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| Original file line number | Diff line number | Diff line change |
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| //+------------------------------------------------------------------+ | ||
| //| HAN | | ||
| //| Copyright © 2013-2022, EarnForex.com | | ||
| //| https://www.earnforex.com/ | | ||
| //+------------------------------------------------------------------+ | ||
| #property copyright "Copyright © 2013-2022, EarnForex" | ||
| #property link "https://www.earnforex.com/metatrader-expert-advisors/Heiken-Ashi-Naive/" | ||
| #property version "1.02" | ||
| #property strict | ||
|
|
||
| #property description "Uses Heiken Ashi candles." | ||
| #property description "Sells on bullish HA candle, its body is longer than previous body, previous also bullish, and current candle has no lower wick." | ||
| #property description "Buys on bearish HA candle, its body is longer than previous body, previous also bearish, and current candle has no upper wick." | ||
| #property description "Exit shorts on bearish HA candle and current candle has no upper wick, previous also bearish." | ||
| #property description "Exit longs on bullish HA candle and current candle has no lower wick, previous also bullish." | ||
|
|
||
| // Money management: | ||
| input double Lots = 0.1; // Lots: Basic lot size | ||
| input bool MM = false; // MM: If true - ATR-based position sizing | ||
| input int ATR_Period = 20; | ||
| input double ATR_Multiplier = 1; | ||
| input double Risk = 2; // Risk: Risk tolerance in percentage points | ||
| input double FixedBalance = 0; // FixedBalance: If >= 0, position size will use it instead of actual balance. | ||
| input double MoneyRisk = 0; // MoneyRisk: Risk tolerance in base currency | ||
| input bool UseMoneyInsteadOfPercentage = false; | ||
| input bool UseEquityInsteadOfBalance = false; | ||
|
|
||
| // Miscellaneous: | ||
| input string OrderCommentary = "HAN"; | ||
| input int Slippage = 100; // Slippage: Tolerated slippage in points | ||
| input int Magic = 1520122013; // Magic: Order magic number | ||
|
|
||
| // Global variables | ||
| int LastBars = 0; | ||
| bool HaveLongPosition; | ||
| bool HaveShortPosition; | ||
| double StopLoss; // Not actual stop-loss - just a potential loss of MM estimation. | ||
|
|
||
| void OnTick() | ||
| { | ||
| if ((!IsTradeAllowed()) || (IsTradeContextBusy()) || (!IsConnected()) || ((!MarketInfo(Symbol(), MODE_TRADEALLOWED)) && (!IsTesting()))) return; | ||
|
|
||
| // Trade only if a new bar has arrived. | ||
| if (LastBars != Bars) LastBars = Bars; | ||
| else return; | ||
|
|
||
| if (MM) | ||
| { | ||
| // Getting the potential loss value based on current ATR. | ||
| StopLoss = iATR(NULL, 0, ATR_Period, 1) * ATR_Multiplier; | ||
| } | ||
|
|
||
| // Close conditions. | ||
| bool BearishClose = false; | ||
| bool BullishClose = false; | ||
|
|
||
| // Signals. | ||
| bool Bullish = false; | ||
| bool Bearish = false; | ||
|
|
||
| // Heiken Ashi indicator values. | ||
| double HAOpenLatest, HAOpenPrevious, HACloseLatest, HAClosePrevious, HAHighLatest, HALowLatest; | ||
|
|
||
| HAOpenLatest = iCustom(NULL, 0, "Heiken Ashi", 2, 1); | ||
| HAOpenPrevious = iCustom(NULL, 0, "Heiken Ashi", 2, 2); | ||
| HACloseLatest = iCustom(NULL, 0, "Heiken Ashi", 3, 1); | ||
| HAClosePrevious = iCustom(NULL, 0, "Heiken Ashi", 3, 2); | ||
| if (HAOpenLatest >= HACloseLatest) HAHighLatest = iCustom(NULL, 0, "Heiken Ashi", 0, 1); | ||
| else HAHighLatest = iCustom(NULL, 0, "Heiken Ashi", 1, 1); | ||
| if (HAOpenLatest >= HACloseLatest) HALowLatest = iCustom(NULL, 0, "Heiken Ashi", 1, 1); | ||
| else HALowLatest = iCustom(NULL, 0, "Heiken Ashi", 0, 1); | ||
|
|
||
| // REVERSED!!! | ||
|
|
||
| // Close signals. | ||
| // Bullish HA candle, current has no lower wick, previous also bullish. | ||
| if ((HAOpenLatest < HACloseLatest) && (HALowLatest == HAOpenLatest) && (HAOpenPrevious < HAClosePrevious)) | ||
| { | ||
| BullishClose = true; | ||
| } | ||
| // Bearish HA candle, current has no upper wick, previous also bearish. | ||
| else if ((HAOpenLatest > HACloseLatest) && (HAHighLatest == HAOpenLatest) && (HAOpenPrevious > HAClosePrevious)) | ||
| { | ||
| BearishClose = true; | ||
| } | ||
|
|
||
| // Sell entry condition | ||
| // Bullish HA candle, and body is longer than previous body, previous also bullish, current has no lower wick. | ||
| if ((HAOpenLatest < HACloseLatest) && (HACloseLatest - HAOpenLatest > MathAbs(HAClosePrevious - HAOpenPrevious)) && (HAOpenPrevious < HAClosePrevious) && (HALowLatest == HAOpenLatest)) | ||
| { | ||
| Bullish = false; | ||
| Bearish = true; | ||
| } | ||
| // Buy entry condition | ||
| // Bearish HA candle, and body is longer than previous body, previous also bearish, current has no upper wick. | ||
| else if ((HAOpenLatest > HACloseLatest) && (HAOpenLatest - HACloseLatest > MathAbs(HAClosePrevious - HAOpenPrevious)) && (HAOpenPrevious > HAClosePrevious) && (HAHighLatest == HAOpenLatest)) | ||
| { | ||
| Bullish = true; | ||
| Bearish = false; | ||
| } | ||
| else | ||
| { | ||
| Bullish = false; | ||
| Bearish = false; | ||
| } | ||
|
|
||
| GetPositionStates(); | ||
|
|
||
| if ((HaveShortPosition) && (BearishClose)) ClosePrevious(); | ||
| if ((HaveLongPosition) && (BullishClose)) ClosePrevious(); | ||
|
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||
| if (Bullish) | ||
| { | ||
| if (!HaveLongPosition) fBuy(); | ||
| } | ||
| else if (Bearish) | ||
| { | ||
| if (!HaveShortPosition) fSell(); | ||
| } | ||
| } | ||
|
|
||
| //+------------------------------------------------------------------+ | ||
| //| Check what position is currently open. | | ||
| //+------------------------------------------------------------------+ | ||
| void GetPositionStates() | ||
| { | ||
| int total = OrdersTotal(); | ||
| for (int cnt = 0; cnt < total; cnt++) | ||
| { | ||
| if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES) == false) continue; | ||
| if (OrderMagicNumber() != Magic) continue; | ||
| if (OrderSymbol() != Symbol()) continue; | ||
|
|
||
| if (OrderType() == OP_BUY) | ||
| { | ||
| HaveLongPosition = true; | ||
| HaveShortPosition = false; | ||
| return; | ||
| } | ||
| else if (OrderType() == OP_SELL) | ||
| { | ||
| HaveLongPosition = false; | ||
| HaveShortPosition = true; | ||
| return; | ||
| } | ||
| } | ||
| HaveLongPosition = false; | ||
| HaveShortPosition = false; | ||
| } | ||
|
|
||
| //+------------------------------------------------------------------+ | ||
| //| Buy | | ||
| //+------------------------------------------------------------------+ | ||
| void fBuy() | ||
| { | ||
| RefreshRates(); | ||
| int result = OrderSend(Symbol(), OP_BUY, LotsOptimized(), Ask, Slippage, 0, 0, OrderCommentary, Magic); | ||
| if (result == -1) | ||
| { | ||
| int e = GetLastError(); | ||
| Print("OrderSend Error: ", e); | ||
| } | ||
| } | ||
|
|
||
| //+------------------------------------------------------------------+ | ||
| //| Sell | | ||
| //+------------------------------------------------------------------+ | ||
| void fSell() | ||
| { | ||
| RefreshRates(); | ||
| int result = OrderSend(Symbol(), OP_SELL, LotsOptimized(), Bid, Slippage, 0, 0, OrderCommentary, Magic); | ||
| if (result == -1) | ||
| { | ||
| int e = GetLastError(); | ||
| Print("OrderSend Error: ", e); | ||
| } | ||
| } | ||
|
|
||
| //+------------------------------------------------------------------+ | ||
| //| Calculate position size depending on money management parameters.| | ||
| //+------------------------------------------------------------------+ | ||
| double LotsOptimized() | ||
| { | ||
| if (!MM) return (Lots); | ||
|
|
||
| double Size, RiskMoney, PositionSize = 0; | ||
|
|
||
| if (AccountCurrency() == "") return(0); | ||
|
|
||
| if (FixedBalance > 0) | ||
| { | ||
| Size = FixedBalance; | ||
| } | ||
| else if (UseEquityInsteadOfBalance) | ||
| { | ||
| Size = AccountEquity(); | ||
| } | ||
| else | ||
| { | ||
| Size = AccountBalance(); | ||
| } | ||
|
|
||
| if (!UseMoneyInsteadOfPercentage) RiskMoney = Size * Risk / 100; | ||
| else RiskMoney = MoneyRisk; | ||
|
|
||
| double UnitCost = MarketInfo(Symbol(), MODE_TICKVALUE); | ||
| double TickSize = MarketInfo(Symbol(), MODE_TICKSIZE); | ||
| int LotStep_digits = CountDecimalPlaces(MarketInfo(Symbol(), MODE_LOTSTEP)); | ||
|
|
||
| if ((StopLoss != 0) && (UnitCost != 0) && (TickSize != 0)) PositionSize = NormalizeDouble(RiskMoney / (StopLoss * UnitCost / TickSize), LotStep_digits); | ||
|
|
||
| if (PositionSize < MarketInfo(Symbol(), MODE_MINLOT)) PositionSize = MarketInfo(Symbol(), MODE_MINLOT); | ||
| else if (PositionSize > MarketInfo(Symbol(), MODE_MAXLOT)) PositionSize = MarketInfo(Symbol(), MODE_MAXLOT); | ||
|
|
||
| return PositionSize; | ||
| } | ||
|
|
||
| //+------------------------------------------------------------------+ | ||
| //| Close previous position. | | ||
| //+------------------------------------------------------------------+ | ||
| void ClosePrevious() | ||
| { | ||
| int total = OrdersTotal(); | ||
| for (int i = 0; i < total; i++) | ||
| { | ||
| if (OrderSelect(i, SELECT_BY_POS) == false) continue; | ||
| if ((OrderSymbol() == Symbol()) && (OrderMagicNumber() == Magic)) | ||
| { | ||
| if (OrderType() == OP_BUY) | ||
| { | ||
| RefreshRates(); | ||
| if (!OrderClose(OrderTicket(), OrderLots(), Bid, Slippage)) | ||
| { | ||
| int e = GetLastError(); | ||
| Print("OrderClose Error: ", e); | ||
| } | ||
| } | ||
| else if (OrderType() == OP_SELL) | ||
| { | ||
| RefreshRates(); | ||
| if (!OrderClose(OrderTicket(), OrderLots(), Ask, Slippage)) | ||
| { | ||
| int e = GetLastError(); | ||
| Print("OrderClose Error: ", e); | ||
| } | ||
| } | ||
| } | ||
| } | ||
| } | ||
|
|
||
| //+------------------------------------------------------------------+ | ||
| //| Counts decimal places. | | ||
| //+------------------------------------------------------------------+ | ||
| int CountDecimalPlaces(double number) | ||
| { | ||
| // 100 as maximum length of number. | ||
| for (int i = 0; i < 100; i++) | ||
| { | ||
| double pwr = MathPow(10, i); | ||
| if (MathRound(number * pwr) / pwr == number) return i; | ||
| } | ||
| return -1; | ||
| } | ||
| //+------------------------------------------------------------------+ |
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