EMA_CROSS_5F2FreshRLH





/*-----------------------------+
|			       |
| Shared by www.Aptrafx.com    |
|			       |
+------------------------------*/

//+------------------------------------------------------------------+
//|                                                    EMA_CROSS.mq4 |
//|                                                      Coders Guru |
//|                                         http://www.forex-tsd.com |
//|                                                                  |
//| Modified by Robert Hill as follows                               |
//| 6/4/2006 Fixed bugs and added exit on fresh cross option         |
//|          Added use of TakeProfit of 0                            |
//|          Modified for trade on open of closed candle             |
//|          Added  Trades in this symbol and MagicNumber check      |
//|          to allow trades on different currencies at same time    |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| TODO: Add Money Management routine                               |
//+------------------------------------------------------------------+

#property copyright "Coders Guru"
#property link      "http://www.forex-tsd.com"

//---- input parameters
extern double    TakeProfit=130;
extern double    StopLoss = 60;
extern double    Lots=1;
extern double    TrailingStop=30;

extern int ShortEma = 10;
extern int LongEma = 80;
extern bool ExitOnCross = false;
extern int SignalCandle = 0;
extern int MagicNumber = 12345;

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//---- 
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//---- 
   
//----
   return(0);
  }

int FreshCross ()
   {
      double SEma, LEma,SEmaP, LEmaP;
      
      SEma = iMA(NULL,0,ShortEma,0,MODE_EMA,PRICE_CLOSE,SignalCandle);
      LEma = iMA(NULL,0,LongEma,0,MODE_EMA,PRICE_CLOSE,SignalCandle);
      SEmaP = iMA(NULL,0,ShortEma,0,MODE_EMA,PRICE_CLOSE,SignalCandle+1);
      LEmaP = iMA(NULL,0,LongEma,0,MODE_EMA,PRICE_CLOSE,SignalCandle+1);
      
      //Don't work in the first load, wait for the first cross!
      
      if(SEma>LEma && SEmaP < LEmaP) return(1); //up
      if(SEma<LEma && SEmaP > LEmaP) return(2); //down

      return (0); //not changed
   }

//+------------------------------------------------------------------+
//| Check Open Position Controls                                     |
//+------------------------------------------------------------------+
  
int CheckOpenTrades()
{
   int cnt;
   int NumTrades;   // Number of buy and sell trades in this symbol
   
   NumTrades = 0;
   for(cnt=OrdersTotal()-1;cnt>=0;cnt--)
     {
      OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES);
      if ( OrderSymbol() != Symbol()) continue;
      if ( OrderMagicNumber() != MagicNumber)  continue;
      
      if(OrderType() == OP_BUY )  NumTrades++;
      if(OrderType() == OP_SELL ) NumTrades++;
             
     }
     return (NumTrades);
  }

//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//---- 

   int cnt, ticket, total;
   double TP;
   
   
   if(Bars<100)
     {
      Print("bars less than 100");
      return(0);  
     }
/*   if(TakeProfit<10)
     {
      Print("TakeProfit less than 10");
      return(0);  // check TakeProfit
     }
*/     
     
   
   
   static int isCrossed  = 0;
   isCrossed = FreshCross ();
   
   total = CheckOpenTrades();
   if(total < 1) 
     {
       if(isCrossed == 1)
         {
            TP = 0;
            if (TakeProfit > 0) TP = Ask + TakeProfit * Point;
            ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Ask-StopLoss*Point,TP,"EMA_CROSS",MagicNumber,0,Green);
            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(isCrossed == 2)
         {
            TP = 0;
            if (TakeProfit > 0) TP = Bid - TakeProfit * Point;
            ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,Bid+StopLoss*Point,TP,"EMA_CROSS",MagicNumber,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);
         }
         return(0);
     }
     
     
   for(cnt=0;cnt<total;cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      //OrderPrint();
      if(OrderType()<=OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber() == MagicNumber)
        {
         if(OrderType()==OP_BUY)   // long position is opened
           {
            // should it be closed?
           
           /* REMOVED - Trailling stop only close */
           if(ExitOnCross && isCrossed == 2)
                {
                 OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
                 return(0); // exit
                }
           /**/
           
            // check for trailing stop
            if(TrailingStop>0)  
              {                 
               if(Bid-OrderOpenPrice()>Point*TrailingStop)
                 {
                  if(OrderStopLoss()<Bid-Point*TrailingStop)
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
                     return(0);
                    }
                 }
              }
           }
         else // go to short position
           {
            // should it be closed?
            
            /* REMOVED - Trailling stop only close */
            if(ExitOnCross && isCrossed == 1)
              {
               OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
               return(0); // exit
              }
            /* */
            
            // check for trailing stop
            if(TrailingStop>0)  
              {                 
               if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
                 {
                  if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
                     return(0);
                    }
                 }
              }
           }
        }
     }

   return(0);
  }
//+------------------------------------------------------------------+



Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:

Moving average indicator


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:0.79 Total Net Profit:-184.44

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:1.20 Total Net Profit:106.30

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:1.27 Total Net Profit:644.20

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:1.34 Total Net Profit:1348.00

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:0.85 Total Net Profit:-330.00

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:1.24 Total Net Profit:255.20

BackTest : EURUSD on H1

From 2010-05-01 to 2010-05-31 Profit Factor:1.36 Total Net Profit:654.60

BackTest : EURUSD on H1

From 2010-06-01 to 2010-06-30 Profit Factor:1.56 Total Net Profit:935.00

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