// Goblin BiPolar Edition v.1.0 // by bluto @ www.forex-tsd.com // 12/20/2006 // // Here's a roughly cobbled version of Goblin that supports two EA routines in one - a buy side and a sell side running concurrently. // Although effective, the code isn't the most modular at this point. If the concept proves to be viable, I'll continue further // development to optimize shared subroutines between the two sub-EA routines. For now...play, test & be bodaceous! extern string SystemWideParms = "** Goblin Systemwide Parameters **"; extern double LotSize = 0.1; // First order will be for this lot size extern double LotsIncreaseBy = 2; //New orders will be the previous size times this amount extern bool UseMoneyMgmt=true; // if true, the lots size will increase based on account size extern double EquityProtectionLevel=0.55; // Min. equity to preserve in the event things go bad; all orders for Symbol/Magic will be closed. extern double MaxLossPerOrder=0.0; // Max. loss tolerance per order; once reached, order will be closed. extern double TargetEquityToCloseAndReset=2; extern bool TargetEquityByPct=true; // false = TargetEquity in Dollars, true = TargetEquity in Percent extern double RiskPercent=2; // risk to calculate the lots size (only if mm is enabled) extern bool VolatilityBasedSizing=false; // risk-based sizing relative to 'N' (Turtle Trading) extern bool VolatilityBasedPipSpacing=true; extern bool VolatilityBasedTakeProfitFactor=true; extern double LotFactor= 1; extern int RSX_Period=7; extern int RSX_Timeframe=60; extern string LongTradeParms = "** Goblin Buy Side Parameters **"; extern double LongTakeProfit = 10; // Profit Goal for the latest order opened extern double LongInitialStop = 0; // StopLoss extern double LongTrailingStop = 0; // Pips to trail the StopLoss extern int LongMaxTrades=4; // Maximum number of orders to open extern int LongPips=5; // Distance in Pips from one order to another extern double LongSecureProfit=0; // If profit made is bigger than SecureProfit we close the orders extern bool LongAccountProtection=false; // If one the account protection will be enabled, 0 is disabled extern int LongOrderstoProtect=0; // This number subtracted from LongMaxTrades is the number of open orders to enable the account protection. // Example: (LongMaxTrades=10) minus (OrderstoProtect=3)=7 orders need to be open before account protection is enabled. extern string ShortTradeParms = "** Goblin Sell Side Parameters **"; extern double ShortTakeProfit = 10; // Profit Goal for the latest order opened extern double ShortInitialStop = 0; // StopLoss extern double ShortTrailingStop = 0; // Pips to trail the StopLoss extern int ShortMaxTrades=4; // Maximum number of orders to open extern int ShortPips=5; // Distance in Pips from one order to another extern double ShortSecureProfit=0; // If profit made is bigger than SecureProfit we close the orders extern bool ShortAccountProtection=false; // If one the account protection will be enabled, 0 is disabled extern int ShortOrderstoProtect=0; // This number subtracted from LongMaxTrades is the number of open orders to enable the account protection. // Example: (LongMaxTrades=10) minus (OrderstoProtect=3)=7 orders need to be open before account protection is enabled. // Global internal parameters used by LongGoblin() buy order module: int LongMagicNumber = 0; // Magic number for the long orders placed int L_OpenOrders=0; int L_Count=0; int L_Slippage=5; double