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Moving Average.mq4
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Moving Average.mq4
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//+------------------------------------------------------------------+
//| Moving Average.mq4 |
//| Copyright 2005-2014, MetaQuotes Software Corp. |
//| http://www.mql4.com |
//+------------------------------------------------------------------+
#property copyright "2005-2014, MetaQuotes Software Corp."
#property link "http://www.mql4.com"
#property description "Moving Average sample expert advisor"
#define MAGICMA 20131111
//--- Inputs
input double Lots =0.1;
input double MaximumRisk =0.02;
input double DecreaseFactor=3;
input int MovingPeriod =12;
input int 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)
{
if(!OrderClose(OrderTicket(),OrderLots(),Bid,3,White))
Print("OrderClose error ",GetLastError());
}
break;
}
if(OrderType()==OP_SELL)
{
if(Open[1]<ma && Close[1]>ma)
{
if(!OrderClose(OrderTicket(),OrderLots(),Ask,3,White))
Print("OrderClose error ",GetLastError());
}
break;
}
}
//---
}
//+------------------------------------------------------------------+
//| OnTick function |
//+------------------------------------------------------------------+
void OnTick()
{
//--- check for history and trading
if(Bars<100 || IsTradeAllowed()==false)
return;
//--- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose();
//---
}
//+------------------------------------------------------------------+