Time: 2017-04-28 | Download file:Firebird_v63E1.mq4
//+-----------------------------------------------------------------------------+ //| Firebird v0.63 - MA envelope exhaustion system | //+-----------------------------------------------------------------------------+ #property copyright "Copyright © 2005, TraderSeven" #property link "TraderSeven@gmx.net" // \\|// +-+-+-+-+-+-+-+-+-+-+-+ \\|// // ( o o ) |T|r|a|d|e|r|S|e|v|e|n| ( o o ) // ~~~~oOOo~(_)~oOOo~~~~ +-+-+-+-+-+-+-+-+-+-+-+ ~~~~oOOo~(_)~oOOo~~~~ // Firebird calculates a 10 day SMA and then shifts it up and down 2% to for a channel. // For the calculation of this SMA either close (more trades) or H+L (safer trades) is used. // When the price breaks a band a postion in the opposite of the current trend is taken. // If the position goes against us we simply open an extra position to average. // 50% of the trades last a day. 45% 2-6 days 5% longer or just fail. // //01010100 01110010 01100001 01100100 01100101 01110010 01010011 01100101 01110110 01100101 01101110 // Credits fly to: // Vooch for the backtesting fix. // Hugues Du Bois for the multi currency code. // Jackie Griffin for some debugging. // Many people in the MT forum for testing and feedback // Ron added [2006 03 08 (Mar 08)] // maxDrawDown and maxOrders to track DD and number of open orders // Divergence to protect from trends //----------------------- USER INPUT extern int MA_length = 10; extern int MA_timeframe = 30; // hdb did I add this ? lol extern int MAtype = 0;//0=close, 1=HL extern double Percent = 0.1; extern int TradeOnFriday = 1; // >0 trades on friday extern int slip = 100;//exits only extern double Lots = 0.1; // modified by Renato extern int TakeProfit = 30; extern int Stoploss = 300;// total loss on all open positions in pips // modified by Renato //extern double TrailingStop = 5; // Ron added for iFXAnalyzer extern int Fast_Period=23; extern int Fast_Price = PRICE_OPEN; extern int Slow_Period=84; extern int Slow_Price = PRICE_OPEN; extern double DivergenceLimit=0.002; extern int PipStep = 30;//if position goes this amount of pips against you add another. extern double IncreasementType = 0;//0=just add every PipStep, >0 =OrdersToal()^x *Pipstep double Stopper=0; double KeepStopLoss=0; double KeepAverage; double dummy; double spread=0; double CurrentPipStep; int OrderWatcher=0; // Ron Adds int maxDD=0; int maxOO=0; extern int DVLimit = 10; // included by Renato extern int PipsGoal = 500; // included by Renato extern int PipsLoss = 500; // included by Renato color clOpenBuy = DodgerBlue; // included by Renato color clModiBuy = DodgerBlue; // included by Renato color clCloseBuy = DodgerBlue; // included by Renato color clOpenSell = Red; // included by Renato color clModiSell = Red; // included by Renato color clCloseSell = Red; // included by Renato color clDelete = White; // included by Renato string Name_Expert = "Firebird v63D"; // included by Renato string NameFileSound = "expert.wav"; // included by Renato int MODE_DIV=0; // included by Renato int MODE_SLOPE=1; // included by Renato int MODE_ACEL=2; // included by Renato //extern int GMT = 2; // InterbankFX // included by Renato extern int GMT = 0; // InterbankFX // included by Renato Changed back to 0 by MrPip extern int DST = 0; // 0=Standard 1=Daylight Saving // included by Renato extern int OpeningHour = 0; // included by Renato extern int ClosingHour = 23; // included by Renato extern int writelog = 0; // MrPip adds int MagicNumber; // Made a global variable to aid in modularizing expert code int Direction; //1=long, 11=avoid long, 2=short, 22=avoid short double LastPrice; double PriceTarget; double AveragePrice; int init() { LogWrite(Symbol()+",M"+Period()); } //----------------------- MAIN PROGRAM LOOP int start() { int flag, retval, total, myTotal; LogWrite(TimeToStr(CurTime())+" - "+"Bid="+Bid); MagicNumber=MagicfromSymbol(); Comment(MagicNumber); SetupGlobalVariables(); //Comment("Percent=",Percent); // included by Renato int OpeningDay; if ( DayOfWeek()==6 && Hour()>=20 ) { Comment("weekend"); return(0); } // included by Renato if ( !(IsTesting() || IsDemo()) ) { if (LossCheck()) { Alert("excessive loss!"); PlaySound("alert.wav"); return(0); }} // included by Renato //Ron Adds double diverge; if(AccountBalance()-AccountEquity() > maxDD) maxDD=AccountBalance()-AccountEquity(); if(MyOrdersTotal()>maxOO) maxOO=OrdersTotal(); //modified by Renato diverge=divergence(Fast_Period,Slow_Period,Fast_Price,Slow_Price,0); Comment("maxDrawDown=",maxDD," maxOrdersOpen=",maxOO," Current Divergence = ",diverge); //----------------------- CALCULATE THE NEW PIPSTEP CurrentPipStep=PipStep; if(IncreasementType>0) { CurrentPipStep=MathSqrt(MyOrdersTotal())*PipStep; // modified by Renato CurrentPipStep=MathPow(MyOrdersTotal(),IncreasementType)*PipStep; // modified by Renato } LogWrite("CurrentPipStep="+CurrentPipStep); //----------------------- Direction=0;//1=long, 11=avoid long, 2=short, 22=avoid short if (Day()!=5 || TradeOnFriday >0) { total=OrdersTotal(); myTotal = MyOrdersTotal(); LogWrite("OrdersTotal="+total); LogWrite("MyOrdersTotal="+myTotal); if(myTotal==0) OpeningDay=DayOfYear(); // modified by Renato if (myTotal > 0) LastPrice = GetPreviousOpenPrice(); else LogWrite("LastPrice="+LastPrice); flag = CheckJustClosedOrder(); if(flag!=1) { //----------------------- PREVIOUS OPEN PRICE OrderWatcher=0; LastPrice = GetPreviousOpenPrice(); LogWrite("LastPrice="+LastPrice); //Print("ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10), " lastprice= ",DoubleToStr(LastPrice, 10 )); // Ron added divergence check if(MathAbs(diverge)<=DivergenceLimit) { if ( Hour()ClosingHour+GMT+DST ) Comment("bad hours."); else { // included by Renato /*if ( (iFXAnalyser(0,MODE_DIV,0)>DVLimit*Point && iFXAnalyser(0,MODE_SLOPE,0)>0 ) || (iFXAnalyser(0,MODE_DIV,0)<-DVLimit*Point && iFXAnalyser(0,MODE_SLOPE,0)<0 ) ) { Comment("trending market!");} else {// included by Renato*/ //----------------------- ENTER POSITION BASED ON OPEN if(MAtype==0) { retval = EnterPositionBasedOnOpen(); if (retval == 1) // Opened Short position { OrderWatcher=1; Direction=2; } if (retval == 2) // Opened Long Position { OrderWatcher=1; Direction=1; } } //----------------------- ENTER POSITION BASED ON HIGH/LOW if(MAtype==1) { retval = EnterPositionBasedOnHL(); if (retval == 1) { OrderWatcher=1; Direction=2; } if (retval == 2) { OrderWatcher=1; Direction=1; } } } // included by Renato } // included by Ron } // end of flag test //----------------------- CALCULATE AVERAGE OPENING PRICE myTotal = MyOrdersTotal(); if (myTotal>0 && OrderWatcher==1) { AveragePrice = CalculateAverageOpeningPrice(myTotal); Comment("AveragePrice: ",AveragePrice," myTotal: ",myTotal); // modified by Renato } //----------------------- RECALCULATE STOPLOSS & PROFIT TARGET BASED ON AVERAGE OPENING PRICE // ReCalcSLTP_FromAverage(); // Comment("AveragePrice= ", AveragePrice); //----------------------- IF NEEDED CHANGE ALL OPEN ORDERS TO THE NEWLY CALCULATED PROFIT TARGET if(OrderWatcher==1 && myTotal>1)// check if average has really changed { ChangeOpenOrders(false, myTotal, AveragePrice); } //----------------------- KEEP TRACK OF STOPLOSS TO AVOID RUNAWAY MARKETS //if (myTot>0) // modified by Renato if (myTotal > 0) KeepTrackOfStopLoss(AveragePrice); } } void SetupGlobalVariables() { switch(MagicNumber) {// included by Renato case 26910: // EURUSD,M30 // optmized 06/03/20 // MA_length=18; // George's setting // MA_timeframe=30; // MAtype=0; Percent=0.15; // George's setting TradeOnFriday=1; slip=100; // Lots=0.05; // TakeProfit=30; // George's setting // Stoploss=300; PipStep=5; IncreasementType=0.0; DVLimit = 8; // included by Renato OpeningHour = 6; // included by Renato ClosingHour = 14; // included by Renato break; case 25803: // GBPUSD,M30 // MA_length=18; // MA_timeframe=30; // MAtype=0; Percent=0.25; TradeOnFriday=1; slip=100; // Lots=0.05; // TakeProfit=30; // Stoploss=100; PipStep=5; IncreasementType=0.0; DVLimit = 8; // included by Renato OpeningHour = 7; // included by Renato ClosingHour = 15; // included by Renato break; case 26715: // EURCHF,M30 // optmized 06/03/20 MA_length=18; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.05; TakeProfit=10; Stoploss=300; PipStep=7; IncreasementType=0.0; DVLimit = 6; // included by Renato OpeningHour = 6; // included by Renato ClosingHour = 14; // included by Renato break; /*case : // USDCHF,M30 DVLimit = 8; // included by Renato OpeningHour = 6; // included by Renato ClosingHour = 14; // included by Renato break;*/ /*case : // USDJPY,M30 DVLimit = 8; // included by Renato OpeningHour = 23; // included by Renato ClosingHour = 7; // included by Renato break;*/ /*case : // USDAUD,M30 DVLimit = 8; // included by Renato OpeningHour = 23; // included by Renato ClosingHour = 6; // included by Renato break;*/ /*default: if (!(IsTesting() || IsDemo())) Alert("This advisor is suited for the EURUSD,M30 or GBPUSD,M30 charts only"); return(0); break; */ } } // Modules moved using cut/paste and modified by MrPip double GetPreviousOpenPrice() { int cnt; double LstPrice; for(cnt=OrdersTotal()-1;cnt>=0;cnt--){ OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); // Print("ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10)); if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) ) // hdb - only symbol and magic // modified by Renato { LstPrice=OrderOpenPrice(); // Comment("LastPrice= ",DoubleToStr(LastPrice, 10)); // Print("cnt= ", cnt, " ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10), " lastprice= ",DoubleToStr(LastPrice, 10 )); break; } } return(LstPrice); } ///////////////////////////////////////////////////////////////////////////////////////// // BACKTESTER FIX: DO NOT PLACE AN ORDER IF WE JUST CLOSED // AN ORDER WITHIN Period() MINUTES AGO ///////////////////////////////////////////////////////////////////////////////////////// int CheckJustClosedOrder() { int cnt; datetime orderclosetime; string rightnow; int rightnow2; int TheHistoryTotal=HistoryTotal(); int difference; int flag=0; for(cnt=0;cnt difference) { // At least 2 periods away! flag=1; // Throw a flag break; } } } } return(flag); } //----------------------- ENTER POSITION BASED ON OPEN int EnterPositionBasedOnOpen() { int ret; double myMA =iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_OPEN,0); double RVI=iRVI(NULL,0,10,MODE_MAIN,0)-iRVI(NULL,0,10,MODE_MAIN,1); // included by Renato // Print(" Top, Bid ",myMA*(1+Percent/100)," ",Bid); // if((myMA*(1+Percent/100)) Only sell if >= 30 pips above previous position entry if( (myMA*(1+Percent/100)) =(LastPrice+(CurrentPipStep*Point)) || MyOrdersTotal()==0) && RVI<0 ) // modified by Renato { OrderSend(Symbol(),OP_SELL,Lots,Bid,slip,Bid+(Stoploss*Point),Bid-(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenSell); // modified by Renato ret = 1; } if((myMA*(1-Percent/100))>Ask && Direction!=11 && (Ask<=(LastPrice-(CurrentPipStep*Point)) || MyOrdersTotal()==0) && RVI>0 ) // Go LONG -> Only buy if >= 30 pips below previous position entry // modified by Renato { OrderSend(Symbol(),OP_BUY,Lots,Ask,slip,Ask-(Stoploss*Point),Ask+(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenBuy); // modified by Renato ret = 2; } return(ret); } //----------------------- ENTER POSITION BASED ON HIGH/LOW int EnterPositionBasedOnHL() { int ret; if((iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_HIGH,0)*(1+Percent/100)) =(LastPrice+(CurrentPipStep*Point)) || MyOrdersTotal()==0)) // Go SHORT -> Only sell if >= 30 pips above previous position entry // modified by Renato { OrderSend(Symbol(),OP_SELL,Lots,Bid,slip,Bid+(Stoploss*Point),Bid-(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenSell); // modified by Renato ret = 1; } if((iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_LOW,0)*(1-Percent/100))>Ask && Direction!=11 && (Ask<=(LastPrice-(CurrentPipStep*Point)) || MyOrdersTotal()==0)) // Go LONG -> Only buy if >= 30 pips below previous position entry // modified by Renato { OrderSend(Symbol(),OP_BUY,Lots,Ask,slip,Ask-(Stoploss*Point),Ask+(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenBuy); // modified by Renato ret = 2; } return(ret); } //----------------------- CALCULATE AVERAGE OPENING PRICE double CalculateAverageOpeningPrice(int myTot) { int cnt; double AvePrice; AvePrice=0; // int myOrderType = -1; // hdb // myTotal = 0; // hdb - count of relevant trades for(cnt=OrdersTotal() - 1;cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) ) // hdb - only symbol and magic // modified by Renato { AvePrice=AvePrice+OrderOpenPrice(); // myOrderType = OrderType(); // hdb - keep order type // myTotal = myTotal+1; // hdb - count of relevant trades } } AvePrice=AvePrice/MathMax(myTot,1); // hdb myTotal return(AvePrice); } //----------------------- RECALCULATE STOPLOSS & PROFIT TARGET BASED ON AVERAGE OPENING PRICE //void ReCalcSLTP_FromAverage() //{ // OrderSelect(0, SELECT_BY_POS, MODE_TRADES); // hdb removed /* if(myOrderType==OP_BUY && OrderWatcher==1 && myTotal>1) // Calculate profit/stop target for long { PriceTarget=AveragePrice+(TakeProfit*Point); Stopper=AveragePrice-(((Stoploss*Point)/myTotal)); } if(myOrderType==OP_SELL && OrderWatcher==1 && myTotal>1) // Calculate profit/stop target for short { PriceTarget=AveragePrice-(TakeProfit*Point); Stopper=AveragePrice+(((Stoploss*Point)/myTotal)); } */ //} //----------------------- RECALCULATE STOPLOSS & PROFIT TARGET BASED ON AVERAGE OPENING PRICE //----------------------- IF NEEDED CHANGE ALL OPEN ORDERS TO THE NEWLY CALCULATED PROFIT TARGET void ChangeOpenOrders(bool ChangeIt, int myTot, double AvePrice) { int cnt, total; total=OrdersTotal(); for(cnt=0;cnt (dummy-spread)) { // a stoploss was hit if(Direction==1) Direction=11;// no more longs if(Direction==2) Direction=22;// no more shorts } KeepStopLoss=0; } } // Ron added for divergence filter double divergence(int F_Period, int S_Period, int F_Price, int S_Price, int mypos) { int i; double maF1, maF2, maS1, maS2; double dv1, dv2; maF1=iMA(Symbol(),0,F_Period,0,MODE_SMA,F_Price,mypos); maS1=iMA(Symbol(),0,S_Period,0,MODE_SMA,S_Price,mypos); dv1=(maF1-maS1); maF2=iMA(Symbol(),0,F_Period,0,MODE_SMA,F_Price,mypos+1); maS2=iMA(Symbol(),0,S_Period,0,MODE_SMA,S_Price,mypos+1); dv2=((maF1-maS1)-(maF2-maS2)); return(dv1-dv2); } int MagicfromSymbol() { // included by Renato int MagicNumber=0; for (int i=0; i<5; i++) { MagicNumber=MagicNumber*3+StringGetChar(Symbol(),i); } MagicNumber=MagicNumber*3+Period(); return(MagicNumber); } void CloseTheseTrades() { // included by Renato for (int i=0; i DVLimit*Point ) OrderClose(OrderTicket(),OrderLots(),Ask,GetSlippage(),clCloseSell); } } } } double iFXAnalyser(int FXA_Period, int mode, int shift)// Made local function by MrPip { int FastMA=4; int SlowMA=6; int Fast_MAMode = PRICE_CLOSE; int Slow_MAMode = PRICE_OPEN; double ind_buffer0, ind_buffer1, ind_buffer2; switch(mode) { // MODE_DIV case 0 : ind_buffer0=iMA(NULL,FXA_Period,FastMA,0,MODE_SMA,Fast_MAMode,shift) -iMA(NULL,FXA_Period,SlowMA,0,MODE_SMA,Slow_MAMode,shift); return (ind_buffer0); break; //---- Shaun's Slope counted in the 2-nd buffer // MODE_SLOPE case 1 : ind_buffer1=(iMA(NULL,FXA_Period,FastMA,0,MODE_SMA,Fast_MAMode,shift) -iMA(NULL,FXA_Period,SlowMA,0,MODE_SMA,Slow_MAMode,shift)) -(iMA(NULL,FXA_Period,FastMA,0,MODE_SMA,Fast_MAMode,shift+1) -iMA(NULL,FXA_Period,SlowMA,0,MODE_SMA,Slow_MAMode,shift+1)); return (ind_buffer1); break; //---- Shaun's Slope of Slope counted in the 3-3d buffer // MODE_ACEL case 2 : ind_buffer2=((iMA(NULL,FXA_Period,FastMA,0,MODE_SMA,Fast_MAMode,shift) -iMA(NULL,FXA_Period,SlowMA,0,MODE_SMA,Slow_MAMode,shift)) -(iMA(NULL,FXA_Period,FastMA,0,MODE_SMA,Fast_MAMode,shift+1) -iMA(NULL,FXA_Period,SlowMA,0,MODE_SMA,Slow_MAMode,shift+1)) -(iMA(NULL,FXA_Period,FastMA,0,MODE_SMA,Fast_MAMode,shift+1) -iMA(NULL,FXA_Period,SlowMA,0,MODE_SMA,Slow_MAMode,shift+1)) -(iMA(NULL,FXA_Period,FastMA,0,MODE_SMA,Fast_MAMode,shift+2) -iMA(NULL,FXA_Period,SlowMA,0,MODE_SMA,Slow_MAMode,shift+2))); return (ind_buffer2); break; } } bool GoalCheck() { // included by Renato int handle = FileOpen(LogFileName(),FILE_CSV|FILE_READ,";"); if (handle>0) { int lsteqty = FileReadNumber(handle); FileClose(handle); } else lsteqty = 0; if (lsteqty==0) { handle = FileOpen(LogFileName(),FILE_CSV|FILE_WRITE,";"); FileWrite(handle,AccountEquity()); FileClose(handle); } else if (AccountEquity()-lsteqty>=PipsGoal*GetSizeLot()) return(True); else return(False); } bool LossCheck() { // included by Renato int handle = FileOpen(LogFileName(),FILE_CSV|FILE_READ,";"); if (handle>0) { int lsteqty = FileReadNumber(handle); FileClose(handle); } else lsteqty = 0; if (lsteqty==0) { handle = FileOpen(LogFileName(),FILE_CSV|FILE_WRITE,";"); FileWrite(handle,AccountEquity()); FileClose(handle); } if (lsteqty-AccountEquity()>=PipsLoss*GetSizeLot()) return(True); else return(False); } string LogFileName() { // included by Renato string stryear = DoubleToStr(Year(),0); string strmonth = DoubleToStr(Month(),0); if (StringLen(strmonth)<2) strmonth = "0"+strmonth; string strday = DoubleToStr(Day(),0); if (StringLen(strday)<2) strday = "0"+strday; return(stryear+strmonth+strday+".log"); } void LogWrite(string content) { if (writelog==1) { int handle = FileOpen(Name_Expert+".log",FILE_CSV|FILE_WRITE,";"); FileSeek(handle,0,SEEK_END); FileWrite(handle,content); FileFlush(handle); FileClose(handle); } } int MyOrdersTotal() { // included by Renato int Mytotal=0; for (int i=0; i Day() // Trailing stop -> trailing or S/R or pivot target // Realistic stop loss // Avoid overly big positions // EUR/USD 30 pips / use same value as CurrentPipStep // GBP/CHF 50 pips / use same value as CurrentPipStep // USD/CAD 35 pips / use same value as CurrentPipStep //----------------------- OBSERVATIONS // GBPUSD not suited for this system due to not reversing exhaustions. Maybe use other types of MA // EURGBP often sharp reversals-> good for trailing stops? // EURJPY deep pockets needed.