#property version "111.008"
#property description "D'Alembert betting system :"
#property description "The stake should be decreasing after the winning bet,"
#property description "... and increasing after the loosing one."
input string WARNING="NOT all Input is check to be correct !";
input datetime LastRiskDate=D'2012.12.17 23:59:59'; // Do NOT take risk after this date ! (COMPETITION)
input double MinMargin=200.1; // Don't increase risk below this MARGIN_LEVEL !
input double KTP=0.0025; // TakeProfit as part of price ( 0.01=1.0% ) same to all Symbol
input double Limit_Position_Lot=2.5; // Maximal Position_volume per Symbol
input double Limit_Exposure_Lot=1.25; // Maximal Exposure per Value ( total from all symbols )
input double LotAtRisk=1.75; // Maximal Exposure at send +/-(Valu1-Valu2) = Accepted Risk
input bool Inverse = false; // Change position direction
input bool ManageTP = true; // Quickly close profitable position
input bool ManageLOSS=true; // Lower open price for loosing position
input int NoWorkTime=9; // Time betwen two executions (seconds) = accelerate tests
input int LotMX=3; // Multiply minimal order volume. Work only if 0.01
input int KStart=7; // Multiply Start volume
enum SymbolPosition {PNon,PBuy,PSell}; // This is a enum TYPE declaration !
/*
const int Nmax = 10; // Used Symbol (valu-pair) ; max=10
const int Vmax=5; // index of last used Value +1 , first index=0 !
double V[5]; // Value exposure ; 0=EUR,1=USD,2=JPY,3=CHF,4=GBP,5=CAD ... no other for now.
string S[10] = {"EURUSD","USDJPY","EURJPY","GBPJPY","GBPCHF","EURCHF","GBPUSD","EURGBP","USDCHF","CHFJPY"};
SymbolPosition A[10] = {PSell,PSell,PBuy,PBuy,PSell,PSell,PBuy,PBuy,PBuy,PSell}; // What is action for each symbol
SymbolPosition SPos[10]; // What is position for each symbol
*/
/*
const int Vmax=7; // index of last used Value +1 , first index=0 !
double V[7]; // Value exposure ; 0=EUR,1=USD,2=JPY,3=CHF,4=GBP,5=CAD,6=AUD.
const int Nmax = 12; // Used Symbol (valu-pair) ;
string S[12] = {"USDCHF","GBPUSD","EURUSD","USDJPY","USDCAD","AUDUSD","EURGBP","EURAUD","EURCHF","EURJPY","GBPJPY","GBPCHF"};
SymbolPosition A[12] = {PBuy,PSell,PBuy,PSell,PSell,PSell,PSell,PSell,PSell,PBuy,PBuy,PSell}; // What is action for each symbol
SymbolPosition SPos[12]; // What is position for each symbol
*/
const int Vmax=5; // index of last used Value +1 , first index=0 !
double V[5]; // Value exposure ; 0=EUR,1=USD,2=JPY,3=CHF,4=GBP,5=CAD ... no other for now.
const int Nmax=3; // Used Symbol (valu-pair) ;
string S[3]={"EURUSD","EURGBP","GBPUSD"};
SymbolPosition A[3]={PBuy,PSell,PSell}; // What is action for each symbol
SymbolPosition SPos[3]; // What is position for each symbol . ==> MUST BE a HAMMILTON settings !
double LotV; // Sum all lots : EXPOSURE
double LotP; // Sum all lots : POSITION
string Val1,Val2; // Current Symbol ( valu-pair == Val1/Val2 )
datetime LastMessageTime; // When Last Message was print
int I,J; // main program index
uchar SDig; // Current symbol digits
string Out; // Text on the screen
MqlTick T; // Tick value
MqlTradeRequest R; // Request - order
MqlTradeResult D; // Deal = result of Request
double LotMin; // Server setting
double NLots; // Current symbol : Position volume
double Take; // TakeProfit for open position (price).
double TP; // TakeProfit for each order (delta_price)
double SStop; // Market stop for current Symbol
datetime LastWorkTime; // Used to accelerate tests , with "NoWorkTime"
double BestBallance; // Used to protect from too much close with loss
bool CloseOne; // Used to stop manual close after firt one
double LotAtSend; // varible : Same as "LotAtRisk"
string Reason; // Why make Close_With_Loss
double FreeBalance; // Available money for correction
double TPMove;
string MaxExpSym; // Symbol with maximal position ( 1-"worst" position )
double MaxExpPos; // Volume of maximal existing position
string MaxLosSym; // Symbol with maximal loss ( 2-"worst" position )
double MaxLosPos; // Profit(Loss) of most loosing position.
string MaxProSym; // Symbol with maximal profit
double MaxProPos; // Value of maximal profit
void PrintNM(int NMTLimit,string NMS) // Print NMS with minimum interval NMTLimit seconds
{
if(LastMessageTime+NMTLimit<TimeCurrent())
{ LastMessageTime=TimeCurrent(); Print(NMS); }
}
int ValueToIndex(string SIndex) // in=Value_string; out=Index_of_Value;
{
if( SIndex=="EUR" ) return(0);
if( SIndex=="USD" ) return(1);
if( SIndex=="JPY" ) return(2);
if( SIndex=="CHF" ) return(3);
if( SIndex=="GBP" ) return(4);
if( SIndex=="CAD" ) return(5);
if( SIndex=="AUD" ) return(6);
return(-1);
}
string IndexToValue(int VIndex) // in=Index_of_Value; out=Value_string;
{
if( VIndex==0 ) return("EUR");
if( VIndex==1 ) return("USD");
if( VIndex==2 ) return("JPY");
if( VIndex==3 ) return("CHF");
if( VIndex==4 ) return("GBP");
if( VIndex==5 ) return("CAD");
if( VIndex==6 ) return("AUD");
return("ANY");
}
void Exposure() // result is : V[] , LotV , LotP, MaxExpSym - global
{
int EI,EJ; // index - local
double ELotP; // Position_Lot for current symbol in base EUR - local
for(EI=0;EI<Vmax;EI++) V[EI]=0.0; LotP=0.0;
for(EI=0;EI<PositionsTotal();EI++)
{
Val1=StringSubstr(PositionGetSymbol(EI),0,3); Val2=StringSubstr(PositionGetSymbol(EI),3,3); // here position is selected !!!
EJ=ValueToIndex(Val1);
switch(PositionGetInteger(POSITION_TYPE))
{
case POSITION_TYPE_BUY :
{
if(Val1=="EUR") ELotP=PositionGetDouble(POSITION_VOLUME);
else ELotP=PositionGetDouble(POSITION_VOLUME)/SymbolInfoDouble("EUR"+Val1,SYMBOL_ASK);
V[EJ]=V[EJ]+ELotP;
LotP=LotP+ELotP;
break;
}
case POSITION_TYPE_SELL :
{
if(Val1=="EUR") ELotP=PositionGetDouble(POSITION_VOLUME);
else ELotP=PositionGetDouble(POSITION_VOLUME)/SymbolInfoDouble("EUR"+Val1,SYMBOL_ASK);
V[EJ]=V[EJ]-ELotP; LotP=LotP+ELotP; break;
}
} // end : swich Val1
EJ=ValueToIndex(Val2);
switch(PositionGetInteger(POSITION_TYPE))
{
case POSITION_TYPE_SELL :
{
if(Val1=="EUR") ELotP=PositionGetDouble(POSITION_VOLUME);
else ELotP=PositionGetDouble(POSITION_VOLUME)/SymbolInfoDouble("EUR"+Val1,SYMBOL_ASK);
V[EJ]=V[EJ]+ELotP;
LotP=LotP+ELotP;
break;
}
case POSITION_TYPE_BUY :
{
if(Val1=="EUR") ELotP=PositionGetDouble(POSITION_VOLUME);
else ELotP=PositionGetDouble(POSITION_VOLUME)/SymbolInfoDouble("EUR"+Val1,SYMBOL_ASK);
V[EJ]=V[EJ]-ELotP;
LotP=LotP+ELotP;
}
} // end : swich Val2
} // end : for all symbol
LotP=LotP/2.0;
LotV=0.0; for(EI=0;EI<Vmax;EI++) LotV=LotV+MathAbs(V[EI]);
}
void Extreme()
{
int EI;
MaxExpPos=0.0; MaxLosPos=0.0; MaxProPos=0.0;
for(EI=0;EI<PositionsTotal();EI++)
{
PositionGetSymbol(EI);
if(MaxExpPos<PositionGetDouble(POSITION_VOLUME)) // Maximal Position Volume and Symbol
{ MaxExpPos=PositionGetDouble(POSITION_VOLUME); MaxExpSym=PositionGetSymbol(EI); }
if(MaxLosPos>PositionGetDouble(POSITION_PROFIT)) // Maximal LOSS position and Symbol
{ MaxLosPos=PositionGetDouble(POSITION_PROFIT); MaxLosSym=PositionGetSymbol(EI); }
if(MaxProPos<PositionGetDouble(POSITION_PROFIT))
{ MaxProPos=PositionGetDouble(POSITION_PROFIT); MaxProSym=PositionGetSymbol(EI); }
}
}
void BUY() // // send order is BUY, Position can be ANY !!!
