e-Friday-3172552





//+------------------------------------------------------------------+
//|                                             e-Friday-3172552.mq4 |
//|                                           Êèì Èãîðü Â. aka KimIV |
//|                                              http://www.kimiv.ru |
//|                                                                  |
//| 23.10.2005  Ýôôåêò ïÿòíèöû. Âàðèàöèÿ 3172552.                    |
//+------------------------------------------------------------------+
#property copyright "Êèì Èãîðü Â. aka KimIV"
#property link      "http://www.kimiv.ru"
#define   MAGIC     20051023

//------- Âíåøíèå ïàðàìåòðû ñîâåòíèêà --------------------------------
extern string _Parameters_Trade = "----- Ïàðàìåòðû òîðãîâëè";
extern double Lots           = 0.1;    // Ðàçìåð òîðãóåìîãî ëîòà
extern int    StopLoss       = 50;     // Ðàçìåð ôèêñèðîâàííîãî ñòîïà
extern int    HourOpenPos    = 9;      // Âðåìÿ îòêðûòèÿ ïîçèöèè
extern bool   UseClosePos    = True;   // Èñïîëüçîâàòü çàêðûòèå ïîçèöèè
extern int    HourClosePos   = 20;     // Âðåìÿ çàêðûòèÿ ïîçèöèè
extern bool   UseTrailing    = False;  // Èñïîëüçîâàòü òðàë
extern bool   ProfitTrailing = True;   // Òðàëèòü òîëüêî ïðîôèò
extern int    TrailingStop   = 60;     // Ôèêñèðîâàííûé ðàçìåð òðàëà
extern int    TrailingStep   = 5;      // Øàã òðàëà
extern int    Slippage       = 3;      // Ïðîñêàëüçûâàíèå öåíû

extern string _Parameters_Expert = "----- Ïàðàìåòðû ñîâåòíèêà";
extern color clOpenBuy    = LightBlue;    // Öâåò îòêðûòèÿ ïîêóïêè
extern color clOpenSell   = LightCoral;   // Öâåò îòêðûòèÿ ïðîäàæè
extern color clModifyBuy  = Aqua;         // Öâåò ìîäèôèêàöèè ïîêóïêè
extern color clModifySell = Tomato;       // Öâåò ìîäèôèêàöèè ïðîäàæè
extern color clCloseBuy   = Blue;         // Öâåò çàêðûòèÿ ïîêóïêè
extern color clCloseSell  = Red;          // Öâåò çàêðûòèÿ ïðîäàæè

//---- Ãëîáàëüíûå ïåðåìåííûå ñîâåòíèêà -------------------------------
int prevDay;

//------- Ïîäêëþ÷åíèå âíåøíèõ ìîäóëåé --------------------------------

//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
void deinit() {
  Comment("");
}

//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
void start() {
  double Op1=0, Cl1=0;
  int    i=0;

  if (DayOfWeek()==5 && Hour()==HourOpenPos) {
    while (TimeHour(Time[i])!=6) i++;
    Cl1=Close[i];
    while (TimeHour(Time[i])!=14) i++;
    Op1=Close[i];
    if (Op1>Cl1+20*Point) OpenPosition(1);
    if (Op1<Cl1-20*Point) OpenPosition(0);
  }
  if (UseClosePos) {
    if (Hour()>=HourClosePos || prevDay!=Day()) CloseAllPositions();
  }
  if (UseTrailing) TrailingPositions();
  prevDay=Day();
}

//+------------------------------------------------------------------+
//| Îòêðûòèå ïîçèöèè                                                 |
//+------------------------------------------------------------------+
void OpenPosition(int op) {
  double ldStop=0, ldTake=0;

  if (!ExistPosition()) {
    if (op==1) {
      if (StopLoss!=0) ldStop=Ask-StopLoss*Point;
      SetOrder(OP_BUY, Ask, ldStop, ldTake);
    }
    if (op==0) {
      if (StopLoss!=0) ldStop=Bid+StopLoss*Point;
      SetOrder(OP_SELL, Bid, ldStop, ldTake);
    }
  }
}

