing stop (999=no trailing stop)
extern int    PLBreakEven=999;         // set break even when this many pips are made (999=off)

extern int    StartHour=0;             // your local time to start making trades
extern int    StopHour=24;             // your local time to stop making trades

extern int    BasketProfit=9999;       // if equity reaches this level, close trades
extern int    BasketLoss=9999;         // if equity reaches this negative level, close trades

// naming and numbering
int      MagicNumber  = 200601182020; // allows multiple experts to trade on same account
string   TradeComment = "2MA_DivergenceTrader_04_";

// Bar handling
datetime bartime=0;                   // used to determine when a bar has moved
int      bartick=0;                   // number of times bars have moved
int      objtick=0;                   // used to draw objects on the chart
int      tickcount=0;

// Trade control
bool TradeAllowed=true;               // used to manage trades

// Min/Max tracking
double maxOrders;
double maxEquity;
double minEquity;
double CECount;
double CEProc;
double CEBuy;
double CESell;



//+-------------+
//| Custom init |
//|-------------+
// Called ONCE when EA is added to chart or recompiled

int init()
  {
   int    i;
   string o;
   
   //remove the old objects 
   for(i=0; i<Bars; i++) 
     {
      o=DoubleToStr(i,0);
      ObjectDelete("myx"+o);
      ObjectDelete("myz"+o);
     }
   objtick=0;

   Print("Init happened ",CurTime());
   Comment(" ");
  }

//+----------------+
//| Custom DE-init |
//+----------------+
// Called ONCE when EA is removed from chart

int deinit()
  {
   int    i;
   string o;
   //remove the old objects 
   
   for(i=0; i<Bars; i++) 
     {
      o=DoubleToStr(i,0);
      ObjectDelete("myx"+o);
      ObjectDelete("myz"+o);
     }
   objtick=0;
   
   Print("MAX number of orders ",maxOrders);
   Print("MAX equity           ",maxEquity);
   Print("MIN equity           ",minEquity);
   Print("Close Everything     ",CECount);
   Print("Close Proc           ",CEProc);
   Print("Proc Buy             ",CEBuy);
   Print("Proc Sell            ",CESell);
      
   Print("DE-Init happened ",CurTime());
   Comment(" ");
  }


//+-----------+
//| Main      |
//+-----------+
// Called EACH TICK and each Bar[]

int start()
  {

   double p=Point();
   double spread=Ask-Bid;
   
   int      cnt=0;
   int      gle=0;
   int      OrdersPerSymbol=0;
   int      OrdersBUY=0;
   int      OrdersSELL=0;
   
   int      iFileHandle;
  
   // stoploss and takeprofit and close control
   double SL=0;
   double TP=0;
   double CurrentProfit=0;
   double CurrentBasket=0;
   
   // direction control
   bool BUYme=false;
   bool SELLme=false;
   
   // Trade stuff
   double diverge;
      

   // bar counting
   if(bartime!=Time[0]) 
     {
      bartime=Time[0];
      bartick++; 
      objtick++;
      TradeAllowed=true;
      Print("Bartick=",bartick);
     }

   OrdersPerSymbol=0;
   for(cnt=OrdersTotal();cnt>=0;cnt--)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
        {
         OrdersPerSymbol++;
         if(OrderType()==OP_BUY) {OrdersBUY++;}
         if(OrderType()==OP_SELL){OrdersSELL++;}
        }
     }
   if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol;


   //+-----------------------------+
   //| Insert your indicator here  |
   //| And set either BUYme or     |
   //| SELLme true to place orders |
   //+-----------------------------+
   
   diverge=divergence(0);
   Comment("Current Divergence = ",diverge);
   if( diverge>=DVBuySell )        BUYme=true;
   if( diverge<=(DVBuySell*(-1)) ) SELLme=true;
   
   //+------------+
   //| End Insert |
   //+------------+

   //ENTRY LONG (buy, Ask) 
   if(OrdersPerSymbol<=MAXTrades && TradeAllowed && BUYme)
      {
       //Ask(buy, long)
      if(LossLimit ==0) SL=0; else SL=Ask-((LossLimit+7)*Point() );
      if(ProfitMade==0) TP=0; else TP=Ask+((ProfitMade+7)*Point() );
      OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,TradeComment,MagicNumber,White);
      gle=GetLastError();
      if(gle==0)
        {
         Print("BUY  Ask=",Ask," bartick=",bartick);
         ObjectCreate("myx"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], High[0]+(5*p));
         ObjectSetText("myx"+DoubleToStr(objtick,0),"B",15,"Arial",Red);
         bartick=0;
         TradeAllowed=false;
        }
         else 
        {
         Print("-----ERROR----- BUY  Ask=",Ask," error=",gle," bartick=",bartick);
        }
     }
        
   //ENTRY SHORT (sell, Bid)
   if(OrdersPerSymbol<=MAXTrades && TradeAllowed && SELLme )
     {
      //Bid (sell, short)
      if(LossLimit ==0) SL=0; else SL=Bid+((LossLimit+7)*Point() );
      if(ProfitMade==0) TP=0; else TP=Bid-((ProfitMade+7)*Point() );
      OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red);
      gle=GetLastError();
      if(gle==0)
        {
         Print("SELL Bid=",Bid," bartick=",bartick); 
         ObjectCreate("myx"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], High[0]+(5*p));
         ObjectSetText("myx"+DoubleToStr(objtick,0),"S",15,"Arial",Red);
         bartick=0;
         TradeAllowed=false;
        }
         else 
        {
         Print("-----ERROR----- SELL Bid=",Bid," error=",gle," bartick=",bartick);
        }
     }

     

   //Basket profit or loss
   CurrentBasket=AccountEquity()-AccountBalance();
   if(CurrentBasket>maxEquity) maxEquity=CurrentBasket;
   if(CurrentBasket<minEquity) minEquity=CurrentBasket;
   if( CurrentBasket>=BasketProfit || CurrentBasket<=(BasketLoss*(-1)) )
     {
      CloseEverything();
      CECount++;
     }

   // CLOSE order if profit target made
   for(cnt=0;cnt<OrdersTotal();cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber )
        {
        
         if(OrderType()==OP_BUY)
           {
            CurrentProfit=Bid-OrderOpenPrice() ;

            // modify for break even
            if (CurrentProfit >= PLBreakEven*p && OrderOpenPrice()>OrderStopLoss())
              {
               SL=OrderOpenPrice()+(spread*2);
               TP=OrderTakeProfit();
               OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White);
               gle=GetLastError();
               if(gle==0)
                 {