//+-----------------------------------------------------------------------------+
//| Firebird v0.63 - MA envelope exhaustion system |
//+-----------------------------------------------------------------------------+
#property copyright "Copyright © 2005, TraderSeven"
#property link "[email protected]"
// \\|// +-+-+-+-+-+-+-+-+-+-+-+ \\|//
// ( 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;cntdifference)
{ // 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; iDVLimit*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.