EA3-BollTrade

// user input
extern double ProfitMade = 3; // how much money do you expect to make
extern double LossLimit = 20; // how much loss can you tolorate
extern double BDistance = 3; // plus how much
extern int BPeriod = 4; // 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
// non-external flag settings
int Slippage=2; // how many pips of slippage can you tolorate
bool logging=false; // log data or not
bool logerrs=false; // log errors or not
bool logtick=false; // log tick data while orders open (or not)
bool OneOrderOnly=true ; // one order at a time or not
// naming and numbering
int MagicNumber = 200607121116; // allows multiple experts to trade on same account
string TradeComment = "_bolltrade_v01.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
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
//+-------------+
//| 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++;
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>500.0) Lots=500.0;
}
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 |
//+-----------------------------+
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+(BDistancePoint)) SELLme=true; if(Close[0]Point)) BUYme=true;
//+------------+
//| End Insert |
//+------------+
//ENTRY LONG (buy, Ask)
if( (OneOrderOnly && OrdersPerSymbol==0 && BUYme)||(!OneOrderOnly && TradeAllowed && BUYme) )
{
while(true)
{
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);
maxOEquity=0;
minOEquity=0;
EquityPos=0;
EquityNeg=0;
EquityZer=0;
TradeAllowed=false;
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- opening BUY order :"+gle+" ticket="+ticket+" "+ErrorDescription(gle));
}
}//while
}//BUYme
//ENTRY SHORT (sell, Bid)
if( (OneOrderOnly && OrdersPerSymbol==0 && SELLme)||(!OneOrderOnly && TradeAllowed && SELLme) )
{
while(true)
{
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);
maxOEquity=0;
minOEquity=0;
EquityPos=0;
EquityNeg=0;
EquityZer=0;
TradeAllowed=false;
break;
}
else
{
if(logerrs) logwrite(TradeComment,"-----ERROR----- opening SELL order :"+gle+" ticket="+ticket+" "+ErrorDescription(gle));
}
}//while
}//SELLme
// 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); // // 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)); } }//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)); } }//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)); } }//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)); } }//while }//if } //if SELL } // if(OrderSymbol) } // for
} // start()
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);
}
}