Hans123Trader_v9_01





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

//+------------------------------------------------------------------+
//|                                                Hans123Trader v9  |
//+------------------------------------------------------------------+
#include <stdlib.mqh>
#property copyright   "hans123"
#property link        "http://www.strategybuilderfx.com/forums/showthread.php?t=15439"
// programmed by fukinagashi
#import "Kernel32.dll"
   int CreateEventA(int attr, int bManualReset, int bInitialState, string lpName);
   int SetEvent(int hEvent);
   int WaitForSingleObject(int hEvent, int dwMilliseconds);
   int CloseHandle(int hEvent);
#import

extern int BeginSession1=6;
extern int LengthSession1=4;
extern int BeginSession2=10;
extern int LengthSession2=4;

extern double Lots = 0.5;

// 0 for GMT time and 1 for CET time
extern int OffsetToGMT = 0;

extern int ClsOnlUnprTX=1; // 1 = yes / 0 = no
extern int ProtectYourInvestments=1; // 1 = yes / 0 = no
extern int Type_TS_Calc=1; // 1 - classic / 2 - ATR / 3 - HalfVotality
extern double FactorTSCalculation = 0.5;

datetime bartime = 0;
double Slippage=3;
int OrderInterval = 8000;
int RetryConnect = 5;

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init()
{
   if (!GlobalVariableCheck("tradeevent")) {
      int hEvent = CreateEventA(0, 0, 1, "HansMetaTraderEvent");
      GlobalVariableSet("tradeevent", hEvent);
   }
}

int deinit()
{
   if (GlobalVariableCheck("tradeevent")) {
      int hEvent = GlobalVariableGet("tradeevent");
      CloseHandle(hEvent);
      GlobalVariableDel("tradeevent");
   }
}

int start()
   {
   int cnt, ticket, err, i, j;
   int MagicNumber;
   double ts, tp, sl, LowestPrice, HighestPrice, Price;
   bool Order[5];
   string setup;
   datetime Validity=0;
   double TrailingStop;
   double TakeProfit;
   double InitialStopLoss;
   int PipsForEntry;
   int retry;
   
   int TimeZoneDiff= OffsetToGMT - 1;   

	MagicNumber = func_Symbol2Val(Symbol()); 

   setup="H123v9_" + Symbol();

   if (Symbol()=="GBPUSD") {
      PipsForEntry= 5;
      TrailingStop = 40;
      TakeProfit = 120; 
      InitialStopLoss=70;
    } else    if (Symbol()=="EURUSD") {
      PipsForEntry= 5;
      TrailingStop = 30;
      TakeProfit = 80;
      InitialStopLoss=60;
    } else    if (Symbol()=="USDCHF") {
      PipsForEntry= 10;
      TrailingStop = 30;
      TakeProfit = 120;
      InitialStopLoss=30;
    } else {      
      PipsForEntry= 5;
      TrailingStop = 40;
      TakeProfit = 120;
      InitialStopLoss=50;
    } 

   if (bartime == Time[0]) {
      return(0);
   } else {
      bartime = Time[0]; 
   }



/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// MODIFICATIONS ON OPEN ORDERS   ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////


   for(cnt=OrdersTotal();cnt>=0;cnt--)
   {
      if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES)) {
      err = GetLastError();
  		if (err>1) { Print("Error selecting order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
      
