BollTrade交易系统

extern double StartingBalance = 5000; // lot size control during LotIncrease
extern double LotResolution = 1; // lot increase increment 1 = 0.1 2 = 0.01

extern bool SameBarRecovery = false;
extern int IStyle = 0; // Which style of loss recovery
extern double IStep = 2; // User style double, triple, or what
extern double MinFreeMarginPct = 25.0; // margin available before trading

extern bool UseATR = false;
extern double ATR_BDistanceMult = 1.4;
extern double ATR_LossLimitMult = 3.6;
extern double ATR_ProfitMadeMult= 0.8;
extern int ATR_Period = 200;

extern double ProfitMade = 8; // how much money do you expect to make
extern double LossLimit = 9; // how much loss can you tolorate
extern double BDistance = 14; // plus how much
extern int BPeriod = 15; // Bollinger period
extern double Deviation = 1.8; // Bollinger deviation

// naming, numbering, logging
string TradeComment = “_bolltrade_v05a.txt”; // logfile name ( prefixed with Symbol() )
int MagicNumber = 200702022058; // allows multiple experts to trade on same account/Symbol
bool KillLogging=false; // turn off all logging

// Bar handling
datetime bartime=0; // used to determine when a bar has moved
int bartick=0; // number of times bars have moved

// Trade control & statistics
double Lots; // size of trades, calculated in init()
double lotsi; // used for Martingale loss recovery
int Slippage=2; // how many pips of slippage can you tolorate
bool TradeAllowed=true; // used to manage trades
int OrderBar=0; // used with SameBarRecovery
int loopcount; // count of order attempts
int maxloop=25; // maximum number of attempts to handle errors
int L2L=10; // real-to-server difference for order masking
int maxOrders; // statistic for maximum numbers or orders open at one time
double maxLots; // Largest lot size ever opened

// used for verbose error logging
#include <stdlib.mqh>

// Loss Recovery
int lotptr=0; // array pointer for Loss Recovery
int maxptr=9; // maximum Loss Recovery array element
int Step[10]; // how to step the IStep pointer

//EA specific
double myATR;

//+————-+
//| Custom init |
//|————-+
// Called ONCE when EA is added to chart or recompiled

int init()
{
Lots=NormalizeDouble(AccountBalance()/StartingBalance,LotResolution);
lotsi=Lots;

logwrite(TradeComment,”LotIncrease ACTIVE Account balance=”+AccountBalance()+” Lots=”+Lots+” StartingBalance=”+StartingBalance);

// correct LotResolution if not 1 or 2
if(LotResolution<1 || LotResolution>2) LotResolution=1;

//
// The Loss Recovery array element 0 should always start with a
// value of 1 which represents lotsi*1 so the lot size is NOT
// affected if the loss recovery option is not used during trading.
//

// NO LOSS RECOVERY
if (IStyle==0)
{
logwrite(TradeComment,”Loss Recovery Style = 0 – NONE”);
Step[0]=1;
Step[1]=1;
Step[2]=1;
Step[3]=1;
Step[4]=1;
Step[5]=1;
Step[6]=1;
Step[7]=1;
Step[8]=1;
Step[9]=1;
}

// USER steps based on IStep
if (IStyle==1)
{
logwrite(TradeComment,”Loss Recovery Style = 1 – USER”);
int stylei=1;
Step[0]=stylei; logwrite(TradeComment,”Step0=”+stylei); stylei=stylei*IStep;
Step[1]=stylei; logwrite(TradeComment,”Step1=”+stylei); stylei=stylei*IStep;
Step[2]=stylei; logwrite(TradeComment,”Step2=”+stylei); stylei=stylei*IStep;
Step[3]=stylei; logwrite(TradeComment,”Step3=”+stylei); stylei=stylei*IStep;
Step[4]=stylei; logwrite(TradeComment,”Step4=”+stylei); stylei=stylei*IStep;
Step[5]=stylei; logwrite(TradeComment,”Step5=”+stylei); stylei=stylei*IStep;
Step[6]=stylei; logwrite(TradeComment,”Step6=”+stylei); stylei=stylei*IStep;
Step[7]=stylei; logwrite(TradeComment,”Step7=”+stylei); stylei=stylei*IStep;
Step[8]=stylei; logwrite(TradeComment,”Step8=”+stylei); stylei=stylei*IStep;
Step[9]=stylei; logwrite(TradeComment,”Step9=”+stylei); stylei=stylei*IStep;
}

// Martingale
if (IStyle==2)
{

// slightly modified to start at 1 since the current order
// plus the new order means it’s doubled
logwrite(TradeComment,”Loss Recovery Style = 2 – MART”);
Step[0]=1;
Step[1]=1;
Step[2]=2;
Step[3]=4;
Step[4]=8;
Step[5]=16;
Step[6]=32;
Step[7]=64;
Step[8]=128;
Step[9]=256;
}

// Fibonacci
if (IStyle==3)
{
logwrite(TradeComment,”Loss Recovery Style = 3 – FIBO”);
Step[0]=1;
Step[1]=1;
Step[2]=2;
Step[3]=3;
Step[4]=5;
Step[5]=8;
Step[6]=13;
Step[7]=21;
Step[8]=34;
Step[9]=55;
}

logwrite(TradeComment,”Init Complete”);
logwriteblank(TradeComment);
logwriteblank(TradeComment);
logwriteblank(TradeComment);
Comment(” “);
}

//+—————-+
//| Custom DE-init |
//+—————-+
// Called ONCE when EA is removed from chart

int deinit()
{

// always indicate deinit statistics
logwrite(TradeComment,”MAX number of orders “+maxOrders);
logwrite(TradeComment,”Max Lots is “+maxLots);

logwrite(TradeComment,”DE-Init Complete”);
Comment(” “);
}

//+———–+
//| Main |
//+———–+
// Called EACH TICK and each Bar[]

int start()
{

int cnt=0;
int gle=0;
int ticket=0;
int OrdersPerSymbol=0;

// stoploss and takeprofit and close control
double SL=0;
double TP=0;
double CurrentProfit=0;

// direction control
bool BUYme=false;
bool SELLme=false;

// bar counting
if(bartime!=Time[0])
{
bartime=Time[0];
bartick++;
OrdersPerSymbol=0;
for(cnt=OrdersTotal();cnt>=0;cnt–)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) OrdersPerSymbol++;
}

// this allows only one trade per bar preventing
// lots of trades on big, single bar news moves
if(OrdersPerSymbol==0) TradeAllowed=true;

if(UseATR)
{
myATR=iATR(Symbol(),0,ATR_Period,1)/Point;
BDistance = ATR_BDistanceMult *myATR;
logwrite(TradeComment,”New bar – BDistance=”+BDistance+” myATR=”+myATR);
}
}

// Lot increasement based on AccountBalance and StartingBalance
Lots=NormalizeDouble(AccountBalance()/StartingBalance,LotResolution);
if( Lots>MarketInfo(Symbol(),MODE_MAXLOT) ) Lots=MarketInfo(Symbol(),MODE_MAXLOT);

//+—————————–+
//| Insert your indicator here |
//| And set either BUYme or |
//| SELLme true to place orders |
//+—————————–+

double ma = iMA(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0);
double stddev = iStdDev(Symbol(),0,BPeriod,0,MODE_SMA,PRICE_OPEN,0);
double bup = ma+(Deviation*stddev);
double bdn = ma-(Deviation*stddev);

if(UseATR)
{
myATR=iATR(Symbol(),0,ATR_Period,1)/Point;
BDistance = ATR_BDistanceMult *myATR;
LossLimit = ATR_LossLimitMult *myATR;
ProfitMade= ATR_ProfitMadeMult*myATR;
}

if(Close[0]>bup+(BDistance*Point)) SELLme=true;
if(Close[0]<bdn-(BDistance*Point)) BUYme=true;

//+————+
//| End Insert |
//+————+

//ENTRY LONG (buy, Ask)
if( TradeAllowed && BUYme )
{
logwrite(TradeComment,”BUY lotptr=”+lotptr+” Step=”+Step[lotptr]);
if(UseATR)
{
logwrite(TradeComment,”BUY BDistance=”+BDistance+” ATR_BDistance=”+BDistance+” ATR_ProfitMade=”+ProfitMade+” ATR_LossLimit=”+LossLimit);
}
OpenBuy();
}

//ENTRY SHORT (sell, Bid)
if( TradeAllowed && SELLme )
{
logwrite(TradeComment,”SELL lotptr=”+lotptr+” Step=”+Step[lotptr]);
if(UseATR)
{
logwrite(TradeComment,”SELL BDistance=”+BDistance+” ATR_BDistance=”+BDistance+” ATR_ProfitMade=”+ProfitMade+” ATR_LossLimit=”+LossLimit);
}
OpenSell();
}

//
// Order Management
//
for(cnt=OrdersTotal();cnt>=0;cnt–)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber )
{

if(OrderType()==OP_BUY)
{
CurrentProfit=Bid-OrderOpenPrice() ;

// Did we make a profit or loss
if( ProfitMade>0 && (CurrentProfit/Point) >= ProfitMade )
{
CloseBuy(“PROFIT”);
lotsi=Lots;
lotptr=0;
logwrite(TradeComment,”BUY PROFIT RESETS pointer lotptr=”+lotptr+” Step=”+Step[lotptr]);
logwriteblank(TradeComment);
}
if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) )
{
CloseBuy(“LOSS”);
lotptr++;
if(lotptr>maxptr) lotptr=0;
logwrite(TradeComment,”BUY LOSS BUMPS pointer lotptr=”+lotptr+” Step=”+Step[lotptr]);
lotsi=NormalizeDouble(Lots*Step[lotptr],LotResolution);
if(SameBarRecovery && OrderBar==bartick)
{
logwrite(TradeComment,”BUY LOSS Allowing another trade during same bar”);
TradeAllowed=true;
}
logwriteblank(TradeComment);
}

} //if BUY

if(OrderType()==OP_SELL)
{
CurrentProfit=OrderOpenPrice()-Ask;

// Did we make a profit or loss
if( ProfitMade>0 && (CurrentProfit/Point) >= ProfitMade )
{
CloseSell(“PROFIT”);
lotsi=Lots;
lotptr=0;
logwrite(TradeComment,”SELL PROFIT RESETS pointer lotptr=”+lotptr+” Step=”+Step[lotptr]);
logwriteblank(TradeComment);
}
if( LossLimit>0 && CurrentProfit<=(LossLimit*(-1)*Point) )
{
CloseSell(“LOSS”);
lotptr++;
if(lotptr>maxptr) lotptr=0;
logwrite(TradeComment,”SELL LOSS BUMPS pointer lotptr=”+lotptr+” Step=”+Step[lotptr]);
lotsi=NormalizeDouble(Lots*Step[lotptr],LotResolution);
if(SameBarRecovery && OrderBar==bartick)
{
logwrite(TradeComment,”SELL LOSS Allowing another trade during same bar”);
TradeAllowed=true;
}
logwriteblank(TradeComment);
}

} //if SELL

} // if(OrderSymbol)

} // for

// statistic for lot growth
if(lotsi>maxLots) maxLots=lotsi;

} // start()

void logwrite (string filename, string mydata)
{
int myhandle;
string gregorian=TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS);

Print(mydata+” “+gregorian);

// don’t log anything if testing or if user doesn’t want it
//if(IsTesting()) return(0);
if(KillLogging) return(0);

myhandle=FileOpen(Symbol()+”_”+filename, FILE_CSV|FILE_WRITE|FILE_READ, “;”);
if(myhandle>0)
{
FileSeek(myhandle,0,SEEK_END);
FileWrite(myhandle, mydata+” “+gregorian);
FileClose(myhandle);
}
}

void logwriteblank (string filename)
{
int myhandle;

// don’t log anything if testing or if user doesn’t want it
//if(IsTesting()) return(0);
if(KillLogging) return(0);

myhandle=FileOpen(Symbol()+”_”+filename, FILE_CSV|FILE_WRITE|FILE_READ, “;”);
if(myhandle>0)
{
FileSeek(myhandle,0,SEEK_END);
FileWrite(myhandle,” “);
FileClose(myhandle);
}
}

//ENTRY LONG (buy, Ask)
void OpenBuy()
{
int gle=0;
int ticket=0;

double SL=0;
double TP=0;

int loopcount=0;
while(true)
{
if( AccountFreeMargin()< (AccountBalance()*(MinFreeMarginPct/100)) )
{
logwrite(TradeComment,”Your BUY equity is too low to trade”);
break;
}

if(LossLimit ==0) SL=0; else SL=Ask-((LossLimit+L2L)*Point );
if(ProfitMade==0) TP=0; else TP=Ask+((ProfitMade+L2L)*Point );
ticket=OrderSend(Symbol(),OP_BUY,lotsi,Ask,Slippage,SL,TP,TradeComment,MagicNumber,White);
gle=GetLastError();
if(gle==0)
{
logwrite(TradeComment,”BUY Ticket=”+ticket+” Ask=”+Ask+” Lots=”+lotsi+” SL=”+SL+” TP=”+TP);
TradeAllowed=false;
OrderBar=bartick;
break;
}
else
{
logwrite(TradeComment,”—–ERROR—– opening BUY order: Lots=”+lotsi+” SL=”+SL+” TP=”+TP+” Bid=”+Bid+” Ask=”+Ask+” ticket=”+ticket+” Err=”+gle+” “+ErrorDescription(gle));

RefreshRates();
Sleep(500);

loopcount++;
if(loopcount>maxloop) break;
}
}//while
}//BUYme

 

//ENTRY SHORT (sell, Bid)
void OpenSell()
{
int gle=0;
int ticket=0;

double SL=0;
double TP=0;

int loopcount=0;
while(true)
{
if( AccountFreeMargin()< (AccountBalance()*(MinFreeMarginPct/100)) )
{
logwrite(TradeComment,”Your SELL equity is too low to trade”);
break;
}

if(LossLimit ==0) SL=0; else SL=Bid+((LossLimit+L2L)*Point );
if(ProfitMade==0) TP=0; else TP=Bid-((ProfitMade+L2L)*Point );
ticket=OrderSend(Symbol(),OP_SELL,lotsi,Bid,Slippage,SL,TP,TradeComment,MagicNumber,Red);
gle=GetLastError();
if(gle==0)
{
logwrite(TradeComment,”SELL Ticket=”+ticket+” Bid=”+Bid+” Lots=”+lotsi+” SL=”+SL+” TP=”+TP);
TradeAllowed=false;
OrderBar=bartick;
break;
}
else
{
logwrite(TradeComment,”—–ERROR—– opening SELL order: Lots=”+lotsi+” SL=”+SL+” TP=”+TP+” Bid=”+Bid+” Ask=”+Ask+” ticket=”+ticket+” Err=”+gle+” “+ErrorDescription(gle));

RefreshRates();
Sleep(500);

loopcount++;
if(loopcount>maxloop) break;
}
}//while
}//SELLme

 

void CloseBuy (string myInfo)
{
int gle;
int cnt;
int OrdersPerSymbol;

int loopcount=0;

string bTK=” Ticket=”+OrderTicket();
string bSL=” SL=”+OrderStopLoss();
string bTP=” TP=”+OrderTakeProfit();
string bPM;
string bLL;
string bER;

bPM=” PM=”+ProfitMade;
bLL=” LL=”+LossLimit;

while(true)
{
OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,White);
gle=GetLastError();
bER=” error=”+gle+” “+ErrorDescription(gle);

if(gle==0)
{
logwrite(TradeComment,”CLOSE BUY “+myInfo+ bTK + bSL + bTP + bPM + bLL);
break;
}
else
{
logwrite(TradeComment,”—–ERROR—– CLOSE BUY “+myInfo+ bER +” Bid=”+Bid+ bTK + bSL + bTP + bPM + bLL);
RefreshRates();
Sleep(500);
}

// sometimes an order close is delayed, or a gap jumps to the L2L on the server
// This keeps a server-closed order from hanging here
OrdersPerSymbol=0;
for(cnt=OrdersTotal();cnt>=0;cnt–)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) OrdersPerSymbol++;
}

if(OrdersPerSymbol==0) break;

loopcount++;
if(loopcount>maxloop) break;

}//while

}

 

void CloseSell (string myInfo)
{
int gle;
int cnt;
int OrdersPerSymbol;

int loopcount=0;

string sTK=” Ticket=”+OrderTicket();
string sSL=” SL=”+OrderStopLoss();
string sTP=” TP=”+OrderTakeProfit();
string sPM;
string sLL;
string sER;

sPM=” PM=”+ProfitMade;
sLL=” LL=”+LossLimit;

while(true)
{
OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
gle=GetLastError();
sER=” error=”+gle+” “+ErrorDescription(gle);

if(gle==0)
{
logwrite(TradeComment,”CLOSE SELL “+myInfo + sTK + sSL + sTP + sPM + sLL);
break;
}
else
{
logwrite(TradeComment,”—–ERROR—– CLOSE SELL “+myInfo+ sER +” Ask=”+Ask+ sTK + sSL + sTP + sPM + sLL);
RefreshRates();
Sleep(500);
}

// sometimes an order close is delayed, or a gap jumps to the LL2SL on the server
// This keeps a server-closed order from hanging here
OrdersPerSymbol=0;
for(cnt=OrdersTotal();cnt>=0;cnt–)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) OrdersPerSymbol++;
}

if(OrdersPerSymbol==0) break;

loopcount++;
if(loopcount>maxloop) break;

}//while
}