//+------+ //|BollTrade //+------+ #property copyright "Ron Thompson" #property link "http://www.lightpatch.com/forex" // This EA is NEVER TO BE SOLD! //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 //3i1 - added OrdersPerSymbol to break out of close loops // (use Symbol() and MagicNumber so it'll play nice with other EAs) //3i1 - added CloseEverything and associated BasketProfit/Loss code //3i1 - added breakeven and trailingstop //3i1 - added 'if' to logging during BUYme and SELLme calculations //3i1 - added equity check as well as user input for equity level //3i1 - changed Deviation to a double in prep for floating point bollinger //3i1 - added a loop counter while closing trades, out in 25 seconds //3i2 - changed AccountEquity and it's minimum to AccountFreeMargin and MinFreeMargin //3i3 - Added Ben's volume for bar0 and bar1 //3i3 - changed magicnumber and tradecomment //3i3 - changed Bollinger to MA + StdDev (to the penny - same as Bollinger) //3i3 - restored StartingBalance calculation instead of the fixed 1402$ entry //3i4 - added LL2SL to remove embedded constant (LossLimit to StopLoss server spread) //3i4 - fixed trailing stop. It's been broken a loooooong Time //3i4 - added Trade on Friday to stay out of much news and NFP // user input extern double MinFreeMargin= 1250; // must have this much before trading extern double ProfitMade = 8; // how much money do you expect to make extern double BasketProfit = 285; extern double LossLimit = 39; // how much loss can you take extern double BasketLoss = 0; extern double BreakEven = 0; extern double TrailStop = 0; extern double VolumeMax = 330; // Volume must be below this before orders placed extern bool Compounding = false; // buy more as the distance outside the band increases extern double BDistance = 14; // plus how much extern int BPeriod = 15; // Bollinger period extern double Deviation = 2.0; // 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 TradeOnFriday= true ; // trade on Friday, or not 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 = 363640; // allows multiple experts to trade on same account string TradeComment = "_bolltrade_v03i.txt"; double StartingBalance=0; // lot size control if LotIncrease == true int LL2SL=10; // LossLimit to StopLoss server spread // 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; //safety counter int loopcount=0; int maxloop=50; // 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 ma = iMA(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0); double stddev = iStdDev(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0); double bup = ma+(Deviation*stddev); double bdn = ma-(Deviation*stddev); if(Close[0]>bup) Comment("S Up="+bup+" Dn="+bdn+" Close="+Close[0]+" Vol_1="+Volume[1]+" Vol_0="+Volume[0]); if(Close[0]0 && Close[0]>CompoundTrack) { SELLme=true; TradeAllowed=true; if(logging) logwrite("BollTick3h.txt","---SELLme happened again "+CompoundTrack ); } } // if close is below lower band + BDistance then BUY if(Close[0]0 && Close[0]0 && CurrentBasket>=BasketProfit ) CloseEverything(); if( BasketLoss >0 && CurrentBasket<=(BasketLoss*(-1)) ) CloseEverything(); // accumulate statistics CurrentBasket=AccountEquity()-AccountBalance(); if(CurrentBasket>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); // // Modify for break even //======================= // // OrderStopLoss will be equal to OrderOpenPrice if this event happens // thus it will only ever get executed one time per ticket if( BreakEven>0 ) { if (CurrentProfit >= BreakEven*Point && OrderOpenPrice()>OrderStopLoss()) { SL=OrderOpenPrice()+(Ask-Bid); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"MODIFY BUY BE Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- MODIFY BUY BE Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); } } } // // check for trailing stop //========================= // if( TrailStop>0 ) { // if( Bid-OrderOpenPrice()>(TrailStop*Point) ) if( Bid-OrderStopLoss()>(TrailStop*Point) ) { // if( OrderStopLoss()0 && CurrentProfit>=(ProfitMade*Point)) { loopcount=0; 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); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break; } loopcount++; if(loopcount>maxloop) break; }//while }//if // // Did we take a loss //==================== // if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) { loopcount=0; 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); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break; } loopcount++; if(loopcount>maxloop) break; }//while }//if } // if BUY if(OrderType()==OP_SELL) { CurrentProfit=(OrderOpenPrice()-Ask); if(logtick) logwrite(TradeComment,"SELL CurrentProfit="+CurrentProfit/Point+" CurrentBasket="+CurrentBasket/Point); // // Modify for break even //======================= // // OrderStopLoss will be equal to OrderOpenPrice if this event happens // thus it will only ever get executed one time per ticket if( BreakEven>0 ) { if (CurrentProfit >= BreakEven*Point && OrderOpenPrice()0) { // if( (OrderOpenPrice()-Ask)>(TrailStop*Point) ) if( (OrderStopLoss()-Ask)>(TrailStop*Point) ) { // if( OrderStopLoss()>(Ask+(TrailStop*Point)) || (OrderStopLoss()==0) ) // { SL=Ask+(TrailStop*Point); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,Red); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"MODIFY SELL TS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { if(logerrs) logwrite(TradeComment,"-----ERROR----- MODIFY SELL TS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); } // } } } // // Did we make a profit //====================== // if( ProfitMade>0 && CurrentProfit>=(ProfitMade*Point) ) { loopcount=0; 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); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break; } loopcount++; if(loopcount>maxloop) break; }//while }//if // // Did we take a loss //==================== // if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) { loopcount=0; 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); } OrdersPerSymbol=0; for(cnt=OrdersTotal();cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) break; } loopcount++; if(loopcount>maxloop) break; }//while }//if } //if SELL } // if(OrderSymbol) } // for } // start() //+-----------------+ //| CloseEverything | //+-----------------+ // Closes all OPEN and PENDING orders int CloseEverything() { double myAsk; double myBid; int myTkt; double myLot; int myTyp; int i; bool result = false; for(i=OrdersTotal();i>=0;i--) { OrderSelect(i, SELECT_BY_POS); myAsk=MarketInfo(OrderSymbol(),MODE_ASK); myBid=MarketInfo(OrderSymbol(),MODE_BID); myTkt=OrderTicket(); myLot=OrderLots(); myTyp=OrderType(); switch( myTyp ) { //Close opened long positions case OP_BUY :result = OrderClose(myTkt, myLot, myBid, Slippage, Red); break; //Close opened short positions case OP_SELL :result = OrderClose(myTkt, myLot, myAsk, Slippage, Red); break; //Close pending orders case OP_BUYLIMIT : case OP_BUYSTOP : case OP_SELLLIMIT: case OP_SELLSTOP :result = OrderDelete( OrderTicket() ); } if(result == false) { Alert("Order " , myTkt , " failed to close. Error:" , GetLastError() ); Print("Order " , myTkt , " failed to close. Error:" , GetLastError() ); Sleep(3000); } Sleep(1000); } //for } // closeeverything 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); } }