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Elisa_Incomplete.mq4
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Elisa_Incomplete.mq4
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//+------------------------------------------------------------------+
//| This MQL is generated by Expert Advisor Builder |
//| https://sufx.core.t3-ism.net/ExpertAdvisorBuilder/ |
//| |
//| In no event will author be liable for any damages whatsoever. |
//| Use at your own risk. |
//| |
//| Modified by Lucas Liew |
//| |
//+------------------- DO NOT REMOVE THIS HEADER --------------------+
/*
ELISA - BREAKOUT BOT WITH TIME FILTER
ELISA ENTRY RULES:
If Current Volatility (ATR(20)) is less than Volatility (ATR(20)) 10 hours ago:
Enter a long trade when closing price crosses Keltner Channels(20) from bottom
Enter a short trade when closing price crosses Keltner Channels(20) from top
No trade on Mondays
No trade on first day of the month
ELISA EXIT RULES:
Profit-Taking Exit 1: Exit the long trade when closing price moved up > 5 ATR(20)
Profit-Taking Exit 2: Exit the short trade when closing price moved down > 5 ATR(20)
Stop Loss Exit: 2 ATR(20) Hard stop
Generic Exit: Stop after 10 periods
ELISA POSITION SIZING RULE:
2% of Capital risked per trade
Note you need to download and compile the custom indicator: Keltner_Channels.mq4
1 TDLs in Total - Only edit TDL 4. The rest are the same as Cary.
Good Luck!
*/
#define SIGNAL_NONE 0
#define SIGNAL_BUY 1
#define SIGNAL_SELL 2
#define SIGNAL_CLOSEBUY 3
#define SIGNAL_CLOSESELL 4
#property copyright "Expert Advisor Builder"
#property link "https://sufx.core.t3-ism.net/ExpertAdvisorBuilder/"
extern int MagicNumber = 00003;
extern bool SignalMail = False;
extern double Lots = 1.0;
extern int Slippage = 3;
extern bool UseStopLoss = True;
extern int StopLoss = 0;
extern bool UseTakeProfit = True;
extern int TakeProfit = 0;
extern bool UseTrailingStop = False;
extern int TrailingStop = 0;
extern bool isSizingOn = True;
extern int Risk = 2;
// TDL 13: Declare Extern Variables
extern int keltnerPeriod = 20;
extern int tpATR_k = 5; // Take Profit Multiple of ATR
extern int slATR_k = 2; // Stop Loss Multiple of ATR
extern double atr_period = 20;
extern int atr_shift = 11; // Number of bars before current (used for volatility rule)
extern int timeExitPeriod = 10; // Number of bars until trade is exited (used for generic exit rule)
int P = 1;
int Order = SIGNAL_NONE;
int Total, Ticket, Ticket2;
double StopLossLevel, TakeProfitLevel, StopLevel;
bool isYenPair;
// TDL 12: Declare variables
double keltnerUpper1, keltnerUpper2, keltnerLower1, keltnerLower2, close1, close2;
double atr_current, atr_past;
double takeprofit1, takeprofit2;
double timeexit;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int init() {
if(Digits == 5 || Digits == 3 || Digits == 1)P = 10;else P = 1; // To account for 5 digit brokers
if(Digits == 3 || Digits == 2) isYenPair = true; // To account for Yen Pairs
return(0);
}
//+------------------------------------------------------------------+
//| Expert initialization function - END |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
int deinit() {
return(0);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function - END |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Expert start function |
//+------------------------------------------------------------------+
int start() {
Total = OrdersTotal();
Order = SIGNAL_NONE;
//+------------------------------------------------------------------+
//| Variable Setup |
//+------------------------------------------------------------------+
// TDL 1: Initialise Keltner indicators (Hint: Create 4 variables)
keltnerUpper1 = iCustom(NULL, 0, "Keltner_Channels", keltnerPeriod, 0, 5, 20, 1.5, True, 0, 1);
keltnerLower1 = iCustom(NULL, 0, "Keltner_Channels", keltnerPeriod, 0, 5, 20, 1.5, True, 2, 1);
keltnerUpper2 = iCustom(NULL, 0, "Keltner_Channels", keltnerPeriod, 0, 5, 20, 1.5, True, 0, 2);
keltnerLower2 = iCustom(NULL, 0, "Keltner_Channels", keltnerPeriod, 0, 5, 20, 1.5, True, 2, 2);
// TDL 2: Initialise Closing Price Variables
close1 = iClose(NULL, 0, 1);
close2 = iClose(NULL, 0, 2);
// TDL 3: Initialise ATRs
atr_current = iATR(NULL, 0, atr_period, 1); // ATR(20) now
atr_past = iATR(NULL, 0, atr_period, atr_shift); // ATR(20) 10 periods ago
// TDL 11: Declare Stop Loss Exits
StopLoss = slATR_k * atr_current / (P * Point); // Note that StopLoss need to be initialised before the Sizing Algo as we are using this value there
TakeProfit = (atr_current * tpATR_k) / (P * Point); // Current ask price + 5 ATR(20);
// Sizing Algo (2% risked per trade)
if (isSizingOn == true) {
Lots = Risk * 0.01 * AccountBalance() / (MarketInfo(Symbol(),MODE_LOTSIZE) * StopLoss * P * Point); // Sizing Algo based on account size
if(isYenPair == true) Lots = Lots * 100; // Adjust for Yen Pairs
Lots = NormalizeDouble(Lots, 2); // Round to 2 decimal place
}
StopLevel = (MarketInfo(Symbol(), MODE_STOPLEVEL) + MarketInfo(Symbol(), MODE_SPREAD)) / P; // Defining minimum StopLevel
if (StopLoss < StopLevel) StopLoss = StopLevel;
if (TakeProfit < StopLevel) TakeProfit = StopLevel;
//+------------------------------------------------------------------+
//| Variable Setup - END |
//+------------------------------------------------------------------+
//Check position
bool IsTrade = False;
for (int i = 0; i < Total; i ++) {
Ticket2 = OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderType() <= OP_SELL && OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber) {
IsTrade = True;
if(OrderType() == OP_BUY) {
//Close
//+------------------------------------------------------------------+
//| Signal Begin(Exit Buy) |
//+------------------------------------------------------------------+
/*
ELISA EXIT RULES:
Profit-Taking Exit 1: Exit the long trade when closing price move up > 5 ATR(20)
Profit-Taking Exit 2: Exit the short trade when closing price move down > 5 ATR(20)
Stop Loss Exit: 2 ATR(20) Hard stop
Generic Exit: Stop after 10 periods
*/
// TDL 7: Long trade closing rule
if(TimeCurrent() > timeexit) Order = SIGNAL_CLOSEBUY; // Rule to EXIT a Long trade.
// Note that only the generic exit rule is here. The Profit-Taking Exit 1 rule is considered in the TakeProfti variable
//+------------------------------------------------------------------+
//| Signal End(Exit Buy) |
//+------------------------------------------------------------------+
if (Order == SIGNAL_CLOSEBUY) {
Ticket2 = OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, MediumSeaGreen);
if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Close Buy");
IsTrade = False;
// Optional TDL 9: Reset the Time Exit value (This is optional as time value will be re-initialised when a buy/sell signal is generated.)
timeexit = 0;
continue;
}
//Trailing stop
if(UseTrailingStop && TrailingStop > 0) {
if(Bid - OrderOpenPrice() > P * Point * TrailingStop) {
if(OrderStopLoss() < Bid - P * Point * TrailingStop) {
Ticket2 = OrderModify(OrderTicket(), OrderOpenPrice(), Bid - P * Point * TrailingStop, OrderTakeProfit(), 0, MediumSeaGreen);
continue;
}
}
}
} else {
//+------------------------------------------------------------------+
//| Signal Begin(Exit Sell) |
//+------------------------------------------------------------------+
// TDL 8: Short trade closing rule
if (TimeCurrent() > timeexit) Order = SIGNAL_CLOSESELL; // Rule to EXIT a Short trade
// Note that only the generic exit rule is here. The Profit-Taking Exit 1 rule is considered in the TakeProfti variable
//+------------------------------------------------------------------+
//| Signal End(Exit Sell) |
//+------------------------------------------------------------------+
if (Order == SIGNAL_CLOSESELL) {
Ticket2 = OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, DarkOrange);
if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Close Sell");
IsTrade = False;
// Optional TDL 10: Reset the Time Exit value (This is optional as time value will be re-initialised when a buy/sell signal is generated.)
timeexit = 0;
continue;
}
//Trailing stop
if(UseTrailingStop && TrailingStop > 0) {
if((OrderOpenPrice() - Ask) > (P * Point * TrailingStop)) {
if((OrderStopLoss() > (Ask + P * Point * TrailingStop)) || (OrderStopLoss() == 0)) {
Ticket2 = OrderModify(OrderTicket(), OrderOpenPrice(), Ask + P * Point * TrailingStop, OrderTakeProfit(), 0, DarkOrange);
continue;
}
}
}
}
}
}
//+------------------------------------------------------------------+
//| Signal Begin(Entries) |
//+------------------------------------------------------------------+
/*
ELISA ENTRY RULES:
If Current Volatility (ATR(20)) is less than Volatility (ATR(20)) 10 hours ago:
Enter a long trade when closing price crosses Keltner Channels(20) from bottom
Enter a short trade when closing price crosses Keltner Channels(20) from top
No trade on Mondays
No trade on first day of the month
*/
// TDL 4: Add new time filter rules
if ()
if (atr_current < atr_past) {
if (close2 < keltnerUpper2 && close1 >= keltnerUpper1) Order = SIGNAL_BUY; // Rule to ENTER a Long trade
if (close2 > keltnerLower2 && close1 <= keltnerLower1) Order = SIGNAL_SELL; // Rule to ENTER a Short trade
}
//+------------------------------------------------------------------+
//| Signal End |
//+------------------------------------------------------------------+
//Buy
if (Order == SIGNAL_BUY) {
if(!IsTrade) {
//Check free margin
if (AccountFreeMargin() < (1000 * Lots)) {
Print("We have no money. Free Margin = ", AccountFreeMargin());
return(0);
}
if (UseStopLoss) StopLossLevel = Ask - StopLoss * Point * P; else StopLossLevel = 0.0;
if (UseTakeProfit) TakeProfitLevel = Ask + TakeProfit * Point * P; else TakeProfitLevel = 0.0;
Ticket = OrderSend(Symbol(), OP_BUY, Lots, Ask, Slippage, StopLossLevel, TakeProfitLevel, "Buy(#" + MagicNumber + ")", MagicNumber, 0, DodgerBlue);
if(Ticket > 0) {
if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
Print("BUY order opened : ", OrderOpenPrice());
if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Open Buy");
// TDL 5: Define Time-based Exit
timeexit = TimeCurrent() + timeExitPeriod * Period()*60; // Multiply by 60 to convert to seconds
} else {
Print("Error opening BUY order : ", GetLastError());
}
}
return(0);
}
}
//Sell
if (Order == SIGNAL_SELL) {
if(!IsTrade) {
//Check free margin
if (AccountFreeMargin() < (1000 * Lots)) {
Print("We have no money. Free Margin = ", AccountFreeMargin());
return(0);
}
if (UseStopLoss) StopLossLevel = Bid + StopLoss * Point * P; else StopLossLevel = 0.0;
if (UseTakeProfit) TakeProfitLevel = Bid - TakeProfit * Point * P; else TakeProfitLevel = 0.0;
Ticket = OrderSend(Symbol(), OP_SELL, Lots, Bid, Slippage, StopLossLevel, TakeProfitLevel, "Sell(#" + MagicNumber + ")", MagicNumber, 0, DeepPink);
if(Ticket > 0) {
if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
Print("SELL order opened : ", OrderOpenPrice());
if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Open Sell");
// TDL 6: Define Time-based Exit
timeexit = TimeCurrent() + timeExitPeriod * Period()*60; // Multiply by 60 to convert to seconds;
} else {
Print("Error opening SELL order : ", GetLastError());
}
}
return(0);
}
}
return(0);
}
//+------------------------------------------------------------------+