ich weiß nicht ob dieser EA schon bekannt ist, allerdings fand ich ihn sehr interessant. Was mir allerdings fehlt ist ein Stop Loss. Ich habe daher versucht einen Stop Loss zu integrieren allerdings schiebt er mir den Stop Loss ins Minus.
Code:
#property copyright "Fracture"
#property link "Fracture"
#define MAGIC 20130704
extern string TOOLS = ".............................................................................................................";
extern bool CloseAll = false;
extern bool ContinueTrading = true;
extern string TRADING = ".............................................................................................................";
extern int QueryHistory = 12;
extern int StartTrades = 6;
extern double BasketProfit = 3;
extern double OpenProfit = 1.3;
extern double TradeSpace = 1.1;
extern double RangingMarket = 0.5;
extern double Aggressive = 8;
extern double DynamicSlippage = 1;
extern double MinProfit = 0.5;
extern double TurboStart = 0.07;
extern double TrendReversal = 0.15;
extern string RISK = ".............................................................................................................";
extern int MaxTrades = 13;
extern double BaseLotSize = 0.01;
extern double RangeUsage = 0.15;
extern double TrendUsage = 0.08;
extern string INDICATOR_ATR = ".............................................................................................................";
extern int ATRTimeFrame = 0;
extern int ATRPeriod = 14;
extern int ATRShift = 0;
extern string INDICATOR_MA = ".............................................................................................................";
extern int MATimeFrame = 0;
extern int MA1Period = 5;
extern int MA2Period = 9;
extern int MA3Period = 22;
extern int MMAShift = 0;
extern int MAShift = 0;
extern string INDICATOR_ADX = ".............................................................................................................";
extern double ADXLine = 40;
extern int ADXTimeFrame = 0;
extern int ADXPeriod = 22;
extern int ADXShift = 0;
extern string INDICATOR_FRACTAL = ".............................................................................................................";
extern int FractalTimeFrame = 0;
extern int FractalShift = 1;
extern int FractalBars = 5;
double slippage, marginRequirement, lotSize, recentProfit, lastProfit, totalHistoryProfit, totalProfit, totalLoss, symbolHistory,
eATR, eATRPrev, eADX, MA1Cur, MA2Cur, MA3Cur, MA1Prev, MA2Prev, MA3Prev ;
int digits, totalTrades;
int totalHistory = 100;
double pipPoints = 0.00010;
double fractalUpPrice = 0 ;
double fractalDownPrice = 0;
bool nearLongPosition = false;
bool nearShortPosition = false;
double trendStrength = 0;
double drawdown = 0;
bool longTrendUp = false;
bool longTrendDown = false;
bool shortTrendUp = false;
bool shortTrendDown = false;
bool rangingMarket = false;
string display = "\n";
int init(){
prepare() ;
return( 0 );
}
double marginCalculate( string symbol, double volume ){
return ( MarketInfo( symbol, MODE_MARGINREQUIRED ) * volume ) ;
}
void lotSize(){
slippage = NormalizeDouble( ( eATR / pipPoints ) * DynamicSlippage, 1 );
marginRequirement = marginCalculate( Symbol(), BaseLotSize );
if( MathAbs( MA2Cur - MA3Cur ) != 0 ) trendStrength = MathAbs( MA1Cur - MA3Cur ) / MathAbs( MA2Cur - MA3Cur );
drawdown = 1 - AccountEquity() / AccountBalance();
if( rangingMarket ) lotSize = NormalizeDouble( ( AccountFreeMargin() * RangeUsage / marginRequirement ) * BaseLotSize , 2 ) ;
else lotSize = NormalizeDouble( ( AccountFreeMargin() * TrendUsage / marginRequirement ) * BaseLotSize, 2 ) ;
if( lotSize < 0.01 ) lotSize = 0.01;
}
void setPipPoint(){
digits = MarketInfo( Symbol(), MODE_DIGITS );
if( digits == 3 ) pipPoints = 0.010;
else if( digits == 5 ) pipPoints = 0.00010;
}
void closeAll( string type = "none" ){
for( int i = 0; i < OrdersTotal(); i++ ) {
if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
if( OrderSymbol() == Symbol() ){
RefreshRates();
if( ( OrderStopLoss() == 0 && OrderProfit() > 0 && type == "profits" ) || type == "none" ){
if( OrderType() == OP_BUY ) OrderClose( OrderTicket(), OrderLots(), Bid, slippage );
if( OrderType() == OP_SELL ) OrderClose( OrderTicket(), OrderLots(), Ask, slippage );
}
}
}
}
void prepareFractals(){
fractalUpPrice = 0;
fractalDownPrice = 0;
for( int i = 0; i < FractalBars; i++ ){
double ifractalUp = iFractals( NULL, 0, MODE_UPPER, i );
double ifractalDown = iFractals( NULL, 0, MODE_LOWER, i );
if( ifractalUp > 0 && Open[i] > Open[0] ){
if( Open[i] > Close[i] ) fractalUpPrice = Open[i];
else fractalUpPrice = Close[i];
} else if( ifractalDown > 0 && Open[i] < Open[0] ){
if( Open[i] < Close[i] ) fractalDownPrice = Open[i];
else fractalDownPrice = Close[i];
}
}
}
void update(){
display = "";
display = display + " Trade Space: " + DoubleToStr( TradeSpace * eATR / pipPoints, 1 ) + "pips";
display = display + " Lot Size: " + DoubleToStr( lotSize, 2 );
display = display + "\n\n Trend Strength: " + DoubleToStr( trendStrength, 2 );
display = display + " Ranging: " + DoubleToStr( rangingMarket, 0 );
display = display + "\n Bull: " + DoubleToStr( longTrendUp, 0 );
display = display + " Bullish: " + DoubleToStr( shortTrendUp, 0 ) ;
display = display + " Bearish: " + DoubleToStr( shortTrendDown, 0 );
display = display + " Bear: " + DoubleToStr( longTrendDown, 0 );
display = display + "\n\n Draw Down: " + DoubleToStr( drawdown, 2 );
display = display + " Open Trades: " + DoubleToStr( totalTrades, 0 ) + " (" + DoubleToStr( MaxTrades, 0 ) + ")";
display = display + "\n Profit: " + DoubleToStr( totalProfit, 2 );
display = display + " Loss: " + DoubleToStr( totalLoss, 2 );
display = display + " History: " + DoubleToStr( totalHistoryProfit, 2 );
Comment( display );
}
void prepareHistory(){
symbolHistory = 0;
totalHistoryProfit = 0;
for( int iPos = OrdersHistoryTotal() - 1 ; iPos > ( OrdersHistoryTotal() - 1 ) - totalHistory; iPos-- ){
OrderSelect( iPos, SELECT_BY_POS, MODE_HISTORY ) ;
double QueryHistoryDouble = ( double ) QueryHistory;
if( symbolHistory >= QueryHistoryDouble ) break;
if( OrderSymbol() == Symbol() ){
totalHistoryProfit = totalHistoryProfit + OrderProfit() ;
symbolHistory = symbolHistory + 1 ;
}
}
}
void preparePositions() {
nearLongPosition = false;
nearShortPosition = false;
totalTrades = 0;
totalProfit = 0;
totalLoss = 0;
for( int i = 0 ; i < OrdersTotal() ; i++ ) {
if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
if(OrderSymbol() == Symbol()){totalTrades = totalTrades + 1;}
if( OrderSymbol() == Symbol() && OrderStopLoss() == 0 ) {
if( rangingMarket && eADX < ADXLine ){
if( OrderType() == OP_BUY && MathAbs( OrderOpenPrice() - Ask ) < eATR * TradeSpace ) nearLongPosition = true ;
