Firebird-v1-0b1





//+-----------------------------------------------------------------------------+
//|                              Firebird v1.0b1 - MA envelope exhaustion system |
//+-----------------------------------------------------------------------------+
#property copyright "Copyright © 2005-2006, TraderSeven & Others"
#property link      "TraderSeven@gmx.net"
 
//            \\|//             +-+-+-+-+-+-+-+-+-+-+-+             \\|// 
//           ( o o )            |T|r|a|d|e|r|S|e|v|e|n|            ( o o )
//    ~~~~oOOo~(_)~oOOo~~~~     +-+-+-+-+-+-+-+-+-+-+-+     ~~~~oOOo~(_)~oOOo~~~~
// Firebird calculates a 10 day SMA and then shifts it up and down 2% to for a channel.
// For the calculation of this SMA either close (more trades) or H+L (safer trades) is used.
// When the price breaks a band a postion in the opposite of the current trend is taken.
// If the position goes against us we simply open an extra position to average.
// 50% of the trades last a day. 45% 2-6 days 5% longer or just fail.

// Forum link to follow further develop about Firebird v1.0 and later : **

// CHANGES LOG
// V1.0  [11 Aug 2006] - Fixed version derived from v0.63G. Now divergence is calculated correctly for all JPY pairs. (Skyline)
// V1.0a [18 Aug 2006] - Deleted printed label about Account Equity on Expert tab. (Nvwine)

//----------------------- USER INPUT
extern int MA_length     = 10;
extern int MA_timeframe  = 30;    
extern int MAtype        = 0;//0=close, 1=HL		 
extern double Percent    = 0.1;
extern int TradeOnFriday = 1; // >0 trades on friday
extern int slip          = 100;//exits only
extern double Lots       = 0.1; // modified by Renato
extern int TakeProfit    = 30;
extern int Stoploss      = 300;// total loss on all open positions in pips // modified by Renato
extern double  MinMarginLevel = 250; // Below this Minimum Margin Level percent % trading stops
//extern double TrailingStop = 5;

// Ron added for iFXAnalyzer
extern int    Fast_Period       = 23;
extern int    Fast_Price        = PRICE_OPEN;
extern int    Slow_Period       = 84;
extern int    Slow_Price        = PRICE_OPEN;
extern double DivergenceLimit   = 0.002;
extern bool Use_V63D_Divergence = true;// 0 - Use original method for divergence, 1 - use in iFXAnalyzer
extern int PipStep              = 30;//if position goes this amount of pips against you add another.
extern double IncreasementType  = 0;//0=just add every PipStep,  >0 =OrdersToal()^x *Pipstep

double Stopper=0;
double KeepStopLoss=0;
double KeepAverage;
double dummy;
double spread=0;
double CurrentPipStep;
int    OrderWatcher=0;

// Ron Adds
int maxDD=0;
int maxOO=0;

extern int DVLimit = 10; // included by Renato
extern int PipsGoal = 500; // included by Renato
extern int PipsLoss = 500; // included by Renato
color clOpenBuy = DodgerBlue; // included by Renato
color clModiBuy = DodgerBlue; // included by Renato
color clCloseBuy = DodgerBlue; // included by Renato
color clOpenSell = Red; // included by Renato
color clModiSell = Red; // included by Renato
color clCloseSell = Red; // included by Renato
color clDelete = White; // included by Renato
string Name_Expert = "Firebird v1.0b1"; // included by Renato
string NameFileSound = "expert.wav"; // included by Renato
int MODE_DIV=0; // included by Renato
int MODE_SLOPE=1; // included by Renato
int MODE_ACEL=2; // included by Renato
//extern int GMT = 2; // InterbankFX // included by Renato
extern int GMT = 0; // InterbankFX // included by Renato  Changed back to 0 by MrPip
extern int DST = 0; // 0=Standard 1=Daylight Saving // included by Renato
extern int OpeningHour = 0; // included by Renato
extern int ClosingHour = 23; // included by Renato
extern int writelog = 0;

// MrPip adds
int MagicNumber;  // Made a global variable to aid in modularizing expert code
int Direction;    //1=long, 11=avoid long, 2=short, 22=avoid short
double LastPrice;
double PriceTarget;
double AveragePrice;

int init() {
  LogWrite(Symbol()+",M"+Period());
}

//----------------------- MAIN PROGRAM LOOP
int start()
{
   int flag, retval, total, myTotal;
   
LogWrite(TimeToStr(CurTime())+" - "+"Bid="+Bid);

MagicNumber=MagicfromSymbol(); 
Comment(MagicNumber);



SetupGlobalVariables();



//Comment("Percent=",Percent); // included by Renato

int OpeningDay;

if ( DayOfWeek()==6 && Hour()>=20 ) { Comment("weekend"); return(0); } // included by Renato
if ( !(IsTesting() || IsDemo()) ) { if (LossCheck()) { Alert("excessive loss!"); PlaySound("alert.wav"); return(0); }} // included by Renato
//Print("Account equity = ",AccountEquity());

//Ron Adds
double diverge;
if(AccountBalance()-AccountEquity() > maxDD) maxDD=AccountBalance()-AccountEquity();
if(MyOrdersTotal()>maxOO) maxOO=OrdersTotal(); //modified by Renato
diverge=divergence(Fast_Period,Slow_Period,Fast_Price,Slow_Price,0);
Comment("maxDrawDown=",maxDD,"  maxOrdersOpen=",MyOrdersTotal()," Current Divergence = ",diverge);

//----------------------- CALCULATE THE NEW PIPSTEP
CurrentPipStep=PipStep;
if(IncreasementType>0)
  {
  CurrentPipStep=MathSqrt(MyOrdersTotal())*PipStep; // modified by Renato
  CurrentPipStep=MathPow(MyOrdersTotal(),IncreasementType)*PipStep; // modified by Renato
  } 
LogWrite("CurrentPipStep="+CurrentPipStep);

//----------------------- 
 Direction=0;//1=long, 11=avoid long, 2=short, 22=avoid short
if (Day()!=5 || TradeOnFriday >0)
{
   total=OrdersTotal(); 
   myTotal = MyOrdersTotal();
   LogWrite("OrdersTotal="+total);
   LogWrite("MyOrdersTotal="+myTotal);
   if(myTotal==0) OpeningDay=DayOfYear(); // modified by Renato
   
   if (myTotal > 0)
    LastPrice = GetPreviousOpenPrice();
   else
    
          
LogWrite("LastPrice="+LastPrice);

flag = CheckJustClosedOrder();

if(flag!=1) 
{   
   
//----------------------- PREVIOUS OPEN PRICE

OrderWatcher=0;
LastPrice = GetPreviousOpenPrice();

LogWrite("LastPrice="+LastPrice);

//Print("ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10), " lastprice= ",DoubleToStr(LastPrice, 10 ));

// Ron added divergence check
if(MathAbs(diverge)<=DivergenceLimit) {

if ( Hour()<OpeningHour+GMT+DST || Hour()>ClosingHour+GMT+DST ) Comment("bad hours.");  else { // included by Renato
/*if ( (iFXAnalyser(0,MODE_DIV,0)>DVLimit*Point
      && iFXAnalyser(0,MODE_SLOPE,0)>0 ) 
  || (iFXAnalyser(0,MODE_DIV,0)<-DVLimit*Point
      && iFXAnalyser(0,MODE_SLOPE,0)<0 ) ) { Comment("trending market!");} else {// included by Renato*/


//----------------------- ENTER POSITION BASED ON OPEN
if(MAtype==0)
{
  retval = EnterPositionBasedOnOpen();
  if (retval == 1)   // Opened Short position
  {
      OrderWatcher=1;
      Direction=2;
  }
  if (retval == 2)   // Opened Long Position
  {
      OrderWatcher=1;
      Direction=1;
  }
  
}
   
        
//----------------------- ENTER POSITION BASED ON HIGH/LOW
if(MAtype==1)
{
  retval = EnterPositionBasedOnHL();
  if (retval == 1)
  {
      OrderWatcher=1;
      Direction=2;
  }
  if (retval == 2)
  {
      OrderWatcher=1;
      Direction=1;
  }
}

} // included by Renato
} // included by Ron
} // end of flag test                  
//----------------------- CALCULATE AVERAGE OPENING PRICE 

myTotal = MyOrdersTotal();

if (myTotal>0 && OrderWatcher==1)
{

   AveragePrice = CalculateAverageOpeningPrice(myTotal);
   Comment("AveragePrice: ",AveragePrice,"  myTotal: ",myTotal); // modified by Renato 
}

//----------------------- RECALCULATE STOPLOSS & PROFIT TARGET BASED ON AVERAGE OPENING PRICE
// ReCalcSLTP_FromAverage();
  
//      Comment("AveragePrice= ", AveragePrice);

//----------------------- IF NEEDED CHANGE ALL OPEN ORDERS TO THE NEWLY CALCULATED PROFIT TARGET    
if(OrderWatcher==1 && myTotal>1)// check if average has really changed
  { 
    ChangeOpenOrders(false, myTotal, AveragePrice);
  }
//----------------------- KEEP TRACK OF STOPLOSS TO AVOID RUNAWAY MARKETS
    
//if (myTot>0) // modified by Renato
if (myTotal > 0) KeepTrackOfStopLoss(AveragePrice);

    
}
}

void SetupGlobalVariables()
{

  switch(MagicNumber) {// included by Renato
  case 26910: // EURUSD,M30 // optmized 06/03/20
//   MA_length=18; // George's setting
//   MA_timeframe=30;
//   MAtype=0;
     Percent=0.15; // George's setting
     TradeOnFriday=1;
     slip=100;
//   Lots=0.05;
//   TakeProfit=30; // George's setting
//   Stoploss=300;
     PipStep=5; 
     IncreasementType=0.0;
     DVLimit = 8;      // included by Renato
     OpeningHour = 6;  // included by Renato
     ClosingHour = 14; // included by Renato
     break;
  case 25803: // GBPUSD,M30
//   MA_length=18;
//   MA_timeframe=30;
//   MAtype=0;
     Percent=0.25;
     TradeOnFriday=1;
     slip=100;
//   Lots=0.05;
//   TakeProfit=30;
//   Stoploss=100;
     PipStep=5;
     IncreasementType=0.0;
     DVLimit = 8; // included by Renato
     OpeningHour = 7; // included by Renato
     ClosingHour = 15; // included by Renato
     break;
  case 26715: // EURCHF,M30 // optmized 06/03/20
     MA_length=18; 
     MA_timeframe=30; 
     MAtype=0; 
     Percent=0.1; 
     TradeOnFriday=1; 
     slip=100; 
     Lots=0.05; 
     TakeProfit=10; 
     Stoploss=300; 
     PipStep=7; 
     IncreasementType=0.0; 
     DVLimit = 6; // included by Renato
     OpeningHour = 6; // included by Renato
     ClosingHour = 14; // included by Renato
     break;
/*case : // USDCHF,M30
   DVLimit = 8; // included by Renato
   OpeningHour = 6; // included by Renato
   ClosingHour = 14; // included by Renato
   break;*/
/*case : // USDJPY,M30
   DVLimit = 8; // included by Renato
   OpeningHour = 23; // included by Renato
   ClosingHour = 7; // included by Renato
   break;*/
/*case : // USDAUD,M30
   DVLimit = 8; // included by Renato
   OpeningHour = 23; // included by Renato
   ClosingHour = 6; // included by Renato
   break;*/
/*default:
   if (!(IsTesting() || IsDemo())) 
   Alert("This advisor is suited for the EURUSD,M30 or GBPUSD,M30 charts only"); 
   return(0);
   break;
*/

  }
}


// Modules moved using cut/paste and modified by MrPip

double GetPreviousOpenPrice()
{
   int cnt;
   double LstPrice;
   
   for(cnt=OrdersTotal()-1;cnt>=0;cnt--){
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
//   Print("ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10));
      if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) )  // hdb - only symbol and magic  // modified by Renato
      {
           LstPrice=OrderOpenPrice();
//           Comment("LastPrice= ",DoubleToStr(LastPrice, 10));
//           Print("cnt= ", cnt, " ordersymbol = ", OrderSymbol(), " OrderOpenPrice= ", DoubleToStr(OrderOpenPrice(), 10), " lastprice= ",DoubleToStr(LastPrice, 10 ));
           break;
      } 
   }
   return(LstPrice);
}

/////////////////////////////////////////////////////////////////////////////////////////
// BACKTESTER FIX:  DO NOT PLACE AN ORDER IF WE JUST CLOSED
// AN ORDER WITHIN Period() MINUTES AGO
/////////////////////////////////////////////////////////////////////////////////////////
int CheckJustClosedOrder()
{
int cnt;
datetime orderclosetime;
string   rightnow;
int      rightnow2;
int      TheHistoryTotal=HistoryTotal();
int      difference;
int      flag=0;
   for(cnt=0;cnt<TheHistoryTotal;cnt++) 
    {
    if(OrderSelect(cnt,SELECT_BY_POS,MODE_HISTORY)==true)
       {
        if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) )       // hdb - only symbol and magic  // modified by Renato
            {
               orderclosetime=OrderCloseTime();
               rightnow=Year()+"-"+Month()+"-"+Day()+" "+Hour()+":"+Minute()+":"+Seconds();
               rightnow2=StrToTime(rightnow);
               difference=rightnow2-orderclosetime;
               if(Period()*60*2>difference) 
                  { // At least 2 periods away!
                   flag=1;   // Throw a flag
                   break;
                  }
              }
         }
     }
     return(flag);
}

//----------------------- ENTER POSITION BASED ON OPEN
int EnterPositionBasedOnOpen()
{
   int ret;
   double myMA =iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_OPEN,0);
   double RVI=iRVI(NULL,0,10,MODE_MAIN,0)-iRVI(NULL,0,10,MODE_MAIN,1); // included by Renato
   
//   Print(" Top, Bid ",myMA*(1+Percent/100),"  ",Bid);
//   if((myMA*(1+Percent/100))<Bid) Print(" Top, Bid ",myMA*(1+Percent/100),"  ",Bid);

   if(AccountEquity()/(AccountMargin()+0.0001)>(MinMarginLevel/100))
   {

   // Go SHORT -> Only sell if >= 30 pips above previous position entry 
   if( ((myMA*(1+Percent/100))<Bid && Direction!=22 && (Bid>=(LastPrice+(CurrentPipStep*Point)) || MyOrdersTotal()==0) && 
   RVI<0) || (MyOrdersTotal()>=1 && ret==2 && (Bid<=(LastPrice-(5*Point))))) // modified by Renato
 	  {
      OrderSend(Symbol(),OP_SELL,Lots,Bid,slip,Bid+(Stoploss*Point),Bid-(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenSell);  // modified by Renato
      ret = 1;
     }   
   if(((myMA*(1-Percent/100))>Ask && Direction!=11 && (Ask<=(LastPrice-(CurrentPipStep*Point)) || MyOrdersTotal()==0) && 
   RVI>0) || (MyOrdersTotal()>=1 && ret==1 && (Ask>=(LastPrice+(5*Point))))) // Go LONG -> Only buy if >= 30 pips below previous position entry // modified by Renato
     {
      OrderSend(Symbol(),OP_BUY,Lots,Ask,slip,Ask-(Stoploss*Point),Ask+(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenBuy);  // modified by Renato
      ret = 2;
     }
     return(ret);
   } 
}

//----------------------- ENTER POSITION BASED ON HIGH/LOW
int EnterPositionBasedOnHL()
{
   if(AccountEquity()/(AccountMargin()+0.0001)>(MinMarginLevel/100))
   {
   int ret;
   if((iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_HIGH,0)*(1+Percent/100))<Bid && Direction!=22 && (Bid>=(LastPrice+(CurrentPipStep*Point)) || MyOrdersTotal()==0)) // Go SHORT -> Only sell if >= 30 pips above previous position entry	// modified by Renato
 	     {
      OrderSend(Symbol(),OP_SELL,Lots,Bid,slip,Bid+(Stoploss*Point),Bid-(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenSell);  // modified by Renato
      ret = 1;
     }   
   if((iMA(NULL,MA_timeframe,MA_length,0,MODE_SMA,PRICE_LOW,0)*(1-Percent/100))>Ask && Direction!=11 && (Ask<=(LastPrice-(CurrentPipStep*Point)) || MyOrdersTotal()==0)) // Go LONG -> Only buy if >= 30 pips below previous position entry	 // modified by Renato
        {
      OrderSend(Symbol(),OP_BUY,Lots,Ask,slip,Ask-(Stoploss*Point),Ask+(TakeProfit*Point),GetCommentForOrder(),MagicNumber,0,clOpenBuy);  // modified by Renato
      ret = 2;
     }
     return(ret); 
    }
} 

//----------------------- CALCULATE AVERAGE OPENING PRICE 
double CalculateAverageOpeningPrice(int myTot)
{
   int cnt;
   double AvePrice;

   AvePrice=0;  
//   int myOrderType = -1;            // hdb
//   myTotal = 0;                     // hdb - count of relevant trades

     for(cnt=OrdersTotal() - 1;cnt>=0;cnt--)
     {
       OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

       if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) )  // hdb - only symbol and magic // modified by Renato
        {
          AvePrice=AvePrice+OrderOpenPrice();
//        myOrderType = OrderType();           // hdb - keep order type   
//          myTotal = myTotal+1;                 // hdb - count of relevant trades
        }
     }
   AvePrice=AvePrice/MathMax(myTot,1);        // hdb myTotal
   return(AvePrice);
}

//----------------------- RECALCULATE STOPLOSS & PROFIT TARGET BASED ON AVERAGE OPENING PRICE
//void ReCalcSLTP_FromAverage()
//{
// OrderSelect(0, SELECT_BY_POS, MODE_TRADES);   // hdb removed    
/*
    if(myOrderType==OP_BUY  && OrderWatcher==1 && myTotal>1)  // Calculate profit/stop target for long 
      {
      PriceTarget=AveragePrice+(TakeProfit*Point);
      Stopper=AveragePrice-(((Stoploss*Point)/myTotal)); 
      }
    if(myOrderType==OP_SELL && OrderWatcher==1 && myTotal>1) // Calculate profit/stop target for short
      {
      PriceTarget=AveragePrice-(TakeProfit*Point);
      Stopper=AveragePrice+(((Stoploss*Point)/myTotal)); 
      }
*/
//}

//----------------------- RECALCULATE STOPLOSS & PROFIT TARGET BASED ON AVERAGE OPENING PRICE
//----------------------- IF NEEDED CHANGE ALL OPEN ORDERS TO THE NEWLY CALCULATED PROFIT TARGET    
void ChangeOpenOrders(bool ChangeIt, int myTot, double AvePrice)
{
   int cnt, total;
   
   total=OrdersTotal(); 
   for(cnt=0;cnt<total;cnt++)
   {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);  
      if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) )  // hdb - only symbol and magic // modified by Renato
      {
         if(OrderType()==OP_BUY )  // Calculate profit/stop target for long // modified by Renato
         {
           PriceTarget=AvePrice+(TakeProfit*Point);
           Stopper=AvePrice-(((Stoploss*Point)/myTot)); 
         }
         if(OrderType()==OP_SELL ) // Calculate profit/stop target for short // modified by Renato
         {
           PriceTarget=AvePrice-(TakeProfit*Point);
           Stopper=AvePrice+(((Stoploss*Point)/myTot)); 
         }
         if (ChangeIt) OrderModify(OrderTicket(),0,Stopper,PriceTarget,0,Yellow);//set all positions to averaged levels
      } 
   }
}

//----------------------- KEEP TRACK OF STOPLOSS TO AVOID RUNAWAY MARKETS
// Sometimes the market keeps trending so strongly the system never reaches it's target.
// This means huge drawdown. After stopping out it falls in the same trap over and over.
// The code below avoids this by only accepting a signal in teh opposite direction after a SL was hit.
// After that all signals are taken again. Luckily this seems to happen rarely. 
void KeepTrackOfStopLoss(double AvePrice)
{
   int myOrderType, total, cnt;
   
   myOrderType = -1;                // hdb
   total=OrdersTotal(); 
   for(cnt=0;cnt<total;cnt++)
   {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);            
      if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicNumber) && (OrderComment()==GetCommentForOrder()) )  // hdb - only symbol and magic // modified by Renato
      {
         KeepStopLoss=OrderStopLoss();
         myOrderType = OrderType();           // hdb - keep order type   
      }
   }
   
   KeepAverage=AvePrice;
   Direction =0;
   if(myOrderType==OP_BUY) 
      { Direction=1;  } //long 
     else 
      { if (myOrderType==OP_SELL) Direction=2;  }//short

   if(KeepStopLoss!=0)
   {
     spread=MathAbs(KeepAverage-KeepStopLoss)/2;
     dummy=(Bid+Ask)/2;
     if (KeepStopLoss<(dummy+spread) && KeepStopLoss>(dummy-spread))
     {
     // a stoploss was hit
        if(Direction==1) Direction=11;// no more longs
        if(Direction==2) Direction=22;// no more shorts
     }
     KeepStopLoss=0;
   }
}


int MagicfromSymbol() { // included by Renato 
   int MagicNumber=0;  
   for (int i=0; i<5; i++) {  
      MagicNumber=MagicNumber*3+StringGetChar(Symbol(),i);  
   }  
   MagicNumber=MagicNumber*3+Period();  
   return(MagicNumber);  
}  

void CloseTheseTrades() { // included by Renato
   for (int i=0; i<OrdersTotal(); i++) {  
      if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {  
         if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicfromSymbol()) && (OrderComment()==GetCommentForOrder()) ) {  
            if (OrderType()==OP_BUY)  
               OrderClose(OrderTicket(),OrderLots(),Bid,GetSlippage(),clCloseBuy); 
            if (OrderType()==OP_SELL)  
               OrderClose(OrderTicket(),OrderLots(),Ask,GetSlippage(),clCloseSell); 
            if (OrderType()==OP_SELLSTOP || OrderType()==OP_SELLLIMIT ||  
                OrderType()==OP_BUYSTOP || OrderType()==OP_BUYLIMIT)  
               OrderDelete(OrderTicket()); 
         } 
      } 
   } 
} 

void CloseLoosingTrades() { // included by Renato
   for (int i=0; i<OrdersTotal(); i++) {  
      if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {  
         if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicfromSymbol()) && (OrderComment()==GetCommentForOrder()) ) {  
            if (OrderType()==OP_BUY)  
               if ( iFXAnalyser(240,MODE_DIV,0)<-DVLimit*Point )  
                 OrderClose(OrderTicket(),OrderLots(),Bid,GetSlippage(),clCloseBuy); 
            if (OrderType()==OP_SELL)  
               if ( iFXAnalyser(240,MODE_DIV,0)>DVLimit*Point )  
                 OrderClose(OrderTicket(),OrderLots(),Ask,GetSlippage(),clCloseSell); 
         } 
      } 
   } 
} 

double iFXAnalyser(int FXA_Period, int mode, int shift)// Made local function by MrPip
{
  double ind_buffer0, ind_buffer1, ind_buffer2;
 
   switch(mode)
   {
// MODE_DIV
      case 0 : ind_buffer0=iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift)
                          -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift);
                     return (ind_buffer0);
                     break;

//---- Shaun's Slope counted in the 2-nd buffer
// MODE_SLOPE
      case 1 : ind_buffer1=(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift)
                           -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift))
                           -(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+1)
                            -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+1));
                       return (ind_buffer1);
                       break;
                       
//---- Shaun's Slope of Slope counted in the 3-3d buffer
// MODE_ACEL
      case 2 : ind_buffer2=((iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift)
                            -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift))
                           -(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+1)
                            -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+1))
                           -(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+1)
                            -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+1))
                           -(iMA(NULL,FXA_Period,Fast_Period,0,MODE_SMA,Fast_Price,shift+2)
                            -iMA(NULL,FXA_Period,Slow_Period,0,MODE_SMA,Slow_Price,shift+2)));
                        return (ind_buffer2);
                        break;
       }
}

// Ron added for divergence filter
double divergence(int F_Period, int S_Period, int F_Price, int S_Price, int mypos)
  {
   int i;
   double maF1, maF2, maS1, maS2;
   double dv1, dv2;
   maF1=iMA(Symbol(),0,F_Period,0,MODE_SMA,F_Price,mypos);
   maS1=iMA(Symbol(),0,S_Period,0,MODE_SMA,S_Price,mypos);
   dv1=maF1-maS1;
   maF2=iMA(Symbol(),0,F_Period,0,MODE_SMA,F_Price,mypos+1);
   maS2=iMA(Symbol(),0,S_Period,0,MODE_SMA,S_Price,mypos+1);
   if (Use_V63D_Divergence)
   {
     dv2=((maF1-maS1)-(maF2-maS2));
   }
   else
   {
     dv2=maF2-maS2;
   }
   if ((Symbol()=="EURJPY") || // FIXED BY SKYLINE ON 11 Aug 2006
      (Symbol()=="USDJPY")  ||
      (Symbol()=="CHFJPY")  ||
      (Symbol()=="AUDJPY")  ||      
      (Symbol()=="CADJPY")  ||      
      (Symbol()=="NZDJPY")  ||      
      (Symbol()=="GBPJPY")  ||
      (Symbol()=="SGDJPY"))           
    {
     return((dv1-dv2)/100);
    } 
   else 
    {
     return(dv1-dv2);
    } 
  }


bool GoalCheck() { // included by Renato
   int handle = FileOpen(LogFileName(),FILE_CSV|FILE_READ,";");  
   if (handle>0) { 
      int lsteqty = FileReadNumber(handle); 
      FileClose(handle); 
   } 
   else lsteqty = 0; 
   if (lsteqty==0) {   
     handle = FileOpen(LogFileName(),FILE_CSV|FILE_WRITE,";");  
     FileWrite(handle,AccountEquity());  
     FileClose(handle); 
   } 
   else if (AccountEquity()-lsteqty>=PipsGoal*GetSizeLot()) return(True); 
        else return(False);  
} 

bool LossCheck() { // included by Renato
   int handle = FileOpen(LogFileName(),FILE_CSV|FILE_READ,";");  
   if (handle>0) { 
      int lsteqty = FileReadNumber(handle); 
      FileClose(handle); 
   } 
   else lsteqty = 0; 
   if (lsteqty==0) {   
     handle = FileOpen(LogFileName(),FILE_CSV|FILE_WRITE,";");  
     FileWrite(handle,AccountEquity());  
     FileClose(handle); 
   } 
   if (lsteqty-AccountEquity()>=PipsLoss*GetSizeLot()) return(True); 
   else return(False);  
} 

string LogFileName() { // included by Renato
    string stryear = DoubleToStr(Year(),0); 
    string strmonth = DoubleToStr(Month(),0); 
    if (StringLen(strmonth)<2) strmonth = "0"+strmonth; 
    string strday = DoubleToStr(Day(),0); 
    if (StringLen(strday)<2) strday = "0"+strday; 
    return(stryear+strmonth+strday+".log"); 
} 

void LogWrite(string content) {
  if (writelog==1) {
    int handle = FileOpen(Name_Expert+".log",FILE_CSV|FILE_WRITE,";");  
    FileSeek(handle,0,SEEK_END);
    FileWrite(handle,content);  
    FileFlush(handle);
    FileClose(handle); 
  }
}

int MyOrdersTotal() { // included by Renato
   int Mytotal=0; 
   for (int i=0; i<OrdersTotal(); i++) { 
     if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) 
       if ( (OrderSymbol()==Symbol()) && (OrderMagicNumber()==MagicfromSymbol()) && (OrderComment()==GetCommentForOrder()) ) 
          Mytotal++; 
   }  
   return(Mytotal); 
} 

string GetCommentForOrder() { return(Name_Expert); }  // included by Renato
double GetSizeLot() { return(Lots);}  // included by Renato
double GetSlippage() { return((Ask-Bid)/Point); } // included by Renato

//----------------------- TO DO LIST
// 1st days profit target is the 30 pip line *not* 30 pips below average as usually. -----> Day()
// Trailing stop -> trailing or S/R or pivot target
// Realistic stop loss
// Avoid overly big positions
// EUR/USD  30 pips / use same value as CurrentPipStep
// GBP/CHF  50 pips / use same value as CurrentPipStep 
// USD/CAD  35 pips / use same value as CurrentPipStep 

//----------------------- OBSERVATIONS
// GBPUSD not suited for this system due to not reversing exhaustions. Maybe use other types of MA
// EURGBP often sharp reversals-> good for trailing stops?
// EURJPY deep pockets needed.



Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:

Moving average indicator
Relative Vigor index


Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself

Other Features:

It issuies visual alerts to the screen
It plays sound alerts

Uses files from the file system
It reads information from a file
It writes information to file

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.62 Total Net Profit:-281.25

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:1.04 Total Net Profit:24.14

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.81 Total Net Profit:-266.98

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.35 Total Net Profit:-891.70

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.63 Total Net Profit:-735.66

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.30 Total Net Profit:-1902.24

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.30 Total Net Profit:-9997.34

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:0.44 Total Net Profit:-834.83

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: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 Firebird-v1-0b1


From : (yyyy/mm/dd) To: (yyyy/mm/dd)

Pair: Period: