//+------+
//|BollTrade
//+------+
#property copyright "Ron Thompson"
#property link "http://www.lightpatch.com/forex"
//3g - added refreshrates in order close sections matching the order open sections
//3g - changed CurrTime in logwrite() to gregorian format
//3g - changed TradeComment and MagicNumber
//3g - changed logging and logerrs default to true
//3g - added logwrite of blank line when opening orders to create visual seperation in log
//3g - added logwrite of data excursions outside upper and lower bollinger bands
//3g - cleaned up some blank line spacing
//3g - added halfPip variable, but not using it just yet
//3h - changed LossLimit to 39(+1) and BDistance to 14(-1)
//3h - added 500mS delay after order errors
//3h - added Compounding to increase orders as peak rises. (Wow!)
//3h - no longer using TradeAllowed on a per-bar basis
//3h - no longer using OnlyOneOrder
//3h - removed halfpip
//3h - added Comment to tell the EA is alive
/*v3h2 is v3h with absolutely nothing changed but the addition of Volume
Let me know how it compares to v3h
Ron
At 11:04 PM 10/15/2006, Ash Woods wrote:
Ron:
As I already wrote, I think that is a wise decision... From reading Ben's posts about volume, it just might be the only modification the EA needs to be significantly more profitable, and I would like to be able to test a version that is basically the same as v3h but with just that addition (and maybe a few bug fixes, etc).
But I'm not actually writing just to pat you on the back; I was thinking that if you do end up putting in something to avoid trading the news, it should be something like what Abhi posted: We should use a DLL to get the exact time of news announcements for the given currency, and get out of the market just at those times....
I have not looked into Abhi's code yet, but was excited to see his post because it looks like he's doing just what I was about to do. A generic library that one could use to tell any EA when there is news would be very useful....
-Derk */
// user input
extern double ProfitMade = 8; // how much money do you expect to make
extern double LossLimit = 39; // how much loss can you take
extern bool Compounding = false; // buy more as the distance outside the band increases
extern double VolumeMax = 330; // limit trading is volume exceeds this maximum
extern double BDistance = 14; // plus how much
extern int BPeriod = 15; // Bollinger period
extern int Deviation = 2; // Bollinger deviation
extern double Lots = 1.0; // how many lots to trade at a time
extern bool LotIncrease = true ; // grow lots based on balance = true
extern bool logging = false ; // log data or not
extern bool logerrs = false ; // log errors or not
extern bool logtick = false ; // log tick data while orders open (or not)
// non-external flag settings
int Slippage=2; // how many pips of slippage can you tolorate
double CompoundTrack; // used to track compounding and steps
// naming and numbering
int MagicNumber = 363638; // allows multiple experts to trade on same account
string TradeComment = "_bolltrade_v03h.txt";
double StartingBalance=0; // lot size control if LotIncrease == true
// Bar handling
datetime bartime=0; // used to determine when a bar has moved
int bartick=0; // number of times bars have moved
// Trade control
bool TradeAllowed=true; // used to manage trades
// Min/Max tracking and tick logging
int maxOrders; // statistic for maximum numbers or orders open at one time
double maxEquity; // statistic for maximum equity level
double minEquity; // statistic for minimum equity level
double maxOEquity; // statistic for maximum equity level per order
double minOEquity; // statistic for minimum equity level per order
double EquityPos=0; // statistic for number of ticks order was positive
double EquityNeg=0; // statistic for number of ticks order was negative
double EquityZer=0; // statistic for number of ticks order was zero
// used for verbose error logging
#include
//+-------------+
//| Custom init |
//|-------------+
// Called ONCE when EA is added to chart or recompiled
int init()
{
if(LotIncrease)
{
//StartingBalance=AccountBalance()/Lots;
StartingBalance=1402;
logwrite(TradeComment,"LotIncrease ACTIVE Account balance="+AccountBalance()+" Lots="+Lots+" StartingBalance="+StartingBalance);
}
else
{
logwrite(TradeComment,"LotIncrease NOT ACTIVE Account balance="+AccountBalance()+" Lots="+Lots);
}
logwrite(TradeComment,"Init Complete");
Comment(" ");
}
//+----------------+
//| Custom DE-init |
//+----------------+
// Called ONCE when EA is removed from chart
int deinit()
{
// always indicate deinit statistics
logwrite(TradeComment,"MAX number of orders "+maxOrders);
logwrite(TradeComment,"MAX equity "+maxEquity);
logwrite(TradeComment,"MIN equity "+minEquity);
// so you can see stats in journal
Print("MAX number of orders "+maxOrders);
Print("MAX equity "+maxEquity);
Print("MIN equity "+minEquity);
logwrite(TradeComment,"DE-Init Complete");
Comment(" ");
}
//+-----------+
//| Main |
//+-----------+
// Called EACH TICK and each Bar[]
int start()
{
int cnt=0;
int gle=0;
int ticket=0;
int OrdersPerSymbol=0;
int OrdersBUY=0;
int OrdersSELL=0;
// 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;
// bar counting
if(bartime!=Time[0])
{
bartime=Time[0];
bartick++;
}
// Lot increasement based on AccountBalance when expert is started
// this will trade 1.0, then 1.1, then 1.2 etc as account balance grows
// or 0.9 then 0.8 then 0.7 as account balance shrinks
if(LotIncrease)
{
Lots=NormalizeDouble(AccountBalance()/StartingBalance,1);
if(Lots>50.0) Lots=50.0;
}
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==0)
{
CompoundTrack=0;
// This allows the 1st order at BDistance after everything closes
// others are handled in the indicator section
TradeAllowed=true;
}
// keep some statistics
if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol;
//+-----------------------------+
//| Insert your indicator here |
//| And set either BUYme or |
//| SELLme true to place orders |
//+-----------------------------+
double bup=iBands(Symbol(),0,BPeriod,Deviation,0,PRICE_OPEN,MODE_UPPER,0);
double bdn=iBands(Symbol(),0,BPeriod,Deviation,0,PRICE_OPEN,MODE_LOWER,0);
if(Close[0]>bup) Comment("S Up="+bup+" Dn="+bdn);
if(Close[0]0 && Close[0]>CompoundTrack)
{
SELLme=true;
TradeAllowed=true;
logwrite("BollTick3h.txt","---SELLme happened again "+CompoundTrack );
}
}
// if close is below lower band + BDistance then BUY
if(Close[0]0 && Close[0]maxEquity) { maxEquity=CurrentBasket; maxOEquity=CurrentBasket; }
if(CurrentBasket0) EquityPos++;
if(CurrentBasket<0) EquityNeg++;
if(CurrentBasket==0) EquityZer++;
//
// Order Management
//
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber )
{
if(OrderType()==OP_BUY)
{
CurrentProfit=(Bid-OrderOpenPrice()) ;
if(logtick) logwrite(TradeComment,"BUY CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point);
//
// Did we make a profit
//======================
//
if(ProfitMade>0 && CurrentProfit>=(ProfitMade*Point))
{
while(true)
{
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"CLOSE BUY PROFIT Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer);
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE BUY PROFIT Bid="+Bid+" error="+gle+" "+ErrorDescription(gle));
Print("-----ERROR----- CLOSE BUY PROFIT Bid="+Bid+" error="+gle+" "+ErrorDescription(gle));
RefreshRates();
Sleep(500);
}
}//while
}//if
//
// Did we take a loss
//====================
//
if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) )
{
while(true)
{
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"CLOSE BUY LOSS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer);
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE BUY LOSS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle));
Print("-----ERROR----- CLOSE BUY LOSS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle));
RefreshRates();
Sleep(500);
}
}//while
}//if
} // if BUY
if(OrderType()==OP_SELL)
{
CurrentProfit=(OrderOpenPrice()-Ask);
if(logtick) logwrite(TradeComment,"SELL CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point);
//
// Did we make a profit
//======================
//
if( ProfitMade>0 && CurrentProfit>=(ProfitMade*Point) )
{
while(true)
{
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"CLOSE SELL PROFIT Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer);
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE SELL PROFIT Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
Print("-----ERROR----- CLOSE SELL PROFIT Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
RefreshRates();
Sleep(500);
}
}//while
}//if
//
// Did we take a loss
//====================
//
if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) )
{
while(true)
{
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
gle=GetLastError();
if(gle==0)
{
if(logging) logwrite(TradeComment,"CLOSE SELL LOSS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP);
if(logging) logwrite(TradeComment,"MAX order equity "+maxOEquity);
if(logging) logwrite(TradeComment,"MIN order equity "+minOEquity);
if(logging) logwrite(TradeComment,"order equity positive ticks ="+EquityPos);
if(logging) logwrite(TradeComment,"order equity negative ticks ="+EquityNeg);
if(logging) logwrite(TradeComment,"order equity zero ticks ="+EquityZer);
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- CLOSE SELL LOSS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
Print("-----ERROR----- CLOSE SELL LOSS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle));
RefreshRates();
Sleep(500);
}
}//while
}//if
} //if SELL
} // if(OrderSymbol)
} // for
} // start()
void logwrite (string filename, string mydata)
{
int myhandle;
string gregorian=TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS);
myhandle=FileOpen(Symbol()+"_"+filename, FILE_CSV|FILE_WRITE|FILE_READ, ";");
if(myhandle>0)
{
FileSeek(myhandle,0,SEEK_END);
FileWrite(myhandle, mydata+" "+gregorian);
FileClose(myhandle);
}
}