//+------------+ //|Peter's ATR | //+------------+ #property copyright "Ron Thompson" #property link "http://www.ForexMT4.com/" // This EA is NEVER to be SOLD individually // This EA is NEVER to be INCLUDED as part of a collection that is SOLD /* ---ProfitMade--- The amount of pips you expect to make on EACH TRADE ---LossLimit--- The amount of pips you can afford to lose on EACH TRADE ---BreakEven--- Move the stoploss to break-even once the trade is in profit by 'breakeven' pips ---TrailStop--- Follow price action with a stoploss, keeping the stoploss within 'TrailStop' pips ---General--- Added Robert Hill's routine to manage 4 or 5 decimal place brokers */ // EA SPECIFIC extern string ar ="AtrRange example - 0.4 for 40%"; extern double AtrRange = 0.4; double buyprice; double sellprice; // user input extern double Lots = 0.1 ; extern double ATRProfit = 2.0 ; extern double ATRLoss = 1.0 ; extern double BreakEven = 0 ; extern double TrailStop = 0 ; double ProfitMade = 0 ; double LossLimit = 0 ; bool KillLogging = true ; // Trade control double lotsi; // used for Martingale loss recovery double myPoint; // support for 3/5 decimal places int Slippage=2; // how many pips of slippage can you tolorate bool TradeAllowed=false; // used to manage trades int loopcount; // count of order attempts int maxloop=25; // maximum number of attempts to handle errors int LL2SL=0; // LossLimit to StopLoss server spread int MagicNumber = 586161; // allows multiple experts to trade on same account string TradeComment = "_PAtr_01a.txt"; // where to log information string pr; // chart period for logging // Bar handling datetime bartime=0; // used to determine when a bar has moved int bartick=0; // number of times bars have moved //baskettrail double btrail=0; // trail the basket (Symbol() and MagicNumber) // used for verbose error logging #include //+-------------+ //| Custom init | //|-------------+ // Called ONCE when EA is added to chart or recompiled int init() { if(IsTesting()) { LL2SL=0; maxloop=1; } // get normalized Point based on Broker decimal places myPoint = SetPoint(); // chart period for logging switch (Period()) { case 1: pr = "M1"; break; case 5: pr = "M5"; break; case 15: pr = "M15"; break; case 30: pr = "M30"; break; case 60: pr = "H1"; break; case 240: pr = "H4"; break; case 1440: pr = "D1"; break; } logwrite(TradeComment,"Init Complete"); Comment(" "); } //+----------------+ //| Custom DE-init | //+----------------+ // Called ONCE when EA is removed from chart int deinit() { logwrite(TradeComment,"DE-Init Complete"); Comment(" "); } //+-----------+ //| Main | //+-----------+ // Called EACH TICK and each Bar[] int start() { //**************ADDED FOR ACCOUNT SENTRY *************** if (GlobalVariableGet("GV_CloseAllAndHalt") > 0) return (0); //**************END ACCOUNT SENTRY HOOK **************** //procedures use lotsi, so keep it //tracked with Lots lotsi=Lots; int cnt=0; int gle=0; int ticket=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; // bar counting if(bartime!=iTime(Symbol(), 0, 0) ) { bartime=iTime(Symbol(), 0, 0) ; bartick++; //+-----------------------------+ //| Code here will execute once | //| at the OPEN of a NEW BAR | //+-----------------------------+ double a3=iATR(Symbol(),0,2,3); double a2=iATR(Symbol(),0,2,2); double a1=iATR(Symbol(),0,2,1); // look for the hook if(a3>a2 && a2 buyprice) BUYme=true; if( Close[0] < sellprice) SELLme=true; //+------------+ //| End Insert | //+------------+ //ENTRY LONG (buy, Ask) if( TradeAllowed && BUYme) { OpenBuy(); } //ENTRY SHORT (sell, Bid) if( TradeAllowed && SELLme) { OpenSell(); } // // 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()) ; // // 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*myPoint && OrderOpenPrice()>OrderStopLoss()) { SL=OrderOpenPrice()+(Ask-Bid); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White); gle=GetLastError(); if(gle==0) { 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 //========================= // // This starts trailing after 'TrailStop' pips of profit if( TrailStop>0 && Close[0]>OrderOpenPrice()+(TrailStop*myPoint) ) // This starts trailing after order is placed //if( TrailStop>0 ) { if( OrderStopLoss()==0 || OrderStopLoss() < Bid-(TrailStop*myPoint) ) { SL=Bid-(TrailStop*myPoint); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,White); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"MODIFY BUY TS Ticket="+OrderTicket()+" SL="+SL+" TP="+TP); } else { logwrite(TradeComment,"-----ERROR----- MODIFY BUY TS Bid="+Bid+" error="+gle+" "+ErrorDescription(gle)+" "); } } } // Did we make a profit //====================== if(ProfitMade>0 && CurrentProfit>=(ProfitMade*myPoint)) { CloseBuy("PROFIT"); } // Did we take a loss //==================== if(LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*myPoint)) { CloseBuy("LOSS"); } } // if BUY if(OrderType()==OP_SELL) { CurrentProfit=(OrderOpenPrice()-Ask); //logwrite(TradeComment,"SELL CurrentProfit="+CurrentProfit/myPoint+" CurrentBasket="+CurrentBasket/myPoint); // // 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*myPoint && OrderOpenPrice()0 && Close[0]0 ) { if( OrderStopLoss()==0 || OrderStopLoss() > Ask+(TrailStop*myPoint) ) { SL=Ask+(TrailStop*myPoint); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,Red); gle=GetLastError(); if(gle==0) { 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*myPoint) ) { CloseSell("PROFIT"); } // Did we take a loss //==================== if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*myPoint) ) { CloseSell("LOSS"); } } //if SELL } // if(OrderSymbol) } // for } // start() // log data to a file name passed in // print everything regardless of log setting void logwrite (string filename, string mydata) { int myhandle; string gregorian=TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS); Print(mydata+" "+gregorian); // don't log anything if testing or if user doesn't want it if(IsTesting()) return(0); if(KillLogging) return(0); myhandle=FileOpen(Symbol()+"_"+filename, FILE_CSV|FILE_WRITE|FILE_READ, ";"); if(myhandle>0) { FileSeek(myhandle,0,SEEK_END); FileWrite(myhandle, mydata+" "+gregorian); FileClose(myhandle); } } //ENTRY LONG (buy, Ask) void OpenBuy() { int gle=0; int ticket=0; double SL=0; double TP=0; int loopcount; // PLACE order is independent of MODIFY order. // This is mandatory for ECNs and acceptable for retail brokers loopcount=0; while(true) { // place order - NO TP OR SL ticket=OrderSend(Symbol(),OP_BUY,lotsi,Ask,Slippage,0,0,TradeComment,MagicNumber,White); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"BUY PLACED Ticket="+ticket+" Ask="+Ask+" Lots="+lotsi); TradeAllowed=false; break; } else { logwrite(TradeComment,"-----ERROR----- Placing BUY order: Lots="+lotsi+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); // give up after loopcount tries loopcount++; if(loopcount>maxloop) { logwrite(TradeComment,"-----ERROR----- Giving up on placing BUY order"); return(gle); } } }//while - place order // modify the order for users TP & SL loopcount=0; while(true) { // don't set TP and SL both to zero, they're already there if(LossLimit==0 && ProfitMade==0) break; if(LossLimit ==0) SL=0; if(ProfitMade ==0) TP=0; if(LossLimit >0) SL=Ask-((LossLimit+LL2SL)*myPoint ); if(ProfitMade >0) TP=Ask+((ProfitMade+LL2SL)*myPoint ); OrderModify(ticket,OrderOpenPrice(),SL,TP,0,White); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"BUY MODIFIED Ticket="+ticket+" Ask="+Ask+" Lots="+lotsi+" SL="+SL+" TP="+TP); break; } else { logwrite(TradeComment,"-----ERROR----- Modifying BUY order: Lots="+lotsi+" SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); loopcount++; if(loopcount>maxloop) { logwrite(TradeComment,"-----ERROR----- Giving up on modifying BUY order"); return(gle); } } }//while - modify order }//BUYme //ENTRY SHORT (sell, Bid) void OpenSell() { int gle=0; int ticket=0; double SL=0; double TP=0; int loopcount; // PLACE order is independent of MODIFY order. // This is mandatory for ECNs and acceptable for retail brokers loopcount=0; while(true) { ticket=OrderSend(Symbol(),OP_SELL,lotsi,Bid,Slippage,0,0,TradeComment,MagicNumber,0,Red); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"SELL PLACED Ticket="+ticket+" Bid="+Bid+" Lots="+lotsi); TradeAllowed=false; break; } else { logwrite(TradeComment,"-----ERROR----- placing SELL order: Lots="+lotsi+" SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); loopcount++; if(loopcount>maxloop) { logwrite(TradeComment,"-----ERROR----- Giving up on placing SELL order"); return(gle); } } }//while // modify the order for users TP & SL loopcount=0; while(true) { // don't set TP and SL both to zero, they're already there if(LossLimit==0 && ProfitMade==0) break; if(LossLimit ==0) SL=0; if(ProfitMade ==0) TP=0; if(LossLimit >0) SL=Bid+((LossLimit+LL2SL)*myPoint ); if(ProfitMade >0) TP=Bid-((ProfitMade+LL2SL)*myPoint ); OrderModify(ticket,OrderOpenPrice(),SL,TP,0,Red); gle=GetLastError(); if(gle==0) { logwrite(TradeComment,"SELL MODIFIED Ticket="+ticket+" Bid="+Bid+" Lots="+lotsi+" SL="+SL+" TP="+TP); break; } else { logwrite(TradeComment,"-----ERROR----- modifying SELL order: Lots="+lotsi+" SL="+SL+" TP="+TP+" Bid="+Bid+" Ask="+Ask+" ticket="+ticket+" Err="+gle+" "+ErrorDescription(gle)); RefreshRates(); Sleep(500); loopcount++; if(loopcount>maxloop) { logwrite(TradeComment,"-----ERROR----- Giving up on placing SELL order"); return(gle); } } }//while }//SELLme void CloseBuy (string myInfo) { int gle; int cnt; int OrdersPerSymbol; int loopcount=0; string bTK=" Ticket="+OrderTicket(); string bSL=" SL="+OrderStopLoss(); string bTP=" TP="+OrderTakeProfit(); string bPM; string bLL; string bER; bPM=" PM="+ProfitMade; bLL=" LL="+LossLimit; while(true) { OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White); gle=GetLastError(); bER=" error="+gle+" "+ErrorDescription(gle); if(gle==0) { logwrite(TradeComment,"CLOSE BUY "+myInfo+ bTK + bSL + bTP + bPM + bLL); break; } else { logwrite(TradeComment,"-----ERROR----- CLOSE BUY "+myInfo+ bER +" Bid="+Bid+ bTK + bSL + bTP + bPM + bLL); RefreshRates(); Sleep(500); } loopcount++; if(loopcount>maxloop) { logwrite(TradeComment,"-----ERROR----- Giving up on closing SELL order"); return(gle); } }//while } void CloseSell (string myInfo) { int gle; int cnt; int OrdersPerSymbol; int loopcount=0; string sTK=" Ticket="+OrderTicket(); string sSL=" SL="+OrderStopLoss(); string sTP=" TP="+OrderTakeProfit(); string sPM; string sLL; string sER; sPM=" PM="+ProfitMade; sLL=" LL="+LossLimit; while(true) { OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red); gle=GetLastError(); sER=" error="+gle+" "+ErrorDescription(gle); if(gle==0) { logwrite(TradeComment,"CLOSE SELL "+myInfo + sTK + sSL + sTP + sPM + sLL); break; } else { logwrite(TradeComment,"-----ERROR----- CLOSE SELL "+myInfo+ sER +" Ask="+Ask+ sTK + sSL + sTP + sPM + sLL); RefreshRates(); Sleep(500); } loopcount++; if(loopcount>maxloop) { logwrite(TradeComment,"-----ERROR----- Giving up on closing SELL order"); return(gle); } }//while } // Function to correct the value of Point // for brokers that add an extra digit to price // Courtesy of Robert Hill double SetPoint() { double mPoint; if (Digits < 4) mPoint = 0.01; else mPoint = 0.0001; return(mPoint); }