Heiken_MTF





//+------------------------------------------------------------------+
//|       This MQL is generated by Expert Advisor Builder            |
//|     http://sufx.core.t3-ism.net/ExpertAdvisorBuilder/            |
//|      
//|     
//|               
//|               
//|                                                                  |
//|  In no event will author be liable for any damages whatsoever.   |
//|                      Use at your own risk.                       |
//|                                                                  |
//+------------------- DO NOT REMOVE THIS HEADER --------------------+

#define SIGNAL_NONE 0
#define SIGNAL_BUY   1
#define SIGNAL_SELL  2
#define SIGNAL_CLOSEBUY 3
#define SIGNAL_CLOSESELL 4

#property copyright "Copyright © 2007, AKA TradeForexFX"
#property link      "http://www./"

extern string  Expert_Name    = "----  by TF ----";


//***********************
// Modified to use base for calculation of MagicNumber
extern int MagicNumberBase = 10000;
int MagicNumber;  // This is now calculated based on Symbol and Period

extern bool SignalMail = False;
extern bool EachTickMode = True;
extern double Lots = 1.00;

extern int Slippage = 3;
extern bool StopLossMode = True;
extern int StopLoss = 30;
extern bool TakeProfitMode = True;
extern int TakeProfit = 150;
extern bool TrailingStopMode = True;
extern int TrailingStop = 30;

//******************************************
// Inputs for trading hours
extern string  sm0="--Trading Hours Filter--";
extern string  sm2="UseTradingHours - Enter 0 for false, 1 for true";
extern int    UseTradingHours = 1;
extern string  sm3="Trade Session 1 - Enter 0 for false, 1 for true";
extern int    TradeSession1 = 1;
extern int     Session1Start = 300;       // Start trades after time
extern int     Session1Stop = 500;      // Stop trading after time
extern string  sm4="Trade Session 2 - Enter 0 for false, 1 for true";
extern int    TradeSession2 = 1;
extern int     Session2Start = 800;       // Start trades after time
extern int     Session2Stop = 1300;      // Stop trading after time
extern string  sm5="Trade Session 3 - Enter 0 for false, 1 for true";
extern int    TradeSession3 = 1;
extern int     Session3Start = 1400;       // Start trades after time
extern int     Session3Stop = 1915;      // Stop trading after time
extern string  sm6="Trade Session 4 - Enter 0 for false, 1 for true";
extern int    TradeSession4 = 0;
extern int     Session4Start = 1330;       // Start trades after time
extern int     Session4Stop = 1500;      // Stop trading after time
extern string  sm7="Trade Session 5 - Enter 0 for false, 1 for true";
extern int    TradeSession5 = 0;
extern int     Session5Start = 1700;       // Start trades after time
extern int     Session5Stop = 1900;      // Stop trading after time

bool     YesStop;

// Trading Hours variables end here
//************************************

int BarCount;
int Current;
bool TickCheck = False;


//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init() {
   BarCount = Bars;

   if (EachTickMode) Current = 0; else Current = 1;
   
//*******************************
// Calculate MagicNumber
	MagicNumber = MagicNumberBase + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period()); 

   return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit() {
   return(0);
}
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start() {
   int Order = SIGNAL_NONE;
   int Total, Ticket;
   double StopLossLevel, TakeProfitLevel;



   if (EachTickMode && Bars != BarCount) TickCheck = False;
   Total = OrdersTotal();
   Order = SIGNAL_NONE;
   
   
   
   

   //+------------------------------------------------------------------+
   //| Variable Begin                                                   |
   //+------------------------------------------------------------------+


// double Var0 = iAO(NULL, 0, Current + 0);



// double HA0, HA1, HA2, HA3;
   
double HA0 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",0,0);
double   HA1 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",1,0);
double   HA2 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",2,0);
double   HA3 = iCustom(NULL,0,"Heiken_Ashi_Smoothed",3,0);

 
double   HA50 = iCustom(NULL,PERIOD_M5,"Heiken_Ashi_Smoothed",0,1);
double   HA51 = iCustom(NULL,PERIOD_M5,"Heiken_Ashi_Smoothed",1,1);
double   HA52 = iCustom(NULL,PERIOD_M5,"Heiken_Ashi_Smoothed",2,1);
double   HA53 = iCustom(NULL,PERIOD_M5,"Heiken_Ashi_Smoothed",3,1);



double Var10 = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 0);
double Var11 = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 0);
double Var12 = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 1);


double Var13 = iRSI(NULL, 0, 6, PRICE_CLOSE, Current + 0);
double Var14 = iRSI(NULL, 0, 6, PRICE_CLOSE, Current + 1);

   
double Var1 = HA3 - HA2;
double Var2 = HA1 - HA0;


double Var111 = HA53 - HA52;
double Var112 = HA51 - HA50;



double Var3 = Var10 - Var11;
double Var4 = Var10 - Var12;
double Var5 = Var13 - Var14;





double Buy1_1 =  Var1 ;
double Buy1_2 = 0;
double Buy2_1 =  Var2 ;
double Buy2_2 = 0;
double Buy3_1 =  Var3 ;
double Buy3_2 = 0;
double Buy4_1 =  Var4 ;
double Buy4_2 = 0;
double Buy5_1 =  Var5 ;
double Buy5_2 = 0;
double Buy6_1 =  Var13 ;
double Buy6_2 = 60;
double Buy7_1 =  Var111 ;
double Buy7_2 = 0;
double Buy8_1 =  Var112 ;
double Buy8_2 = 0;



double Sell1_1 =  Var1 ;
double Sell1_2 = 0;
double Sell2_1 =  Var2 ;
double Sell2_2 = 0;



double Sell3_1 =  Var3 ;
double Sell3_2 = 0;
double Sell4_1 =  Var4 ;
double Sell4_2 = 0;
double Sell5_1 =  Var5 ;
double Sell5_2 = 0;
double Sell6_1 =  Var13 ;
double Sell6_2 = 40;
double Sell7_1 =  Var111 ;
double Sell7_2 = 0;
double Sell8_1 =  Var112 ;
double Sell8_2 = 0;


// double Sell6_1 =  Var14 ;
// double Sell6_2 = 0;


double CloseBuy1_1 =  Var1 ;
double CloseBuy1_2 = 0;
double CloseBuy2_1 =  Var2 ;
double CloseBuy2_2 = 0;
double CloseBuy3_1 =  Var5 ;
double CloseBuy3_2 = 0;
double CloseBuy4_1 =  Var13 ;
double CloseBuy4_2 = 55;



double CloseSell1_1 =  Var1 ;
double CloseSell1_2 = 0;
double CloseSell2_1 =  Var2 ;
double CloseSell2_2 = 0;
double CloseSell3_1 =  Var5 ;
double CloseSell3_2 = 0;
double CloseSell4_1 =  Var13 ;
double CloseSell4_2 = 45;

   
   //+------------------------------------------------------------------+
   //| Variable End                                                     |
   //+------------------------------------------------------------------+

     
   //Check position
   bool IsTrade = False;

   for (int i = 0; i < Total; i ++) {
      OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
//*******************************************
// Important to have code check MagicNumber and Symbol

      if (OrderSymbol() != Symbol()) continue;
      if (OrderMagicNumber() != MagicNumber) continue;
//*******************************************
      
      if(OrderType() <= OP_SELL) {
         IsTrade = True;
         if(OrderType() == OP_BUY) {
            //Close

            //+------------------------------------------------------------------+
            //| Signal Begin(Exit Buy)                                           |
            //+------------------------------------------------------------------+

                     if (CloseBuy1_1 < CloseBuy1_2 && CloseBuy2_1 < CloseBuy2_2 && CloseBuy3_1 < CloseBuy3_2 && CloseBuy4_1 < CloseBuy4_2 ) Order = SIGNAL_CLOSEBUY;


            //+------------------------------------------------------------------+
            //| Signal End(Exit Buy)                                             |
            //+------------------------------------------------------------------+

            if (Order == SIGNAL_CLOSEBUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
               OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, MediumSeaGreen);
               if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Close Buy");
               if (!EachTickMode) BarCount = Bars;
               IsTrade = False;
               continue;
            }
            //Trailing stop
            if(TrailingStopMode && TrailingStop > 0) {                 
               if(Bid - OrderOpenPrice() > Point * TrailingStop) {
                  if(OrderStopLoss() < Bid - Point * TrailingStop) {
                     OrderModify(OrderTicket(), OrderOpenPrice(), Bid - Point * TrailingStop, OrderTakeProfit(), 0, MediumSeaGreen);
                     if (!EachTickMode) BarCount = Bars;
                     continue;
                  }
               }
            }
         } else {
            //Close

            //+------------------------------------------------------------------+
            //| Signal Begin(Exit Sell)                                          |
            //+------------------------------------------------------------------+

                     if (CloseSell1_1 > CloseSell1_2 && CloseSell2_1 > CloseSell2_2 && CloseSell4_1 > CloseSell4_2 ) Order = SIGNAL_CLOSESELL;


            //+------------------------------------------------------------------+
            //| Signal End(Exit Sell)                                            |
            //+------------------------------------------------------------------+

            if (Order == SIGNAL_CLOSESELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
               OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, DarkOrange);
               if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Close Sell");
               if (!EachTickMode) BarCount = Bars;
               IsTrade = False;
               continue;
            }
            //Trailing stop
            if(TrailingStopMode && TrailingStop > 0) {                 
               if((OrderOpenPrice() - Ask) > (Point * TrailingStop)) {
                  if((OrderStopLoss() > (Ask + Point * TrailingStop)) || (OrderStopLoss() == 0)) {
                     OrderModify(OrderTicket(), OrderOpenPrice(), Ask + Point * TrailingStop, OrderTakeProfit(), 0, DarkOrange);
                     if (!EachTickMode) BarCount = Bars;
                     continue;
                  }
               }
            } // Trailing Stop
         } // Close
      } // OrderType
   }// for

//*******************************************
// Check trading sessions

   int NumOrders = 0;
   
   NumOrders = CalculateCurrentOrders();
   if(NumOrders == 0) {
     YesStop = false;
      
     if (UseTradingHours == 1) {
        YesStop = CheckTradingTimes();
   
        if (YesStop == true) {
          Comment ("Trading has been stopped");
        }
       
    //     - wrong time of day
        else {
          Comment ("Trading has resumed ");
   //    - time is OK   
          
        }
     }

     if (YesStop == false) {

   //+------------------------------------------------------------------+
   //| Signal Begin(Entry)                                              |
   //+------------------------------------------------------------------+

 //  if (Buy1_1 > Buy1_2 && Buy2_1 > Buy2_2 && Buy3_1 > Buy3_2 && Buy4_1 > Buy4_2 && Buy5_1 < Buy5_2) Order = SIGNAL_BUY;

//   if (Sell1_1 < Sell1_2 && Sell2_1 < Sell2_2 && Sell3_1 < Sell3_2 && Sell4_1 < Sell4_2 && Sell5_1 > Sell5_2) Order = SIGNAL_SELL;

       if (Buy1_1 > Buy1_2 && Buy2_1 > Buy2_2 && Buy3_1 > Buy3_2 && Buy4_1 > Buy4_2 && Buy5_1 > Buy5_2 && Buy6_1 > Buy6_2&& Buy7_1 > Buy7_2 && Buy8_1 > Buy8_2  ) Order = SIGNAL_BUY;
 
       if (Sell1_1 < Sell1_2 && Sell2_1 < Sell2_2 && Sell3_1 < Sell3_2 && Sell4_1 < Sell4_2 && Sell5_1 > Sell5_2 && Sell6_1 < Sell6_2  && Sell7_1 < Sell7_2 && Sell8_1 < Sell8_2 ) Order = SIGNAL_SELL;



   //+------------------------------------------------------------------+
   //| Signal End                                                       |
   //+------------------------------------------------------------------+


   //Buy
       if (Order == SIGNAL_BUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
          if(!IsTrade) {
         //Check free margin
            if (AccountFreeMargin() < (500 * Lots)) {
              Print("We have no money. Free Margin = ", AccountFreeMargin());
              return(0);
            }

            if (StopLossMode) StopLossLevel = Ask - StopLoss * Point; else StopLossLevel = 0.0;
            if (TakeProfitMode) TakeProfitLevel = Ask + TakeProfit * Point; else TakeProfitLevel = 0.0;

            Ticket = OrderSend(Symbol(), OP_BUY, Lots, Ask, Slippage, StopLossLevel, TakeProfitLevel, "Buy(#" + MagicNumber + ")", MagicNumber, 0, DodgerBlue);
            if(Ticket > 0) {
             if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
				    Print("BUY order opened : ", OrderOpenPrice());
                if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Open Buy");
	  		    } else {
				    Print("Error opening BUY order : ", GetLastError());
			    }
            }
            if (EachTickMode) TickCheck = True;
            if (!EachTickMode) BarCount = Bars;
            return(0);
          }
       }
  







 //Sell


  
       if (Order == SIGNAL_SELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
          if(!IsTrade) {
         //Check free margin
             if (AccountFreeMargin() < (500 * Lots)) {
                Print("We have no money. Free Margin = ", AccountFreeMargin());
                return(0);
             }

             if (StopLossMode) StopLossLevel = Bid + StopLoss * Point; else StopLossLevel = 0.0;
             if (TakeProfitMode) TakeProfitLevel = Bid - TakeProfit * Point; else TakeProfitLevel = 0.0;

             Ticket = OrderSend(Symbol(), OP_SELL, Lots, Bid, Slippage, StopLossLevel, TakeProfitLevel, "Sell(#" + MagicNumber + ")", MagicNumber, 0, DeepPink);
             if(Ticket > 0) {
                if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
				      Print("SELL order opened : ", OrderOpenPrice());
                  if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Open Sell");
			       } else {
				      Print("Error opening SELL order : ", GetLastError());
			       }
             }
             if (EachTickMode) TickCheck = True;
             if (!EachTickMode) BarCount = Bars;
             return(0);
          }
       }

     } // YesStop
   } // NumOrders

   if (!EachTickMode) BarCount = Bars;

   return(0);
}

//+------------------------------------------------------------------+
// Return true if time is not in session for trading
bool CheckOutsideSession(int SessionStart, int SessionStop, int ct)
{

   if (SessionStart < SessionStop)
   {
     if (ct >= SessionStart && ct <= SessionStop) return (false); else return(true);
   }
   else
   {
      if (ct > SessionStop && ct < SessionStart) return (true); else return(false);
   }
}

bool CheckTradingTimes()
{
   bool StopTrading;
   int ct;
   ct = Hour() * 100 + Minute();
   
     StopTrading = true;

     if (TradeSession1 == 1)
     {
        StopTrading = CheckOutsideSession(Session1Start, Session1Stop, ct);
     }
     if (StopTrading == true)
     {

       if (TradeSession2 == 1)
       {
         StopTrading = CheckOutsideSession(Session2Start, Session2Stop, ct);
       }
     }
     if (StopTrading == true)
     {

       if (TradeSession3 == 1)
       {
         StopTrading = CheckOutsideSession(Session3Start, Session3Stop, ct);
       }
     }
     if (StopTrading == true)
     {

       if (TradeSession4 == 1)
       {
         StopTrading = CheckOutsideSession(Session4Start, Session4Stop, ct);
       }
     }
     if (StopTrading == true)
     {

       if (TradeSession5 == 1)
       {
         StopTrading = CheckOutsideSession(Session5Start, Session5Stop, ct);
       }
     }
     
     return(StopTrading);
}

int CalculateCurrentOrders()
  {
   int buys = 0, sells = 0, num = 0;
   for(int i=0;i<OrdersTotal();i++)
     {
      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
      if(OrderSymbol()!= Symbol()) continue;
      if (OrderMagicNumber()!= MagicNumber) continue;
      if(OrderType() == OP_BUY)  buys++;
      if(OrderType() == OP_SELL) sells++;
     }
     
   num = buys + sells;
   return(num);
  }


// Functions for MagicNumber Calculations
int func_Symbol2Val(string symbol)
 {
   string mySymbol = StringSubstr(symbol,0,6);
   
	if(mySymbol=="AUDCAD") return(1);
	if(mySymbol=="AUDJPY") return(2);
	if(mySymbol=="AUDNZD") return(3);
	if(mySymbol=="AUDUSD") return(4);
	if(mySymbol=="CHFJPY") return(5);
	if(mySymbol=="EURAUD") return(6);
	if(mySymbol=="EURCAD") return(7);
	if(mySymbol=="EURCHF") return(8);
	if(mySymbol=="EURGBP") return(9);
	if(mySymbol=="EURJPY") return(10);
	if(mySymbol=="EURUSD") return(11);
	if(mySymbol=="GBPCHF") return(12);
	if(mySymbol=="GBPJPY") return(13);
	if(mySymbol=="GBPUSD") return(14);
	if(mySymbol=="NZDJPY") return(15);
	if(mySymbol=="NZDUSD") return(16);
	if(mySymbol=="USDCAD") return(17);
	if(mySymbol=="USDCHF") return(18);
	if(mySymbol=="USDJPY") return(19);
   Comment("unexpected Symbol");
	return(999);
}

//+------------------------------------------------------------------+
//| Time frame interval appropriation  function                      |
//+------------------------------------------------------------------+

int func_TimeFrame_Const2Val(int Constant ) {
   switch(Constant) {
      case 1:  // M1
         return(1);
      case 5:  // M5
         return(2);
      case 15:
         return(3);
      case 30:
         return(4);
      case 60:
         return(5);
      case 240:
         return(6);
      case 1440:
         return(7);
      case 10080:
         return(8);
      case 43200:
         return(9);
   }
}






Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:


Stochastic oscillator
Relative strength index


Custom Indicators Used:
Heiken_Ashi_Smoothed

Order Management characteristics:
Checks for the total of open orders

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

Other Features:

It sends emails

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.00 Total Net Profit:-1397.00

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 : 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

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.32 Total Net Profit:-2053.98

Request Backtest for Heiken_MTF


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