//+--------+ //|EMAX2 | //+--------+ #property copyright "Ron Thompson" #property link "http://www.lightpatch.com/forex" /* Theory of operation Trade on 2 EMA crossings in contrary direction (planning on retracemant) TIME FRAME ========== M5, M15, M30 depending on broker PAIRS ===== EURUSD and others ENTRY LONG ========== EMA fast crosses down under EMA slow (contrary) ENTRY SHORT =========== EMA fast crosses up over EMA slow (contrary) EXIT ==== ProfitMade or TrailStop MONEY MANAGEMENT ================ Lot increasement based on account balance RISK MANAGEMENT =============== NONE FAILURE MANAGEMENT ================== GetLastError on every transaction logging during trades VERSION HISTORY =============== 7a - migrated to my SHELL to add some features */ // extra user input extern int ShortEma=2; extern int LongEma=12; // user input extern double ProfitMade = 8; // how much money do you expect to make extern double LossLimit = 37; // how much loss can you tolorate extern int BreakEven = 0; // set break even when this many pips are made extern double TrailStop = 6; // trailing stop (999=no trailing stop) 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 -level, close trades extern double Lots = 0.1; // how many lots to trade at a time extern bool LotIncrease = true; // grow lots based on balance = true // non-external flag settings bool logging=true ; // log data or not int Slippage=2; // how many pips of slippage can you tolorate bool OneOrderOnly=true; // one order at a time or not // naming and numbering int MagicNumber = 200607090936; // allows multiple experts to trade on same account string TradeComment = "_EMAX2_v7a.txt"; // comment so multiple EAs can be seen in Account History 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 // 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; 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++; if(Hour()>=StartHour && Hour()<=StopHour) { TradeAllowed=true; } } // 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++;} } } // keep some statistics if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol; //+-----------------------------+ //| Insert your indicator here | //| And set either BUYme or | //| SELLme true to place orders | //+-----------------------------+ // 2 EMA cross, buy contrary double SEmaC, LEmaC; double SEmaP, LEmaP; static int isCrossed = 0; SEmaC = iMA(Symbol(),0,ShortEma,0,MODE_EMA,PRICE_CLOSE,0); LEmaC = iMA(Symbol(),0,LongEma,0,MODE_EMA,PRICE_CLOSE,0); SEmaP = iMA(Symbol(),0,ShortEma,0,MODE_EMA,PRICE_CLOSE,1); LEmaP = iMA(Symbol(),0,LongEma,0,MODE_EMA,PRICE_CLOSE,1); isCrossed = Crossed (LEmaC,SEmaC); if(isCrossed==1) BUYme=true; if(isCrossed==2) SELLme=true; //+------------+ //| End Insert | //+------------+ //ENTRY LONG (buy, Ask) if( (OneOrderOnly && OrdersPerSymbol==0 && BUYme)||(!OneOrderOnly && TradeAllowed && BUYme) ) { if(LossLimit ==0) SL=0; else SL=Ask-((LossLimit+10)*Point ); if(ProfitMade==0) TP=0; else TP=Ask+((ProfitMade+10)*Point ); ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,TradeComment,MagicNumber,White); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"BUY Ticket="+ticket+" Ask="+Ask+" Lots="+Lots+" SL="+SL+" TP="+TP); TradeAllowed=false; } else { logwrite(TradeComment,"-----ERROR----- opening BUY order :"+gle+" ticket="+ticket+" "+ErrorDescription(gle)); } }//BUYme //ENTRY SHORT (sell, Bid) if( (OneOrderOnly && OrdersPerSymbol==0 && SELLme)||(!OneOrderOnly && TradeAllowed && SELLme) ) { if(LossLimit ==0) SL=0; else SL=Bid+((LossLimit+10)*Point ); if(ProfitMade==0) TP=0; else TP=Bid-((ProfitMade+10)*Point ); ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"SELL Ticket="+ticket+" Bid="+Bid+" Lots="+Lots+" SL="+SL+" TP="+TP); TradeAllowed=false; } else { logwrite(TradeComment,"-----ERROR----- opening SELL order :"+gle+" ticket="+ticket+" "+ErrorDescription(gle)); } }//SELLme //Basket profit or loss CurrentBasket=AccountEquity()-AccountBalance(); if( CurrentBasket>=BasketProfit || CurrentBasket<=(BasketLoss*(-1)) ) CloseEverything(); // accumulate statistics if(CurrentBasket>maxEquity) maxEquity=CurrentBasket; if(CurrentBasket=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber ) { if(OrderType()==OP_BUY) { CurrentProfit=Bid-OrderOpenPrice() ; if(logging) 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 { 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( OrderStopLoss()0 && CurrentProfit>=(ProfitMade*Point)) { OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"CLOSE BUY PROFIT Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- CLOSE BUY PROFIT Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); } } // // Did we take a loss //==================== // if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) { OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"CLOSE BUY LOSS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- CLOSE BUY LOSS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)); } } } // if BUY if(OrderType()==OP_SELL) { CurrentProfit=OrderOpenPrice()-Ask; if(logging) 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)) || (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 { logwrite(TradeComment,"-----ERROR----- MODIFY SELL TS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); } } } } // // Did we make a profit //====================== // if( ProfitMade>0 && CurrentProfit>=(ProfitMade*Point) ) { OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"CLOSE SELL PROFIT Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- CLOSE SELL PROFIT Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); } } // // Did we take a loss //==================== // if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) ) { OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red); gle=GetLastError(); if(gle==0) { if(logging) logwrite(TradeComment,"CLOSE SELL LOSS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- CLOSE SELL LOSS Ask="+Ask+" error="+gle+" "+ErrorDescription(gle)); } } } //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; myhandle=FileOpen(Symbol()+"_"+filename, FILE_CSV|FILE_WRITE|FILE_READ, ";"); if(myhandle>0) { FileSeek(myhandle,0,SEEK_END); FileWrite(myhandle, mydata+" "+CurTime()); FileClose(myhandle); } } int Crossed (double Lline1 , double Sline2) { static int last_direction = 0; static int current_direction = 0; if(Lline1>Sline2)current_direction = 1; //up if(Lline1