FrBestExp02_7_maloma_mod





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

//+------------------------------------------------------------------+
//|                                                FrBestExp02_7.mq4 |
//|                                                                  |
//|                                                _7 slope MA 2 TF |
//+------------------------------------------------------------------+
#property copyright ""
#property link      ""
extern double  Lots = 1.00;
extern int     Stop_Loss = 1000;
extern int     Take_Profit = 1000;
extern int     Trailing_Stop = 0;

extern int map=25;
extern int mash=1;
extern int map2=5;
extern int mash2=1;
//    Only for M15
//extern int Vlim=50;
extern int fper=12,sper=26,sigper=9;// periods of OsMA indicator
extern int stop=300;// Level to cutt-off the profit
extern int  hedg=1;// hedging (true or false)
extern double  kh=10;// factor of hedging
extern int lok;//locking of the position: false or true
extern int rpr=1;// drawdown of the position or drowdown estimated for all the test
extern int ttime=900;// hedge-order delay on 1 candle
extern int hstop=-3000;// stop loss for hedging


int cnt;// index of the cycle
int sigs,sigb;// summable signal on buy-sell

double ssig,bsig;// buy-sell signals from fractal indicator
double  osmanul,osmaone;// OsMA signals from 0 to the first bar
int s,b;// number of sell and buy orders active
int hml;// closing the order with negative profit (orders with smaller lot sizes will be closed first)
int pl;// closing the order with positive profit
double summa;// summable profit for all the orders
double mlot;// lot size
double ssum,bsum;// profit on sell and buy orders reparatedly
double pr;// drawdown
int hblok,shblok,bhblok;// hedge-order block and hedge-order reteating
double DHMax,DLMin;
bool ft=true;
int rang;
double pt;
int nul;// turning points calculation during the starting and at 00:00 every day
int LastTradeTime;
//---------------------------------------------------------------------------------------------------------------

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
double FractalBest(int Dir)
 {
  double up,dw;
  
   if(High[3]>High[4] && High[3]>High[5] && High[3]>High[2] && High[3]>High[1]){ 
      up=Low[0]-3*Point;
   }
   else{
      up=0;
   }
   if(Low[3]<Low[4] && Low[3]<Low[5] && Low[3]<Low[2] && Low[3]<Low[1]){ 
      dw=High[0]+3*Point;
   }
   else{
      dw=0;
   }
 if (Dir==0) {return(up);}
 if (Dir==1) {return(dw);}
 }

