EA21-Divergence Trader

// user input
extern double Lots=0.10; // how many lots to trade at a time
extern int Fast_Period=7;
extern int Slow_Period=88;
extern double DVBuySell=0.0011;
extern double DVStayOut=0.0073;
extern double ProfitMade=20; // how much money do you expect to make
extern double LossLimit=115; // how much loss can you tolorate
extern double TrailStop=9999; // trailing stop (999=no trailing stop)
extern int PLBreakEven=9999; // set break even when this many pips are made (999=off)
extern int BasketProfit= 10; // if equity reaches this level, close trades
extern int BasketLoss=9999; // if equity reaches this negative level, close trades
// externals that don't need to be external
int Slippage=2; // how many pips of slippage can you tolorate
bool FileData=false; // write to file exery tick?
// naming and numbering
int MagicNumber = 200601182020; // allows multiple experts to trade on same account
string TradeComment = "Divergence_07_";
// Bar handling
datetime bartime=0; // used to determine when a bar has moved
int bartick=0; // number of times bars have moved
int objtick=0; // used to draw objects on the chart
int tickcount=0;
// Trade control
bool TradeAllowed=true; // used to manage trades
// Min/Max tracking
double maxOrders;
double maxEquity;
double minEquity;
//+-------------+
//| Custom init |
//|-------------+
// Called ONCE when EA is added to chart or recompiled
int init()
{
int i;
string o;
//remove the old objects
for(i=0; i<Bars; i++)
{
o=DoubleToStr(i,0);
ObjectDelete("myx"+o);
ObjectDelete("myz"+o);
}
objtick=0;
ObjectDelete("Cmmt");
ObjectCreate( "Cmmt", OBJ_TEXT, 0, Time[20], High[20]+(5*Point) );
ObjectSetText("Cmmt","Divergence=X.XXXX",10,"Arial",White);
Print("Init happened ",CurTime());
Comment(" ");
}
//+----------------+
//| Custom DE-init |
//+----------------+
// Called ONCE when EA is removed from chart
int deinit()
{
int i;
string o;
//remove the old objects
for(i=0; i<Bars; i++)
{
o=DoubleToStr(i,0);
ObjectDelete("myx"+o);
ObjectDelete("myz"+o);
}
objtick=0;
Print("MAX number of orders ",maxOrders);
Print("MAX equity ",maxEquity);
Print("MIN equity ",minEquity);
Print("DE-Init happened ",CurTime());
Comment(" ");
}
//+-----------+
//| Main |
//+-----------+
// Called EACH TICK and each Bar[]
int start()
{
double p=Point;
double spread=Ask-Bid;
double spread2=(Ask-Bid)+2*Point; // for setting unattended stoploss and takeprofit
int cnt=0;
int gle=0;
int OrdersPerSymbol=0;
int iFileHandle;
// 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;
// Trade stuff
double diverge;
double maF1, maS1;
// bar counting
if(bartime!=Time[0])
{
bartime=Time[0];
bartick++;
objtick++;
TradeAllowed=true;
}
OrdersPerSymbol=0;
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
{
OrdersPerSymbol++;
}
}
if(OrdersPerSymbol>maxOrders) maxOrders=OrdersPerSymbol;
//+-----------------------------+
//| Insert your indicator here |
//| And set either BUYme or |
//| SELLme true to place orders |
//+-----------------------------+
int Fast_Price = PRICE_OPEN;
int Fast_Mode = MODE_EMA;
maF1=iMA(Symbol(),0,Fast_Period,0,Fast_Mode,Fast_Price,0);
int Slow_Price = PRICE_OPEN;
int Slow_Mode = MODE_SMMA;
maS1=iMA(Symbol(),0,Slow_Period,0,Slow_Mode,Slow_Price,0);
diverge=(maF1-maS1);
ObjectDelete("Cmmt");
ObjectCreate("Cmmt", OBJ_TEXT, 0, Time[20], High[20]+(10p)); ObjectSetText("Cmmt","Divergence="+DoubleToStr(diverge,4),10,"Arial",White); if( diverge>= DVBuySell && diverge<= DVStayOut ) BUYme=true; if( diverge<=(DVBuySell(-1)) && diverge>=(DVStayOut*(-1)) ) SELLme=true;
if(FileData)
{
tickcount++;
iFileHandle = FileOpen("eaDivergence07", FILE_CSV|FILE_READ|FILE_WRITE, ",");
FileSeek(iFileHandle, 0, SEEK_END);
FileWrite(iFileHandle, bartick, " ", tickcount, " ", diverge);
FileFlush(iFileHandle);
FileClose(iFileHandle);
}
//+------------+
//| End Insert |
//+------------+
//ENTRY LONG (buy, Ask)
if(TradeAllowed && BUYme)
{
//Ask(buy, long)
if(LossLimit ==0) SL=0; else SL=Ask-( (LossLimit +7)Point ); if(ProfitMade==0) TP=0; else TP=Ask+( (ProfitMade+7)Point );
OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,TradeComment,MagicNumber,White);
gle=GetLastError();
if(gle==0)
{
Print("BUY Ask=",Ask," bartick=",bartick);
