// // "00-EA-Breakout_v107.mq4" -- Breakout Eagle like EA // // Ver. 1.00 2009/05/02(Sat) initial version // Ver. 1.01 2009/05/02(Sat) adapt to Daylight Saving Time // check spread just before order send also // ServerGMT is added // Ver. 1.02 2009/05/07(Thu) popup dialog and send mail on trade open/close // Ver. 1.03 2009/05/07(Thu) limit max lots by global variable "MaxLots" // Ver. 1.04 2009/05/10(Sun) no trail when TrailStop=0 // 2009/05/14(Thu) support 2 trade time period // digits() for fail safe // Ver. 1.05 2009/05/20(Wed) added 121 spread info // added bWaitBoxTocuh (wait box touch after order permission) // added order time visualization // Ver. 1.06 2009/06/10(Wed) bugfix: trade time wrong when SH > EH after ServerGMT/DST adjustment // default for GMT+0/USDJPY/M5 (ODL Live) // Ver. 1.07 2009/06/16(Tue) added DayRangeMin/MaxPP/StartHour, assumed daily limit range, don't order when range overs this value // added day hi/lo line // renamed BoxLimitPP to BoxLimitMaxPP, and added BoxLimitMinPP // // #property copyright "00" #property link "http://www.mql4.com/" // ex. in DST // 121 GMT+9 14:00 // ODL GMT+0 5:00 // FXDD GMT+3 8:00 // LDN GMT+1 6:00 // NY GMT-5 1:00 // // 121 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 0 1 2 3 // ODL 15 16 17 18 19 20 21 22 23 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 // FXDD 18 19 20 21 22 23 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 // LDN 16 17 18 19 20 21 22 23 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 // NY 11 12 13 14 15 16 17 18 19 20 21 22 23 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 // --+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+--+ // //---- defines #define SEC_PER_DAY 86400 #define SEC_PER_HOUR 3600 // #define EV_FIRST 0 #define EV_OPEN_BUY 0 #define EV_OPEN_SELL 1 #define EV_CLOSE_BUY 2 #define EV_CLOSE_SELL 3 #define EV_LAST 3 //---- indicator settings extern int Magic = 1000; // order magic number extern string CommentString = ""; // order comment string extern int ServerGMT = 0; // GMT time offset, 0: ODL, 9: 121, 3: FXDD,... extern bool bSpread121 = false; // spread limit selection (ODL and 121 are supported) extern double Lots = 0.1; // order lots extern int StopLossMin = 20; // pips, S/L minimum extern int StopLossMax = 0; // pips, S/L maximum, 0: auto, limited by box range extern int TakeProfitMin = 20; // pips, T/P minimum extern int TakeProfitMax = 0; // pips, T/P maximum, 0: auto, limited by box range extern int TrailTake = 23; // pips, traling take extern int TrailStop = 25; // pips, trailing stop extern double BoxScaleSL = 1.15; // S/L multiplier to box height(Hi-Lo range) extern double BoxScaleTP = 0.9; // S/L multiplier to box height(Hi-Lo range) extern double BoxLimitMaxPP = 80; // pips, max box height in pips, 0: don't care extern double BoxLimitMinPP = 15; // pips, min box height in pips, 0: don't care extern double StartHour = 23.3; // GMT+0, box start time in hour extern double DurationHours = 2.8; // box duration extern double OrderGoSH1 = 15.1; // GMT+0, order permission time 1, start hour extern double OrderGoDurH1 = 0.9; // order permission time 1, end hour extern double OrderGoSH2 = 0.0; // GMT+0, order permission time 2, start hour extern double OrderGoDurH2 = 0.0; // order permission time 2, end hour extern bool bWaitBoxTouch = false; // wait box touch after order permission extern int MarginPips = 4; // pips, margin pips over/under box extern int LongMargin = -4; // pips, position long when (boxClose >= boxOpen + LongMargin) extern int ShortMargin = -6; // pips, position short when (boxClose <= boxOpen - ShortMargin) extern double DayRangeMaxPP = 56 ; // pips, max daily range in pips, 0: don't care extern double DayRangeMinPP = 19; // pips, min daily range in pips, 0: don't care extern int DayRangeStartHour = 13; // GMT+0, daily start hour to check range extern int BoxOpenPrice = PRICE_OPEN; // MA applied price for box open price, 0:CLOSE 1:OPEN 2:HIGH 3:LOW 4:MEDIAN 5:TYPICAL 6:WEIGHTED extern int BoxClosePrice = PRICE_CLOSE; // MA applied price for box close price extern int Slippage = 2; // pips, slippage extern double SpreadMargin = 999; // pips, spread margin between real and default (0..100: fixed, 999: limit by table) extern int StopDayOfWeek = 5; // GMT+0, weekly stop day, 0: Sun 1:Mon 2: Tue 3: Wed 4: Thu 5: Fri 6: Sat extern int CloseDayOfWeek = 5; // GMT+0, weekly close day, 0: Sun 1:Mon 2: Tue 3: Wed 4: Thu 5: Fri 6: Sat extern double WeeklyStopHours = 18; // GMT+0, weekly stop time in hour extern double WeeklyCloseHours = 19.5; // GMT+0, weekly close time in hour /*extern*/ double DstOffsetHours = 1.0; // offset hours between DST and non-DST extern bool bDailyClose = true; // close every day or not extern bool bSignalAlert = true; // popup dialog on trade extern bool bSignalMail = false; // send mail on trade extern double pointScale = 0.0; // scale factor of Point datetime DstStart1 = D'2008/03/09 00:00:00'; datetime DstEnd1 = D'2008/11/02 00:00:00'; datetime DstStart2 = D'2009/03/08 00:00:00'; datetime DstEnd2 = D'2009/11/01 00:00:00'; //---- vars string sIndicatorName; string sPrefix; string sIndSelf = "00-EA-Breakout_v107"; double point = 0.0; int nRetry = 10; int retrySleep = 800; bool bOrderReady = false; bool bValidBox = false; double boxHi; double boxLo; double boxOpen; double boxClose; datetime tsBox; datetime teBox; bool bLongPermit; bool bShortPermit; int nOrderLong; int nOrderShort; int infoFontSize = 12; string infoFontName = "Arial"; color infoFontColor = Aqua; color colBoxRect = Aqua; color colLong = DodgerBlue; color colShort = Crimson; color colGoLine1 = Aqua; color colGoLine2 = Aqua; color colBoxHi = Gray; color colBoxLo = Gray; color colDayRange = Gold; string g_sValMaxLots = "MaxLots"; // date/time double dstOffsetHours; double weeklyStopHours; double weeklyCloseHours; double startHour; double orderGoSH1; double orderGoEH1; double orderGoSH2; double orderGoEH2; double dayRangeStartHour; //---------------------------------------------------------------------- // ODL spread string g_spreadOdl[20][4] = { // 2pips spec weekend limit "EURCHF", "2", "8", "5", // 0 "EURGBP", "2", "6", "6", // 1 "EURJPY", "2", "7", "6", // 2 "EURUSD", "2", "2", "5", // 3 "GBPUSD", "2", "3", "5", // 4 "USDCHF", "2", "6", "5", // 5 "USDJPY", "2", "2", "4", // 6 // 4pips "AUDJPY", "4", "8", "7", // 7 "AUDUSD", "4", "3", "7", // 8 "CHFJPY", "4", "10", "6", // 9 "NZDUSD", "4", "9", "7", // 10 "USDCAD", "4", "4", "6", // 11 // 6pips "GBPCAD", "6", "33", "8", // 12 "GBPCHF", "6", "23", "8", // 13 "GBPJPY", "6", "6", "8", // 14 // 7pips "AUDCAD", "7", "12", "8", // 15 "CADJPY", "7", "38", "8", // 16 "EURAUD", "7", "17", "8", // 17 "NZDJPY", "7", "14", "8", // 18 // 15pips "NZDCHF", "15", "19", "8" // 19 }; //---------------------------------------------------------------------- // 121 spread string g_spread121[20][4] = { // 1pip spec weekend limit "EURUSD.", "1", "5", "5", // 0 "USDJPY.", "1", "4", "5", // 1 // 2pips "EURJPY.", "2", "5", "5", // 2 "GBPUSD.", "2", "6", "6", // 