ㅇ과거 FX를 위해 메타트레이더 4를 이용하였고, 시스템 트레이딩을 위해 EA를 개발하여 테스트하고, 실전에 사용한 바 있는데, 이 때 자체 개발한 EA들을 공개하고자 한다.
ㅇ 일목균형표를 활용한 EA 만들기의 로직은 일목균형표를 진입신호로 Range Trading Strategy 툴로 매매하는 것이며, 주로 5분봉 차트를 타겟으로 한다.
ㅇ 외생변수 등 설정사항은 아래와 같다.
//********************************************************************
//| 일반외생변수 및 기타 내생변수 설정 |
//********************************************************************
//***********************************************
// 일반 매매관련 기본 변수 설정
extern bool ECN = TRUE; // ECN Broker의 경우 Ordermodify
extern double Slippage = 3.0; // 슬리피지 허용 변수
extern double StopOutBalance = 500; // 강제청산 기준 잔고
extern double MaxSpread=4.0; // 최고 허용 스프레드 한도
extern double TargetProfit = 60; // Close All Target Profit
extern double HedgeProfit = 20; // Close All Initial+Hedge Target Profit
datetime PreviousBarTime1; // NewBar 처리를 위한 변수
datetime PreviousBarTime2; // NewBar 처리를 위한 변수
int mypoint; // 4,5 Digit Broker 처리 변수
int execution=-1; // 주문시 RoundTrip 속도 측정 변수
double ask00, bid00, maxLot; // MarketInfo 정보를 받는 변수(Double)
double minlot,LotStep,sympoint, stopout,reqmargin,equity; // MarketInfo 정보를 받는 변수(Double)
int spread, mydigit,stoplevel,freeze, leverage; // MarketInfo 정보를 받는 변수(Integer)
string servername,StartDay,mytime; // MarketInfo 정보를 받는 변수(String)
//***********************************************
// MagicNumber와 Step설정을 위한 변수 설정
extern bool AutoMagic = TRUE; // 통화별 자동 매직넘버 부여
extern bool AutoStep = FALSE; // 통화별 자동 스텝 부여
extern int MaxStep = 50; // 자동 스텝 부여시 Max값
extern int MinStep = 25; // 자동 스텝 부여시 Min값
extern double buystep=25; // 통화별 자동 스텝 미부여시 초기값
extern double sellstep=50; // 통화별 자동 스텝 미부여시 초기값
extern int buydivider = 50; // 통화별 자동 스텝 부여시 나누는 수(Buy)
extern int selldivider = 50; // 통화별 자동 스텝 부여시 나누는 수(Sell)
extern int HL_Days = 76; // Range 설정 기준일수
extern int TimeFrame = 1440; // TF : PERIOD_M1(1), PERIOD_M5(5), PERIOD_M15(15), PERIOD_M30(30), PERIOD_H1(60), PERIOD_H4(240), PERIOD_D1(1440), 0(Timeframe used on the chart.)
//********************************************************************
//| 매수/매도 관련 변수 설정 |
//********************************************************************
int ShortTerm = 9;
int MidTerm = 26;
int LongTerm = 52;
int LastTerm = 2;
int Huhang = 26;
int Seonhang = 26;
//********************************************************************
//| 1st Entry 관련 변수설정 |
//********************************************************************
// 1st Entry 매매를 위한 변수 설정
extern double lotsbuy=0.1; // 1st Buy 랏수
extern double lotssell=0.1; // 1st Sell 랏수
bool InitEntry = TRUE; // 1st Entry 여부 설정
extern int InitOrders = 1; // 최대 1st Order 개수
extern int StopLoss=0; // 1st Entry SL, SL > 0경우 작동
extern int TakeProfit=0; // 1st Entry TP
extern double TrailingStop = 0; // 트레일링 설정시 > 0
extern double BreakEven = 0; // Break Even 설정시 > 0
extern double BreakPoint = 0; // Break Even 설정시 손절치(본전 + 손절치)
extern string InitComment = "gguri_RT_Ilmok_V0.2"; // 1st Entry 매매비고
int Magicbuy = 101; // 매수 매직넘버(오토시 의미없음)
int Magicsell = 111; // 매도 매직넘버(오토시 의미없음)
int ticketbuy,ticketsell; // 1st Entry Ticket
//********************************************************************
//| 2nd Entry Order 관련 변수설정 |
//********************************************************************
// 2st Entry 매매를 위한 변수 설정
extern double AddMultiply=1.0; // 2nd Entry 랏 승수
extern bool AddEntry = TRUE; // 2nd Entry Enbled or Disable
extern int Addbuy = 50; // 최대 2nd Entry Buy 개수
extern int Addsell = 50; // 최대 2nd Entry Sell 개수
extern int MaxPosition = 35; // 최대 Buy/Sell Order 차이
extern int AddTP = 60; // 2nd Entry TP
extern int AddSL = 0; // 2nd Entry SL
extern string AddInitComment = "2nd_gguri_RT_Ilmok_V0.2";// 2nd Entry 매매비고
int AddTicketbuy,AddTicketsell; // 2nd Entry Ticket
//********************************************************************
//| 3rd Entry Order 관련 변수설정 |
//********************************************************************
// 3rd Entry 매매를 위한 변수 설정
extern double Hg1Multiply=1.5; // 3rd-1 Entry 랏 승수
extern double Hg2Multiply=2.0; // 3rd-2 Entry 랏 승수
extern double Hg3Multiply=2.5; // 3rd-3 Entry 랏 승수
extern double Hg4Multiply=3.0; // 3rd-4 Entry 랏 승수
extern bool HgEntry = TRUE; // True이면 역으로, False이면 Additional
extern int Hg1buy = 1; // 최대 3rd Entry Buy 개수
extern int Hg1sell = 1; // 최대 3rd Entry Sell 개수
extern int Hg2buy = 1; // 최대 3rd Entry Buy 개수
extern int Hg2sell = 1; // 최대 3rd Entry Sell 개수
extern int Hg3buy = 1; // 최대 3rd Entry Buy 개수
extern int Hg3sell = 1; // 최대 3rd Entry Sell 개수
extern int Hg4buy = 1; // 최대 3rd Entry Buy 개수
extern int Hg4sell = 1; // 최대 3rd Entry Sell 개수
extern int Hg1Max = 10; // 최대 Buy/Sell Order 차이
extern int Hg2Max = 20; // 최대 Buy/Sell Order 차이
extern int Hg3Max = 30; // 최대 Buy/Sell Order 차이
extern int Hg4Max = 40; // 최대 Buy/Sell Order 차이
extern int HgTP = 30; // 3rd Entry TP
extern int HgSL = 0; // 3rd Entry SL
extern double HgTrailingStop = 10; // 3rd Entry 트레일링 설정시 > 0
extern string HGInitComment = "3rd_gguri_RT_Ilmok_V0.2"; // Hedge Entry 매매비고
int HgTicketbuy,HgTicketsell; // 3rd Entry Ticket
int Hg1MagicBuy,Hg1MagicSell,Hg2MagicBuy,Hg2MagicSell; // 3rd Magic Number
int Hg3MagicBuy,Hg3MagicSell,Hg4MagicBuy,Hg4MagicSell; // 3rd Magic Number
ㅇ 전체적인 EA의 소스는 아래와 같다.
//********************************************************************
//| gguri_RT_Ilmok_V0.2 |
//| Copyright @ 2012 |
//********************************************************************
//********************************************************************
//| 일목균형표를 진입신호로 Range Trading Strategy 툴로 매매 |
//********************************************************************
//********************************************************************
//| Version History 및 Library 불러오기 |
//********************************************************************
/*
V0.2
- Hedge조건에서 Buy Condition / Sell Condition 충족 조건 추가
*/
//***********************************************
// Error Code 처리를 위한 Library Import
#import "stdlib.ex4"
string ErrorDescription(int a0);
//*********************************************************************************************
//********************************************************************
//| 일반외생변수 및 기타 내생변수 설정 |
//********************************************************************
//***********************************************
// 일반 매매관련 기본 변수 설정
extern bool ECN = TRUE; // ECN Broker의 경우 Ordermodify
extern double Slippage = 3.0; // 슬리피지 허용 변수
extern double StopOutBalance = 500; // 강제청산 기준 잔고
extern double MaxSpread=4.0; // 최고 허용 스프레드 한도
extern double TargetProfit = 60; // Close All Target Profit
extern double HedgeProfit = 20; // Close All Initial+Hedge Target Profit
datetime PreviousBarTime1; // NewBar 처리를 위한 변수
datetime PreviousBarTime2; // NewBar 처리를 위한 변수
int mypoint; // 4,5 Digit Broker 처리 변수
int execution=-1; // 주문시 RoundTrip 속도 측정 변수
double ask00, bid00, maxLot; // MarketInfo 정보를 받는 변수(Double)
double minlot,LotStep,sympoint, stopout,reqmargin,equity; // MarketInfo 정보를 받는 변수(Double)
int spread, mydigit,stoplevel,freeze, leverage; // MarketInfo 정보를 받는 변수(Integer)
string servername,StartDay,mytime; // MarketInfo 정보를 받는 변수(String)
//***********************************************
// MagicNumber와 Step설정을 위한 변수 설정
extern bool AutoMagic = TRUE; // 통화별 자동 매직넘버 부여
extern bool AutoStep = FALSE; // 통화별 자동 스텝 부여
extern int MaxStep = 50; // 자동 스텝 부여시 Max값
extern int MinStep = 25; // 자동 스텝 부여시 Min값
extern double buystep=25; // 통화별 자동 스텝 미부여시 초기값
extern double sellstep=50; // 통화별 자동 스텝 미부여시 초기값
extern int buydivider = 50; // 통화별 자동 스텝 부여시 나누는 수(Buy)
extern int selldivider = 50; // 통화별 자동 스텝 부여시 나누는 수(Sell)
extern int HL_Days = 76; // Range 설정 기준일수
extern int TimeFrame = 1440; // TF : PERIOD_M1(1), PERIOD_M5(5), PERIOD_M15(15), PERIOD_M30(30), PERIOD_H1(60), PERIOD_H4(240), PERIOD_D1(1440), 0(Timeframe used on the chart.)
//*********************************************************************************************
//********************************************************************
//| 매수/매도 관련 변수 설정 |
//********************************************************************
int ShortTerm = 9;
int MidTerm = 26;
int LongTerm = 52;
int LastTerm = 2;
int Huhang = 26;
int Seonhang = 26;
//********************************************************************
//| 1st Entry 관련 변수설정 |
//********************************************************************
//***********************************************
// 1st Entry 매매를 위한 변수 설정
extern double lotsbuy=0.1; // 1st Buy 랏수
extern double lotssell=0.1; // 1st Sell 랏수
bool InitEntry = TRUE; // 1st Entry 여부 설정
extern int InitOrders = 1; // 최대 1st Order 개수
extern int StopLoss=0; // 1st Entry SL, SL > 0경우 작동
extern int TakeProfit=0; // 1st Entry TP
extern double TrailingStop = 0; // 트레일링 설정시 > 0
extern double BreakEven = 0; // Break Even 설정시 > 0
extern double BreakPoint = 0; // Break Even 설정시 손절치(본전 + 손절치)
extern string InitComment = "gguri_RT_Ilmok_V0.2"; // 1st Entry 매매비고
int Magicbuy = 101; // 매수 매직넘버(오토시 의미없음)
int Magicsell = 111; // 매도 매직넘버(오토시 의미없음)
int ticketbuy,ticketsell; // 1st Entry Ticket
//********************************************************************
//| 2nd Entry Order 관련 변수설정 |
//********************************************************************
//***********************************************
// 2st Entry 매매를 위한 변수 설정
extern double AddMultiply=1.0; // 2nd Entry 랏 승수
extern bool AddEntry = TRUE; // 2nd Entry Enbled or Disable
extern int Addbuy = 50; // 최대 2nd Entry Buy 개수
extern int Addsell = 50; // 최대 2nd Entry Sell 개수
extern int MaxPosition = 35; // 최대 Buy/Sell Order 차이
extern int AddTP = 60; // 2nd Entry TP
extern int AddSL = 0; // 2nd Entry SL
extern string AddInitComment = "2nd_gguri_RT_Ilmok_V0.2";// 2nd Entry 매매비고
int AddTicketbuy,AddTicketsell; // 2nd Entry Ticket
//********************************************************************
//| 3rd Entry Order 관련 변수설정 |
//********************************************************************
//***********************************************
// 3rd Entry 매매를 위한 변수 설정
extern double Hg1Multiply=1.5; // 3rd-1 Entry 랏 승수
extern double Hg2Multiply=2.0; // 3rd-2 Entry 랏 승수
extern double Hg3Multiply=2.5; // 3rd-3 Entry 랏 승수
extern double Hg4Multiply=3.0; // 3rd-4 Entry 랏 승수
extern bool HgEntry = TRUE; // True이면 역으로, False이면 Additional
extern int Hg1buy = 1; // 최대 3rd Entry Buy 개수
extern int Hg1sell = 1; // 최대 3rd Entry Sell 개수
extern int Hg2buy = 1; // 최대 3rd Entry Buy 개수
extern int Hg2sell = 1; // 최대 3rd Entry Sell 개수
extern int Hg3buy = 1; // 최대 3rd Entry Buy 개수
extern int Hg3sell = 1; // 최대 3rd Entry Sell 개수
extern int Hg4buy = 1; // 최대 3rd Entry Buy 개수
extern int Hg4sell = 1; // 최대 3rd Entry Sell 개수
extern int Hg1Max = 10; // 최대 Buy/Sell Order 차이
extern int Hg2Max = 20; // 최대 Buy/Sell Order 차이
extern int Hg3Max = 30; // 최대 Buy/Sell Order 차이
extern int Hg4Max = 40; // 최대 Buy/Sell Order 차이
extern int HgTP = 30; // 3rd Entry TP
extern int HgSL = 0; // 3rd Entry SL
extern double HgTrailingStop = 10; // 3rd Entry 트레일링 설정시 > 0
extern string HGInitComment = "3rd_gguri_RT_Ilmok_V0.2"; // Hedge Entry 매매비고
int HgTicketbuy,HgTicketsell; // 3rd Entry Ticket
int Hg1MagicBuy,Hg1MagicSell,Hg2MagicBuy,Hg2MagicSell; // 3rd Magic Number
int Hg3MagicBuy,Hg3MagicSell,Hg4MagicBuy,Hg4MagicSell; // 3rd Magic Number
//********************************************************************
//| Initialization |
//********************************************************************
int init()
{
StartDay = TimeToStr(TimeCurrent(),TIME_DATE);
return(0);
}
//********************************************************************
//| Deinitialization |
//********************************************************************
int deinit()
{
return(0);
}
//********************************************************************
//| EA Start |
//********************************************************************
int start() { // EA 시작
//***********************************************
// 통화별 매직넘버 설정 함수 가져오기
getmagicbuy();
getmagicsell();
//***********************************************
// AutoStep설정시 자동계산 Step설정 함수 가져오기
getbuystep();
getsellstep();
if (sellstep > MaxStep || buystep > MaxStep ) {
if (sellstep >= buystep) {
buystep = NormalizeDouble((buystep/sellstep)*MaxStep,2);
sellstep = MaxStep;
}
else
if (sellstep < buystep) {
sellstep = NormalizeDouble((sellstep/buystep)*MaxStep,2);
buystep = MaxStep;
}
}
if (sellstep < MinStep || buystep < MinStep) {
if (sellstep >= buystep) {
sellstep = NormalizeDouble((sellstep/buystep)*MinStep,2);
buystep = MinStep;
}
else
if (sellstep < buystep) {
buystep = NormalizeDouble((buystep/sellstep)*MinStep,2);
sellstep = MinStep;
}
}
//***********************************************
// StopOut Balance도달시 강제청산함수 가져오기
StopOutClose();
//***********************************************
// 통화별 2nd/3rd Entry 매직넘버 설정
Hg1MagicSell = Magicsell+1;
Hg1MagicBuy = Magicbuy+1;
Hg2MagicSell = Magicsell+2;
Hg2MagicBuy = Magicbuy+2;
Hg3MagicSell = Magicsell+3;
Hg3MagicBuy = Magicbuy+3;
Hg4MagicSell = Magicsell+4;
Hg4MagicBuy = Magicbuy+4;
//***********************************************
// MarketInfo 정보를 받는 변수 설정
ask00 = MarketInfo(Symbol(),MODE_ASK);
bid00 = MarketInfo(Symbol(),MODE_BID);
mydigit = MarketInfo(Symbol(), MODE_DIGITS);
spread = MarketInfo(Symbol(),MODE_SPREAD);
sympoint = MarketInfo(Symbol(),MODE_POINT);
stoplevel = MarketInfo(Symbol(), MODE_STOPLEVEL);
freeze = MarketInfo(Symbol(), MODE_FREEZELEVEL);
minlot = MarketInfo(Symbol(), MODE_MINLOT);
LotStep = MarketInfo(Symbol(), MODE_LOTSTEP);
if (minlot<0.1){
maxLot=MarketInfo(Symbol(),MODE_MAXLOT);}
if (minlot>=0.1){
maxLot=((AccountBalance()/2)/1000);}
servername = AccountServer();
reqmargin = MarketInfo(Symbol(), MODE_MARGINREQUIRED);
stopout = AccountStopoutLevel();
leverage = AccountLeverage();
mytime = TimeToStr(TimeCurrent(),TIME_SECONDS);
equity = AccountEquity();
//***********************************************
// Trailing 및 BreakEven 설정
if(TrailingStop > 0) MoveTrailingStop(Magicbuy, Magicsell, TrailingStop);
if(HgTrailingStop > 0) MoveTrailingStop(Hg1MagicBuy, Hg1MagicSell, HgTrailingStop);
if(HgTrailingStop > 0) MoveTrailingStop(Hg2MagicBuy, Hg2MagicSell, HgTrailingStop);
if(HgTrailingStop > 0) MoveTrailingStop(Hg3MagicBuy, Hg3MagicSell, HgTrailingStop);
if(HgTrailingStop > 0) MoveTrailingStop(Hg4MagicBuy, Hg4MagicSell, HgTrailingStop);
if(BreakEven>0) MoveBreakEven(Magicbuy, Magicsell, BreakEven, BreakPoint);
//***********************************************
// New Bar 설정(One Order / One Bar)
if(!NewBar()) return(0);
//***********************************************
// Max Spread Limitation 설정
if(spread > MaxSpread*PointValue()) {
InitEntry = FALSE;
AddEntry = FALSE;
HgEntry = FALSE;
}
//***********************************************
// Order 개수 차이 변수 설정
int buyover = TotalOrders(Magicbuy)-TotalOrders(Magicsell);
int sellover = TotalOrders(Magicsell)-TotalOrders(Magicbuy);
//********************************************************************
//| Close Orders for 1st Orders (CloseOrders) |
//********************************************************************
// Target Profit도달시 청산함수
RefreshRates();
double TP_buy, TP_sell;
double InitBuyPrice = FindLastBuyPrice(Magicbuy);
double InitSellPrice = FindLastSellPrice(Magicsell);
TP_buy = (TotalOrders(Magicbuy)*TargetProfit*PointValue()*Point)+InitBuyPrice;
TP_sell = InitSellPrice-(TotalOrders(Magicsell)*TargetProfit*PointValue()*Point);
if(Profit(Magicbuy)>0){
if(bid00>=TP_buy) BuyClose(Magicbuy);
}
else
if(Profit(Magicsell)>0){
if(ask00<=TP_sell) SellClose(Magicsell);
}
//********************************************************************
//| 2nd Entry 주문입력 함수 |
//********************************************************************
// 2nd Entry 변수 설정
RefreshRates();
bool AddBuyEntry= FALSE;
bool AddSellEntry= FALSE;
double buylots = Orderlots(Magicbuy);
double selllots = Orderlots(Magicsell);
double buystepadjust = buystep*PointValue()*Point;
double sellstepadjust = sellstep*PointValue()*Point;
double Addlotbuy=NormalizeDouble(AddMultiply*lotsbuy,2); // 2nd Buy 랏수
double Addlotsell=NormalizeDouble(AddMultiply*lotssell,2); // 2nd Sell 랏수
//***********************************************
// 2nd Buy Order
if ( AddEntry && (buylots+Addlotbuy)
if ( AddBuyEntry ) {
if(TotalOrders(Magicbuy)>=InitOrders) {
AddTicketbuy = OpenOrders(Symbol(),OP_BUY, Addlotbuy, Slippage, AddSL , AddTP, Magicbuy,1);
}
}
//***********************************************
// 2nd Sell Order
if ( AddEntry && (selllots+Addlotsell)=InitSellPrice+sellstepadjust) ) AddSellEntry = TRUE;
if ( AddSellEntry ) {
if(TotalOrders(Magicsell)>=InitOrders) {
AddTicketsell = OpenOrders(Symbol(),OP_SELL, Addlotsell, Slippage, AddSL, AddTP, Magicsell,1);
}
}
//********************************************************************
//| 1st Entry Buy/Sell 조건 설정 |
//********************************************************************
//********************************************************************
// Buy 조건
/*
매수조건 : 전환선 구름 상단돌파
- 기준선 상승이나 Flat : 기준선(0) >= 기준선(1) , 기준선(1) >= 기준선(2)
- 전환선 상승 : 전환선(0) > 전환선(1) , 전환선(1) > 전환선(2)
- 전환선의 기준선 상향 : 전환선(0) >= 기준선(0), 전환선(1) >= 기준선(1)
- 현재종가가 전환선 상향(정배열) : 종가(0) >= 전환선(0)
- 이전종가가 전환선 상향(정배열) : 종가(1) > 전환선(1)
- 후행스팬이 후행주가 상향 : 후행스팬(26) >= 종가(26)
- 전환선 구름 상단돌파 : 전환선(0) > MathMax( 선행스팬1(0), 선행스팬2(0) ) && 전환선(1) <= MathMax( 선행스팬1(1), 선행스팬2(1) )
//---------------------------------------------------------------------------------------------------------------------------------
KiJun0 >= KiJun1 && KiJun1 >= KiJun2
JunHwan0 > JunHwan1 && JunHwan1 > JunHwan2
JunHwan0 >= KiJun0 && JunHwan1 >= KiJun1
BPrice0 > JunHwan0 && BPrice1 > JunHwan1
HuHang > LastPrice26
JunHwan0 > MathMax(SunHangA0 , SunHangB0) && JunHwan1 <= MathMax(SunHangA1 , SunHangB1)
*/
//=========================================================================
//------------------------------------------------
// 지표설정
//------------------------------------------------
double JunHwan0 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_TENKANSEN, 0);
double JunHwan1 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_TENKANSEN, 1);
double JunHwan2 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_TENKANSEN, 2);
double KiJun0 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_KIJUNSEN, 0);
double KiJun1 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_KIJUNSEN, 1);
