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rmoriz/gist:1144989

Created August 14, 2011 15:32
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gistfile1.txt
//+------------------------------------------------------------------+
//| LiveAlligator.mq4 |
//| Copyright © 2011, MetaQuotes Software Corp. |
//| http://www.mql4.com/ru/users/rustein |
//-------------------------------------------------------------------+
// Trend Detection function
#define BULL 1
#define BEAR 2
// Input variables
//+------------------------------------------------------------------+
extern int Slippage = 5;
//-------------------------------------------------------------------+
extern int Magic = 55;
//-------------------------------------------------------------------+
extern int StopLoss = 75;
//-------------------------------------------------------------------+
extern bool MoneyMangement = true;
extern double Lots = 0.01;
extern double MaximumRisk = 0.50; //- Alter to suit your account
//+------------------------------------------------------------------+
extern int LivePeriod = 46;
//-------------------------------------------------------------------+
extern int TrailPeriod = 113;
//-------------------------------------------------------------------+
extern int TotalOrders = 2;
//-------------------------------------------------------------------+
string OrderComments = "LiveAlligator";
///////////////////////////////////////////////////////////////////////////////////
extern int GMT.Offset = 0; // Broker timezone offset - Alter to suit you broker
extern int GMT.OpenHour = 1; // Earliest hour to enter the market
extern int GMT.CloseHour = 21; // No orders after Open of this bar
///////////////////////////////////////////////////////////////////////////////////
int FridayCloseHour = 25;
extern int LastDayOfYearToTrade = 345;
extern int FirstDayOfYearToTrade = 5;
extern string BacktestSettings = "=== Backtest Settings ===";
extern bool Backtest.Auto.Clock.Change=true;
extern int Backtest.GMT.Offset.Summer = 2; //- Alter to suit you broker
extern int Backtest.GMT.Offset.Winter = 1; //- Alter to suit you broker
//-----
color BuyColor = CLR_NONE;
color SellColor = CLR_NONE;
// Global variables
int Cnt = 0; // counter variable, used in for() loops
bool InitVariables; // init variable when program starts
datetime PreviousBar; // record the candle/bar time
int LastTrendDirection; // record the previous trends direction
int FileHandle; // variable for file handling
int OpenHour, CloseHour, iHourOffset;
static double sdPoint;
/*
1.01 BarrowBoy www.selectfx.net and on Twitter as BarrowBoy66
Added trading hours approximately suitable for this system pair EURUSD
- Unless your system is <always on, stop and reverse> you are very likely to need to filter entry signals by time-of-day
Added handling for full & subpip accounts automatically
1.01a
One TrailingStop bug fixed - original was placing stop too close to market
Another bug remains in the OrderModify section...
*/
//-------------------------------------------------------------------+
//-------------------------------------------------------------------+
int init()
{
HandleDigits();
GetHourOffSet(iHourOffset);
OpenHour = iHourOffset+GMT.OpenHour;
CloseHour = iHourOffset+GMT.CloseHour;
if(IsTesting()==false)
{
InitVariables = true; // Allows us to init variables in the start function because
// we cannot do this in the init function because the variables
// use values from the chart
//create data file if it does not exist and load variables if file does exist
FileHandle=FileOpen("LiveAlligator.dat",FILE_BIN | FILE_READ);
if(FileHandle<1)
{
Print("LiveAlligator.dat not found.");
FileHandle=FileOpen("LiveAlligator.dat",FILE_BIN | FILE_WRITE);
if(FileHandle>0)
{
LastTrendDirection=0;
FileWriteInteger(FileHandle,LastTrendDirection,SHORT_VALUE);
FileClose(FileHandle);
Print("LiveAlligator.dat has been successfully created.");
}
else
{
FileClose(FileHandle);
Print("Failed to create LiveAlligator.dat file.");
}
}
else
{
LastTrendDirection=FileReadInteger(FileHandle,SHORT_VALUE);
Print("LiveAlligator variables loaded from file.");
FileClose(FileHandle);
}
}
return(0);
}
//+------------------------------------------------------------------+
//|-----------------------// Save Variables //---------------------|
//+------------------------------------------------------------------+
int SaveVariables()
{
if(IsTesting()==false)
{
//save variables to file
FileHandle=FileOpen("LiveAlligator.dat",FILE_BIN | FILE_WRITE);
if(FileHandle<1)
{
Print("LiveAlligator.dat not found.");
FileHandle=FileOpen("LiveAlligator.dat",FILE_BIN | FILE_WRITE);
if(FileHandle>0)
{
FileWriteInteger(FileHandle,LastTrendDirection,SHORT_VALUE);
FileClose(FileHandle);
Print("LiveAlligator.dat has been successfully created.");
}
else
{
FileClose(FileHandle);
Print("Failed to create LiveAlligator.dat file.");
}
}
else
{
FileWriteInteger(FileHandle,LastTrendDirection,SHORT_VALUE);
FileClose(FileHandle);
Print("LiveAlligator Variables successfully saved to file.");
}
}
return(0);
}
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
int start()
{
GetHourOffSet(iHourOffset);
OpenHour = iHourOffset+GMT.OpenHour;
CloseHour = iHourOffset+GMT.CloseHour;
//-----
if(MoneyMangement == true)
Lots = NormalizeDouble(AccountBalance()*MaximumRisk/100.00/100.00,1);
else Lots = Lots;
//-----
// init variables when the expert advisor first starts running
if(InitVariables == true)
{
PreviousBar = Time[0]; // record the current canle/bar open time
// place code here that you only wnat to run one time
InitVariables = false; // change to false so we only init variable once
}
// record trends direction
if(LastTrendDirection==0)
{
if(TrendDetection()==BULL)
{
LastTrendDirection=BULL;
}
if(TrendDetection()==BEAR)
{
LastTrendDirection=BEAR;
}
}
//+------------------------------------------------------------------+
//|------------------------// Trail By MA //-------------------------|
//+------------------------------------------------------------------+
double SL = NormalizeDouble(iMA(NULL,0,TrailPeriod,0,MODE_SMMA,PRICE_CLOSE,1),Digits);
double dNearest = MarketInfo(Symbol(), MODE_STOPLEVEL);
//-----
int Orders = OrdersTotal();
for (int i=0; i<Orders; i++)
{
if(!(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))) continue;
if(OrderSymbol() != Symbol()) continue;
{
if(OrderType() == OP_BUY && OrderMagicNumber()==Magic && SL > OrderOpenPrice() && NormalizeDouble(Ask,Digits) > SL
&& OrderStopLoss() != SL && SL > 0 && SL!=EMPTY_VALUE && SL > OrderStopLoss())
{
if ((SL > Ask+dNearest*sdPoint) || (SL < Bid-dNearest*sdPoint))
OrderModify(OrderTicket(),OrderOpenPrice(),SL,OrderTakeProfit(),0,CLR_NONE);
}
if(OrderType() == OP_SELL && OrderMagicNumber()==Magic && SL < OrderOpenPrice() && NormalizeDouble(Bid,Digits) < SL
&& OrderStopLoss() != SL && SL > 0 && SL!=EMPTY_VALUE && SL < OrderStopLoss())
{
if ((SL > Ask+dNearest*sdPoint) || (SL < Bid-dNearest*sdPoint))
OrderModify(OrderTicket(),OrderOpenPrice(),SL,OrderTakeProfit(),0,CLR_NONE);
}
}
}
//+------------------------------------------------------------------+
//|------------------------// Open Orders //-----------------------|
//+------------------------------------------------------------------+
// perform analysis and open orders on new candle/bar
if(NewBar() == true)
{
HandleDigits();
Print ("Lots ", Lots);
// only perform analysis and open new order if we have not reached our TotalOpenOrders max
if(TotalOpenOrders() < TotalOrders)
{
//----- // Open BUY
if(TrendDetection() == BULL && LastTrendDirection == BEAR)
{
if(StopLoss>0)
{
if (TradingHours()) OrderSend(Symbol(),OP_BUY,Lots,NormalizeDouble(Ask,Digits),Slippage*sdPoint,NormalizeDouble(Ask,Digits)-(StopLoss*sdPoint),0,OrderComments,Magic,0,BuyColor);
}
if(StopLoss==0)
{
OrderSend(Symbol(),OP_BUY,Lots,NormalizeDouble(Ask,Digits),Slippage*sdPoint,0,0,OrderComments,Magic,0,BuyColor);
}
LastTrendDirection=BULL;
// save variables to file
SaveVariables();
}
//----- // Open SELL
if(TrendDetection() == BEAR && LastTrendDirection == BULL)
{
if(StopLoss>0)
{
if (TradingHours()) OrderSend(Symbol(),OP_SELL,Lots,NormalizeDouble(Bid,Digits),Slippage*sdPoint,NormalizeDouble(Bid,Digits)+(StopLoss*sdPoint),0,OrderComments,Magic,0,SellColor);
}
if(StopLoss==0)
{
OrderSend(Symbol(),OP_SELL,Lots,NormalizeDouble(Bid,Digits),Slippage*sdPoint,0,0,OrderComments,Magic,0,SellColor);
}
LastTrendDirection=BEAR;
// save variables to file
SaveVariables();
}
}
}
return(0);
}
//+------------------------------------------------------------------+
//|-----------------------// Orders Count //-----------------------|
//+------------------------------------------------------------------+
// This function returns the total amount of orders the expert advisor has open
int TotalOpenOrders()
{
Cnt=OrdersTotal();
int TotalOpenOrders = 0;
if(Cnt==0)
{
return(0);
}
else
{
for(;Cnt>=0;Cnt--)
{
RefreshRates();
OrderSelect(Cnt,SELECT_BY_POS);
if(OrderMagicNumber()==Magic)
{
TotalOpenOrders++;
}
}
}
return(TotalOpenOrders);
}
//+------------------------------------------------------------------+
//|--------------------------// New Bar //-------------------------|
//+------------------------------------------------------------------+
// This function return the value true if the current bar/candle was just formed
bool NewBar()
{
if(PreviousBar<Time[0])
{
PreviousBar = Time[0];
return(true);
}
else
{
return(false);
}
return(false); // in case if - else statement is not executed
}
//+------------------------------------------------------------------+
//|---------------------// Trend Detection //----------------------|
//+------------------------------------------------------------------+
int TrendDetection()
{
//-------------------------------------------------------------------+
double LipsNow = iAlligator(NULL,0,13,8,8,5,5,3,MODE_SMMA,PRICE_MEDIAN,MODE_GATORLIPS,0);
double LipsPre = iAlligator(NULL,0,13,8,8,5,5,3,MODE_SMMA,PRICE_MEDIAN,MODE_GATORLIPS,1);
double JawsNow = iAlligator(NULL,0,13,8,8,5,5,3,MODE_SMMA,PRICE_MEDIAN,MODE_GATORJAW,0);
double JawsPre = iAlligator(NULL,0,13,8,8,5,5,3,MODE_SMMA,PRICE_MEDIAN,MODE_GATORJAW,1);
double TeethNow = iAlligator(NULL,0,13,8,8,5,5,3,MODE_SMMA,PRICE_MEDIAN,MODE_GATORTEETH,0);
//-----
double MA1 = iMA(NULL,0,LivePeriod,0,MODE_EMA,PRICE_CLOSE,0);
double MA2 = iMA(NULL,0,LivePeriod,0,MODE_EMA,PRICE_WEIGHTED,0);
double MA3 = iMA(NULL,0,LivePeriod,0,MODE_EMA,PRICE_TYPICAL,0);
double MA4 = iMA(NULL,0,LivePeriod,0,MODE_EMA,PRICE_MEDIAN,0);
double MA5 = iMA(NULL,0,LivePeriod,0,MODE_EMA,PRICE_OPEN,0);
//-------------------------------------------------------------------+
//BULL trend
if(LipsNow > JawsNow && TeethNow < JawsNow && LipsPre < JawsPre && MA1 > MA2 && MA2 > MA3 && MA3 > MA4 && MA4 > MA5)
{
return(BULL);
}
//BEAR trend
if(LipsNow < JawsNow && TeethNow > JawsNow && LipsPre > JawsPre && MA1 < MA2 && MA2 < MA3 && MA3 < MA4 && MA4 < MA5)
{
return(BEAR);
}
return(0);
}
bool TradingHours()
{
// Check if OK to Open Orders - quit if not
if (Hour() < OpenHour) return (false);
if (Hour() >= CloseHour) return (false);
if (DayOfYear() > LastDayOfYearToTrade) return (false); // Not the trading day
if (DayOfYear() < FirstDayOfYearToTrade) return (false); // Not the trading day
return (true);
}
void GetHourOffSet(int &iHourOffset)
{
int iMonth, iDayOfWeek, iDayOfMonth;
if (IsLiveTrading())
{
iHourOffset = GMT.Offset;
return;
}
// if here we are in one of the test modes
if (Backtest.Auto.Clock.Change==false)
{
iHourOffset = GMT.Offset;
return;
}
// if here we are in one of the test modes and want to finesse the offset
iMonth = Month();
switch(iMonth)
{
// Set Winter values
case 1:
iHourOffset = Backtest.GMT.Offset.Winter;
break;
case 2:
iHourOffset = Backtest.GMT.Offset.Winter;
break;
case 11:
iHourOffset = Backtest.GMT.Offset.Winter;
break;
case 12:
iHourOffset = Backtest.GMT.Offset.Winter;
break;
// Set Summer values
case 4:
iHourOffset = Backtest.GMT.Offset.Summer;
break;
case 5:
iHourOffset = Backtest.GMT.Offset.Summer;
break;
case 6:
iHourOffset = Backtest.GMT.Offset.Summer;
break;
case 7:
iHourOffset = Backtest.GMT.Offset.Summer;
break;
case 8:
iHourOffset = Backtest.GMT.Offset.Summer;
break;
case 9:
iHourOffset = Backtest.GMT.Offset.Summer;
break;
}
if (iMonth==3 || iMonth==10) // Check further
{
iDayOfMonth = Day();
iDayOfWeek = DayOfWeek();
if (iDayOfMonth < 25)
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Winter;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Summer;
return;
}
if (iDayOfMonth==25)
if (iDayOfWeek > 0)
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Winter;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Summer;
return;
}
else
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Summer;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Winter;
return;
}
if (iDayOfMonth==26)
if (iDayOfWeek > 1)
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Winter;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Summer;
return;
}
else
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Summer;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Winter;
return;
}
if (iDayOfMonth==27)
if (iDayOfWeek > 2)
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Winter;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Summer;
return;
}
else
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Summer;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Winter;
return;
}
if (iDayOfMonth==28)
if (iDayOfWeek > 3)
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Winter;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Summer;
return;
}
else
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Summer;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Winter;
return;
}
if (iDayOfMonth==29)
if (iDayOfWeek > 4)
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Winter;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Summer;
return;
}
else
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Summer;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Winter;
return;
}
if (iDayOfMonth==30)
if (iDayOfWeek > 5)
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Winter;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Summer;
return;
}
else
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Summer;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Winter;
return;
}
if (iDayOfMonth==31)
{
if (iMonth==3) iHourOffset = Backtest.GMT.Offset.Summer;
if (iMonth==10) iHourOffset = Backtest.GMT.Offset.Winter;
return;
}
} // if (iMonth==3 || iMonth==10) // Check further
return;
}
bool IsLiveTrading()
{
if (IsTesting()) return (false);
if (IsOptimization()) return (false);
if (IsVisualMode()) return (false);
return (true);
}
void HandleDigits()
{
if (Digits == 4 || Digits == 2) // Full pip pair
{
sdPoint = Point;
}
if (Digits == 5 || Digits == 3) // Sub-pip pair
{
sdPoint = Point*10.0000;
}
}
//+------------------------------------------------------------------+
//|---------------------------// END //------------------------------|
//+------------------------------------------------------------------+
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