☞ 물타기와 헤지기능을 이용한 Range Trading Strategy EA로, 일목균형표상의 진입로직을 통해 최초 진입, 과거 Range에 의해 산출한 Range에 의한 Additional Entry, Hedge Entry로 구성됨.
☞ RT_Ilmok과 거의 동일한 관리로직을 가지고 있으나, Reverse 진입전략에 충실한 진입전략의 차이가 있음.
☞ RT_Ilmok과 달리 M30, H1과 같은 중장기 TF를 사용하며, RT_Ilmok에 비해 거래량이 작은 단점이 있으나 MDD를 낮춘 장점이 있음.
//+------------------------------------------------------------------+
//| Range Traiding IlmokCloud New V0.1 |
//| Copyright @ |
//+------------------------------------------------------------------+
// M30을 주력으로 사용(EURUSD, GBPUSD)
//+------------------------------------------------------------------+
//| 일목균형표를 진입신호로 일정손실 발생시 할증/헤지로 대응|
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Version History 및 Library 불러오기 |
//+------------------------------------------------------------------+
/*
V0.1
- 주문함수 수정(Additional/Hedge Comment)수정
- MaxSpread 기능 추가
- Code Clear
- Latency 측정 및 표시기능 추가
- Hedge 진입후 Additional Entry Price와의 Gap이 벌어지는 경우 추가적인 Additional/Hedge Stop Entry 선택추가(StopAdd : True-Hedge&Add, False-Hedge&Hedge)
- Additional Buy/Sell Order 진입시 기존 Pending Buy/Sell Order 삭제
- Trailing / BreakEven 일원화
- MaxSpread 초과시 진입불가 기능 추가
- Hedge 진입후 Additional Entry Price와의 Gap이 벌어지는 경우 추가적인 Additional Stop Entry 추가
*/
#import "stdlib.ex4"
string ErrorDescription(int a0);
//+------------------------------------------------------------------+
//| 일반외생변수 및 기타 내생변수 설정 |
//+------------------------------------------------------------------+
extern bool ECN = TRUE; // ECN Broker의 경우 Ordermodify
extern double Slippage = 3.0; // 슬리피지 허용 변수
extern bool AutoMagic = TRUE; // 통화별 자동 매직넘버 부여
extern bool AutoStep = TRUE; // 통화별 자동 스텝 부여
double buystep=50; // 통화별 자동 스텝 미부여시 초기값
double sellstep=50; // 통화별 자동 스텝 미부여시 초기값
extern int buydivider = 5; // 통화별 자동 스텝 부여시 나누는 수(Buy)
extern int selldivider = 5; // 통화별 자동 스텝 부여시 나누는 수(Sell)
extern double MaxSpread=4.0; // 최고 허용 스프레드 한도
extern int HL_Days = 76; // Range Trading 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.)
extern double OutBalance = 500; // 강제청산 기준 잔고
datetime PreviousBarTime1;
datetime PreviousBarTime2;
int mypoint;
int execution=-1;
double ask00, bid00, spread ;
//+------------------------------------------------------------------+
//| 매수/매도 관련 변수 설정 |
//+------------------------------------------------------------------+
int ShortTerm = 9;
int MidTerm = 26;
int LongTerm = 52;
int LastTerm = 2;
int Huhang = 26;
int Seonhang = 26;
//+------------------------------------------------------------------+
//| 초기진입관련 변수설정 |
//+------------------------------------------------------------------+
extern double lotsbuy=0.1; // Initial Buy 랏수
extern double lotssell=0.1; // Initial Sell 랏수
bool InitEntry = TRUE; // Initial Entry 여부 설정
extern int Initbuy = 1; // 최대 Initial Buy 개수
extern int Initsell = 1; // 최대 Initial Sell 개수
extern int StopLoss=1000; // Initial Entry SL, SL > 0경우 작동
extern int TakeProfit=150; // Initial Entry TP
extern int BuyProfit=60; // Initial Entry 매수 목표치
extern int SellProfit=60; // Initial Entry 매도 목표치
extern double TrailingStop = 10.0; // 트레일링 설정시 > 0
extern double BreakEven = 10.0; // Break Even 설정시 > 0
extern double BreakPoint = 5.0; // Break Even 설정시 손절치(본전 + 손절치)
extern string OutComment = "YS_RT_IlmokCloud_New_V0.1"; // Initial Entry 매매비고
int Magicbuy = 101; // 매수 매직넘버(오토시 의미없음)
int Magicsell = 111; // 매도 매직넘버(오토시 의미없음)
int ticketbuy,ticketsell;
//+------------------------------------------------------------------+
//| 추가진입관련 변수설정 |
//+------------------------------------------------------------------+
extern double AddMultiply=1.0; // Additional 랏 승수
extern bool AddEntry = TRUE; // Additional Entry Enbled or Disable
extern int Addbuy = 5; // 최대 Additional Buy 개수
extern int Addsell = 5; // 최대 Additional Sell 개수
extern int AddDiff = 2; // Additional Buy/Sell 차이(이 값 이상 차이 발생시 추가주문불가)
