FT_TIME_BIGDOG





//+------------------------------------------------------------------+
//|                                               FT_TIME_BIGDOG.mq4 |
//|                            FORTRADER.RU, Þðèé, ftyuriy@gmail.com |
//|               http://www.fortrader.ru, Âðåìÿ + êàíàëû + òðåéëèíã |
//+------------------------------------------------------------------+
#property copyright "FORTRADER.RU, Þðèé, ftyuriy@gmail.com"
#property link      "http://FORTRADER.RU, TIME"
/*Ðàçðàáîòàíî äëÿ 52 âûïóñêà æóðíàëà FORTRADER.Ru. Ñèñòåìà ïî ñòðàòåãèè áîëüøàÿ ñîáàêà. 
Îáñóæäåíèå: http://forexsystems.ru/torgovaia-strategiia-big-dog-t8929.html?t=8929
Àðõèâ æóðíàëà: http://www.fortrader.ru/arhiv.php
52 âûïóñê: http://www.fortrader.ru/
*/

extern int starttime = 14; 
extern int stoptime  = 16; 
extern int maxpoint  = 50; 

extern int TP=50;

extern int mn=1;

extern double Lots=0.1;

extern int orderlimit=20;

int start()
  {
   OpenPattern();
   return(0);
  }

int day,buy,sell,stop;  
int OpenPattern()
{double op,sl,tp;int err;


   //Åñëè íîâûé äåíü òî óäàëÿåì îðäåðà.
   if(day!=DayOfWeek()){_DeleteOrder(1);_DeleteOrder(0);}
   
   double high= GetHighLow_Time(starttime,stoptime,0);
   double low = GetHighLow_Time(starttime,stoptime,1);
   
   if(OrdersTotal()<1){buy=0;sell=0;stop=0;}
   
   if(MathAbs(high-low)<maxpoint*Point*mn && StrToInteger(TimeToStr(Time[1],TIME_MINUTES))>=stoptime && stop==0)
   {stop=1;
      if(sell==0 && (high-Ask)>orderlimit*Point*mn)
      {day=DayOfWeek();sell=1;
      op=high;  sl=low;tp=high+TP*Point*mn;
      err=OrderSend(Symbol(),OP_BUYSTOP,Lots,NormalizeDouble(op,Digits),3,sl,tp,"FORTRADER.RU",0,0,Red);
      if(err<0){Print("FT_TIME_BIGDOG()-  Îøèáêà óñòàíîâêè îòëîæåííûõ îðäåðîâ OP_SELLLIMIT.  op "+op+" sl "+sl+" tp "+tp+" "+GetLastError());return(-1);}
      }
      
      if(buy==0 && (Bid-low)>orderlimit*Point*mn)
      {day=DayOfWeek();buy=1;
      op=low;  sl=high;  tp=low-TP*Point*mn;
      err=OrderSend(Symbol(),OP_SELLSTOP,Lots,NormalizeDouble(op,Digits),3,sl,tp,"FORTRADER.RU",0,0,Red);
      if(err<0){Print("FT_TIME_BIGDOG()-  Îøèáêà óñòàíîâêè îòëîæåííûõ îðäåðîâ OP_BUYLIMIT.  op "+op+" sl "+sl+" tp "+tp+" "+GetLastError());return(-1);}
      }
   }
return(0);
}

//óäàëÿåò îòëîæåííûå ñòîï îðäåðà
int _DeleteOrder(int type)
{
   for( int i=1; i<=OrdersTotal(); i++)          
   {
    if(OrderSelect(i-1,SELECT_BY_POS)==true) 
    {                                       
     if(OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol() && type==0)
     {
      OrderDelete(OrderTicket()); 
     }//if
  
    if(OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol() && type==1)
     {
      OrderDelete(OrderTicket()); 
     }//if
    }//if
   }
   return(0);
}  

double GetHighLow_Time(int starttime,int stoptime, int type)
{double ret;int i;

if(type==0)
{
   if(StrToInteger(TimeToStr(Time[1],TIME_MINUTES))>=stoptime)
   {
      for( i=0;i<200;i++)
      {
         if(StrToInteger(TimeToStr(iTime(Symbol(),Period(),i),TIME_MINUTES))<=stoptime)
         {
            if(High[i]>ret)
            {ret=High[i];}
            if(StrToInteger(TimeToStr(iTime(Symbol(),Period(),i),TIME_MINUTES))<=starttime)
            {return(ret);}
         }
      }    
   }
}

if(type==1)
{
   if(StrToInteger(TimeToStr(Time[1],TIME_MINUTES))>=stoptime)
   {
      for( i=0;i<200;i++)
      {
         if(StrToInteger(TimeToStr(iTime(Symbol(),Period(),i),TIME_MINUTES))<=stoptime)
         {
            if(Low[i]<ret || ret==0){ret=Low[i];}
            if(StrToInteger(TimeToStr(iTime(Symbol(),Period(),i),TIME_MINUTES))<=starttime){return(ret);}
         }
      }    
   }
}

return(ret);
}



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


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


Other Features:

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.77 Total Net Profit:-14.70

BackTest : EURUSD on H1

From 2009-11-01 to 2009-11-30 Profit Factor:1.36 Total Net Profit:11.80

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:1.49 Total Net Profit:19.70

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:2.83 Total Net Profit:29.10

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.88 Total Net Profit:-4.00

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

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.25 Total Net Profit:-30.50

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.00 Total Net Profit:-110.00

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.00 Total Net Profit:-250.52

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.55 Total Net Profit:-3.89

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.00 Total Net Profit:-12.86

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.27 Total Net Profit:-30.09

Request Backtest for FT_TIME_BIGDOG


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