XMT-Scalper

#property version       "2.45"

#property description   "This is a FREE Shareware Expert Advisor for MetaTrader 4."
#property description   "Please do not remove the property section and version history."
#property description   "XMT-Scalper is a Tick Scalper for EURUSD M1, but can also work on other pairs, Gold and CFD's"
#property description   "It's extremely broker sensitive and requires tight spread."
#property description   "Read the PDF-file for explanations and settings."

#include "stdlib.mqh"        // "stdlib.mqh" or "<sdlib.mqh> 
#include "stderror.mqh"      // "stderror.mqh" or <stderror.mqh>

extern string	Configuration 					= "==== Configuration ====";
extern bool 	ReverseTrade 					= FALSE; // If TRUE, then trade in opposite direction
extern int 		Magic 							= -1;	// If set to a number less than 0 it will calculate MagicNumber automatically
extern string 	OrderCmt 						= "XMT-Scalper 2.45"; // Trade comments that appears in the Trade and Account History tab
extern bool 	ECN_Mode 						= FALSE;	// True for brokers that don't accept SL and TP to be sent at the same time as the order
extern bool 	Debug 							= FALSE;	// Print huge log files with info, only for debugging purposes
extern bool 	Verbose 							= FALSE;	// Additional information printed in the chart
extern string 	TradingSettings 				= "==== Trade settings ====";
extern double 	MaxSpread 						= 30.0; // Max allowed spread in points (1 / 10 pip)
extern int 		MaxExecution 					= 0; // Max allowed average execution time in ms (0 means no restrictions)
extern int 		MaxExecutionMinutes 			= 5; // How often in minutes should fake orders be sent to measure execution speed
extern double 	StopLoss 						= 60;	// StopLoss from as many points. Default 60 (= 6 pips)
extern double 	TakeProfit 						= 100; // TakeProfit from as many points. Default 100 (= 10 pip)
extern double 	AddPriceGap 					= 0; // Additional price gap in points added to SL and TP in order to avoid Error 130
extern double 	TrailingStart 					= 20;	// Start trailing profit from as so many pips. Default 23
extern double 	Commission 						= 0; // Some broker accounts charge commission in USD per 1.0 lot. Commission in dollar
extern int 		Slippage 						= 3; // Maximum allowed Slippage in points
extern double 	MinimumUseStopLevel 			= 0; // Minimum stop level. Stoplevel to use will be max value of either this value or broker stoplevel 
extern string 	VolatilitySettings 			= "==== Volatility Settings ====";
extern bool 	UseDynamicVolatilityLimit 	= TRUE; // Calculate VolatilityLimit based on INT (spread * VolatilityMultiplier)
extern double 	VolatilityMultiplier 		= 125; // Dynamic value, only used if UseDynamicVolatilityLimit is set to TRUE
extern double 	VolatilityLimit 				= 180; // Fix value, only used if UseDynamicVolatilityLimit is set to FALSE
extern bool 	UseVolatilityPercentage 	= TRUE; // If true, then price must break out more than a specific percentage
extern double 	VolatilityPercentageLimit	= 0; // Percentage of how much iHigh-iLow difference must differ from VolatilityLimit. 0 is risky, 60 means a safe value
extern string 	UseIndicatorSet 				= "=== Indicators: 1 = Moving Average, 2 = BollingerBand, 3 = Envelopes";
extern int 		UseIndicatorSwitch 			= 1; // Switch User indicators. 
extern int 		Indicatorperiod 				= 3; // Period in bars for indicators
extern int 		BBDeviation 					= 2; // Deviation for the iBands indicator
extern double 	EnvelopesDeviation 			= 0.07; // Deviation for the iEnvelopes indicator
extern int 		OrderExpireSeconds 			= 3600; // Orders are deleted after so many seconds
extern string 	Money_Management 				= "==== Money Management ====";
extern bool 	MoneyManagement 				= TRUE; // If TRUE then calculate lotsize automaticallay based on Risk, if False then use ManualLotsize below
extern double 	MinLots 							= 0.01; // Minimum lot-size to trade with
extern double 	MaxLots 							= 100.0;	// Maximum allowed lot-size to trade with
extern double 	Risk 								= 2.0; // Risk setting in percentage, For 10.000 in Equity 10% Risk and 60 StopLoss lotsize = 16.66
extern double 	ManualLotsize 					= 0.1; // Manual lotsize to trade with if MoneyManagement above is set to FALSE
extern string 	Screen_Shooter 				= "==== Screen Shooter ====";
extern bool 	TakeShots 						= FALSE; // Save screen shots on STOP orders?
extern int 		DelayTicks 						= 1; // Delay so many ticks after new bar
extern int 		ShotsPerBar 					= 1; // How many screen shots per bar

string ea_version = "XMT-Scalper v. 2.45";

int brokerdigits = 0;		// Nnumber of digits that the broker uses for this currency pair
int globalerror = 0;			// To keep track on number of added errors
int lasttime = 0;				// For measuring tics
int tickcounter = 0;			// Counting tics
int upto30counter = 0;		// For calculating average spread
int execution = -1;			// For execution speed, -1 means no speed
int avg_execution = 0;		// Average execution speed
int execution_samples = 0;	// For calculating average execution speed
int starttime;					// Initial time
int leverage;					// Account leverage in percentage
int lotbase;					// Amount of money in base currency for 1 lot
int err_unchangedvalues;	// Error count for unchanged values (modify to the same values)
int err_busyserver;			// Error count for busy server
int err_lostconnection;		// Error count for lost connection
int err_toomanyrequest;		// Error count for too many requests
int err_invalidprice;		// Error count for invalid price
int err_invalidstops;		// Error count for invalid SL and/or TP
int err_invalidtradevolume;// Error count for invalid lot size
int err_pricechange;			// Error count for change of price
int err_brokerbuzy;			// Error count for broker is buzy
int err_requotes;				// Error count for requotes
int err_toomanyrequests;	// Error count for too many requests
int err_trademodifydenied;	// Error count for modify orders is denied
int err_tradecontextbuzy;	// error count for trade context is buzy
int skippedticks = 0;		// Used for simulation of latency during backtests, how many tics that should be skipped
int ticks_samples = 0;		// Used for simulation of latency during backtests, number of tick samples

double array_spread[30];	// Store spreads for the last 30 tics
double lotsize;				// Lotsize
double highest;				// Highest indicator value
double lowest;					// Lowest indicator value
double stoplevel;				// Broker stoplevel
double stopout;				// Broker stoput percentage
double lotstep;				// Broker lotstep
double marginforonelot;		// Margin required for 1 lot
double avg_tickspermin = 0;// Used for simulation of latency during backtests

int init() 
{
      // код доступен только после оплаты
   }

int deinit()
{
	string local_text = "";

	if (IsTesting() && MaxExecution > 0)
	{
		local_text = local_text + "During backtesting " + skippedticks + " number of ticks was ";
		local_text = local_text + "skipped to simulate latency of up to " + MaxExecution + " ms";
		sub_printandcomment ( local_text );
	}

	sub_printsumofbrokererrors();

	Print ( ea_version, " has been deinitialized!" );

	return ( 0 );
}

int start() 
{
      // код доступен только после оплаты
   }

void sub_trade() 
{
   string local_textstring;
	string local_pair;
	string local_indy;

	bool local_select;
   bool local_wasordermodified;
	bool local_ordersenderror;	
	bool local_isbidgreaterthanima;	  
	bool local_isbidgreaterthanibands;
	bool local_isbidgreaterthanenvelopes; 
	bool local_isbidgreaterthanindy; 

   int local_orderticket;
   int local_orderexpiretime;
	int local_loopcount2;	
	int local_loopcount1;	
	int local_pricedirection;	
   int local_counter1;
   int local_counter2;	
	int local_askpart;
	int local_bidpart;

	double local_ask;
	double local_bid;		
   double local_askplusdistance;
   double local_bidminusdistance;
	double local_volatilitypercentage;
	double local_orderprice;
   double local_orderstoploss;
   double local_ordertakeprofit;
	double local_ihigh;	
   double local_ilow;	
	double local_imalow;	
   double local_imahigh;
   double local_imadiff;	
   double local_ibandsupper;
   double local_ibandslower;	
   double local_ibandsdiff;
   double local_envelopesupper;
   double local_envelopeslower;
   double local_envelopesdiff;	
   double local_volatility;
   double local_spread;
   double local_avgspread;	
   double local_realavgspread;
	double local_fakeprice;
	double local_sumofspreads;	
	double local_askpluscommission;
   double local_bidminuscommission;	
   double local_skipticks;

	if ( lasttime < Time[0] ) 
	{

		if ( ticks_samples < 10 ) 
         ticks_samples ++; 
		avg_tickspermin = avg_tickspermin + ( tickcounter - avg_tickspermin ) / ticks_samples;

		lasttime = Time[0];
		tickcounter = 0;
	} 

	else 
		tickcounter ++;

	if ( IsTesting() && MaxExecution != 0 && execution != -1 ) 
	{
		local_skipticks = MathRound ( avg_tickspermin * MaxExecution / ( 60 * 1000 ) );
		if ( skippedticks >= local_skipticks ) 
		{
			execution = -1;
			skippedticks = 0;
		}
		else 
		{
			skippedticks ++;
		}
	}

	local_ask = MarketInfo ( Symbol(), MODE_ASK );
	local_bid = MarketInfo ( Symbol(), MODE_BID );

	local_ihigh = iHigh ( Symbol(), PERIOD_M1, 0 );
	local_ilow = iLow ( Symbol(), PERIOD_M1, 0 );
	local_volatility = local_ihigh - local_ilow;  

	local_indy = "";

	if ( UseIndicatorSwitch == 1 || UseIndicatorSwitch == 4 )
	{
		local_imalow = iMA ( Symbol(), PERIOD_M1, Indicatorperiod, 0, MODE_LWMA, PRICE_LOW, 0 );
		local_imahigh = iMA ( Symbol(), PERIOD_M1, Indicatorperiod, 0, MODE_LWMA, PRICE_HIGH, 0 );
		local_imadiff = local_imahigh - local_imalow;
		local_isbidgreaterthanima = local_bid >= local_imalow + local_imadiff / 2.0;  	
		local_indy = "iMA_low: " + sub_dbl2strbrokerdigits ( local_imalow ) + ", iMA_high: " + sub_dbl2strbrokerdigits ( local_imahigh ) + ", iMA_diff: " + sub_dbl2strbrokerdigits ( local_imadiff );
	}

	if ( UseIndicatorSwitch == 2 )
	{
		local_ibandsupper = iBands ( Symbol(), PERIOD_M1, Indicatorperiod, BBDeviation, 0, PRICE_OPEN, MODE_UPPER, 0 );
		local_ibandslower = iBands ( Symbol(), PERIOD_M1, Indicatorperiod, BBDeviation, 0, PRICE_OPEN, MODE_LOWER, 0 );
		local_ibandsdiff = local_ibandsupper - local_ibandslower;
		local_isbidgreaterthanibands = local_bid >= local_ibandslower + local_ibandsdiff / 2.0;
		local_indy = "iBands_upper: " + sub_dbl2strbrokerdigits ( local_ibandslower ) + ", iBands_lower: " + sub_dbl2strbrokerdigits ( local_ibandslower ) + ", iBands_diff: " + sub_dbl2strbrokerdigits ( local_ibandsdiff );
	}

	if ( UseIndicatorSwitch == 3 )
	{
		local_envelopesupper = iEnvelopes ( Symbol(), PERIOD_M1, Indicatorperiod, MODE_LWMA, 0, PRICE_OPEN, EnvelopesDeviation, MODE_UPPER, 0 );
		local_envelopeslower = iEnvelopes ( Symbol(), PERIOD_M1, Indicatorperiod, MODE_LWMA, 0, PRICE_OPEN, EnvelopesDeviation, MODE_LOWER, 0 );
		local_envelopesdiff = local_envelopesupper - local_envelopeslower;
		local_isbidgreaterthanenvelopes = local_bid >= local_envelopeslower + local_envelopesdiff / 2.0;  
		local_indy = "iEnvelopes_upper: " + sub_dbl2strbrokerdigits ( local_envelopesupper ) + ", iEnvelopes_lower: " + sub_dbl2strbrokerdigits ( local_envelopeslower ) + ", iEnvelopes_diff: " + sub_dbl2strbrokerdigits ( local_envelopesdiff) ;		
	}	

