Ask! - Page 63

sbguy · #**621** (**permalink**) 06-14-2007, 01:02 PM

Can anyone tell me what is wrong with this piece of code. I am trying to incorporate a noLagMACD into Makegrid193. It compiles and runs, just doesn't change the settings of myWantLongs and myWantShorts at all, so there are no orders generated.

if(UseMACDNoLag)
{
int limit=Bars;
myWantLongs = false;
myWantShorts = false;

for(i=0; i<limit; i++)
{
FastEMABuffer[i]=iMA(NULL,PERIOD_M5,emaFast,0,MODE_EMA,PRICE_CLOSE ,i);
SlowEMABuffer[i]=iMA(NULL,PERIOD_M5,emaSlow,0,MODE_EMA,PRICE_CLOSE ,i);
}
for(i=0; i<limit; i++)
{
EMA=iMAOnArray(FastEMABuffer,0,emaFast,0,MODE_EMA, i);
ZeroLagEMAp=FastEMABuffer[i]+FastEMABuffer[i]-EMA;
EMA=iMAOnArray(SlowEMABuffer,0,emaSlow,0,MODE_EMA, i);
ZeroLagEMAq=SlowEMABuffer[i]+SlowEMABuffer[i]-EMA;
MACDBuffer[i]=ZeroLagEMAp - ZeroLagEMAq;
}

double tester1, tester2, tester3;
tester1 = MACDBuffer[0];
tester2 = MACDBuffer[1];
tester3 = MACDBuffer[2];

if( (tester1 > 0.0) && (tester2 <= 0.0) ) // cross up
{
CloseAllPendingOrders();
if(CloseOpenPositions == true)
{
ClosePendingOrdersAndPositions();
}
if(wantLongs==true)
{
myWantLongs = true;
}
myWantShorts = false;
}
if( (tester1 < 0.0) && (tester2 >= 0.0) ) // cross down
{
CloseAllPendingOrders();
if(CloseOpenPositions == true)
{
ClosePendingOrdersAndPositions();
}
if(wantShorts==true)
{
myWantShorts = true;
}
myWantLongs = false;
}
if( (tester1 > 0.0) && (tester2 > 0.0) && (tester3 > 0.0) && (wantLongs==true) ) // is well above zero
{
myWantLongs = true;
}
if( (tester1 < 0.0) && (tester2 < 0.0) && (tester3 < 0.0) && (wantShorts==true) ) // is well below zero
{
myWantShorts = true;
}
}

sbguy · #**622** (**permalink**) 06-14-2007, 06:44 PM

I discovered Time[] and iComplex and that mess I posted before became this.

if(UseMACDNoLag)
{
if(newbar != Time[0])
{
newbar=Time[0];
myWantLongs = false;
myWantShorts = false;

MACD_Main = iCustom(NULL, 0, "ZeroLag MACD", FastEMA, SlowEMA, SignalEMA, 0, 1);

if(MACD_Main > 0)
{
if(!MACDup)
{
if(CloseOpenPositions == true)
{
ClosePendingOrdersAndPositions();
}
else
{
CloseAllPendingOrders();
}
}
MACDup = true;
myWantShorts = false;
if(wantLongs==true)
{
myWantLongs = true;
}
}
if(MACD_Main < 0)
{
if(MACDup)
{
if(CloseOpenPositions == true)
{
ClosePendingOrdersAndPositions();
}
else
{
CloseAllPendingOrders();
}
}
MACDup = false;
myWantLongs = false;
if(wantShorts==true)
{
myWantShorts = true;
}
}
}
}

This is so much fun!!! If I get good results with this EA I'll post it.

ryanklefas · #**623** (**permalink**) 06-14-2007, 08:09 PM

Quote:

Originally Posted by proverbs

Ryanklefas,
Here is code that enters pending orders based on the current price action (bid/ask)

My Question:
I am wanting this to enter the pending orders off the Daily pivot and not the current price.

Can you point me to some examples where I can try and figure this out or is there some high low pivot logic I can incorporate into this code then point to that as the reference instead of the bid/ask?

Thanks for your assistance.

Code:

}
    OrderSend(Symbol(),
              OP_BUYSTOP,
              lots,
              Ask+open_long*Point, // Spread included
              slippage,
              Bid+(open_long-stop_long)*Point,
              Bid+(open_long+take_profit)*Point,
              NULL,
              magic,
              0,
              FireBrick);

    OrderSend(Symbol(),
              OP_SELLSTOP,
              lots,
              Bid-open_short*Point,
              slippage,
              Ask-(open_short-stop_short)*Point,
              Ask-(open_short+take_profit)*Point,
              NULL,
              magic,
              0,
              FireBrick);
    clear_to_send = false;
  }

Each pviot point is a price value. And, a pending order must be placed at a certain price, at which it will become active. Therefore, when placing a pending order, set its entry price to a pivot level of your choice. Then set your stoplosses and takeprofits in relation to the entry price for the order

Code:

}
    OrderSend(Symbol(),
              OP_BUYSTOP,
              lots,
              pivotLevelGoesHere,
              slippage,
              pivotLevelGoesHere-(stop_long*Point),
              pivotLevelGoesHere+(take_profit*Point),
              NULL,
              magic,
              0,
              FireBrick);

    OrderSend(Symbol(),
              OP_SELLSTOP,
              lots,
              anotherPivotLevelGoesHere,
              slippage,
              anotherPivotLevelGoesHere+(stop_short*Point),
              anotherPivotLevelGoesHere-(take_profit*Point),
              NULL,
              magic,
              0,
              FireBrick);
    clear_to_send = false;
  }

proverbs · #**624** (**permalink**) 06-14-2007, 08:46 PM

That is what I thought so thank you for confirming that. I am not sure of the logic to create a pivot so that s where I will head next.

Thanks for your time.

Dr Pipper · #**625** (**permalink**) 06-14-2007, 08:48 PM

does anyone have an elliot wave indicator that draws and labels each wave? i have seen the ew oscillator and another one but they dont do the trick. maybe even a harmonic pattern indicator that draws and labels each pattern???

ryanklefas · #**626** (**permalink**) 06-15-2007, 01:47 AM

Quote:

Originally Posted by proverbs

That is what I thought so thank you for confirming that. I am not sure of the logic to create a pivot so that s where I will head next.

Thanks for your time.

There are plenty of indicators that draw pivots which you can use, at the following link. Or you can even calculate the pivots yourself in your EA, but I think that would be stupid.

http://www.forexmt4.com/

Quote:

Originally Posted by Dr Pipper

does anyone have an elliot wave indicator that draws and labels each wave? i have seen the ew oscillator and another one but they dont do the trick. maybe even a harmonic pattern indicator that draws and labels each pattern???

Maybe the above link can help you too?

proverbs · #**627** (**permalink**) 06-15-2007, 03:16 AM

ok i figured out the pivot calculation. Thanks for your assistance.

The problem I face now is that when it correctly opens the pending order in the correct price locations it continues to open pending orders over and over every time the price action moves 1 pip.

I have looked and will continue to research why this is happening but wanted to see if you could give me a hint or help if you see a logic error I am doing.

As always thanks for your time.

Code:

extern int look_price_hour = 1;   // Change for your time zone (my is +1 Hour). Should be 9AM London time.
extern int look_price_min  = 35;    // Offset in minutes when to look on price.
extern int close_hour      = 12;   // Close all orders after this hour
bool use_close_hour = true; // set it to false to ignore close_hour
int take_profit     = 20;
extern int Currency_Spread = 4;
int open_long       = 21;
int open_short      = 21;
int stop_long = 30;
int stop_short = 30;
extern int slippage        = 0;// Put what your brooker requires
extern double lots         = 0.20; // Position size
extern int magic           = 123;
bool clear_to_send         = true;

void ReportStrategy()
{
  int    totalorders        = HistoryTotal();
  double StrategyProfit     = 0.0;
  double StrategyProfitOpen = 0.0;
  int    StrategyOrders     = 0;
  int    StrategyOrdersOpen = 0;
  
  for(int j=0; j<totalorders;j++)
  { if(OrderSelect(j, SELECT_BY_POS, MODE_HISTORY) &&
       (OrderMagicNumber() == magic))
    {
      if((OrderType() == OP_BUY) ||
         (OrderType() == OP_SELL))
      {
        StrategyOrders++;
        StrategyProfit += OrderProfit();
      }
    }
  }
  
  totalorders = OrdersTotal();
  for(j=0; j<totalorders;j++)
  { if(OrderSelect(j, SELECT_BY_POS, MODE_TRADES) &&
       (OrderMagicNumber() == magic))
    {
      if((OrderType() == OP_BUY) ||
         (OrderType() == OP_SELL))
      {
        StrategyOrdersOpen++;
        StrategyProfitOpen += OrderProfit();
      }
    }
  }
  
  Comment("Daily20Pip EA Executed ", StrategyOrders,"+",StrategyOrdersOpen, " trades with ", StrategyProfit,"+",
          StrategyProfitOpen," = ",StrategyProfit+StrategyProfitOpen," of profit\n",
          "Server hour: ", TimeHour(CurTime()), " Local hour: ", TimeHour(LocalTime()));
  return;
}
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//---- 
  ReportStrategy();
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//---- 
   
//----
   return(0);
  }

//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
 
  {
 
  ReportStrategy();

  
  if(Hour() >= close_hour &&
     use_close_hour){
     // we are after closing time
    int totalorders = OrdersTotal();
    for(int j=0;j<totalorders;j++){
      OrderSelect(j, SELECT_BY_POS, MODE_TRADES);
      if(OrderSymbol()==Symbol() && 
	      OrderMagicNumber() == magic){
           if(OrderType() == OP_BUY)
	          OrderClose(OrderTicket(), OrderLots(), Bid, 0, Red);
	        if(OrderType() == OP_SELL)
	          OrderClose(OrderTicket(), OrderLots(), Ask, 0, Red);
	        if(OrderType() == OP_BUYSTOP  || OrderType() == OP_SELLSTOP)
	          OrderDelete(OrderTicket());
      }
    }
    return(0);

  }

  if(Hour() == look_price_hour && 
     Minute() >= look_price_min &&
     clear_to_send){
    // Probably I need to close any old positions first:
    totalorders = OrdersTotal();
    for(j=0;j<totalorders;j++){
      OrderSelect(j, SELECT_BY_POS, MODE_TRADES);
      if(OrderSymbol()==Symbol() && 
	      OrderMagicNumber() == magic){
           if(OrderType() == OP_BUY)
	          OrderClose(OrderTicket(), OrderLots(), Bid, 0, Red);
	        if(OrderType() == OP_SELL)
	          OrderClose(OrderTicket(), OrderLots(), Ask, 0, Red);
	        if(OrderType() == OP_BUYSTOP  || OrderType() == OP_SELLSTOP)
	          OrderDelete(OrderTicket());
      }
    }
 }

  double PIVOT;
  PIVOT = (iHigh(NULL,PERIOD_D1,1) + iLow(NULL,PERIOD_D1,1) + iClose(NULL,PERIOD_D1,1))/3;
    // Send orders:
   
    OrderSend(Symbol(),
              OP_BUYSTOP,
              lots,
              PIVOT+(open_long+Currency_Spread)*Point, // Spread included
              slippage,
              PIVOT+((open_long+Currency_Spread)-stop_long)*Point,
              PIVOT+((open_long+Currency_Spread)+take_profit)*Point,
              NULL,
              magic,
              0,
              FireBrick);

    OrderSend(Symbol(),
              OP_SELLSTOP,
              lots,
              PIVOT-open_short*Point,
              slippage,
              PIVOT-(open_short-stop_short)*Point,
              PIVOT-(open_short+take_profit)*Point,
              NULL,
              magic,
              0,
              FireBrick);
    clear_to_send = false; // mark that orders are sent
    
  if(!clear_to_send){  // there are active orders
    int long_ticket  = -1;
    int short_ticket = -1;
    bool no_active_order = true;
    totalorders = OrdersTotal();
    for(j=0;j<totalorders;j++){
      OrderSelect(j, SELECT_BY_POS, MODE_TRADES);
      if(OrderSymbol()==Symbol() && 
	      OrderMagicNumber() == magic){
           if(OrderType() == OP_BUYSTOP)
             long_ticket = OrderTicket();
	        if(OrderType() == OP_SELLSTOP)
	          short_ticket = OrderTicket();
	        if(OrderType() == OP_BUY ||
	           OrderType() == OP_SELL) // Active order
	           no_active_order = false;         }
    }

    if(short_ticket == -1 && long_ticket != -1)
      OrderDelete(long_ticket);
      
    if(long_ticket == -1 && short_ticket != -1)
      OrderDelete(short_ticket);
      
    if(long_ticket == -1 && short_ticket == -1 && no_active_order &&
       Hour() != look_price_hour && Minute() >= look_price_min)
      clear_to_send = true;
      
    if(Hour() == (look_price_hour-1) &&
      MathAbs(Minute() - look_price_min) < 10)
      clear_to_send = true;

  }
//----
   return(0);
  }

proverbs · #**628** (**permalink**) 06-15-2007, 04:16 AM

Regarding my previous post,
It looks like the "clear_to_send = false;" is not switching after the pending order. Any ideas?

This happened once i make the pivot my point of reference for pending orders. If I can not solve this logic then I guess I will try and figure out how to reference a piviot from an indicator and call to it from the EA. not sure if that is posible but i see those as my options.

Any advice or assistance is appriciated.

ryanklefas · #**629** (**permalink**) 06-15-2007, 07:16 AM

Code:

extern int look_price_hour = 1;   // Change for your time zone (my is +1 Hour). Should be 9AM London time.
extern int look_price_min  = 35;    // Offset in minutes when to look on price.
extern int close_hour      = 12;   // Close all orders after this hour
bool use_close_hour = true; // set it to false to ignore close_hour
int take_profit     = 20;
extern int Currency_Spread = 4;
int open_long       = 21;
int open_short      = 21;
int stop_long = 30;
int stop_short = 30;
extern int slippage        = 0;// Put what your brooker requires
extern double lots         = 0.20; // Position size
extern int magic           = 123;
bool clear_to_send         = true;

void ReportStrategy()
{
  int    totalorders        = HistoryTotal();
  double StrategyProfit     = 0.0;
  double StrategyProfitOpen = 0.0;
  int    StrategyOrders     = 0;
  int    StrategyOrdersOpen = 0;
  
  for(int j=0; j<totalorders;j++)
  { if(OrderSelect(j, SELECT_BY_POS, MODE_HISTORY) &&
       (OrderMagicNumber() == magic))
    {
      if((OrderType() == OP_BUY) ||
         (OrderType() == OP_SELL))
      {
        StrategyOrders++;
        StrategyProfit += OrderProfit();
      }
    }
  }
  
  totalorders = OrdersTotal();
  for(j=0; j<totalorders;j++)
  { if(OrderSelect(j, SELECT_BY_POS, MODE_TRADES) &&
       (OrderMagicNumber() == magic))
    {
      if((OrderType() == OP_BUY) ||
         (OrderType() == OP_SELL))
      {
        StrategyOrdersOpen++;
        StrategyProfitOpen += OrderProfit();
      }
    }
  }
  
  Comment("Daily20Pip EA Executed ", StrategyOrders,"+",StrategyOrdersOpen, " trades with ", StrategyProfit,"+",
          StrategyProfitOpen," = ",StrategyProfit+StrategyProfitOpen," of profit\n",
          "Server hour: ", TimeHour(CurTime()), " Local hour: ", TimeHour(LocalTime()));
  return;
}
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//---- 
  ReportStrategy();
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//---- 
   
//----
   return(0);
  }

//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
 
  {
 
  ReportStrategy();

  
  if(Hour() >= close_hour &&
     use_close_hour){
     // we are after closing time
    int totalorders = OrdersTotal();
    for(int j=0;j<totalorders;j++){
      OrderSelect(j, SELECT_BY_POS, MODE_TRADES);
      if(OrderSymbol()==Symbol() && 
          OrderMagicNumber() == magic){
           if(OrderType() == OP_BUY)
              OrderClose(OrderTicket(), OrderLots(), Bid, 0, Red);
            if(OrderType() == OP_SELL)
              OrderClose(OrderTicket(), OrderLots(), Ask, 0, Red);
            if(OrderType() == OP_BUYSTOP  || OrderType() == OP_SELLSTOP)
              OrderDelete(OrderTicket());
      }
    }
    return(0);

  }

  if(Hour() == look_price_hour && 
     Minute() >= look_price_min &&
     clear_to_send){
    // Probably I need to close any old positions first:
    totalorders = OrdersTotal();
    for(j=0;j<totalorders;j++){
      OrderSelect(j, SELECT_BY_POS, MODE_TRADES);
      if(OrderSymbol()==Symbol() && 
          OrderMagicNumber() == magic){
           if(OrderType() == OP_BUY)
              OrderClose(OrderTicket(), OrderLots(), Bid, 0, Red);
            if(OrderType() == OP_SELL)
              OrderClose(OrderTicket(), OrderLots(), Ask, 0, Red);
            if(OrderType() == OP_BUYSTOP  || OrderType() == OP_SELLSTOP)
              OrderDelete(OrderTicket());
      }
    }
 }

  double PIVOT;
  PIVOT = (iHigh(NULL,PERIOD_D1,1) + iLow(NULL,PERIOD_D1,1) + iClose(NULL,PERIOD_D1,1))/3;
    // Send orders:
   

if (clear_to_send){
    OrderSend(Symbol(),
              OP_BUYSTOP,
              lots,
              PIVOT+(open_long+Currency_Spread)*Point, // Spread included
              slippage,
              PIVOT+((open_long+Currency_Spread)-stop_long)*Point,
              PIVOT+((open_long+Currency_Spread)+take_profit)*Point,
              NULL,
              magic,
              0,
              FireBrick);

    OrderSend(Symbol(),
              OP_SELLSTOP,
              lots,
              PIVOT-open_short*Point,
              slippage,
              PIVOT-(open_short-stop_short)*Point,
              PIVOT-(open_short+take_profit)*Point,
              NULL,
              magic,
              0,
              FireBrick);
    clear_to_send = false; // mark that orders are sent
}    


  if(!clear_to_send){  // there are active orders
    int long_ticket  = -1;
    int short_ticket = -1;
    bool no_active_order = true;
    totalorders = OrdersTotal();
    for(j=0;j<totalorders;j++){
      OrderSelect(j, SELECT_BY_POS, MODE_TRADES);
      if(OrderSymbol()==Symbol() && 
          OrderMagicNumber() == magic){
           if(OrderType() == OP_BUYSTOP)
             long_ticket = OrderTicket();
            if(OrderType() == OP_SELLSTOP)
              short_ticket = OrderTicket();
            if(OrderType() == OP_BUY ||
               OrderType() == OP_SELL) // Active order
               no_active_order = false;         }
    }

    if(short_ticket == -1 && long_ticket != -1)
      OrderDelete(long_ticket);
      
    if(long_ticket == -1 && short_ticket != -1)
      OrderDelete(short_ticket);
      
    if(long_ticket == -1 && short_ticket == -1 && no_active_order &&
       Hour() != look_price_hour && Minute() >= look_price_min)
      clear_to_send = true;
      
    if(Hour() == (look_price_hour-1) &&
      MathAbs(Minute() - look_price_min) < 10)
      clear_to_send = true;

  }
//----
   return(0);
  }

Try this code out.

waaustin · #**630** (**permalink**) 06-15-2007, 08:24 PM

I am trying to code a very basic money management technique into an EA i am coding. Basically, I want to have the EA automatically scale my lot size by some adjustable factor based on my account balance. For example, if I enter a value of 1, the EA would perform calculation and determine a lot size of 5 lots with an account balance of 5,000.00 (in other words, 1 lot for every 1000.00 balance).

Well anyway, my problem has been how to round the the calculted value to the nearest decimal place. I've copied the EA code below to show you how I have tried to accomplish this. Well, I have yet to get it to work. So I beg your assistance and hope you can point out what I may be doing wrong, or what i need to do to get this to work. I hope i've explained it clearly enough for you to understand what i want to accomplish.

Thanks in advance for any help

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