      if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && (OrderMagicNumber()==(MagicNumber+1) || OrderMagicNumber()==(MagicNumber+3))) {
      	if(TimeDay(OrderOpenTime())!=TimeDay(Time[0])) {
            if (ClsOnlUnprTX==1) {
               if(Bid-OrderOpenPrice()<Point*TrailingStop) {
                  OrderCloseExtended(OrderTicket(), Lots, Bid, 3, Red);
               }  
            } else {
         		 OrderCloseExtended(OrderTicket(), Lots, Bid, 3, Red);
         	}
            err = GetLastError();
      		if (err>1) { Print("Error closing buy order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
			} else if (TrailingStop>0) {
			   if (ProtectYourInvestments==1 && Bid-OrderOpenPrice()>Point*TrailingStop) {
			      ts = OrderOpenPrice();
			   } else {
			      if (Type_TS_Calc==1) {
                  ts = Bid-(Point*TrailingStop);
               } else if (Type_TS_Calc==2) {
                  ts = Low[0] - FactorTSCalculation * iATR(NULL,0,14,0);
               } else if (Type_TS_Calc==3) {
                  ts = Low[0] - (FactorTSCalculation *(High[0]-Low[0]));
               }
				}
				if (OrderStopLoss()<ts && Bid-OrderOpenPrice()>Point*TrailingStop) OrderModifyExtended(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,White);
            err = GetLastError();
      		if (err>1) { Print("Error modifying buy order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
			}
      } else if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && (OrderMagicNumber()==(MagicNumber+2) || OrderMagicNumber()==(MagicNumber+4))) {
      	if(TimeDay(OrderOpenTime())!=TimeDay(Time[0])) {
            if (ClsOnlUnprTX==1) {
               if((OrderOpenPrice()-Ask)<(Point*TrailingStop)) {
                  OrderCloseExtended(OrderTicket(), Lots, Ask, 3, Red);
               }
            } else {
         		 OrderCloseExtended(OrderTicket(), Lots, Ask, 3, Red);
         	}
            err = GetLastError();
      		if (err>1) { Print("Error closing Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
			} else if (TrailingStop>0) {	
			   if (ProtectYourInvestments==1 && (OrderOpenPrice()-Ask)>(Point*TrailingStop)) {
			      ts = OrderOpenPrice();
			   } else {
			      if (Type_TS_Calc==1) {
                  ts = Ask+(Point*TrailingStop);
               } else if (Type_TS_Calc==2) {
                  ts = High[0] + FactorTSCalculation * iATR(NULL,0,14,0);
               } else if (Type_TS_Calc==3) {
                  ts = High[0] + (FactorTSCalculation *(High[0]-Low[0]));
               }
				}

				if (OrderStopLoss()>ts && (OrderOpenPrice()-Ask)>(Point*TrailingStop)) OrderModifyExtended(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,White);
            err = GetLastError();
      		if (err>1) { Print("Error modifyin sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
			}
		}
		}
	}
			

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// SETTING ORDERS                 ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//   if(AccountFreeMargin()<(1000*Lots)) return(0);  
   
	Validity=StrToTime(TimeYear(Time[0]) + "." + TimeMonth(Time[0]) + "." + TimeDay(Time[0]) + " 23:59")+(TimeZoneDiff*3600);

	
	for(i=1;i<5;i++) { Order[i]=false; }
	
   for(cnt=OrdersTotal();cnt>=0;cnt--) {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
		
		err = GetLastError();
      
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+1)) {
      	Order[1]=true;
      } else if (OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+2)) {
      	Order[2]=true;
      } else if (OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+3)) {
      	Order[3]=true;
      } else if (OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+4)) {
      	Order[4]=true;
      }
	}      	
	
	
	if (TimeHour(Time[0])==BeginSession1+LengthSession1+TimeZoneDiff && TimeMinute(Time[0])==0) {
		
		LowestPrice=Low[Lowest(NULL, 0, MODE_LOW, LengthSession1*60/Period(), 0)];
		HighestPrice=High[Highest(NULL, 0, MODE_HIGH, LengthSession1*60/Period(), 0)];
		
		Print("Determine Low: " + LowestPrice + " and High: " + HighestPrice + " for timephase " + TimeToStr(Time[240/Period()]) + " - " + TimeToStr(Time[0]));
		
		Price = HighestPrice+PipsForEntry*Point;
		
   	if (TakeProfit>0) {  tp=Price+TakeProfit*Point;
		} else { 				tp=0; }
	
		if (InitialStopLoss>0) { 	
         if((Price-InitialStopLoss*Point)<LowestPrice-PipsForEntry*Point) { 
            sl = LowestPrice-PipsForEntry*Point;
         } else {                                        
            sl = Price-InitialStopLoss*Point;
         }
		} else { 						sl=0; }

		if (!Order[1]) ticket=OrderSendExtended(Symbol(),OP_BUYSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+1),Validity,Green);
      	   
		err = GetLastError();
		
		if (err==130) {
         ticket=OrderSendExtended(Symbol(),OP_BUY,Lots,Ask,Slippage,sl,tp,setup,(MagicNumber+1),0,Green);
      } else if (err>1) { Print("Error setting buy order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
      
      retry = RetryConnect;
      while (err == 6 && retry > 0) {
          ticket=OrderSendExtended(Symbol(),OP_BUYSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+1),Validity,Green);
          err = GetLastError();
          Sleep(3000);
          retry--;
      }
      
