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655 pips (les sexy, pas les pipettes) en 4 mois sans aucun indic.
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MisterM
Membre très actif
620 messages -
NYKOES
Membre très actif
447 messagesSi ya encore une place, je suis preneur évidemment ! :) -
PHIL670
Membre très actif
256 messagesalors cela donne quoi les tests? -
furynick
Membre très actif
2090 messagesJe balance le code de l'EA tel qu'il est, il y a certainement des bugs mais je n'aurais pas l'occasion de m'y repencher avant un petit moment vu le projet que j'ai attaqué.
Cool, on a les smileys qui s'affichent !!
Code//+------------------------------------------------------------------+ //| FuRyXfirstBar.mq4 | //| Tous droits réservés, Nicolas Tuffier (2011) | //| http://www.furyweb.fr/forex/ | //+------------------------------------------------------------------+ #property copyright "Tous droits réservés, Nicolas Tuffier (2011)" #property link "http://www.furyweb.fr/forex/" #import "kernel32.dll" int GetTimeZoneInformation(int& a[]); #import "stdlib.ex4" string ErrorDescription(int error_code); #import #include <stderror.mqh> #define NAME "firstBar" #define VERSION "1.0" //---- input parameters extern double marginRisk = 0.2; extern double maxMarginRisk = 2.0; extern int takeProfit1 = 20; extern int takeProfit2 = 30; extern int takeProfit3 = 35; extern color buyColor = DodgerBlue; extern color sellColor = Crimson; extern int slippage = 2; int prd; // optimal selected period in minutes int prdIndex; // index in periods array int prdSize; // size of periods array int win; // winning trades count in loop of initialization int los; // loosing trades count in loop of initialization int logFile; // log file handle int bar2check; // current bar number being checked within 24h from 1 to PERIOD_D1 / Period() int limitCheck; // last bar id to be checked int initCheck; // number of bars to be checked int broker2gmt; // time offset from broker time to gmt in seconds int magicNumber; // magic number of trades int lotPrecision; // digits of minimal lot size bool openOnNextBar; // trade opening flag bool buySignal; // buy signal bool sellSignal; // sell signal bool initialization; // initialization period, find best bar for direction check bool breakeven; // breakeven flag double ratio; // winning ratio of current initialization loop double minSize; // size of minimal lots size double lotSize; // size of lot double stepSize; // size of minimal step size double savedVolume; // last volume information for new bar detection double pip2point; // conversion factor from pips to points ; 20 pips on 4/5 digits instrument = 0.002 points and 0.2 points on 2/3 digits instrument double activeTrailingStop;// level of current trailing stop, EMPTY_VALUE if not in use string periodName; // readable name of period string symb; // name of current Symbol double profitPoints[3]; // array of converted take profit levels double loss; // sum of previous trades loss in currency string checkBarAt; // optimal hour found for direction check int periods[4] = {PERIOD_M15, PERIOD_M30, PERIOD_H1, PERIOD_H4}; string prdNames[4] = {"M15", "M30", "H1", "H4"}; //+------------------------------------------------------------------+ //| detect new bar formed | //+------------------------------------------------------------------+ bool newBarFormed() { double vol = iVolume(symb, prd, 0); bool ret = vol < savedVolume; if (ret) Print("New bar detected"); savedVolume = vol; return(ret); } //+------------------------------------------------------------------+ //| normalize and convert double to string | //+------------------------------------------------------------------+ string d2s (double v, int p = -1) { if (p == -1) return (DoubleToStr(NormalizeDouble(v, Digits), Digits)); return (DoubleToStr(NormalizeDouble(v, p), p)); } //+------------------------------------------------------------------+ //| log messages to distinct files | //+------------------------------------------------------------------+ void msgLog(string msg) { Print(msg); msg=TimeToStr(TimeCurrent(),TIME_DATE|TIME_SECONDS)+" "+msg+"\r\n"; FileWriteString(logFile, msg, StringLen(msg)); } //+------------------------------------------------------------------+ //| reads or creates magic number for trades identification | //+------------------------------------------------------------------+ void readMagicNumber() { string fileName = NAME+".magic"; int hMagic = FileOpen(fileName, FILE_BIN|FILE_READ); if (hMagic < 0) { //---- initializing magic number MathSrand(TimeLocal()); magicNumber = MathRand(); hMagic = FileOpen(fileName, FILE_BIN|FILE_WRITE); FileWriteInteger(hMagic, magicNumber, SHORT_VALUE); msgLog("Magic number saved : " + magicNumber); } else { //---- loading existing magic number magicNumber = FileReadInteger(hMagic, SHORT_VALUE); msgLog("Magic number read : " + magicNumber); } FileClose(hMagic); } //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- int tzdata[172]; int tzinfo = GetTimeZoneInformation(tzdata); string barTime; initialization = true; activeTrailingStop = 0; bar2check = 0; openOnNextBar = false; symb = Symbol(); prdSize = ArraySize(periods); ratio = 0; pip2point = Point * MathPow(10, Digits % 2); minSize = MarketInfo(symb, MODE_MINLOT); lotSize = MarketInfo(Symbol(), MODE_LOTSIZE); stepSize = MarketInfo(Symbol(), MODE_LOTSTEP); profitPoints[0] = takeProfit1 * pip2point; profitPoints[1] = takeProfit2 * pip2point; profitPoints[2] = takeProfit3 * pip2point; broker2gmt = (3600.0 * MathRound((TimeLocal() - TimeCurrent()) / 3600)) + (60 * tzdata[0] - 3600 * (1 - tzinfo % 2)); for (lotPrecision = 0; lotPrecision < 5; lotPrecision++) if (MathFloor(stepSize * MathPow(10, lotPrecision)) > 0) break; logFile = FileOpen(NAME+"_"+VERSION+"_"+Symbol()+".log", FILE_BIN | FILE_READ | FILE_WRITE); FileSeek(logFile, 0, SEEK_END); readMagicNumber(); //---- check history data Comment("Initializing : checking history data of 60 last days"); // warning : need at least 5760 bars in M15 for (prdIndex = 0; prdIndex < prdSize; prdIndex++) if (iClose(symb, periods[prdIndex], 60 * PERIOD_D1 / periods[prdIndex]) == 0) { Comment("Data unavailable for " + prdNames[prdIndex]); return(-1); } msgLog("All history data were verified"); prdIndex = 0; while (prdIndex < prdSize) { if (bar2check == 0) { msgLog("initialization : check for period " + prdNames[prdIndex]); bar2check = iBars(symb, periods[prdIndex]) - 1; initCheck = PERIOD_D1 / periods[prdIndex]; limitCheck = bar2check - initCheck; win = 0; los = 0; } if (bar2check > limitCheck) { barTime = TimeToStr(iTime(symb, periods[prdIndex], bar2check), TIME_MINUTES); Comment("Initializing : searching for best ratio on ", prdNames[prdIndex], " with bars at ", barTime, " (", NormalizeDouble(100 * (prdIndex + (1.0 - ((1.0 * bar2check - limitCheck) / initCheck))) / prdSize, 1), "%)"); for (int n = bar2check; n > 0; n -= initCheck) { if (iClose(symb, periods[prdIndex], n) > iOpen(symb, periods[prdIndex], n)) { if (iHigh(symb, periods[prdIndex], iHighest(symb, periods[prdIndex], MODE_HIGH, initCheck, n - initCheck)) > iClose(symb, periods[prdIndex], n) + profitPoints[0]) win++; else los++; } else { if (iLow(symb, periods[prdIndex], iLowest(symb, periods[prdIndex], MODE_LOW, initCheck, n - initCheck)) < iClose(symb, periods[prdIndex], n) - profitPoints[0]) win++; else los++; } } if (1.0 * win / los > ratio) { ratio = 1.0 * win / los; prd = periods[prdIndex]; checkBarAt = barTime; msgLog("ratio on " + prdNames[prdIndex] + " with bars at " + barTime + " = " + ratio); } bar2check--; } else { bar2check = 0; prdIndex++; } } /*/ debug checkBarAt="15:35"; prd=5; //*/ switch (prd) { case PERIOD_M1: periodName = "M1"; break; case PERIOD_M5: periodName = "M5"; break; case PERIOD_M15: periodName = "M15"; break; case PERIOD_M30: periodName = "M30"; break; case PERIOD_H1: periodName = "H1"; break; case PERIOD_H4: periodName = "H4"; break; case PERIOD_D1: periodName = "D1"; break; case PERIOD_W1: periodName = "W1"; break; case PERIOD_MN1: periodName = "MN1"; break; default: periodName = "xx"; break; } initialization = false; Comment("Best ratio of " + d2s(ratio, 2) + " found on " + periodName + " at " + checkBarAt); //---- return(0); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- int i, n, step, error, total, ticket, tickets[4]; bool opened = false; bool newBar = newBarFormed(); double price, lotSize, pipValue, ts; color col, targets[3] = {Red, Orange, Yellow}; string msg, name, prefix[3] = {"TP2", "TP3", "TS"}; if (initialization) return(0); //---- close order if already open total = OrdersTotal(); if (StringFind(TimeToStr(TimeCurrent()), checkBarAt) >= 0) { for (i = 0; i < total; i++) if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) if (OrderMagicNumber() == magicNumber && OrderSymbol() == symb) { opened = true; if (OrderType() == OP_BUY) { price = Bid; col = buyColor; } if (OrderType() == OP_SELL) { price = Ask; col = sellColor; } name = TimeYear(TimeCurrent()) + TimeDayOfYear(TimeCurrent()); ObjectCreate(name, OBJ_RECTANGLE, 0, OrderOpenTime(), OrderOpenPrice(), Time[0], price); if (OrderProfit() > 0) ObjectSet(name, OBJPROP_COLOR, Lime); else ObjectSet(name, OBJPROP_COLOR, Red); msgLog("closing trade #" + OrderTicket() + " on trading window end"); OrderClose(OrderTicket(), OrderLots(), price, slippage, col); } if (opened) return(0); } //---- manage opened orders ticket = 0; step = -1; for (i = 0; i < total; i++) if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) if (OrderMagicNumber() == magicNumber && OrderSymbol() == symb) { opened = true; if (StringFind(OrderComment(), "TP") == 0) { // check fixed targets step = StrToInteger(StringSubstr(OrderComment(), 2, 1)); if (step == 1) break; if (OrderType() == OP_BUY) { if (OrderStopLoss() == 0) { // set breakeven stop msgLog("Setting breakeven stop to order #" + OrderTicket()); OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0); error = GetLastError(); if (error != ERR_NO_ERROR) msgLog("Error setting SL on order #" + OrderTicket() + " : " + ErrorDescription(error)); else breakeven = true; } } else if (OrderType() == OP_SELL) { if (OrderStopLoss() == 0) { // set breakeven stop msgLog("Setting breakeven stop to order #" + OrderTicket()); OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0); error = GetLastError(); if (error != ERR_NO_ERROR) msgLog("Error setting SL on order #" + OrderTicket() + " : " + ErrorDescription(error)); else breakeven = true; } } } else { // manage trailing stop, ts value vary between profitPoints[2] and profitPoints[2] - profitPoints[1] from OpenTime to OpenTime + 86400 (1 day) if (OrderType() == OP_BUY) { if (OrderStopLoss() == 0) { // set breakeven stop msgLog("Setting breakeven stop to order #" + OrderTicket()); OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0); error = GetLastError(); if (error != ERR_NO_ERROR) msgLog("Error setting SL on order #" + OrderTicket() + " : " + ErrorDescription(error)); else breakeven = true; } if (step == -1) { ts = Bid - ((profitPoints[2] - profitPoints[1]) + (profitPoints[1] * (86400 - TimeCurrent() + OrderOpenTime()) / 86400)); if (activeTrailingStop == EMPTY_VALUE || activeTrailingStop < ts) activeTrailingStop = ts; if (Bid <= activeTrailingStop) { msgLog("Buy trailing stop hit"); OrderClose(OrderTicket(), OrderLots(), Bid, slippage, buyColor); error = GetLastError(); if (error != ERR_NO_ERROR) msgLog("Error closing order #" + OrderTicket() + " : " + ErrorDescription(error)); else activeTrailingStop = EMPTY_VALUE; } } } else if (OrderType() == OP_SELL) { if (OrderStopLoss() == 0) { // set breakeven stop msgLog("Setting breakeven stop to order #" + OrderTicket()); OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0); error = GetLastError(); if (error != ERR_NO_ERROR) msgLog("Error setting SL on order #" + OrderTicket() + " : " + ErrorDescription(error)); else breakeven = true; } if (step == -1) { ts = Ask + ((profitPoints[2] - profitPoints[1]) + (profitPoints[1] * (86400 - TimeCurrent() + OrderOpenTime()) / 86400)); if (activeTrailingStop == EMPTY_VALUE || activeTrailingStop > ts) activeTrailingStop = ts; if (Ask >= activeTrailingStop) { msgLog("Sell trailing stop hit"); OrderClose(OrderTicket(), OrderLots(), Ask, slippage, sellColor); error = GetLastError(); if (error != ERR_NO_ERROR) msgLog("Error closing order #" + OrderTicket() + " : " + ErrorDescription(error)); else activeTrailingStop = EMPTY_VALUE; } } } } } //---- open new trade pipValue = MarketInfo(symb, MODE_TICKVALUE); if (newBar && openOnNextBar) { msgLog("Opening new orders"); if (iClose(symb, prd, 1) > iOpen(symb, prd, 1)) { msgLog("Last bar is bullish, open buy order"); lotSize = MathFloor((AccountFreeMargin() * marginRisk / 100) / MathAbs(AccountFreeMargin() - AccountFreeMarginCheck(symb, OP_BUY, 1.0)) / 4 / minSize) * minSize; if (loss > 0) lotSize = MathMin(lotSize * loss / (pipValue * takeProfit1), lotSize * maxMarginRisk / marginRisk); ticket = OrderSend(symb, OP_BUY, lotSize, Ask, slippage, 0, 0, "TP1 "+NAME + " " + VERSION, magicNumber, 0, buyColor); error = GetLastError(); if (error == ERR_NO_ERROR) for (i = 0 ; i < 3 ; i++) { OrderModify(ticket, Ask, 0, Ask + profitPoints[i], 0); error = GetLastError(); if (error != 0) msgLog("Error modifying order #" + ticket + " : " + ErrorDescription(error)); ObjectCreate(ticket+" TP"+i, OBJ_TREND, 0, Time[0], Ask + profitPoints[i], Time[0] + 86400, Ask + profitPoints[i]); ObjectSet(ticket+" TP"+i, OBJPROP_COLOR, targets[i]); ObjectSet(ticket+" TP"+i, OBJPROP_RAY, false); RefreshRates(); ticket = OrderSend(symb, OP_BUY, lotSize, Ask, slippage, 0, 0, prefix[i] + " " + NAME + " " + VERSION, magicNumber, 0, buyColor); error = GetLastError(); if (error != ERR_NO_ERROR) msgLog("Error opening trade " + prefix[i] + " : " + ErrorDescription(error)); } else msgLog("Error opening initial trade : " + ErrorDescription(error)); } else { msgLog("Last bar is bearish, open sell order"); lotSize = MathFloor((AccountFreeMargin() * marginRisk / 100) / MathAbs(AccountFreeMargin() - AccountFreeMarginCheck(symb, OP_SELL, 1.0)) / 4 / minSize) * minSize; if (loss > 0) lotSize = MathMin(lotSize * loss / (pipValue * takeProfit1), lotSize * maxMarginRisk / marginRisk); ticket = OrderSend(symb, OP_SELL, lotSize, Bid, slippage, 0, 0, "TP1 " + NAME + " " + VERSION, magicNumber, 0, sellColor); error = GetLastError(); if (error == 0) for (i = 0 ; i < 3 ; i++) { OrderModify(ticket, Bid, 0, Bid - profitPoints[i], 0); error = GetLastError(); if (error != ERR_NO_ERROR) msgLog("Error modifying order #" + ticket + " : " + ErrorDescription(error)); ObjectCreate(ticket+" TP"+i, OBJ_TREND, 0, Time[0], Bid - profitPoints[i], Time[0] + 86400, Bid - profitPoints[i]); ObjectSet(ticket+" TP"+i, OBJPROP_COLOR, targets[i]); ObjectSet(ticket+" TP"+i, OBJPROP_RAY, false); RefreshRates(); ticket = OrderSend(symb, OP_SELL, lotSize, Bid, slippage, 0, 0, prefix[i] + " " + NAME + " " + VERSION, magicNumber, 0, sellColor); error = GetLastError(); if (error != ERR_NO_ERROR) msgLog("Error opening trade " + prefix[i] + " : " + ErrorDescription(error)); } else msgLog("Error opening initial trade : " + ErrorDescription(error)); } openOnNextBar = false; return(0); } //---- verify if current time match check time if (StringFind(TimeToStr(TimeCurrent()), checkBarAt) >= 0 && !openOnNextBar && !opened) { msgLog("Current bar will be checked on opening of next one"); openOnNextBar = true; n=0; loss = 0; int cnt = OrdersHistoryTotal(); for (i = 0; i < cnt; i++) if (OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) if (OrderSymbol() == symb && OrderMagicNumber() == magicNumber) loss -= OrderProfit(); } //---- print informations if (lotSize == 0) lotSize = MathFloor((AccountFreeMargin() * marginRisk / 100) / MathAbs(AccountFreeMargin() - AccountFreeMarginCheck(symb, OP_BUY, 1.0)) / 4 / minSize) * minSize * 4.0; msg = "Best ratio of " + d2s(ratio, 2) + " found on " + periodName + " at " + checkBarAt + "\nAccount free margin=" + d2s(AccountFreeMargin(), 2) + "\nAccount leverage=" + AccountLeverage() + ":1\nLot size=" + d2s(lotSize, lotPrecision) + "\nPip value=" + d2s(pipValue * lotSize, 2) + AccountCurrency(); if (openOnNextBar) msg = msg + "\nOrders will be opened on next bar"; if (opened) msg = msg + "\nOrders are opened"; else breakeven = false; if (breakeven) msg = msg + "\nBreakeven enabled"; if (step == -1 && opened) msg = msg + "\nTrailing stop enabled : " + d2s(ts); Comment(msg); //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- FileClose(logFile); //---- return(0); } //+------------------------------------------------------------------+ -
furynick
Membre très actif
2090 messagesPar contre, c'est moins cool d'avoir les smilies qui s'affichent dans le code ... je signale le bug. -
NYKOES
Membre très actif
447 messagesEn effet, mais on rectifiera de nous même ! Merci Fury pour l'investissement. BABS m'a flatté les merveilles de ton nouvel EA, bravo !! -
furynick
Membre très actif
2090 messagesDu coup je n'ai même pas eu le temps de le mettre en test et de voir s'il arrive à faire du bénef :/ -
babs
Membre très actif
743 messagesAfin de compléter le fil je poste le lien vers le journal du robot que j'ai lancé en démo.
http://babs06fury.mt4stats.com/
Quel projet furynick? professionnel? -
furynick
Membre très actif
2090 messagesProfessionnel et commercial ... donc confidentiel :)
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