//+------------------------------------------------------------------+
//| MA+ATR.mq4 |
//| Copyright 2018,海外FX口座でFXMT4自動売買に挑戦！ |
//| http://trading-fx.blog.jp/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018,海外FX口座でFXMT4自動売買に挑戦！"
#property link "http://trading-fx.blog.jp/"
#property description "MA+ATR"
#define MAGICMA 20180531
//--- Inputs
input double Lots =0.1;
input double MaximumRisk =0.02;
input double DecreaseFactor=3;
input int MovingPeriodS =7;
input int MovingPeriodL =22;
input int MovingShift =0;
input int ATRperiod =8;
input double ATRLevel =0.1;
input double stoploss =2.5;
input double takeprofit =2.5;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//---
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//--- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//--- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//--- calcuulate number of losses orders without a break
if(DecreaseFactor>0)
{
for(int i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false)
{
Print("Error in history!");
break;
}
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL)
continue;
//---
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1)
lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
//--- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double maS0;
double maS1;
double maL0;
double maL1;
double ATR;
int res;
//--- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//--- get Moving Average
maS0=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,0);
maS1=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,1);
maL0=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,0);
maL1=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,1);
ATR=iATR(NULL,0,ATRperiod,0);
//--- sell conditions
if(maS1>maL1 && maS0<maL0 && ATRLevel<ATR)
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+stoploss*ATR,Bid-takeprofit*ATR,"",MAGICMA,0,Red);
return;
}
//--- buy conditions
if(maS1<maL1 && maS0>maL0 && ATRLevel<ATR)
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-stoploss*ATR,Ask+takeprofit*ATR,"",MAGICMA,0,Blue);
return;
}
//---
}
//+------------------------------------------------------------------+
//| OnTick function |
//+------------------------------------------------------------------+
void OnTick()
{
//--- check for history and trading
if(Bars<100 || IsTradeAllowed()==false)
return;
//--- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
//---
}
//+------------------------------------------------------------------+
//--- Inputs
input double Lots =0.1;
input double MaximumRisk =0.02;
input double DecreaseFactor=3;
input int MovingPeriodS =7;
input int MovingPeriodL =21;
input int MovingShift =6;
input int RSIL =30;
input int RSIH =70;
input int RSIPeriod =14;
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double maS0;
double maS1;
double maL0;
double maL1;
double RSI;
int res;
//--- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//--- get Moving Average
maS0=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,0);
maS1=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,1);
maL0=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,0);
maL1=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,1);
RSI=iRSI(NULL,0,RSIPeriod,PRICE_CLOSE,1);
//--- sell conditions
if(maS1>maL1 && maS0<maL0 && RSI>RSIH)
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
return;
}
//--- buy conditions
if(maS1<maL1 && maS0>maL0 && RSI<RSIL)
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
return;
}
//---
}//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
double maS0;
double maS1;
double maL0;
double maL1;
double RSI;
//--- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//--- get Moving Average
maS0=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,0);
maS1=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,1);
maL0=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,0);
maL1=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,1);
RSI=iRSI(NULL,0,RSIPeriod,PRICE_CLOSE,1);
//---
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//--- check order type
if(OrderType()==OP_BUY)
{
if(maS1>maL1 && maS0<maL0 && RSI>RSIH)
{
if(!OrderClose(OrderTicket(),OrderLots(),Bid,3,White))
Print("OrderClose error ",GetLastError());
}
break;
}
if(OrderType()==OP_SELL)
{
if(maS1<maL1 && maS0>maL0 && RSI<RSIL)
{
if(!OrderClose(OrderTicket(),OrderLots(),Ask,3,White))
Print("OrderClose error ",GetLastError());
}
break;
}
}
//---
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double maS0;
double maS1; double maL0; double maL1; int res;
//--- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//--- get Moving Average
maS0=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,0); maS1=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,1); maL0=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,0); maL1=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,1);//--- sell conditions
if(maS1>maL1 && maS0<maL0) {
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
return;
}
//--- buy conditions
if(maS1<maL1 && maS0>maL0) {
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
return;
}
//---
}これの二か所を変えます。//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double maS0;
double maS1; double maL0; double maL1; int res;
//--- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//--- get Moving Average
maS0=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,0); maS1=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,1); maL0=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,0); maL1=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,1);//--- sell conditions
if(maS1<maL1 && maS0>maL0) {
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
return;
}
//--- buy conditions
if(maS1>maL1 && maS0<maL0) {
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
return;
}
//---
}//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
double maS0;
double maS1;
double maL0;
double maL1;
//--- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//--- get Moving Average maS0=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,0);
maS1=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,1);
maL0=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,0);
maL1=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,1);
//---
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//--- check order type
if(OrderType()==OP_BUY)
{
if(maS1>maL1 && maS0<maL0)
{
if(!OrderClose(OrderTicket(),OrderLots(),Bid,3,White))
Print("OrderClose error ",GetLastError());
}
break;
}
if(OrderType()==OP_SELL)
{
if(maS1<maL1 && maS0>maL0)
{
if(!OrderClose(OrderTicket(),OrderLots(),Ask,3,White))
Print("OrderClose error ",GetLastError());
}
break;
}
}
//---
}これも二か所変えます。//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
double maS0;
double maS1;
double maL0;
double maL1;
//--- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//--- get Moving Average maS0=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,0);
maS1=iMA(NULL,0,MovingPeriodS,MovingShift,MODE_SMA,PRICE_CLOSE,1);
maL0=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,0);
maL1=iMA(NULL,0,MovingPeriodL,MovingShift,MODE_SMA,PRICE_CLOSE,1);
//---
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//--- check order type
if(OrderType()==OP_BUY)
{
if(maS1<maL1 && maS0>maL0)
{
if(!OrderClose(OrderTicket(),OrderLots(),Bid,3,White))
Print("OrderClose error ",GetLastError());
}
break;
}
if(OrderType()==OP_SELL)
{
if(maS1>maL1 && maS0<maL0)
{
if(!OrderClose(OrderTicket(),OrderLots(),Ask,3,White))
Print("OrderClose error ",GetLastError());
}
break;
}
}
//---
}