Auto Buy and Sell CBOT with risk% MM TP/SL ATR based
Created at 13 Nov 2015, 13:44
MG
Auto Buy and Sell CBOT with risk% MM TP/SL ATR based
13 Nov 2015, 13:44
Can someone please help converting this MQL
//+------------------------------------------------------------------+
//| Manual Scalp Long.mq4 |
//| Copyright © 2009, Kenny Hubbard |
//| http://www.compu-forex.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Kenny Hubbard"
#property link "http://www.compu-forex.com"
#property show_inputs
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
extern int MagicNumber = 100;
extern double spreadlimit = 3.5; //<<------------set the spread limit here in pips
extern double tradesize = 0.0; //<<------------set the default lot size here....set to 0 to use autorisk
extern double takeprofit = 0; //<<------------set your take profit in pips here
extern double ATR_TP_Factor = 4;
extern double stoploss = 0; //<<------------set your stoploss in pips here
extern double ATR_SL_Factor = 3;
extern double risk = 1.0; //<<------------set your risk in % here
double bidfill;
int LotDigits;
int Digit_Factor = 1;
bool writetofile = true;
int start()
{
string
cmt = "";
if (stoploss == 0)stoploss = iATR(Symbol(),0, 20, 1) * ATR_SL_Factor;
else stoploss *= Digit_Factor * Point;
if(takeprofit == 0)takeprofit = iATR(Symbol(),0, 20, 1) * ATR_TP_Factor;
else takeprofit *= Digit_Factor * Point;
if (takeprofit < 0)takeprofit = 0;
if (stoploss < 0)stoploss = 0;
Print("Takeprofit = " + DoubleToStr(takeprofit,Digits));
Print("Stoploss = " + DoubleToStr(stoploss,Digits));
if(tradesize == 0 && stoploss == 0){
Alert("Unable to determine risk level. Please set a stoploss or a tradesize");
return(0);
}
//========================================================================================= Gather broker trade details 4 or 5 digits & volume information
if (Digits == 3 || Digits == 5)Digit_Factor = 10;
double One_Tick = MarketInfo(Symbol(),MODE_TICKVALUE) * Digit_Factor;
double MaxLot = MarketInfo(Symbol(), MODE_MAXLOT);
double MinLot = MarketInfo(Symbol(), MODE_MINLOT);
if (MarketInfo(Symbol(),MODE_LOTSTEP) == 0.01)LotDigits = 2;
//========================================================================================= Calculate the trade volume based on the desired stoploss & risk
if (tradesize == 0){
double Risk_In_Money = (stoploss/Point/Digit_Factor) * One_Tick;
tradesize = NormalizeDouble(((AccountEquity() * risk/100)/Risk_In_Money),LotDigits); // %risk = $ loss >>> SL = allowed volume
}
if (tradesize > MaxLot)tradesize = MaxLot;
if (tradesize < MinLot)tradesize = MinLot;
//========================================================================================= Convert the pips for EA use using point & 4 or 5 digit conversion
spreadlimit *= Digit_Factor * Point;
//========================================================================================= Ok, let make the trade
if ((Ask - Bid) < spreadlimit){ //check that the spread is within limit - if not = no trade
PlaySound("tick.wav"); //let the user know that the script is running
bidfill = Ask; //record the price for the csv file
int ticket = OrderSend(Symbol(),OP_BUY,tradesize,Ask,0,0,0,"Manual Scalp",MagicNumber,0,White); //make the oredr with no stop for ECN
if(ticket<0){
string Error_Text = ErrorDescription(GetLastError());
Alert("OrderSend failed with error "+Error_Text); //there is a problem.......alert the user
return(0);
}
else{ //enter the stops with ordermodify
if(OrderSelect(ticket,SELECT_BY_TICKET)){
if (stoploss != 0) double temp_stoploss = OrderOpenPrice()-stoploss;
if (takeprofit != 0) double temp_takeprofit = OrderOpenPrice()+takeprofit;
bool mod = OrderModify(ticket,OrderOpenPrice(),NormalizeDouble(temp_stoploss,Digits),NormalizeDouble(temp_takeprofit,Digits),0,CLR_NONE);
if (!mod && GetLastError() > 1){
Error_Text = ErrorDescription(GetLastError());
Alert("Stoploss/Takeprofit OrderModify failed with error "+ Error_Text);
}
string Filename = StringConcatenate(AccountCompany(),"_Slippage");
double Fileslippage = ((OrderOpenPrice()-bidfill) / Point)/Digit_Factor;
Print("Slippage on order " + OrderTicket() + " = " + DoubleToStr(Fileslippage,1));
if (writetofile) Sliptrack (OrderTicket(),TimeToStr(OrderOpenTime(),TIME_DATE|TIME_MINUTES), OrderSymbol(), bidfill, OrderOpenPrice(), NormalizeDouble(((bidfill - OrderOpenPrice()) / Point)/10,1),Filename);
}
}
}
else
{
Alert("Spread is greater than ", spreadlimit/Point / Digit_Factor," pips");
}
//----
cmt = cmt + "Last Trade Summary" + "\n";
cmt = cmt + "----------------------------" + "\n";
cmt = cmt + "Ticket no = " + ticket + "\n";
cmt = cmt + "Trade Open Time = " + TimeToStr(OrderOpenTime(),TIME_DATE|TIME_MINUTES) + "\n";
cmt = cmt + "Risk level = " + DoubleToStr(risk,1) + "%\n";
cmt = cmt + "ATR Stoploss = " + DoubleToStr(stoploss/Point/Digit_Factor, 1) + " Pips\n";
cmt = cmt + "ATR Takeprofit = " + DoubleToStr(takeprofit/Point/Digit_Factor, 1) + " Pips\n";
double potentialloss = Risk_In_Money * tradesize;
cmt = cmt + "Equity at risk = $" + DoubleToStr(potentialloss,2) + "\n";
cmt = cmt + "Trade Size = " + DoubleToStr(tradesize,LotDigits) + "\n";
cmt = cmt + "Slippage on order = " + DoubleToStr(Fileslippage,1) + " Pips (negative slippage is in your favour)\n";
double slippagecost = -Fileslippage * One_Tick * tradesize;
if (slippagecost > 0)string slippagetext = " Profit";
else slippagetext = " LOSS";
if (slippagecost ==0) slippagetext = " neutral";
cmt = cmt + "Slippage cost = $" + DoubleToStr(MathAbs(slippagecost),2) + slippagetext + "\n";
Comment(cmt);
return(0);
}
void Sliptrack(int Ordernum, string dateandtime, string currency, double filebidfill, double Fillprice, double Fileslippage, string File)
{
int handle;
handle=FileOpen(File + ".csv",FILE_READ|FILE_WRITE, ';');
if (handle < 1)
{
handle=FileOpen(File + ".csv", FILE_CSV|FILE_WRITE, ';');
FileSeek(handle,0,0);
FileSeek(handle,0,SEEK_END);
FileWrite(handle,Ordernum,dateandtime, currency, filebidfill, Fillprice, Fileslippage);
FileClose(handle);
}
else
{
FileSeek(handle,0,SEEK_END);
FileWrite(handle,Ordernum,dateandtime, currency, filebidfill, Fillprice, Fileslippage);
FileClose(handle);
}
}//Sliptrack end
//----
//+------------------------------------------------------------------+
//| return error description |
//+------------------------------------------------------------------+
string ErrorDescription(int error_code)
{
string error_string;
//----
switch(error_code)
{
//---- codes returned from trade server
case 0:
case 1: error_string="no error"; break;
case 2: error_string="common error"; break;
case 3: error_string="invalid trade parameters"; break;
case 4: error_string="trade server is busy"; break;
case 5: error_string="old version of the client terminal"; break;
case 6: error_string="no connection with trade server"; break;
case 7: error_string="not enough rights"; break;
case 8: error_string="too frequent requests"; break;
case 9: error_string="malfunctional trade operation"; break;
case 64: error_string="account disabled"; break;
case 65: error_string="invalid account"; break;
case 128: error_string="trade timeout"; break;
case 129: error_string="invalid price"; break;
case 130: error_string="invalid stops"; break;
case 131: error_string="invalid trade volume"; break;
case 132: error_string="market is closed"; break;
case 133: error_string="trade is disabled"; break;
case 134: error_string="not enough money"; break;
case 135: error_string="price changed"; break;
case 136: error_string="off quotes"; break;
case 137: error_string="broker is busy"; break;
case 138: error_string="requote"; break;
case 139: error_string="order is locked"; break;
case 140: error_string="long positions only allowed"; break;
case 141: error_string="too many requests"; break;
case 145: error_string="modification denied because order too close to market"; break;
case 146: error_string="trade context is busy"; break;
//---- mql4 errors
case 4000: error_string="no error"; break;
case 4001: error_string="wrong function pointer"; break;
case 4002: error_string="array index is out of range"; break;
case 4003: error_string="no memory for function call stack"; break;
case 4004: error_string="recursive stack overflow"; break;
case 4005: error_string="not enough stack for parameter"; break;
case 4006: error_string="no memory for parameter string"; break;
case 4007: error_string="no memory for temp string"; break;
case 4008: error_string="not initialized string"; break;
case 4009: error_string="not initialized string in array"; break;
case 4010: error_string="no memory for array\' string"; break;
case 4011: error_string="too long string"; break;
case 4012: error_string="remainder from zero divide"; break;
case 4013: error_string="zero divide"; break;
case 4014: error_string="unknown command"; break;
case 4015: error_string="wrong jump (never generated error)"; break;
case 4016: error_string="not initialized array"; break;
case 4017: error_string="dll calls are not allowed"; break;
case 4018: error_string="cannot load library"; break;
case 4019: error_string="cannot call function"; break;
case 4020: error_string="expert function calls are not allowed"; break;
case 4021: error_string="not enough memory for temp string returned from function"; break;
case 4022: error_string="system is busy (never generated error)"; break;
case 4050: error_string="invalid function parameters count"; break;
case 4051: error_string="invalid function parameter value"; break;
case 4052: error_string="string function internal error"; break;
case 4053: error_string="some array error"; break;
case 4054: error_string="incorrect series array using"; break;
case 4055: error_string="custom indicator error"; break;
case 4056: error_string="arrays are incompatible"; break;
case 4057: error_string="global variables processing error"; break;
case 4058: error_string="global variable not found"; break;
case 4059: error_string="function is not allowed in testing mode"; break;
case 4060: error_string="function is not confirmed"; break;
case 4061: error_string="send mail error"; break;
case 4062: error_string="string parameter expected"; break;
case 4063: error_string="integer parameter expected"; break;
case 4064: error_string="double parameter expected"; break;
case 4065: error_string="array as parameter expected"; break;
case 4066: error_string="requested history data in update state"; break;
case 4099: error_string="end of file"; break;
case 4100: error_string="some file error"; break;
case 4101: error_string="wrong file name"; break;
case 4102: error_string="too many opened files"; break;
case 4103: error_string="cannot open file"; break;
case 4104: error_string="incompatible access to a file"; break;
case 4105: error_string="no order selected"; break;
case 4106: error_string="unknown symbol"; break;
case 4107: error_string="invalid price parameter for trade function"; break;
case 4108: error_string="invalid ticket"; break;
case 4109: error_string="trade is not allowed"; break;
case 4110: error_string="longs are not allowed"; break;
case 4111: error_string="shorts are not allowed"; break;
case 4200: error_string="object is already exist"; break;
case 4201: error_string="unknown object property"; break;
case 4202: error_string="object is not exist"; break;
case 4203: error_string="unknown object type"; break;
case 4204: error_string="no object name"; break;
case 4205: error_string="object coordinates error"; break;
case 4206: error_string="no specified subwindow"; break;
default: error_string="unknown error";
}
//----
return(error_string);
}
//+------------------------------------------------------------------+
//*************************************************************************************************************************
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Openscalp - short.mq4 |
//| Copyright © 2009, Kenny Hubbard |
//| http://www.compu-forex.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2009, Kenny Hubbard"
#property link "http://www.compu-forex.com"
#property show_inputs
//+------------------------------------------------------------------+
//| script program start function |
//+------------------------------------------------------------------+
extern int MagicNumber = 100;
extern double spreadlimit = 3.5; //<<------------set the spread limit here in pips
extern double tradesize = 0; //<<------------set the default lot size here....set to 0 to use autorisk
extern double takeprofit = 0; //<<------------set your take profit in pips here
extern double ATR_TP_Factor = 4;
extern double stoploss = 0; //<<------------set your stoploss in pips here
extern double ATR_SL_Factor = 3;
extern double risk = 1.0; //<<------------set your risk in % here
double
bidfill;
int
LotDigits = 1,
Digit_Factor = 1;
bool
writetofile = true;
int start()
{
string
cmt = "";
if (stoploss == 0)stoploss = iATR(Symbol(),0, 20, 1) * ATR_SL_Factor;
else stoploss *= Digit_Factor * Point;
if(takeprofit == 0)takeprofit = iATR(Symbol(),0, 20, 1) * ATR_TP_Factor;
else takeprofit *= Digit_Factor * Point;
if (takeprofit < 0)takeprofit = 0;
if (stoploss < 0)stoploss = 0;
Print("Takeprofit = " + DoubleToStr(takeprofit,Digits));
Print("Stoploss = " + DoubleToStr(stoploss,Digits));
if(tradesize == 0 && stoploss == 0){
Alert("Unable to determine risk level. Please set a stoploss or a tradesize");
return(0);
}
//========================================================================================= Gather broker trade details 4 or 5 digits & volume information
if (Digits == 3 || Digits == 5)Digit_Factor = 10;
double One_Tick = MarketInfo(Symbol(),MODE_TICKVALUE) * Digit_Factor;
double MaxLot = MarketInfo(Symbol(), MODE_MAXLOT);
double MinLot = MarketInfo(Symbol(), MODE_MINLOT);
if (MarketInfo(Symbol(),MODE_LOTSTEP) == 0.01)LotDigits = 2;
//========================================================================================= Calculate the trade volume based on the desired stoploss & risk
if (tradesize == 0){
double Risk_In_Money = (stoploss/Point/Digit_Factor) * One_Tick;
tradesize = NormalizeDouble(((AccountEquity() * risk/100)/Risk_In_Money),LotDigits); // %risk = $ loss >>> SL = allowed volume
}
if (tradesize > MaxLot)tradesize = MaxLot;
if (tradesize < MinLot)tradesize = MinLot;
//========================================================================================= Convert the pips for EA use using point & 4 or 5 digit conversion
spreadlimit *= Digit_Factor * Point;
//========================================================================================= Ok, let make the trade
if ((Ask - Bid) < spreadlimit){ //check that the spread is within limit - if not = no trade
PlaySound("tick.wav"); //let the user know that the script is running
bidfill = Bid; //record the price for the csv file
int ticket = OrderSend(Symbol(),OP_SELL,tradesize,Bid,3,0,0,"Manual Scalp",MagicNumber,0,Yellow); //make the oredr with no stop for ECN
if(ticket<0){
string Error_Text = ErrorDescription(GetLastError());
Alert("OrderSend failed with error "+Error_Text); //there is a problem.......alert the user
return(0);
}
else{ //enter the stops with ordermodify
if(OrderSelect(ticket,SELECT_BY_TICKET)){
if (stoploss != 0) double temp_stoploss = OrderOpenPrice()+stoploss;
if (takeprofit != 0) double temp_takeprofit = OrderOpenPrice()-takeprofit;
bool mod = OrderModify(ticket,OrderOpenPrice(),NormalizeDouble(temp_stoploss,Digits),NormalizeDouble(temp_takeprofit,Digits),0,CLR_NONE);
if (!mod && GetLastError() > 1){
Error_Text = ErrorDescription(GetLastError());
Alert("Stoploss/Takeprofit OrderModify failed with error "+ Error_Text);
}
string Filename = StringConcatenate(AccountCompany(),"_Slippage");
double Fileslippage = ((bidfill - OrderOpenPrice()) / Point)/Digit_Factor;
Print("Slippage on order " + OrderTicket() + " = " + DoubleToStr(Fileslippage,1));
if (writetofile) Sliptrack (OrderTicket(),TimeToStr(OrderOpenTime(),TIME_DATE|TIME_MINUTES), OrderSymbol(), bidfill, OrderOpenPrice(), NormalizeDouble(((bidfill - OrderOpenPrice()) / Point)/10,1),Filename);
}
}
}
else
{
Alert("Spread is greater than ", spreadlimit/Point / Digit_Factor," pips");
}
//----
cmt = cmt + "Last Trade Summary" + "\n";
cmt = cmt + "----------------------------" + "\n";
cmt = cmt + "Ticket no = " + ticket + "\n";
cmt = cmt + "Trade Open Time = " + TimeToStr(OrderOpenTime(),TIME_DATE|TIME_MINUTES) + "\n";
cmt = cmt + "Risk level = " + DoubleToStr(risk,1) + "%\n";
cmt = cmt + "ATR Stoploss = " + DoubleToStr(stoploss/Point/Digit_Factor, 1) + " Pips\n";
cmt = cmt + "ATR Takeprofit = " + DoubleToStr(takeprofit/Point/Digit_Factor, 1) + " Pips\n";
double potentialloss = Risk_In_Money * tradesize;
cmt = cmt + "Equity at risk = $" + DoubleToStr(potentialloss,2) + "\n";
cmt = cmt + "Trade Size = " + DoubleToStr(tradesize,LotDigits) + "\n";
cmt = cmt + "Slippage on order = " + DoubleToStr(Fileslippage,1) + " Pips (negative slippage is in your favour)\n";
double slippagecost = -Fileslippage * One_Tick * tradesize;
if (slippagecost > 0)string slippagetext = " Profit";
else slippagetext = " LOSS";
if (slippagecost ==0) slippagetext = " neutral";
cmt = cmt + "Slippage cost = $" + DoubleToStr(MathAbs(slippagecost),2) + slippagetext + "\n";
Comment(cmt);
return(0);
}
void Sliptrack(int Ordernum, string dateandtime, string currency, double filebidfill, double Fillprice, double Fileslippage, string File)
{
int handle;
handle=FileOpen(File + ".csv",FILE_READ|FILE_WRITE, ';');
if (handle < 1)
{
handle=FileOpen(File + ".csv", FILE_CSV|FILE_WRITE, ';');
FileSeek(handle,0,0);
FileSeek(handle,0,SEEK_END);
FileWrite(handle,Ordernum,dateandtime, currency, filebidfill, Fillprice, Fileslippage);
FileClose(handle);
}
else
{
FileSeek(handle,0,SEEK_END);
FileWrite(handle,Ordernum,dateandtime, currency, filebidfill, Fillprice, Fileslippage);
FileClose(handle);
}
}//Sliptrack end
//----
//+------------------------------------------------------------------+
//| return error description |
//+------------------------------------------------------------------+
string ErrorDescription(int error_code)
{
string error_string;
//----
switch(error_code)
{
//---- codes returned from trade server
case 0:
case 1: error_string="no error"; break;
case 2: error_string="common error"; break;
case 3: error_string="invalid trade parameters"; break;
case 4: error_string="trade server is busy"; break;
case 5: error_string="old version of the client terminal"; break;
case 6: error_string="no connection with trade server"; break;
case 7: error_string="not enough rights"; break;
case 8: error_string="too frequent requests"; break;
case 9: error_string="malfunctional trade operation"; break;
case 64: error_string="account disabled"; break;
case 65: error_string="invalid account"; break;
case 128: error_string="trade timeout"; break;
case 129: error_string="invalid price"; break;
case 130: error_string="invalid stops"; break;
case 131: error_string="invalid trade volume"; break;
case 132: error_string="market is closed"; break;
case 133: error_string="trade is disabled"; break;
case 134: error_string="not enough money"; break;
case 135: error_string="price changed"; break;
case 136: error_string="off quotes"; break;
case 137: error_string="broker is busy"; break;
case 138: error_string="requote"; break;
case 139: error_string="order is locked"; break;
case 140: error_string="long positions only allowed"; break;
case 141: error_string="too many requests"; break;
case 145: error_string="modification denied because order too close to market"; break;
case 146: error_string="trade context is busy"; break;
//---- mql4 errors
case 4000: error_string="no error"; break;
case 4001: error_string="wrong function pointer"; break;
case 4002: error_string="array index is out of range"; break;
case 4003: error_string="no memory for function call stack"; break;
case 4004: error_string="recursive stack overflow"; break;
case 4005: error_string="not enough stack for parameter"; break;
case 4006: error_string="no memory for parameter string"; break;
case 4007: error_string="no memory for temp string"; break;
case 4008: error_string="not initialized string"; break;
case 4009: error_string="not initialized string in array"; break;
case 4010: error_string="no memory for array\' string"; break;
case 4011: error_string="too long string"; break;
case 4012: error_string="remainder from zero divide"; break;
case 4013: error_string="zero divide"; break;
case 4014: error_string="unknown command"; break;
case 4015: error_string="wrong jump (never generated error)"; break;
case 4016: error_string="not initialized array"; break;
case 4017: error_string="dll calls are not allowed"; break;
case 4018: error_string="cannot load library"; break;
case 4019: error_string="cannot call function"; break;
case 4020: error_string="expert function calls are not allowed"; break;
case 4021: error_string="not enough memory for temp string returned from function"; break;
case 4022: error_string="system is busy (never generated error)"; break;
case 4050: error_string="invalid function parameters count"; break;
case 4051: error_string="invalid function parameter value"; break;
case 4052: error_string="string function internal error"; break;
case 4053: error_string="some array error"; break;
case 4054: error_string="incorrect series array using"; break;
case 4055: error_string="custom indicator error"; break;
case 4056: error_string="arrays are incompatible"; break;
case 4057: error_string="global variables processing error"; break;
case 4058: error_string="global variable not found"; break;
case 4059: error_string="function is not allowed in testing mode"; break;
case 4060: error_string="function is not confirmed"; break;
case 4061: error_string="send mail error"; break;
case 4062: error_string="string parameter expected"; break;
case 4063: error_string="integer parameter expected"; break;
case 4064: error_string="double parameter expected"; break;
case 4065: error_string="array as parameter expected"; break;
case 4066: error_string="requested history data in update state"; break;
case 4099: error_string="end of file"; break;
case 4100: error_string="some file error"; break;
case 4101: error_string="wrong file name"; break;
case 4102: error_string="too many opened files"; break;
case 4103: error_string="cannot open file"; break;
case 4104: error_string="incompatible access to a file"; break;
case 4105: error_string="no order selected"; break;
case 4106: error_string="unknown symbol"; break;
case 4107: error_string="invalid price parameter for trade function"; break;
case 4108: error_string="invalid ticket"; break;
case 4109: error_string="trade is not allowed"; break;
case 4110: error_string="longs are not allowed"; break;
case 4111: error_string="shorts are not allowed"; break;
case 4200: error_string="object is already exist"; break;
case 4201: error_string="unknown object property"; break;
case 4202: error_string="object is not exist"; break;
case 4203: error_string="unknown object type"; break;
case 4204: error_string="no object name"; break;
case 4205: error_string="object coordinates error"; break;
case 4206: error_string="no specified subwindow"; break;
default: error_string="unknown error";
}
//----
return(error_string);
}
//+------------------------------------------------------------------+
//*************************************************************************************************************************
//+------------------------------------------------------------------+
to CTRAder it buys or sells and modify lot size based on specified risk% and SL based on ATR. I tried converting it using 2calgo but it cannot convert it. Here are the two files.
Thanks,
Spotware
13 Nov 2015, 16:09
Dear Trader,
We do not provide coding assistance services. We more than glad to assist you with specific questions about cAlgo.API. You can contact one of our Partners or post a job in Development Jobs section for further coding assistance.
@Spotware