Breakout_1.1_DayTrade_GBPM1(1)

Breakout_1.1_DayTrade_GBPM1(1)

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更新日期:2022-02-22 分类标签: 语言:中文 平台:没限制

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Breakout_1.1_DayTrade_GBPM1(1) Breakout_1.1_DayTrade_GBPM1(1) Breakout_1.1_DayTrade_GBPM1(1)

 


Breakout_1.1_DayTrade_GBPM1(1) Breakout_1.1_DayTrade_GBPM1(1)

//+------------------------------------------------------------------+
//| version.mq4 |
//| Copyright ?2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+

#property copyright "http://www.strategybuilderfx.com/showpost.php?p=166491&postcount=5807"

//---- input parameters
extern double LotsIfNoMM=1;
extern bool UseMM=false;
extern double MMRiskFactor=0.2;
extern double MMBalanceExcludeAmt=0;
extern double MMBalanceShareDivisor=1;
extern int TradeOpenTime=9;
extern int LookBackHrs=1;
extern int PipsAddedToRange=5;
extern int StopLossMax=50;
extern int BreakEvenPlus5At=30;
extern int TakeProfit=999;
extern int blTakeProfitOverrideMatchSL=0;
int blExitAtDailyBarRangeIfInProfit=0; //Left experimental code in, but results no good and needs to be made to work on both closed bars and every tick
int DailyBarRange=120;
extern int blCloseAtEOD=1;
extern int EOD=17;
extern int blOneTradeOnly=0;
extern int ClosedBarLowTrailAfterBE=0;
extern int Multiplier15mATR3TrailAfterBE=0;
extern int MultiplierH1ATR4TrailAfterBE=0;
extern int RangeMax=0;
extern int blIfRangeMaxStillOpenFarTrade=1;
extern int OrderHoursExpiry=0;
extern int blCancelPendingAtStartTime=1;
extern bool AdjustDSTwhenBacktesting=false;
extern bool Skip1stFriOfMonthIfBacktesting=false;
int blTakePartialProfitAtBEtime=0; //The code is not reliable for anything but backtest
extern int MagicNum=253661;
extern string TradeComment="BO_DayTrade";

//--- MM calculation
double CalculateMMLot()
{
double lot_min =MarketInfo(Symbol(),MODE_MINLOT);
double lot_max =MarketInfo(Symbol(),MODE_MAXLOT);
double lot_step=MarketInfo(Symbol(),MODE_LOTSTEP);
double lot;
//--- check data
if(lot_min<0 || lot_max<=0.0 || lot_step<=0.0)
{
Print("CalculateMMLot: invalid MarketInfo() results [",lot_min,",",lot_max,",",lot_step,"]");
return(0);
}
if(AccountLeverage()<=0)
{
Print("CalculateMMLot: invalid AccountLeverage() [",AccountLeverage(),"]");
return(0);
}
//--- basic formula
lot=NormalizeDouble((AccountBalance()-MMBalanceExcludeAmt)/MMBalanceShareDivisor*MMRiskFactor/AccountLeverage()/10.0,2);
//--- additional calculation
// ...
//--- check min, max and step
lot=NormalizeDouble(lot/lot_step,0)*lot_step;
if(lot<lot_min) lot=lot_min;
if(lot>lot_max) lot=lot_max;
//---
return(lot);
}

 

//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+

int start()
{
//----
int i,Ticket,LastOrderTime,StartTime,EODTime,CloseUnhitOrdersTime,Bought=0,Sold=0,PeriodToReference=0,ErrTemp=0;
int PendingTicket,OpenTicket,Last15mATRTrailBarTime,LastH1ATRTrailBarTime;

double Lots,EntryLong,EntryShort,SLLong,SLShort,TPLong,TPShort,CurrBarTime,LookbackBars,ATRtrail;

if ( ! IsTesting() ) Comment(" Time ", StringSubstr(TimeToStr(CurTime()),StringLen(TimeToStr(CurTime()))-1-5)," Tick no. ", iVolume(NULL,0,0));

if (UseMM) Lots=CalculateMMLot(); else Lots=LotsIfNoMM;

/*
if (IsTesting()) PeriodToReference=0;
else PeriodToReference=PERIOD_M1;
*/
PeriodToReference=0; //I.e. whatever timeframe the chart/backtest is in

CurrBarTime=iTime(NULL,PeriodToReference,0);

//Count time
//if(TimeHour(CurrBarTime)>=TradeOpenTime-1)
if(IsTesting() && AdjustDSTwhenBacktesting && TimeMonth(CurrBarTime)>=4 && TimeMonth(CurrBarTime)<=10)
{
StartTime= StrToTime(TradeOpenTime-1+":00");
CloseUnhitOrdersTime= StrToTime(TradeOpenTime+OrderHoursExpiry-1+":00");
if(DayOfWeek()==5) EODTime = MathMin(StrToTime("22:00"),StrToTime(EOD-1+":00"));
else EODTime = StrToTime(EOD-1+":00");
}
else
{
StartTime= StrToTime(TradeOpenTime+":00");
CloseUnhitOrdersTime= StrToTime(TradeOpenTime+OrderHoursExpiry+":00");
if(DayOfWeek()==5) EODTime = MathMin(StrToTime("22:00"),StrToTime(EOD+":00"));
else EODTime = StrToTime(EOD+":00");
}

if(blCancelPendingAtStartTime == 1 && CurTime()> StartTime-15*60 && CurrBarTime<StartTime)
{
for (i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && (OrderType()==OP_BUYSTOP || OrderType()==OP_SELLSTOP)) OrderDelete(OrderTicket());
}
}

//Set orders
//The first criteria tests for a bug where StrToTime returns the previous date until 3:00 AM.
if(TimeDay(StrToTime(TimeHour(CurrBarTime)+":00")) == TimeDay(CurrBarTime) && CurrBarTime>= StartTime && StrToTime(TimeHour(CurrBarTime)+":00")<StartTime+60*60)
{
//Determine range

LookbackBars=0;

for (i=0;i<Bars;i++)
{
if (iTime(NULL,PeriodToReference,i) < StrToTime(TimeHour(CurrBarTime)+":00")-(LookBackHrs*60*60))
{
LookbackBars=i+1;
break;
}
}

if (LookbackBars==0) return(0); //exit if not enough bars on current timeframe

EntryLong =iHigh(NULL,PeriodToReference,Highest(NULL,PeriodToReference,MODE_HIGH,LookbackBars,1))+(PipsAddedToRange+MarketInfo(Symbol(),MODE_SPREAD))*Point;
EntryShort =iLow (NULL,PeriodToReference,Lowest (NULL,PeriodToReference,MODE_LOW, LookbackBars,1))-PipsAddedToRange*Point;

SLLong =MathMax(EntryLong-StopLossMax*Point,EntryShort);
SLShort =MathMin(EntryShort+StopLossMax*Point,EntryLong);

if (blTakeProfitOverrideMatchSL==0)
{
TPLong =EntryLong+TakeProfit*Point;
TPShort =EntryShort-TakeProfit*Point;
}
else
{
TPLong =EntryLong+(EntryLong-SLLong);
TPShort =EntryShort-(SLShort-EntryShort);
}

//Check Orders
for (i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && (OrderType()==OP_BUYSTOP || OrderType()==OP_BUY))
{
Bought++;
//Fix stop if too wide due to slippage
if (OrderStopLoss()<OrderOpenPrice()-(StopLossMax+2)*Point) OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-StopLossMax*Point,OrderTakeProfit(),OrderExpiration(),Green);
}
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && (OrderType()==OP_SELLSTOP || OrderType()==OP_SELL))
{
Sold++;
//Fix stop if too wide due to slippage
if (OrderStopLoss()>OrderOpenPrice()+(StopLossMax+2)*Point) OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+StopLossMax*Point,OrderTakeProfit(),OrderExpiration(),Green);
}
}

if (RangeMax != 0 && EntryLong-EntryShort>=RangeMax*Point) //So we can filter out large ranges
{
if (blIfRangeMaxStillOpenFarTrade==1)
{
//Ensures that only the trigger furthest from the current price will be set. If price moves back to the other side of the range within the hour, the second trade will also be set.
if (iClose(NULL,PeriodToReference,1)-EntryShort < EntryLong-iClose(NULL,PeriodToReference,1))
{
Sold=1;
//Print("HERE");
}
else
{
Bought=1;
}
}
else
{
// Ensures that no trades will be opened
Bought=1;
Sold=1;
}
}

if (! (IsTesting() && Skip1stFriOfMonthIfBacktesting && DayOfWeek()==5 && Day()<8))
{
if(Bought==0 && EntryLong>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point) //no buy order and price not right at the top of the range
{
Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,EntryLong,3,SLLong,TPLong,TradeComment,MagicNum,0,Green);
}
if(Sold==0 && EntryShort<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point) //no sell order and price not right at the bottom of the range
{
Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,EntryShort,3,SLShort,TPShort,TradeComment,MagicNum,0,Green);
}
}
}

//Manage opened orders

if (blOneTradeOnly==1 && CurrBarTime>=StartTime+60*60) //Delete the second pending trade if the other has been hit and new orders are no longer being placed
{
OpenTicket=0;
PendingTicket=0;
for (i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && (OrderType()==OP_BUY || OrderType()==OP_SELL)) {OpenTicket=OrderTicket();}
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && (OrderType()==OP_BUYSTOP || OrderType()==OP_SELLSTOP)) {PendingTicket=OrderTicket();}
}
if (OpenTicket != 0 && PendingTicket != 0) //This assumes that there will only be two trades set at any given time
{
OrderDelete(PendingTicket);
}
}

for (i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderHoursExpiry>0 && CurrBarTime>=CloseUnhitOrdersTime)
{
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP) OrderDelete(OrderTicket());
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP) OrderDelete(OrderTicket());
}

if(blCloseAtEOD==1 && CurrBarTime>=EODTime)
{
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY) OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL) OrderClose(OrderTicket(),OrderLots(),Ask,3,Red);
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP) OrderDelete(OrderTicket());
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP) OrderDelete(OrderTicket());
}
else
{

//move at BE if profit>BE
if(BreakEvenPlus5At>0 && OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY)
{
if(OrderStopLoss()<OrderOpenPrice() && iHigh(NULL,PeriodToReference,1)-OrderOpenPrice() >= BreakEvenPlus5At*Point)
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+5*Point,OrderTakeProfit(),0,Green);
if (blTakePartialProfitAtBEtime==1) OrderClose(OrderTicket(),OrderLots()/2,Bid,3,Green);
}
}
if(BreakEvenPlus5At>0 && OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL)
{
if(OrderStopLoss()>OrderOpenPrice() && OrderOpenPrice()-(iLow(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point) >= BreakEvenPlus5At*Point)
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-5*Point,OrderTakeProfit(),0,Green);
if (blTakePartialProfitAtBEtime==1) OrderClose(OrderTicket(),OrderLots()/2,Ask,3,Green);
}
}

//If blExitAtDailyBarRangeIfInProfit turned on, exit at daily range if in profit
if (blExitAtDailyBarRangeIfInProfit==1)
{
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY)
{
if(OrderProfit()>0 && iHigh(Symbol(),PERIOD_D1,0)-iLow(Symbol(),PERIOD_D1,0)>DailyBarRange*Point)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
}
}
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL)
{
if(OrderProfit()>0 && iHigh(Symbol(),PERIOD_D1,0)-iLow(Symbol(),PERIOD_D1,0)>DailyBarRange*Point)
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Red);
}
}
}

}
}

if (ClosedBarLowTrailAfterBE>0)
{
for (i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY)
{
if(OrderStopLoss()>=OrderOpenPrice() && iLow(NULL,PeriodToReference,1)-OrderStopLoss() > ClosedBarLowTrailAfterBE*Point)
{
OrderModify(OrderTicket(),OrderOpenPrice(),iLow(NULL,PeriodToReference,1)-ClosedBarLowTrailAfterBE*Point,OrderTakeProfit(),0,Green);
}
}
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL)
{
if(OrderStopLoss()<=OrderOpenPrice() && OrderStopLoss()-((iHigh(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point)) > ClosedBarLowTrailAfterBE*Point)
{
OrderModify(OrderTicket(),OrderOpenPrice(),((iHigh(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point))+ClosedBarLowTrailAfterBE*Point,OrderTakeProfit(),0,Green);
}
}
}
}

if (Multiplier15mATR3TrailAfterBE>0 && iTime(Symbol(),PERIOD_M15,0)> Last15mATRTrailBarTime)
{
Last15mATRTrailBarTime=iTime(Symbol(),PERIOD_M15,0);
for (i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY)
{

if (Digits==4)
{
ATRtrail=iATR(Symbol(),PERIOD_M15,3,1)*Multiplier15mATR3TrailAfterBE;
}
else
{
ATRtrail=NormalizeDouble(iATR(Symbol(),PERIOD_M15,3,1),Digits)*Multiplier15mATR3TrailAfterBE;
}

if(OrderStopLoss()>=OrderOpenPrice() && iOpen(NULL,PeriodToReference,1)-OrderStopLoss() > ATRtrail)
{
OrderModify(OrderTicket(),OrderOpenPrice(),iOpen(NULL,PeriodToReference,1)-ATRtrail,OrderTakeProfit(),0,Green);
}
}
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL)
{

if (Digits==4)
{
ATRtrail=iATR(Symbol(),PERIOD_M15,3,1)*Multiplier15mATR3TrailAfterBE;
}
else
{
ATRtrail=NormalizeDouble(iATR(Symbol(),PERIOD_M15,3,1),Digits)*Multiplier15mATR3TrailAfterBE;
}

if(OrderStopLoss()<=OrderOpenPrice() && OrderStopLoss()-((iOpen(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point)) > ATRtrail)
{
OrderModify(OrderTicket(),OrderOpenPrice(),((iOpen(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point))+ATRtrail,OrderTakeProfit(),0,Green);
}
}
}
}

if (MultiplierH1ATR4TrailAfterBE>0 && iTime(Symbol(),PERIOD_H1,0)> LastH1ATRTrailBarTime)
{
LastH1ATRTrailBarTime=iTime(Symbol(),PERIOD_H1,0);
for (i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_BUY)
{

if (Digits==4)
{
ATRtrail=iATR(Symbol(),PERIOD_H1,4,1)*MultiplierH1ATR4TrailAfterBE;
}
else
{
ATRtrail=NormalizeDouble(iATR(Symbol(),PERIOD_H1,4,1),Digits)*MultiplierH1ATR4TrailAfterBE;
}

if(OrderStopLoss()>=OrderOpenPrice() && iOpen(NULL,PeriodToReference,1)-OrderStopLoss() > ATRtrail)
{
OrderModify(OrderTicket(),OrderOpenPrice(),iOpen(NULL,PeriodToReference,1)-ATRtrail,OrderTakeProfit(),0,Green);
}
}
if(OrderMagicNumber()==MagicNum && OrderSymbol()==Symbol() && OrderType()==OP_SELL)
{

if (Digits==4)
{
ATRtrail=iATR(Symbol(),PERIOD_H1,4,1)*MultiplierH1ATR4TrailAfterBE;
}
else
{
ATRtrail=NormalizeDouble(iATR(Symbol(),PERIOD_H1,4,1),Digits)*MultiplierH1ATR4TrailAfterBE;
}

if(OrderStopLoss()<=OrderOpenPrice() && OrderStopLoss()-((iOpen(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point)) > ATRtrail)
{
OrderModify(OrderTicket(),OrderOpenPrice(),((iOpen(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point))+ATRtrail,OrderTakeProfit(),0,Green);
}
}
}
}

return(0);
}
//+------------------------------------------------------------------+

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