G Selector mod_v1





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

//+------------------------------------------------------------------+
//|                                               G Selector mod.mq4 |
//|                      Copyright © 2006, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+ 
//|                                                                  | 
//|                        G Selector mod                            | 
//|                                                                  | 
//+------------------------------------------------------------------+ 


//---- input parameters 
extern double       Lots=0.1;    
extern int       ReInvest=1; 
extern int       ReadHistory=1; //?????? ??????? (1) ??? ?????????? ??????? (0) 
extern double    Probab=0.9; //????????? ??????????? ???????? 
extern int       dstop=25;   //??? ????????? ????? ? ????? ?????? 
extern int       Nstop=1;    //????? ?????? ? ????? ??????  ?? ?????? 3 
extern int       delta=1;    //??? ????????? ???? ? ??????? 
extern int       Nidelt=29;  //????? ????? ?? ????????? ???? ? ??????? ?? ?????? 30 
extern int       NN=11;      //?????? ???????  ?? ?????? 12 
extern double    forg=1.05;   //???????? ????????? ??????????? ???????? 

int mn,Ncomb,izm,ii,metka,file1,idelt,i,istop,Take0,Stop0,TrailingStop,total,ticket; 
int buy_open,sell_open,buy_close,sell_close,ik,nb,ns,iii,ReWriteHistory; 
double time0,prob,prob0,Balance0,lotsi,OpenPriceBuy,OpenPriceSell,LastBuyOpen,LastSellOpen; 
string FileName="eee"; 
int delt[30],sr[50,30],sd[5000,30,3],stop[3],nsd[5000,30,3]; 
double P[12,30],pt[30],cen[5000,30,3],rost[5000,30,3],spad[5000,30,3],LastSd[5000,30,3]; 

int init() { //?? ????? ??????? ?????????????. ?? ????????????? ????? ????????? ??????? 
  for(idelt=1;idelt<=Nidelt;idelt++){ 
    delt[idelt]=delta*idelt; 
    for(i=1;i<=NN-1;i++){ 
      P[i,idelt]=Ask; 
    } //???????? ?????? ? 12 ?????? ?? 30 ????????? ??? ????????. */ 
  } 
return(0);} 

int deinit() {  
return(0);} 
//+------------------------------------------------------------------+ 
//| expert start function                                            | 
//+------------------------------------------------------------------+ 
int start() { 
//?????? ?? ??????????? ??????????????? ? ???????? 
//  if(iii==0){Alert("????-?????? ????????? ???????? ?????? ?? ???????");iii=1;} 
//  if(IsTesting()==false)return(0); 
//************************************************ 
  buy_open=0;sell_open=0;buy_close=0;sell_close=0; 
  
  if(ReadHistory==0)ReWriteHistory=1; 
  if(Bars<205||AccountFreeMargin()<10)return(0); 
  for(idelt=1;idelt<=Nidelt;idelt++){ 
    delt[idelt]=delta*idelt; 
    //???????????? ???????? ??? ? ????? delta*idelt 
    if(MathAbs(Ask-P[1,idelt])>(delt[idelt]-0.5)*Point) { 
      for(i=1;i<=NN-1;i++){ P[NN+1-i,idelt]=P[NN-i,idelt];  } 
      P[1,idelt]=Ask; 
    } 
  //??? ????????? ??????? ???????? ????????? ????? ?????????? 
  if(MathAbs(P[1,idelt]-pt[idelt])>0.5*Point){ 
    //?????? ?????? ?????? ????????? 
    for(i=1;i<=NN-1;i++){ 
      if(P[i,idelt]>P[i+1,idelt]){sr[i,idelt]=1;} else {sr[i,idelt]=0;} 
    } 
    //????????? ????? ??????? ?????????? 
    Ncomb=0;  mn=1;    
    for(i=1;i<=NN-1;i++){  Ncomb=Ncomb+mn*sr[i,idelt]; mn=2*mn;    } 
    //????????? ????????? ??????? ? ?????? ??????????, ???? ????? ??????? ??? ?? ??????? 
    //???????? ???????? ?? ???? ????? ?????? c ??????? ?? ??????? ?????? ? ?????? ?????? 
    for(istop=1;istop<=Nstop;istop++){ 
      if(sd[Ncomb,idelt,istop]==0 && CurTime()-LastSd[Ncomb,idelt,istop]>2*Period()*60) 
      {sd[Ncomb,idelt,istop]=1; cen[Ncomb,idelt,istop]=Ask; 
      LastSd[Ncomb,idelt,istop]=CurTime();} 
    } 
    //????????? ??? ??????? ????????? ??????? ?? ??????? ???????? 
    for(istop=1;istop<=Nstop;istop++){ 
    stop[istop]=dstop*istop; 
      for(i=0;i<=mn-1;i++){ 
        if(sd[i,idelt,istop]==1){ 
          if(Ask-cen[i,idelt,istop]>stop[istop]*Point) 
            {rost[i,idelt,istop]=rost[i,idelt,istop]/forg+1; 
             spad[i,idelt,istop]=spad[i,idelt,istop]/forg; 
             sd[i,idelt,istop]=0; 
             nsd[i,idelt,istop]=nsd[i,idelt,istop]+1;} 
          if(cen[i,idelt,istop]-Ask>stop[istop]*Point) 
            {spad[i,idelt,istop]=spad[i,idelt,istop]/forg+1; 
             rost[i,idelt,istop]=rost[i,idelt,istop]/forg; 
             sd[i,idelt,istop]=0; 
             nsd[i,idelt,istop]=nsd[i,idelt,istop]+1;}  
        } 
      } 
    } 
    //???? ?????? ?? ???????? ???????? ???????, ???? ?????????? ??????? ?????????? ???????????? 
    for(istop=1;istop<=Nstop;istop++){stop[istop]=dstop*istop; 
      prob=rost[Ncomb,idelt,istop]/(rost[Ncomb,idelt,istop]+spad[Ncomb,idelt,istop]+0.0001); 
      if(prob>Probab && nsd[Ncomb,idelt,istop]>10 && CurTime()-LastBuyOpen>2*Period()*60)  
      {Take0=stop[istop]; Stop0=stop[istop];  
        buy_open=1; 
        if(OrdersTotal()>0){//???????? ??????? ???????? 
          for(i=0;i<OrdersTotal();i++){ 
            OrderSelect(i, SELECT_BY_POS, MODE_TRADES); 
            if (OrderSymbol()==Symbol()) {  if(OrderType()==OP_SELL){          
              FileName="last_sell"+Symbol()+Period(); 
              file1=FileOpen(FileName,FILE_CSV|FILE_READ); 
                prob0=FileReadNumber(file1); if(prob>(prob0+0.05))sell_close=1; 
              FileClose(file1); 
            }} 
          } 
        } 
        FileName="last_buy"+Symbol()+Period(); 
        file1=FileOpen(FileName,FILE_CSV|FILE_WRITE); 
        FileWrite(file1,prob); FileClose(file1);        
      } 
      //???????? ??????? ?????? ???????? 
      if(OrdersTotal()>0){ 
        for(i=0; i<OrdersTotal();i++){ 
          OrderSelect(i, SELECT_BY_POS, MODE_TRADES); 
          if (OrderSymbol()==Symbol()) {if(OrderType()==OP_SELL){                  
            if(prob>0.6 && nsd[Ncomb,idelt,istop]>10 && 
              (OrderOpenPrice()-Ask)>(dstop/2)*Point) sell_close=1; 
          }} 
        } 
      } 
      prob=spad[Ncomb,idelt,istop]/(rost[Ncomb,idelt,istop]+spad[Ncomb,idelt,istop]+0.0001); 
      if(prob>Probab && nsd[Ncomb,idelt,istop]>10 && CurTime()-LastSellOpen>2*Period()*60)  
      {Take0=stop[istop]; Stop0=stop[istop]; 
        sell_open=1; 
        if(OrdersTotal()>0){ 
          for(i=0;i<OrdersTotal();i++){ 
            OrderSelect(i, SELECT_BY_POS, MODE_TRADES); 
            if (OrderSymbol()==Symbol()) {if(OrderType()==OP_BUY){                            
              FileName="last_buy"+Symbol()+Period(); 
              file1=FileOpen(FileName,FILE_CSV|FILE_READ); 
                prob0=FileReadNumber(file1); if(prob>(prob0+0.05))buy_close=1; 
              FileClose(file1); 
            }} 
          } 
        }      
        FileName="last_sell"+Symbol()+Period();  
        file1=FileOpen(FileName,FILE_CSV|FILE_WRITE); 
        FileWrite(file1,prob); FileClose(file1);              
      } 
      //???????? ??????? ?????? ???????? 
      if(OrdersTotal()>0){ 
        for(i=0;i<OrdersTotal();i++){ 
          OrderSelect(i, SELECT_BY_POS, MODE_TRADES); 
          if (OrderSymbol()==Symbol()) {if(OrderType()==OP_BUY){                                    
            if(prob>0.6 && nsd[Ncomb,idelt,istop]>10 && 
            (Bid-OrderOpenPrice())>(dstop/2)*Point)buy_close=1; 
          }} 
        } 
      }      
    }  
  izm=izm+1;  
  }  pt[idelt]=P[1,idelt]; 
} 
//?????????? ?????????? ?? ????? 
if(ii==0){ 
    FileName="GS_"+Symbol(); ii=1; 
    file1=FileOpen(FileName,FILE_CSV|FILE_READ); 
      metka=FileReadNumber(file1);time0=FileReadNumber(file1); 
      if(metka==1 && ReadHistory==1 && ReWriteHistory!=1){ 
        //for(idelt=1;idelt<=Nidelt;idelt++){for(i=1;i<=NN;i++){ ///////////////1 
          //  P[i,idelt]=FileReadNumber(file1);   }    }      //////////////////2 
        for(istop=1;istop<=Nstop;istop++){ 
        for(idelt=1;idelt<=Nidelt;idelt++){ 
        for(i=0;i<=mn-1;i++){ 
          rost[i,idelt,istop]=FileReadNumber(file1); 
          spad[i,idelt,istop]=FileReadNumber(file1); 
          nsd[i,idelt,istop]=FileReadNumber(file1); 
        }}}  
      }  
    FileClose(file1); 
} 
//?????? ?????????? ? ???? ????? 100 ????????? ??????? 
//??????????? ???????? ?????????? ??? ?????? ???????????? ????????? 
if(izm>10 && (CurTime()>=time0 || ReWriteHistory==1)){ 
  izm=0; FileName="GS_"+Symbol(); 
    file1=FileOpen(FileName,FILE_CSV|FILE_WRITE); 
      FileWrite(file1,"1");FileWrite(file1,CurTime()); 
    //  for(idelt=1;idelt<=Nidelt;idelt++){for(i=1;i<=NN;i++){ ////////////////1 
   //       FileWrite(file1,P[i,idelt]);   }    }            //////////////////2 
      for(istop=1;istop<=Nstop;istop++){ 
      for(idelt=1;idelt<=Nidelt;idelt++){ 
      for(i=0;i<=mn-1;i++){  
        FileWrite(file1,rost[i,idelt,istop]); 
        FileWrite(file1,spad[i,idelt,istop]); 
        FileWrite(file1,nsd[i,idelt,istop]); 
      }}} 
    FileClose(file1);  
} 
//???? ?????????? ???????? 

if(ik==0){Balance0=AccountBalance();ik=1;} 
if(ReInvest==1)lotsi=Lots*AccountBalance()/Balance0; else lotsi=Lots; 
 if(lotsi<0.1){lotsi=0.1;} 
 if(lotsi>=0.1 && lotsi<0.2)lotsi=0.1; else {if(lotsi>=0.2 && lotsi<0.5)lotsi=0.2; else { 
 if(lotsi>=0.5 && lotsi<1)lotsi=0.5; else {if(lotsi>=1 && lotsi<2)lotsi=1; else { 
 if(lotsi>=2 && lotsi<3)lotsi=2; else {if(lotsi>=3 && lotsi<4)lotsi=3; else { 
 if(lotsi>=4 && lotsi<5)lotsi=4; else {if(lotsi>=5 && lotsi<6)lotsi=5; else { 
 if(lotsi>=6 && lotsi<7)lotsi=6; else {if(lotsi>=7 && lotsi<8)lotsi=7; else { 
 if(lotsi>=8 && lotsi<9)lotsi=8; else {if(lotsi>=9 && lotsi<15)lotsi=9; else { 
 if(lotsi>=15 && lotsi<20)lotsi=15; else {if(lotsi>=20 && lotsi<25)lotsi=20; else { 
 if(lotsi>=25 && lotsi<30)lotsi=25; else {if(lotsi>=30 && lotsi<35)lotsi=30; else { 
 if(lotsi>=35 && lotsi<40)lotsi=35; else {if(lotsi>=40 && lotsi<45)lotsi=40; else { 
 if(lotsi>=45 && lotsi<50)lotsi=45; else {if(lotsi>=50 && lotsi<55)lotsi=50; else { 
 if(lotsi>=55 && lotsi<60)lotsi=55; else {if(lotsi>=60 && lotsi<65)lotsi=60; else { 
 if(lotsi>=65 && lotsi<70)lotsi=65; else {if(lotsi>=70 && lotsi<75)lotsi=70; else { 
 if(lotsi>=75 && lotsi<80)lotsi=75; else {if(lotsi>=80 && lotsi<85)lotsi=80; else { 
 if(lotsi>=85 && lotsi<90)lotsi=85; else {if(lotsi>=90 && lotsi<95)lotsi=90; else { 
 if(lotsi>=95 && lotsi<100)lotsi=95; else {if(lotsi>=100)lotsi=100; 
 }}}}}}}}}}}}}}}}}}}}}}}}}}}}} 
total=OrdersTotal();                                        
//????????? ??????? ?? ????????    
if(total==0) {    
  if(buy_open==1 && MathAbs(OpenPriceBuy-Ask)>10*Point){ 
    ticket=OrderSend(Symbol(),OP_BUY,lotsi,Ask,3,Ask-Stop0*Point,Ask+Take0*Point,"AT",16384,0,Orange); 
    return(0);} 
  if(sell_open==1 && MathAbs(OpenPriceSell-Bid)>10*Point){ 
    ticket=OrderSend(Symbol(),OP_SELL,lotsi,Bid,3,Bid+Stop0*Point,Bid-Take0*Point,"AT",16384,0,Red);    
    return(0);} 
}  
if(total==1) { 
  OrderSelect(0, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()==Symbol()) { 
    if(OrderType()==OP_SELL){    
      if(buy_open==1 && MathAbs(OpenPriceSell-Bid)>10*Point){ 
        ticket=OrderSend(Symbol(),OP_BUY,lotsi,Ask,3,Ask-Stop0*Point,Ask+Take0*Point,"AT",16384,0,Orange);      
        return(0);}} 
    if(OrderType()==OP_BUY){ 
      if(sell_open==1 && MathAbs(OpenPriceBuy-Ask)>10*Point){ 
        ticket=OrderSend(Symbol(),OP_SELL,lotsi,Bid,3,Bid+Stop0*Point,Bid-Take0*Point,"AT",16384,0,Red);          
        return(0);}}  
}} 
//???????? ?????? ??? ????????? ???????? ?? ???????? ??????? ???? ?? ???? 
if(total>0){ 
  for(i=0;i<total;i++) { 
    OrderSelect(i, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()==Symbol()) { 
      if(OrderType()==OP_BUY && buy_open==1 && Bid-OrderStopLoss()>Stop0*Point){ 
          OrderModify(OrderTicket(),OrderOpenPrice(), 
          Bid-Stop0*Point,Bid+Take0*Point,0,Orange);  return(0);          
      } 
      if(OrderType()==OP_SELL && sell_open==1 && OrderStopLoss()-Ask>Stop0*Point){ 
          OrderModify(OrderTicket(),OrderOpenPrice(), 
         Ask+Stop0*Point*TrailingStop,Ask-Take0*Point,0,Red); return(0);                  
      } 
    } 
  } 
}    
//??????? ??????? ?? ????????, ???? ?????? ??????? ??? ??????? 
if(total>0){ 
  for(i=0;i<total;i++) { 
    OrderSelect(i, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()==Symbol()) { 
      if(OrderType()==OP_BUY){buy_open=0;   LastBuyOpen=CurTime(); 
        OpenPriceBuy=OrderOpenPrice();} 
      if(OrderType()==OP_SELL){sell_open=0; LastSellOpen=CurTime(); 
        OpenPriceSell=OrderOpenPrice();} 
  }}}    
//????????? ??????? ?? ????????    
if(total>0){ 
  for(i=0;i<total;i++) { 
    OrderSelect(i, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()==Symbol()) { 
      if(buy_close==1 && OrderType()==OP_BUY){ 
        OrderClose(OrderTicket(),OrderLots(),Bid,3,Orange);   return(0);  } 
      if(sell_close==1 && OrderType()==OP_SELL){ 
        OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet);   return(0);  }  
  }}} 
//??????? ??????? ?? ????????, ???? ?????? ??????? ??? ??????? 
nb=0;ns=0; 
if(total>0){ 
  for(i=0;i<total;i++) { 
    OrderSelect(i, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()==Symbol()) { 
      if(OrderType()==OP_BUY)nb=1; if(OrderType()==OP_SELL)ns=1;  
  }}}   if(nb==0)buy_close=0;  if(ns==0)sell_close=0;    

//???????? ?????? 
if(OrdersTotal()>0){ 
  for(i=0;i<OrdersTotal();i++) { 
  OrderSelect(i, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()==Symbol()) { 
    if(OrderType()==OP_BUY){  
      if(TrailingStop>10){ 
        if(OrderStopLoss()<Bid-Point*TrailingStop)      
          OrderModify(OrderTicket(),OrderOpenPrice(), 
          Bid-Point*TrailingStop,Bid+Point*TrailingStop,0,Orange);      
    }} 
    if(OrderType()==OP_SELL){ 
      if(TrailingStop>10){ 
        if(OrderStopLoss()>Ask+Point*TrailingStop) 
          OrderModify(OrderTicket(),OrderOpenPrice(), 
         Ask+Point*TrailingStop,Ask-Point*TrailingStop,0,Red);              
    }} 
}}}  

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





Sample





Analysis



Market Information Used:



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 can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself

Other Features:


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

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.00 Total Net Profit:0.00

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:5.28 Total Net Profit:1966.55

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 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

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.00 Total Net Profit:0.00

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 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 : USDCAD on H1

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

BackTest : USDCHF on H1

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

Request Backtest for G Selector mod_v1


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