//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
double ma;
//--- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//--- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
//---
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//--- check order type
if(OrderType()==OP_BUY)
{
if(Open[1]>ma && Close[1]<ma)
{
if(!OrderClose(OrderTicket(),OrderLots(),Bid,3,White))
Print("OrderClose error ",GetLastError());
}
break;
}
if(OrderType()==OP_SELL)
{
if(Open[1]<ma && Close[1]>ma)
{
if(!OrderClose(OrderTicket(),OrderLots(),Ask,3,White))
Print("OrderClose error ",GetLastError());
}
break;
}
}
//---
}
//+------------------------------------------------------------------+
//| 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);
}
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//---
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//--- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
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);
//----
for(int i = 0;i < OrdersTotal();i++)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == false){
break;
}
if(OrderMagicNumber() != MAGICMA || OrderSymbol() != Symbol()){
continue;
}
//---- check order type
if(OrderType() == OP_BUY)
{
if(cross_below(ma_cur, ma_prev1) || touch_bottom(ma_cur, ma_prev1, ma_prev2) || OrderProfit() > AccountFreeMargin()*(-0.07)){
OrderClose(OrderTicket(), OrderLots(), Bid, 3, White);
}
break;
}
if(OrderType() == OP_SELL)
{
if(cross_above(ma_cur, ma_prev1) || touch_top(ma_cur, ma_prev1, ma_prev2)|| OrderProfit() > AccountFreeMargin()*(-0.07)){
OrderClose(OrderTicket(), OrderLots(), Ask, 3, White);
}
break;
}
}
//----
}
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);
}