L_sl=0; double L_tp=0; double BuyPrice=0; double L_OrderLotSize=0; int L_Mode=0; int L_OrderType=0; bool L_ContinueOpening=true; double L_LastPrice=0; int L_PreviousOpenOrders=0; double L_Profit=0; int L_LastTicket=0; int L_LastType=0; double L_LastClosePrice=0; double L_LastLots=0; double L_PipValue=0; // Global internal parameters used by ShortGoblin() sell order module: int ShortMagicNumber = 0; // Magic number for the short orders placed int S_OpenOrders=0; int S_Count=0; int S_Slippage=5; double S_sl=0; double S_tp=0; double SellPrice=0; double S_OrderLotSize=0; int S_Mode=0; int S_OrderType=0; bool S_ContinueOpening=true; double S_LastPrice=0; int S_PreviousOpenOrders=0; double S_Profit=0; int S_LastTicket=0; int S_LastType=0; double S_LastClosePrice=0; double S_LastLots=0; double S_PipValue=0; // Global internal shared parameters string text="", text2=""; double DnTrendVal=0,UpTrendVal=0,TrendVal=0; string TrendTxt="analyzing..."; //int RSX_Period=17; int trendtype=0; bool AllowTrading=true; double G_MinLotSize=0; double G_MaxLotSize=99; double G_LotStep=0; double G_Decimals=0; int G_AcctLeverage=0; int G_CurrencyLotSize=0; double G_OrderLotSize=0; int G_Count=0; int G_Slippage=5; int G_TargetEquity=0; int init() { // For those of us tired of messing around assigning annoying but essential magic numbers. if (Symbol()=="AUDCADm" || Symbol()=="AUDCAD") {LongMagicNumber=100001;ShortMagicNumber=200001;} if (Symbol()=="AUDJPYm" || Symbol()=="AUDJPY") {LongMagicNumber=100002;ShortMagicNumber=200002;} if (Symbol()=="AUDNZDm" || Symbol()=="AUDNZD") {LongMagicNumber=100003;ShortMagicNumber=200003;} if (Symbol()=="AUDUSDm" || Symbol()=="AUDUSD") {LongMagicNumber=100004;ShortMagicNumber=200004;} if (Symbol()=="CHFJPYm" || Symbol()=="CHFJPY") {LongMagicNumber=100005;ShortMagicNumber=200005;} if (Symbol()=="EURAUDm" || Symbol()=="EURAUD") {LongMagicNumber=100006;ShortMagicNumber=200006;} if (Symbol()=="EURCADm" || Symbol()=="EURCAD") {LongMagicNumber=100007;ShortMagicNumber=200007;} if (Symbol()=="EURCHFm" || Symbol()=="EURCHF") {LongMagicNumber=100008;ShortMagicNumber=200008;} if (Symbol()=="EURGBPm" || Symbol()=="EURGBP") {LongMagicNumber=100009;ShortMagicNumber=200009;} if (Symbol()=="EURJPYm" || Symbol()=="EURJPY") {LongMagicNumber=100010;ShortMagicNumber=200010;} if (Symbol()=="EURUSDm" || Symbol()=="EURUSD") {LongMagicNumber=100011;ShortMagicNumber=200011;} if (Symbol()=="GBPCHFm" || Symbol()=="GBPCHF") {LongMagicNumber=100012;ShortMagicNumber=200012;} if (Symbol()=="GBPJPYm" || Symbol()=="GBPJPY") {LongMagicNumber=100013;ShortMagicNumber=200013;} if (Symbol()=="GBPUSDm" || Symbol()=="GBPUSD") {LongMagicNumber=100014;ShortMagicNumber=200014;} if (Symbol()=="NZDJPYm" || Symbol()=="NZDJPY") {LongMagicNumber=100015;ShortMagicNumber=200015;} if (Symbol()=="NZDUSDm" || Symbol()=="NZDUSD") {LongMagicNumber=100016;ShortMagicNumber=200016;} if (Symbol()=="USDCHFm" || Symbol()=="USDCHF") {LongMagicNumber=100017;ShortMagicNumber=200017;} if (Symbol()=="USDJPYm" || Symbol()=="USDJPY") {LongMagicNumber=100018;ShortMagicNumber=200018;} if (Symbol()=="USDCADm" || Symbol()=="USDCAD") {LongMagicNumber=100019;ShortMagicNumber=200019;} if (LongMagicNumber==0) {LongMagicNumber = 100999;} if (ShortMagicNumber==0) {ShortMagicNumber = 200999;} G_TargetEquity = AccountEquity() * (1+(TargetEquityToCloseAndReset/100)); return(0); } int start() { //====================================================== Begin Top Level Command Module ============================================================ if (VolatilityBasedPipSpacing == true) { if (iATR(NULL,0, 20, 0)!=0) { LongPips = (iATR(NULL,0,20,0)* 10000); ShortPips = (iATR(NULL,0,20,0)* 10000); } else { LongPips = LongPips; ShortPips= ShortPips; } } if (VolatilityBasedTakeProfitFactor==true) { LongTakeProfit = ((iATR(NULL,0,20,0)* 10000)*LotFactor); ShortTakeProfit = ((iATR(NULL,0,20,0)* 10000)*LotFactor); } else { LongTakeProfit = LongTakeProfit; ShortTakeProfit = ShortTakeProfit; } // Global equity/risk based lot sizer G_AcctLeverage = AccountLeverage(); G_MinLotSize = MarketInfo(Symbol(),MODE_MINLOT); G_MaxLotSize = MarketInfo(Symbol(),MODE_MAXLOT); G_LotStep = MarketInfo(Symbol(),MODE_LOTSTEP); G_CurrencyLotSize = MarketInfo(Symbol(),MODE_LOTSIZE); if(G_LotStep == 0.01) {G_Decimals = 2;} if(G_LotStep == 0.1) {G_Decimals = 1;} if (UseMoneyMgmt == true) { if (VolatilityBasedSizing == true) { if (iATR(NULL, 0, 20, 0)!=0) { G_OrderLotSize = (AccountEquity() * RiskPercent * 0.01) / (iATR(NULL,0,20,0) * (G_CurrencyLotSize / G_AcctLeverage) * 100); } else { G_OrderLotSize = AccountEquity() * (RiskPercent * 0.01) / (G_CurrencyLotSize / G_AcctLeverage); } G_OrderLotSize = StrToDouble(DoubleToStr(G_OrderLotSize,G_Decimals)); } else { G_OrderLotSize = AccountEquity() * (RiskPercent * 0.01) / (G_CurrencyLotSize / G_AcctLeverage); G_OrderLotSize = StrToDouble(DoubleToStr(G_OrderLotSize,G_Decimals)); } } else { G_OrderLotSize = LotSize; } if (G_OrderLotSize < G_MinLotSize) {G_OrderLotSize = G_MinLotSize;} if (G_OrderLotSize > G_MaxLotSize) {G_OrderLotSize = G_MaxLotSize;} // Global volatility based pip spacing // Added Minimum Equity Level to protect to protect from being wiped out in the event things really get wicked...more elegant risk control stuff. if(EquityProtectionLevel > 0 && AccountEquity() <= (EquityProtectionLevel * AccountBalance())) { //AllowTrading = false; //Print("Min. Equity Level Reached - Trading Halted & Orders Closed"); //Alert("Min. Equity Level Reached - Trading Halted & Orders Closed"); for(G_Count=OrdersTotal();G_Count>=0;G_Count--) { OrderSelect(G_Count, SELECT_BY_POS, MODE_TRADES); OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),G_Slippage,Blue); } return(0); } if (TargetEquityToCloseAndReset > 0 && AccountEquity() >= G_TargetEquity) { Print("TargetEquity Level Reached - All Orders Closed"); // Alert("TargetEquity Level Reached - All Orders Closed"); for(G_Count=OrdersTotal()-1;G_Count>=0;G_Count--) { OrderSelect(G_Count, SELECT_BY_POS, MODE_TRADES); OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),G_Slippage,Blue); } if (TargetEquityByPct) { G_TargetEquity = AccountEquity() * (1+(TargetEquityToCloseAndReset/100)); } else { G_TargetEquity = AccountEquity() + TargetEquityToCloseAndReset; } return(0); } if (AllowTrading==true) {LongGoblin();ShortGoblin();} Comment("\nBUY CYCLE : Orders Open = ",L_OpenOrders," Profit = ",DoubleToStr(L_Profit,2)," +/-","\nSELL CYCLE: Orders Open = ",S_OpenOrders," Profit = ",DoubleToStr(S_Profit,2)," +/-"); return(0); } //====================================================== End Of Top Level Command Module ============================================================<< //====================================================== Begin Buy Order Processing SubRoutine ======================================================<< void LongGoblin() { if (MathAbs(MaxLossPerOrder) > 0) { for(L_Count=OrdersTotal();L_Count>=0;L_Count--) { RefreshRates(); OrderSelect(L_Count,SELECT_BY_POS,MODE_TRADES); if (OrderSymbol() == Symbol()) { if (OrderType() == OP_BUY && OrderMagicNumber() == LongMagicNumber && OrderProfit() <= MathAbs(MaxLossPerOrder) * (-1)) { OrderClose(OrderTicket(),OrderLots(),Bid,L_Slippage,White); } if (OrderType() == OP_SELL && OrderMagicNumber() == LongMagicNumber && OrderProfit() <= MathAbs(MaxLossPerOrder) * (-1)) { OrderClose(OrderTicket(),OrderLots(),Ask,L_Slippage,White); } } } } L_Profit=0; L_OpenOrders=0; for(L_Count=0;L_CountL_OpenOrders) { for(L_Count=OrdersTotal();L_Count>=0;L_Count--) { OrderSelect(L_Count, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()==Symbol() && OrderMagicNumber() == LongMagicNumber && OrderType() == OP_BUY) { int m_Ticket = OrderTicket(); OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),L_Slippage,Blue); Print("Closing Buy Order ",m_Ticket); return(0); } } } L_PreviousOpenOrders=L_OpenOrders; if (L_OpenOrders>=LongMaxTrades) { L_ContinueOpening=False; } else { L_ContinueOpening=True; } if (L_LastPrice==0) { for(L_Count=0;L_Count=0;L_Count--) { OrderSelect(L_Count, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol() == Symbol() && OrderMagicNumber() == LongMagicNumber && OrderType()== OP_BUY) { if (LongTrailingStop > 0 && (Bid-OrderOpenPrice()>=(LongTrailingStop+LongPips)*Point) && (OrderStopLoss()<(Bid-Point*LongTrailingStop)) ) { OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*LongTrailingStop,OrderClosePrice()+LongTakeProfit*Point+LongTrailingStop*Point,800,Yellow); return(0); } } } L_Profit=0; L_LastTicket=0; L_LastType=0; L_LastClosePrice=0; L_LastLots=0; for(L_Count=0;L_Count=(LongMaxTrades-LongOrderstoProtect) && LongAccountProtection==true) { if (L_Profit>=AccountEquity()*LongSecureProfit/100.0) { OrderClose(L_LastTicket,L_LastLots,L_LastClosePrice,L_Slippage,Yellow); L_ContinueOpening=False; return(0); } } if (L_OrderType==2 && L_ContinueOpening && ((L_LastPrice-Ask)>=LongPips*Point || L_OpenOrders<1) ) { BuyPrice=Ask; L_LastPrice=0; if (LongTakeProfit==0) { L_tp=0; } else { L_tp=BuyPrice+LongTakeProfit*Point; } if (LongInitialStop==0) { L_sl=0; } else { L_sl=NormalizeDouble(BuyPrice-LongInitialStop*Point - (LongMaxTrades-L_OpenOrders)*LongPips*Point, Digits); } if (L_OpenOrders!=0) { L_OrderLotSize=G_OrderLotSize; for(L_Count=1;L_Count<=L_OpenOrders;L_Count++) { if (LongMaxTrades>12) { L_OrderLotSize=NormalizeDouble(L_OrderLotSize*LotsIncreaseBy,2); } else { L_OrderLotSize=NormalizeDouble(L_OrderLotSize*LotsIncreaseBy,2); } } } else { L_OrderLotSize=G_OrderLotSize; } OrderSend(Symbol(),OP_BUY,L_OrderLotSize,BuyPrice,L_Slippage,L_sl,L_tp,"Goblin BiPolar Buy",LongMagicNumber,0,Blue); return(0); } return(0); } //====================================================== Begin Sell Order Processing SubRoutine =====================================================<< void ShortGoblin() { if (MathAbs(MaxLossPerOrder) > 0) { for(S_Count=OrdersTotal();S_Count>=0;S_Count--) { RefreshRates(); OrderSelect(S_Count,SELECT_BY_POS,MODE_TRADES); if (OrderSymbol() == Symbol()) { if (OrderType() == OP_SELL && OrderMagicNumber() == ShortMagicNumber && OrderProfit() <= MathAbs(MaxLossPerOrder) * (-1)) { OrderClose(OrderTicket(),OrderLots(),Ask,L_Slippage,White); } } } } S_Profit=0; S_OpenOrders=0; for(S_Count=0;S_CountS_OpenOrders) { for(S_Count=OrdersTotal();S_Count>=0;S_Count--) { OrderSelect(S_Count, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()==Symbol() && OrderMagicNumber() == ShortMagicNumber && OrderType() == OP_SELL) { int m_Ticket = OrderTicket(); OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),S_Slippage,Red); Print("Closing Sell Order ",m_Ticket); return(0); } } } S_PreviousOpenOrders=S_OpenOrders; if (S_OpenOrders>=ShortMaxTrades) { S_ContinueOpening=False; } else { S_ContinueOpening=True; } if (S_LastPrice==0) { for(S_Count=0;S_Count=0;S_Count--) { OrderSelect(S_Count, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol() == Symbol() && OrderMagicNumber() == ShortMagicNumber && OrderType()==OP_SELL) { if (ShortTrailingStop > 0 && (OrderOpenPrice()-Ask>=(ShortTrailingStop+ShortPips)*Point) && (OrderStopLoss()>(Ask+Point*ShortTrailingStop)) ) { OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*ShortTrailingStop,OrderClosePrice()-ShortTakeProfit*Point-ShortTrailingStop*Point,800,Purple); return(0); } } } S_Profit=0; S_LastTicket=0; S_LastType=0; S_LastClosePrice=0; S_LastLots=0; for(S_Count=0;S_Count=(ShortMaxTrades-ShortOrderstoProtect) && ShortAccountProtection==true) { if (S_Profit>=AccountEquity()*ShortSecureProfit/100.0) { OrderClose(S_LastTicket,S_LastLots,S_LastClosePrice,S_Slippage,Yellow); S_ContinueOpening=False; return(0); } } if (S_OrderType==1 && S_ContinueOpening && ((Bid-S_LastPrice)>=ShortPips*Point || S_OpenOrders<1)) { SellPrice=Bid; S_LastPrice=0; if (ShortTakeProfit==0) { S_tp=0; } else { S_tp=SellPrice-ShortTakeProfit*Point; } if (ShortInitialStop==0) { S_sl=0; } else { S_sl=NormalizeDouble(SellPrice+ShortInitialStop*Point + (ShortMaxTrades-S_OpenOrders)* ShortPips*Point, Digits); } if (S_OpenOrders!=0) { S_OrderLotSize=G_OrderLotSize; for(S_Count=1;S_Count<=S_OpenOrders;S_Count++) { if (ShortMaxTrades>12) { S_OrderLotSize=NormalizeDouble(S_OrderLotSize*LotsIncreaseBy,2); } else { S_OrderLotSize=NormalizeDouble(S_OrderLotSize*LotsIncreaseBy,2); } } } else { S_OrderLotSize=G_OrderLotSize; } OrderSend(Symbol(),OP_SELL,S_OrderLotSize,SellPrice,S_Slippage,S_sl,S_tp,"Goblin Bipolar Sell",ShortMagicNumber,0,Red); return(0); } return(0); } int deinit() { return(0); } //==================================================== And here's the lovely Buy/Sell Signal Generator ============================================<< int OpenOrdersBasedOnTrendRSX() { int SignalOrderType=3; double rsxcurr=0,rsxprev1=0,rsxprev2=0,jma1=0,jma2=0; rsxcurr = iCustom(Symbol(),RSX_Timeframe,"Turbo_JRSX",RSX_Period,0,1); rsxprev1 = iCustom(Symbol(),RSX_Timeframe,"Turbo_JRSX",RSX_Period,0,2); rsxprev2 = iCustom(Symbol(),RSX_Timeframe,"Turbo_JRSX",RSX_Period,0,3); jma1=iCustom(Symbol(),PERIOD_M15,"Turbo_JMA",28,-100,0,2); jma2=iCustom(Symbol(),PERIOD_M15,"Turbo_JMA",28,-100,0,3); UpTrendVal = iCustom(Symbol(),RSX_Timeframe, "Turbo_JVEL",RSX_Period,-100,0,1); DnTrendVal = iCustom(Symbol(),RSX_Timeframe, "Turbo_JVEL",RSX_Period,-100,1,1); TrendVal = (UpTrendVal + DnTrendVal); // Let's check our very reliable super secret mega-signal... if (MathAbs(jma1 - jma2) / Point > 2.0) { if (jma1 < jma2) {SignalOrderType=1;} if (jma1 > jma2) {SignalOrderType=2;} } // Welp, our mega-signal says no cigar...let's see what trusty 'ol RSX has to say... if (SignalOrderType==3) { if (rsxcurr < rsxprev1 && TrendVal < (-0.01)) {SignalOrderType=1;} // we only go short on RSX downturns if (rsxcurr > rsxprev1 && TrendVal > 0.01) {SignalOrderType=2;} // we only go long on RSX upturns } return(SignalOrderType); }