//+------------------------------------------------------------------+
//| Âîçâðàùàåò ôëàã ñóùåñòâîâàíèÿ ïîçèöèè                            |
//+------------------------------------------------------------------+
bool ExistPosition() {
  bool Exist=False;
  for (int i=0; i<OrdersTotal(); i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if (OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC) {
        if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
          Exist=True; break;
        }
      }
    }
  }
  return(Exist);
}

//+------------------------------------------------------------------+
//| Óñòàíîâêà îðäåðà                                                 |
//| Ïàðàìåòðû:                                                       |
//|   op     - îïåðàöèÿ                                              |
//|   pp     - öåíà                                                  |
//|   ldStop - óðîâåíü ñòîï                                          |
//|   ldTake - óðîâåíü òåéê                                          |
//+------------------------------------------------------------------+
void SetOrder(int op, double pp, double ldStop, double ldTake) {
  color clOpen;

  if (op==OP_BUY) clOpen=clOpenBuy;
  else clOpen=clOpenSell;
  OrderSend(Symbol(),op,Lots,pp,Slippage,ldStop,ldTake,"",MAGIC,0,clOpen);
}

//+------------------------------------------------------------------+
//| Çàêðûòèå âñåõ ïîçèöèé ïî ðûíî÷íîé öåíå                           |
//+------------------------------------------------------------------+
void CloseAllPositions() {
  for (int i=OrdersTotal()-1; i>=0; i--) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if (OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC) {
        if (OrderType()==OP_BUY) {
          OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, clCloseBuy);
        }
        if (OrderType()==OP_SELL) {
          OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, clCloseSell);
        }
      }
    }
  }
}

//+------------------------------------------------------------------+
//| Ñîïðîâîæäåíèå ïîçèöèè ïðîñòûì òðàëîì                             |
//+------------------------------------------------------------------+
void TrailingPositions() {
  for (int i=0; i<OrdersTotal(); i++) {
    if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
      if (OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC) {
        if (OrderType()==OP_BUY) {
          if (!ProfitTrailing || (Bid-OrderOpenPrice())>TrailingStop*Point) {
            if (OrderStopLoss()<Bid-(TrailingStop+TrailingStep-1)*Point) {
              ModifyStopLoss(Bid-TrailingStop*Point, clModifyBuy);
            }
          }
        }
        if (OrderType()==OP_SELL) {
          if (!ProfitTrailing || OrderOpenPrice()-Ask>TrailingStop*Point) {
            if (OrderStopLoss()>Ask+(TrailingStop+TrailingStep-1)*Point || OrderStopLoss()==0) {
              ModifyStopLoss(Ask+TrailingStop*Point, clModifySell);
            }
          }
        }
      }
    }
  }
}

//+------------------------------------------------------------------+
//| Ïåðåíîñ óðîâíÿ StopLoss                                          |
//| Ïàðàìåòðû:                                                       |
//|   ldStopLoss - óðîâåíü StopLoss                                  |
//|   clModify   - öâåò ìîäèôèêàöèè                                  |
//+------------------------------------------------------------------+
void ModifyStopLoss(double ldStop, color clModify) {
  double ldOpen=OrderOpenPrice();
  double ldTake=OrderTakeProfit();

  OrderModify(OrderTicket(), ldOpen, ldStop, ldTake, 0, clModify);
}
//+------------------------------------------------------------------+





Sample





Analysis



Market Information Used:

Series array that contains open time of each bar
Series array that contains close prices for 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 Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy

Other Features:

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:15.97 Total Net Profit:413.36

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.00 Total Net Profit:-80.24

BackTest : USDCAD on H1

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

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.00 Total Net Profit:-135.09

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.00 Total Net Profit:0.00

BackTest : USDCAD on H1

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

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:0.00 Total Net Profit:-100.00

BackTest : GBPUSD on H1

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

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.00 Total Net Profit:-25.80

Request Backtest for e-Friday-3172552


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