Crypto Amazing Analysis 2.6.0最新版

2022-05-14挂机日记：

//+——————————————————————+
//| Crypto Analysis.mq4 |
//| Copyright 2019, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+——————————————————————+
#property copyright “AHARON TZADIK”
#property link “http://algorithmic-trading-ea-mt4.000webhostapp.com/”
#property version “1.00”
#property strict

extern bool USEMOVETOBREAKEVEN=true;//Enable “no loss”
extern double WHENTOMOVETOBE=10; //When to move break even
extern double PIPSTOMOVESL=5; //How much pips to move sl
extern double Lots=0.01; //Lots size
input double MaximumRisk =0.02;
input double DecreaseFactor=3;
extern double TrailingStop=40; //TrailingStop
extern double Stop_Loss=20; //Stop Loss
extern int MagicNumber=1234; //MagicNumber
input double TakeProfit=50; //TakeProfit
extern int FastMA=6; //FastMA
extern int SlowMA=85; //SlowMA
extern double Mom_Sell=0.3; //Momentum_Sell
extern double Mom_Buy=0.3; //Momentum_Buy

int err;
int total=0;
double
Lot,Dmax,Dmin,// Amount of lots in a selected order
Lts, // Amount of lots in an opened order
Min_Lot, // Minimal amount of lots
Step, // Step of lot size change
Free, // Current free margin
One_Lot, // Price of one lot
Price, // Price of a selected order,
pips,
MA_1,MA_2,MA_3,MACD_SIGNAL;
int Type,freeze_level,Spread;
//— price levels for orders and positions
double priceopen,stoploss,takeprofit;
//— ticket of the current order
int orderticket;

//————————————————————— 3 —
int
Period_MA_2, Period_MA_3, // Calculation periods of MA for other timefr.
Period_MA_02, Period_MA_03, // Calculation periods of supp. MAs
K2,K3,T,L;
//—

//+——————————————————————+
//| Expert initialization function |
//+——————————————————————+
int OnInit()
{
//————————————————————— 5 —
switch(Period()) // Calculating coefficient for..
{ // .. different timeframes
case 1: L=PERIOD_M5;T=PERIOD_M15; break;// Timeframe M1
case 5: L=PERIOD_M1;T=PERIOD_M15; break;// Timeframe M5
case 15: L=PERIOD_M5;T=PERIOD_M30; break;// Timeframe M15
case 30: L=PERIOD_M15;T=PERIOD_H1; break;// Timeframe M30
case 60: L=PERIOD_M30;T=PERIOD_H4; break;// Timeframe H1
case 240: L=PERIOD_H1;T=PERIOD_D1; break;// Timeframe H4
case 1440: L=PERIOD_H4;T=PERIOD_W1; break;// Timeframe D1
case 10080: L=PERIOD_D1;T=PERIOD_MN1; break;// Timeframe W1
case 43200: L=PERIOD_W1;T=PERIOD_D1; break;// Timeframe MN
}

//————————————————————— 5 —

double ticksize=MarketInfo(Symbol(),MODE_TICKSIZE);
if(ticksize==0.00001 || ticksize==0.001)
pips=ticksize*10;
else pips=ticksize;
return(INIT_SUCCEEDED);
//— distance from the activation price, within which it is not allowed to modify orders and positions
freeze_level=(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_FREEZE_LEVEL);
if(freeze_level!=0)
{
PrintFormat(“SYMBOL_TRADE_FREEZE_LEVEL=%d: order or position modification is not allowed,”+
” if there are %d points to the activation price”,freeze_level,freeze_level);
}

//—
return(INIT_SUCCEEDED);
}
//+——————————————————————+
//| Expert deinitialization function |
//+——————————————————————+
void OnDeinit(const int reason)
{
}
//+——————————————————————+
//| |
//+——————————————————————+
void OnTick(void)
{
// Check for New Bar (Compatible with both MQL4 and MQL5)
static datetime dtBarCurrent=WRONG_VALUE;
datetime dtBarPrevious=dtBarCurrent;
dtBarCurrent=(datetime) SeriesInfoInteger(_Symbol,_Period,SERIES_LASTBAR_DATE);
bool NewBarFlag=(dtBarCurrent!=dtBarPrevious);
if(NewBarFlag)
{
stop();
if(USEMOVETOBREAKEVEN) MOVETOBREAKEVEN();
Trail1();
int ticket;
// initial data checks
// it is important to make sure that the expert works with a normal
// chart and the user did not make any mistakes setting external
// variables (Lots, StopLoss, TakeProfit,
// TrailingStop) in our case, we check TakeProfit
// on a chart of less than 100 bars
//—
//+——————————————————————+
double RSI=iRSI(NULL,0,14,PRICE_WEIGHTED,0); // RSI
//—————————————————————————-
double MomLevel=MathAbs(100-iMomentum(NULL,0,14,PRICE_CLOSE,1));
double MomLevel1=MathAbs(100 – iMomentum(NULL,0,14,PRICE_CLOSE,2));
double MomLevel2=MathAbs(100 – iMomentum(NULL,0,14,PRICE_CLOSE,3));
//+——————————————————————+
double MacdMAIN2=iMACD(NULL,L,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
double MacdSIGNAL2=iMACD(NULL,L,12,26,9,PRICE_CLOSE,MODE_SIGNAL,1);
//+——————————————————————+
double MA_1_t=iMA(NULL,L,FastMA,0,MODE_LWMA,PRICE_TYPICAL,0); // МА_1
double MA_2_t=iMA(NULL,L,SlowMA,0,MODE_LWMA,PRICE_TYPICAL,0); // МА_2
//—————————————————————————-
//+——————————————————————+
double middleBB=iBands(Symbol(),0,20, 2,0,0,MODE_MAIN,1);//middle
double lowerBB=iBands(Symbol(),0,20, 2,0,0,MODE_LOWER,1);//lower
double upperBB=iBands(Symbol(),0,20, 2,0,0,MODE_UPPER,1);//upper
//+——————————————————————+

if(Bars<100)
{
Print(“bars less than 100”);
return;
}
if(TakeProfit<10)
{
Print(“TakeProfit less than 10”);
return;
}
//— to simplify the coding and speed up access data are put into internal variables

if(getOpenOrders()==0)

{
//— no opened orders identified
if(AccountFreeMargin()<(1000*Lots))
{
Print(“We have no money. Free Margin = “,AccountFreeMargin());
return;
}

//— check for long position (BUY) possibility
//+——————————————————————+
//| BUY BUY BUY |
//+——————————————————————+
if(Low[1]<=lowerBB)
if(MA_1_t<MA_2_t)
if(RSI>50)
if(MomLevel<Mom_Buy || MomLevel1<Mom_Buy || MomLevel2<Mom_Buy)
{
ticket=OrderSend(Symbol(),OP_BUY,LotsOptimized(),ND(Ask),3,NDTP(Bid-Stop_Loss*pips),NDTP(Bid+TakeProfit*pips),”renko”,MagicNumber,0,PaleGreen);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
Print(“BUY order opened : “,OrderOpenPrice());
}
else
Print(“Error opening BUY order : “,GetLastError());
return;
}
//— check for short position (SELL) possibility
//+——————————————————————+
//| SELL SELL SELL |
//+——————————————————————+
if(High[1]>=upperBB)
if(MA_1_t<MA_2_t)
if(RSI<50)
if(MomLevel<Mom_Sell || MomLevel1<Mom_Sell || MomLevel2<Mom_Sell)
{
ticket=OrderSend(Symbol(),OP_SELL,LotsOptimized(),ND(Bid),3,NDTP(Ask+Stop_Loss*pips),NDTP(Ask-TakeProfit*pips),”Short 1”,MagicNumber,0,Red);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
Print(“SELL order opened : “,OrderOpenPrice());
}
else
Print(“Error opening SELL order : “,GetLastError());
}

return;
}
}
}
//+——————————————————————+
//| stop |
//+——————————————————————+
//—————————————————————————–+
int stop()
{
total=0;
double MA_1_t=iMA(NULL,0,FastMA,0,MODE_LWMA,PRICE_TYPICAL,0); // МА_1
double MA_2_t=iMA(NULL,0,SlowMA,0,MODE_LWMA,PRICE_TYPICAL,0); // МА_2
//+——————————————————————+
for(int trade=OrdersTotal()-1; trade>=0; trade–)
{
if(OrderSelect(trade,SELECT_BY_POS,MODE_TRADES))
{
if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=MagicNumber) continue;
if(OrderSymbol()==Symbol() || OrderMagicNumber()==MagicNumber)
{
if(OrderType()==OP_BUY)
{
//— should it be closed?

if(MA_1_t<MA_2_t)
if(OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet))
Print(” CLOSE BY STOP STRATEGY “);
//— check for trailing stop
}
else // go to short position
{
//— should it be closed?

if(MA_1_t>MA_2_t)
if(!OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet))
Print(” CLOSE BY STOP STRATEGY “);
//— check for trailing stop
}
}
}
}
return(0);
}
//+——————————————————————+
//+——————————————————————+
//| Trailing stop loss |
//+——————————————————————+
// ————— ———————————————————– ————————
void Trail1()
{
total=OrdersTotal();
//— it is important to enter the market correctly, but it is more important to exit it correctly…
for(int cnt=0;cnt<total;cnt++)
{
if(!OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES))
continue;
if(OrderType()<=OP_SELL && // check for opened position
OrderSymbol()==Symbol()) // check for symbol
{
//— long position is opened
if(OrderType()==OP_BUY)
{

//— check for trailing stop
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>pips*TrailingStop)
{
if(OrderStopLoss()<Bid-pips*TrailingStop)
{

RefreshRates();
stoploss=Bid-(pips*TrailingStop);
takeprofit=OrderTakeProfit() ;
double StopLevel=MarketInfo(Symbol(),MODE_STOPLEVEL)+MarketInfo(Symbol(),MODE_SPREAD);
if(stoploss<StopLevel*pips) stoploss=StopLevel*pips;
string symbol=OrderSymbol();
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
if(MathAbs(OrderStopLoss()-stoploss)>point)
if((pips*TrailingStop)>(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_FREEZE_LEVEL)*pips)

//— modify order and exit
if(CheckStopLoss_Takeprofit(OP_BUY,stoploss,takeprofit))
if(OrderModifyCheck(OrderTicket(),OrderOpenPrice(),stoploss,takeprofit))
if(!OrderModify(OrderTicket(),OrderOpenPrice(),stoploss,takeprofit,0,Green))
Print(“OrderModify error “,GetLastError());
return;
}
}
}
}
else // go to short position
{
//— check for trailing stop
if(TrailingStop>0)
{
if((OrderOpenPrice()-Ask)>(pips*TrailingStop))
{
if((OrderStopLoss()>(Ask+pips*TrailingStop)) || (OrderStopLoss()==0))
{

RefreshRates();
stoploss=Ask+(pips*TrailingStop);
takeprofit=OrderTakeProfit() ;
double StopLevel=MarketInfo(Symbol(),MODE_STOPLEVEL)+MarketInfo(Symbol(),MODE_SPREAD);
if(stoploss<StopLevel*pips) stoploss=StopLevel*pips;
if(takeprofit<StopLevel*pips) takeprofit=StopLevel*pips;
string symbol=OrderSymbol();
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
if(MathAbs(OrderStopLoss()-stoploss)>point)
if((pips*TrailingStop)>(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_FREEZE_LEVEL)*pips)

//— modify order and exit
if(CheckStopLoss_Takeprofit(OP_SELL,stoploss,takeprofit))
if(OrderModifyCheck(OrderTicket(),OrderOpenPrice(),stoploss,takeprofit))
if(!OrderModify(OrderTicket(),OrderOpenPrice(),stoploss,takeprofit,0,Red))
Print(“OrderModify error “,GetLastError());
return;
}
}
}
}
}
}
}
//+——————————————————————+
//+—————————————————————————+
//| MOVE TO BREAK EVEN |
//+—————————————————————————+
void MOVETOBREAKEVEN()

{
for(int b=OrdersTotal()-1;b>=0;b–)
{
if(OrderSelect(b,SELECT_BY_POS,MODE_TRADES))
if(OrderMagicNumber()!=MagicNumber)continue;
if(OrderSymbol()==Symbol())
if(OrderType()==OP_BUY)
if(Bid-OrderOpenPrice()>WHENTOMOVETOBE*pips)
if(OrderOpenPrice()>OrderStopLoss())
if(!OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+(PIPSTOMOVESL*pips),OrderTakeProfit(),0,CLR_NONE))
Print(“eror”);
}

for(int s=OrdersTotal()-1;s>=0;s–)
{
if(OrderSelect(s,SELECT_BY_POS,MODE_TRADES))
if(OrderMagicNumber()!=MagicNumber)continue;
if(OrderSymbol()==Symbol())
if(OrderType()==OP_SELL)
if(OrderOpenPrice()-Ask>WHENTOMOVETOBE*pips)
if(OrderOpenPrice()<OrderStopLoss())
if(!OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-(PIPSTOMOVESL*pips),OrderTakeProfit(),0,CLR_NONE))
Print(“eror”);
}
}
//————————————————————————————–
//+——————————————————————+
//| Calculate optimal lot size buy |
//+——————————————————————+
double LotsOptimized()
{
double lot=Lots;
int orders=OrdersHistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//— select lot size
if(MaximumRisk>0)
{
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
}
//— calcuulate number of losses orders without a break
if(DecreaseFactor>0)
{
for(int i=orders-1;i>=0;i–)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false)
{
Print(“Error in history!”);
break;
}
if(OrderSymbol()!=Symbol() )
continue;
//—
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1)
lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
//— minimal allowed volume for trade operations
double minlot=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN);
if(lot<minlot)
{
lot=minlot;
Print(“Volume is less than the minimal allowed ,we use”,minlot);
}
// lot=minlot;

//— maximal allowed volume of trade operations
double maxlot=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);
if(lot>maxlot)
{
lot=maxlot;
Print(“Volume is greater than the maximal allowed,we use”,maxlot);
}
// lot=maxlot;

//— get minimal step of volume changing
double volume_step=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_STEP);
int ratio=(int)MathRound(lot/volume_step);
if(MathAbs(ratio*volume_step-lot)>0.0000001)
{
lot=ratio*volume_step;

Print(“Volume is not a multiple of the minimal step ,we use the closest correct volume “,ratio*volume_step);
}
return(lot);

}
//+——————————————————————+
double NDTP(double val)
{
RefreshRates();
double SPREAD=MarketInfo(Symbol(),MODE_SPREAD);
double StopLevel=MarketInfo(Symbol(),MODE_STOPLEVEL);
if(val<StopLevel*pips+SPREAD*pips) val=StopLevel*pips+SPREAD*pips;
// double STOPLEVEL = MarketInfo(Symbol(),MODE_STOPLEVEL);
//int Stops_level=(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_STOPS_LEVEL);

//if (Stops_level*pips<val-Bid)
//val=Ask+Stops_level*pips;
return(NormalizeDouble(val, Digits));
// return(val);
}
//+——————————————————————+
//+——————————————————————+
////////////////////////////////////////////////////////////////////////////////////
int getOpenOrders()
{

int Orders=0;
for(int i=0; i<OrdersTotal(); i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)
{
continue;
}
if(OrderSymbol()!=Symbol() || OrderMagicNumber()!=MagicNumber)
{
continue;
}
Orders++;
}
return(Orders);
}
//+——————————————————————+
//+——————————————————————+
//| Checking the new values of levels before order modification |
//+——————————————————————+
bool OrderModifyCheck(int ticket,double price,double sl,double tp)
{
//— select order by ticket
if(OrderSelect(ticket,SELECT_BY_TICKET))
{
//— point size and name of the symbol, for which a pending order was placed
string symbol=OrderSymbol();
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
//— check if there are changes in the Open price
bool PriceOpenChanged=true;
int type=OrderType();
if(!(type==OP_BUY || type==OP_SELL))
{
PriceOpenChanged=(MathAbs(OrderOpenPrice()-price)>point);
}
//— check if there are changes in the StopLoss level
bool StopLossChanged=(MathAbs(OrderStopLoss()-sl)>point);
//— check if there are changes in the Takeprofit level
bool TakeProfitChanged=(MathAbs(OrderTakeProfit()-tp)>point);
//— if there are any changes in levels
if(PriceOpenChanged || StopLossChanged || TakeProfitChanged)
return(true); // order can be modified
//— there are no changes in the Open, StopLoss and Takeprofit levels
else
//— notify about the error
PrintFormat(“Order #%d already has levels of Open=%.5f SL=%.5f TP=%.5f”,
ticket,OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit());
}
//— came to the end, no changes for the order
return(false); // no point in modifying
}
//+——————————————————————+
//+——————————————————————+
bool CheckStopLoss_Takeprofit(ENUM_ORDER_TYPE type,double SL,double TP)
{
//— get the SYMBOL_TRADE_STOPS_LEVEL level
int stops_level=(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_STOPS_LEVEL);
if(stops_level!=0)
{
PrintFormat(“SYMBOL_TRADE_STOPS_LEVEL=%d: StopLoss and TakeProfit must”+
” not be nearer than %d points from the closing price”,stops_level,stops_level);
}
//—
bool SL_check=false,TP_check=false;
//— check only two order types
switch(type)
{
//— Buy operation
case ORDER_TYPE_BUY:
{
//— check the StopLoss
SL_check=(Bid-SL>stops_level*_Point);
if(!SL_check)
PrintFormat(“For order %s StopLoss=%.5f must be less than %.5f”+
” (Bid=%.5f – SYMBOL_TRADE_STOPS_LEVEL=%d points)”,
EnumToString(type),SL,Bid-stops_level*_Point,Bid,stops_level);
//— check the TakeProfit
TP_check=(TP-Bid>stops_level*_Point);
if(!TP_check)
PrintFormat(“For order %s TakeProfit=%.5f must be greater than %.5f”+
” (Bid=%.5f + SYMBOL_TRADE_STOPS_LEVEL=%d points)”,
EnumToString(type),TP,Bid+stops_level*_Point,Bid,stops_level);
//— return the result of checking
return(SL_check&&TP_check);
}
//— Sell operation
case ORDER_TYPE_SELL:
{
//— check the StopLoss
SL_check=(SL-Ask>stops_level*_Point);
if(!SL_check)
PrintFormat(“For order %s StopLoss=%.5f must be greater than %.5f “+
” (Ask=%.5f + SYMBOL_TRADE_STOPS_LEVEL=%d points)”,
EnumToString(type),SL,Ask+stops_level*_Point,Ask,stops_level);
//— check the TakeProfit
TP_check=(Ask-TP>stops_level*_Point);
if(!TP_check)
PrintFormat(“For order %s TakeProfit=%.5f must be less than %.5f “+
” (Ask=%.5f – SYMBOL_TRADE_STOPS_LEVEL=%d points)”,
EnumToString(type),TP,Ask-stops_level*_Point,Ask,stops_level);
//— return the result of checking
return(TP_check&&SL_check);
}
break;
}
//— a slightly different function is required for pending orders
return false;
}
//+——————————————————————+

//+——————————————————————+
//| exitbuys() |
//+——————————————————————+
void exitbuys()
{
double result;
for(int i=OrdersTotal()-1; i>=0; i–)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
{
if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
{
result=OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,clrNONE);
if(result!=true)//if it did not close
{
err=GetLastError(); Print(“LastError = “,err);//get the reason why it didn’t close
}

}
}

}
}
//+——————————————————————+
//+——————————————————————+
//| exitsells() |
//+——————————————————————+
void exitsells()
{
double result;
for(int i=OrdersTotal()-1; i>=0; i–)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
{

if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)
{
result=OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),3,clrNONE);
if(result!=true)//if it did not close
{
err=GetLastError(); Print(“LastError = “,err);//get the reason why it didn’t close
}

}
}

}
}
//+——————————————————————+
//+——————————————————————+
double ND(double val)
{
return(NormalizeDouble(val, Digits));
}
//+——————————————————————+
//+——————————————————————+
int MINMAX()
{
//if (atr==1)
//int TREND=0;
//int DOWNTREND=0;
for(int i=3; i<100;i++)
{
int max = iHighest(NULL,0,MODE_HIGH,i,3);
int min = iLowest(NULL,0,MODE_LOW,i,3);
double dmax = iHigh(_Symbol,0,max );
double dmin = iLow(_Symbol,0,min );
if((High[1]<dmax || High[2]<dmax || High[3]<dmax) && (Open[0]>dmax))
{
return(1);
//TREND=1;
Comment(“The trend is up”);
}
//TREND=1;
if((Low[1]>dmin || Low[2]>dmin || Low[3]>dmin) && (Open[0]<dmin))
{
return(2);
//TREND=2;
Comment(“The trend is down”);
}
}
return(0);
}
//+——————————————————————+