Eugene





//+------------------------------------------------------------------+
//|                                                    Parazitos.mq4 |
//|                      Copyright © 2007, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"


//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int coef=1;
extern   double Size=0.1;
int Bar_Count=0;
int ticket_buy;
int ticket_sell;
double StopLoss=50;
double TakeProfit=50;
double take_profit=50;
int Prev_Order=-1;
int Counter_buy=0;
int Counter_sell=0;
datetime Check_period=0;
datetime Checked_period=0;
int current_year=0;

double max_profit=0, max_loss=-50;
//1-???????, 0-???????

int init()
  {
//----
   
//----
   return(0);
  }
  
  //+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   //int handle=FileOpen("OrdersReport.csv",FILE_WRITE|FILE_CSV,"\t");
   //FileWrite(handle,"max_profit","max_loss");
   //FileWrite(handle,max_profit,max_loss);
   //FileClose(handle);

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
//int OrderSend(string symbol, 
//int cmd, double volume, 
//double price, int slippage, 
//double stoploss, double takeprofit, 
//string comment=NULL, int magic=0, 
//datetime expiration=0, color arrow_color=CLR_NONE)
int start()
  {
  int Insider, Insider2;
  int Black_insider, White_insider, White_bird, Black_bird;
  int Buy_signal=0;
  int Confirm_buy;
  int Confirm_sell;
  int Sell_signal=0;
  int Downer=0;
  int Upper=0;
  double Zig_level_buy;
  double Zig_level_sell;
  string i_n;

string loss_filename, win_filename, month, day, ticket_id;  

  double max_price;
  double min_price;
  int i=0;
  int k=0;

 
Checked_period=Time[0];

if (Checked_period==Check_period)
{
   if (Counter_sell+Counter_buy==2)
   {
   return(0);
   }
}
else
{
Check_period=Checked_period;
Counter_sell=0;
Counter_buy=0;
}
     if (High[1]<=High[2] && Low[1]>=Low[2])
       {Insider=1;}else {Insider=0;}
       
     if (High[2]<=High[3] && Low[2]>=Low[3])
       {Insider2=1;}else {Insider2=0;}
       
     if (High[1]<=High[2] && Low[1]>=Low[2] && Close[1]<=Open[1])
       {Black_insider=1;}else {Black_insider=0;}
       
     if (High[1]<=High[2] && Low[1]>=Low[2] && Close[1]>Open[1])
       {White_insider=1;}else {White_insider=0;}

     if (White_insider==1 && Close[2]>Open[2])
       {White_bird=1;}else {White_bird=0;}       
      
     if (Black_insider==1 && Close[2]<Open[2])
       {Black_bird=1;}else {Black_bird=0;}              
       

if (Open[1]<Close[1])
{Zig_level_buy=(Close[1]-(Close[1]-Open[1])/3);}//White
else
{Zig_level_buy=(Close[1]-(Close[1]-Low[1])/3);}//Black

if (Open[1]>Close[1])
{Zig_level_sell=(Close[1]+(Open[1]-Close[1])/3);}//Black
else
{Zig_level_sell=(Close[1]+(High[1]-Close[1])/3);}//White


if ( ((Low[0]<=Zig_level_buy) || (Hour()>=8)) 
&&(Black_bird==0) && (White_insider==0))
{Confirm_buy=1;}else{Confirm_buy=0;}

if ( ((High[0]>=Zig_level_sell) || (Hour()>=8))
&& (White_bird==0) && (Black_insider==0))
{Confirm_sell=1;}else{Confirm_sell=0;}


if (High[0]>High[1])
{Buy_signal=1;}else {Buy_signal=0;}

if (Buy_signal==1)
{
i++;
max_price=High[i];
while (max_price<High[i+1])
   {
      max_price=High[i+1];
      i++;
   }
}

  
if (Low[0]<Low[1])
{Sell_signal=1;}else {Sell_signal=0;}

if (Sell_signal==1)
{
k++;
min_price=Low[k];
while (min_price>Low[k+1])
   {
      min_price=Low[k+1];
      k++;
   }
}


//----

//BUY
if (Buy_signal==1)
{
//      if (max_price>=Bid)
      if (Confirm_buy==1)
      if (Low[0]>Low[1] && Low[1]<High[2])
      if(OrdersTotal()==0 && Counter_buy==0)
      {//Ask-100*Point
      ticket_buy=OrderSend(Symbol(),OP_BUY,Size*coef,Ask,5, 0, 0,"My order #",16384,0,Green);
      if (StringLen(DoubleToStr(ticket_buy,0))==1)
      ticket_id="0"+ticket_buy;
      else
      ticket_id=ticket_buy;
      //   Alert("Ticket="+ticket_id+"=", i);
         Prev_Order=1;
         Counter_buy++;
      }
}

if(Sell_signal==1)
{
   if(Confirm_sell==1)
   if (High[0]<High[1])
   if(OrdersTotal()!=0)
   if(OrderSelect(ticket_buy, SELECT_BY_TICKET)==true)
   if(OrderType()==OP_BUY)
   if(OrderCloseTime()==0)
   if(Confirm_sell==1)
   OrderClose(ticket_buy,OrderLots( ) ,Bid,5,Gray);
}


if (Sell_signal==1)
{
   if(Confirm_sell==1)
   if (High[0]<High[1])
   if(OrdersTotal()==0 && Counter_sell==0)
   {
      ticket_sell=OrderSend(Symbol(),OP_SELL,Size*coef,Bid,5, 0, 0,"My order #",16384,0,Red);
      Prev_Order=0;
      Counter_sell++;
   }
}

if(Buy_signal==1)
{
   if(Confirm_buy==1)
   if (Low[0]>Low[1] && Low[1]<High[2])
   if(OrdersTotal()!=0)
   if(OrderSelect(ticket_sell, SELECT_BY_TICKET)==true)
   if(OrderType()==OP_SELL)
   if(OrderCloseTime()==0)
   OrderClose(ticket_sell,OrderLots( ) ,Ask,5,Gray);
}


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



Sample





Analysis



Market Information Used:

Series array that contains open time of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Series array that contains open 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 Closes Orders by itself

Other Features:

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.81 Total Net Profit:-183.98

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.64 Total Net Profit:-593.64

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.59 Total Net Profit:-1363.90

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.50 Total Net Profit:-1011.37

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.34 Total Net Profit:-3844.55

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.39 Total Net Profit:-3630.28

BackTest : EURUSD on H1

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

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

Request Backtest for Eugene


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