ObjectCreate("myx"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], High[0]+(5*p));
ObjectSetText("myx"+DoubleToStr(objtick,0),"B",15,"Arial",Red);
bartick=0;
TradeAllowed=false;
}
else
{
Print("-----ERROR----- BUY Ask=",Ask," error=",gle," bartick=",bartick);
}
}
//ENTRY SHORT (sell, Bid)
if(TradeAllowed && SELLme)
{
//Bid (sell, short)
if(LossLimit ==0) SL=0; else SL=Bid+((LossLimit+7)Point ); if(ProfitMade==0) TP=0; else TP=Bid-((ProfitMade+7)Point );
OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red);
gle=GetLastError();
if(gle==0)
{
Print("SELL Bid=",Bid," bartick=",bartick);
ObjectCreate("myx"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], High[0]+(5*p));
ObjectSetText("myx"+DoubleToStr(objtick,0),"S",15,"Arial",Red);
bartick=0;
TradeAllowed=false;
}
else
{
Print("-----ERROR----- SELL Bid=",Bid," error=",gle," bartick=",bartick);
}
}
//Basket profit or loss
CurrentBasket=AccountEquity()-AccountBalance();
if(CurrentBasket>maxEquity) maxEquity=CurrentBasket;
if(CurrentBasket<minEquity) minEquity=CurrentBasket;
// actual basket closure
if( CurrentBasket>=BasketProfit || CurrentBasket<=(BasketLoss*(-1)) )
{
CloseEverything();
}
// CLOSE order if profit target made
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 if (CurrentProfit >= PLBreakEven*p && OrderOpenPrice()>OrderStopLoss()) { SL=OrderOpenPrice()+(spread*2); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White); gle=GetLastError(); if(gle==0) { Print("MODIFY BREAKEVEN BUY Bid=",Bid," bartick=",bartick); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"BE",15,"Arial",White); } else { Print("-----ERROR----- MODIFY BREAKEVEN BUY Bid=",Bid," error=",gle," bartick=",bartick); } } // modify for trailing stop if(CurrentProfit >= TrailStop*p ) { SL=Bid-(TrailStop*p); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, White); gle=GetLastError(); if(gle==0) { Print ("MODIFY TRAILSTOP BUY StopLoss=",SL," bartick=",bartick,"OrderTicket=",OrderTicket()," CurrProfit=",CurrentProfit); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"TS",15,"Arial",White); } else { Print("-----ERROR----- MODIFY TRAILSTOP BUY Bid=",Bid," error=",gle," bartick=",bartick); } } // did we make our desired BUY profit // or did we hit the BUY LossLimit if((ProfitMade>0 && CurrentProfit>=(ProfitMade*p)) || (LossLimit>0 && CurrentProfit<=((LossLimit*(-1))*p)) ) { OrderClose(OrderTicket(),Lots,Bid,Slippage,White); gle=GetLastError(); if(gle==0) { Print("CLOSE BUY Bid=",Bid," bartick=",bartick); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"C",15,"Arial",White); } else { Print("-----ERROR----- CLOSE BUY Bid=",Bid," error=",gle," bartick=",bartick); } } } // if BUY if(OrderType()==OP_SELL) { CurrentProfit=OrderOpenPrice()-Ask; // modify for break even if (CurrentProfit >= PLBreakEven*p && OrderOpenPrice()<OrderStopLoss()) { SL=OrderOpenPrice()-(spread*2); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, Red); gle=GetLastError(); if(gle==0) { Print("MODIFY BREAKEVEN SELL Ask=",Ask," bartick=",bartick); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"BE",15,"Arial",Red); } else { Print("-----ERROR----- MODIFY BREAKEVEN SELL Ask=",Ask," error=",gle," bartick=",bartick); } } // modify for trailing stop if(CurrentProfit >= TrailStop*p) { SL=Ask+(TrailStop*p); TP=OrderTakeProfit(); OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP, Red); gle=GetLastError(); if(gle==0) { Print ("MODIFY TRAILSTOP SELL StopLoss=",SL," bartick=",bartick,"OrderTicket=",OrderTicket()," CurrProfit=",CurrentProfit); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"TS",15,"Arial",Red); } else { Print("-----ERROR----- MODIFY TRAILSTOP SELL Ask=",Ask," error=",gle," bartick=",bartick); } } // did we make our desired SELL profit? if( (ProfitMade>0 && CurrentProfit>=(ProfitMade*p)) || (LossLimit>0 && CurrentProfit<=((LossLimit*(-1))*p)) ) { OrderClose(OrderTicket(),Lots,Ask,Slippage,Red); gle=GetLastError(); if(gle==0) { Print("CLOSE SELL Ask=",Ask," bartick=",bartick); ObjectCreate("myz"+DoubleToStr(objtick,0), OBJ_TEXT, 0, Time[0], Low[0]-(7*p)); ObjectSetText("myz"+DoubleToStr(objtick,0),"C",15,"Arial",Red); } else { Print("-----ERROR----- CLOSE SELL Ask=",Ask," error=",gle," bartick=",bartick); } } } //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