Expert Advisor Programming by Andrew R. Young

EXPERT ADVISOR PROGRAMMING
We use MODE_HISTORY as the third argument in the OrderSelect() function to indicate that we are
looping through the closed order history pool. By default, OrderSelect() uses the open order pool,
so we must specify MODE_HISTORY when checking the closed order pool.
We check to make sure that the currently selected order matches our chart symbol and our magic
number. Then, we examine the order profit using the OrderProfit() function. If the return value
indicates a profit (i.e. is greater than zero), then we increment the WinCount variable. If it's a loss,
we increment LossCount.
Since we are looking for consecutive wins or losses, we need to terminate the loop once an
alternating condition is found. To do this, we check the WinCount or LossCount variable when
checking the order profit. For example, if we have 2 consecutive losses – meaning that LossCount =
2 – and our next order is a win, then both of our if statements will be false, and control will pass to
the break operator, which ends the loop.
The advantage of this method is that it's robust, and will not fail if the expert advisor is accidentally
shut down. The EA will pick up right where it left off. Of course, this means that when you first start
the EA, it will use any previous win/loss streak when determining the lot size. But as you can see, the
advantages outweigh the disadvantages.
Either the WinCount or the LossCount variable will contain the number of consecutive wins or losses.
If we want to do a Martingale strategy, we use LossCount to determine the factor by which to
increase the lot size. If we're doing an anti-Martingale, we use WinCount instead.
We'll use an external integer variable called MartingaleType to determine this. If MartingaleType
is set to 0, we'll use the Martingale strategy. If it's set to 1, we'll use the anti-Martingale strategy. We
will also declare external variables for our multiplier (LotMultiplier), the maximum number of
times to increase the lot size (MaxMartingale), and our starting lot size (BaseLotSize).
// External variables
extern int MartingaleType = 0;
extern int LotMultiplier = 2;
extern int MaxMartingale = 4;
extern double BaseLotSize = 0.1;
// 0: Martingale, 1: Anti-Martingale
// Lot size calculation
if(MartingaleType == 0) int ConsecutiveCount = LossCount;
else if(MartingaleType = 1) ConsecutiveCount = WinCount;
if(ConsecutiveCount > MaxMartingale) ConsecutiveCount = MaxMartingale;
double LotSize = BaseLotSize * MathPow(LotMultiplier,ConsecutiveCount);
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