	local_isbidgreaterthanindy = FALSE;	

	local_pricedirection = 0;

	if ( UseIndicatorSwitch == 1 && local_isbidgreaterthanima == TRUE )
	{
		local_isbidgreaterthanindy = TRUE; 
		highest = local_imahigh;
		lowest = local_imalow;
	}

	else if ( UseIndicatorSwitch == 2 && local_isbidgreaterthanibands == TRUE )
	{
		local_isbidgreaterthanindy = TRUE;
		highest = local_ibandsupper;
		lowest = local_ibandslower; 
	}

	else if ( UseIndicatorSwitch == 3 && local_isbidgreaterthanenvelopes == TRUE )
	{
		local_isbidgreaterthanindy = TRUE; 
		highest = local_envelopesupper;
		lowest = local_envelopeslower;
	}	

	local_spread = local_ask - local_bid;

	lotsize = sub_calculatelotsize();

	if ( OrderExpireSeconds != 0 )
		local_orderexpiretime = TimeCurrent() + OrderExpireSeconds;		
	else
		local_orderexpiretime = 0;

	ArrayCopy ( array_spread, array_spread, 0, 1, 29 );
	array_spread[29] = local_spread;
	if ( upto30counter < 30 ) 
		upto30counter++;
	local_sumofspreads = 0;
	local_loopcount2 = 29;
	for ( local_loopcount1 = 0; local_loopcount1 < upto30counter; local_loopcount1 ++ ) 
	{
		local_sumofspreads += array_spread[local_loopcount2];
		local_loopcount2 --;
	}

	local_avgspread = local_sumofspreads / upto30counter;

	local_askpluscommission = sub_normalizebrokerdigits ( local_ask + Commission );
	local_bidminuscommission = sub_normalizebrokerdigits ( local_bid - Commission );
	local_realavgspread = local_avgspread + Commission;

	if ( UseDynamicVolatilityLimit == TRUE )
		VolatilityLimit = local_realavgspread * VolatilityMultiplier;

	if ( local_volatility && VolatilityLimit && lowest && highest && UseIndicatorSwitch != 4 )
	{ 

		if ( local_volatility > VolatilityLimit )
		{

			local_volatilitypercentage = local_volatility / VolatilityLimit;

			if ( ( UseVolatilityPercentage == FALSE ) || ( UseVolatilityPercentage == TRUE && local_volatilitypercentage > VolatilityPercentageLimit ) )
			{
				if ( local_bid < lowest )     
				  if ( ReverseTrade == FALSE )       	
					 local_pricedirection = -1; // BUY or BUYSTOP
				  else // ReverseTrade == true
				    local_pricedirection = 1; // SELL or SELLSTOP
				else if ( local_bid > highest )    	
				  if ( ReverseTrade == FALSE )
	   			 local_pricedirection = 1;  // SELL or SELLSTOP
	   		  else // ReverseTrade == true
	   		    local_pricedirection = -1; // BUY or BUYSTOP
			}
		}

		else
			local_volatilitypercentage = 0;
	}    

	if ( AccountEquity() <= 0.0 ) 
	{
		Comment ( "ERROR -- Account Equity is " + DoubleToStr ( MathRound ( AccountEquity() ), 0 ) );
		return;
	}

	execution = -1; 

	local_counter1 = 0;
	local_counter2 = 0;

	for ( local_loopcount2 = 0; local_loopcount2 < OrdersTotal(); local_loopcount2 ++ ) 
	{
		local_select = OrderSelect ( local_loopcount2, SELECT_BY_POS, MODE_TRADES );

		if ( OrderMagicNumber() == Magic && OrderCloseTime() == 0 ) 
		{

			if ( OrderSymbol() != Symbol() ) 
			{

				local_counter2 ++;
				continue;
			}

			switch ( OrderType() ) 
			{

			case OP_BUY:

				while ( TRUE )  
				{

					RefreshRates();

					local_orderstoploss = OrderStopLoss();
					local_ordertakeprofit = OrderTakeProfit();	

					if ( local_ordertakeprofit < sub_normalizebrokerdigits ( local_askpluscommission + TakeProfit * Point + AddPriceGap ) && local_askpluscommission + TakeProfit * Point + AddPriceGap - local_ordertakeprofit > TrailingStart ) 
					{

						local_orderstoploss = sub_normalizebrokerdigits ( local_bid - StopLoss * Point - AddPriceGap );
						local_ordertakeprofit = sub_normalizebrokerdigits ( local_askpluscommission + TakeProfit * Point + AddPriceGap );

						if ( local_orderstoploss != OrderStopLoss() && local_ordertakeprofit != OrderTakeProfit() )
						{

							execution = GetTickCount();

							local_wasordermodified = OrderModify ( OrderTicket(), 0, local_orderstoploss, local_ordertakeprofit, local_orderexpiretime, Lime );
						}

						if ( local_wasordermodified == TRUE ) 
						{ 

							execution = GetTickCount() - execution;

							if ( TakeShots && !IsTesting() ) 
								sub_takesnapshot();

							break; 
						}

						else 
						{

							execution = -1;

							sub_errormessages();

							if ( Debug || Verbose ) 
								Print ("Order could not be modified because of ", ErrorDescription(GetLastError()));

							if ( local_orderstoploss == 0 )

								local_wasordermodified = OrderModify ( OrderTicket(), 0, NormalizeDouble ( Bid - 30, brokerdigits ), 0, 0, Red );
						}
					}	

					break; 
				}

				local_counter1 ++;

				break;

			case OP_SELL:

				while ( TRUE ) 
				{

					RefreshRates();

					local_orderstoploss = OrderStopLoss();
					local_ordertakeprofit = OrderTakeProfit();

					if ( local_ordertakeprofit > sub_normalizebrokerdigits(local_bidminuscommission - TakeProfit * Point - AddPriceGap ) && local_ordertakeprofit - local_bidminuscommission + TakeProfit * Point - AddPriceGap > TrailingStart ) 
					{					

						local_orderstoploss = sub_normalizebrokerdigits ( local_ask + StopLoss * Point + AddPriceGap );
						local_ordertakeprofit = sub_normalizebrokerdigits ( local_bidminuscommission - TakeProfit * Point - AddPriceGap );

						if ( local_orderstoploss != OrderStopLoss() && local_ordertakeprofit != OrderTakeProfit() )
						{

							execution = GetTickCount(); 
							local_wasordermodified = OrderModify ( OrderTicket(), 0, local_orderstoploss, local_ordertakeprofit, local_orderexpiretime, Orange );
						}

						if ( local_wasordermodified == TRUE ) 
						{ 

							execution = GetTickCount() - execution;

							if ( TakeShots && !IsTesting() ) 
								sub_takesnapshot();

							break;
						}

						else 
						{

							execution = -1;

							sub_errormessages();

							if ( Debug || Verbose ) 
								Print ( "Order could not be modified because of ", ErrorDescription ( GetLastError() ) );

							Sleep ( 1000 ); 

							if ( local_orderstoploss == 0 )

								local_wasordermodified = OrderModify ( OrderTicket(), 0, NormalizeDouble ( Ask + 30, brokerdigits), 0, 0, Red );
						}
					}	

					break; 
				}

				local_counter1 ++;

				break;

			case OP_BUYSTOP:

				if ( local_isbidgreaterthanindy == FALSE ) 
				{

					local_orderprice = sub_normalizebrokerdigits(local_ask + stoplevel + AddPriceGap);
					local_orderstoploss = sub_normalizebrokerdigits ( local_orderprice - local_spread - StopLoss * Point - AddPriceGap );
					local_ordertakeprofit = sub_normalizebrokerdigits ( local_orderprice + Commission + TakeProfit * Point + AddPriceGap );

					while ( TRUE ) 
					{

						if ( local_orderprice < OrderOpenPrice() && OrderOpenPrice() - local_orderprice > TrailingStart ) 
						{

					   	if ( local_orderstoploss != OrderStopLoss() && local_ordertakeprofit != OrderTakeProfit() )
					   	{
								RefreshRates();

								execution = GetTickCount();
								local_wasordermodified = OrderModify ( OrderTicket(), local_orderprice, local_orderstoploss, local_ordertakeprofit, 0, Lime );
							}

							if ( local_wasordermodified == TRUE ) 
							{

								execution = GetTickCount() - execution;

								if ( Debug || Verbose ) 
									Print ( "Order executed in " + execution + " ms" );
							}

							else 
							{

								execution = -1;

								sub_errormessages();
							}
						}

						break;
					}

					local_counter1 ++;
				} 

				else 

					local_select = OrderDelete ( OrderTicket() );

				break;

			case OP_SELLSTOP:

				if ( local_isbidgreaterthanindy == TRUE ) 
				{

					local_orderprice = sub_normalizebrokerdigits ( local_bid - stoplevel - AddPriceGap );
					local_orderstoploss = sub_normalizebrokerdigits ( local_orderprice + local_spread + StopLoss * Point + AddPriceGap );
					local_ordertakeprofit = sub_normalizebrokerdigits ( local_orderprice - Commission - TakeProfit * Point - AddPriceGap );									

					while ( TRUE ) 
					{

						if (local_orderprice > OrderOpenPrice() && local_orderprice - OrderOpenPrice() > TrailingStart) 
						{

					   	if(local_orderstoploss != OrderStopLoss() && local_ordertakeprofit != OrderTakeProfit())
					   	{
								RefreshRates();

								execution = GetTickCount(); 
								local_wasordermodified = OrderModify ( OrderTicket(), local_orderprice, local_orderstoploss, local_ordertakeprofit, 0, Orange );
							}

							if ( local_wasordermodified == TRUE )
							{

								execution = GetTickCount() - execution;

								if ( Debug || Verbose ) 
									Print ( "Order executed in " + execution + " ms" );
							}

							else 
							{

								execution = -1;

								sub_errormessages();
							}
						}

						break;
					}

					local_counter1 ++;
				} 

				else 
					local_select = OrderDelete ( OrderTicket() );
			} // end of switch
		}  // end if OrderMagicNumber
	} // end for loopcount2 - end of loop through open orders

	if ( globalerror >= 0 || globalerror == -2 ) 
	{
		local_bidpart = NormalizeDouble ( local_bid / Point, 0 );
		local_askpart = NormalizeDouble ( local_ask / Point, 0 );
		if ( local_bidpart % 10 != 0 || local_askpart % 10 != 0 ) 
			globalerror = -1;
		else 
		{
			if ( globalerror >= 0 && globalerror < 10 ) 
				globalerror ++;
			else 
				globalerror = -2;
		}
	}

	local_ordersenderror = FALSE;

	if ( local_pricedirection != 0 && MaxExecution > 0 && avg_execution > MaxExecution ) 
	{   
		local_pricedirection = 0; // Ignore the order opening triger
		if ( Debug || Verbose )
			Print ( "Server is too Slow. Average Execution: " + avg_execution );
	}

	local_askplusdistance = local_ask + stoplevel;
	local_bidminusdistance = local_bid - stoplevel;

	if ( local_counter1 == 0 && local_pricedirection != 0 && sub_normalizebrokerdigits ( local_realavgspread) <= sub_normalizebrokerdigits ( MaxSpread * Point ) && globalerror == -1 ) 
	{		

		if ( local_pricedirection == -1 || local_pricedirection == 2 ) // Send a BUYSTOP
		{			

			local_orderprice = local_ask + stoplevel;

			if ( ECN_Mode == TRUE ) 
			{

				local_orderprice = local_askplusdistance;
				local_orderstoploss =  0;
				local_ordertakeprofit = 0;

				execution = GetTickCount(); 

				local_orderticket = OrderSend ( Symbol(), OP_BUYSTOP, lotsize, local_orderprice, Slippage, local_orderstoploss, local_ordertakeprofit, OrderCmt, Magic, 0, Lime );             

				if ( local_orderticket > 0 ) 
				{

					execution = GetTickCount() - execution;
					if ( Debug || Verbose ) 
						Print ( "Order executed in " + execution + " ms" );

					if ( TakeShots && !IsTesting() ) 
						sub_takesnapshot();
				}  // end if ordersend

				else
				{
					local_ordersenderror = TRUE;
					execution = -1;

					sub_errormessages();
				} 

				if ( OrderSelect ( local_orderticket, SELECT_BY_TICKET ) )  
				{		
					RefreshRates();

					local_orderprice = OrderOpenPrice();
					local_orders

Показано первые 50% кода (символов: 37062)