  		Price = LowestPrice-PipsForEntry*Point;

   	if (TakeProfit>0) {  tp=Price-TakeProfit*Point;
		} else { 				tp=0; }
		if (InitialStopLoss>0) { 	
         if((Price+InitialStopLoss*Point)>HighestPrice+PipsForEntry*Point) { 
            sl = HighestPrice+PipsForEntry*Point;
         } else {                                         
            sl = Price+InitialStopLoss*Point;
         }
		} else { 						sl=0; }

		if (!Order[2]) ticket=OrderSendExtended(Symbol(),OP_SELLSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+2),Validity,Green); 
		err = GetLastError();
		
		if (err==130) {
         ticket=OrderSendExtended(Symbol(),OP_SELL,Lots,Bid,Slippage,sl,tp,setup,(MagicNumber+1),0,Green);
      } else if (err>1) { Print("Error setting sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }

      retry = RetryConnect;
      while (err == 6 && retry > 0) {
          ticket=OrderSendExtended(Symbol(),OP_SELLSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+2),Validity,Green); 
          err = GetLastError();
          Sleep(3000);
          retry--;
      }
	}
	
	if (TimeHour(Time[0])==BeginSession2+LengthSession2+TimeZoneDiff && TimeMinute(Time[0])==0) {

		LowestPrice=Low[Lowest(NULL, 0, MODE_LOW, LengthSession2*60/Period(), 0)];
		HighestPrice=High[Highest(NULL, 0, MODE_HIGH, LengthSession2*60/Period(), 0)];
		
		Print("Determine Low: " + LowestPrice + " and High: " + HighestPrice + " for timephase " + TimeToStr(Time[240/Period()]) + " - " + TimeToStr(Time[0]));

		Price = HighestPrice+PipsForEntry*Point;

   	if (TakeProfit>0) {  tp=Price+TakeProfit*Point;
		} else { 				tp=0; }
	
		if (InitialStopLoss>0) { 	
         if((Price-InitialStopLoss*Point)<LowestPrice-PipsForEntry*Point) { 
            sl = LowestPrice-PipsForEntry*Point;
         } else {                                        
            sl = Price-InitialStopLoss*Point;
         }
		} else { 						sl=0; }

		if (!Order[3]) ticket=OrderSendExtended(Symbol(),OP_BUYSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+3),Validity,Green); 

		err = GetLastError();
		
		if (err==130) {
         ticket=OrderSendExtended(Symbol(),OP_BUY,Lots,Ask,Slippage,sl,tp,setup,(MagicNumber+1),0,Green);
      } else if (err>1) { Print("Error setting buy order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }

      retry = RetryConnect;
      while (err == 6 && retry > 0) {
          ticket=OrderSendExtended(Symbol(),OP_BUYSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+3),Validity,Green);
          err = GetLastError();
          Sleep(3000);
          retry--;
      }

  		Price = LowestPrice-PipsForEntry*Point;

   	if (TakeProfit>0) {  tp=Price-TakeProfit*Point;
		} else { 				tp=0; }
		if (InitialStopLoss>0) { 	
         if((Price+InitialStopLoss*Point)>HighestPrice+PipsForEntry*Point) { 
            sl = HighestPrice+PipsForEntry*Point;
         } else {                                         
            sl = Price+InitialStopLoss*Point;
         }
		} else { 						sl=0; }

		if (!Order[4]) ticket=OrderSendExtended(Symbol(),OP_SELLSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+4),Validity,Green); 

		err = GetLastError();
		
		if (err==130) {
         ticket=OrderSendExtended(Symbol(),OP_SELL,Lots,Bid,Slippage,sl,tp,setup,(MagicNumber+1),0,Green);
      } else if (err>1) { Print("Error setting sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }

      retry = RetryConnect;
      while (err == 6 && retry > 0) {
          ticket=OrderSendExtended(Symbol(),OP_SELLSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+4),Validity,Green); 
          err = GetLastError();
          Sleep(3000);
          retry--;
      }
	}
}

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// DIVERSE SUBROUTINES   /////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

int func_Symbol2Val(string symbol) {
	if(symbol=="AUDUSD") {	return(01);

	} else if(symbol=="CHFJPY") {	return(02);

	} else if(symbol=="EURAUD") {	return(10);
	} else if(symbol=="EURCAD") {	return(11);
	} else if(symbol=="EURCHF") {	return(12);
	} else if(symbol=="EURGBP") {	return(13);
	} else if(symbol=="EURJPY") {	return(14);
	} else if(symbol=="EURUSD") {	return(15);

	} else if(symbol=="GBPCHF") {	return(20);
	} else if(symbol=="GBPJPY") {	return(21);
	} else if(symbol=="GBPUSD") { return(22);


	} else if(symbol=="USDCAD") {	return(40);
	} else if(symbol=="USDCHF") {	return(41);
	} else if(symbol=="USDJPY") {	return(42);


	} else if(symbol=="GOLD") {	return(90);
	} else {	Comment("unexpected Symbol"); return(0);
	}
}

int OrderSendExtended(string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment, int magic, datetime expiration=0, color arrow_color=CLR_NONE) {
   datetime OldCurTime;
   int timeout=60;
   int ticket;
   
   if (!IsTesting()) {
      MathSrand(LocalTime());
      Sleep(MathRand()/6);
   }

   OldCurTime=CurTime();
   while (!IsTradeAllowed()) {
      if(OldCurTime+timeout<=CurTime()) {
         Print("Error in OrderSendExtended(): Timeout encountered");
         return(0); 
      }
      Sleep(1000);
   }
   
   int hEvent = GlobalVariableGet("tradeevent");
   int ret = WaitForSingleObject(hEvent, 60000);  
   if (ret != 0) 
      return (0);
   ticket = OrderSend(symbol, cmd, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color);
   Sleep(OrderInterval);
   SetEvent(hEvent);
   return(ticket);
}


bool OrderModifyExtended(int ticket, double price, double stoploss, double takeprofit, datetime expiration, color clr) {
   datetime OldCurTime;
   int timeout=60;
   bool ret=true;

   OldCurTime=CurTime();
   while (!IsTradeAllowed()) {
      if(OldCurTime+timeout<=CurTime()) {
         Print("Error in OrderSendExtended(): Timeout encountered");
         return(false); 
      }
      Sleep(1000);
   }
     
   int hEvent = GlobalVariableGet("tradeevent");
   if(WaitForSingleObject(hEvent, 60000) != 0) 
      return (false);
   ret = OrderModify(ticket, price, stoploss, takeprofit, expiration, clr); 
   Sleep(OrderInterval);     // sleep 10 seconds
   SetEvent(hEvent);
   return(ret);
}

bool OrderCloseExtended(int ticket,double lots, double price,int slippage,color clr) {
   datetime OldCurTime;
   int timeout=60;
   bool ret = true;

   OldCurTime=CurTime();
   while (!IsTradeAllowed()) {
      if(OldCurTime+timeout<=CurTime()) {
         Print("Error in OrderSendExtended(): Timeout encountered");
         return(false); 
      }
      Sleep(1000);
   }
     
   int hEvent = GlobalVariableGet("tradeevent");
   if (WaitForSingleObject(hEvent, 60000) != 0)
      return (false);
   ret = OrderClose(ticket, lots, price, slippage, clr);
   Sleep(OrderInterval);
   SetEvent(hEvent);
   return(ret);
} 



Sample





Analysis



Market Information Used:

Series array that contains open time of each bar
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar


Indicator Curves created:


Indicators Used:

Indicator of the average true range


Custom Indicators Used:
kernel32

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:

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.00 Total Net Profit:0.00

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 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 : EURUSD on H1

From 2009-08-01 to 2009-10-01 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 : 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 Hans123Trader_v9_01


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

Pair: Period: