//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//--- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//--- calcuulate number of losses orders without a break
if(DecreaseFactor>0)
{
for(int i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false)
{
Print("Error in history!");
break;
}
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL)
continue;
//---
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1)
lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
//--- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double ma_cur;
double ma_prev1;
double ma_prev2;
//---- go trading only for first tiks of new bar
if(Volume[0] > 1){
return;
}
//---- get Moving Average
ma_cur = iMA(NULL, 0, MA_PERIOD, 0, MODE_SMA, PRICE_CLOSE, 0);
ma_prev1 = iMA(NULL, 0, MA_PERIOD, 0, MODE_SMA, PRICE_CLOSE, 1);
ma_prev2 = iMA(NULL, 0, MA_PERIOD, 0, MODE_SMA, PRICE_CLOSE, 2);
//---- buy conditions
if(touch_bottom(ma_cur, ma_prev1, ma_prev2)) {
OrderSend(Symbol(), OP_SELL, NormalizeDouble(AccountFreeMargin()*0.1/1000.0,1), Bid, 3, 0, 0, "", MAGICMA, 0, Blue);
return;
}
//---- sell conditions
if(touch_top(ma_cur, ma_prev1, ma_prev2)) {
OrderSend(Symbol(), OP_BUY, NormalizeDouble(AccountFreeMargin()*0.1/1000.0,1), Ask, 3, 0, 0, "", MAGICMA, 0, Red);
return;
}
//----
}
int start()
{
int err = 0;
int total = 0;
int prevticket = 0;
int modespread = MarketInfo(Symbol(), MODE_SPREAD);
//----
if (IsTradeAllowed()) {
RefreshRates();
modespread = MarketInfo(Symbol(), MODE_SPREAD);
} else {
return (0);
}
ObjectSetText(WT_INFO_NAME,
"Perceptron("+gOrderbar+"): " +
"Spread("+modespread+") "+
""+DoubleToStr(perceptron(), 2)+"",
7, "Arial", White);
// check for opened position
total = OrdersTotal();
//----
for (int i = 0; i < total; i++) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
// check for symbol & magic number
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) {
prevticket = OrderTicket();
gOrderbar = iBarShift(Symbol(), 0, OrderOpenTime());
// long position is opened
if (OrderType() == OP_BUY) {
// check profit
if (Bid > (OrderStopLoss() + (sl * 2 + modespread) * Point)) {
if (perceptron() < 0) { // reverse
gOrderTicket = OrderSend(Symbol(), OP_SELL, OrderLots(), Bid, 3,
Ask + sl * Point, 0, "AI Rev", MagicNumber, 0, Red);
Sleep(10000);
//----
if (gOrderTicket >= 0) {
OrderCloseBy(gOrderTicket, prevticket, Blue);
} else {
err=GetLastError();
Print("error[1](",err,"): ",ErrorDescription(err));
if (OrderStopLoss() < OrderOpenPrice()) {
if (!OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), 0, 0, Blue)) {
Sleep(1000);
}
}
}
} else { // trailing stop
if (!OrderModify(OrderTicket(), OrderOpenPrice(), Bid - sl * Point, 0, 0, Blue)) {
Sleep(1000);
}
}
}
// short position is opened
} else {
// check profit
if (Ask < (OrderStopLoss() - (sl * 2 + modespread) * Point)) {
if (perceptron() > 0) { // reverse
gOrderTicket = OrderSend(Symbol(), OP_BUY, OrderLots(), Ask, 3,
Bid - sl * Point, 0, "AI Rev", MagicNumber, 0, Blue);
Sleep(10000);
//----
if (gOrderTicket >= 0) {
OrderCloseBy(gOrderTicket, prevticket, Blue);
} else {
err=GetLastError();
Print("error[2](",err,"): ",ErrorDescription(err));
if (OrderStopLoss() > OrderOpenPrice()) {
if (!OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), 0, 0, Blue)) {
Sleep(1000);
}
}
}
} else { // trailing stop
if (!OrderModify(OrderTicket(), OrderOpenPrice(), Ask + sl * Point,
0, 0, Blue)) {
Sleep(1000);
}
}
}
}
// exit
return (0);
}
}
if (gOrderbar == iBarShift(Symbol(), 0, 0)) {
return (0);
}
lots = NormalizeDouble(AccountBalance() * aiGetRisk(Period()) / (sl + modespread), 2);
if (lots < 0.01) lots = 0.01;
// check for long or short position possibility
if (perceptron() > 0) { //long
gOrderTicket = OrderSend(Symbol(), OP_BUY, lots, Ask, 3, Bid - sl * Point, 0, "AI",
MagicNumber, 0, Blue);
//----
if (gOrderTicket < 0) {
Sleep(10000);
err=GetLastError();
Print("error[3](",err,"): ",ErrorDescription(err));
}
} else { // short
gOrderTicket = OrderSend(Symbol(), OP_SELL, lots, Bid, 3, Ask + sl * Point, 0, "AI",
MagicNumber, 0, Red);
if (gOrderTicket < 0) {
Sleep(10000);
err=GetLastError();
Print("error[4](",err,"): ",ErrorDescription(err));
}
}
//--- exit
return (0);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//--- Do we have enough bars to work with
if(Bars(_Symbol,_Period)<60) // if total bars is less than 60 bars
{
Alert("We have less than 60 bars, EA will now exit!!");
return;
}
// We will use the static Old_Time variable to serve the bar time.
// At each OnTick execution we will check the current bar time with the saved one.
// If the bar time isn't equal to the saved time, it indicates that we have a new tick.
static datetime Old_Time;
datetime New_Time[1];
bool IsNewBar=false;
// copying the last bar time to the element New_Time[0]
int copied=CopyTime(_Symbol,_Period,0,1,New_Time);
if(copied>0) // ok, the data has been copied successfully
{
if(Old_Time!=New_Time[0]) // if old time isn't equal to new bar time
{
IsNewBar=true; // if it isn't a first call, the new bar has appeared
if(MQL5InfoInteger(MQL5_DEBUGGING)) Print("We have new bar here ",New_Time[0]," old time was ",Old_Time);
Old_Time=New_Time[0]; // saving bar time
}
}
else
{
Alert("Error in copying historical times data, error =",GetLastError());
ResetLastError();
return;
}
//--- EA should only check for new trade if we have a new bar
if(IsNewBar==false)
{
return;
}
//--- Do we have enough bars to work with
int Mybars=Bars(_Symbol,_Period);
if(Mybars<60) // if total bars is less than 60 bars
{
Alert("We have less than 60 bars, EA will now exit!!");
return;
}
//--- Define some MQL5 Structures we will use for our trade
MqlTick latest_price; // To be used for getting recent/latest price quotes
MqlTradeRequest mrequest; // To be used for sending our trade requests
MqlTradeResult mresult; // To be used to get our trade results
MqlRates mrate[]; // To be used to store the prices, volumes and spread of each bar
ZeroMemory(mrequest); // Initialization of mrequest structure
/*
Let's make sure our arrays values for the Rates, ADX Values and MA values
is store serially similar to the timeseries array
*/
// the rates arrays
ArraySetAsSeries(mrate,true);
// the ADX DI+values array
ArraySetAsSeries(plsDI,true);
// the ADX DI-values array
ArraySetAsSeries(minDI,true);
// the ADX values arrays
ArraySetAsSeries(adxVal,true);
// the MA-8 values arrays
ArraySetAsSeries(maVal,true);
//--- Get the last price quote using the MQL5 MqlTick Structure
if(!SymbolInfoTick(_Symbol,latest_price))
{
Alert("Error getting the latest price quote - error:",GetLastError(),"!!");
return;
}
//--- Get the details of the latest 3 bars
if(CopyRates(_Symbol,_Period,0,3,mrate)<0)
{
Alert("Error copying rates/history data - error:",GetLastError(),"!!");
ResetLastError();
return;
}
//--- Copy the new values of our indicators to buffers (arrays) using the handle
if(CopyBuffer(adxHandle,0,0,3,adxVal)<0 || CopyBuffer(adxHandle,1,0,3,plsDI)<0
|| CopyBuffer(adxHandle,2,0,3,minDI)<0)
{
Alert("Error copying ADX indicator Buffers - error:",GetLastError(),"!!");
ResetLastError();
return;
}
if(CopyBuffer(maHandle,0,0,3,maVal)<0)
{
Alert("Error copying Moving Average indicator buffer - error:",GetLastError());
ResetLastError();
return;
}
//--- we have no errors, so continue
//--- Do we have positions opened already?
bool Buy_opened=false; // variable to hold the result of Buy opened position
bool Sell_opened=false; // variables to hold the result of Sell opened position
if(PositionSelect(_Symbol)==true) // we have an opened position
{
if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
{
Buy_opened=true; //It is a Buy
}
else if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
{
Sell_opened=true; // It is a Sell
}
}
// Copy the bar close price for the previous bar prior to the current bar, that is Bar 1
p_close=mrate[1].close; // bar 1 close price
/*
1. Check for a long/Buy Setup : MA-8 increasing upwards,
previous price close above it, ADX > 22, +DI > -DI
*/
//--- Declare bool type variables to hold our Buy Conditions
bool Buy_Condition_1=(maVal[0]>maVal[1]) && (maVal[1]>maVal[2]); // MA-8 Increasing upwards
bool Buy_Condition_2 = (p_close > maVal[1]); // previuos price closed above MA-8
bool Buy_Condition_3 = (adxVal[0]>Adx_Min); // Current ADX value greater than minimum value (22)
bool Buy_Condition_4 = (plsDI[0]>minDI[0]); // +DI greater than -DI
//--- Putting all together
if(Buy_Condition_1 && Buy_Condition_2)
{
if(Buy_Condition_3 && Buy_Condition_4)
{
// any opened Buy position?
if(Buy_opened)
{
Alert("We already have a Buy Position!!!");
return; // Don't open a new Buy Position
}
ZeroMemory(mrequest);
mrequest.action = TRADE_ACTION_DEAL; // immediate order execution
mrequest.price = NormalizeDouble(latest_price.ask,_Digits); // latest ask price
mrequest.sl = NormalizeDouble(latest_price.ask - STP*_Point,_Digits); // Stop Loss
mrequest.tp = NormalizeDouble(latest_price.ask + TKP*_Point,_Digits); // Take Profit
mrequest.symbol = _Symbol; // currency pair
mrequest.volume = Lot; // number of lots to trade
mrequest.magic = EA_Magic; // Order Magic Number
mrequest.type = ORDER_TYPE_BUY; // Buy Order
mrequest.type_filling = ORDER_FILLING_FOK; // Order execution type
mrequest.deviation=100; // Deviation from current price
//--- send order
OrderSend(mrequest,mresult);
// get the result code
if(mresult.retcode==10009 || mresult.retcode==10008) //Request is completed or order placed
{
Alert("A Buy order has been successfully placed with Ticket#:",mresult.order,"!!");
}
else
{
Alert("The Buy order request could not be completed -error:",GetLastError());
ResetLastError();
return;
}
}
}
/*
2. Check for a Short/Sell Setup : MA-8 decreasing downwards,
previous price close below it, ADX > 22, -DI > +DI
*/
//--- Declare bool type variables to hold our Sell Conditions
bool Sell_Condition_1 = (maVal[0]<maVal[1]) && (maVal[1]<maVal[2]); // MA-8 decreasing downwards
bool Sell_Condition_2 = (p_close <maVal[1]); // Previous price closed below MA-8
bool Sell_Condition_3 = (adxVal[0]>Adx_Min); // Current ADX value greater than minimum (22)
bool Sell_Condition_4 = (plsDI[0]<minDI[0]); // -DI greater than +DI
//--- Putting all together
if(Sell_Condition_1 && Sell_Condition_2)
{
if(Sell_Condition_3 && Sell_Condition_4)
{
// any opened Sell position?
if(Sell_opened)
{
Alert("We already have a Sell position!!!");
return; // Don't open a new Sell Position
}
ZeroMemory(mrequest);
mrequest.action=TRADE_ACTION_DEAL; // immediate order execution
mrequest.price = NormalizeDouble(latest_price.bid,_Digits); // latest Bid price
mrequest.sl = NormalizeDouble(latest_price.bid + STP*_Point,_Digits); // Stop Loss
mrequest.tp = NormalizeDouble(latest_price.bid - TKP*_Point,_Digits); // Take Profit
mrequest.symbol = _Symbol; // currency pair
mrequest.volume = Lot; // number of lots to trade
mrequest.magic = EA_Magic; // Order Magic Number
mrequest.type= ORDER_TYPE_SELL; // Sell Order
mrequest.type_filling = ORDER_FILLING_FOK; // Order execution type
mrequest.deviation=100; // Deviation from current price
//--- send order
OrderSend(mrequest,mresult);
// get the result code
if(mresult.retcode==10009 || mresult.retcode==10008) //Request is completed or order placed
{
Alert("A Sell order has been successfully placed with Ticket#:",mresult.order,"!!");
}
else
{
Alert("The Sell order request could not be completed -error:",GetLastError());
ResetLastError();
return;
}
}
}
return;
}
