指定
Particular features:
- establish the trend using a nonlagma (below is the mt4 code for this indi, but I want this algorithm to be inserted in the EA, I don't want the EA to call the indicator)angle and price relationship with it (Trend = disabled OR price OR angle OR both; Example: price above MA => uptrend OR MA rises => uptrend OR MA rises and price above it => uptrend) - have this MA drawn on the chart
- enter a trade based on the (same algorithm) nonlagma indicator - have this signal MA drawn on the chart, or some arrow when trade signal occurs
- confirm the entry if the price is at a minimum distance away from the latest HH or LL (depending whether the EA buys or - need to set the number of pips from the EA's settings - have the HH or LL (ie swing) drawn on the chart, for example a horizontal line, just like a price level
- trail the price using a moving average, ATR, psar, chandelier, pips, fractals (need to be able to select one of this from a drop-down, and have the settings for each to customize) - have the trailing signal drawn on the chart
- when the trend changes and there is an opposite trade signal, I want the EA to be able to (if set to do so):
- close the losing trade and open a new trade according to new signal
- open a hedging trade and continue hedging if trend reverses back and then again, increasing the lotsize (similar to a martingale, only with the trend) Example: buy 1$ - trend reverses, sel 2$- trend reverses, again buy 4$ etc. Need to have a lfor hedging trades, that will calculate the next lotsize based on all the sells vs all the buys. This means that if the multiplier is 2, then the trades same as the first one (ex buys) are 2 times smaller than the trade same as last one (ex sells). Let me know if it's hard to understand :)
- do nothing (and wait for the price to hit the SL)
General features (basically everything that others have):
- set a fixed lotsize or percentage of free margin
- restrict trading by days, hours/market sessions
- restrict/stop trading after a given number of trades
- close opened trades if a maximum loss occurs
- close opened trades if a minimum profit is reached - used when hedging, to allow the EA to close a set of trades that have finally reached a positive profit
- set TP, SL and BE
- set magic number and comments
- martingale - disable/enable and also must have a quotient just like the hedging, so I can choose how much more to risk on the next trade
Other things to consider: I do not care much about time. I also need time to test its functionality, so I'm not in a hurry. I believe that we can wait for each other a little longer, until we are both happy with the result. If the EA will have a small info on the chart, writing about trend, trades, profit etc and other useful info such as max lotsize, broker time, name and so on, it will be even better for my visual.
The nonlagma code used for the trend and signal must have different settings that I can choose from the EA settings. For example Trend nonlagma = 100, signal nonlagma = 10.
For a better understanding of what I need, here's how I imagine the EA's settings:
Trading Sundays = false/true
Trading Mondays = false/true
...
Trading Sessions = true/false (false means ignore the sessions)
Asian session start = 23:00
Asian session finish = 8:00
London session start ...
...
Trend = price / angle / both / disabled
Trend period = 100
Trend price = close/open/etc
Signal = 10
Signal period = 100
Signal price = close/open/etc
Signal shift = 1 (ie bar)
Lotsize management = true/false
Percentage = 0.01 (if above is true)
Fixed = 0.1 (if management = false)
Minimum profit = 1$
Maximum loss = 100$
Maximum trades opened = 4
Stoploss = 30 pips
Take profit = 50 pips
Breakeven = 30 pips
Trailing stop = psar/moving average/chandelier/fractals (ie candlestick)/atr/pips
Trailing Buffer = 5 pips
Trailing PSAR settings = ...
Trailing MA settings = ...etc
...
Slippage = 3 pips
Magic Number = 333
Trade comment = I am a winner lol
Opposite trade signal = close loser and open new trade accordingly / open hedging trade / do nothing
Hedging Multiplier = 2
Close basket of opposite trades if profit >= Minimum profit (above) = true/false
Close basket of opposite trades if profit <= Maximum loss (above) = true/false
Martingale if last trade closed in negative profit = true/false
Martingale multiplier = 2
Martingale tries = 3 (how many consecutive losses are allowed before we give up and the lotsize resumes to normal)
I hope that I have managed to paint the entire picture. If not, I will try to better explain later.
Below is the mq4 non lag moving average algorithm I want to be used for trend and signal:
#property copyright "" #property link "" #property description "" #property strict #property indicator_chart_window #property indicator_buffers 3 #property indicator_color1 Gold #property indicator_width1 2 #property indicator_color2 Teal #property indicator_width2 2 #property indicator_color3 Crimson #property indicator_width3 2 input ENUM_APPLIED_PRICE Price=0; extern int Length = 15; //Period of NonLagMA extern int Displace = 0; //DispLace or Shift extern double PctFilter = 0; //Dynamic filter in decimal extern int Color = 1; //Switch of Color mode (1-color) extern int ColorBarBack = 1; //Bar back for color mode extern double Deviation = 0; //Up/down deviation extern int AlertMode = 0; //Sound Alert switch (0-off,1-on) extern int WarningMode = 0; //Sound Warning switch(0-off,1-on) double MABuffer[]; double UpBuffer[]; double DnBuffer[]; double trend[]; double Del[]; double AvgDel[]; double alfa[]; int i, Phase, Len,Cycle=4; double Coeff, beta, t, Sum, Weight, g; double pi = 3.1415926535; bool UpTrendAlert=false, DownTrendAlert=false; int OnInit() { IndicatorBuffers(6); SetIndexStyle(0,DRAW_LINE); SetIndexBuffer(0,MABuffer); SetIndexStyle(1,DRAW_LINE); SetIndexBuffer(1,UpBuffer); SetIndexStyle(2,DRAW_LINE); SetIndexBuffer(2,DnBuffer); SetIndexBuffer(3,trend); SetIndexBuffer(4,Del); SetIndexBuffer(5,AvgDel); string short_name; IndicatorDigits(int(MarketInfo(Symbol(),MODE_DIGITS))); short_name="NonLagMA ("+IntegerToString(Length)+")"; IndicatorShortName(short_name); SetIndexLabel(0,"Level"); SetIndexLabel(1,"Up"); SetIndexLabel(2,"Dn"); SetIndexShift(0,Displace); SetIndexShift(1,Displace); SetIndexShift(2,Displace); SetIndexEmptyValue(0,EMPTY_VALUE); SetIndexEmptyValue(1,EMPTY_VALUE); SetIndexEmptyValue(2,EMPTY_VALUE); SetIndexDrawBegin(0,Length*Cycle+Length+1); SetIndexDrawBegin(1,Length*Cycle+Length+1); SetIndexDrawBegin(2,Length*Cycle+Length+1); Coeff = 3*pi; Phase = Length-1; Len = Length*4 + Phase; ArrayResize(alfa,Len); Weight=0; for (i=0;i<Len-1;i++) { if (i<=Phase-1) t = 1.0*i/(Phase-1); else t = 1.0 + (i-Phase+1)*(2.0*Cycle-1.0)/(Cycle*Length-1.0); beta = MathCos(pi*t); g = 1.0/(Coeff*t+1); if (t <= 0.5 ) g = 1; alfa[i] = g * beta; Weight += alfa[i]; } return(INIT_SUCCEEDED); } int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { int shift=0, counted_bars=IndicatorCounted(),limit=0; double price=0, Filter=0; if ( counted_bars > 0 ) limit=Bars-counted_bars; if ( counted_bars < 0 ) return(0); if ( counted_bars ==0 ) limit=Bars-Len-1; if ( counted_bars < 1 ) for(i=1;i<Length*Cycle+Length;i++) { MABuffer[Bars-i]=0; UpBuffer[Bars-i]=0; DnBuffer[Bars-i]=0; } for(shift=limit;shift>=0;shift--) { Sum = 0; for (i=0;i<=Len-1;i++) { price = iMA(NULL,0,1,0,3,Price,i+shift); Sum += alfa[i]*price; } if (Weight > 0) MABuffer[shift] = (1.0+Deviation/100)*Sum/Weight; if (PctFilter>0) { Del[shift] = MathAbs(MABuffer[shift] - MABuffer[shift+1]); double sumdel=0; for (i=0;i<=Length-1;i++) sumdel = sumdel+Del[shift+i]; AvgDel[shift] = sumdel/Length; double sumpow = 0; for (i=0;i<=Length-1;i++) sumpow+=MathPow(Del[shift+i]-AvgDel[shift+i],2); double StdDev = MathSqrt(sumpow/Length); Filter = PctFilter * StdDev; if(MathAbs(MABuffer[shift]-MABuffer[shift+1]) < Filter) MABuffer[shift]=MABuffer[shift+1]; } else Filter=0; if (Color>0) { trend[shift]=trend[shift+1]; if (MABuffer[shift]-MABuffer[shift+1] > Filter) trend[shift]= 1; if (MABuffer[shift+1]-MABuffer[shift] > Filter) trend[shift]=-1; if (trend[shift]>0) { UpBuffer[shift] = MABuffer[shift]; if (trend[shift+ColorBarBack]<0) UpBuffer[shift+ColorBarBack]=MABuffer[shift+ColorBarBack]; DnBuffer[shift] = EMPTY_VALUE; if (WarningMode>0 && trend[shift+1]<0 && shift==0) PlaySound("alert2.wav"); } if (trend[shift]<0) { DnBuffer[shift] = MABuffer[shift]; if (trend[shift+ColorBarBack]>0) DnBuffer[shift+ColorBarBack]=MABuffer[shift+ColorBarBack]; UpBuffer[shift] = EMPTY_VALUE; if (WarningMode>0 && trend[shift+1]>0 && shift==0) PlaySound("alert2.wav"); } } } string Message; if (trend[2]<0 && trend[1]>0 && Volume[0]>1 && !UpTrendAlert) { Message = " NonLagMA "+Symbol()+" M"+IntegerToString(Period())+": changed to uptrend"; if ( AlertMode>0 ) Alert (Message); UpTrendAlert=true; DownTrendAlert=false; } if ( trend[2]>0 && trend[1]<0 && Volume[0]>1 && !DownTrendAlert) { Message = " NonLagMA "+Symbol()+" M"+IntegerToString(Period())+": changed to downtrend"; if ( AlertMode>0 ) Alert (Message); DownTrendAlert=true; UpTrendAlert=false; } return(rates_total); }