int start(){

   mlot=Lots; // îïðåäåëåíèå âåëè÷èíû ðàáî÷åãî ëîòà
//--------------------------------------------Âû÷èñëåíèÿïîâîðîòíîé òî÷êè------------------------------------------
   if ((Hour()==0 && Minute()==0) || ft){//íà÷àëèñü ñóòêè èëè ïåðâûé çàïóñê
      DHMax=0;
      DLMin=1000;
         if(ft){// ïåðâûé çàïóñê 
            rang=MathRound((Hour()*60+Minute())/Period());
            nul=rang;
         }
         else{
            nul=96;//çà ñóòêè íà 15
            rang=1;
         }
         for(cnt=rang;cnt<=rang+95;cnt++){//ïîèñê ìàêñ è ìèí çà ïîñëåäíèå ñóòêè
            if(DHMax<High[cnt])DHMax=High[cnt];
            if(DLMin>Low[cnt])DLMin=Low[cnt];
         }
      pt=(DHMax+DLMin+Close[nul])/3;//ïîâîðîòíàÿ òî÷êà
      ft=false;
   }
//----------------------------------------------------------------------------------------------------------------
   if(CurTime()-LastTradeTime<20)return(0);
//----------------------------Îïðåäåëåíèÿ îáùåãî è ïîçèöèîííîãî ïðîôèòà, à òàêæåïîäñ÷¸ò ïîçèöèé-------------------
   s=0;b=0;summa=0;bsum=0;ssum=0;
      for(cnt=0;cnt<OrdersTotal();cnt++){
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
            if(OrderSymbol()==Symbol() && OrderType()==OP_SELL){
               ssum=ssum+OrderProfit();
               s=s+1;
            }
            if(OrderSymbol()==Symbol() && OrderType()==OP_BUY){ 
               bsum=bsum+OrderProfit();
               b=b+1;
            }
      }
   summa=bsum+ssum;summa=MathRound(summa);
//------------------------------------------------------Òðåéëèíã-Ñòîï---------------------------------------------
   if(Trailing_Stop>0 && hedg==1){ 
      for(cnt=0;cnt<OrdersTotal();cnt++){
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
            if(OrderSymbol()==Symbol() && OrderProfit()>0){ 
               if(Bid-OrderOpenPrice()>Point*Trailing_Stop){ 
                  if(OrderStopLoss()<Bid-Point*Trailing_Stop){ 
                     OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*Trailing_Stop,OrderTakeProfit(),0,Red);
                     return(0);
                  }
               }
               if(OrderOpenPrice()-Ask>Point*Trailing_Stop){ 
                  if(OrderStopLoss()>Ask+Point*Trailing_Stop){ 
                     OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*Trailing_Stop,OrderTakeProfit(),0,Red);
                     return(0);
                  }
               }
            }
      }
   }
//---------------------------------------------------Âûñòàâëåíèå õåäæ-îðäåðà--------------------------------------
   if(hblok==1){
      shblok=0;bhblok=0;
      for(cnt=0;cnt<OrdersTotal();cnt++){
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
            if(OrderSymbol()==Symbol() && OrderType()==OP_SELL && OrderLots()==mlot*kh)shblok=1;
            if(OrderSymbol()==Symbol() && OrderType()==OP_BUY && OrderLots()==mlot*kh)bhblok=1;
      }
   }
   if(shblok==1 && bhblok==1)hblok=1;
   if(shblok==0 && bhblok==0)hblok=0;
   //if s+b=0 then hblok=0;
   if((s+b<=2 && (lok==1 || lok==0)) && hedg==1 && hblok==0){
      if(CurTime()-LastTradeTime<ttime)return(0);
      if(ssum>=150 || bsum<-300){ 
         OrderSend(Symbol(),OP_SELL,kh*mlot,Bid,5,Bid+Stop_Loss*Point,Bid-Take_Profit*Point,NULL,0,0,Aqua);
         //SetArrow(Time[0],H+5*Point,159,Aqua);
         hblok=1;
         return(0);
      }
      if(bsum>=150 || ssum<-300){
         OrderSend(Symbol(),OP_BUY,kh*mlot,Ask,5,Ask-Stop_Loss*Point,Ask+Take_Profit*Point,NULL,0,0,Red);
         //SetArrow(Time[0],L-5*Point,159,Red);
         hblok=1;
         return(0);
      }
   }
//------------------------------------------Âû÷èñëåíèå ïðîñàäêè â ïðîöåññå òîðãîâ------------------------------
   if(s+b==0 && rpr==0)pr=0;
   if(pr>summa && summa<0)pr=MathRound(summa);
//-----------------------------------Îïðåäåëåíèå îñíîâíîãî ñèãíàëà è ñèãíàëîâ èíäèêàòîðîâ------------------------

//   bsig=iCustom(NULL,0,"FractalBest",0,0);
//   ssig=iCustom(NULL,0,"FractalBest",1,0);
   bsig=FractalBest(0);
   ssig=FractalBest(1);
   osmanul=iOsMA(NULL,0,fper,sper,sigper,PRICE_CLOSE,0);
   osmaone=iOsMA(NULL,0,fper,sper,sigper,PRICE_CLOSE,1);

   double ma1=iMA(NULL,60,map,0,0,0,0);
   double ma2=iMA(NULL,60,map,0,0,0,mash);
   double ma12=iMA(NULL,1440,map2,0,0,0,0);
   double ma22=iMA(NULL,1440,map2,0,0,0,mash2);   
   if(ssig>1 && ma1>ma2 && ma12>ma22 &&  Volume[1]>Volume[2] && osmaone>osmanul && osmaone<=0 && osmanul<0 && Close[0]>pt){
      sigs=1;
   }
   else{
      sigs=0;
   }
   if(bsig>1 && ma1<ma2 && ma12<ma22 &&  Volume[1]>Volume[2] && osmaone<osmanul && osmaone>=0 && osmanul>0 && Close[0]<pt){
      sigb=1;
   }
   else{
      sigb=0;
   }
   /*
//--------------------------------------------Âûâîä äàìïà ðàáîòû ýêñïåðòà â æóðíàë---------------------------------
Print("Data: ",Year(),".",Month(),".",Day(),"  Time ",Hour(),":",Minute(),"   1Tik=",Volume[2],"  0Tiks=",Volume[1],"  PT=",pt,
      "  Price=",Close[0],"  BSig=",MathRound(bsig),"  SSig=",MathRound(ssig),"  SSum=",MathRound(ssum),"  BSum=",MathRound(bsum),
      "  Prosadka=",pr,"  HBlok=",hblok);
//---------------------------------Îïðåäåëåíå ìîäåëè çàêðûòèÿ îðäåðîâ ïî ïðîôèòó-----------------------------------
*/
   if(s+b<=1){
      hml=0;pl=0;
   }
   if(summa>=stop*mlot && s+b==1 && Trailing_Stop==0)pl=1;
   if(summa>2*stop && s+b==2 && lok==0 && Trailing_Stop==0)pl=1;
   if(summa>=3*stop*mlot && s+b==3 && lok==1 && Trailing_Stop==0)pl=1;
   if(Trailing_Stop>0)pl=0;
   if(Trailing_Stop>0 && (ssum<hstop || bsum<hstop))pl=1; // ñòîï äëÿ íåóäà÷íîãî õåäæà
   if(Trailing_Stop>0 && ((ssum<-300 && bsum>300) || (ssum>300 && bsum<-300)) && s+b>=2 && hedg==1 && pl==0)hml=1; 
// Óäàëåíèå ìåëêîé ïîçèöèè ñ îòðèöàòåëüíûì ïðîôèòîâ ïîñëå óäà÷íîãî çàïóñêà õåäæà
//------------------------------Óäàëåíèå õåäæèðóåìîãî îðäåðà ïðè ïîëó÷åíèè çàäàííîãî ïðîôèòà-----------------------
   if(hml==1){ 
      for(cnt=OrdersTotal()-1;cnt>=0;cnt--){
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); 
            if(OrderSymbol()==Symbol() && OrderType()==OP_SELL && ssum<-2*stop && NormalizeDouble(OrderLots(),1)==NormalizeDouble(1.0*mlot,1)){                                    
               OrderClose(OrderTicket(),OrderLots(),Ask,3,Red);
               //return(0);
            } 
            if(OrderSymbol()==Symbol() && OrderType()==OP_BUY && bsum<-2*stop && NormalizeDouble(OrderLots(),1)==NormalizeDouble(1.0*mlot,1)){ 
               OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
               //return(0);
            }
      }
      return(0);
   }
//---------------------------Çàêðûòèå âñåõ îòêðûòûõ íà ïàðå îðäåðîâ ïðè äîñòèæåíèè çàäàííîãî ïðîôèòà
   if(pl==1){ 
      for(cnt=OrdersTotal()-1;cnt>=0;cnt--){
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); 
            if(OrderSymbol()==Symbol() && OrderType()==OP_SELL){                                    
               OrderClose(OrderTicket(),OrderLots(),Ask,3,Red);
               //return(0);
            }
            if(OrderSymbol()==Symbol() && OrderType()==OP_BUY){
               OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
               //return(0);
            }
      }
      return(0);
   }

//------------------------------------------Âûñòàâëåíèå îñíîâíûõ è ëîêèðóþùèõ îðäåðîâ------------------------------
   if(s+b<=1){ 
      if((sigs==1 && s+b==0) || (bsum<-150 && lok==1)){ 
         OrderSend(Symbol(),OP_SELL,mlot,Bid,5,Bid+Stop_Loss*Point,Bid-Take_Profit*Point,NULL,0,0,Lime);
         //SetArrow(Time[0],H+5*Point,242,Lime);
         return(0);
      }
      if((sigb==1 && s+b==0) || (ssum<-150 && lok==1)){
         OrderSend(Symbol(),OP_BUY,mlot,Ask,5,Ask-Stop_Loss*Point,Ask+Take_Profit*Point,NULL,0,0,Gold);
         //SetArrow(Time[0],L-5*Point,241,Gold);
         return(0);
      }
   }
/*  */ 
//----------------------------------------------------------The END-------------------------------------------------
   return(0);
  }
//+------------------------------------------------------------------+



Sample





Analysis



Market Information Used:

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 tick volumes of each bar


Indicator Curves created:


Indicators Used:

Moving Average of Oscillator
Moving average indicator


Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders

It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
It Closes Orders by itself

Other Features:

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.57 Total Net Profit:-10018.30

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:10.77 Total Net Profit:9537.60

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:0.43 Total Net Profit:-9684.50

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.27 Total Net Profit:-8397.80

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.89 Total Net Profit:-2658.00

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.00 Total Net Profit:-9966.00

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.46 Total Net Profit:-10047.53

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.00 Total Net Profit:-10167.97

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.50 Total Net Profit:-10169.87

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:3.16 Total Net Profit:3687.63

Request Backtest for FrBestExp02_7_maloma_mod


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

Pair: Period: