HarVesteR





#property copyright "FORTRADER.RU"
#property link      "http://FORTRADER.RU"

/*

Ïîäðîáíîå îïèñàíèå ïàðàìåòðîâ ñîâåòíèêà äîñòóïíî â íîìåðå æóðíàëà îò 26 Ìàÿ 2008, 
ïðåäëîæåíèÿ è îòçûâû ìû áóäåì ðàäû âèäåòü â íàøåé ýëåêòðîïî÷òå: letters@fortrader.ru
http://www.fortrader.ru/arhiv.php

A detailed description of the parameters adviser available issue of the journal dated May 26 2008, 
suggestions and feedback we will be glad to see in our e-mail: letters@fortrader.ru
http://www.fortrader.ru/arhiv.php

*/




extern string x="Íàñòðîéêè MACD:";
extern int FastEMA = 12;
extern int SlowEMA = 24;
 int SignalEMA = 9;
extern int predel = 6;
extern string x1="Íàñòðîéêè MA:";
extern int SMA1 = 50;
extern int SMA2 = 100;
extern int otstup = 10; 
extern string x2="Çíà÷åíèå áàðîâ äëÿ ðàñ÷åòà Ñòîï-Ëîññ :";
extern int stoplossbars = 6;
extern string x3="Êîýôôèöèåíò äëÿ ðàñ÷åòà ïðîôèò óðîâíÿ è çàêðûòèÿ ïîëîâèíû ïîçèöèé:";
extern int pprofitum = 2;
extern string x4="ôèëüòð ïî ADX:";
extern int enable = 0;
extern int periodADX = 14;

extern double Lots=1;

datetime Bar;int buy,sell,i,a,b;double stoploss,setup2,adx,okbuy,oksell;

int start()
  {

     buy=0;sell=0;
     for(  i=0;i<OrdersTotal();i++)
         {
           OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
           if(OrderType()==OP_BUY){buy=1;}
           if(OrderType()==OP_SELL){sell=1;}
         }   
   
   //çàãðóæàåì èíäèêàòîðû
   double macd =iMACD(NULL,0,FastEMA,SlowEMA,SignalEMA,PRICE_CLOSE,MODE_MAIN,1);
   double sma1 =iMA(NULL,0,SMA1,0,MODE_SMA,PRICE_CLOSE,1);
   double sma2 =iMA(NULL,0,SMA2,0,MODE_SMA,PRICE_CLOSE,1);
   
   if(Close[1]<sma2){okbuy=1;}
    if(Close[1]>sma2){oksell=1;}
    
   if(enable==1)
   {
   adx=iADX(NULL,0,14,PRICE_CLOSE,MODE_MAIN,0);
   }else{adx=60;}
   
   

  
  if(Close[1]+otstup*Point>sma1 && Close[1]+otstup*Point>sma2 && macd>0 && buy==0)
  {
  
      buy=0;
      for( i=predel;i>0;i--)
      {
      macd=iMACD(NULL,0,FastEMA,SlowEMA,SignalEMA,PRICE_CLOSE,MODE_MAIN,i);
      if(macd<0){buy=2;}
      }
   
      if(buy==2 && adx>50 && okbuy==1)
      {okbuy=0;
          double stoploss=Low[iLowest(NULL,0,MODE_LOW,stoplossbars,1)];
          OrderSend(Symbol(),OP_BUY,Lots,Ask,3,stoploss,0,0,16385,0,Green);
          a=0;
       }
   }
   
   if(Close[1]-otstup*Point<sma1 && Close[1]-otstup*Point<sma2 && macd<0 && sell==0)
  {
  
      sell=0;
      for( i=predel;i>0;i--)
      {
      macd=iMACD(NULL,0,FastEMA,SlowEMA,SignalEMA,PRICE_CLOSE,MODE_MAIN,i);
      if(macd>0){sell=2;}
      }
   
      if(sell==2 && adx>50 && oksell==1)
      {oksell=0;
        
           stoploss=High[iHighest(NULL,0,MODE_HIGH,stoplossbars,1)];
          OrderSend(Symbol(),OP_SELL,Lots,Bid,3,stoploss,0,0,16385,0,White);
          b=0;
       }
   }
   
   
   if(buy==2 || buy==1)
   {
    for( i=0;i<OrdersTotal();i++)
         {
           OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
          
           
           if(OrderType()==OP_BUY )
           {  
           double setup2=OrderOpenPrice()+((OrderOpenPrice()-OrderStopLoss())*pprofitum);

            if(Close[1]>setup2 && a==0)
            {
             OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice(),OrderTakeProfit(),0,White);
              OrderClose(OrderTicket(),OrderLots()/2,Bid,3,Violet); 
             
              a=1;
            }
            
            if(a==1 && sma1> Close[1]-otstup*Point)
            {
            OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); 
            }
            
           
           }
      }  
        
  }    
  
           if(sell==2 || sell==1)
   {
    for( i=0;i<OrdersTotal();i++)
         {
           OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
           
           
           if(OrderType()==OP_SELL )
           {  
            setup2=OrderOpenPrice()-((OrderStopLoss()-OrderOpenPrice())*pprofitum);

            if(Close[1]<setup2 && b==0)
            {
             OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice(),OrderTakeProfit(),0,White);
              OrderClose(OrderTicket(),OrderLots()/2,Ask,3,Violet); 
              b=1;
            }
            
            if(b==1 && Close[1]-otstup*Point> sma1)
            {
            OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); 
            
            }
            
           
           }
      } 
      }
  
    
   
   
   

   return(0);
  }





Sample





Analysis



Market Information Used:

Series array that contains close prices for 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:

MACD Histogram
Moving average indicator
Movement directional 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:

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.71 Total Net Profit:-1497.65

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:1.79 Total Net Profit:3313.20

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:1.54 Total Net Profit:4453.60

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.32 Total Net Profit:-3413.37

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.51 Total Net Profit:-923.02

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:1.01 Total Net Profit:28.60

Request Backtest for HarVesteR


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