Overhedgev2最新版

//+——————————————————————+
//| OverHedgeV2.mq4 |
//| Copyright ?2006, |
//| |
//| Written by MrPip (Robert Hill) for kmrunner |
//| 3/7/06 Added check of direction for first trade Buy or Sell |
//+——————————————————————+
#property copyright “Copyright ?2005”
#property link “http://www.strategtbuilderfx.com”
//—-
#include <stdlib.mqh>
//—-
extern bool Debug=false;
extern string TradeLog=”TradeLog”;
//—-
extern int MagicNumber=11111;
extern double Lots=0.1;
extern double HedgeBase=2.0;
extern int Slippage=5;
extern bool shutdownGrid=false;
extern int TunnelWidth=20;
//—-
extern double profitTarget=100; // if > 0, will close out all positions once the pip target has been met
extern int EMAShortPeriod=8; // original was 7, change based on new optimization Mar06
extern int EMALongPeriod=21; // original was 16, change based on new optimization Mar06
extern int PauseSeconds= 6; // Number of seconds to “sleep” before closing the next winning trade
extern int MillisPerSec=1000; // DO NOT CHANGE – Standard multiplier to convert seconds to milliseconds
//—-
double TunnelSize;
string setup;
double startBuyRate, startSellRate;
int currentOpen;
int NumBuyTrades, NumSellTrades; // Number of buy and sell trades in this symbol
bool myWantLongs;
double lotMM;
double Profit;
bool OK2Buy,OK2Sell, FirstDirSell;
//+——————————————————————+
//| CheckDirection |
//| Check direction for trade |
//| return 1 for up, -1 for down, 0 for flat |
//+——————————————————————+
int CheckDirection()
{
double SlowEMA, FastEMA;
double Dif;
//—-
FastEMA=iMA(NULL,0,EMAShortPeriod,0,MODE_EMA,PRICE_CLOSE,1);
SlowEMA=iMA(NULL,0,EMALongPeriod,0,MODE_EMA,PRICE_CLOSE,1);
Dif=FastEMA-SlowEMA;
//—-
if(Dif > 0)return(1);
if(Dif < 0)return(-1);
return(0);
}
//+——————————————————————+
//| expert initialization function |
//+——————————————————————+
int init()
{
//—-
setup=StringConcatenate( “OverHedgeV2-“, Symbol(),”-“,MagicNumber );
int err, handle;
string filename=Symbol()+ TradeLog + “.txt”;
//—-
if (Debug)
{
GlobalVariableSet(“MyHandle”,0);
if (!GlobalVariableCheck(“MyHandle”))
{
err=GetLastError();
Print(“Error creating Global Variable MyHandle: (” + err + “) ” + ErrorDescription(err));
return(0);
}
handle=FileOpen(filename,FILE_CSV|FILE_WRITE,”\t”);
GlobalVariableSet(“MyHandle”,handle);
}
return(0);
}
//+——————————————————————+
//| expert deinitialization function |
//+——————————————————————+
int deinit()
{
int handle;
if (Debug)
{
if (GlobalVariableCheck(“MyHandle”))
{
handle=GlobalVariableGet(“MyHandle”);
FileFlush(handle);
FileClose(handle);
GlobalVariableDel(“MyHandle”);
}
}
return(0);
}
//+——————————————————————+
//| Write – writes string to debug file |
//+——————————————————————+
int Write(string str)
{
int handle;
if (GlobalVariableCheck(“MyHandle”))
{
handle=GlobalVariableGet(“MyHandle”);
FileWrite(handle,str + ” Time ” + TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS));
}
}
//+——————————————————————+
//| Close Open Positions |
//| Close all open positions |
//+——————————————————————+
void CloseOpenPositions()
{
int cnt, err;
// First close losing trades
for(cnt=OrdersTotal()-1;cnt>=0;cnt–)
{
OrderSelect (cnt, SELECT_BY_POS,MODE_TRADES);
// if ( OrderSelect (cnt, SELECT_BY_POS) == false )
// {
// err = GetLastError();
// if (Debug) Write(“OrderSelect failed error : (” + err + “) ” + ErrorDescription(err));
// continue;
// }
if(OrderSymbol()!=Symbol()) continue;
if(OrderMagicNumber()!=MagicNumber) continue;
if(OrderType()==OP_BUY && OrderProfit() < 0)
{
if (OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Violet))
{
if (Debug) Write(“Buy Order closed for ” + Symbol() + ” at ” + Bid + “.”);
}
else
{
err=GetLastError();
Print(“Error closing order : (“, err , “) ” + ErrorDescription(err));
if (Debug)
{
Write(“Error closing order : (” + err + “) ” + ErrorDescription(err));
}
}
}
if(OrderType()==OP_SELL && OrderProfit() < 0)
{
if (OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Violet))
{
if (Debug) Write(“Sell Order closed for ” + Symbol() + ” at ” + Ask + “.”);
}
else
{
err=GetLastError();
Print(“Error closing order : (“, err , “) ” + ErrorDescription(err));
if (Debug)
{
Write(“Error closing order : (” + err + “) ” + ErrorDescription(err));
}
}
}
}
// Then close winning trades
for(cnt=OrdersTotal()-1;cnt>=0;cnt–)
{
OrderSelect (cnt, SELECT_BY_POS,MODE_TRADES);
// if ( OrderSelect (cnt, SELECT_BY_POS) == false )
// {
// err = GetLastError();
// if (Debug) Write(“OrderSelect failed error : (” + err + “) ” + ErrorDescription(err));
// continue;
// }
if(OrderSymbol()!=Symbol()) continue;
if(OrderMagicNumber()!=MagicNumber) continue;
if(OrderType()==OP_BUY && OrderProfit() > 0)
{
Sleep(PauseSeconds*MillisPerSec);
if (OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Gold))
{
if (Debug) Write(“Buy Order closed for ” + Symbol() + ” at ” + Bid + “.”);
}
else
{
err=GetLastError();
Print(“Error closing order : (“, err , “) ” + ErrorDescription(err));
if (Debug)
{
Write(“Error closing order : (” + err + “) ” + ErrorDescription(err));
}
}
}
if(OrderType()==OP_SELL && OrderProfit() > 0)
{
Sleep(PauseSeconds*MillisPerSec);
if (OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Gold))
{
if (Debug) Write(“Sell Order closed for ” + Symbol() + ” at ” + Ask + “.”);
}
else
{
err=GetLastError();
Print(” Error closing order : (“, err , “) ” + ErrorDescription(err));
if (Debug)
{
Write(” Error closing order : (” + err + “) ” + ErrorDescription(err));
}
}
}
}
}
//+————————————————————————+
//| counts the number of open positions |
//| type BUY returns number of long positions |
//| type SELL returns number of short positions |
//| type BOTH returns number of long and short positions |
//+————————————————————————+
int CheckOpenPositions(string type)
{
int cnt, NumPositions;
int NumBuyTrades, NumSellTrades; // Number of buy and sell trades in this symbol
//
NumBuyTrades=0;
NumSellTrades=0;
for(cnt=OrdersTotal()-1;cnt>=0;cnt–)
{
OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
// if ( OrderSelect (cnt, SELECT_BY_POS) == false ) continue;
if(OrderSymbol()!=Symbol()) continue;
if(OrderMagicNumber()!=MagicNumber) continue;
if(OrderType()==OP_BUY )
{
NumBuyTrades++;
}
else if(OrderType()==OP_SELL)
{
NumSellTrades++;
}
}
NumPositions=NumBuyTrades + NumSellTrades;
if (type==”BUY”) return(NumBuyTrades);
if (type==”SELL”) return(NumSellTrades);
return(NumPositions);
}
//+——————————————————————+
//| GetProfit |
//| Return Open Profit from all open positions |
//+——————————————————————+
double GetProfit( )
{
int i;
double openProfit=0;
//—-
openProfit=0;
for(i=OrdersTotal()-1;i>=0;i–)
{
OrderSelect(i, SELECT_BY_POS );
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber )
{
openProfit=openProfit + MathRound(OrderProfit()/MarketInfo(Symbol(),MODE_TICKVALUE)*10);
}
}
return(openProfit);
}
//+——————————————————————+
//| OpenBuyOrder |
//+——————————————————————+
void OpenBuyOrder(double lotM, string SetupStr)
{
int err;
int ticket;
//—-
ticket=OrderSend(Symbol(),OP_BUY,lotM,Ask,Slippage,0,0,SetupStr,MagicNumber,0,Blue);
if (Debug)
{
Write (“OpenBuy ” + Symbol() + ” for ” + DoubleToStr(Ask,4));
}
if(ticket<=0)
{
err=GetLastError();
Print(“Error opening BUY order [” + SetupStr + “]: (” + err + “) ” + ErrorDescription(err));
if (Debug) Write(“Error opening BUY order [” + SetupStr + “]: (” + err + “) ” + ErrorDescription(err));
}
}
//+——————————————————————+
//| OpenSellOrder |
//+——————————————————————+
void OpenSellOrder(double lotM, string SetupStr)
{
int err;
int ticket;
//—-
ticket=OrderSend(Symbol(),OP_SELL,lotM,Bid,Slippage,0,0,SetupStr,MagicNumber,0,Red);
if(Debug)
{
Write (“OpenSell ” + Symbol() + ” for ” + DoubleToStr(Bid,4));
}
if(ticket<=0)
{
err=GetLastError();
Print(“Error opening Sell order [” + SetupStr + “]: (” + err + “) ” + ErrorDescription(err));
if (Debug) Write(“Error opening Sell order [” + SetupStr + “]: (” + err + “) ” + ErrorDescription(err));
}
}
//+——————————————-+
//| DoTrades module cut from start |
//| No real changes |
//+——————————————-+
void DoTrades(string OrdText, string SetupStr,double lotM)
{
if(OrdText==”BUY”)
{
OpenBuyOrder(lotM,SetupStr);
}
else if(OrdText==”SELL”)
{
OpenSellOrder(lotM,SetupStr);
}
}
//+——————————————————————+
//| Check Profit |
//| Output comment showing progit, longs, shorts, etc |
//| If profit target is reached close all open positions |
//+——————————————————————+
void CheckProfit()
{
double Profit;
int openLongs,openShorts;
//—-
Profit=GetProfit();
if(Profit>=profitTarget)
{
if (Debug) Write(“Closing positions due to profit target”);
CloseOpenPositions();
}
// else
// {
// openLongs = CheckOpenPositions(“BUY”);
// openShorts = CheckOpenPositions(“SELL”);
// Comment(” Server time is “,TimeToStr(CurTime()),
// “\n”,
// “\n”,” Open p&l = “,Profit,
// “\n”,” Long = “,openLongs,
// “\n”,” Short = “,openShorts,
// “\n”,
// “\n”,” Balance = “,AccountBalance(),
// “\n”,” Equity = “,AccountEquity(),
// “\n”,” Margin = “,AccountMargin(),
// “\n”,” Free mrg = “,AccountFreeMargin());
// }
}
//+——————————————————————+
//| script program start function |
//+——————————————————————+
int start()
{
//—-
//—- test if we want to shutdown
if (shutdownGrid) // close all orders. then exit.. there is nothing more to do
{
CloseOpenPositions();
return(0);
}
TunnelSize=((2*(Ask-Bid)/Point)+TunnelWidth);
// Check for new trade cycle
// First check if profit target is reached
// If yes then there will be no open positions
// So a new trade cycle will begin
CheckProfit();
currentOpen=CheckOpenPositions(“BOTH”);
if (currentOpen==0)
{
// Start trades based on confirmation direction, was daily
if (CheckDirection()==0) return(0);
if (CheckDirection()==1)
{
OK2Buy=true;
OK2Sell=false;
FirstDirSell=false;
}
if (CheckDirection()==-1)
{
OK2Buy=false;
OK2Sell=true;
FirstDirSell=true;
}
if (OK2Buy)
{
startBuyRate=Bid ;
if (Debug) Write(“Start Buys : ” + startBuyRate);
startSellRate=Bid – TunnelSize*Point;
if (Debug) Write(“Start Sells : ” + startSellRate);
}
if (OK2Sell)
{
startSellRate=Bid ;
if (Debug) Write(“Start Sells : ” + startSellRate);
startBuyRate=Bid + TunnelSize*Point;
if (Debug) Write(“Start Buys : ” + startBuyRate);
}
}
else
{
OK2Buy=true;
OK2Sell=true;
}
// Determine how many lots for next trade based on current number of open positions
lotMM=Lots * MathPow(HedgeBase,currentOpen);
if (lotMM==0) return(0);
// Determine if next trade should be long or short based on current number of open positions
myWantLongs=true;
if (MathMod(currentOpen,2) > 0.1) myWantLongs=false;
if (FirstDirSell) myWantLongs=!myWantLongs; // added to match starting trade direction
if (myWantLongs)
{
// if (Debug) Write (“Looking for Longs at ” + startBuyRate + ” with Lots = ” + lotMM);
if (Ask >=startBuyRate )
{
// if (Debug) Write (“Long at : ” + Ask + ” with start buy rate at ” + startBuyRate);
DoTrades(“BUY”,setup,lotMM);
}
}
else
{
// if (Debug) Write (“Looking for Shorts at ” + startSellRate + ” with Lots = ” + lotMM);
if (Ask<=startSellRate)
{
// if (Debug) Write (“Short at : ” + Bid + ” with start sell rate at ” + startSellRate);
DoTrades(“SELL”,setup,lotMM);
}
}
//—-
return(0);
}
//+——————————————————————+