if( OrderType() == OP_SELL && MathAbs( OrderOpenPrice() - Bid ) < eATR * TradeSpace ) nearShortPosition = true ;
} else {
if( OrderType() == OP_BUY && MathAbs( OrderOpenPrice() - Ask ) < eATR * TradeSpace / Aggressive ) nearLongPosition = true ;
if( OrderType() == OP_SELL && MathAbs( OrderOpenPrice() - Bid ) < eATR * TradeSpace / Aggressive ) nearShortPosition = true ;
}
if( OrderProfit() > 0 ) totalProfit = totalProfit + OrderProfit();
else totalLoss = totalLoss + OrderProfit();
}
}
}
void prepareIndicators(){
eATR = iATR( NULL, ATRTimeFrame, ATRPeriod, ATRShift );
eATRPrev = iATR( NULL, ATRTimeFrame, ATRPeriod, ATRShift + 1 );
eADX = iADX( NULL, ADXTimeFrame, MA1Period, PRICE_MEDIAN, MODE_MAIN, ADXShift );
MA1Cur = iMA( NULL, MATimeFrame, MA1Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift );
MA2Cur = iMA( NULL, MATimeFrame, MA2Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift );
MA3Cur = iMA( NULL, MATimeFrame, MA3Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift );
MA1Prev = iMA( NULL, MATimeFrame, MA1Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift + 1 );
MA2Prev = iMA( NULL, MATimeFrame, MA2Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift + 1 );
MA3Prev = iMA( NULL, MATimeFrame, MA3Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift + 1 );
}
void prepare(){
prepareIndicators();
prepareFractals();
setPipPoint();
prepareHistory();
preparePositions();
prepareTrend();
lotSize();
update() ;
}
void openPosition(){
int type = -1;
if( eADX < ADXLine ){
if( Close[0] >= fractalUpPrice && Close[0] >= MA1Cur ) type = OP_BUY;
else if( Close[0] <= fractalDownPrice && Close[0] <= MA1Cur) type = OP_SELL;
}
if( rangingMarket && eADX < ADXLine ){
if( !nearLongPosition && type == OP_BUY ) OrderSend( Symbol(), type , lotSize, Ask, slippage, 0, 0, "default", MAGIC ) ;
else if( !nearShortPosition && type == OP_SELL ) OrderSend( Symbol(), type , lotSize, Bid, slippage, 0, 0, "default", MAGIC ) ;
} else {
if( totalTrades > 0 && eADX > ADXLine && drawdown > TurboStart ){
if( drawdown > TrendReversal ){
if( Close[0] <= MA1Cur && MA2Cur <= MA3Cur && Close[0] < Open[0] ) type = OP_SELL;
else if( Close[0] >= MA1Cur && MA2Cur >= MA3Cur && Close[0] > Open[0] ) type = OP_BUY;
} else {
if( Close[0] <= MA1Cur && MA2Cur <= MA3Cur && Close[0] < Open[0] ) type = OP_BUY;
else if( Close[0] >= MA1Cur && MA2Cur >= MA3Cur && Close[0] > Open[0] ) type = OP_SELL;
}
if( !nearLongPosition && type == OP_BUY ) OrderSend( Symbol(), type , lotSize, Ask, slippage, 0, 0, "scalp", MAGIC ) ;
else if( !nearShortPosition && type == OP_SELL ) OrderSend( Symbol(), type , lotSize, Bid, slippage, 0, 0, "scalp", MAGIC ) ;
}
}
if( totalTrades < 1 - ( StartTrades / MaxTrades ) || totalTrades == 0 ){
if( drawdown < TrendReversal ){
if( !nearLongPosition && totalTrades == 0 && type == -1 && ( ( eADX > ADXLine ) || ( eADX < ADXLine && Close[0] < Open[0] ) ) ) OrderSend( Symbol(), OP_BUY, lotSize, Ask, slippage, 0, 0, "scalp", MAGIC );
else if( !nearShortPosition && totalTrades == 0 && type == -1 && ( ( eADX > ADXLine ) ) || ( eADX < ADXLine && Close[0] > Open[0] ) ) OrderSend( Symbol(), OP_SELL, lotSize, Bid, slippage, 0, 0, "scalp", MAGIC );
} else {
if( !nearLongPosition && totalTrades == 0 && type == -1 && ( ( eADX > ADXLine ) || ( eADX < ADXLine && Close[0] < Open[0] ) ) ) OrderSend( Symbol(), OP_BUY, lotSize, Ask, slippage, 0, 0, "default", MAGIC );
else if( !nearShortPosition && totalTrades == 0 && type == -1 && ( ( eADX > ADXLine ) ) || ( eADX < ADXLine && Close[0] > Open[0] ) ) OrderSend( Symbol(), OP_SELL, lotSize, Bid, slippage, 0, 0, "default", MAGIC );
}
}
}
void prepareTrend(){
if( MathAbs( MA2Cur - MA3Cur ) < eATR * RangingMarket ) {
rangingMarket = true ;
shortTrendUp = false ;
shortTrendDown = false ;
longTrendUp = false ;
longTrendDown = false ;
} else {
if( MA1Cur > MA2Cur && MA1Cur > MA1Prev && MA2Cur > MA2Prev ) shortTrendUp = true ;
else shortTrendUp = false ;
if( MA1Cur < MA2Cur && MA1Cur < MA1Prev && MA2Cur < MA2Prev ) shortTrendDown = true ;
else shortTrendDown = false ;
if( MA2Cur > MA3Cur && MA2Cur > MA2Prev && MA3Cur > MA3Prev ) longTrendUp = true ;
else longTrendUp = false ;
if( MA2Cur < MA3Cur && MA2Cur < MA2Prev && MA3Cur < MA3Prev ) longTrendDown = true ;
else longTrendDown = false ;
if( shortTrendUp || shortTrendDown || longTrendUp || longTrendDown ) rangingMarket = false ;
else rangingMarket = true ;
}
}
void managePositions(){
if( ( totalHistoryProfit < 0 || totalTrades == 1 ) && MathAbs( totalHistoryProfit ) < totalProfit * BasketProfit ) closeAll( "profits" );
else if( totalTrades > 1 && totalProfit > MathAbs( totalLoss ) * OpenProfit ) closeAll();
else {
for( int i = 0 ; i < OrdersTotal() ; i++ ) {
if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
if( OrderSymbol() == Symbol() && OrderComment() == "scalp" ) {
if( OrderType() == OP_BUY && Bid > OrderOpenPrice() && MathAbs( Bid - OrderOpenPrice() ) > MinProfit * eATR )
OrderClose( OrderTicket(), OrderLots(), Bid, slippage );
else if( OrderType() == OP_SELL && Ask < OrderOpenPrice() && MathAbs( OrderOpenPrice() - Ask ) > MinProfit * eATR )
OrderClose( OrderTicket(), OrderLots(), Ask, slippage );
}
}
}
}
// Eigener Code
extern string AboutAutostop="Automatically sets take profit and stop loss calcul with inital cost on all trades multisymbol";
extern bool MonitorTakeProfit=true;
extern bool MonitorStopLoss=true;
extern double TakeProfit=15;
extern double StopLoss=20;
void StopLossStart()
{
int digits=MarketInfo("EURUSD",MODE_DIGITS);
if(digits==5){int StopMultd=10;} else{StopMultd=1;}
double TP=NormalizeDouble(TakeProfit*StopMultd,Digits);
double SL=NormalizeDouble(StopLoss*StopMultd,Digits);
double slb=0;
double sls=0;
double tpb=0;
double tps=0;
if(OrdersTotal()>0){
for(int i=1; i<=OrdersTotal(); i++) // Cycle searching in orders
{
if (OrderSelect(i-1,SELECT_BY_POS)==true) // If the next is available
{
TP=NormalizeDouble(TakeProfit*StopMultd,Digits);
SL=NormalizeDouble(StopLoss*StopMultd,Digits);
if((OrderType()==OP_BUY)&&((OrderTakeProfit()==0)))
{
slb=NormalizeDouble(OrderOpenPrice()-SL*Point,Digits);
tpb=NormalizeDouble(OrderOpenPrice()+TP*Point,Digits);
OrderModify(OrderTicket(),0,slb,tpb,0,CLR_NONE);
}
if((OrderType()==OP_SELL)&&(OrderTakeProfit()==0))
{
sls=NormalizeDouble(OrderOpenPrice()+SL*Point,Digits);
tps=NormalizeDouble(OrderOpenPrice()-TP*Point,Digits);
OrderModify(OrderTicket(),0,sls,tps,0,CLR_NONE);
}
}
}
}
}
// Eigener Code Ende
int start() {
prepare() ;
StopLossStart();
if( CloseAll ) closeAll() ;
else {
if( ( ContinueTrading || ( !ContinueTrading && totalTrades > 0 ) ) && ( totalTrades < MaxTrades || MaxTrades == 0 ) ) openPosition() ;
managePositions() ;
}
return( 0 ) ;
}