Bogie v9-pivot





//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//|                                               Bogie v9-pivot.mq4 |
//|                              Copyright © 2006, Bogie Enterprises |
//|                                         
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Bogie Enterprises"

//       ====== Inputs ======

extern bool    UseMM          = 1;   // Money Management - 1 = true & 0 = false
extern double  Risk           = 2.0; // percent of account equity to risk per trade
extern double  Lots           = 0.1; // This lot size is used if UseMM = 0
extern double  TrailingStop   = 30; // 0 = no trailing stop
extern bool    UseStartTime   =  false;
extern double  DayStartHour   = 17; // local PC time
extern double  DayStartMinute =  2; // local PC time
double         TakeProfit;
extern bool    UseStopLoss    = false;          
extern double  StopLoss       = 300;
extern double  Spread         = 10;

int            MagicNumber;



//       ====== Program Start ======

int start()
  {
   double yesterday_high, yesterday_low, yesterday_close, today_open;
   double P, TO, G;
   double StopLoss2;

    
//         ====== Money Management for Lot Size routine ======  
  
   
    if(UseMM) 
      {
         Lots=AccountEquity()* Risk/100/1000;
         if( Lots>0.1)NormalizeDouble(Lots,1); else NormalizeDouble(Lots,2);
      }
    
    
//        ====== Pivot Calculation Routine ======
   
      yesterday_close=iClose(NULL,PERIOD_D1,0);
      today_open=iOpen(NULL,PERIOD_M1,0);
      yesterday_high=iHigh(NULL,PERIOD_D1,0);
      yesterday_low=iLow(NULL,PERIOD_D1,0);
      P = (yesterday_high + yesterday_low + yesterday_close + today_open) / 4;
      TO=today_open;
      
   P = NormalizeDouble((yesterday_high + yesterday_low + yesterday_close)/3,Digits);

  
  
  
//          ====== Trade Trigger Calculation Routine =======

   int Buy1=0,Sell1=0;
   int h=TimeHour(LocalTime());
   int m=TimeMinute(LocalTime());
  
 
   if(UseStartTime==true)
      {
         if(h==DayStartHour && m>=DayStartMinute )
         {
            if( TO - P <- (Spread*Point))  
               {  
               Buy1=1;
               Comment("Open Orders = ",MyOrdersTotal(),"\nToday Open = ",TO,"\nPivot = ",P,
               "\nGap = ",G,"  == BUY ==  "); 
               }
             
            if( TO - P > (Spread*Point)) 
               {
               Sell1=1;
               Comment("Open Orders = ",MyOrdersTotal(),"\nToday Open = ",TO,"\nPivot = ",P,
               "\nGap = ",G,"  == SELL ==  ");   
               }
               
               if( Buy1!=1 && Sell1!=1) Comment("Open Orders = ",MyOrdersTotal(),"\nToday Open = ",TO,"\nPivot = ",P,
               "\nGap = ",G);
         }
      }
      
    if(UseStartTime==false)
      {
            if( TO - P <- (Spread*Point))  
               {  
               Buy1=1;
               Comment("Open Orders = ",MyOrdersTotal(),"\nToday Open = ",TO,"\nPivot = ",P,
               "\nGap = ",G,"  == BUY ==  ");
               }
             
            if( TO - P > (Spread*Point)) 
               {
               Sell1=1;
               Comment("Open Orders = ",MyOrdersTotal(),"\nToday Open = ",TO,"\nPivot = ",P,
               "\nGap = ",G,"  == SELL ==  ");   
               }
               
            if( Buy1!=1 && Sell1!=1) Comment("Open Orders = ",MyOrdersTotal(),"\nToday Open = ",TO,"\nPivot = ",P,
            "\nGap = ",G);
      }
      
      if( Buy1==1) TakeProfit=P+(5*Point);
      if( Sell1==1) TakeProfit=P-(5*Point);
   
   
   
//          ====== Order Open Routine ======   

   int cnt, ticket, total, OrderIsOpen=0;
   total  = OrdersTotal();
   for(cnt=0;cnt<total;cnt++)
      {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if((OrderSymbol()==Symbol())&& (OrderMagicNumber()==12345))
         {
         OrderIsOpen=1;
         break;
         }
      else
         continue; 
      }  
    if(MyOrdersTotal()==0 ) 
      {
      if(Buy1==1) 
         {
         if (UseStopLoss) StopLoss2 = Ask - StopLoss * Point; else StopLoss2 = 0.0;
         ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,StopLoss2,TakeProfit,"BUYSignal",12345,0,GreenYellow);
         if(ticket>0)
            {
            if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("BUY order opened : ",OrderOpenPrice());
            }
            else Print("Error opening BUY order : ",GetLastError()); 
            return(0);
         }

      if(Sell1==1)
         {
         if (UseStopLoss) StopLoss2 = Bid + StopLoss * Point; else StopLoss2 = 0.0;
         ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,StopLoss2,TakeProfit,"SELLSignal",12345,0,Red);
         if(ticket>0)
            {
            if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("SELL order opened : ",OrderOpenPrice());
            }
            else Print("Error opening SELL order : ",GetLastError()); 
            return(0);
         }
      }
     
  
     
//          ====== Trailing Stop  Routine ======
  
   total = OrdersTotal();
   for(cnt=0;cnt<total;cnt++)
      {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if((OrderType() <= OP_SELL) && (OrderSymbol() == Symbol()) && (OrderMagicNumber() == 12345))
         {
         if(OrderType() == OP_BUY)
            {
            if(TrailingStop > 0)
               {
               if((Bid-OrderOpenPrice()) > (Point*TrailingStop))
                  {
                  if((OrderStopLoss()) < (Bid-Point*TrailingStop))
                     {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*5,OrderTakeProfit(),0,GreenYellow);
                     return(0);
                     }
                  } 
               }                  
             }

            if(OrderType() == OP_SELL)
               {
               if(TrailingStop > 0)
                  {
                  if(OrderOpenPrice()-Ask>Point*TrailingStop)
                     {
                     if(OrderStopLoss()>Ask+Point*TrailingStop)
                        {
                        OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*5,OrderTakeProfit(),0,Red);
                        return(0);              
                        }
                     }     
                  }
                }
             }
          }

   return(0);
  }
   
   
   
//          ====== Sub-Routines ======
   
   int MyOrdersTotal() { // included by Renato
   int Mytotal=0; 
   for (int i=0; i<OrdersTotal(); i++) { 
     if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) 
       if((OrderSymbol()==Symbol())&& (OrderMagicNumber()==12345)) 
          Mytotal++; 
   }  
   return(Mytotal); 
} 
  
//+---------------------- The End -----------------------------



Sample





Analysis



Market Information Used:

Series array that contains close prices for each bar
Series array that contains open prices of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar


Indicator Curves created:


Indicators Used:



Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy

Other Features:


BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:4.86 Total Net Profit:695.29

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.00 Total Net Profit:0.00

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:1.44 Total Net Profit:157.17

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.44 Total Net Profit:-445.68

BackTest : EURUSD on H1

From 2010-05-01 to 2010-05-31 Profit Factor:0.00 Total Net Profit:0.00

BackTest : EURUSD on H1

From 2010-06-01 to 2010-06-30 Profit Factor:0.00 Total Net Profit:0.00

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.22 Total Net Profit:-1894.56

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.00 Total Net Profit:-3758.54

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.16 Total Net Profit:-4340.14

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.63 Total Net Profit:-168.24

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.00 Total Net Profit:-1140.82

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.02 Total Net Profit:-974.33

Request Backtest for Bogie v9-pivot


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