{
R.action=TRADE_ACTION_DEAL;
R.symbol=S[I];
R.price=T.ask;
R.sl=0.0;
R.deviation=99;
R.type=ORDER_TYPE_BUY;
R.type_filling=ORDER_FILLING_AON; // or ORDER_FILLING_RETURN
switch(SPos[I])
{
case PNon :
{
R.tp=NormalizeDouble(T.ask+KStart*TP,(uchar)SymbolInfoInteger(S[I],SYMBOL_DIGITS));
R.volume=KStart*LotMin;
R.comment="OPEN_BUY "+DoubleToString(V[ValueToIndex(Val1)],3)+" : "+
DoubleToString(V[ValueToIndex(Val2)],3);
break;
} // New position
case PSell :
{
R.tp=PositionGetDouble(POSITION_TP);
R.volume=LotMin;
if(CloseOne) R.comment=Reason; // Losing close
else R.comment="PART_CLOSE "+DoubleToString(PositionGetDouble(POSITION_PROFIT),2)+" / "+
DoubleToString(PositionGetDouble(POSITION_VOLUME),2); // Part close
break;
}
case PBuy :
{
R.tp=PositionGetDouble(POSITION_TP);
R.volume=LotMin;
if(CloseOne) R.comment=Reason;
else
R.comment="ADD_BUY "+DoubleToString(V[ValueToIndex(Val1)],3)+" : "+
DoubleToString(V[ValueToIndex(Val2)],3);
break;
} // Increase
} // end :switch
Exposure();
Out=" POSITIONS [EUR-lot] = "+DoubleToString(LotP,2)+" FreeBalance="+DoubleToString(FreeBalance,2)+
"\n EXPOSURE [EUR-lot] = "+DoubleToString(LotV,2)+" :";
for(J=0;J<Vmax;J++) Out=Out+" "+IndexToValue(J)+"="+DoubleToString(V[J],3);
Print(Out);
OrderSend(R,D);
Print("1->","OrderSend_BUY_",S[I],"@_",DoubleToString(R.price,SDig)," RetCode=",D.retcode);
}
void SELL() // // send order is SELL, Position can be ANY !!!
{
R.action=TRADE_ACTION_DEAL;
R.symbol=S[I];
R.price=T.bid;
R.sl=0.0;
R.deviation=99;
R.type=ORDER_TYPE_SELL;
R.type_filling=ORDER_FILLING_AON; // or ORDER_FILLING_RETURN
switch(SPos[I])
{
case PNon :
{
R.tp=NormalizeDouble(T.bid-KStart*TP,(uchar)SymbolInfoInteger(S[I],SYMBOL_DIGITS));
R.volume=KStart*LotMin;
R.comment="OPEN_SELL "+DoubleToString(V[ValueToIndex(Val1)],3)+" : "+
DoubleToString(V[ValueToIndex(Val2)],3);
break;
} // New position
case PBuy :
{
R.tp=PositionGetDouble(POSITION_TP);
R.volume=LotMin;
if(CloseOne) R.comment=Reason; // Losing close
else R.comment="PART_CLOSE "+DoubleToString(PositionGetDouble(POSITION_PROFIT),2)+" / "+
DoubleToString(PositionGetDouble(POSITION_VOLUME),2); Показано первые 50% кода (символов: 16044)
Введите ваш email и нажмите кнопку, чтобы перейти к оплате.