/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Hans123 testing version.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "If AdjustDSTwhenBacktesting is true, expert assumes when backtesting that times are non-DST and adjusts by -1 for Apr-Oct."
//---- input parameters
extern bool UseSymbolSettingsInCode?=true;
extern int TradeOpenTime=10;
extern int LookBackHrs=4;
extern int EOD=24;
extern bool CloseAtEOD?=true;
extern int PipsAddedToRange=5;
extern int Lots=1;
extern int StopLossMax=50;
extern int BreakEven=30;
extern int TakeProfit=80;
extern bool AdjustDSTwhenBacktesting?=true;
extern bool Skip1stFriOfMonthIfBacktesting?=true;
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
int i,Ticket,LastOrderTime,StartTime,EODTime,Bought=0,Sold=0,PeriodToReference=0,ErrTemp=0;
double EntryLong,EntryShort,SLLong,SLShort,TPLong,TPShort,CurrH1BarTime,LookbackBars;
//Settings
if (UseSymbolSettingsInCode?){
if (Symbol()=="EURUSD"){
TradeOpenTime=10;
LookBackHrs=4;
EOD=24;
CloseAtEOD?=true;
PipsAddedToRange=5;
StopLossMax=50;
BreakEven=30;
TakeProfit=80;
}
else if (Symbol()=="GBPUSD"){
TradeOpenTime=10;
LookBackHrs=4;
EOD=24;
CloseAtEOD?=true;
PipsAddedToRange=5;
StopLossMax=70;
BreakEven=40;
TakeProfit=120;
}
else {
TradeOpenTime=10;
LookBackHrs=4;
EOD=24;
CloseAtEOD?=true;
PipsAddedToRange=5;
StopLossMax=50;
BreakEven=30;
TakeProfit=80;
}
}
/*
if (IsTesting()) PeriodToReference=0;
else PeriodToReference=PERIOD_M1;
*/
PeriodToReference=0; //I.e. whatever timeframe the chart/backtest is in
CurrH1BarTime=iTime(NULL,PERIOD_H1,0);
//Count time
//if(TimeHour(CurrH1BarTime)>=TradeOpenTime-1)
if(IsTesting() && AdjustDSTwhenBacktesting? && TimeMonth(CurrH1BarTime)>=4 && TimeMonth(CurrH1BarTime)<=10)
{
StartTime= StrToTime(TradeOpenTime-1+":00");
if(DayOfWeek()==5) EODTime = MathMin(StrToTime("22:00"),StrToTime(EOD-1+":00"));
else EODTime = StrToTime(EOD-1+":00");
}
else
{
StartTime= StrToTime(TradeOpenTime+":00");
if(DayOfWeek()==5) EODTime = MathMin(StrToTime("22:00"),StrToTime(EOD+":00"));
else EODTime = StrToTime(EOD+":00");
}
//Set orders
if(CurrH1BarTime>= StartTime && CurrH1BarTime<StartTime+60*60){
//if(CurrH1BarTime>= StartTime && CurTime()<StartTime+5*60){
//Determine range
LookbackBars=0;
for (i=0;i<Bars;i++){
if (iTime(NULL,PeriodToReference,i) < CurrH1BarTime-(LookBackHrs*60*60)) {
LookbackBars=i+1;
break;
}
}
if (LookbackBars==0) return(0); //exit if not enough bars on current timeframe
EntryLong =iHigh(NULL,PeriodToReference,Highest(NULL,PeriodToReference,MODE_HIGH,LookbackBars,1))+(PipsAddedToRange+MarketInfo(Symbol(),MODE_SPREAD))*Point;
EntryShort =iLow (NULL,PeriodToReference,Lowest (NULL,PeriodToReference,MODE_LOW, LookbackBars,1))-PipsAddedToRange*Point;
SLLong =MathMax(EntryLong-StopLossMax*Point,EntryShort);
SLShort =MathMin(EntryShort+StopLossMax*Point,EntryLong);
TPLong =EntryLong+TakeProfit*Point;
TPShort =EntryShort-TakeProfit*Point;
//Check Orders
for (i=0;i<OrdersTotal();i++){
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()==Symbol() && (OrderType()==OP_BUYSTOP || OrderType()==OP_BUY)) Bought++;
if(Bought>1){ //more than 1 buy order
//if(CurTime()<=GlobalVariableGet("LastOrderTime")+10) Sleep(10000);
if(OrderSymbol()==Symbol() && OrderType()==OP_BUY) OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP) OrderDelete(OrderTicket());
}
if(OrderSymbol()==Symbol() && (OrderType()==OP_SELLSTOP || OrderType()==OP_SELL)) Sold++;
if(Sold>1){ //more than 1 sell order
//if(CurTime()<=GlobalVariableGet("LastOrderTime")+10) Sleep(10000);
if(OrderSymbol()==Symbol() && OrderType()==OP_SELL) OrderClose(OrderTicket(),OrderLots(),Ask,3,Red);
if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP) OrderDelete(OrderTicket());
}
}
if (! (IsTesting() && Skip1stFriOfMonthIfBacktesting? && DayOfWeek()==5 && Day()<8)) {
if(Bought==0){ //no buy order
//if(CurTime()<=GlobalVariableGet("LastOrderTime")+10) Sleep(10000);
ErrTemp=GetLastError(); //In order to clear any previous error
Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,EntryLong,3,SLLong,TPLong,NULL,0,0,Green);
/*
ErrTemp=GetLastError();
if(Ticket<0 && ErrTemp==130)
Print("INVALID STOPS??? EntryLong:",EntryLong, " SLLong:",SLLong, " TPLong:",TPLong);
Ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,SLLong,TPLong,NULL,0,0,Green);
*/
//GlobalVariableSet("LastOrderTime",OrderOpenTime());
}
if(Sold==0){ //no sell order
//if(CurTime()<=GlobalVariableGet("LastOrderTime")+10) Sleep(10000);
ErrTemp=GetLastError(); //In order to clear any previous error
Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,EntryShort,3,SLShort,TPShort,NULL,0,0,Green);
/*
ErrTemp=GetLastError();
if(Ticket<0 && ErrTemp==130)
Print("INVALID STOPS??? EntryShort:",EntryShort, " SLShort:",SLShort, " TPShort:",TPShort);
Ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,SLShort,TPShort,NULL,0,0,Green);
*/
//GlobalVariableSet("LastOrderTime",OrderOpenTime());
}
}
}
//Manage opened orders
for (i=0;i<OrdersTotal();i++){
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
//if(CurTime()<=GlobalVariableGet("LastOrderTime")+10) Sleep(10000);
//uzavøení otevøených pozic na konci dne
if(CloseAtEOD? && CurrH1BarTime>=EODTime){
if(OrderSymbol()==Symbol() && OrderType()==OP_BUY) OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
if(OrderSymbol()==Symbol() && OrderType()==OP_SELL) OrderClose(OrderTicket(),OrderLots(),Ask,3,Red);
if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP) OrderDelete(OrderTicket());
if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP) OrderDelete(OrderTicket());
//GlobalVariableSet("LastOrderTime",CurTime());
}
//move at BE if profit>BE
else {
if(OrderSymbol()==Symbol() && OrderType()==OP_BUY){
if(OrderStopLoss()!=OrderOpenPrice() && iHigh(NULL,PeriodToReference,1)-OrderOpenPrice() >= BreakEven*Point){
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice(),OrderTakeProfit(),0,Green);
//GlobalVariableSet("LastOrderTime",CurTime());
}
}
if(OrderSymbol()==Symbol() && OrderType()==OP_SELL){
if(OrderStopLoss()!=OrderOpenPrice() && OrderOpenPrice()-(iLow(NULL,PeriodToReference,1)+MarketInfo(Symbol(),MODE_SPREAD)*Point) >= BreakEven*Point){
OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice(),OrderTakeProfit(),0,Green);
//GlobalVariableSet("LastOrderTime",CurTime());
}
}
}
}
//Reset global variables at EOD
//if(CurTime()>=EODTime) GlobalVariablesDeleteAll();
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
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 Closes Orders by itself
It automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy
Other Features: