1797 Zeilen
62 KiB
MQL5
1797 Zeilen
62 KiB
MQL5
//+------------------------------------------------------------------+
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//| Grid_2.mq5 |
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//| AK47 |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "AK47"
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#property link "https://www.mql5.com"
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#property version "1.00"
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///////INCLUDE//////////
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#include <Trade\Trade.mqh>
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#include <Trade\OrderInfo.mqh>
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#include <Trade\SymbolInfo.mqh>
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#include <Trade\AccountInfo.mqh>
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#include <Trade\DealInfo.mqh>
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#include <Trade\PositionInfo.mqh>
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#include <Arrays\ArrayDouble.mqh>
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//#include <News.mqh>
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//#include <Time.mqh>
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////////GLOBALS//////////////
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input double FixedLot=0.01; // Fixed Lot
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input double fractionToClose = 0.85; // Fraction of Open Positions to close
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input double TakeProfitFactor=0;
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input double BiasFactor=0;
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input ushort Grid=300; // Grid Distance
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input double equityTSLActive = 5; // Equity stoploss trail activation in percent
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input double equityTSL = 5; // Equity stoploss trail percent
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//input double CloseTreshold=1.05;
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//input double FreeMarginThreshold=0.3;
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//input double EquityStopLossPercent=0.9;
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input int PositionsThreshold=2;
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input int MALength = 11;
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input int MALength2 = 200;
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input double Grid_mul = 1, Vol_Mul=1.618;
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input ENUM_TIMEFRAMES TimeFrame = PERIOD_H1;
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input ENUM_TIMEFRAMES UpdateTimeFrame = PERIOD_H1;
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input int GMTstartHour = 8;
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input int GMTendHour = 14;
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////////////CLASSES////////////////////
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CTrade trade;
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CDealInfo deal;
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CPositionInfo PosInfo;
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CArrayDouble List;
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CAccountInfo Account;
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COrderInfo OrdInfo;
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//CNews News;
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//CTime Time;
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//////////VARIABLES/////////////
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double MAHigh[], MAHighHandle,
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MALow[], MALowHandle,
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MA[], MAHandle, VPHandle,
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MAHigh2[], MAHighHandle2,
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MALow2[], MALowHandle2,
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MA2[], MAHandle2,
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atr[], atrHandle,
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MFI[], MFIHandle,
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stochOscMain[], stochOscSignal[], stochOscHandle;
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double ask, bid,
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//nextUp, nextDown,
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StopLossBuy=0, StopLossSell=0,
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TakeProfitBuy=0, TakeProfitSell=0,
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StartingBalance,
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spread,
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buyFactor, sellFactor,
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Grid_step_buy,
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Grid_step_sell,
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currentGrid,
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nextUpBuy, nextDownBuy,
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nextUpSell, nextDownSell;
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int upCount=0, downCount=0, bars = 0;
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double maxEquity, equityVolume = 1;
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string newGrid, previousGrid;
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double buyVolumeFactor = 1, sellVolumeFactor = 1;
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bool activateSL = false;
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MqlRates Bar1[], Bar2[];
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//---
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// News.LoadHistory();
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StartingBalance = Account.Balance();
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maxEquity = Account.Equity();
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//VWMAHandle = iCustom(_Symbol, PERIOD_CURRENT, "\\Indicators\\VWMA.mq5");
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ChartSetSymbolPeriod(0,_Symbol,TimeFrame);
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// MFIHandle = iMFI(_Symbol,PERIOD_D1,5,VOLUME_REAL);
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// stochOscHandle = iStochastic(_Symbol,PERIOD_W1,5,3,3,MODE_SMA,STO_LOWHIGH);
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MAHighHandle = iMA(_Symbol,TimeFrame,MALength,0,MODE_EMA,PRICE_HIGH);
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MAHandle = iMA(_Symbol,TimeFrame,MALength,0,MODE_EMA,PRICE_CLOSE);
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MALowHandle = iMA(_Symbol,TimeFrame,MALength,0,MODE_EMA,PRICE_LOW);
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MAHighHandle2 = iMA(_Symbol,UpdateTimeFrame,MALength2,0,MODE_EMA,PRICE_HIGH);
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MAHandle2 = iMA(_Symbol,UpdateTimeFrame,MALength2,0,MODE_EMA,PRICE_CLOSE);
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MALowHandle2 = iMA(_Symbol,UpdateTimeFrame,MALength2,0,MODE_EMA,PRICE_LOW);
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atrHandle = iATR(_Symbol,UpdateTimeFrame,MALength);
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//VPHandle = iCustom(_Symbol,TimeFrame,"\\Indicators\\Free Indicators\\MarketProfile");
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ArraySetAsSeries(MAHigh,true);
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ArraySetAsSeries(MA,true);
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ArraySetAsSeries(MALow,true);
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ArraySetAsSeries(MAHigh2,true);
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ArraySetAsSeries(MA2,true);
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ArraySetAsSeries(MALow2,true);
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ArraySetAsSeries(atr,true);
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ArraySetAsSeries(Bar1, true);
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ArraySetAsSeries(Bar2, true);
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bid = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
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ask = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits);
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// double Prices[];
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// double Volumes[];
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// double levelstep = 5;
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// CalculateVolumeDistribution(3,levelstep,Volumes,Prices);
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//
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// int peaks[];
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// int peak_count = ArrayPeaks(Prices,peaks,100);
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//
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//
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// FindIndices((ask+bid)/2,Prices,nextDown,nextUp);
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nextUpBuy = ask + Grid*_Point;
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nextDownBuy = bid - Grid*_Point;
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nextUpSell = ask + Grid*_Point;
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nextDownSell = bid - Grid*_Point;
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Print("Buy NextLevelUp: " + nextUpBuy);
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Print("Buy NextLevelDown: " + nextDownBuy);
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Print("Sell NextLevelUp: " + nextUpSell);
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Print("Sell NextLevelDown: " + nextDownSell);
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//Print("PeaksCount: " + peak_count);
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//---
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//---
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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// CloseByWin();
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//Trailing();
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//breakEven();
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//TPmodify();
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MqlDateTime dt;
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datetime gmtTime = TimeGMT(dt);
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bid = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
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ask = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits);
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spread = ask - bid;
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//////////////TP&SL//////////////////////////////////////////
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CopyBuffer(MAHighHandle,0,0,4,MAHigh);
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CopyBuffer(MAHandle,0,0,4,MA);
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CopyBuffer(MALowHandle,0,0,4,MALow);
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CopyBuffer(MAHighHandle2,0,0,4,MAHigh2);
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CopyBuffer(MAHandle2,0,0,4,MA2);
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CopyBuffer(MALowHandle2,0,0,4,MALow2);
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CopyBuffer(stochOscHandle,MAIN_LINE,0,4,stochOscMain);
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CopyBuffer(stochOscHandle,SIGNAL_LINE,0,4,stochOscSignal);
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CopyBuffer(atrHandle,0,0,4,atr);
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CopyRates(_Symbol,TimeFrame,0,10,Bar1);
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CopyRates(_Symbol,UpdateTimeFrame,0,10,Bar2);
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//////////////////// Factors //////////////////////////////////
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if(BuyPositionsCount() != 0)
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buyVolumeFactor = MathPow(Vol_Mul,VolumeTotal("Buy")/FixedLot);
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else
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buyVolumeFactor = 1;
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if(SellPositionsCount() != 0)
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sellVolumeFactor = MathPow(Vol_Mul,VolumeTotal("Sell")/FixedLot);
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else
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sellVolumeFactor = 1;
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Grid_step_buy = Grid * pow(Grid_mul,BuyPositionsCount());
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Grid_step_sell = Grid * pow(Grid_mul,SellPositionsCount());
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double buyStopVolume = NormalizeDouble(equityVolume*sellVolumeFactor*FixedLot,2);
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double buyLimitVolume = NormalizeDouble(equityVolume*buyVolumeFactor*FixedLot,2);
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double sellStopVolume = NormalizeDouble(equityVolume*sellVolumeFactor*FixedLot,2);
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double sellLimitVolume = NormalizeDouble(equityVolume*sellVolumeFactor*FixedLot,2);
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double buyTotal = VolumeTotal("Buy");
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double sellTotal = VolumeTotal("Sell");
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double totalRisk = (buyTotal - sellTotal)*100000 * .02 / (Account.Leverage());
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bool exposureSide = (buyTotal >= sellTotal) ? true : false;
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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//double buyLimitVolume = 0;
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//double sellLimitVolume = 0;
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double Volumes[];
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double Prices[];
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int peaks[];
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int below = 0,above = 0;
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// if(bars < iBars(_Symbol,UpdateTimeFrame))
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// {
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// CalculateVolumeDistribution(5,1*_Point,Volumes,Prices);
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//
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// ArrayPeaks(Volumes,peaks,1*_Point);
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//
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// FindIndices(ask,Prices,below,above);
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//
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//
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// Print("above: ", above);
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// Print("below: ", below);
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//
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// double PriceLevels[];
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// ArrayResize(PriceLevels,ArraySize(peaks));
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// for(int i=0;i<ArraySize(PriceLevels);i++)
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// {
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// PriceLevels[i] = Prices[peaks[i]];
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// }
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// Print("ARRAY: ");
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// ArrayPrint(PriceLevels);
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//
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// DrawHorizontalLines(PriceLevels);
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//
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// bars = iBars(_Symbol,UpdateTimeFrame);
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//
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// Comment("day: ", dt.day_of_week);
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//
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// }
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bool tradetime = ((GMTstartHour < GMTendHour && dt.hour >= GMTstartHour && dt.hour <= GMTendHour) || (GMTstartHour > GMTendHour && dt.hour <= GMTstartHour && dt.hour >= GMTendHour));
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bool tradays = !((dt.day >= 1 && dt.day <= 7 && dt.day_of_week == 5) || (dt.day >= 10 && dt.day <=13) || (dt.day == 16 && dt.mon == 10));
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if(spread<20*_Point && bars < iBars(_Symbol,TimeFrame))
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{
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double meanBuy = meanEntryPrice("Buy");
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double meanSell = meanEntryPrice("Sell");
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double meanTotal = meanEntryPrice("Total");
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DeleteHorizontalLines();
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DrawHorizontalLines(meanBuy,clrGreen);
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DrawHorizontalLines(meanSell,clrRed);
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DrawHorizontalLines(meanTotal,clrBlue);
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if(exposureSide)
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DrawHorizontalLines(meanTotal - (atr[1] * Account.Equity()/totalRisk),clrYellow);
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if(!exposureSide)
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DrawHorizontalLines(meanTotal - (atr[1] * Account.Equity()/totalRisk),clrMagenta);
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Comment(totalRisk, " /n", meanBuy, " /n", meanSell, " /n", meanTotal);
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if(ask < nextDownBuy) // && !OtherBuyPosition(NULL)) // || && BuyPositionsCount() > 0)){
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{
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nextUpBuy = ask + Grid_step_buy*_Point;
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nextDownBuy = bid - Grid_step_buy*_Point;
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if(Bar2[0].close < MALow2[1])
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{
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nextUpBuy = ask + BiasFactor*Grid_step_buy*_Point;
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nextDownBuy = bid - BiasFactor*Grid_step_buy*_Point;
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}
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if(tradetime && tradays && ((Bar1[0].close < MA[1] && Bar2[0].close > MA2[1])|| BuyPositionsCount() >= PositionsThreshold)) //
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trade.Buy(buyLimitVolume,_Symbol,0,StopLossBuy,TakeProfitBuy,"BuyLimit");
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if(bid > meanEntryPrice("Sell") - BiasFactor*Grid*_Point)
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{
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//CloseSellPortion(0.01);
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}
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}
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if(ask > nextUpSell)
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{
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nextUpSell = ask + Grid_step_sell*_Point;
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nextDownSell = bid - Grid_step_sell*_Point;
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if(Bar2[0].close > MAHigh2[1])
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{
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nextUpSell = ask + BiasFactor*Grid_step_sell*_Point;
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nextDownSell = bid - BiasFactor*Grid_step_sell*_Point;
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}
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if(tradetime && tradays && ((Bar1[0].close > MA[1]&& Bar2[0].close < MA2[1]) || SellPositionsCount() >= PositionsThreshold)) //
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trade.Sell(sellLimitVolume,_Symbol,0,StopLossSell,TakeProfitSell,"SellLimit");
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if(ask < meanEntryPrice("Buy") + BiasFactor*Grid*_Point)
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{
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//CloseBuyPortion(0.01);
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}
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}
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if(bid > nextUpBuy)// && !OtherBuyPosition(NULL)) // ||!OtherBuyPosition(NULL) && BuyPositionsCount() > 0)){
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{
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if(ask > meanEntryPrice("Buy") + TakeProfitFactor*Grid*_Point && BuyPositionsCount() >= PositionsThreshold)
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{
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CloseBuyPortion(fractionToClose);
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}
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if(ask > meanEntryPrice("Buy") + TakeProfitFactor*Grid*_Point && BuyPositionsCount() >= PositionsThreshold)
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{
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//CloseBuyPortion(fractionToClose);
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}
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nextUpBuy = ask + Grid_step_buy*_Point;
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nextDownBuy = bid - Grid_step_buy*_Point;
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if(Bar2[0].close < MALow2[1])
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{
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nextUpBuy = ask + BiasFactor*Grid_step_buy*_Point;
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nextDownBuy = bid - BiasFactor*Grid_step_buy*_Point;
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}
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if(tradetime && tradays && ((Bar1[0].close > MA[1] && Bar2[0].close > MA2[1])|| BuyPositionsCount() >= PositionsThreshold)) // )
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trade.Buy(buyStopVolume,_Symbol,0,StopLossBuy,TakeProfitBuy,"BuyStop");
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}
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if(bid < nextDownSell)// && !OtherSellPosition(NULL)) // || && SellPositionsCount() > 0)){
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{
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if(bid < meanEntryPrice("Sell") - TakeProfitFactor*Grid*_Point && SellPositionsCount() >= PositionsThreshold)
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{
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CloseSellPortion(fractionToClose);
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}
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if(bid < meanEntryPrice("Sell") - TakeProfitFactor*Grid*_Point && SellPositionsCount() >= PositionsThreshold)
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{
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//CloseSellPortion(fractionToClose);
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}
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nextUpSell = ask + Grid_step_sell*_Point;
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nextDownSell = bid - Grid_step_sell*_Point;
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if(Bar2[0].close > MAHigh2[1])
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{
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nextUpSell = ask + BiasFactor*Grid_step_sell*_Point;
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nextDownSell = bid - BiasFactor*Grid_step_sell*_Point;
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}
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if(tradetime && tradays && ((Bar1[0].close < MA[1] && Bar2[0].close < MA2[1]) || SellPositionsCount() >= PositionsThreshold))
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trade.Sell(sellStopVolume,_Symbol,0,StopLossSell,TakeProfitSell,"SellStop");
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}
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//////Close on FRIDAYS/////////////
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if(dt.day_of_week == 5 && dt.hour == 20)
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{
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//if(ask > meanEntryPrice("Buy") + TakeProfitFactor*Grid*_Point)
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// CloseBuyWin();
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//if(bid < meanEntryPrice("Sell") - TakeProfitFactor*Grid*_Point)
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// CloseSellWin();
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//CloseAllPositions();
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}
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// if(VolumeTotal("Buy") > 0.2 && dt.day == 5)
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// CloseBuyLoss();
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// if(VolumeTotal("Sell") > 0.2 && dt.day == 5)
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// CloseSellLoss();
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//
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//CloseByWinning();
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bars = iBars(_Symbol,TimeFrame);
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}
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//////////////////////CLOSERS//////////////////////////////////////////////
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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if(Account.Equity() > maxEquity)
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{
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if(VolumeTotal("Total") < 0.05)
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maxEquity = Account.Equity();
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equityVolume = Account.Balance()/StartingBalance;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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if(Account.Equity() >= (1+equityTSLActive/100)*maxEquity)
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{
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activateSL = true;
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maxEquity = Account.Equity();
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}
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if(activateSL && Account.Equity() <= 1/(1+equityTSL/100)*100*maxEquity)
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{
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activateSL = false;
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CloseAllPositions();
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}
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}
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//+------------------------------------------------------------------+
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//| Trade function |
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//+------------------------------------------------------------------+
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void OnTrade()
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{
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//---
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void DeleteHorizontalLines(string comment = NULL)
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{
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for(int i = ObjectsTotal(0) - 1; i >= 0; i--)
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{
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string name = ObjectName(0,i);
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if(StringFind(name, "HL_"+comment) == 0) // If the name starts with "HL_"
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{
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ObjectDelete(0, name);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Function to draw horizontal lines at specified price levels |
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//+------------------------------------------------------------------+
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void DrawHorizontalLines(double &priceLevels[], color lineColor = clrRed, int lineStyle = STYLE_SOLID, int lineWidth = 1, string comment = NULL)
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{
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int arraySize = ArraySize(priceLevels);
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////Print("Array Size: ", arraySize); // Debugging: Print the size of the array
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// Clear existing horizontal lines with the naming pattern "HL_"
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for(int i = ObjectsTotal(0) - 1; i >= 0; i--)
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{
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string name = ObjectName(0,i);
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if(StringFind(name, "HL_"+comment) == 0) // If the name starts with "HL_"
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{
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ObjectDelete(0, name);
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}
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}
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for(int i = 0; i < arraySize; i++)
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{
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// Normalize the price level
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double normalizedPrice = NormalizeDouble(priceLevels[i], _Digits);
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// Create a unique name for each line
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string lineName = ("HL_"+ comment + DoubleToString(normalizedPrice, _Digits));
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// Check if the line already exists, if not, create it
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if(ObjectFind(0, lineName) == -1)
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{
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// Create a horizontal line
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if(ObjectCreate(0, lineName, OBJ_HLINE, 0, 0, normalizedPrice))
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{
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////Print("Created line: ", lineName, " at price level: ", normalizedPrice); // Debugging: Confirm line creation
|
|
|
|
// Set line properties
|
|
ObjectSetInteger(0, lineName, OBJPROP_COLOR, lineColor);
|
|
ObjectSetInteger(0, lineName, OBJPROP_STYLE, lineStyle);
|
|
ObjectSetInteger(0, lineName, OBJPROP_WIDTH, lineWidth);
|
|
ObjectSetDouble(0, lineName, OBJPROP_PRICE, normalizedPrice);
|
|
}
|
|
else
|
|
{
|
|
int errorcode = GetLastError();
|
|
////Print("Failed to create line: ", lineName, " Error: ", errorcode);
|
|
continue;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Function to draw horizontal lines at specified price levels |
|
|
//+------------------------------------------------------------------+
|
|
void DrawHorizontalLines(double priceLevel, color lineColor = clrRed, int lineStyle = STYLE_SOLID, int lineWidth = 1, string comment = NULL)
|
|
{
|
|
////Print("Array Size: ", arraySize); // Debugging: Print the size of the array
|
|
|
|
|
|
// Normalize the price level
|
|
double normalizedPrice = NormalizeDouble(priceLevel, _Digits);
|
|
|
|
// Create a unique name for each line
|
|
string lineName = ("HL_"+ comment + DoubleToString(normalizedPrice, _Digits));
|
|
|
|
// Check if the line already exists, if not, create it
|
|
// Create a horizontal line
|
|
if(ObjectCreate(0, lineName, OBJ_HLINE, 0, 0, normalizedPrice))
|
|
{
|
|
////Print("Created line: ", lineName, " at price level: ", normalizedPrice); // Debugging: Confirm line creation
|
|
|
|
// Set line properties
|
|
ObjectSetInteger(0, lineName, OBJPROP_COLOR, lineColor);
|
|
ObjectSetInteger(0, lineName, OBJPROP_STYLE, lineStyle);
|
|
ObjectSetInteger(0, lineName, OBJPROP_WIDTH, lineWidth);
|
|
ObjectSetDouble(0, lineName, OBJPROP_PRICE, normalizedPrice);
|
|
}
|
|
else
|
|
{
|
|
int errorcode = GetLastError();
|
|
////Print("Failed to create line: ", lineName, " Error: ", errorcode);
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
int FindIndices(double value, double &arr[], int &indexlow, int &indexhigh)
|
|
{
|
|
int size = ArraySize(arr);
|
|
|
|
// Check if the array has at least two elements
|
|
if(size < 2)
|
|
{
|
|
Print("Array must have at least two elements.");
|
|
// return -1; // Return -1 to indicate an error
|
|
}
|
|
|
|
// Iterate through the array to find the indices
|
|
for(int i = 0; i < size - 1; i++)
|
|
{
|
|
if((value > arr[i] && value < arr[i+1]) || (value < arr[i] && value > arr[i+1]))
|
|
{
|
|
indexlow = i;
|
|
indexhigh = i + 1;
|
|
return 0; // Return 0 to indicate success
|
|
}
|
|
}
|
|
|
|
// If no such indices are found
|
|
Print("No indices found where the value is between two consecutive elements.");
|
|
return -1; // Return -1 to indicate failure
|
|
}
|
|
|
|
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
void CalculateVolumeDistribution(int Days, double levelStep, double &volumeArray[], double &priceLevelArray[])
|
|
{
|
|
// Determine the number of bars in two full days
|
|
int barsInFullDay = 1440; // 1440 minutes in a day
|
|
int barsInDays = Days * barsInFullDay;
|
|
|
|
// Calculate the number of bars that have elapsed today
|
|
datetime currentTime = TimeCurrent();
|
|
datetime startOfDay = currentTime - (currentTime % 86400); // Start of the current day
|
|
int barsElapsedToday = (int)((currentTime - startOfDay) / 60) ; // Convert seconds to minutes
|
|
|
|
// Total lookback bars
|
|
int lookbackBars = barsInDays + barsElapsedToday;
|
|
|
|
// Initialize variables to store the lowest low and highest high
|
|
double lowestLow = 0;
|
|
double highestHigh = 0;
|
|
|
|
// Arrays to store the data
|
|
double lowArray[];
|
|
double highArray[];
|
|
long volumeArrayRaw[];
|
|
|
|
// Copy the data for the specified number of bars
|
|
if(CopyLow(_Symbol, PERIOD_M1, 0, lookbackBars, lowArray) <= 0 ||
|
|
CopyHigh(_Symbol, PERIOD_M1, 0, lookbackBars, highArray) <= 0 ||
|
|
CopyTickVolume(_Symbol, PERIOD_M1, 0, lookbackBars, volumeArrayRaw) <= 0)
|
|
{
|
|
Print("Error copying data");
|
|
return;
|
|
}
|
|
|
|
// Loop through the lookback period to find the lowest low and highest high
|
|
for(int i = 0; i < lookbackBars; i++)
|
|
{
|
|
double low = lowArray[i];
|
|
double high = highArray[i];
|
|
|
|
if((low != 0 && low < lowestLow) || lowestLow == 0)
|
|
lowestLow = low;
|
|
if(high > highestHigh)
|
|
highestHigh = high;
|
|
}
|
|
Print("Lowest Level: ", lowestLow);
|
|
Print("Highest Level: ", highestHigh);
|
|
|
|
// Calculate the number of levels
|
|
int numberOfLevels = int((highestHigh - lowestLow) / levelStep) + 1;
|
|
|
|
// Resize the arrays to hold the data
|
|
ArrayResize(volumeArray, numberOfLevels);
|
|
ArrayResize(priceLevelArray, numberOfLevels);
|
|
|
|
// Initialize arrays
|
|
for(int i = 0; i < numberOfLevels; i++)
|
|
{
|
|
volumeArray[i] = 0;
|
|
priceLevelArray[i] = lowestLow + i * levelStep;
|
|
}
|
|
|
|
// Aggregate volume for each level
|
|
for(int i = 0; i < lookbackBars; i++)
|
|
{
|
|
double low = lowArray[i];
|
|
double high = highArray[i];
|
|
double volume = (double)volumeArrayRaw[i];
|
|
|
|
// Determine which levels the current bar's range covers
|
|
int startLevel = int((low - lowestLow) / levelStep);
|
|
int endLevel = int((high - lowestLow) / levelStep);
|
|
|
|
// Distribute volume across the levels covered by the bar
|
|
for(int level = startLevel; level <= endLevel; level++)
|
|
{
|
|
if(level >= 0 && level < numberOfLevels)
|
|
{
|
|
volumeArray[level] += volume;
|
|
//Print("Level: ", level, " Volume: ", volumeArray[level]);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double meanEntryPrice(string type)
|
|
{
|
|
|
|
double quantity = 0;
|
|
double volume = 0;
|
|
double entry = 0;
|
|
|
|
|
|
for(int i = PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
PositionGetTicket(i);
|
|
|
|
//////////////////////////////////
|
|
|
|
if(type == "Buy" && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
quantity = quantity + PosInfo.Volume()*PosInfo.PriceOpen();
|
|
volume = volume + PosInfo.Volume();
|
|
}
|
|
if(type == "Sell" && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
quantity = quantity + PosInfo.Volume()*PosInfo.PriceOpen();
|
|
volume = volume + PosInfo.Volume();
|
|
}
|
|
if(type == "Total" && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
quantity = quantity + PosInfo.Volume()*PosInfo.PriceOpen();
|
|
volume = volume + PosInfo.Volume();
|
|
|
|
}
|
|
|
|
|
|
if(type == "BuysAbove" && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY && PosInfo.PriceOpen() > PosInfo.PriceCurrent() && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
quantity = quantity + PosInfo.Volume()*PosInfo.PriceOpen();
|
|
volume = volume + PosInfo.Volume();
|
|
}
|
|
|
|
if(type == "BuysBelow" && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY && PosInfo.PriceOpen() < PosInfo.PriceCurrent() && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
quantity = quantity + PosInfo.Volume()*PosInfo.PriceOpen();
|
|
volume = volume + PosInfo.Volume();
|
|
}
|
|
|
|
|
|
/////////////////////////////
|
|
|
|
|
|
|
|
if(type == "SellsAbove" && PosInfo.PositionType() == POSITION_TYPE_SELL && PosInfo.PriceOpen() > PosInfo.PriceCurrent() && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
|
|
{
|
|
quantity = quantity + PosInfo.Volume()*PosInfo.PriceOpen();
|
|
volume = volume + PosInfo.Volume();
|
|
}
|
|
if(type == "SellsBelow" && PosInfo.PositionType() == POSITION_TYPE_SELL && PosInfo.PriceOpen() < PosInfo.PriceCurrent() && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
|
|
{
|
|
quantity = quantity + PosInfo.Volume()*PosInfo.PriceOpen();
|
|
volume = volume + PosInfo.Volume();
|
|
}
|
|
}
|
|
|
|
entry = quantity / volume;
|
|
return entry;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
int ArrayPeaks(const double &array[], int &peaks[], double min_distance)
|
|
{
|
|
|
|
int LevelsToCheck = Grid;
|
|
|
|
int array_size = ArraySize(array);
|
|
if(array_size < LevelsToCheck)
|
|
return 0; // Return 0 if the array is too small to have peaks
|
|
|
|
int peak_count = 0;
|
|
ArrayResize(peaks, array_size); // Resize peaks array to the maximum possible size initially
|
|
|
|
// Iterate through the array to find peaks
|
|
for(int i = (int)(LevelsToCheck/2); i < array_size - (int)(LevelsToCheck/2); i++) // Start from level index and end at array_size - level index
|
|
{
|
|
bool is_peak = true;
|
|
// Check if the current element is greater than the elements in the range of indices around it
|
|
for(int j = i - (int)(LevelsToCheck/2); j <= i + (int)(LevelsToCheck/2); j++)
|
|
{
|
|
if(j != i && array[i] <= array[j])
|
|
{
|
|
is_peak = false;
|
|
break;
|
|
}
|
|
|
|
}
|
|
|
|
if(is_peak)
|
|
{
|
|
bool is_far_enough = true;
|
|
for(int j = 0; j < peak_count; j++)
|
|
{
|
|
if(MathAbs(i - peaks[j]) < min_distance)
|
|
{
|
|
is_far_enough = false;
|
|
break;
|
|
}
|
|
}
|
|
if(is_far_enough)
|
|
{
|
|
peaks[peak_count] = i;
|
|
peak_count++;
|
|
}
|
|
}
|
|
}
|
|
|
|
ArrayResize(peaks, peak_count); // Resize peaks array to the actual number of peaks found
|
|
return peak_count; // Return the number of peaks found
|
|
}
|
|
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CalculateValueArea(const double &priceLevels[], const double &volumes[], double &valAreaHigh, double &valAreaLow, double percentage = 70.0)
|
|
{
|
|
int size = ArraySize(volumes);
|
|
if(size <= 0 || size != ArraySize(priceLevels))
|
|
{
|
|
//Print("Array Issue: Price Levels and Volumes don't match or are empty.");
|
|
return;
|
|
}
|
|
|
|
// Calculate total volume
|
|
double totalVolume = 0.0;
|
|
for(int i = 0; i < size; i++)
|
|
{
|
|
totalVolume += volumes[i];
|
|
}
|
|
|
|
// Target volume for the value area
|
|
double targetVolume = totalVolume * (percentage / 100.0);
|
|
|
|
// Find the POC
|
|
int pocIndex = 0;
|
|
double maxVolume = volumes[0];
|
|
for(int i = 1; i < size; i++)
|
|
{
|
|
if(volumes[i] > maxVolume)
|
|
{
|
|
maxVolume = volumes[i];
|
|
pocIndex = i;
|
|
}
|
|
}
|
|
|
|
// Initialize the value area with the POC
|
|
valAreaLow = priceLevels[pocIndex];
|
|
valAreaHigh = priceLevels[pocIndex];
|
|
double cumulativeVolume = maxVolume;
|
|
|
|
// Expand the value area around the POC
|
|
int leftIndex = pocIndex - 1;
|
|
int rightIndex = pocIndex + 1;
|
|
|
|
while(cumulativeVolume < targetVolume)
|
|
{
|
|
// Consider both directions and choose the one with larger volume
|
|
if(leftIndex >= 0 && (rightIndex >= size || volumes[leftIndex] >= volumes[rightIndex]))
|
|
{
|
|
cumulativeVolume += volumes[leftIndex];
|
|
valAreaLow = priceLevels[leftIndex];
|
|
leftIndex--;
|
|
}
|
|
else
|
|
if(rightIndex < size)
|
|
{
|
|
cumulativeVolume += volumes[rightIndex];
|
|
valAreaHigh = priceLevels[rightIndex];
|
|
rightIndex++;
|
|
}
|
|
else
|
|
{
|
|
// No more price levels to consider
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
////////////////CLOSING FUNCTIONS////////////////////////////////////
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseAllPositions()
|
|
{
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
if(PosInfo.SelectByIndex(i)) // select a position
|
|
{
|
|
trade.PositionClose(PosInfo.Ticket());
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CancelLimits(string comment)
|
|
{
|
|
|
|
for(int i = OrdersTotal()-1; i>= 0; i--)
|
|
if(OrdInfo.SelectByIndex(i) && PosInfo.Comment() == comment)
|
|
{
|
|
trade.OrderDelete(OrdInfo.Ticket());
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseByWinning()
|
|
{
|
|
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_BUY)
|
|
{
|
|
double thebuy = PosInfo.PriceOpen();
|
|
int theBuyTicket = PosInfo.Ticket();
|
|
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_SELL)
|
|
{
|
|
double thesell = PosInfo.PriceOpen();
|
|
int theSellTicket = PosInfo.Ticket();
|
|
|
|
if(thesell - thebuy > 0)
|
|
{
|
|
trade.PositionCloseBy(theBuyTicket,theSellTicket);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseByLosing()
|
|
{
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
if(PosInfo.SelectByIndex(i) && PosInfo.PositionType() == POSITION_TYPE_BUY)
|
|
{
|
|
double thebuy = PosInfo.PriceOpen();
|
|
int theBuyTicket = PosInfo.Ticket();
|
|
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
|
if(PosInfo.SelectByIndex(i) &&PosInfo.PositionType() == POSITION_TYPE_SELL)
|
|
{
|
|
double thesell = PosInfo.PriceOpen();
|
|
int theSellTicket = PosInfo.Ticket();
|
|
|
|
if(thesell - thebuy < -Grid*_Point)
|
|
{
|
|
trade.PositionCloseBy(theBuyTicket,theSellTicket);
|
|
}
|
|
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseByWin()
|
|
{
|
|
int profitTicket;
|
|
double profit;
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_BUY)
|
|
{
|
|
if(PosInfo.Profit() > profit)
|
|
{
|
|
profit = PosInfo.Profit();
|
|
}
|
|
double thebuy = PosInfo.PriceOpen();
|
|
int theBuyTicket = PosInfo.Ticket();
|
|
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_SELL)
|
|
{
|
|
double thesell = PosInfo.PriceOpen();
|
|
int theSellTicket = PosInfo.Ticket();
|
|
|
|
if(thesell - thebuy > 0)
|
|
{
|
|
trade.PositionCloseBy(theBuyTicket,theSellTicket);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseByLoss()
|
|
{
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
if(PosInfo.SelectByIndex(i) && PosInfo.PositionType() == POSITION_TYPE_BUY)
|
|
{
|
|
double thebuy = PosInfo.PriceOpen();
|
|
int theBuyTicket = PosInfo.Ticket();
|
|
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
|
if(PosInfo.SelectByIndex(i) &&PosInfo.PositionType() == POSITION_TYPE_SELL)
|
|
{
|
|
double thesell = PosInfo.PriceOpen();
|
|
int theSellTicket = PosInfo.Ticket();
|
|
|
|
if(thesell - thebuy < -Grid*_Point)
|
|
{
|
|
trade.PositionCloseBy(theBuyTicket,theSellTicket);
|
|
}
|
|
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseWinners()
|
|
{
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.Profit() > 0)
|
|
{
|
|
int Ticket = PosInfo.Ticket();
|
|
|
|
trade.PositionClose(Ticket);
|
|
}
|
|
}
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseLosers()
|
|
{
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.Profit() < 0)
|
|
{
|
|
int Ticket = PosInfo.Ticket();
|
|
|
|
trade.PositionClose(Ticket);
|
|
}
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double VolumeTotal(string positionType)
|
|
{
|
|
double totalVolume = 0;
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i) && positionType == "Buy" && PosInfo.PositionType() == POSITION_TYPE_BUY)
|
|
{
|
|
totalVolume += PosInfo.Volume();
|
|
}
|
|
}
|
|
//Print("BV: " + positionType + ": "+ totalVolume);
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
|
{
|
|
if(PosInfo.SelectByIndex(i) && positionType == "Sell" && PosInfo.PositionType() == POSITION_TYPE_SELL)
|
|
{
|
|
totalVolume += PosInfo.Volume();
|
|
}
|
|
}
|
|
//Print("SV: " + positionType + ": " + totalVolume);
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
|
{
|
|
if(PosInfo.SelectByIndex(i) && positionType == "Total")
|
|
{
|
|
totalVolume += PosInfo.Volume();
|
|
}
|
|
}
|
|
//Print("TV: " + positionType + ": " + totalVolume);
|
|
return totalVolume;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseBuyPortion(double portionToClose)
|
|
{
|
|
double totalVolume= 0;
|
|
double Profit = 0;
|
|
int ProfitTicket;
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_BUY)// && PosInfo.Profit() > Profit)
|
|
{
|
|
Profit = PosInfo.Profit();
|
|
ProfitTicket = PosInfo.Ticket();
|
|
totalVolume += PosInfo.Volume();
|
|
}
|
|
}
|
|
}
|
|
//Print("BUYVOLUME: " + totalVolume);
|
|
double openLots = totalVolume;
|
|
double lotsToClose = NormalizeDouble(portionToClose*openLots,2);
|
|
double closedLots = 0;
|
|
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
{
|
|
while(closedLots < lotsToClose)
|
|
{
|
|
if(PosInfo.SelectByIndex(i) && PosInfo.PositionType() == POSITION_TYPE_BUY)
|
|
{
|
|
ProfitTicket = PosInfo.Ticket();
|
|
if(lotsToClose >= PosInfo.Volume())
|
|
{
|
|
trade.PositionClose(ProfitTicket);
|
|
closedLots += PosInfo.Volume();
|
|
//Print("Closed Buy: " + closedLots);
|
|
//Print("To Close Buy: " + lotsToClose);
|
|
continue;
|
|
}
|
|
else
|
|
{
|
|
trade.PositionClosePartial(ProfitTicket,lotsToClose - closedLots);
|
|
break;
|
|
}
|
|
}
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseSellPortion(double portionToClose)
|
|
{
|
|
double totalVolume= 0;
|
|
double Profit = 0;
|
|
int ProfitTicket;
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_SELL)// && PosInfo.Profit() > Profit)
|
|
{
|
|
Profit = PosInfo.Profit();
|
|
ProfitTicket = PosInfo.Ticket();
|
|
totalVolume+= PosInfo.Volume();
|
|
|
|
}
|
|
}
|
|
}
|
|
//Print("SELLVOLUME: " + totalVolume);
|
|
double openLots = totalVolume;
|
|
double lotsToClose = NormalizeDouble(portionToClose*openLots,2);
|
|
double closedLots = 0;
|
|
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
while(closedLots < lotsToClose)
|
|
{
|
|
if(PosInfo.SelectByIndex(i) && PosInfo.PositionType() == POSITION_TYPE_SELL)
|
|
{
|
|
ProfitTicket = PosInfo.Ticket();
|
|
if(lotsToClose >= PosInfo.Volume())
|
|
{
|
|
trade.PositionClose(ProfitTicket);
|
|
closedLots += PosInfo.Volume();
|
|
//Print("Closed Sell: " + closedLots);
|
|
//Print("To Close Sell: " + lotsToClose);
|
|
continue;
|
|
}
|
|
else
|
|
{
|
|
trade.PositionClosePartial(ProfitTicket,lotsToClose - closedLots);
|
|
break;
|
|
}
|
|
}
|
|
break;
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseBuyLoss()
|
|
{
|
|
|
|
Print("To close buy above mean");
|
|
int ProfitTicket;
|
|
double meanEntry = meanEntryPrice("Buy");
|
|
for(int i = 0; i <= PositionsTotal()- 1; i++) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i) && PosInfo.PositionType() == POSITION_TYPE_BUY)
|
|
{
|
|
while(meanEntry < bid && PosInfo.Volume() < 1)
|
|
{
|
|
meanEntry = meanEntryPrice("Buy");
|
|
ProfitTicket = PosInfo.Ticket();
|
|
trade.PositionClose(ProfitTicket);
|
|
Print("Closed Buy above mean");
|
|
|
|
}
|
|
}
|
|
}
|
|
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseSellLoss()
|
|
{
|
|
|
|
Print("To close sell above mean");
|
|
int ProfitTicket;
|
|
double meanEntry = meanEntryPriceSell();
|
|
for(int i = 0; i <= PositionsTotal()- 1; i++) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i) && PosInfo.PositionType() == POSITION_TYPE_SELL)
|
|
{
|
|
while(meanEntry > ask && PosInfo.Volume() < 1)
|
|
{
|
|
meanEntry = meanEntryPrice("Buy");
|
|
ProfitTicket = PosInfo.Ticket();
|
|
trade.PositionClose(ProfitTicket);
|
|
Print("Closed Sell above mean");
|
|
|
|
}
|
|
}
|
|
}
|
|
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double HighestBuy()
|
|
{
|
|
double Price = 0;
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_BUY && PosInfo.PriceOpen() > Price)
|
|
{
|
|
Price = PosInfo.PriceOpen();
|
|
}
|
|
}
|
|
}
|
|
return Price;
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double HighestSell()
|
|
{
|
|
double Price = 0;
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_SELL && PosInfo.PriceOpen() > Price)
|
|
{
|
|
Price = PosInfo.PriceOpen();
|
|
}
|
|
}
|
|
}
|
|
return Price;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double LowestBuy()
|
|
{
|
|
double Price = 2;
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_BUY && PosInfo.PriceOpen() < Price)
|
|
{
|
|
Price = PosInfo.PriceOpen();
|
|
}
|
|
}
|
|
}
|
|
|
|
return Price;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double LowestSell()
|
|
{
|
|
double Price = 2;
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_SELL && PosInfo.PriceOpen() < Price)
|
|
{
|
|
Price = PosInfo.PriceOpen();
|
|
}
|
|
}
|
|
}
|
|
return Price;
|
|
}
|
|
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void MAStopLoss()
|
|
{
|
|
int ProfitTicket;
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i))
|
|
{
|
|
if(PosInfo.PositionType() == POSITION_TYPE_BUY && PosInfo.PriceOpen() > MAHigh[0] && PosInfo.PriceCurrent() < MALow[0])
|
|
{
|
|
ProfitTicket = PosInfo.Ticket();
|
|
trade.PositionClose(ProfitTicket);
|
|
}
|
|
|
|
if(PosInfo.PositionType() == POSITION_TYPE_SELL && PosInfo.PriceOpen() < MALow[0]&& PosInfo.PriceCurrent() > MAHigh[0])
|
|
{
|
|
ProfitTicket = PosInfo.Ticket();
|
|
trade.PositionClose(ProfitTicket);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
|
|
///////////////////POSITIONS CHECK/////////////////////////
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
bool OtherBuyPosition(string comment)
|
|
{
|
|
bool other = false;
|
|
|
|
for(int i = PositionsTotal(); i >=0; i--)
|
|
{
|
|
ulong ticket = PositionGetTicket(i);
|
|
|
|
if(PosInfo.SelectByTicket(ticket))
|
|
{
|
|
double currentPrice = PosInfo.PriceCurrent();
|
|
double openPrice = PosInfo.PriceOpen();
|
|
|
|
if(MathAbs(currentPrice-openPrice) < Grid_step_buy*_Point && PosInfo.PositionType() == POSITION_TYPE_BUY && (comment == PosInfo.Comment() || comment == NULL))
|
|
{
|
|
Print("Ticket#: " + ticket);
|
|
other = true;
|
|
break;
|
|
}
|
|
else
|
|
{
|
|
other = false;
|
|
}
|
|
}
|
|
}
|
|
Print("otherbuyposition: " + other);
|
|
return other;
|
|
}
|
|
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
bool OtherSellPosition(string comment)
|
|
{
|
|
|
|
bool other = false;
|
|
|
|
for(int i = PositionsTotal(); i >=0; i--)
|
|
{
|
|
ulong ticket = PositionGetTicket(i);
|
|
|
|
if(PosInfo.SelectByTicket(ticket))
|
|
{
|
|
double currentPrice = PosInfo.PriceCurrent();
|
|
double openPrice = PosInfo.PriceOpen();
|
|
|
|
if(MathAbs(currentPrice-openPrice) < Grid_step_sell*_Point && PosInfo.PositionType() == POSITION_TYPE_SELL && (comment == PosInfo.Comment() || comment == NULL))
|
|
{
|
|
other = true;
|
|
break;
|
|
}
|
|
else
|
|
{
|
|
other = false;
|
|
}
|
|
}
|
|
}
|
|
Print("othersellposition: " + other);
|
|
return other;
|
|
}
|
|
|
|
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseBuys()
|
|
{
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
if(PosInfo.SelectByIndex(i) && PosInfo.PositionType() == POSITION_TYPE_BUY)
|
|
{
|
|
double thebuy = PosInfo.PriceOpen();
|
|
int theBuyTicket = PosInfo.Ticket();
|
|
|
|
|
|
trade.PositionClose(theBuyTicket);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseSells()
|
|
{
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
if(PosInfo.SelectByIndex(i) &&PosInfo.PositionType() == POSITION_TYPE_SELL)
|
|
{
|
|
double thesell = PosInfo.PriceOpen();
|
|
int theSellTicket = PosInfo.Ticket();
|
|
|
|
|
|
trade.PositionClose(theSellTicket);
|
|
|
|
|
|
}
|
|
|
|
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseBuy()
|
|
{
|
|
double Profit;
|
|
int theBuyTicket = PosInfo.Ticket();
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i) && PosInfo.PositionType() == POSITION_TYPE_BUY)
|
|
{
|
|
if(Profit>PosInfo.Profit())
|
|
{
|
|
Profit = PosInfo.Profit();
|
|
theBuyTicket = PosInfo.Ticket();
|
|
}
|
|
}
|
|
}
|
|
trade.PositionClose(theBuyTicket);
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void CloseSell()
|
|
{
|
|
double Profit;
|
|
int theSellTicket = PosInfo.Ticket();
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--) // loop all Open Positions
|
|
{
|
|
if(PosInfo.SelectByIndex(i) && PosInfo.PositionType() == POSITION_TYPE_SELL)
|
|
{
|
|
if(Profit>PosInfo.Profit())
|
|
{
|
|
Profit = PosInfo.Profit();
|
|
theSellTicket = PosInfo.Ticket();
|
|
}
|
|
}
|
|
}
|
|
trade.PositionClose(theSellTicket);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void Trailing()
|
|
{
|
|
// if(PositionGetInteger(POSITION_MAGIC) == 444444)//adding magic number, if you want you can delete this if you don't want to use magic number
|
|
// {
|
|
|
|
for(int i=PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
// string symbol = PositionGetSymbol(i);
|
|
ulong PositionTicket = PositionGetTicket(i);
|
|
long trade_type = PositionGetInteger(POSITION_TYPE);
|
|
if(trade_type == 0)// && (PositionGetString(POSITION_COMMENT) == "BuyLimit" || PositionGetString(POSITION_COMMENT) == "BuyGrid"))
|
|
{
|
|
|
|
if(bid > PositionGetDouble(POSITION_PRICE_OPEN) + NormalizeDouble(_Point * Grid,_Digits))
|
|
{
|
|
trade.PositionModify(PositionTicket,NormalizeDouble(PositionGetDouble(POSITION_PRICE_OPEN) + Grid*_Point,_Digits),PositionGetDouble(POSITION_TP));
|
|
}
|
|
}
|
|
|
|
if(trade_type == 1)// && (PositionGetString(POSITION_COMMENT) == "SellLimit"|| PositionGetString(POSITION_COMMENT) == "SellGrid"))
|
|
{
|
|
|
|
if(ask < PositionGetDouble(POSITION_PRICE_OPEN) - NormalizeDouble(_Point * Grid,_Digits))
|
|
{
|
|
trade.PositionModify(PositionTicket,NormalizeDouble(PositionGetDouble(POSITION_PRICE_OPEN) - Grid*_Point,_Digits),PositionGetDouble(POSITION_TP));
|
|
}
|
|
}
|
|
}
|
|
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void TPmodify()
|
|
{
|
|
// if(PositionGetInteger(POSITION_MAGIC) == 444444)//adding magic number, if you want you can delete this if you don't want to use magic number
|
|
// {
|
|
|
|
for(int i=PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
ulong PositionTicket = PositionGetTicket(i);
|
|
long trade_type = PositionGetInteger(POSITION_TYPE);
|
|
if(trade_type == 0 && PosInfo.TakeProfit() != meanEntryPrice("Buy") + TakeProfitFactor*Grid*_Point && BuyPositionsCount() > PositionsThreshold)
|
|
{
|
|
trade.PositionModify(PositionTicket,PositionGetDouble(POSITION_SL),PositionGetDouble(POSITION_PRICE_OPEN) + TakeProfitFactor*Grid*_Point);
|
|
//if(PosInfo.PriceCurrent() > meanEntryPrice("Buy") + Grid*_Point)
|
|
// CloseBuys();
|
|
}
|
|
|
|
if(trade_type == 1 && PosInfo.TakeProfit() != meanEntryPriceSell() - TakeProfitFactor*Grid*_Point && SellPositionsCount() > PositionsThreshold)
|
|
{
|
|
trade.PositionModify(PositionTicket,PositionGetDouble(POSITION_SL),PositionGetDouble(POSITION_PRICE_OPEN) - TakeProfitFactor*Grid*_Point);
|
|
//if(PosInfo.PriceCurrent() < meanEntryPriceSell() - Grid*_Point)
|
|
// CloseSells();
|
|
}
|
|
}
|
|
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void breakEven()
|
|
{
|
|
for(int i=PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
ulong PositionTicket = PositionGetTicket(i);
|
|
long trade_type = PositionGetInteger(POSITION_TYPE);
|
|
if(trade_type == 0)
|
|
if(PosInfo.PriceCurrent() - PosInfo.PriceOpen() > BiasFactor*Grid*_Point && (PosInfo.StopLoss() < PosInfo.PriceOpen() || PosInfo.StopLoss() == 0))// && (PositionGetString(POSITION_COMMENT) == "BuyLimit" || PositionGetString(POSITION_COMMENT) == "BuyGrid"))
|
|
{
|
|
trade.PositionModify(PositionTicket,NormalizeDouble(PositionGetDouble(POSITION_PRICE_OPEN) + Grid*_Point,_Digits),PositionGetDouble(POSITION_TP));
|
|
}
|
|
if(trade_type == 1)
|
|
if(PosInfo.PriceCurrent() - PosInfo.PriceOpen() < BiasFactor*Grid*_Point && (PosInfo.StopLoss() > PosInfo.PriceOpen() || PosInfo.StopLoss() == 0))// && (PositionGetString(POSITION_COMMENT) == "BuyLimit" || PositionGetString(POSITION_COMMENT) == "BuyGrid"))
|
|
{
|
|
trade.PositionModify(PositionTicket,NormalizeDouble(PositionGetDouble(POSITION_PRICE_OPEN) - Grid*_Point,_Digits),PositionGetDouble(POSITION_TP));
|
|
}
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void slStepUp()
|
|
{
|
|
for(int i=PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
ulong PositionTicket = PositionGetTicket(i);
|
|
long trade_type = PositionGetInteger(POSITION_TYPE);
|
|
if(trade_type == 0 && PosInfo.StopLoss() > PosInfo.PriceOpen())// && (PositionGetString(POSITION_COMMENT) == "BuyLimit" || PositionGetString(POSITION_COMMENT) == "BuyGrid"))
|
|
{
|
|
trade.PositionModify(PositionTicket,NormalizeDouble(PositionGetDouble(POSITION_SL) + Grid*_Point,_Digits),PositionGetDouble(POSITION_TP));
|
|
}
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void slStepDown()
|
|
{
|
|
for(int i=PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
ulong PositionTicket = PositionGetTicket(i);
|
|
long trade_type = PositionGetInteger(POSITION_TYPE);
|
|
if(trade_type == 1 && PosInfo.StopLoss() < PosInfo.PriceOpen())// && (PositionGetString(POSITION_COMMENT) == "BuyLimit" || PositionGetString(POSITION_COMMENT) == "BuyGrid"))
|
|
{
|
|
trade.PositionModify(PositionTicket,NormalizeDouble(PositionGetDouble(POSITION_SL) - Grid*_Point,_Digits),PositionGetDouble(POSITION_TP));
|
|
}
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void StoplossUpdate(string comment)
|
|
{
|
|
for(int i=PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
ulong PositionTicket = PositionGetTicket(i);
|
|
long trade_type = PositionGetInteger(POSITION_TYPE);
|
|
|
|
if(trade_type == 0 && comment == "buy" && PositionGetDouble(POSITION_PRICE_CURRENT) - atr[1] > PositionGetDouble(POSITION_PRICE_OPEN) + Grid*_Point)// && (PositionGetString(POSITION_COMMENT) == "BuyLimit" || PositionGetString(POSITION_COMMENT) == "BuyGrid"))
|
|
{
|
|
double newStopLoss = NormalizeDouble(((PosInfo.PriceCurrent()+PosInfo.PriceOpen())/2 - atr[1]),_Digits);
|
|
if(PositionGetDouble(POSITION_SL) < newStopLoss)
|
|
trade.PositionModify(PositionTicket,newStopLoss,PositionGetDouble(POSITION_TP));
|
|
}
|
|
|
|
if(trade_type == 1 && comment == "sell" && PositionGetDouble(POSITION_PRICE_CURRENT) + atr[1] < PositionGetDouble(POSITION_PRICE_OPEN) - Grid*_Point)// && (PositionGetString(POSITION_COMMENT) == "BuyLimit" || PositionGetString(POSITION_COMMENT) == "BuyGrid"))
|
|
{
|
|
double newStopLoss = NormalizeDouble(((PosInfo.PriceCurrent()+PosInfo.PriceOpen())/2 + atr[1]),_Digits);
|
|
if(PositionGetDouble(POSITION_SL) > newStopLoss)
|
|
trade.PositionModify(PositionTicket,newStopLoss,PositionGetDouble(POSITION_TP));
|
|
}
|
|
|
|
}
|
|
}
|
|
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
string crossOver(double &Array1[], double &Array2[])
|
|
{
|
|
string crossOver;
|
|
if(Array1[1] > Array2[1] && Array1[2] < Array2[2])
|
|
{
|
|
crossOver = "up";
|
|
}
|
|
if(Array1[1] < Array2[1] && Array1[2] > Array2[2])
|
|
{
|
|
crossOver = "down";
|
|
}
|
|
else
|
|
{
|
|
crossOver = NULL;
|
|
}
|
|
|
|
return (crossOver);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
int BuyPositionsCount()
|
|
{
|
|
int Buys = 0;
|
|
for(int i = PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
PositionGetTicket(i);
|
|
|
|
if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
Buys = Buys+1;
|
|
}
|
|
}
|
|
return Buys;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
int SellPositionsCount()
|
|
{
|
|
int Sells = 0;
|
|
for(int i = PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
PositionGetTicket(i);
|
|
|
|
if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
Sells = Sells+1;
|
|
}
|
|
}
|
|
return Sells;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void SLmodify()
|
|
{
|
|
// if(PositionGetInteger(POSITION_MAGIC) == 444444)//adding magic number, if you want you can delete this if you don't want to use magic number
|
|
// {
|
|
|
|
for(int i=PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
ulong PositionTicket = PositionGetTicket(i);
|
|
long trade_type = PositionGetInteger(POSITION_TYPE);
|
|
|
|
if(trade_type == 0
|
|
&& PosInfo.PriceCurrent() > meanEntryPrice("Buy") + (0.5*Grid*_Point)
|
|
&& (PositionGetDouble(POSITION_SL) < PosInfo.PriceCurrent() - ((LowestBuy() + 0.5*Grid*_Point)-meanEntryPrice("Buy")) || PositionGetDouble(POSITION_SL) == 0))
|
|
{
|
|
trade.PositionModify(PositionTicket,PosInfo.PriceCurrent() - ((LowestBuy() + 0.5*Grid*_Point)-meanEntryPrice("Buy")),PositionGetDouble(POSITION_TP));
|
|
Print("Lowest buy: " + LowestBuy());
|
|
}
|
|
|
|
if(trade_type == 1
|
|
&& PosInfo.PriceCurrent() < meanEntryPriceSell() - (0.5*Grid*_Point)
|
|
&& (PositionGetDouble(POSITION_SL) > PosInfo.PriceCurrent() - ((HighestSell() - 0.5*Grid*_Point)-meanEntryPriceSell()) || PositionGetDouble(POSITION_SL) == 0))
|
|
{
|
|
trade.PositionModify(PositionTicket,PosInfo.PriceCurrent() - ((HighestSell() - 0.5*Grid*_Point)-meanEntryPriceSell()),PositionGetDouble(POSITION_TP));
|
|
Print("highest sell: " + HighestSell());
|
|
}
|
|
}
|
|
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double meanEntryPriceBuy()
|
|
{
|
|
|
|
double price = 0;
|
|
double volume = 0;
|
|
double entry;
|
|
for(int i = PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
PositionGetTicket(i);
|
|
|
|
if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
price = price + PosInfo.Volume()*PosInfo.PriceOpen();
|
|
}
|
|
}
|
|
|
|
for(int i = PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
PositionGetTicket(i);
|
|
|
|
if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
volume = volume + PosInfo.Volume();
|
|
}
|
|
}
|
|
|
|
entry = price / volume;
|
|
return entry;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double meanEntryPriceSell()
|
|
{
|
|
|
|
double price = 0;
|
|
double volume = 0;
|
|
double entry;
|
|
for(int i = PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
PositionGetTicket(i);
|
|
|
|
if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
price = price + PosInfo.Volume()*PosInfo.PriceOpen();
|
|
}
|
|
}
|
|
|
|
for(int i = PositionsTotal()-1; i>=0; i--)
|
|
{
|
|
PositionGetTicket(i);
|
|
|
|
if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL && PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|
{
|
|
volume = volume + PosInfo.Volume();
|
|
}
|
|
}
|
|
|
|
entry = price / volume;
|
|
return entry;
|
|
}
|
|
//+------------------------------------------------------------------+
|