Open Second Order in oposite direction ONLY
Try this:
I haven't tested, but these changes should open 2nd order if opposite trade signal is found, and closes each buy or sell separately.
I haven't tested, but these changes should open 2nd order if opposite trade signal is found, and closes each buy or sell separately.
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double ma;
int res;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
//---- sell conditions
if((Open[1]>ma && Close[1]<ma && CalculateCurrentOrders(Symbol())==0) ||
(Open[1]>ma && Close[1]<ma && Buys==1))
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
return;
}
//---- buy conditions
if((Open[1]<ma && Close[1]>ma && CalculateCurrentOrders(Symbol())==0) ||
(Open[1]<ma && Close[1]>ma && Sells==1))
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
return;
}
//----
}
void start()
{
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol()) <=1) CheckForOpen();
if(CalculateCurrentOrders(Symbol()) >0) CheckForClose();
//----
}
//+------------------------------------------------------------------+
I am sorry to say but nothing works ok.It is impossible to compile.Too many errors.
Try this:
It now compiles OK. I optimized the EA for last month and these are the new settings. Testing with MetaQuotes History Data, these settings returned 21% profit for month of Aug'07. Moving Average EA should be optimized every 2-3 weeks max. Even more frequent is better.
It now compiles OK. I optimized the EA for last month and these are the new settings. Testing with MetaQuotes History Data, these settings returned 21% profit for month of Aug'07. Moving Average EA should be optimized every 2-3 weeks max. Even more frequent is better.
//+------------------------------------------------------------------+
//| Moving Average-OO.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#define MAGICMA 20050610
extern double Lots = 0.1;
extern double MaximumRisk = 0.05;
extern double DecreaseFactor = 0;
extern double MovingPeriod = 13;
extern double MovingShift = 9;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//---- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
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() || OrderType()>OP_SELL) continue;
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double ma;
int res;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
int order_type=0;
if(OrderSelect(Symbol(), SELECT_BY_POS)==true)
{
order_type=OrderType();
// ...
}
//---- sell conditions
if((Open[1]>ma && Close[1]<ma && CalculateCurrentOrders(Symbol())==0) ||
(Open[1]>ma && Close[1]<ma && order_type==OP_BUY))
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
return;
}
//---- buy conditions
if((Open[1]<ma && Close[1]>ma && CalculateCurrentOrders(Symbol())==0) ||
(Open[1]<ma && Close[1]>ma && order_type==OP_SELL))
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
return;
}
//----
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
double ma;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//---- check order type
if(OrderType()==OP_BUY)
{
if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
break;
}
if(OrderType()==OP_SELL)
{
if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
break;
}
}
//----
}
void start()
{
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol()) <=1) CheckForOpen();
if(CalculateCurrentOrders(Symbol()) >0) CheckForClose();
//----
}
//+------------------------------------------------------------------+
Thank you Very much.Now it works fine.
Just when you test at strategy tester there is message in journal,ALSO when attach to trade on chart:
"2007.09.03 19:19:43 2007.09.03 19:05 Moving Average GBPUSD,M1: invalid integer number as parameter 1 for OrderSelect function"
Is there any problem???
Just when you test at strategy tester there is message in journal,ALSO when attach to trade on chart:
"2007.09.03 19:19:43 2007.09.03 19:05 Moving Average GBPUSD,M1: invalid integer number as parameter 1 for OrderSelect function"
Is there any problem???
Try this:
This change eliminates the parameter 1 error. I'm always amazed how a code change that you would think should have very little effect on EA profit, in fact does effect profit greatly. I re-optimized and here are new settings that produces just over 23% profit for aug'07.
This change eliminates the parameter 1 error. I'm always amazed how a code change that you would think should have very little effect on EA profit, in fact does effect profit greatly. I re-optimized and here are new settings that produces just over 23% profit for aug'07.
//+------------------------------------------------------------------+
//| Moving Average-OO.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#define MAGICMA 20050610
extern double Lots = 0.1;
extern double MaximumRisk = 0.05;
extern double DecreaseFactor = 1;
extern double MovingPeriod = 20;
extern double MovingShift = 6;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//---- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
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() || OrderType()>OP_SELL) continue;
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double ma;
int res;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
int order_type=0;
for (int i=0; i<OrdersTotal(); i++){
if(OrderSelect(i, SELECT_BY_POS)==true)
if(Symbol()==OrderSymbol())
{
order_type=OrderType();
// ...
}
}
//---- sell conditions
if((Open[1]>ma && Close[1]<ma && CalculateCurrentOrders(Symbol())==0) ||
(Open[1]>ma && Close[1]<ma && order_type==OP_BUY))
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
return;
}
//---- buy conditions
if((Open[1]<ma && Close[1]>ma && CalculateCurrentOrders(Symbol())==0) ||
(Open[1]<ma && Close[1]>ma && order_type==OP_SELL))
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
return;
}
//----
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
double ma;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//---- check order type
if(OrderType()==OP_BUY)
{
if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
break;
}
if(OrderType()==OP_SELL)
{
if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
break;
}
}
//----
}
void start()
{
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol()) <=1) CheckForOpen();
if(CalculateCurrentOrders(Symbol()) >0) CheckForClose();
//----
}
//+------------------------------------------------------------------+
Wackena thank you very,very much.
Jeff
Jeff
Wackena there is one unespected problem,if you change parameters for close orders to be different from open orders like I want EA opens 3 orders?! insted of 2.
Why is that?
Why is that?
Wackena there is one unespected problem,if you change parameters for close orders to be different from open orders like I want EA opens 3 orders?! insted of 2.
Why is that?
Why is that?
This EA uses same iMA() value to open and close orders. A Buy signal closes Sell open order and Sell signal closes open Buy order. Can you post an example. I not sure I know what you mean.
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You see the code below:
Just to say that Buy signal does not mean close sell orders.
So if there is Buy Signal and no open trades then Open Buy.
Then if there is Sell Signal and Buy order is opened then Open Sell but do not close Buy order.
Buy orders and sell order are closed by DIFFERENT signals no with Buy and Sell Signals.
Then if there is Close Buy Signal then close Buy order but do not open another Sell order if there is no Sell Signal.
So there should be max 2 orders opened at time.
The same with Sell orders but reversed.
Can you help?
Jeff
//+------------------------------------------------------------------+
//| Moving Average.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| https://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#define MAGICMA 20050610
extern double Lots = 0.1;
extern double MaximumRisk = 0.02;
extern double DecreaseFactor = 3;
extern double MovingPeriod = 12;
extern double MovingShift = 6;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//---- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
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() || OrderType()>OP_SELL) continue;
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double ma;
int res;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
//---- sell conditions
if(Open[1]>ma && Close[1]<ma)
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
return;
}
//---- buy conditions
if(Open[1]<ma && Close[1]>ma)
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
return;
}
//----
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
double ma;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//---- check order type
if(OrderType()==OP_BUY)
{
if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
break;
}
if(OrderType()==OP_SELL)
{
if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
break;
}
}
//----
}
//+------------------------------------------------------------------+
//| Start function |
//+------------------------------------------------------------------+
void start()
{
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose();
//----
}
//+------------------------------------------------------------------+