3 "USDCHF.", "2", "5", "5", // 4 // 4pips "AUDJPY.", "4", "4", "4", // 5 "AUDUSD.", "4", "5", "5", // 6 "CHFJPY.", "4", "5", "5", // 7 "NZDUSD.", "4", "5", "5", // 8 "USDCAD.", "4", "5", "5", // 9 // 5pips "GBPJPY.", "5", "6", "6", // 10 // 6pips "CADJPY.", "6", "6", "6", // 11 "EURCHF.", "6", "6", "6", // 12 "EURGBP.", "6", "6", "6", // 13 // 7pips "AUDCAD.", "7", "7", "7", // 14 "EURAUD.", "7", "7", "7", // 15 "NZDJPY.", "7", "7", "7", // 16 // 10pips "EURCAD.", "10", "10", "10", // 17 "GBPCHF.", "10", "10", "10", // 18 // 15pips "GBPAUD.", "15" "15", "15" // 19 }; //---------------------------------------------------------------------- double getSpreadTab(string sSym, string tab[][4], bool bSpec) { double spread = 999; int n = ArrayRange(tab, 0); int idx; if (bSpec) { idx = 1; // spec } else { idx = 3; // limit } for (int i = 0; i < n; i++) { if (StringFind(tab[i][0], sSym) >= 0) { spread = StrToDouble(tab[i][idx]); break; } } return(spread); } //---------------------------------------------------------------------- double getSpread(string sSym, bool bSpec) { double spread = 999; if (bSpread121) { spread = getSpreadTab(sSym, g_spread121, bSpec); } else { spread = getSpreadTab(sSym, g_spreadOdl, bSpec); } return(spread); } //---------------------------------------------------------------------- double checkPoint(string sym, int pointScale) { if (pointScale != 0) { // point manually scaled return(Point * pointScale); } // auto scale string s_point001[] = { // point=0.01 pairs, for auto pointScale(0), *JPY are 0.01 as default "EURHUF", "USDHUF" }; string s_point0001[] = { // point=0.001 pairs, for auto pointScale(0) "EURCZK", "EURHKD", "EURSKK", "EURZAR", "GBPNOK", "GBPSEK", "GBPZAR", "USDCZK", "USDMXN", "USDRUB", "USDSKK" }; double point = 0; if (StringFind(sym, "JPY") == 3) { point = 0.01; } else { // check point=0.01 table int n = ArraySize(s_point001); for (int i = 0; i < n; i++) { if (StringFind(sym, s_point001[i]) == 0) { point = 0.01; break; } } if (point == 0) { // check point=0.001 table n = ArraySize(s_point0001); for (i = 0; i < n; i++) { if (StringFind(sym, s_point0001[i]) == 0) { point = 0.001; break; } } } if (point == 0) { // others point = 0.0001; } } return(point); } //---------------------------------------------------------------------- string TimeFrameToStr(int timeFrame) { switch (timeFrame) { case 1: return("M1"); case 5: return("M5"); case 15: return("M15"); case 30: return("M30"); case 60: return("H1"); case 240: return("H4"); case 1440: return("D1"); case 10080: return("W1"); case 43200: return("MN"); } return("??"); } //---------------------------------------------------------------------- void init() { string tf = TimeFrameToStr(Period()); sIndicatorName = sIndSelf + "(" + tf + ")"; sPrefix = sIndicatorName; if (point == 0.0) { point = checkPoint(Symbol(), pointScale); } string sServer = AccountServer(); double lotsize = MarketInfo(Symbol(),MODE_LOTSIZE); double maxlot = MarketInfo(Symbol(), MODE_MAXLOT); double minlot = MarketInfo(Symbol(), MODE_MINLOT); Print("server= ", sServer); Print("pair= ", Symbol()); Print("LOTSIZE= ", lotsize, ", MAXLOT= ", maxlot, ", MINLOT= ", minlot); Print("Point= ", Point, ", point= ", point); // adjust time difference { // StartHour StartHour += ServerGMT; if (StartHour >= 24) { StartHour -= 24; } else if (StartHour < 0) { StartHour += 24; } // WeeklyStop/CloseHours WeeklyStopHours += ServerGMT; WeeklyCloseHours += ServerGMT; if (WeeklyStopHours >= 24) { StopDayOfWeek++; WeeklyStopHours -= 24; } else if (WeeklyStopHours < 0) { StopDayOfWeek--; WeeklyStopHours += 24; } if (WeeklyCloseHours >= 24) { CloseDayOfWeek++; WeeklyCloseHours -= 24; } else if (WeeklyCloseHours < 0) { CloseDayOfWeek--; WeeklyCloseHours += 24; } // OrderGoSH OrderGoSH1 += ServerGMT; if (OrderGoSH1 >= 24) { OrderGoSH1 -= 24; } else if (OrderGoSH1 < 0) { OrderGoSH1 += 24; } OrderGoSH2 += ServerGMT; if (OrderGoSH2 >= 24) { OrderGoSH2 -= 24; } else if (OrderGoSH2 < 0) { OrderGoSH2 += 24; } // DayRangeStartHour DayRangeStartHour += ServerGMT; if (DayRangeStartHour >= 24) { DayRangeStartHour -= 24; } else if (DayRangeStartHour < 0) { DayRangeStartHour += 24; } Print("ServerGMT= ", ServerGMT); Print(" StartHour= ", StartHour); Print(" StopDayOfWeek= ", StopDayOfWeek, ", WeeklyStopHours= ", WeeklyStopHours); Print(" CloseDayOfWeek= ", CloseDayOfWeek, ", WeeklyCloseHours= ", WeeklyCloseHours); Print(" OrderGoSH1= ", OrderGoSH1, ", OrderGoDurH1= ", OrderGoDurH1); Print(" OrderGoSH2= ", OrderGoSH2, ", OrderGoDurH2= ", OrderGoDurH2); Print(" DayRangeStartHour= ", DayRangeStartHour); double sec = ServerGMT * SEC_PER_HOUR; DstStart1 += sec; DstEnd1 += sec; DstStart2 += sec; DstEnd2 += sec; } } //---------------------------------------------------------------------- void deinit() { int i; int n = ObjectsTotal(); for (i = n - 1; i >= 0; i--) { string sName = ObjectName(i); if (StringFind(sName, sPrefix) == 0) { ObjectDelete(sName); } } } //---------------------------------------------------------------------- int orderCount() { int i; int nTotal = OrdersTotal(); int nOrder = 0; nOrderLong = 0; nOrderShort = 0; for (i = 0; i < nTotal; i++) { if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) { continue; } if (OrderMagicNumber() != Magic) { continue; } if (OrderSymbol() != Symbol()) { continue; } if (OrderType() == OP_BUY) { nOrderLong++; } if (OrderType() == OP_SELL) { nOrderShort++; } nOrder++; } return(nOrder); } //---------------------------------------------------------------------- void notifyEvent(int event, int ticket = 0) { static string sTab[] = { "Open Buy", "Open Sell", "Close Buy", "Close Sell" }; string sEv = ""; string sMsg = ""; string sLots = ""; string sPrice = ""; string sProfit = ""; string sOpen = ""; if (event >= EV_FIRST && event <= EV_LAST) { sEv = sTab[event]; } else { sEv = "unknown ev= " + event; } if (event == EV_OPEN_BUY || event == EV_OPEN_SELL) { if (OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES)) { sLots = DoubleToStr(OrderLots(), 2); sPrice = DoubleToStr(OrderOpenPrice(), Digits); sMsg = "[" + Symbol() + "] " + sEv + ", " + sPrice + ", " + sLots + "(lots)"; } else { sMsg = "[" + Symbol() + "] " + sEv + ", OrderSelect() error, ticket= " + ticket; } } else if (event == EV_CLOSE_BUY || event == EV_CLOSE_SELL) { if (OrderSelect(ticket, SELECT_BY_TICKET, MODE_HISTORY)) { sLots = DoubleToStr(OrderLots(), 2); sPrice = DoubleToStr(OrderClosePrice(), Digits); sProfit = DoubleToStr(OrderProfit(), Digits); sOpen = DoubleToStr(OrderOpenPrice(), Digits); sMsg = "[" + Symbol() + "] " + sEv + ", " + sPrice + ", " + sLots + "(lots), open= " + sOpen + ", profit= " + sProfit + "(pp)"; } else { sMsg = "[" + Symbol() + "] " + sEv + ", OrderSelect() error, ticket= " + ticket; } } if (bSignalAlert) { string s = "[" + sIndSelf + "]" + sMsg; Alert(s); } if (bSignalMail) { s = "[" + sIndSelf + "]"; SendMail(s, sMsg); Print("SendMail(), sub= ", s, ", body= ", sMsg); } } //---------------------------------------------------------------------- double digits(double v) { v = NormalizeDouble(v, Digits); return(v); } //---------------------------------------------------------------------- bool orderOpen(int type) { int i; bool bOk = false; double sl, tp, stopLevel; int event; double lots = Lots; double boxSizeSL = (boxHi - boxLo) * BoxScaleSL; double boxSizeTP = (boxHi - boxLo) * BoxScaleTP; double stop = MathMax(boxSizeSL, StopLossMin * point); if (StopLossMax > 0) { stop = MathMin(stop, StopLossMax * point); } double take = MathMax(boxSizeTP, TakeProfitMin * point); if (TakeProfitMax > 0) { take = MathMin(take, TakeProfitMax * point); } // limit by global variable if (GlobalVariableCheck(g_sValMaxLots)) { double gMaxLots = GlobalVariableGet(g_sValMaxLots); if (lots > gMaxLots) { lots = gMaxLots; } } // send order for (i = 0; i < nRetry; i++) { int ticket = -1; stopLevel = (MarketInfo(Symbol(), MODE_STOPLEVEL) + 1) * point; if (type == OP_BUY) { event = EV_OPEN_BUY; sl = Ask - MathMax(stop, stopLevel); tp = Ask + MathMax(take, stopLevel); ticket = OrderSend(Symbol(), type, lots, digits(Ask), Slippage, digits(sl), digits(tp), CommentString + " Long(" + Magic + ")", Magic, 0, DodgerBlue); } else if (type == OP_SELL) { event = EV_OPEN_SELL; sl = Bid + MathMax(stop, stopLevel); tp = Bid - MathMax(take, stopLevel); ticket = OrderSend(Symbol(), type, lots, digits(Bid), Slippage, digits(sl), digits(tp), CommentString + " Short(" + Magic + ")", Magic, 0, Crimson); } if (ticket >= 0) { bOk = true; notifyEvent(event, ticket); break; } Sleep(retrySleep); RefreshRates(); if (!checkSpread()) { break; } } return(bOk); } //---------------------------------------------------------------------- bool orderClose() { int i; bool bOk = false; int n = OrdersTotal(); for (i = 0; i < n; i++) { if (OrderSelect(0, SELECT_BY_POS, MODE_TRADES) == false) { break; } if (OrderMagicNumber() != Magic) { continue; } if (OrderSymbol() != Symbol()) { continue; } int ticket = OrderTicket(); for (int retry = 0; retry < nRetry; retry++) { if (OrderType() == OP_BUY) { if (OrderClose(ticket, OrderLots(), digits(Bid), Slippage, Aqua)) { bOk = true; notifyEvent(EV_CLOSE_BUY, ticket); break; } } if (OrderType() == OP_SELL) { if (OrderClose(ticket, OrderLots(), digits(Ask), Slippage, Magenta)) { bOk = true; notifyEvent(EV_CLOSE_SELL, ticket); break; } } Sleep(retrySleep); RefreshRates(); } } return(bOk); } //---------------------------------------------------------------------- void orderTrail() { if (TrailTake == 0 && TrailStop == 0) { // no trail return; } int i; int nTotal = OrdersTotal(); for (i = 0; i < nTotal; i++) { if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) { continue; } if (OrderMagicNumber() != Magic) { continue; } if (OrderSymbol() != Symbol()) { continue; } double stopLevel = (MarketInfo(Symbol(), MODE_STOPLEVEL) + 1) * point; if (OrderType() == OP_BUY) { double profit = Bid - OrderOpenPrice(); if (profit >= TrailTake * point) { double sl = Bid - MathMax(TrailStop * point, stopLevel); if (sl > OrderStopLoss() + point) { double op = OrderOpenPrice(); double tp = OrderTakeProfit(); Print("Long Modify, Bid= ", Bid, ", old sl= ", OrderStopLoss(), ", new sl= ", sl); OrderModify(OrderTicket(), op, digits(sl), digits(tp), 0, Magenta); } } } if (OrderType() == OP_SELL) { profit = OrderOpenPrice() - Ask; if (profit >= TrailTake * point) { sl = Ask + MathMax(TrailStop * point, stopLevel); if (sl < OrderStopLoss() - point) { op = OrderOpenPrice(); tp = OrderTakeProfit(); Print("Short Modify, Ask= ", Ask, ", old sl= ", OrderStopLoss(), ", new sl= ", sl); OrderModify(OrderTicket(), op, digits(sl), digits(tp), 0, Magenta); } } } } } //---------------------------------------------------------------------- void objLine(string sName, datetime ts, double ps, datetime te, double pe, color col, int width = 1, int style = STYLE_SOLID, bool ray = false) { sName = sPrefix + sName; ObjectCreate(sName, OBJ_TREND, 0, 0, 0); ObjectSet(sName, OBJPROP_TIME1, ts); ObjectSet(sName, OBJPROP_PRICE1, ps); ObjectSet(sName, OBJPROP_TIME2, te); ObjectSet(sName, OBJPROP_PRICE2, pe); ObjectSet(sName, OBJPROP_COLOR, col); ObjectSet(sName, OBJPROP_WIDTH, width); ObjectSet(sName, OBJPROP_STYLE, style); ObjectSet(sName, OBJPROP_RAY, ray); } //---------------------------------------------------------------------- void objLabel(string sName, int corner, int x, int y, string text, color col, int size = 0, string font = "") { sName = sPrefix + sName; if (size == 0) { size = infoFontSize; } if (font == "") { font = infoFontName; } ObjectCreate(sName, OBJ_LABEL, 0, 0, 0); ObjectSetText(sName, text, size, font, col); ObjectSet(sName, OBJPROP_CORNER, corner); ObjectSet(sName, OBJPROP_XDISTANCE, x); ObjectSet(sName, OBJPROP_YDISTANCE, y); } //---------------------------------------------------------------------- bool checkSpread() { bool bOk = true; int spreadSpec = getSpread(Symbol(), true) / point; int spreadLimit = getSpread(Symbol(), false) / point; int spreadReal = (Ask - Bid) / point; if (SpreadMargin >= 0 && SpreadMargin <= 100) { if (spreadReal - spreadSpec > SpreadMargin) { Print("too large spread, spreadReal= ", spreadReal, ", spreadSpec= ", spreadSpec, ", SpreadMargin= ", SpreadMargin); bOk = false; } } else { // SpreadMargin == 999 if (spreadReal > spreadLimit) { Print("too large spread, spreadReal= ", spreadReal, ", spreadLimit= ", spreadLimit); bOk = false; } } return(bOk); } //---------------------------------------------------------------------- datetime getDayRange(double &dayHi, double &dayLo, datetime tCur) { datetime tStart = (tCur / SEC_PER_DAY) * SEC_PER_DAY + dayRangeStartHour * SEC_PER_HOUR; if (tCur < tStart) { tStart -= SEC_PER_DAY; } int xStart = iBarShift(NULL, PERIOD_M5, tStart); int xCur = iBarShift(NULL, PERIOD_M5, tCur); int n = xStart - xCur + 1; int ihi = iHighest(NULL, PERIOD_M5, MODE_HIGH, n, xCur); int ilo = iLowest(NULL, PERIOD_M5, MODE_LOW, n, xCur); dayHi = iHigh(NULL, PERIOD_M5, ihi); dayLo = iLow(NULL, PERIOD_M5, ilo); return(tStart); } //---------------------------------------------------------------------- void start() { if (!IsTradeAllowed()) { // return; } // parameter check { } int i; bool bOrderStop = false; bool bOrderClose = false; datetime t0 = iTime(NULL, PERIOD_M5, 0); // DST adjustment { bool bDST = ((t0 >= DstStart1 && t0 < DstEnd1) || (t0 >= DstStart2 && t0 < DstEnd2)); dstOffsetHours = 0; if (!bDST) { dstOffsetHours = DstOffsetHours; } weeklyStopHours = WeeklyStopHours + dstOffsetHours; if (weeklyStopHours >= 24) { StopDayOfWeek++; weeklyStopHours -= 24; } else if (weeklyStopHours < 0) { StopDayOfWeek--; weeklyStopHours += 24; } weeklyCloseHours = WeeklyCloseHours + dstOffsetHours; if (weeklyCloseHours >= 24) { CloseDayOfWeek++; weeklyCloseHours -= 24; } else if (weeklyCloseHours < 0) { CloseDayOfWeek--; weeklyCloseHours += 24; } startHour = StartHour + dstOffsetHours; if (startHour >= 24) { startHour -= 24; } else if (startHour < 0) { startHour += 24; } orderGoSH1 = OrderGoSH1 + dstOffsetHours; if (orderGoSH1 >= 24) { orderGoSH1 -= 24; } else if (orderGoSH1 < 0) { orderGoSH1 += 24; } orderGoEH1 = (OrderGoSH1 + OrderGoDurH1) + dstOffsetHours; if (orderGoEH1 >= 24) { orderGoEH1 -= 24; } else if (orderGoEH1 < 0) { orderGoEH1 += 24; } orderGoSH2 = OrderGoSH2 + dstOffsetHours; if (orderGoSH2 >= 24) { orderGoSH2 -= 24; } else if (orderGoSH2 < 0) { orderGoSH2 += 24; } orderGoEH2 = (OrderGoSH2 + OrderGoDurH2) + dstOffsetHours; if (orderGoEH2 >= 24) { orderGoEH2 -= 24; } else if (orderGoEH2 < 0) { orderGoEH2 += 24; } dayRangeStartHour = DayRangeStartHour + dstOffsetHours; if (dayRangeStartHour >= 24) { dayRangeStartHour -= 24; } else if (dayRangeStartHour < 0) { dayRangeStartHour += 24; } //Print("orderGoSH1= ", orderGoSH1, ", orderGoEH1= ", orderGoEH1); //Print("orderGoSH2= ", orderGoSH2, ", orderGoEH2= ", orderGoEH2); } // check spread bOrderStop = !checkSpread(); int dow = TimeDayOfWeek(t0); int hour = TimeHour(t0); bool bWeekEndStop = ((dow == StopDayOfWeek && hour >= weeklyStopHours) || dow > StopDayOfWeek || dow == 0); bool bWeekEndClose = ((dow == CloseDayOfWeek && hour >= weeklyCloseHours) || dow > CloseDayOfWeek || dow == 0); if (bWeekEndStop) { bOrderStop = true; } if (bWeekEndClose) { bOrderClose = true; bOrderStop = true; } // trade period 1 bool bGo1 = false; bool bGo2 = false; double hour0 = TimeHour(t0) + TimeMinute(t0) / 60.0; if (orderGoSH1 < orderGoEH1 && (hour0 >= orderGoSH1 && hour0 < orderGoEH1)) { bGo1 = true; } if (orderGoSH1 > orderGoEH1 && (hour0 >= orderGoSH1 || hour0 < orderGoEH1)) { bGo1 = true; } // trade period 2 if (orderGoSH2 < orderGoEH2 && (hour0 >= orderGoSH2 && hour0 < orderGoEH2)) { bGo2 = true; } if (orderGoSH2 > orderGoEH2 && (hour0 >= orderGoSH2 || hour0 < orderGoEH2)) { bGo2 = true; } if (!(bGo1 || bGo2)) { bOrderStop = true; if (bWaitBoxTouch) { bOrderReady = false; } } // check time skip int skippedSec = t0 - iTime(NULL, PERIOD_M5, 1); if (skippedSec > 15 * 60) { bOrderStop = true; bOrderReady = false; } // calc box tsBox = (t0 / SEC_PER_DAY) * SEC_PER_DAY + startHour * SEC_PER_HOUR; teBox = tsBox + DurationHours * SEC_PER_HOUR; if (t0 < tsBox) { tsBox -= SEC_PER_DAY; teBox -= SEC_PER_DAY; } if (t0 <= teBox) { // check time if (orderCount() == 0) { bOrderReady = true; } bValidBox = false; boxHi = 0.0; boxLo = 0.0; boxOpen = 0.0; boxClose = 0.0; if (bDailyClose) { orderClose(); } } else { if (boxHi == 0.0) { int xs = iBarShift(NULL, PERIOD_M5, tsBox); int xe = iBarShift(NULL, PERIOD_M5, teBox); if (xs - xe > DurationHours * SEC_PER_HOUR / (PERIOD_M5 * 60) * 0.9) { int ihi = iHighest(NULL, PERIOD_M5, MODE_HIGH, xs - xe + 1, xe); int ilo = iLowest(NULL, PERIOD_M5, MODE_LOW, xs - xe + 1, xe); boxHi = iHigh(NULL, PERIOD_M5, ihi); boxLo = iLow(NULL, PERIOD_M5, ilo); boxOpen = iMA(NULL, PERIOD_M5, 1, 0, MODE_SMA, BoxOpenPrice, xs); boxClose = iMA(NULL, PERIOD_M5, 1, 0, MODE_SMA, BoxClosePrice, xe); bValidBox = true; } } bLongPermit = (boxClose >= boxOpen + LongMargin * point); bShortPermit = (boxClose <= boxOpen - ShortMargin * point); double close1 = iClose(NULL, PERIOD_M5, 1); double close0 = iClose(NULL, PERIOD_M5, 0); double hi1 = iHigh(NULL, PERIOD_M5, 1); double lo1 = iLow(NULL, PERIOD_M5, 1); // check day range datetime tDayStart = 0; double dayHi = 0, dayLo = 0; tDayStart = getDayRange(dayHi, dayLo, t0); //Print("dayHi= ", dayHi, ", dayLo= ", dayLo, ", close0= ", close0, ", t0= ", TimeToStr(t0), ", tDayStart= ", TimeToStr(tDayStart)); if (DayRangeMaxPP > 0) { if (close0 - dayLo >= DayRangeMaxPP * point) { bLongPermit = false; } if (dayHi - close0 >= DayRangeMaxPP * point) { bShortPermit = false; } } if (DayRangeMinPP > 0) { if (close0 - dayLo < DayRangeMinPP * point) { bLongPermit = false; } if (dayHi - close0 < DayRangeMinPP * point) { bShortPermit = false; } } orderCount(); if (hi1 <= boxHi && lo1 >= boxLo) { // in the box range if (nOrderLong + nOrderShort == 0) { bOrderReady = true; } } if (bValidBox && bOrderReady) { bool bBoxNoLimit = true; double boxRange = boxHi - boxLo; if (BoxLimitMaxPP != 0) { if (boxRange >= BoxLimitMaxPP * point) { bBoxNoLimit = false; } } if (BoxLimitMinPP != 0) { if (boxRange < BoxLimitMinPP * point) { bBoxNoLimit = false; } } double m = MarginPips * point; if (bLongPermit && close1 >= boxHi + m) { if (nOrderLong == 0) { orderClose(); if (!bOrderStop && bBoxNoLimit) { orderOpen(OP_BUY); bOrderReady = false; } } } if (bShortPermit && close1 <= boxLo - m) { if (nOrderShort == 0) { orderClose(); if (!bOrderStop && bBoxNoLimit) { orderOpen(OP_SELL); bOrderReady = false; } } } } } if (bOrderClose) { orderClose(); } else { orderTrail(); } // visualize if (!IsOptimization()) { int y = 32; objLabel("label0", 0, 4, y, "Magic= " + Magic, infoFontColor, infoFontSize, infoFontName); y += 18; objLabel("label1", 0, 4, y, "bOrderStop= " + bOrderStop, infoFontColor, infoFontSize, infoFontName); y += 18; objLabel("label2", 0, 4, y, "bOrderReady= " + bOrderReady, infoFontColor, infoFontSize, infoFontName); y += 18; objLabel("label3", 0, 4, y, "bLongPermit= " + bLongPermit, infoFontColor, infoFontSize, infoFontName); y += 18; objLabel("label4", 0, 4, y, "bShortPermit= " + bShortPermit, infoFontColor, infoFontSize, infoFontName); y += 18; // box int ts = tsBox; int te = teBox; double ps = boxHi; double pe = boxLo; objLine("line0", ts, ps, te, ps, colBoxRect); objLine("line1", te, ps, te, pe, colBoxRect); objLine("line2", te, pe, ts, pe, colBoxRect); objLine("line3", ts, pe, ts, ps, colBoxRect); // long level if (bLongPermit) { ts = teBox; te = tsBox + SEC_PER_DAY; ps = boxHi + MarginPips * point; pe = ps; } else { ps = 0; pe = 0; } objLine("lineLong", ts, ps, te, pe, colLong, 1, STYLE_DOT); // short level if (bShortPermit) { ts = teBox; te = tsBox + SEC_PER_DAY; ps = boxLo - MarginPips * point; pe = ps; } else { ps = 0; pe = 0; } objLine("lineShort", ts, ps, te, pe, colShort, 1, STYLE_DOT); // box open to close line ts = tsBox; te = teBox; ps = boxOpen; pe = boxClose; objLine("lineOpenClose", ts, ps, te, pe, colBoxRect, 1); // box hi/lo line ts = teBox; te = tsBox + SEC_PER_DAY; ps = boxHi; pe = boxHi; objLine("lineHi", ts, ps, te, pe, colBoxHi, 1, STYLE_DOT); ps = boxLo; pe = boxLo; objLine("lineLo", ts, ps, te, pe, colBoxLo, 1, STYLE_DOT); // day hi/lo line ts = tDayStart; te = ts + SEC_PER_DAY; ps = dayHi; pe = dayHi; objLine("lineDayHi", ts, ps, te, pe, colDayRange, 1, STYLE_DOT); ps = dayLo; pe = dayLo; objLine("lineDayLo", ts, ps, te, pe, colDayRange, 1, STYLE_DOT); // OrderGoSH1 int th = (t0 / SEC_PER_DAY) * SEC_PER_DAY; ts = th + orderGoSH1 * SEC_PER_HOUR; te = ts; ps = 0; if (orderGoSH1 == orderGoEH1 || !bValidBox) { pe = 0; } else { pe = 9999; } objLine("lineGoSH1", ts, ps, te, pe, colGoLine1, 1, STYLE_SOLID); ts = th + orderGoEH1 * SEC_PER_HOUR; te = ts; objLine("lineGoEH1", ts, ps, te, pe, colGoLine1, 1, STYLE_DOT); // OrderGoSH2 ts = th + orderGoSH2 * SEC_PER_HOUR; te = ts; ps = 0; if (orderGoSH2 == orderGoEH2 || !bValidBox) { pe = 0; } else { pe = 9999; } objLine("lineGoSH2", ts, ps, te, pe, colGoLine2, 1, STYLE_SOLID); ts = th + orderGoEH2 * SEC_PER_HOUR; te = ts; objLine("lineGoEH2", ts, ps, te, pe, colGoLine2, 1, STYLE_DOT); } }