double KiJun2 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_KIJUNSEN, 2);
double BPrice0 = iClose(Symbol(), 0, 0);
double BPrice1 = iClose(Symbol(), 0, 1);
double LPrice1 = iLow(Symbol(), 0, 1);
double HPrice1 = iHigh(Symbol(), 0, 1);
double HuHang0 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_CHINKOUSPAN, Huhang);
double HuHang1 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_CHINKOUSPAN, Huhang+1);
double SunHangA0 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_SENKOUSPANA, 0);
double SunHangB0 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_SENKOUSPANB, 0);
double SunHangA1 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_SENKOUSPANA, 1);
double SunHangB1 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_SENKOUSPANB, 1);
double LastPrice26 = iClose(Symbol(), 0, Huhang);
double LastPrice27 = iClose(Symbol(), 0, Huhang+1);
//=========================================================================
bool buycon1 = FALSE;
bool buycon2 = FALSE;
bool buycon3 = FALSE;
bool buycon4 = FALSE;
bool buycon5 = FALSE;
bool buycon6 = FALSE;
bool BuyCon = FALSE;
if ( KiJun0 >= KiJun1 && KiJun1 >= KiJun2 ) buycon1=TRUE;
if ( JunHwan0 > JunHwan1 && JunHwan1 > JunHwan2 ) buycon2=TRUE;
if ( JunHwan0 >= KiJun0 && JunHwan1 >= KiJun1 ) buycon3=TRUE;
if ( BPrice0 > JunHwan0 && BPrice1 > JunHwan1 ) buycon4=TRUE;
if ( HuHang0 > LastPrice26 ) buycon5=TRUE;
if ( JunHwan0 > MathMax(SunHangA0 , SunHangB0) && JunHwan1 <= MathMax(SunHangA1 , SunHangB1) ) buycon6=TRUE;
if( buycon1 && buycon2 && buycon3 && buycon4 && buycon5 && buycon6 ) BuyCon=TRUE;
//==========================================================================================================================================================================================================
//********************************************************************
// Sell 조건
/*
매도조건 : 전환선 구름 하단돌파
- 기준선 하락이나 Flat : 기준선(0) <= 기준선(1) , 기준선(1) <= 기준선(2)
- 전환선 하락 : 전환선(0) < 전환선(1), 전환선(1) < 전환선(2)
- 전환선의 기준선 하향 : 전환선(0) <= 기준선(0) , 전환선(1) <= 기준선(2)
- 현재종가가 전환선 하향(역배열) : 종가(0) < 전환선(0)
- 이전종가가 전환선 하향(역배열) : 종가(1) < 전환선(1)
- 후행스팬이 후행주가 하향 : 후행스팬(26) < 종가(26)
- 전환선 구름 하단돌파 : 전환선(0) < MathMin( 선행스팬1(0), 선행스팬2(0) ) && 전환선(1) >= MathMin( 선행스팬1(1), 선행스팬2(1) )
//---------------------------------------------------------------------------------------------------------------------------------
KiJun0 <= KiJun1 && KiJun1 <= KiJun2
JunHwan0 < JunHwan1 && JunHwan1 < JunHwan2
JunHwan0 <= KiJun0 && JunHwan1 <= KiJun1
BPrice0 < JunHwan0 && BPrice1 < JunHwan1
HuHang < LastPrice26
JunHwan0 < MathMin(SunHangA0 , SunHangB0) && JunHwan1 >= MathMin(SunHangA1 , SunHangB1)
*/
//=========================================================================
bool sellcon1 = FALSE;
bool sellcon2 = FALSE;
bool sellcon3 = FALSE;
bool sellcon4 = FALSE;
bool sellcon5 = FALSE;
bool sellcon6 = FALSE;
bool SellCon = FALSE;
if ( KiJun0 <= KiJun1 && KiJun1 <= KiJun2 ) sellcon1=TRUE;
if ( JunHwan0 < JunHwan1 && JunHwan1 < JunHwan2 ) sellcon2=TRUE;
if ( JunHwan0 <= KiJun0 && JunHwan1 <= KiJun1 ) sellcon3=TRUE;
if ( BPrice0 < JunHwan0 && BPrice1 < JunHwan1 ) sellcon4=TRUE;
if ( HuHang0 < LastPrice26 ) sellcon5=TRUE;
if ( JunHwan0 < MathMin(SunHangA0 , SunHangB0) && JunHwan1 >= MathMin(SunHangA1 , SunHangB1) ) sellcon6=TRUE;
if( sellcon1 && sellcon2 && sellcon3 && sellcon4 && sellcon5 && sellcon6 ) SellCon=TRUE;
//==========================================================================================================================================================================================================
//********************************************************************
//| 1st Entry Buy/Sell Order |
//********************************************************************
//********************************************************************
// Buy Order (1st Entry)
if( InitEntry && TotalOrders(Magicbuy) < InitOrders ) { // 3
if( BuyCon ) { // 4
RefreshRates();
ticketbuy = OpenOrders(Symbol(),OP_BUY, lotsbuy, Slippage, StopLoss, TakeProfit, Magicbuy,0);
} // 4
} // 3
else
//********************************************************************
// Sell Order (1st Entry)
if( InitEntry && TotalOrders(Magicsell) < InitOrders ) { // 5
if( SellCon ) { // 6
RefreshRates();
ticketsell = OpenOrders(Symbol(),OP_SELL, lotssell, Slippage, StopLoss, TakeProfit, Magicsell,0);
} // 6
} // 5
//********************************************************************
//| 3rd Entry 주문입력 함수 |
//********************************************************************
// 3rd Entry 변수 설정
RefreshRates();
double Hg1lotbuy = NormalizeDouble(lotsbuy*Hg1Multiply,2); // 3rd-1 Buy 랏수
double Hg1lotsell = NormalizeDouble(lotssell*Hg1Multiply,2); // 3rd-1 Sell 랏수
double Hg2lotbuy = NormalizeDouble(lotsbuy*Hg2Multiply,2); // 3rd-2 Buy 랏수
double Hg2lotsell = NormalizeDouble(lotssell*Hg2Multiply,2); // 3rd-2 Sell 랏수
double Hg3lotbuy = NormalizeDouble(lotsbuy*Hg3Multiply,2); // 3rd-3 Buy 랏수
double Hg3lotsell = NormalizeDouble(lotssell*Hg3Multiply,2); // 3rd-3 Sell 랏수
double Hg4lotbuy = NormalizeDouble(lotsbuy*Hg4Multiply,2); // 3rd-4 Buy 랏수
double Hg4lotsell = NormalizeDouble(lotssell*Hg4Multiply,2); // 3rd-4 Sell 랏수
//***********************************************
// 3rd-1 Buy Order / Sell Order(Hedge)
if ( (buylots+Hg1lotbuy)Hg1Max && buyover if(ask00<=InitBuyPrice-buystepadjust) { // 1
if(TotalOrders(Magicbuy)>=InitOrders) { // 2
if(!HgEntry && TotalOrders(Hg1MagicBuy) HgTicketbuy = OpenOrders(Symbol(),OP_BUY,Hg1lotbuy,Slippage,HgSL,HgTP,Hg1MagicBuy,2);
} // 3
else
if(HgEntry && TotalOrders(Hg1MagicSell) HgTicketsell = OpenOrders(Symbol(),OP_SELL,Hg1lotsell,Slippage,HgSL,HgTP,Hg1MagicSell,2);
} // 4
} // 2
} // 1
} // 0
//***********************************************
// 3rd-1 Sell Order / Buy Order(Hedge)
if ( (selllots+Hg1lotsell)Hg1Max && sellover if(bid00>=InitSellPrice+sellstepadjust) { // 1
if(TotalOrders(Magicsell)>=InitOrders) { // 2
if(!HgEntry && TotalOrders(Hg1MagicSell) HgTicketsell = OpenOrders(Symbol(),OP_SELL,Hg1lotsell,Slippage,HgSL,HgTP,Hg1MagicSell,2);
} // 3
else
if(HgEntry && TotalOrders(Hg1MagicBuy) HgTicketbuy = OpenOrders(Symbol(),OP_BUY,Hg1lotbuy,Slippage,HgSL,HgTP,Hg1MagicBuy,2);
} // 4
} // 2
} // 1
} // 0
//***********************************************
// 3rd-2 Buy Order / Sell Order(Hedge)
if ( (buylots+Hg2lotbuy)Hg2Max && buyover if(ask00<=InitBuyPrice-buystepadjust) { // 1
if(TotalOrders(Magicbuy)>=InitOrders) { // 2
if(!HgEntry && TotalOrders(Hg2MagicBuy) HgTicketbuy = OpenOrders(Symbol(),OP_BUY,Hg2lotbuy,Slippage,HgSL,HgTP,Hg2MagicBuy,2);
} // 3
else
