Fracture-7.4.0最新版

#property copyright “Fracture”
#property link “Fracture”
#define MAGIC 20130706
extern string TOOLS = “……………………………………………………………………………………………….”;
extern bool CloseAll = false;
extern bool ContinueTrading = true;
extern string RISK = “……………………………………………………………………………………………….”;
extern double BaseLotSize = 0.01;
extern double RangeUsage = 0.05;
extern double TrendUsage = 0.1;
extern string TRADING = “……………………………………………………………………………………………….”;
extern int MaxTrades = 9;
extern int MaxScalping = 5;
extern double Aggressive = 10;
extern double TradeSpace = 2;
extern double DynamicSlippage = 0.5;
extern string PROFITS = “……………………………………………………………………………………………….”;
extern int QueryHistory = 22;
extern double BasketProfit = 3;
extern double OpenProfit = 0.85;
extern double MinProfit = 1;
extern string TRENDING = “……………………………………………………………………………………………….”;
extern double CrossBars = 30;
extern double RangingMarket = 0.7;
extern double TurboStart = 0.4;
extern string INDICATOR_ATR = “……………………………………………………………………………………………….”;
extern int ATRTimeFrame = 0;
extern int ATRPeriod = 14;
extern int ATRShift = 0;
extern string INDICATOR_MA = “……………………………………………………………………………………………….”;
extern int MATimeFrame = 0;
extern int MA1Period = 5;
extern int MA2Period = 9;
extern int MA3Period = 18;
extern int MMAShift = 0;
extern int MAShift = 0;
extern string INDICATOR_ADX = “……………………………………………………………………………………………….”;
extern double ADXLine1 = 45;
extern double ADXLine2 = 55;
extern int ADXTimeFrame = 0;
extern int ADXPeriod = 14;
extern int ADXShift = 0;
extern string INDICATOR_FRACTAL = “……………………………………………………………………………………………….”;
extern int FractalTimeFrame = 0;
extern int FractalShift = 1;
extern int FractalBars = 5;

double slippage, marginRequirement, lotSize, lastProfit, totalHistoryProfit, totalProfit, totalLoss, symbolHistory,
eATR, eATRPrev, eADX, MA1Cur, MA2Cur, MA3Cur, MA1Prev, MA2Prev, MA3Prev ;

int digits, totalTrades, totalScalping;

int totalHistory = 100;
double pipPoints = 0.00010;
double fractalUpPrice = 0 ;
double fractalDownPrice = 0;
double trendStrength = 0;
double drawdown = 0;
bool nearLongPosition = false;
bool nearShortPosition = false;
bool longTrendUp = false;
bool longTrendDown = false;
bool shortTrendUp = false;
bool shortTrendDown = false;
bool rangingMarket = false;
bool shortBullishCross1 = false;
bool shortBullishCross2 = false;
bool shortBearishCross1 = false;
bool shortBearishCross2 = false;

int totalHistoryScalpingBuys = 0;
int totalHistoryScalpingSells = 0;

int totalOpenScalpingBuys = 0;
int totalOpenScalpingSells = 0;

string display = “\n”;

int init(){
prepare() ;
return( 0 );
}

double marginCalculate( string symbol, double volume ){
return ( MarketInfo( symbol, MODE_MARGINREQUIRED ) * volume ) ;
}

void lotSize(){
slippage = NormalizeDouble( ( eATR / pipPoints ) * DynamicSlippage, 1 );
marginRequirement = marginCalculate( Symbol(), BaseLotSize );
trendStrength = MathAbs( MA1Cur – MA3Cur ) / MathAbs( MA2Cur – MA3Cur );
drawdown = 1 – AccountEquity() / AccountBalance();
if( rangingMarket ) lotSize = NormalizeDouble( ( AccountFreeMargin() * RangeUsage / marginRequirement ) * BaseLotSize , 2 ) ;
else lotSize = NormalizeDouble( ( AccountFreeMargin() * TrendUsage / marginRequirement ) * BaseLotSize, 2 ) ;
if( lotSize < 0.01 ) lotSize = 0.01;
}

void setPipPoint(){
digits = MarketInfo( Symbol(), MODE_DIGITS );
if( digits == 3 ) pipPoints = 0.010;
else if( digits == 5 ) pipPoints = 0.00010;
}

void closeAll( string type = “none” ){
for( int i = 0; i < OrdersTotal(); i++ ) {
if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
if( OrderSymbol() == Symbol() ){
RefreshRates();
if( ( OrderStopLoss() == 0 && OrderProfit() > 0 && type == “profits” ) || type == “none” ){
if( OrderType() == OP_BUY ) OrderClose( OrderTicket(), OrderLots(), Bid, slippage );
if( OrderType() == OP_SELL ) OrderClose( OrderTicket(), OrderLots(), Ask, slippage );
}
}
}
}

void prepareFractals(){
fractalUpPrice = 0;
fractalDownPrice = 0;
for( int i = 0; i < FractalBars; i++ ){
double ifractalUp = iFractals( NULL, 0, MODE_UPPER, i );
double ifractalDown = iFractals( NULL, 0, MODE_LOWER, i );
if( ifractalUp > 0 && Open[i] > Open[0] ){
if( Open[i] > Close[i] ) fractalUpPrice = Open[i];
else fractalUpPrice = Close[i];
} else if( ifractalDown > 0 && Open[i] < Open[0] ){
if( Open[i] < Close[i] ) fractalDownPrice = Open[i];
else fractalDownPrice = Close[i];
}
}
}

void prepareHistory(){
symbolHistory = 0;
totalHistoryProfit = 0;
totalScalping = 0;
totalHistoryScalpingBuys = 0;
totalHistoryScalpingSells = 0;
for( int iPos = OrdersHistoryTotal() – 1 ; iPos > ( OrdersHistoryTotal() – 1 ) – totalHistory; iPos– ){
OrderSelect( iPos, SELECT_BY_POS, MODE_HISTORY ) ;
double QueryHistoryDouble = ( double ) QueryHistory;
if( symbolHistory >= QueryHistoryDouble ) break;
if( OrderSymbol() == Symbol() ){
if( OrderComment() == “scalp” ) {
totalScalping = totalScalping + 1;
if( OrderType() == OP_BUY ) totalHistoryScalpingBuys = totalHistoryScalpingBuys + 1;
if( OrderType() == OP_SELL ) totalHistoryScalpingSells = totalHistoryScalpingSells + 1;
}
totalHistoryProfit = totalHistoryProfit + OrderProfit() ;
symbolHistory = symbolHistory + 1 ;
}
}
}

void preparePositions() {
nearLongPosition = false;
nearShortPosition = false;
totalTrades = 0;
totalProfit = 0;
totalLoss = 0;
totalOpenScalpingBuys = 0;
totalOpenScalpingSells = 0;
for( int i = 0 ; i < OrdersTotal() ; i++ ) {
if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
if( OrderSymbol() == Symbol() ) {
if( rangingMarket && eADX < ADXLine1 ){
if( OrderType() == OP_BUY && MathAbs( OrderOpenPrice() – Ask ) < eATR * TradeSpace ) nearLongPosition = true ;
if( OrderType() == OP_SELL && MathAbs( OrderOpenPrice() – Bid ) < eATR * TradeSpace ) nearShortPosition = true ;
} else {
if( OrderType() == OP_BUY && MathAbs( OrderOpenPrice() – Ask ) < eATR * TradeSpace / Aggressive ) nearLongPosition = true ;
if( OrderType() == OP_SELL && MathAbs( OrderOpenPrice() – Bid ) < eATR * TradeSpace / Aggressive ) nearShortPosition = true ;
}
if( OrderComment() == “default” ) totalTrades = totalTrades + 1;
else if( OrderComment() == “scalp” ) {
totalOpenScalpingBuys = totalOpenScalpingBuys + 1;
totalOpenScalpingSells = totalOpenScalpingSells + 1;
}
if( OrderProfit() > 0 ) totalProfit = totalProfit + OrderProfit();
else totalLoss = totalLoss + OrderProfit();
}
}
}

void prepareIndicators(){
eATR = iATR( NULL, ATRTimeFrame, ATRPeriod, ATRShift );
eATRPrev = iATR( NULL, ATRTimeFrame, ATRPeriod, ATRShift + 1 );
eADX = iADX( NULL, ADXTimeFrame, MA1Period, PRICE_MEDIAN, MODE_MAIN, ADXShift );
MA1Cur = iMA( NULL, MATimeFrame, MA1Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift );
MA2Cur = iMA( NULL, MATimeFrame, MA2Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift );
MA3Cur = iMA( NULL, MATimeFrame, MA3Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift );
MA1Prev = iMA( NULL, MATimeFrame, MA1Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift + 1 );
MA2Prev = iMA( NULL, MATimeFrame, MA2Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift + 1 );
MA3Prev = iMA( NULL, MATimeFrame, MA3Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, MAShift + 1 );
}

void prepareTrend(){
shortBullishCross1 = false;
shortBullishCross2 = false;
shortBearishCross1 = false;
shortBearishCross2 = false;
for( int i = 0; i < CrossBars; i++ ){
double tMA1Cur = iMA( NULL, MATimeFrame, MA1Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, i );
double tMA2Cur = iMA( NULL, MATimeFrame, MA2Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, i );
double tMA3Cur = iMA( NULL, MATimeFrame, MA3Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, i );
double tMA1Prev = iMA( NULL, MATimeFrame, MA1Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, i + 1 );
double tMA2Prev = iMA( NULL, MATimeFrame, MA2Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, i + 1 );
double tMA3Prev = iMA( NULL, MATimeFrame, MA3Period, MMAShift, MODE_SMMA, PRICE_MEDIAN, i + 1 );
if( tMA1Cur > tMA2Cur && tMA1Prev <= tMA2Prev && Close[0] > MA1Cur && eADX < ADXLine2 ) shortBearishCross1 = true;
if( tMA2Cur < tMA3Cur && tMA2Prev >= tMA3Prev && Close[0] > MA1Cur && eADX < ADXLine2 ) shortBearishCross2 = true;
if( tMA1Cur < tMA2Cur && tMA1Prev >= tMA2Prev && Close[0] < MA1Cur && eADX < ADXLine2 ) shortBullishCross1 = true;
if( tMA2Cur > tMA3Cur && tMA2Prev <= tMA3Prev && Close[0] < MA1Cur && eADX < ADXLine2 ) shortBullishCross2 = true;
if( ( shortBullishCross1 && shortBullishCross2 ) || ( shortBearishCross1 && shortBearishCross2 ) ) break;
}
if( MathAbs( MA2Cur – MA3Cur ) < eATR * RangingMarket ) {
rangingMarket = true ;
shortTrendUp = false ;
shortTrendDown = false ;
longTrendUp = false ;
longTrendDown = false ;
} else {
if( MA1Cur > MA2Cur && MA1Cur > MA1Prev && MA2Cur > MA2Prev ) shortTrendUp = true ;
else shortTrendUp = false ;
if( MA1Cur < MA2Cur && MA1Cur < MA1Prev && MA2Cur < MA2Prev ) shortTrendDown = true ;
else shortTrendDown = false ;
if( MA2Cur > MA3Cur && MA2Cur > MA2Prev && MA3Cur > MA3Prev ) longTrendUp = true ;
else longTrendUp = false ;
if( MA2Cur < MA3Cur && MA2Cur < MA2Prev && MA3Cur < MA3Prev ) longTrendDown = true ;
else longTrendDown = false ;
if( shortTrendUp || shortTrendDown || longTrendUp || longTrendDown ) rangingMarket = false ;
else rangingMarket = true ;
}
}

void managePositions(){
if( ( totalHistoryProfit < 0 || totalTrades == 1 ) && MathAbs( totalHistoryProfit ) < totalProfit * BasketProfit ) closeAll( “profits” );
else if( totalTrades > 1 && totalProfit > MathAbs( totalLoss ) * OpenProfit ) closeAll();
else {
for( int i = 0 ; i < OrdersTotal() ; i++ ) {
if( OrderSelect( i, SELECT_BY_POS, MODE_TRADES ) == false ) break;
if( OrderSymbol() == Symbol() && OrderComment() == “scalp” ) {
if( OrderType() == OP_BUY && Bid > OrderOpenPrice() && MathAbs( Bid – OrderOpenPrice() ) > MinProfit * eATR )
OrderClose( OrderTicket(), OrderLots(), Bid, slippage );
else if( OrderType() == OP_SELL && Ask < OrderOpenPrice() && MathAbs( OrderOpenPrice() – Ask ) > MinProfit * eATR )
OrderClose( OrderTicket(), OrderLots(), Ask, slippage );
}
if( OrderSymbol() == Symbol() && OrderComment() == “default” ) {
if( OrderType() == OP_BUY && Bid > OrderOpenPrice() && totalTrades >= MaxTrades -1 ) OrderClose( OrderTicket(), OrderLots(), Bid, slippage );
else if( OrderType() == OP_SELL && Ask < OrderOpenPrice() && totalTrades >= MaxTrades – 1 ) OrderClose( OrderTicket(), OrderLots(), Ask, slippage );
}
}
}
}

void openPosition(){
int type = -1;
if( rangingMarket && eADX < ADXLine1 ){
RefreshRates();
if( Close[0] >= fractalUpPrice && Close[0] <= MA1Cur ) type = OP_SELL;
if( Close[0] <= fractalDownPrice && Close[0] >= MA1Cur) type = OP_BUY;
if( !nearLongPosition && type == OP_BUY ) OrderSend( Symbol(), type, lotSize, Ask, slippage, 0, 0, “default”, MAGIC ) ;
if( !nearShortPosition && type == OP_SELL ) OrderSend( Symbol(), type , lotSize, Bid, slippage, 0, 0, “default”, MAGIC ) ;
}
if( totalScalping < MaxScalping && eADX > ADXLine1 ){
if( !nearLongPosition && shortBullishCross1 && shortBullishCross2 && totalOpenScalpingBuys < MaxScalping && Close[0] >= fractalUpPrice )
OrderSend( Symbol(), OP_BUY, lotSize, Ask, slippage, 0, 0, “scalp”, MAGIC ) ;
if( !nearShortPosition && shortBearishCross1 && shortBearishCross2 && totalOpenScalpingSells < MaxScalping && Close[0] <= fractalDownPrice )
OrderSend( Symbol(), OP_SELL, lotSize, Bid, slippage, 0, 0, “scalp”, MAGIC ) ;
}
}
void update(){
display = “”;
display = display + ” Trade Space: ” + DoubleToStr( TradeSpace * eATR / pipPoints, 1 ) + “pips”;
display = display + ” Lot Size: ” + DoubleToStr( lotSize, 2 );
display = display + “\n\n Trend Strength: ” + DoubleToStr( trendStrength, 2 );
display = display + ” Ranging: ” + DoubleToStr( rangingMarket, 0 );
display = display + “\n Bull: ” + DoubleToStr( longTrendUp, 0 );
display = display + ” Bullish: ” + DoubleToStr( shortTrendUp, 0 ) ;
display = display + ” Bearish: ” + DoubleToStr( shortTrendDown, 0 );
display = display + ” Bear: ” + DoubleToStr( longTrendDown, 0 );
display = display + “\n\n Draw Down: ” + DoubleToStr( drawdown, 2 );
display = display + ” Open Trades: ” + DoubleToStr( totalTrades, 0 ) + ” (” + DoubleToStr( MaxTrades, 0 ) + “)”;
display = display + “\n Profit: ” + DoubleToStr( totalProfit, 2 );
display = display + ” Loss: ” + DoubleToStr( totalLoss, 2 );
display = display + ” History: ” + DoubleToStr( totalHistoryProfit, 2 );
Comment( display );
}

void prepare(){
prepareIndicators();
prepareFractals();
setPipPoint();
prepareHistory();
preparePositions();
prepareTrend();
lotSize();
update() ;
}

int start() {
prepare() ;
if( CloseAll ) closeAll() ;
else {
if( ( ContinueTrading || ( !ContinueTrading && totalTrades > 0 ) ) && ( totalTrades < MaxTrades || MaxTrades == 0 ) ) openPosition() ;
managePositions() ;
}
return( 0 ) ;
}