extern int AddTP = 150; // Additional Entry TP
extern int AddSL = 1000; // Additional Entry SL
extern double AddTrailingStop = 15.0; // Additional Entry 트레일링 설정시 > 0
extern bool AddCloseAllEnabled = TRUE; // Initial Order+Additional Order 일괄청산 Enabled or Disabled
extern double AddCloseAllProfit = 30; // Initial Order+Additional Order 일괄청산 기준 수익(Buy Or Sell 일방이 손실을 보고 있는 경우)
extern string AddOutComment = "Additional YS_RT_IlmokCloud_New_V0.1"; // Additional Entry 매매비고
int AddMagicBuy = 102; // 추가매수 매직넘버(오토시 의미없음)
int AddMagicSell = 112; // 추가매도 매직넘버(오토시 의미없음)
int AddTicketbuy,AddTicketsell;
//+------------------------------------------------------------------+
//| 헤지진입관련 변수설정 |
//+------------------------------------------------------------------+
extern double HgMultiply=2.0; // Hedge 랏 승수
extern bool HgEntry = TRUE; // Hedge Entry Enbled or Disable
extern bool StopAdd = FALSE; // Hedge진입후 Gap2배 차이나는 경우 Additional or Hedge 선택(Hedge와 다른방향 True, 같은 방향 False)
extern int Hgbuy = 1; // 최대 Hedge Buy 개수
extern int Hgsell = 1; // 최대 Hedge Sell 개수
extern double HgDiff = 3; // 헤지진입기준 매수/매도오더수의 차이 => 초기진입오더수+추가진입오더수
extern double HgProfit = 10; // 헤지 일괄청산 기준 수익
extern int HgTP = 150; // Hedge Entry TP
extern int HgSL = 1000; // Hedge Entry SL
extern double HgTrailingStop = 15.0; // Hedge Entry 트레일링 설정시 > 0
extern string HGOutComment = "Reverse YS_RT_IlmokCloud_New_V0.1"; // Hedge Entry 매매비고
int HgMagicBuy = 103; // 헤지매수 매직넘버(오토시 의미없음)
int HgMagicSell = 113; // 헤지매도 매직넘버(오토시 의미없음)
int HgTicketbuy,HgTicketsell;
//+------------------------------------------------------------------+
//| 초기화 |
//+------------------------------------------------------------------+
int init()
{
return(0);
}
//+------------------------------------------------------------------+
//| 종료시 설정 |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| EA Start |
//+------------------------------------------------------------------+
int start() { // EA 시작
// 통화별 매직넘버 및 스텝설정치 가져오기
getmagicbuy();
getmagicsell();
getbuystep();
getsellstep();
StopOutClose();
AddMagicSell = Magicsell+1;
AddMagicBuy = Magicbuy+1;
HgMagicSell = Magicsell+2;
HgMagicBuy = Magicbuy+2;
ask00 = MarketInfo(Symbol(),MODE_ASK);
bid00 = MarketInfo(Symbol(),MODE_BID);
int mydigit=MarketInfo(Symbol(), MODE_DIGITS);
int spread=MarketInfo(Symbol(),MODE_SPREAD);
if(TrailingStop > 0) MoveTrailingStop(Magicbuy, Magicsell, TrailingStop);
if(AddTrailingStop > 0) MoveTrailingStop(AddMagicBuy, AddMagicSell, AddTrailingStop);
if(HgTrailingStop > 0) MoveTrailingStop(HgMagicBuy, HgMagicSell, HgTrailingStop);
if(BreakEven>0) MoveBreakEven(Magicbuy, Magicsell, BreakEven, BreakPoint);
if(!NewBar()) return(0);
if(spread > MaxSpread*PointValue()) {
InitEntry = FALSE;
AddEntry = FALSE;
HgEntry = FALSE;
}
//+------------------------------------------------------------------+
//| 매수 및 매도조건 설정함수 |
//+------------------------------------------------------------------+
/*
매수조건 : 양운구름상단과 저가와의 차이가 최대이고, 후행주가와 후행스팬과의 차이가 최대인 경우
- 이이전저가(LPrice2)가 26(HL_Days)일 최저가 : LPrice2 = LMin2
- 이전저가(LPrice1)가 이이전저가(LPrice2)보다 크고(반등), 현재봉의 시가가 이전저가(LPrice1)보다 크다. : LPrice1 > LPrice2 && OPrice0 > LPrice1
- 역배열상태 - 선행스팬1 > 선행스팬2 > 기준선 > 전환선 > 이전종가 : SunHangA1 > SunHangB1 && SunHangB1 > KiJun1 && KiJun1 > JunHwan1 && JunHwan1 > BPrice1
- 후행스팬(27) < 후행고가(27) && 선행스팬1(0) > 선행스팬상단(25) : HuHang1 < HPrice27 && SunHangA1 > MathMax(SunHangA25 , SunHangB25)
- 후행고가(27)-후행스팬(27) > 선행스팬1(1) - 이전저가(LPrice1) : HPrice27 - HuHang1 > SunHangA1 - LPrice1
*/
double HMax2 = High[iHighest(NULL,0,MODE_HIGH,HL_Days,2)] ; //기준기간내 최고가
double LMin2 = Low[iLowest(NULL,0,MODE_LOW,HL_Days,2)] ; //기준기간내 최저가
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 OPrice0 = iOpen(Symbol(), 0, 0);
double BPrice1 = iClose(Symbol(), 0, 1);
double LPrice1 = iLow(Symbol(), 0, 1);
double LPrice2 = iLow(Symbol(), 0, 2);
double LPrice27 = iLow(Symbol(), 0, HL_Days+1);
double HPrice1 = iHigh(Symbol(), 0, 1);
double HPrice2 = iHigh(Symbol(), 0, 2);
double HPrice27 = iHigh(Symbol(), 0, HL_Days+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 SunHangA25 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_SENKOUSPANA, -Seonhang+1);
double SunHangB25 = iIchimoku(Symbol(), 0, ShortTerm, MidTerm, LongTerm, MODE_SENKOUSPANB, -Seonhang+1);
double LastPrice26 = iClose(Symbol(), 0, Huhang);
double LastPrice27 = iClose(Symbol(), 0, Huhang+1);
/*
매도조건 : 음운구름하단과 고가와의 차이가 최대이고, 후행주가와 후행스팬과의 차이가 최대인 경우
- 이이전고가(HPrice2)가 26(HL_Days)일 최고가 : HPrice2 = HMax2
- 이전고가(HPrice1)가 이이전고가(HPrice2)보다 작고(반락), 현재봉의 시가가 이전고가(HPrice1)보다 작다. : HPrice1 < HPrice2 && OPrice0 < HPrice1
- 정배열상태 - 선행스팬1 < 선행스팬2 < 기준선 < 전환선 < 이전종가 : SunHangA1 < SunHangB1 && SunHangB1 < KiJun1 && KiJun1 < JunHwan1 && JunHwan1 < BPrice1
- 후행스팬(27) > 후행저가(27) && 선행스팬1(1) < 선행스팬하단(25) : HuHang1 > LPrice27 && SunHangA1 < MathMin(SunHangA25 , SunHangB25)
- 후행스팬(27)-후행저가(27) > 이전고가(HPrice1)-선행스팬1(1) : HuHang1 - LPrice27 > HPrice1 - SunHangA1
*/
bool buycon1 = FALSE;
bool buycon2 = FALSE;
bool buycon3 = FALSE;
bool buycon4 = FALSE;
bool buycon5 = FALSE;
bool buycon6 = FALSE;
bool BuyCon = FALSE;
if ( LPrice2 == LMin2 ) buycon1=TRUE;
if ( LPrice1 > LPrice2 && OPrice0 > LPrice1 ) buycon2=TRUE;
if ( SunHangA1 > SunHangB1 && SunHangB1 > KiJun1 && KiJun1 > JunHwan1 && JunHwan1 > BPrice1 ) buycon3=TRUE;
if ( HuHang1 < HPrice27 && SunHangA1 > MathMax(SunHangA25 , SunHangB25) ) buycon4=TRUE;
if ( HPrice27 - HuHang1 > SunHangA1 - LPrice1 ) buycon5=TRUE;
if( buycon1 && buycon2 && buycon3 && buycon4 && buycon5 ) BuyCon=TRUE;
//=========================================================================
//------------------------------------------------
// Sell 조건
//------------------------------------------------
bool sellcon1 = FALSE;
bool sellcon2 = FALSE;
bool sellcon3 = FALSE;
bool sellcon4 = FALSE;
bool sellcon5 = FALSE;
bool sellcon6 = FALSE;
bool SellCon = FALSE;
if ( HPrice2 == HMax2 ) sellcon1=TRUE;
if ( HPrice1 < HPrice2 && OPrice0 < HPrice1 ) sellcon2=TRUE;
if ( SunHangA1 < SunHangB1 && SunHangB1 < KiJun1 && KiJun1 < JunHwan1 && JunHwan1 < BPrice1 ) sellcon3=TRUE;
if ( HuHang1 > LPrice27 && SunHangA1 < MathMin(SunHangA25 , SunHangB25) ) sellcon4=TRUE;
if ( HuHang1 - LPrice27 > HPrice1 - SunHangA1 ) sellcon5=TRUE;
if( sellcon1 && sellcon2 && sellcon3 && sellcon4 && sellcon5 ) SellCon=TRUE;
//==========================================================================================================================================================================================================
//+------------------------------------------------------------------+
//| Buy Order (Initial) |
//+------------------------------------------------------------------+
if( InitEntry && TotalOrders(Magicbuy) < Initbuy ) { // 3
if( BuyCon ) { // 4
RefreshRates();
ticketbuy = OpenOrders(Symbol(),OP_BUY, lotsbuy, Slippage, StopLoss, TakeProfit, Magicbuy,0);
} // 4
} // 3
//+------------------------------------------------------------------+
//| Sell Order (Initial) |
//+------------------------------------------------------------------+
if( InitEntry && TotalOrders(Magicsell) < Initsell ) { // 5
if( SellCon ) { // 6
RefreshRates();
ticketsell = OpenOrders(Symbol(),OP_SELL, lotssell, Slippage, StopLoss, TakeProfit, Magicsell,0);
} // 6
} // 5
//+------------------------------------------------------------------+
//| Additional 주문입력 함수 |
//+------------------------------------------------------------------+
// ***** Additional Buy 초기작업 *****************
bool AddBuyOn = FALSE;
bool AddInitBuyOn = FALSE;
bool AddBuyDiff = TRUE;
double InitBuyPrice = FindLastBuyPrice(Magicbuy);
double AddBuyPrice = FindLastBuyPrice(AddMagicBuy);
double buystepadjust = buystep*PointValue()*Point;
if( (TotalOrders(AddMagicBuy) == 0) && (TotalOrders(Magicbuy) == Initbuy) && InitBuyPrice > 0 && (bid00 - InitBuyPrice <= -buystepadjust) ) AddInitBuyOn = TRUE;
else AddInitBuyOn = FALSE;
if( (TotalOrders(AddMagicBuy) < Addbuy) && (TotalOrders(AddMagicBuy) > 0) && AddBuyPrice > 0 && (bid00 - AddBuyPrice <= -buystepadjust) ) AddBuyOn = TRUE;
else AddBuyOn = FALSE;
if( TotalOrders(AddMagicBuy) - TotalOrders(AddMagicSell) >= AddDiff ) AddBuyDiff = FALSE;
else AddBuyDiff = TRUE;
//---------------------------------------------------------
// Buy 손실발생에 따른 Additional Buy 진입
//---------------------------------------------------------
double Addlotbuy=NormalizeDouble(AddMultiply*lotsbuy,2); // Additional Buy 랏수
if(AddEntry && AddBuyDiff) { // 7
if (AddInitBuyOn || AddBuyOn) { // 8
DeletePendingBuyOrder(AddMagicBuy);
RefreshRates();
AddTicketbuy = OpenOrders(Symbol(),OP_BUY, Addlotbuy, Slippage, AddSL , AddTP, AddMagicBuy,1);
} // 8
} // 7
//------------------------------------------------
// Additional Sell 초기작업
//------------------------------------------------
bool AddSellOn = FALSE;
bool AddSellDiff = TRUE;
bool AddInitSellOn = FALSE;
double InitSellPrice = FindLastSellPrice(Magicsell);
double AddSellPrice = FindLastSellPrice(AddMagicSell);
double sellstepadjust = sellstep*PointValue()*Point;
if( (TotalOrders(AddMagicSell)==0) && (TotalOrders(Magicsell) == Initsell) && InitSellPrice > 0 && (InitSellPrice - ask00 <= -sellstepadjust) ) AddInitSellOn = TRUE;
else AddInitSellOn = FALSE;
if( (TotalOrders(AddMagicSell) < Addsell) && (TotalOrders(AddMagicSell) > 0) && AddSellPrice > 0 && (AddSellPrice - ask00 <= -sellstepadjust)) AddSellOn = TRUE;
else AddSellOn = FALSE;
if( TotalOrders(AddMagicSell) - TotalOrders(AddMagicBuy) >= AddDiff ) AddSellDiff = FALSE;
else AddSellDiff = TRUE;
//---------------------------------------------------------
// Sell 손실발생에 따른 Additional Sell 진입
//---------------------------------------------------------
double Addlotsell=NormalizeDouble(AddMultiply*lotssell,2); // Additional Sell 랏수
if(AddEntry && AddSellDiff) { // 9
if (AddInitSellOn || AddSellOn) { // 10
DeletePendingSellOrder(AddMagicSell);
RefreshRates();
AddTicketsell = OpenOrders(Symbol(),OP_SELL, Addlotsell, Slippage, AddSL, AddTP, AddMagicSell,1);
} // 10
} // 9
//+------------------------------------------------------------------+
//| Hedge 주문입력 함수 |
//+------------------------------------------------------------------+
bool BuyLosses = FALSE;
bool SellLosses = FALSE;
bool BuyStopLosses = FALSE;
bool SellStopLosses = FALSE;
bool BuyLimitLosses = FALSE;
bool SellLimitLosses = FALSE;
double hedgelotbuy = NormalizeDouble(lotsbuy*HgMultiply,2); // Hedge Buy 랏수
double hedgelotsell = NormalizeDouble(lotssell*HgMultiply,2); // Hedge Sell 랏수
int BuyDiff = (TotalOrders(AddMagicBuy) - TotalOrders(AddMagicSell)) + (TotalOrders(Magicbuy) - TotalOrders(Magicsell)) ;
int SellDiff = (TotalOrders(AddMagicSell) - TotalOrders(AddMagicBuy)) + (TotalOrders(Magicsell) - TotalOrders(Magicbuy)) ;
AddSellPrice = FindLastSellPrice(AddMagicSell);
AddBuyPrice = FindLastBuyPrice(AddMagicBuy);
if ( AddSellPrice > 0 && AddSellPrice - ask00 <= -sellstepadjust ) SellLosses = TRUE;
else SellLosses = FALSE;
if ( AddBuyPrice > 0 && bid00 - AddBuyPrice <= -buystepadjust ) BuyLosses = TRUE;
else BuyLosses = FALSE;
if ( AddSellPrice > 0 && AddSellPrice - ask00 <= -sellstepadjust*2 ) SellStopLosses = TRUE;
else SellStopLosses = FALSE;
if ( AddBuyPrice > bid00 && bid00 - AddBuyPrice <= -buystepadjust*2 ) BuyStopLosses = TRUE;
else BuyStopLosses = FALSE;
if ( AddBuyPrice > AddSellPrice && bid00 < AddSellPrice && bid00 - AddSellPrice <= -buystepadjust*2 ) SellLimitLosses = TRUE;
else SellLimitLosses = FALSE;
if ( AddBuyPrice > AddSellPrice && AddBuyPrice < ask00 && AddBuyPrice - ask00 <= -sellstepadjust*2 ) BuyLimitLosses = TRUE;
else BuyLimitLosses = FALSE;
bool HedgeBuy = FALSE;
bool HedgeStopBuy = FALSE;
if (HgEntry && TotalOrders(HgMagicBuy) < Hgbuy && SellDiff >= HgDiff && SellLosses) HedgeBuy = TRUE;
else HedgeBuy = FALSE;
if (HgEntry && TotalOrders(HgMagicBuy) < Hgbuy && SellDiff >= HgDiff && SellStopLosses) HedgeStopBuy = TRUE;
else HedgeStopBuy = FALSE;
//****** Sell 손실발생에 따른 Buy Hedge 진입 **************
if(HedgeBuy) { // 11
RefreshRates();
HgTicketbuy=OpenOrders(Symbol(),OP_BUY,hedgelotbuy,Slippage,HgSL,HgTP,HgMagicBuy,2);
} // 11
if( HedgeStopBuy ) { // 21
if(StopAdd) { // 22
RefreshRates();
AddTicketsell = OpenStopOrders(Symbol(),OP_SELLSTOP, Addlotsell,NormalizeDouble(AddSellPrice+sellstepadjust, Digits), Slippage, AddSL, AddTP, AddMagicSell,1);
} // 22
else
{ // 23
if(!StopAdd) { // 32
if(BuyLimitLosses) { // 33
RefreshRates();
DeleteBuyLimitOrder(AddMagicBuy, AddBuyPrice);
AddTicketbuy = OpenLimitOrders(Symbol(),OP_BUYLIMIT, Addlotbuy,NormalizeDouble(AddBuyPrice+sellstepadjust, Digits), Slippage, AddSL, AddTP, AddMagicBuy,1);
} // 33
else
{ // 31
RefreshRates();
DeleteBuyLimitOrder(AddMagicBuy, AddSellPrice);
AddTicketbuy = OpenLimitOrders(Symbol(),OP_BUYLIMIT, Addlotbuy,NormalizeDouble(AddSellPrice+sellstepadjust, Digits), Slippage, AddSL, AddTP, AddMagicBuy,1);
} // 31
} // 32
} // 23
} // 21
//****** Buy손실발생에 따른 Sell Hedge 진입 **************
bool HedgeSell = FALSE;
bool HedgeStopSell = FALSE;
if (HgEntry && TotalOrders(HgMagicSell) < Hgsell && BuyLosses) HedgeSell = TRUE;
else HedgeSell = FALSE;
if (HgEntry && TotalOrders(HgMagicSell) < Hgsell && BuyStopLosses) HedgeStopSell = TRUE;
else HedgeStopSell = FALSE;
if( HedgeSell ) { // 14
RefreshRates();
HgTicketsell=OpenOrders(Symbol(),OP_SELL,hedgelotsell,Slippage,HgSL,HgTP,HgMagicSell,2);
} // 14
if( HedgeStopSell ) { // 20
if(StopAdd) { // 24
RefreshRates();
AddTicketbuy = OpenStopOrders(Symbol(),OP_BUYSTOP, Addlotbuy,NormalizeDouble(AddBuyPrice-buystepadjust, Digits), Slippage, AddSL, AddTP, AddMagicBuy,1);
} // 24
else
{ // 25
if(!StopAdd) { // 42
if(SellLimitLosses) { // 43
DeleteSellLimitOrder(AddMagicSell, AddSellPrice);
RefreshRates();
AddTicketsell = OpenLimitOrders(Symbol(),OP_SELLLIMIT, Addlotsell,NormalizeDouble(AddSellPrice-buystepadjust, Digits), Slippage, AddSL, AddTP, AddMagicSell,1);
} // 43
else
{ // 41
DeleteSellLimitOrder(AddMagicSell, AddBuyPrice);
RefreshRates();
AddTicketsell = OpenLimitOrders(Symbol(),OP_SELLLIMIT, Addlotsell,NormalizeDouble(AddBuyPrice-buystepadjust, Digits), Slippage, AddSL, AddTP, AddMagicSell,1);
} // 41
} // 42
} // 25
} // 20
//+------------------------------------------------------------------+
//| 수익달성시 일괄 청산 함수(Initial + Additional Entry) |
//+------------------------------------------------------------------+
bool AddCloseAllOn = false;
if( AddCloseAllEnabled && ( ( Profit(Magicbuy) + Profit(AddMagicBuy) + Profit(Magicsell) + Profit(AddMagicSell) ) > AddCloseAllProfit ) && ( Profit(Magicsell) < 0 || Profit(Magicbuy) < 0 || Profit(AddMagicBuy) < 0 || Profit(AddMagicSell) < 0) ) AddCloseAllOn = true;
else AddCloseAllOn = false;
if(AddCloseAllOn) { // 18
int total = OrdersTotal();
for(int y=total-1;y >= 0;y--) { // 19
OrderSelect(y, SELECT_BY_POS, MODE_TRADES);
int type = OrderType();
bool result = false;
RefreshRates();
if( OrderMagicNumber()==Magicbuy || OrderMagicNumber()==Magicsell || OrderMagicNumber()==AddMagicBuy || OrderMagicNumber()==AddMagicSell ) { // 20
execution = GetTickCount();
switch(type) { //switch
case OP_BUY : result = OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_BID),Slippage,Red);
break;
case OP_SELL : result = OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_ASK),Slippage, Blue);
} //switch
execution = GetTickCount()-execution;
if(result == false) { // 21
Print("Order ", OrderTicket(), " failed to close. Error:", GetLastError() );
} // 21
} // 20
} // 19
} // 18
//+------------------------------------------------------------------+
//| Hedge 일괄 청산 함수(Initial + Additional Entry + Hedge Entry) |
//+------------------------------------------------------------------+
bool HedgeCloseAllPositions = false;
if( Profit(Magicbuy) + Profit(Magicsell) + Profit(HgMagicBuy) + Profit(HgMagicSell) + Profit(AddMagicSell) + Profit(AddMagicBuy) > HgProfit && ( TotalOrders(HgMagicBuy)!= 0 || TotalOrders(HgMagicSell)!= 0 ) ) HedgeCloseAllPositions = true;
else HedgeCloseAllPositions = false;
if(HedgeCloseAllPositions) { // 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()==HgMagicBuy || OrderMagicNumber()==Magicsell || OrderMagicNumber()==HgMagicSell || OrderMagicNumber()==AddMagicBuy || OrderMagicNumber()==AddMagicSell) { // 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 |
//+------------------------------------------------------------------+
string ScreenStr;
int hborders = HBuyOrders(Magicbuy)+HBuyOrders(AddMagicBuy)+HBuyOrders(HgMagicBuy);
int hsorders = HSellOrders(Magicsell)+HSellOrders(HgMagicSell)+HSellOrders(AddMagicSell);
int horders = hborders+hsorders;
double hbprofit = HBProfit(Magicbuy)+HBProfit(AddMagicBuy)+HBProfit(HgMagicBuy);
double hsprofit = HSProfit(Magicsell)+HSProfit(AddMagicSell)+HSProfit(HgMagicSell);
double hprofit = hbprofit+hsprofit;
int SellOrd = TotalOrders(Magicsell) + TotalOrders(HgMagicSell) + TotalOrders(AddMagicSell);
int BuyOrd = TotalOrders(Magicbuy) + TotalOrders(HgMagicBuy) + TotalOrders(AddMagicBuy);
double ProfitBuy = Profit(Magicbuy) + Profit(HgMagicBuy) + Profit(AddMagicBuy);
double ProfitSell = Profit(Magicsell) + Profit(HgMagicSell) + Profit(AddMagicSell);
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);
ScreenStr = StringConcatenate("Server : ",AccountServer()," , My Time : ",TimeToStr(TimeCurrent(),TIME_SECONDS)," 평가잔액 = ",AccountEquity()," Leverage: ",AccountLeverage(),":1, 1Lot당 증거금_$",MarketInfo(Symbol(), MODE_MARGINREQUIRED)," Execution : ",execution,"ms")+"\n";
ScreenStr = ScreenStr + StringConcatenate("StopLevel : ",MarketInfo(Symbol(), MODE_STOPLEVEL)," , Freeze Level : ",MarketInfo(Symbol(), MODE_FREEZELEVEL)," , StopOut : ",AccountStopoutLevel(),"%, Spread_",spread,", Max Spread_",MaxSpread*PointValue()," 헤지후 Add_",StopAdd," 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)," Add Buy Price : ",FindLastBuyPrice(AddMagicBuy)," Init Sell Price : ",FindLastSellPrice(Magicsell)," AddSellPrice : ", FindLastSellPrice(AddMagicSell)," BuyStep : ",buysteps," SellStep ",sellsteps)+"\n";
ScreenStr = ScreenStr + StringConcatenate("매수조건_",BuyCon," 매도조건_",SellCon," Init Buy_",AddInitBuyOn," Init Sell_",AddInitSellOn," Add Buy_",AddBuyOn," Add Sell_", AddSellOn," Hedge Buy_",SellLosses," Hedge Sell_",BuyLosses)+"\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);
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);
}
/*
bool NewBarBuy()
{
if(PreviousBarTime1<Time[0])
{
PreviousBarTime1=Time[0];
return(true);
}
return(false);
}
bool NewBarSell()
{
if(PreviousBarTime2<Time[0])
{
PreviousBarTime2=Time[0];
return(true);
}
return(false);
}
*/
//+------------------------------------------------------------------+
//| 통화별 매직넘버 설정 함수 |
//+------------------------------------------------------------------+
int getmagicbuy()
{
//buy
if( AutoMagic == TRUE )
{
if(Symbol() == "AUDUSDm" || Symbol() == "AUDUSD") Magicbuy = 3085210;
if(Symbol() == "EURGBPm" || Symbol() == "EURGBP") Magicbuy = 5085210;
if(Symbol() == "EURUSDm" || Symbol() == "EURUSD") Magicbuy = 1085210;
if(Symbol() == "GBPUSDm" || Symbol() == "GBPUSD") Magicbuy = 2085210;
if(Symbol() == "USDCADm" || Symbol() == "USDCAD") Magicbuy = 7085210;
if(Symbol() == "USDCHFm" || Symbol() == "USDCHF") Magicbuy = 6085210;
if(Symbol() == "USDJPYm" || Symbol() == "USDJPY") Magicbuy = 4085210;
}
return(Magicbuy);
}
int getmagicsell()
{
//sell
if( AutoMagic == TRUE )
{
if(Symbol() == "AUDUSDm" || Symbol() == "AUDUSD") Magicsell = 3085251;
if(Symbol() == "EURGBPm" || Symbol() == "EURGBP") Magicsell = 5085251;
if(Symbol() == "EURUSDm" || Symbol() == "EURUSD") Magicsell = 1085251;
if(Symbol() == "GBPUSDm" || Symbol() == "GBPUSD") Magicsell = 2085251;
if(Symbol() == "USDCADm" || Symbol() == "USDCAD") Magicsell = 7085251;
if(Symbol() == "USDCHFm" || Symbol() == "USDCHF") Magicsell = 6085251;
if(Symbol() == "USDJPYm" || Symbol() == "USDJPY") Magicsell = 4085251;
}
return(Magicsell);
}
//+------------------------------------------------------------------+
//| 통화별 Buy/ Sell Step 설정함수 |
//+------------------------------------------------------------------+
double getsellstep() {
int mydigit=MarketInfo(Symbol(), MODE_DIGITS);
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() {
int divider = 25;
int mydigit=MarketInfo(Symbol(), MODE_DIGITS);
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);
}
//+------------------------------------------------------------------+
//| 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 = OutComment;
break;
case 1 : ETComments = AddOutComment;
break;
case 2 : ETComments = HGOutComment;
} //switch
if (StopLosses == 0) {
stopbuy = 0;
stopsell = 0;
}
if (TakeProfit == 0) {
tpbuy = 0;
tpsell = 0;
}
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
//+------------------------------------------------------------------+
//| 주문 함수 (OpenStopOrders) |
//+------------------------------------------------------------------+
int OpenStopOrders( string SymbolName, int CmdType, double Lots, double openprice, 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(openprice-(StopLosses*PointValue()*Point),Digits);
double stopsell = NormalizeDouble(openprice+(StopLosses*PointValue()*Point),Digits);
double tpbuy = NormalizeDouble(openprice+(TakeProfit*PointValue()*Point),Digits);
double tpsell = NormalizeDouble(openprice-(TakeProfit*PointValue()*Point),Digits);
// EntryType = 0 : Init Entry, 1 : Additional Entry, 2 ; Hedge Entry
switch(EntryType) { //switch
case 0 : ETComments = OutComment;
break;
case 1 : ETComments = AddOutComment;
break;
case 2 : ETComments = HGOutComment;
} //switch
if (StopLosses == 0) {
stopbuy = 0;
stopsell = 0;
}
if (TakeProfit == 0) {
tpbuy = 0;
tpsell = 0;
}
if (CmdType == OP_BUYSTOP) { // Buy 시작
Comments = ETComments+"샀어";
CLRs = Red;
if (ECN == true) { // ECN 시작
execution = GetTickCount();
Ticket = OrderSend(SymbolName, CmdType, Lots, openprice, 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, openprice, 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_SELLSTOP) { // Sell 시작
Comments = ETComments+"팔았어";
CLRs = Blue;
if (ECN == true) { // ECN 시작
execution = GetTickCount();
Ticket = OrderSend(SymbolName, CmdType, Lots, openprice, 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, openprice, 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
//+------------------------------------------------------------------+
//| 주문 함수 (OpenLimitOrders) |
//+------------------------------------------------------------------+
int OpenLimitOrders( string SymbolName, int CmdType, double Lots, double openprice, 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(openprice-(StopLosses*PointValue()*Point),Digits);
double stopsell = NormalizeDouble(openprice+(StopLosses*PointValue()*Point),Digits);
double tpbuy = NormalizeDouble(openprice+(TakeProfit*PointValue()*Point),Digits);
double tpsell = NormalizeDouble(openprice-(TakeProfit*PointValue()*Point),Digits);
// EntryType = 0 : Init Entry, 1 : Additional Entry, 2 ; Hedge Entry
switch(EntryType) { //switch
case 0 : ETComments = OutComment;
break;
case 1 : ETComments = AddOutComment;
break;
case 2 : ETComments = HGOutComment;
} //switch
if (StopLosses == 0) {
stopbuy = 0;
stopsell = 0;
}
if (TakeProfit == 0) {
tpbuy = 0;
tpsell = 0;
}
if (CmdType == OP_BUYLIMIT) { // Buy 시작
Comments = ETComments+"샀어";
CLRs = Red;
if (ECN == true) { // ECN 시작
execution = GetTickCount();
Ticket = OrderSend(SymbolName, CmdType, Lots, openprice, 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, openprice, 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_SELLLIMIT) { // Sell 시작
Comments = ETComments+"팔았어";
CLRs = Blue;
if (ECN == true) { // ECN 시작
execution = GetTickCount();
Ticket = OrderSend(SymbolName, CmdType, Lots, openprice, 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, openprice, 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() < OutBalance || AccountBalance() < OutBalance) 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
//+------------------------------------------------------------------+
//| 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);
}
//+------------------------------------------------------------------+
//| Pending Buy Order Delete Function |
//+------------------------------------------------------------------+
// Additional Buy Order 진입시 기존 Pending Buy Order 삭제
void DeletePendingBuyOrder(int magic) { // 0
for(int i=0;i<OrdersTotal();i++) { // 1
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==magic && ( OrderType()==OP_BUYSTOP || OrderType()==OP_BUYLIMIT ) ) { // 3
OrderDelete(OrderTicket());
} // 3
} // 1
} // 0
//+------------------------------------------------------------------+
//| Pending Sell Order Delete Function |
//+------------------------------------------------------------------+
// Additional Sell Order 진입시 기존 Pending Sell Order 삭제
void DeletePendingSellOrder(int magic) { // 0
for(int i=0;i<OrdersTotal();i++) { // 1
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if( OrderSymbol()==Symbol() && OrderMagicNumber()==magic && ( OrderType()==OP_SELLSTOP || OrderType()==OP_SELLLIMIT ) ) { // 3
OrderDelete(OrderTicket());
} // 3
} // 1
} // 0
//+------------------------------------------------------------------+
//| Pending Sell Limit Order Delete Function(가격비교후) |
//+------------------------------------------------------------------+
void DeleteSellLimitOrder(int magic, double compair_price) { // 0
double ord_price;
double buffer = 0;
for(int i=0;i<OrdersTotal();i++) { // 1
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if (OrderSymbol() != Symbol() || OrderMagicNumber() != magic || OrderType() != OP_SELLLIMIT ) continue;
if( OrderSymbol()==Symbol() && OrderMagicNumber()==magic && OrderType()==OP_SELLLIMIT ) { // 2
ord_price = OrderOpenPrice();
if (ord_price < compair_price) { // 3
buffer = ord_price;
OrderDelete(OrderTicket());
} // 3
} // 2
} // 1
} // 0
//+------------------------------------------------------------------+
//| Pending Buy Limit Order Delete Function(가격비교후) |
//+------------------------------------------------------------------+
void DeleteBuyLimitOrder(int magic, double compair_price) { // 0
double ord_price;
double buffer = 0;
for(int i=0;i<OrdersTotal();i++) { // 1
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if (OrderSymbol() != Symbol() || OrderMagicNumber() != magic || OrderType() != OP_BUYLIMIT ) continue;
if( OrderSymbol()==Symbol() && OrderMagicNumber()==magic && OrderType()==OP_BUYLIMIT ) { // 2
ord_price = OrderOpenPrice();
if (ord_price > compair_price) { // 3
buffer = ord_price;
OrderDelete(OrderTicket());
} // 3
} // 2
} // 1
} // 0
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