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Trailing stop tutorial using ATR indicator - expert pour MetaTrader 5
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- Publié:
- 2024.05.28 21:02
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I. Main function
1. Using condition buy or sell base on price action.
2. Auto caculate lot size
3. Auto trailling stop by ATR.
4. Backtest result
II. Main function code
1. Trailling and count position function
//+------------------------------------------------------------------+ //|Count position and Trailling Functiom | //+------------------------------------------------------------------+ void count_position(int &count_buy, int &count_sell, double &_atr[]) { count_buy=0; count_sell=0; int total_postion=PositionsTotal(); double cp=0.0, op=0.0, sl=0.0,tp=0.0; ulong ticket=0.0; for ( int i=total_postion-1; i>=0; i--) { if(m_position.SelectByIndex(i)) { if(m_position.Symbol()==_Symbol && m_position.Magic()== m_magicnumber) cp=m_position.PriceCurrent();op=m_position.PriceOpen();sl=m_position.StopLoss();tp=m_position.TakeProfit();ticket=m_position.Ticket(); { if(m_position.PositionType()== POSITION_TYPE_BUY) { count_buy++; double Traill= cp-Trailling*_atr[1]; if(cp>sl+Trailling_Step*_atr[1] && Traill>sl) { trade.PositionModify(ticket,Traill,tp); } } if(m_position.PositionType()== POSITION_TYPE_SELL) { count_sell++; double Traill= cp+Trailling*_atr[1]; if(cp<sl-Trailling_Step*_atr[1] && Traill<sl) { trade.PositionModify(ticket,Traill,tp); } } } } } }
2. caculate lot size
double calculate_lotsize(double sl, double price) { double lots=0.,margin ; double lotstep= SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP); double ticksize = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE); double tickvalue = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE); double balance= AccountInfoDouble(ACCOUNT_BALANCE); double point= SymbolInfoDouble(_Symbol,SYMBOL_POINT); //double loss=MathRound((MathAbs(price-sl)/ ticksize) * ticksize ); double loss=MathAbs(price-sl)/point; m_symbol.NormalizePrice(loss); double Risk= initial_risk*balance; if(loss!=0) { lots=MathAbs(Risk/loss); lots=MathFloor(lots/lotstep)*lotstep; } if(OrderCalcMargin(ORDER_TYPE_BUY,_Symbol,lots,price,margin)) { double free_margin=AccountInfoDouble(ACCOUNT_MARGIN_FREE); if(free_margin<0) { lots=0; } else if(free_margin<margin) { lots=lots*free_margin/margin; lots=MathFloor(lots/lotstep-1)*lotstep; } } lots=MathMax(lots,SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN)); lots=MathMin(lots,SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX)); return lots; }
3. Main tick function
//+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { if(OpenBar(Symbol())) { // Candle declaration double High[],Low[],open[],close[]; ArraySetAsSeries(High,true);ArraySetAsSeries(Low,true);ArraySetAsSeries(close,true);ArraySetAsSeries(open,true); CopyHigh(Symbol(),timeframe,0,1000,High); CopyLow(Symbol(),timeframe,0,1000,Low); CopyOpen(_Symbol,timeframe,0,100,open); CopyClose(_Symbol,timeframe,0,100,close); // Highest high and lowest low declaration int highest= ArrayMaximum(High,HL_shift,HL_period); int lowest= ArrayMinimum(Low,HL_shift,HL_period); double HH= High[highest]; //Drawline(" Kháng Cự ", clrRed,HH); double LL= Low[lowest]; //Drawline(" hỗ trợ ", clrBlue,LL); // Moving average declaration CopyBuffer(Handle_MA,0,0,100,MA_Filter); ArraySetAsSeries(MA_Filter,true); // Atr declaration ArraySetAsSeries(atr,true); CopyBuffer(hand_atr,0,0,50,atr); // Broker parameter double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT); double ask= SymbolInfoDouble(_Symbol,SYMBOL_ASK); double bid= SymbolInfoDouble(_Symbol,SYMBOL_BID); double spread=ask-bid; double stoplevel= (int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_STOPS_LEVEL); int freezerlevel= (int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_FREEZE_LEVEL); // Count bjuy and count sell int count_buy=0; int count_sell=0; count_position(count_buy,count_sell,atr); // Main condition for buy and sell if(count_buy==0) { if(ask>(HH) && High[highest] > MA_Filter[highest] ) { double entryprice= ask; double sl = LL; double tp = entryprice +TP_factor*atr[1]; double lotsize = calculate_lotsize(sl,entryprice); if( bid-sl>stoplevel && tp-bid>stoplevel&& CheckVolumeValue(lotsize) ) { trade.Buy(lotsize,_Symbol,entryprice,sl,tp, " Buy Mr Tan "); } } } if(count_sell==0) { if(bid<(LL) && Low[lowest] < MA_Filter[lowest]) { double entryprice= bid; double sl = HH; double tp = entryprice -TP_factor*atr[1]; double lotsize = calculate_lotsize(sl,entryprice); if( sl-ask>stoplevel && ask-tp>stoplevel&& CheckVolumeValue(lotsize) ) { trade.Sell(lotsize,_Symbol,entryprice,sl,tp, " Sell Mr Tan "); } } } } }
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