เฮียหมู : แบ่งปันความรู้เรื่องหุ้น: simple grid

//+------------------------------------------------------------------+
//| Martingale Grid.mq4 |
//| Copyright ฉ 2010 Boston Technologies |
//| http://www.bostontechnologies.com |
//+------------------------------------------------------------------+

#define DECIMAL_CONVERSION 10
#define COMMENT_DIGITS 2

// defines for evaluating entry conditions
#define INITIAL_CROSS_BAR 2
#define LAST_BAR 1
#define THIS_BAR 0
#define NEGATIVE_VALUE -1

// defines for managing trade orders
#define RETRYCOUNT 10
#define RETRYDELAY 500

#define LONG 1
#define SHORT -1
#define ALL 0

#define ORDER_COMMENT "Martingale Order"
#define L1L "Level 1 Long"
#define L1S "Level 1 Short"

#property copyright "Boston Technologies"
#property link "www.bostontechnologies.com"

extern double InitialLots = 0.1;
extern double MartingaleMultiplier = 2.0;
extern int Levels.Per.Direction = 3;
extern int Level.Distance = 10;
extern int Stop = 0;
extern int TakeProfit = 10;
extern double TP.in.Dollars = 100;
extern int TrailStart = 50;
extern int TrailAmount = 10;
extern int MagicNumber = 99945;
extern bool WriteScreenshots = true;

datetime lastTradeTime, lastTradeLevel2, orderPlacementTime;
int Slippage = 2;
int handle;

string display = "";

double trailStart, trailAmount, pl, entryDistance;

int orders.Long, orders.Short, orders.LimitLong, orders.LimitShort;

int init()
{
if (Digits == 3 || Digits == 5) {
Stop *= DECIMAL_CONVERSION;
TakeProfit *= DECIMAL_CONVERSION;
TrailStart *= DECIMAL_CONVERSION;
TrailAmount *= DECIMAL_CONVERSION;
Level.Distance *= DECIMAL_CONVERSION;
}

trailStart = TrailStart * Point;
trailAmount = TrailAmount * Point;
entryDistance = Level.Distance * Point;

lastTradeTime = Time[1];
Print("Broker: " + AccountCompany());

return(0);
}

int deinit() { return(0); }

int start()
{

display = "";

double lots = InitialLots;

if( NoOpenPositionsExist( ORDER_COMMENT ) ) {

DoPending(LONG, OP_BUYLIMIT, Ask - entryDistance, lots, Stop, TakeProfit, L1L);
DoPending(SHORT, OP_SELLLIMIT, Bid + entryDistance, lots, Stop, TakeProfit, L1S);

for( int i = 2; i <= Levels.Per.Direction; i++ ) {

lots *= MartingaleMultiplier;

DoPending(LONG, OP_BUYLIMIT, Ask - entryDistance * i, lots, Stop, TakeProfit, ORDER_COMMENT);
DoPending(SHORT, OP_SELLLIMIT, Bid + entryDistance * i, lots, Stop, TakeProfit, ORDER_COMMENT);
}
}

int orders.Total = CountOrders();

if( orders.Long + orders.LimitLong < Levels.Per.Direction ) {
DeletePendings( LONG );
ExitAll( LONG );

if( orders.LimitShort == Levels.Per.Direction ) {

/*if( DeletePendings( SHORT ) ) {
Print("Short pendings deleted ok");
} else {
Print("Short orders failed to delete");
}*/

DeletePendings( SHORT );
}
}

Comment("Limit shorts: " + orders.LimitShort + "\nLevels per direction: " + Levels.Per.Direction);

if( orders.Short + orders.LimitShort < Levels.Per.Direction ) {
DeletePendings( SHORT);
ExitAll( SHORT );
if( orders.LimitLong == Levels.Per.Direction ) { DeletePendings( LONG ); }
}

if( pl + GetClosedPL(orderPlacementTime) >= TP.in.Dollars ) {

ExitAll( LONG );
ExitAll( SHORT );
DeletePendings( SHORT );
DeletePendings( LONG );
}

return(0);
}

double CheckLots(double lots)
{
double lot, lotmin, lotmax, lotstep, margin;

