//+------------------------------------------------------------------+ //| VirtualHedge.mq4 | //| A Sexy Trader | //| http://pipsmaker.wordpress.com/ | //+------------------------------------------------------------------+ #property copyright "A Sexy Trader" #property link "http://pipsmaker.wordpress.com/" #include extern string StartDate = "2007.03.17"; // specify the testing period as same as collected data extern string StopDate = "2007.06.27"; extern string BaseSymbol = "GBPJPY"; // the base symbol extern string HedgeSymbol = "EURJPY"; // the hedge symbol extern int Base_OP = OP_SELL; // by the rules always sell GBPJPY extern int Hedge_OP = OP_BUY; // and always buy EURJPY extern double BaseLotSize = 1.0; // take the lot size of 1 for GBPJPY extern double HedgeLotSize = 2.0; // and take 2 lots for EURJPY extern double ExpectProfit$ = 100; // always close when reach $100 extern bool PrintDetails = true; // print the order opening and closing detail ? int BSP // the spread of GBPJPY ,HSP // the spread of EURJPY ,BOP=-1 // OrderType of GBPJPY ,HOP=-1 // OrderType of EURJPY ,day=0 // for marking that today hedge was executed ,hr // handle of the file for exporting the hedge result ,p=1 ,BC // the base-symbol's contract size ,HC // the hedge-symbol's contract size ,floating=0 // for marking as there are some orders currently floating ,Pointer=0 // the Pointer of each string data ,AL // Account Leverage ,on // order number ; double BOpen // open price of base symbol ,HOpen // open price of hedge symbol ,BLots // base symbol lotsize ,HLots // base symbol lotsize ,lastTick // to mark the last tick for calculating the current profit ,BPF // base symbol order profit ,HPF // hedge symbol order profit ,TPF // the total profit ,CurBalance // the array to collect the hedge results ,CurB=0 // the current balance ,BTick // Base tick ,HTick // Hedge tick ,BD1Time // Base daily open time ,HD1Time // Hedge daily open time ,BTTime // Base tick time ,HTTime // Hedge tick time ; string CurTrade // a string to show the current performance as a comment ,BORD // a string to specify the type of arrows and text of base symbol ,HORD // same thing but for hedge symbol ,hobstr // the whole string of the base symbol open price data ,bstr // the string of all daily data of base Symbol ,hstr // the string of all daily data of hedge Symbol ,btstr // the string of tick data of base Symbol ,htstr // the string of tick data of hedge Symbol ,pstr // the string for exporting result data ; color SELLCL=DeepSkyBlue // the color of arrows to mark that sell order was executed ,BUYCL=HotPink // the color of arrows to mark that buy order was executed ,BCL // the color of base symbol, varies by the Base_OP parameter ,HCL // the color of hedge symbol, varies by the Hedge_OP parameter ; bool closed=true // for marking as all trades were closed ,trimb=true // get rid of taken data of base Symbol or not? ,trimh=true // get rid of taken data of hedge Symbol or not? ,trimbd1=true // get rid of taken daily data of base Symbol or not? ,trimhd1=true // get rid of taken daily data of hedge Symbol or not? ; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- CurBalance=AccountBalance(); //mark the initial deposit CurB=AccountBalance(); //mark the current balance pstr=pstr+DoubleToStr(CurBalance,2)+","; //collect the performance string AL=AccountLeverage(); //get the Account Leverage BSP=MarketInfo(BaseSymbol ,MODE_SPREAD); //get the spread HSP=MarketInfo(HedgeSymbol ,MODE_SPREAD); BC =MarketInfo(BaseSymbol ,MODE_LOTSIZE); //get the contract size for calculating profit HC =MarketInfo(HedgeSymbol ,MODE_LOTSIZE); BOP=Base_OP; //get the OrderType HOP=Hedge_OP; BLots=BaseLotSize; //get the lot size HLots=HedgeLotSize; string RName=BaseSymbol+"_"+HedgeSymbol+"_result"+p+".csv"; //name the performance file //this file is needed to copy to /* Program files/Metatrader 4 /Experts/files */ hr =FileOpen(RName ,FILE_CSV|FILE_WRITE); //open the file to export the initial deposit if(hr>0) //if the file exist { FileWrite(hr,pstr); //export the initial deposit FileClose(hr); //close file } if(Base_OP==OP_SELL){BCL=SELLCL;BORD="sell";} //specify the parameter leading to create the trading arrow and text else {BCL=BUYCL; BORD="buy";} if(Hedge_OP==OP_BUY){HCL=BUYCL; HORD="buy";} else {HCL=SELLCL;HORD="sell";} getdata(BaseSymbol); //get all data of BaseSymbol getdata(HedgeSymbol); //all data of HedgeSymbol //the function located at the bottom return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { string RName=BaseSymbol+"_"+HedgeSymbol+"_result"+p+".csv"; //name the performance file //--------------------------Only perform the show of specified period--------------------------// if(TimeToStr(TimeCurrent(),TIME_DATE)>=StartDate && TimeToStr(TimeCurrent(),TIME_DATE)<=StopDate) //mark as no any order now { if(day!=TimeDay(Time[0])) //the new day has come { { if(BOpen!=0 && HOpen!=0) //check if yesterday hedge still floating { if(Base_OP==OP_BUY) //the base-symbol's current profit { BPF=((BTick-BOpen)*BLots*BC)/BOpen; } else { BPF=((BOpen-BTick)*BLots*BC)/BOpen; } if(Hedge_OP==OP_BUY) //the hedge-symbol's current profit { HPF=((HTick-HOpen)*HLots*HC)/HOpen; } else { HPF=((HOpen-HTick)*HLots*HC)/HOpen; } TPF=BPF+HPF; //the total current profit CurB+=TPF; CurBalance=CurB; //get the latest AccountBalance pstr=pstr+DoubleToStr(CurBalance,2)+","; //insert into the performance string floating=0; //mark as no any order now BOpen=0; // block the profit calculation process HOpen=0; if(BOpen==0 && HOpen==0) //make sure there is no any order now { closed=true; //mark all orders were closed CreateObject("R : "+on,OBJ_TEXT,Time[0],Close[0],0,0,DarkViolet,"","Cleared With Profit Of : "+DoubleToStr(TPF,2)); //create the cleared all orders text if(PrintDetails)Print("Cleared Hedge With Profit : "+DoubleToStr(TPF,2)); //print latest action if PrintDetails allowed hr =FileOpen(RName ,FILE_CSV|FILE_WRITE); //open the result file to prepare for file writing if(hr>0) { FileWrite(hr,pstr); //export the data FileClose(hr); } if(StringLen(pstr)>4086){p++;pstr="";} //set the new file name if pstr is larger than 4086 characters int thep=FileOpen("p.csv",FILE_CSV|FILE_WRITE); //this file is needed to copy to /* Program files/Metatrader 4 /Experts/files */ //too // record the p value as a file if(thep>0) // if the file exist { string ps=DoubleToStr(p,0); // transform into string FileWrite(thep,ps); // write p FileClose(thep); // done } } } if(floating==0) //now all yesterday hedge were cleared { trimb=true; trimh=true; //allow getting tick data for today to work //----------GETTING TODAY ORDER OPEN PRICE AND TIME----------// if(trimbd1) //getting the daily base price allowed { Pointer=StringFind(bstr,",",0); //find the nearest "," from the beginning of string BD1Time=StrToTime(StringSubstr(bstr,0,Pointer)); //get the time value located before the "," syntax bstr=StringSubstr(bstr,Pointer+1,0); //trim off the taken data Pointer=StringFind(bstr,",",0); //fine the nearest "," from the trimmed data string BOpen=StrToDouble(StringSubstr(bstr,0,Pointer)); //get the PRICE value located before the "," syntax bstr=StringSubstr(bstr,Pointer+1,0); //trim off the taken data again to prepare for next time } if(trimhd1) //getting the daily hedge price allowed { Pointer=StringFind(hstr,",",0); //all processes are the same as bstr above HD1Time=StrToTime(StringSubstr(hstr,0,Pointer)); //... hstr=StringSubstr(hstr,Pointer+1,0); //... Pointer=StringFind(hstr,",",0); //... HOpen=StrToDouble(StringSubstr(hstr,0,Pointer)); //... hstr=StringSubstr(hstr,Pointer+1,0); //... } //--------GETTING TODAY ORDER OPEN PRICE AND TIME ENDED--------// if(BOpen!=0 && HOpen!=0 && CurBalance>(BLots+HLots)*BC/AL) //make sure the data taken is not zero and margin balance still available { floating=1; //mark as hedge sent closed=false; //mark as all orders opened on++; //new hedge orders have opened if(PrintDetails) //if PrintDetails allowed { Print(on+" Opened : "+BaseSymbol+" "+DoubleToStr(BLots,2)+" lots @ "+DoubleToStr(BOpen,Digits)+"."); Print(on+" Opened : "+HedgeSymbol+" "+DoubleToStr(HLots,2)+" lots @ "+DoubleToStr(HOpen,Digits)+"."); } } else //in case can not send hedge { Comment("Can Not Open The Trade : No Margin Available"); } //let us know if(closed==false) //hedge sent { //create the buy and sell arrow and text //this function is located at the bottom of the EA CreateObject("B : "+on,OBJ_ARROW,Time[0],Open[0]-20*Point,0,0,BCL,BORD,""); CreateObject("H : "+on,OBJ_ARROW,Time[0],Open[0]+30*Point,0,0,HCL,HORD,""); } } } day=TimeDay(Time[0]); //mark as proceeded } //-------------------------For Each Tick----------------------------// if(lastTick!=Hour()) //the new hour has come { if(trimb && StringFind(btstr,",",0)>0) //getting base tick allowed { Pointer=StringFind(btstr,",",0); //same process as getting daily data above BTTime=StrToTime(StringSubstr(btstr,0,Pointer)); btstr=StringSubstr(btstr,Pointer+1,0); Pointer=StringFind(btstr,",",0); BTick=StrToDouble(StringSubstr(btstr,0,Pointer)); btstr=StringSubstr(btstr,Pointer+1,0); } if(trimh && StringFind(htstr,",",0)>0) //if getting hedge tick allowed { Pointer=StringFind(htstr,",",0); HTTime=StrToTime(StringSubstr(htstr,0,Pointer)); htstr=StringSubstr(htstr,Pointer+1,0); Pointer=StringFind(htstr,",",0); HTick=StrToDouble(StringSubstr(htstr,0,Pointer)); htstr=StringSubstr(htstr,Pointer+1,0); } if(TimeDay(BD1Time)==TimeDay(BTTime) && TimeDay(HD1Time)==TimeDay(HTTime)) //only if the tick is form the same day { trimbd1=true; trimhd1=true; //allow to get the next day value if(TimeHour(BTTime)==TimeHour(HTTime)) //and same time hour { trimb=true; trimh=true; //allow to get the next tick value if(BOpen!=0 && HOpen!=0) //if the calculation process allowed { if(Base_OP==OP_BUY) { BPF=((BTick-BOpen)*BLots*BC)/BOpen; //the base-symbol's current profit } else { BPF=((BOpen-BTick)*BLots*BC)/BOpen; } if(Hedge_OP==OP_BUY) { HPF=((HTick-HOpen)*HLots*HC)/HOpen; //the hedge-symbol's current profit } else { HPF=((HOpen-HTick)*HLots*HC)/HOpen; } TPF=BPF+HPF; //the total current profit CurTrade=DoubleToStr(TPF,2); //show the current profit if(TPF > ExpectProfit$) //when they need to close { BOpen=0; //set the new value of order open price HOpen=0; //and block the profit calculation process CurTrade="No Any Hedge Order Now."; //Hedge was closed floating=0; //mark as hedge was closed CurB+=TPF; CurBalance=CurB; //get the last balance equity pstr=pstr+DoubleToStr(CurBalance,2)+","; //insert into performance string CreateObject("R : "+on,OBJ_TEXT,Time[0],Close[0],0,0,YellowGreen,"","Close With Profit Of : "+DoubleToStr(TPF,2)); //create the closed text if(PrintDetails) //Print the last Close detail { Print(on+" Closed "+BaseSymbol+" @ "+DoubleToStr(BTick,Digits)); Print(on+" Closed "+HedgeSymbol+" @ "+DoubleToStr(HTick,Digits)); Print(on+" Closed Hedge With Profit : "+DoubleToStr(TPF,2)); } hr =FileOpen(RName ,FILE_CSV|FILE_WRITE); //open it again to prepair for file writing if(hr>0) { FileWrite(hr,pstr); //export the data FileClose(hr); } if(StringLen(pstr)>4086){p++;pstr="";} //set the new file name if pstr is larger than 4086 characters thep=FileOpen("p.csv",FILE_CSV|FILE_WRITE); // record the p value again if(thep>0) // if the file exist { ps=DoubleToStr(p,0); // transform into string FileWrite(thep,ps); // write p FileClose(thep); // done } } } } else //in case the data values are not from the same tick time { if(BTTime>HTTime){trimb=false;} //freeze the offside data to can not be trim off else {trimh=false;} } } else //in case tick data is offside from today { if(BTTime>BD1Time){trimb=false;} //freeze the offside data to can not be trim off else if(BTTimeHD1Time){trimh=false;} else if(HTTimexa)xtc=xta; //make it run only in one for loop else xtc=xa; pter=0;s=0; for(int i=1;i<=xtc;i++) //the loop to get all string data { string name=sym+i+"T.csv" //set the data file name ,d1 =sym+i+"D1.csv" ; int h=FileOpen(name,FILE_CSV|FILE_READ) //open all files to read ,d=FileOpen(d1 ,FILE_CSV|FILE_READ); //------------------------------------------------------------ string source=FileReadString(h); //read the tick string FileClose(h); if(sym==BaseSymbol) //if get the data of base symbol { btstr=btstr+source; } else //if hedge symbol { htstr=htstr+source; } //------------------------------------------------------------ if(d>0) //read the daily data { string d1s =FileReadString(d);FileClose(d); if(sym==BaseSymbol) //if get base daily data { bstr=bstr+d1s; } else //if get hedge data { hstr=hstr+d1s; } } } } //------------------------------------ALL DONE---------------------------------------------//