Breakthrough_BB





extern int Period_MA_Long = 100;// Ïåðèîä ñðåäíåé, íåîáõîäèìîé äëÿ îïðåäåëåíèÿ òðåíäà
extern int Period_BB = 25; // Ïåðèîä ñðåäíåé áîëèíäæåðà
extern double reserve=50;
extern double deviation = 1.5;
extern double Lots = 0.1; // Âåëè÷èíà ëîòà

int tmp, tc, st, et, dtmp;
//----------------------------------------------------------------------------------------------------------//
int start()
  {
   
   double MA_1_Long,MA_2_Long,BB_MA,BB_n_MA,BB_Up,BB_Low,ATR;
   int cnt, total;
   
//------------------------------------------Çàùèòà îò îøèáîê è êîñÿêîâ--------------------------------------//   
   if(Bars<Period_MA_Long || Bars<Period_BB) // Åñëè êîëè÷åñòâî ñâå÷åé ìåíåå 100
   {
      Print("Êîëè÷åñòâî áàðîâ ñëèøêîì ìàëî");
      return(0);  
   }
   if (Volume[0] < 1.0) // Åñëè òîðãè èäóò çíà÷èò îáüåì áîëåå 0
   {
      Comment("Òîðãîâ íåò.. Æäåì íîâûé áàð..");
      return(0);
   }
   if (AccountFreeMargin()<(1000*Lots)) 
   {
      Comment("Íåäîñòàòî÷íî äåíåã. Óðîâåíü ìàðæè ìåíåå ...");
      return(0);
   }

//-----------------------------------------Êîíåö çàùèòû îò êîñÿêîâ-----------------------------------------//   
      MA_1_Long=iMA(NULL,PERIOD_D1,Period_MA_Long,0,MODE_SMA,PRICE_CLOSE,1);
      MA_2_Long=iMA(NULL,PERIOD_D1,Period_MA_Long,0,MODE_SMA,PRICE_CLOSE,4);
      BB_MA=iCustom(NULL,0,"Bands",Period_BB,0,deviation,0,1);
      BB_n_MA=iCustom(NULL,0,"Bands",Period_BB,0,deviation,0,4);
      BB_Up=iCustom(NULL,0,"Bands",Period_BB,0,deviation,1,1);
      BB_Low=iCustom(NULL,0,"Bands",Period_BB,0,deviation,2,1); 

   total=OrdersTotal();
//-------------------------------------------Çàêðûòèå ïîçèöèé------------------------------------------   
   for(cnt=0;cnt<total;cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(OrderType()<=OP_SELL &&    
         OrderSymbol()==Symbol())  
        {
         if(OrderType()==OP_BUY)   
           {
               if (Close[1]<BB_MA)
               {
               OrderClose(OrderTicket(),OrderLots(),Bid,50,Violet);
               return(0);
               }
            }    
         if(OrderType()==OP_SELL)   
            {
               if (Close[1]>BB_MA) 
               {
               OrderClose(OrderTicket(),OrderLots(),Ask,50,Violet);
               return(0);
               }
            }
         }
                    
      }
//-----------------------------------------------Êîíåö çàêðûòèÿ ïîçèöèè------------------------------------
   if(total==0) // åñëè íåò ïîçèöèé
     {
      // îòêðûòèå äëèííîé ïîçèöèè
      if(Close[2]<BB_Up && Close[1]>BB_Up && MA_1_Long>MA_2_Long)
        {
        OrderSend(Symbol(),OP_BUY,Lots,Ask,50,BB_Low-reserve*Point,0,"Äëèííàÿ ïîçèöèÿ",16384,0,Green);
        return(0);
        }
      
      // îòêðûòèå êîðîòêîé ïîçèöèè
      if(Close[2]>BB_Low && Close[1]<BB_Low && MA_1_Long<MA_2_Long)
        {
         OrderSend(Symbol(),OP_SELL,Lots,Bid,50,BB_Up+reserve*Point,0,"Êîðîòêàÿ ïîçèöèÿ",16384,0,Red);
         return(0);
        }
     }
return(0);
}



Sample





Analysis



Market Information Used:

Series array that contains tick volumes of each bar
Series array that contains close prices for each bar


Indicator Curves created:


Indicators Used:

Moving average indicator



Custom Indicators Used:
Bands

Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It automatically opens orders when conditions are reached

Other Features:


BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:1.24 Total Net Profit:100.04

BackTest : EURUSD on H1

From 2009-11-01 to 2009-11-30 Profit Factor:1.24 Total Net Profit:49.72

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.31 Total Net Profit:-268.56

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:2.26 Total Net Profit:221.20

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.78 Total Net Profit:-69.88

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:1.40 Total Net Profit:241.30

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:1.18 Total Net Profit:649.63

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.53 Total Net Profit:-190.11

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.35 Total Net Profit:-143.13

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:1.22 Total Net Profit:54.59

Request Backtest for Breakthrough_BB


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