lotmin = MarketInfo(Symbol(), MODE_MINLOT);
lotmax = MarketInfo(Symbol(), MODE_MAXLOT);
lotstep = MarketInfo(Symbol(), MODE_LOTSTEP);
margin = MarketInfo(Symbol(), MODE_MARGINREQUIRED);

if (lots*margin > AccountFreeMargin())
lots = AccountFreeMargin() / margin;

lot = MathFloor(lots/lotstep + 0.5) * lotstep;

if (lot < lotmin)
lot = lotmin;
if (lot > lotmax)
lot = lotmax;

return (lot);
}

void Screenshot(string moment_name)
{
if ( WriteScreenshots )
WindowScreenShot(WindowExpertName()+"_"+Symbol()+"_M"+Period()+"_"+
Year()+"-"+two_digits(Month())+"-"+two_digits(Day())+"_"+
two_digits(Hour())+"-"+two_digits(Minute())+"-"+two_digits(Seconds())+"_"+
moment_name+".gif", 1024, 768);
}

string two_digits(int i)
{
if (i < 10)
return ("0"+i);
else
return (""+i);
}

bool NoOpenPositionsExist(string theComment)
{
int total = OrdersTotal();

for(int i = 0; i < total; i++)
{
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if (OrderMagicNumber() == MagicNumber && OrderSymbol() == Symbol() && OrderComment() == theComment)
{ return (false); }
}

return (true);
}

bool Exit(int ticket, int dir, double volume, color clr, int t = 0) {
int i, j, cmd;
double prc, sl, tp, lots;
string cmt;

bool closed;

Print("Exit("+dir+","+DoubleToStr(volume,3)+","+t+")");

for (i=0; i<RETRYCOUNT; i++) {
for (j=0; (j<50) && IsTradeContextBusy(); j++)
Sleep(100);
RefreshRates();

if (dir == LONG) {
prc = Bid;
}
if (dir == SHORT) {
prc = Ask;
}
Print("Exit: prc="+DoubleToStr(prc,Digits));

closed = OrderClose(ticket,volume,prc,Slippage,clr);
if (closed) {
Print("Trade closed");
Screenshot("Exit");

return (true);
}

Print("Exit: error \'"+ErrorDescription(GetLastError())+"\' when exiting with "+DoubleToStr(volume,3)+" @"+DoubleToStr(prc,Digits));
Sleep(RETRYDELAY);
}

Print("Exit: can\'t enter after "+RETRYCOUNT+" retries");
return (false);
}

string ErrorDescription(int error_code)
{
string error_string;

switch( error_code ) {
case 0:
case 1: error_string="no error"; break;
case 2: error_string="common error"; break;
case 3: error_string="invalid trade parameters"; break;
case 4: error_string="trade server is busy"; break;
case 5: error_string="old version of the client terminal"; break;
case 6: error_string="no connection with trade server"; break;
case 7: error_string="not enough rights"; break;
case 8: error_string="too frequent requests"; break;
case 9: error_string="malfunctional trade operation (never returned error)"; break;
case 64: error_string="account disabled"; break;
case 65: error_string="invalid account"; break;
case 128: error_string="trade timeout"; break;
case 129: error_string="invalid price"; break;
case 130: error_string="invalid stops"; break;
case 131: error_string="invalid trade volume"; break;
case 132: error_string="market is closed"; break;
case 133: error_string="trade is disabled"; break;
case 134: error_string="not enough money"; break;
case 135: error_string="price changed"; break;
case 136: error_string="off quotes"; break;
case 137: error_string="broker is busy (never returned error)"; break;
case 138: error_string="requote"; break;
case 139: error_string="order is locked"; break;
case 140: error_string="long positions only allowed"; break;
case 141: error_string="too many requests"; break;
case 145: error_string="modification denied because order too close to market"; break;
case 146: error_string="trade context is busy"; break;
case 147: error_string="expirations are denied by broker"; break;
case 148: error_string="amount of open and pending orders has reached the limit"; break;
case 149: error_string="hedging is prohibited"; break;
case 150: error_string="prohibited by FIFO rules"; break;
case 4000: error_string="no error (never generated code)"; break;
case 4001: error_string="wrong function pointer"; break;
case 4002: error_string="array index is out of range"; break;
case 4003: error_string="no memory for function call stack"; break;
case 4004: error_string="recursive stack overflow"; break;
case 4005: error_string="not enough stack for parameter"; break;
case 4006: error_string="no memory for parameter string"; break;
case 4007: error_string="no memory for temp string"; break;
case 4008: error_string="not initialized string"; break;
case 4009: error_string="not initialized string in array"; break;
case 4010: error_string="no memory for array\' string"; break;
case 4011: error_string="too long string"; break;
case 4012: error_string="remainder from zero divide"; break;
case 4013: error_string="zero divide"; break;
case 4014: error_string="unknown command"; break;
case 4015: error_string="wrong jump (never generated error)"; break;
case 4016: error_string="not initialized array"; break;
case 4017: error_string="dll calls are not allowed"; break;
case 4018: error_string="cannot load library"; break;
case 4019: error_string="cannot call function"; break;
case 4020: error_string="expert function calls are not allowed"; break;
case 4021: error_string="not enough memory for temp string returned from function"; break;
case 4022: error_string="system is busy (never generated error)"; break;
case 4050: error_string="invalid function parameters count"; break;
case 4051: error_string="invalid function parameter value"; break;
case 4052: error_string="string function internal error"; break;
case 4053: error_string="some array error"; break;
case 4054: error_string="incorrect series array using"; break;
case 4055: error_string="custom indicator error"; break;
case 4056: error_string="arrays are incompatible"; break;
case 4057: error_string="global variables processing error"; break;
case 4058: error_string="global variable not found"; break;
case 4059: error_string="function is not allowed in testing mode"; break;
case 4060: error_string="function is not confirmed"; break;
case 4061: error_string="send mail error"; break;
case 4062: error_string="string parameter expected"; break;
case 4063: error_string="integer parameter expected"; break;
case 4064: error_string="double parameter expected"; break;
case 4065: error_string="array as parameter expected"; break;
case 4066: error_string="requested history data in update state"; break;
case 4099: error_string="end of file"; break;
case 4100: error_string="some file error"; break;
case 4101: error_string="wrong file name"; break;
case 4102: error_string="too many opened files"; break;
case 4103: error_string="cannot open file"; break;
case 4104: error_string="incompatible access to a file"; break;
case 4105: error_string="no order selected"; break;
case 4106: error_string="unknown symbol"; break;
case 4107: error_string="invalid price parameter for trade function"; break;
case 4108: error_string="invalid ticket"; break;
case 4109: error_string="trade is not allowed in the expert properties"; break;
case 4110: error_string="longs are not allowed in the expert properties"; break;
case 4111: error_string="shorts are not allowed in the expert properties"; break;
case 4200: error_string="object is already exist"; break;
case 4201: error_string="unknown object property"; break;
case 4202: error_string="object is not exist"; break;
case 4203: error_string="unknown object type"; break;
case 4204: error_string="no object name"; break;
case 4205: error_string="object coordinates error"; break;
case 4206: error_string="no specified subwindow"; break;
default: error_string="unknown error";
}

return(error_string);
}

void ExitAll(int direction) {

for (int i = 0; i < OrdersTotal(); i++) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);

if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) {
if (OrderType() == OP_BUY && direction == LONG) { Exit(OrderTicket(), LONG, OrderLots(), Blue); }
if (OrderType() == OP_SELL && direction == SHORT) { Exit( OrderTicket(), SHORT, OrderLots(), Red); }
}
}
}

bool DoPending(int dir, int pendingType, double entryPrice, double volume, int stop, int take, string comment) {

double sl, tp;

int retVal = 0;

double lots = CheckLots(volume);
string info;

for (int i=0; i<RETRYCOUNT; i++) {
for (int j=0; (j<50) && IsTradeContextBusy(); j++)
Sleep(100);
RefreshRates();

switch(dir) {
case LONG:
if (stop != 0) { sl = entryPrice-(stop*Point); }
else { sl = 0; }
if (take != 0) { tp = entryPrice +(take*Point); }
else { tp = 0; }

info = "Type: " + pendingType + ", \nentryPrice: " + DoubleToStr(entryPrice, Digits) + ", \nAsk " + DoubleToStr(Ask,Digits)
+ ", \nLots " + DoubleToStr(lots, 2) + " , \nStop: " + DoubleToStr(sl, Digits)
+ ", \nTP: " + DoubleToStr(tp, Digits);
Print(info);
Comment(info);

retVal = OrderSend(Symbol(), pendingType, lots, entryPrice, Slippage, sl, tp, comment, MagicNumber, 0, Blue);
//retVal = OrderSend(Symbol(), pendingType, lots, 1.39, Slippage, 1.38, 1.40, "", 0, 0, Blue);
break;

case SHORT:
if (stop != 0) { sl = entryPrice+(stop*Point); }
else { sl = 0; }
if (take != 0) { tp = entryPrice-(take*Point); }
else { tp = 0; }

info = "Type: " + pendingType + ", \nentryPrice: " + DoubleToStr(entryPrice, Digits) + ", \nBid " + DoubleToStr(Bid,Digits)
+ ", \nLots " + DoubleToStr(lots, 2) + " , \nStop: " + DoubleToStr(sl, Digits)
+ ", \nTP: " + DoubleToStr(tp, Digits);
Print(info);
Comment(info);

retVal = OrderSend(Symbol(), pendingType, lots, entryPrice, Slippage, sl, tp, comment, MagicNumber, 0, Red);
break;
}

if( retVal > 0 ) { return( true ); }
else {
Print("DoPending: error \'"+ErrorDescription(GetLastError())+"\' when setting entry order");
Sleep(RETRYDELAY);
}

}

return( false );

}

bool DeletePendings(int direction) {

bool retVal;
bool pendings;
int i;

if( orders.LimitShort != 0 && direction == SHORT) {

while( orders.LimitShort != 0 ) {
for(i = OrdersTotal() - 1; i >= 0; i--) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);

pendings = OrderType() == OP_SELLLIMIT || OrderType() == OP_SELLSTOP;

if( OrderMagicNumber() == MagicNumber && OrderSymbol() == Symbol() && pendings ) {

OrderDelete( OrderTicket() );
}
}

CountOrders();
}

return( true );
}

if( orders.LimitLong != 0 && direction == LONG) {

while( orders.LimitLong != 0 ) {
for(i = OrdersTotal() - 1; i >= 0; i--) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);

pendings = OrderType() == OP_BUYLIMIT || OrderType() == OP_BUYSTOP;

if( OrderMagicNumber() == MagicNumber && OrderSymbol() == Symbol() ) {

OrderDelete( OrderTicket() );
}
}

CountOrders();
}

return( true );
}
}

int CountOrders() {

int count = 0;
pl = 0;
orders.Long = 0;
orders.Short = 0;
orders.LimitLong = 0;
orders.LimitShort = 0;

for( int i = OrdersTotal() - 1; i >= 0; i--) {

OrderSelect( i, SELECT_BY_POS);

if( OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber ) {

count++;
pl += OrderProfit();

if(OrderType() != OP_BUY && OrderType() != OP_SELL ) { orderPlacementTime = OrderOpenTime(); }

if( OrderType() == OP_BUY ) { orders.Long++; }
if( OrderType() == OP_SELL ) { orders.Short++; }
if( OrderType() == OP_BUYLIMIT ) { orders.LimitLong++; }
if( OrderType() == OP_SELLLIMIT ) { orders.LimitShort++; }
}
}

return( count );
}

double GetClosedPL( datetime orderPlacementTime) {

double closedPL = 0;

for( int i = OrdersHistoryTotal() - 1; i >= 0; i--) {

OrderSelect( i, SELECT_BY_POS, MODE_HISTORY);

if( OrderOpenTime() < orderPlacementTime) { break; }

if( OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber ) {
closedPL += OrderProfit();
}
}

return( closedPL );
}

เฮียหมู : แบ่งปันความรู้เรื่องหุ้น

วันอังคารที่ 21 พฤษภาคม พ.ศ. 2556

simple grid

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