if(HgEntry && TotalOrders(Hg2MagicSell) HgTicketsell = OpenOrders(Symbol(),OP_SELL,Hg2lotsell,Slippage,HgSL,HgTP,Hg2MagicSell,2);
} // 4
} // 2
} // 1
} // 0
//***********************************************
// 3rd-2 Sell Order / Buy Order(Hedge)
if ( (selllots+Hg2lotsell)Hg2Max && sellover if(bid00>=InitSellPrice+sellstepadjust) { // 1
if(TotalOrders(Magicsell)>=InitOrders) { // 2
if(!HgEntry && TotalOrders(Hg2MagicSell) HgTicketsell = OpenOrders(Symbol(),OP_SELL,Hg2lotsell,Slippage,HgSL,HgTP,Hg2MagicSell,2);
} // 3
else
if(HgEntry && TotalOrders(Hg2MagicBuy) HgTicketbuy = OpenOrders(Symbol(),OP_BUY,Hg2lotbuy,Slippage,HgSL,HgTP,Hg2MagicBuy,2);
} // 4
} // 2
} // 1
} // 0
//***********************************************
// 3rd-3 Buy Order / Sell Order(Hedge)
if ( (buylots+Hg3lotbuy)Hg3Max && buyover if(ask00<=InitBuyPrice-buystepadjust) { // 1
if(TotalOrders(Magicbuy)>=InitOrders) { // 2
if(!HgEntry && TotalOrders(Hg3MagicBuy) HgTicketbuy = OpenOrders(Symbol(),OP_BUY,Hg3lotbuy,Slippage,HgSL,HgTP,Hg3MagicBuy,2);
} // 3
else
if(HgEntry && TotalOrders(Hg3MagicSell) HgTicketsell = OpenOrders(Symbol(),OP_SELL,Hg3lotsell,Slippage,HgSL,HgTP,Hg3MagicSell,2);
} // 4
} // 2
} // 1
} // 0
//***********************************************
// 3rd-3 Sell Order / Buy Order(Hedge)
if ( (selllots+Hg3lotsell)Hg3Max && sellover if(bid00>=InitSellPrice+sellstepadjust) { // 1
if(TotalOrders(Magicsell)>=InitOrders) { // 2
if(!HgEntry && TotalOrders(Hg3MagicSell) HgTicketsell = OpenOrders(Symbol(),OP_SELL,Hg3lotsell,Slippage,HgSL,HgTP,Hg3MagicSell,2);
} // 3
else
if(HgEntry && TotalOrders(Hg3MagicBuy) HgTicketbuy = OpenOrders(Symbol(),OP_BUY,Hg3lotbuy,Slippage,HgSL,HgTP,Hg3MagicBuy,2);
} // 4
} // 2
} // 1
} // 0
//***********************************************
// 3rd-4 Buy Order / Sell Order(Hedge)
if ( (buylots+Hg4lotbuy)Hg4Max ) { // 0
if(ask00<=InitBuyPrice-buystepadjust) { // 1
if(TotalOrders(Magicbuy)>=InitOrders) { // 2
if(!HgEntry && TotalOrders(Hg4MagicBuy) HgTicketbuy = OpenOrders(Symbol(),OP_BUY,Hg4lotbuy,Slippage,HgSL,HgTP,Hg4MagicBuy,2);
} // 3
else
if(HgEntry && TotalOrders(Hg4MagicSell) HgTicketsell = OpenOrders(Symbol(),OP_SELL,Hg4lotsell,Slippage,HgSL,HgTP,Hg4MagicSell,2);
} // 4
} // 2
} // 1
} // 0
//***********************************************
// 3rd-4 Sell Order / Buy Order(Hedge)
if ( (selllots+Hg4lotsell)Hg4Max ) { // 4
if(bid00>=InitSellPrice+sellstepadjust) { // 3
if(TotalOrders(Magicsell)>=InitOrders) { // 2
if(!HgEntry && TotalOrders(Hg4MagicSell) HgTicketsell = OpenOrders(Symbol(),OP_SELL,Hg4lotsell,Slippage,HgSL,HgTP,Hg4MagicSell,2);
} // 1
else
if(HgEntry && TotalOrders(Hg4MagicBuy) HgTicketbuy = OpenOrders(Symbol(),OP_BUY,Hg4lotbuy,Slippage,HgSL,HgTP,Hg4MagicBuy,2);
} // 0
} // 2
} // 3
} // 4
//***********************************************
// 주문없는 경우 변수 초기화
if(TotalOrders(Magicbuy)==0) {
TP_buy=0;
}
if(TotalOrders(Magicsell)==0) {
TP_sell=0;
}
//********************************************************************
//| Hedge 일괄 청산 함수(Initial + Additional Entry + Hedge Entry) |
//********************************************************************
bool TargetCloseAll = false;
if( Profit(Magicbuy)+Profit(Magicsell)+Profit(Hg1MagicBuy)+Profit(Hg1MagicSell)+Profit(Hg2MagicBuy)+Profit(Hg2MagicSell)+Profit(Hg3MagicBuy)+Profit(Hg3MagicSell)+Profit(Hg4MagicBuy) + Profit(Hg4MagicSell)>TargetProfit) TargetCloseAll = true;
else TargetCloseAll = false;
if(TargetCloseAll) { // 22
int totl = OrdersTotal();
for(int a=totl-1; a >= 0 ; a--) { // 23
OrderSelect(a, SELECT_BY_POS, MODE_TRADES);
int typ = OrderType();
bool results = false;
RefreshRates();
if(OrderMagicNumber()==Magicbuy || OrderMagicNumber()==Hg1MagicBuy || OrderMagicNumber()==Magicsell || OrderMagicNumber()==Hg1MagicSell || OrderMagicNumber()==Hg2MagicBuy || OrderMagicNumber()==Hg2MagicSell
|| OrderMagicNumber()==Hg3MagicBuy || OrderMagicNumber()==Hg3MagicSell || OrderMagicNumber()==Hg4MagicBuy || OrderMagicNumber()==Hg4MagicSell) { // 24
execution = GetTickCount();
switch(typ) { //switch
case OP_BUY : results = OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_BID),Slippage,Red);
break;
case OP_SELL : results = OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_ASK),Slippage, Blue);
} //switch
execution = GetTickCount()-execution;
if(results == false) { // 25
Print("Order ", OrderTicket(), " failed to close. Error:", GetLastError() );
} // 25
} // 24
} // 23
} // 22
//********************************************************************
//| 화면표시정보 |
//********************************************************************
//***********************************************
// 화면표시 변수 설정
string ScreenStr;
int hborders = HBuyOrders(Magicbuy)+HBuyOrders(Hg1MagicBuy)+HBuyOrders(Hg2MagicBuy)+HBuyOrders(Hg3MagicBuy)+HBuyOrders(Hg4MagicBuy);
int hsorders = HSellOrders(Magicsell)+HSellOrders(Hg1MagicSell)+HSellOrders(Hg2MagicSell)+HSellOrders(Hg3MagicSell)+HSellOrders(Hg4MagicSell);
int horders = hborders+hsorders;
double hbprofit = HBProfit(Magicbuy)+HBProfit(Hg1MagicBuy)+HBProfit(Hg2MagicBuy)+HBProfit(Hg3MagicBuy)+HBProfit(Hg4MagicBuy);
double hsprofit = HSProfit(Magicsell)+HSProfit(Hg1MagicSell)+HSProfit(Hg2MagicSell)+HSProfit(Hg3MagicSell)+HSProfit(Hg4MagicSell);
double hprofit = hbprofit+hsprofit;
int SellOrd = TotalOrders(Magicsell)+TotalOrders(Hg1MagicSell)+TotalOrders(Hg2MagicSell)+TotalOrders(Hg3MagicSell)+TotalOrders(Hg4MagicSell) ;
int BuyOrd = TotalOrders(Magicbuy)+TotalOrders(Hg1MagicBuy)+TotalOrders(Hg2MagicBuy)+TotalOrders(Hg3MagicBuy)+TotalOrders(Hg4MagicBuy);
double ProfitBuy = Profit(Magicbuy)+Profit(Hg1MagicBuy)+Profit(Hg2MagicBuy)+Profit(Hg3MagicBuy)+Profit(Hg4MagicBuy);
double ProfitSell = Profit(Magicsell)+Profit(Hg1MagicSell)+Profit(Hg2MagicSell)+Profit(Hg3MagicSell)+Profit(Hg4MagicSell);
string buysteps = DoubleToStr(buystepadjust, mydigit);
string sellsteps = DoubleToStr(sellstepadjust, mydigit);
string SHMax01 = DoubleToStr(iHigh(Symbol(),TimeFrame,iHighest(Symbol(),TimeFrame,MODE_HIGH,HL_Days,1)),mydigit);
string SLMin01 = DoubleToStr(iLow(Symbol(),TimeFrame,iLowest(Symbol(),TimeFrame,MODE_LOW,HL_Days,1)),mydigit);
string SHLAvg01 = DoubleToStr(NormalizeDouble((iHigh(Symbol(),TimeFrame,iHighest(Symbol(),TimeFrame,MODE_HIGH,HL_Days,1)) + iLow(Symbol(),TimeFrame,iLowest(Symbol(),TimeFrame,MODE_LOW,HL_Days,1)))/2.0, Digits),mydigit);
string SBPrice01 = DoubleToStr(iClose(Symbol(), 1, 1),mydigit);
string SUpRange = DoubleToStr((iHigh(Symbol(),TimeFrame,iHighest(Symbol(),TimeFrame,MODE_HIGH,HL_Days,1))-iClose(Symbol(), 1, 1)), mydigit);
string SDownRange = DoubleToStr((iClose(Symbol(), 1, 1)-iLow(Symbol(),TimeFrame,iLowest(Symbol(),TimeFrame,MODE_LOW,HL_Days,1))), mydigit);
//***********************************************
// 화면표시정보
ScreenStr = StringConcatenate("Server : ",servername," Start Date_",StartDay," , My Time : ",mytime," 평가잔액 = ",equity," Leverage_",leverage,":1, 1Lot당 증거금_$",reqmargin," Target Profit_$",TargetProfit," Execution : ",execution,"ms")+"\n";
ScreenStr = ScreenStr + StringConcatenate("MaxLot_",maxLot," MinLot_",minlot," Lot Step_",LotStep," StopLevel_",stoplevel," , Freeze Level_",freeze," , StopOut_",stopout,"%, Spread_",spread,", Max Spread_",MaxSpread*PointValue()," buy divider_",buydivider," sell divider_",selldivider)+"\n";
ScreenStr = ScreenStr + StringConcatenate("기준일수 : ",HL_Days," 통화 : ",Symbol(),"_최고 : ",SHMax01,"_최저 : ",SLMin01," 중간값 : ",SHLAvg01," 현재가 : ",SBPrice01," 상단갭 : ",SUpRange," 하단갭 : ",SDownRange)+"\n";
ScreenStr = ScreenStr + StringConcatenate("Init Buy Price : ",FindLastBuyPrice(Magicbuy)," Init Sell Price : ",FindLastSellPrice(Magicsell)," BuyStep : ",buysteps," SellStep ",sellsteps)+"\n";
ScreenStr = ScreenStr + StringConcatenate("매수조건_",BuyCon," 매도조건_",SellCon," 2nd Buy_",AddBuyEntry," 2nd Sell_", AddSellEntry)+"\n";
ScreenStr = ScreenStr + StringConcatenate("New Profits : ",ProfitBuy+ProfitSell,", New Orders : ",BuyOrd+SellOrd,"건 = Buy ",BuyOrd,"건 / Sell",SellOrd,"건") + "\n";
ScreenStr = ScreenStr +"==============================================================================" + "\n";
ScreenStr = ScreenStr + StringConcatenate("Total Profits : $",hprofit,", Buy : $",hbprofit,", Sell : $",hsprofit,", Total Orders : ",horders,"건 = Total Buy ",hborders,"건 / Total Sell",hsorders,"건")+ "\n";
Comment(ScreenStr);
for(int ii=0; ii<2; ii+=2){
ObjectDelete("rect"+ii);
ObjectCreate("rect"+ii,OBJ_HLINE, 0, 0,TP_sell);
ObjectSet("rect"+ii, OBJPROP_COLOR, Red);
ObjectSet("rect"+ii, OBJPROP_WIDTH, 1);
ObjectSet("rect"+ii, OBJPROP_RAY, False);
}
for(int rr=0; rr<2; rr+=2){
ObjectDelete("rect1"+rr);
ObjectCreate("rect1"+rr,OBJ_HLINE, 0, 0,TP_buy);
ObjectSet("rect1"+rr, OBJPROP_COLOR, Blue);
ObjectSet("rect1"+rr, OBJPROP_WIDTH, 1);
ObjectSet("rect1"+rr, OBJPROP_RAY, False);
}
return(0);
} // EA 종료
//********************************************************************
//| Allow One Action Per Bar |
//********************************************************************
// ***** 현재 바에서 하나만 주문처리시 사용 ****
bool NewBar() {
static datetime lastbar = 0;
if(lastbar!=Time[0]) {
lastbar=Time[0];
return (true);
}
return(false);
}
//********************************************************************
//| 통화별 매직넘버 설정 함수 |
//********************************************************************
int getmagicbuy() { //buy
if( AutoMagic == TRUE ) {
if(Symbol() == "AUDUSDm" || Symbol() == "AUDUSD") Magicbuy = 3234805;
if(Symbol() == "EURGBPm" || Symbol() == "EURGBP") Magicbuy = 5234805;
if(Symbol() == "EURUSDm" || Symbol() == "EURUSD") Magicbuy = 1234805;
if(Symbol() == "GBPUSDm" || Symbol() == "GBPUSD") Magicbuy = 2234805;
if(Symbol() == "USDCADm" || Symbol() == "USDCAD") Magicbuy = 7234805;
if(Symbol() == "USDCHFm" || Symbol() == "USDCHF") Magicbuy = 6234805;
if(Symbol() == "USDJPYm" || Symbol() == "USDJPY") Magicbuy = 4234805;
}
return(Magicbuy);
}
int getmagicsell() { //sell
if( AutoMagic == TRUE ) {
if(Symbol() == "AUDUSDm" || Symbol() == "AUDUSD") Magicsell = 3234806;
if(Symbol() == "EURGBPm" || Symbol() == "EURGBP") Magicsell = 5234806;
if(Symbol() == "EURUSDm" || Symbol() == "EURUSD") Magicsell = 1234806;
if(Symbol() == "GBPUSDm" || Symbol() == "GBPUSD") Magicsell = 2234806;
if(Symbol() == "USDCADm" || Symbol() == "USDCAD") Magicsell = 7234806;
if(Symbol() == "USDCHFm" || Symbol() == "USDCHF") Magicsell = 6234806;
if(Symbol() == "USDJPYm" || Symbol() == "USDJPY") Magicsell = 4234806;
}
return(Magicsell);
}
//********************************************************************
//| 통화별 Buy/ Sell Step 설정함수 |
//********************************************************************
double getsellstep() {
if( AutoStep == TRUE ) {
double HMax01 = iHigh(Symbol(),TimeFrame,iHighest(Symbol(),TimeFrame,MODE_HIGH,HL_Days,1)) ; // 기준기간내 최고가
double LMin01 = iLow(Symbol(),TimeFrame,iLowest(Symbol(),TimeFrame,MODE_LOW,HL_Days,1)) ; // 기준기간내 최저가
double BPrice01 = iClose(Symbol(), 1, 1); // 1분봉 기준 현재 종가
double UpRange = NormalizeDouble( (HMax01-BPrice01), mydigit) ; // 최고가 - 현재가 차이 계산
sellstep = NormalizeDouble(UpRange / (selldivider*PointValue()*Point),0); // Sell Step 계산
}
return(sellstep);
}
double getbuystep() {
if( AutoStep == TRUE ) {
double HMax01 = iHigh(Symbol(),TimeFrame,iHighest(Symbol(),TimeFrame,MODE_HIGH,HL_Days,1)) ; // 기준기간내 최고가
double LMin01 = iLow(Symbol(),TimeFrame,iLowest(Symbol(),TimeFrame,MODE_LOW,HL_Days,1)) ; // 기준기간내 최저가
double BPrice01 = iClose(Symbol(), 1, 1); // 1분봉 기준 현재 종가
double DownRange = NormalizeDouble( (BPrice01-LMin01), mydigit) ; // 현재가-최저가 차이 계산
buystep = NormalizeDouble(DownRange / (buydivider*PointValue()*Point),0); // Buy Step 계산
}
return(buystep);
}
//********************************************************************
//| Open Buy Position Close Function |
//********************************************************************
// ***** 조건충족시 매직넘버별 Buy Position Close 함수 ****
void BuyClose(int Magic)
{ // 함수 시작
int total = OrdersTotal();
for(int i=total-1;i>=0;i--)
{ // Loop 시작
OrderSelect(i, SELECT_BY_POS);
bool result = false;
if (OrderMagicNumber() == Magic) {
RefreshRates();
execution = GetTickCount();
result = OrderClose( OrderTicket(), OrderLots(), bid00, Slippage, Blue );
execution = GetTickCount()-execution;
if(result == false)
{ // 에러 처리
Alert("Order " , OrderTicket() , " failed to close. Error:" , GetLastError() );
Sleep(3000);
} // 에러 처리 종료
}
} // Loop 종료
} // 함수 종료
//********************************************************************
//| Open Sell Position Close Function |
//********************************************************************
// ***** 조건충족시 매직넘버별 Sell Position Close 함수 ****
void SellClose(int Magic)
{ // 함수 시작
int total = OrdersTotal();
for(int i=total-1;i>=0;i--)
{ // Loop 시작
OrderSelect(i, SELECT_BY_POS);
bool result = false;
if (OrderMagicNumber() == Magic) {
RefreshRates();
execution = GetTickCount();
result = OrderClose( OrderTicket(), OrderLots(), ask00, Slippage, Red );
execution = GetTickCount()-execution;
if(result == false)
{ // 에러 처리
Alert("Order " , OrderTicket() , " failed to close. Error:" , GetLastError() );
Sleep(3000);
} // 에러 처리 종료
}
} // Loop 종료
} // 함수 종료
//********************************************************************
//| 주문 함수 (OpenOrders) |
//********************************************************************
int OpenOrders( string SymbolName, int CmdType, double Lots, int Slippages, double StopLosses, double TakeProfit, int magic, int EntryType) { // 함수 시작
static string OrderTypeToString[6] = {"OP_BUY", "OP_SELL", "OP_BUYLIMIT", "OP_SELLLIMIT", "OP_BUYSTOP", "OP_SELLSTOP"};
int Ticket = -1;
int ErrorCodes;
int Slips = 0;
double Vol = 0;
string Comments;
string ETComments;
color CLRs;
RefreshRates();
double stopbuy = NormalizeDouble(ask00-(StopLosses*PointValue()*Point),Digits);
double stopsell = NormalizeDouble(bid00+(StopLosses*PointValue()*Point),Digits);
double tpbuy = NormalizeDouble(ask00+(TakeProfit*PointValue()*Point),Digits);
double tpsell = NormalizeDouble(bid00-(TakeProfit*PointValue()*Point),Digits);
// EntryType = 0 : Init Entry, 1 : Additional Entry, 2 ; Hedge Entry
switch(EntryType) { //switch
case 0 : ETComments = InitComment;
break;
case 1 : ETComments = AddInitComment;
break;
case 2 : ETComments = HGInitComment;
} //switch
if (StopLosses == 0) {
stopbuy = 0;
stopsell = 0;
}
if (TakeProfit == 0) {
tpbuy = 0;
tpsell = 0;
}
if (StopLosses == 0 && TakeProfit == 0) ECN = FALSE;
if (CmdType == OP_BUY) { // Buy 시작
Comments = ETComments+"샀어";
CLRs = Red;
if (ECN == true) { // ECN 시작
execution = GetTickCount();
Ticket = OrderSend(SymbolName, CmdType, Lots, ask00, Slippages, 0, 0,Comments,magic,0,CLRs);
if(Ticket == -1) { // check for errors
ErrorCodes = GetLastError();
Print("아씨!, Error: " + ErrorDescription(ErrorCodes));
return(-1);
} // check for errors
OrderSelect(Ticket, SELECT_BY_TICKET);
if (!OrderSelect(Ticket, SELECT_BY_TICKET)) { // check for errors
ErrorCodes = GetLastError();
Print("아씨!, Error: " + ErrorDescription(ErrorCodes));
return(-1);
} // check for errors
OrderModify(Ticket,OrderOpenPrice(),stopbuy,tpbuy,0,CLRs);
execution = GetTickCount()-execution;
return(0);
} // ECN 종료
else
{ // No ECN
execution = GetTickCount();
Ticket = OrderSend(SymbolName, CmdType, Lots, ask00, Slippages, stopbuy, tpbuy,Comments,magic,0,CLRs);
if(Ticket == -1) { // check for errors
ErrorCodes = GetLastError();
Print("아씨!, Error: " + ErrorDescription(ErrorCodes));
return(-1);
} // check for errors
execution = GetTickCount()-execution;
return(0);
} // No ECN 종료
} // Buy 종료
else
if (CmdType == OP_SELL) { // Sell 시작
Comments = ETComments+"팔았어";
CLRs = Blue;
if (ECN == true) { // ECN 시작
execution = GetTickCount();
Ticket = OrderSend(SymbolName, CmdType, Lots, bid00, Slippages, 0, 0,Comments,magic,0,CLRs);
if(Ticket == -1) { // check for errors
ErrorCodes = GetLastError();
Print("아씨!, Error: " + ErrorDescription(ErrorCodes));
return(-1);
} // check for errors
OrderSelect(Ticket, SELECT_BY_TICKET);
if (!OrderSelect(Ticket, SELECT_BY_TICKET)) { // check for errors
ErrorCodes = GetLastError();
Print("아씨!, Error: " + ErrorDescription(ErrorCodes));
return(-1);
} // check for errors
OrderModify(Ticket,OrderOpenPrice(),stopsell, tpsell,0,CLRs);
execution = GetTickCount()-execution;
return(0);
} // ECN 종료
else
{ // No ECN
execution = GetTickCount();
Ticket = OrderSend(SymbolName, CmdType, Lots, bid00, Slippages, stopsell, tpsell,Comments,magic,0,CLRs);
if(Ticket == -1) { // check for errors
ErrorCodes = GetLastError();
Print("아씨!, Error: " + ErrorDescription(ErrorCodes));
return(-1);
} // check for errors
execution = GetTickCount()-execution;
return(0);
} // No ECN 종료
} // Sell 종료
OrderSelect(OrdersTotal() - 1, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == SymbolName)
{
Slips = OrderSlipPage(OrderOpenPrice());
Ticket = OrderTicket();
Vol = OrderLots();
}
Print(Ticket, " = OrderSend( ", Comments,", ", SymbolName, ", ", OrderTypeToString[CmdType], ", ", Lots, ", ", DoubleToStr(OrderOpenPrice(), MarketInfo(SymbolName, MODE_DIGITS)),", Execution : ",execution,"ms",
", ", Slippages, ", ", StopLosses, ", ", TakeProfit, ") - ", ErrorDescription(ErrorCodes), ", SlipPage = ", Slips, ", Lots = ", Vol);
return(Ticket);
} // 함수 종료
//********************************************************************
//| Slippage 계산 함수 |
//********************************************************************
int OrderSlipPage( double OriginalPrice ) {
double Tmp;
int Res;
if (OrderCloseTime() == 0)
{
if (OrderType() == OP_BUY)
Tmp = OriginalPrice - OrderOpenPrice();
else if (OrderType() == OP_SELL)
Tmp = OrderOpenPrice() - OriginalPrice;
}
else
{
if (OrderType() == OP_BUY)
Tmp = OrderClosePrice() - OriginalPrice;
else if (OrderType() == OP_SELL)
Tmp = OriginalPrice - OrderClosePrice();
}
if (Tmp > 0)
Res = Tmp / MarketInfo(OrderSymbol(), MODE_POINT) + 0.1;
else
Res = Tmp / MarketInfo(OrderSymbol(), MODE_POINT) - 0.1;
return(Res);
}
//********************************************************************
//| 통화별 Point조정 설정 |
//********************************************************************
// 5 digit broker adjustment
int PointValue() {
if(MarketInfo(Symbol(), MODE_DIGITS)==3 || MarketInfo(Symbol(), MODE_DIGITS)==5)
{
mypoint = 10;
}
else
{
mypoint = 1;
}
return(mypoint);
}
//********************************************************************
//| Stop Out조건발생시 전체 일괄 청산 함수 |
//********************************************************************
void StopOutClose() { // 0
bool CloseAllOrders = false;
if(AccountFreeMargin() < StopOutBalance || AccountBalance() < StopOutBalance) CloseAllOrders = true;
else CloseAllOrders = false;
if(CloseAllOrders) { // 15
int totalord = OrdersTotal();
for(int jk=totalord-1;jk >= 0;jk--) { // 16
OrderSelect(jk, SELECT_BY_POS, MODE_TRADES);
int types = OrderType();
bool resultall = false;
RefreshRates();
switch(types) { //switch
case OP_BUY : resultall = OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_BID),5,Red);
break;
case OP_SELL : resultall = OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_ASK),5, Blue);
} //switch
if(resultall == false) { // 17
Print("Order ", OrderTicket(), " failed to close. Error:", GetLastError() );
} // 17
} // 16
} // 15
} // 0
//********************************************************************
//| Order Lot Calculate Function(주문 Lot계산 함수) |
//********************************************************************
double Orderlots(int Magic) { // 0
double Lots=0;
for (int k=0; k < OrdersTotal(); k++)
{ // 1
if (OrderSelect(k, SELECT_BY_POS, MODE_TRADES))
{ // 2
if (OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
{ // 3
Lots = Lots + OrderLots();
} // 3
} // 2
} // 1
return(Lots);
} // 0
//********************************************************************
//| Profit Calculate Function(수익 계산 함수) |
//********************************************************************
double Profit(int Magic) { // 0
double Prof=0;
for (int k=0; k < OrdersTotal(); k++)
{ // 1
if (OrderSelect(k, SELECT_BY_POS, MODE_TRADES))
{ // 2
if (OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
{ // 3
Prof = Prof + OrderProfit();
} // 3
} // 2
} // 1
return(Prof);
} // 0
//********************************************************************
//| Total order Calculate Function(총오더수 계산 함수) |
//********************************************************************
int TotalOrders(int MAGIC) { // 0
int cnt=0;
for (int i=0; i < OrdersTotal(); i++)
{ // 1
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{ // 2
if (OrderMagicNumber()==MAGIC && (OrderType()==OP_BUY || OrderType()==OP_SELL))
{ // 3
cnt++;
} // 3
} // 2
} // 1
return(cnt);
} // 0
//********************************************************************
//| 총매수수익 계산 함수(과거치 포함) |
//********************************************************************
double HBProfit(int Magic) { // 0
double Prof=0;
for (int k=0; k < OrdersHistoryTotal(); k++)
{ // 1
if (OrderSelect(k, SELECT_BY_POS, MODE_HISTORY))
{ // 2
if (OrderSymbol()==Symbol() && OrderMagicNumber()==Magic && OrderType()==OP_BUY)
{ // 3
Prof = Prof + OrderProfit();
} // 3
} // 2
} // 1
return(Prof);
} // 0
//********************************************************************
//| 총매도수익 계산 함수(과거치 포함) |
//********************************************************************
double HSProfit(int Magic) { // 0
double Prof=0;
for (int k=0; k < OrdersHistoryTotal(); k++)
{ // 1
if (OrderSelect(k, SELECT_BY_POS, MODE_HISTORY))
{ // 2
if (OrderSymbol()==Symbol() && OrderMagicNumber()==Magic && OrderType()==OP_SELL)
{ // 3
Prof = Prof + OrderProfit();
} // 3
} // 2
} // 1
return(Prof);
} // 0
//********************************************************************
//| 총Buy오더수 계산 함수(과거치 포함) |
//********************************************************************
int HBuyOrders(int MAGIC) { // 0
int cnt=0;
for (int i=0; i < OrdersHistoryTotal(); i++)
{ // 1
if (OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
{ // 2
if (OrderMagicNumber()==MAGIC && OrderType()==OP_BUY)
{ // 3
cnt++;
} // 3
} // 2
} // 1
return(cnt);
} // 0
//********************************************************************
//| 총Sell오더수 계산 함수(과거치 포함) |
//********************************************************************
int HSellOrders(int MAGIC) { // 0
int cnt=0;
for (int i=0; i < OrdersHistoryTotal(); i++)
{ // 1
if (OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
{ // 2
if (OrderMagicNumber()==MAGIC && OrderType()==OP_SELL)
{ // 3
cnt++;
} // 3
} // 2
} // 1
return(cnt);
} // 0
//********************************************************************
//| Trailing Stop |
//********************************************************************
void MoveTrailingStop(int magicbuy, int magicsell, double trailing) {
int ct,totl=OrdersTotal();
RefreshRates();
for(ct=0;ct<totl;ct++)
{
OrderSelect(ct,SELECT_BY_POS,MODE_TRADES);
if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && OrderMagicNumber()==magicbuy)
{
if( trailing > 0 && Bid > NormalizeDouble(OrderOpenPrice()+trailing*PointValue()*Point,Digits) )
{
if((NormalizeDouble(OrderStopLoss(),Digits) < NormalizeDouble(Bid-PointValue()*trailing*Point,Digits))||(OrderStopLoss()==0))
{
OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(Bid-PointValue()*trailing*Point,Digits),OrderTakeProfit(),0,Blue);
return(0);
}
}
}
if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber()==magicsell)
{
if( trailing > 0 && Ask < NormalizeDouble(OrderOpenPrice()-trailing*PointValue()*Point,Digits) )
{
if((NormalizeDouble(OrderStopLoss(),Digits) > (NormalizeDouble(Ask+(PointValue()*trailing*Point),Digits)))||(OrderStopLoss()==0))
{
OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(Ask+(PointValue()*trailing*Point),Digits),OrderTakeProfit(),0,Red);
return(0);
}
}
}
}
}
//********************************************************************
//| Break Even Strategy |
//********************************************************************
void MoveBreakEven(int magicbuy, int magicsell, double breakeven, double breakpoint) {
int cnt,total=OrdersTotal();
RefreshRates();
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if( OrderType()<=OP_SELL && OrderSymbol()==Symbol() && (OrderMagicNumber()==magicbuy || OrderMagicNumber()==magicsell) )
{
if(OrderType()==OP_BUY)
{
if(breakeven>0)
{
if(NormalizeDouble((Bid-OrderOpenPrice()),Digits) > breakeven*PointValue()*Point)
{
if(NormalizeDouble((OrderStopLoss()-OrderOpenPrice()),Digits) < 0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(OrderOpenPrice()+breakpoint*PointValue()*Point,Digits),OrderTakeProfit(),0,Blue);
return(0);
}
}
}
}
else
{
if(breakeven>0)
{
if(NormalizeDouble((OrderOpenPrice()-Ask),Digits) > breakeven*PointValue()*Point)
{
if(NormalizeDouble((OrderOpenPrice()-OrderStopLoss()),Digits) < 0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(OrderOpenPrice()-breakpoint*PointValue()*Point,Digits),OrderTakeProfit(),0,Red);
return(0);
}
}
}
}
}
}
}
//********************************************************************
//| Find Last Buy Price Function |
//********************************************************************
double FindLastBuyPrice(int Magics) {
double ord_open_price;
int ord_ticket;
double buffers = 0;
int ticket_compair = -1;
for (int cnt = 0; cnt < OrdersTotal(); cnt++) {
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() != Symbol() || OrderMagicNumber() != Magics) continue;
if (OrderSymbol() == Symbol() && OrderMagicNumber() == Magics) {
ord_ticket = OrderTicket();
if (ord_ticket > ticket_compair) {
ord_open_price = OrderOpenPrice();
buffers = ord_open_price;
ticket_compair = ord_ticket;
}
}
}
return (ord_open_price);
}
//********************************************************************
//| Find Last Sell Price Function |
//********************************************************************
double FindLastSellPrice(int Magics) {
double ord_open_price;
int ord_ticket;
double buffers = 0;
int ticket_compair = -1;
for (int cnt = 0; cnt < OrdersTotal(); cnt++) {
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() != Symbol() || OrderMagicNumber() != Magics) continue;
if (OrderSymbol() == Symbol() && OrderMagicNumber() == Magics && OrderType() == OP_SELL) {
ord_ticket = OrderTicket();
if (ord_ticket > ticket_compair) {
ord_open_price = OrderOpenPrice();
buffers = ord_open_price;
ticket_compair = ord_ticket;
}
}
}
return (ord_open_price);
}
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