Heiken299_v1





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

//+------------------------------------------------------------------+
//|                                               Heiken200.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#define MAGICMA  20050000

extern double Lots               = 0.1;
extern double MaximumRisk        = 0.5;
extern double TakeProfit = 2000;
extern double TrailingStop = 0;
extern double Stoploss = 60;
extern double risk = 10;
double lotMM;
//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
  {
   int buys=0,sells=0;
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
        {
         if(OrderType()==OP_BUY)  buys++;
         if(OrderType()==OP_SELL) sells++;
        }
     }
//---- return orders volume
   if(buys>0) return(buys);
   else       return(-sells);
  }
// =================================================================================
// PYRAMIDING - LINEAR
// Money Management risk exposure compounding
// =================================================================================
   
  
//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void CheckForOpen()
  {
   int    res;
//---- sell conditions
   if (iCustom(NULL,0,"Heiken Ashi",2,0) > iCustom(NULL,0,"Heiken Ashi",3,0) && iCustom(NULL,0,"Heiken Ashi",1,0) < 
       iCustom(NULL,0,"Heiken Ashi",0,0) && Close[1] < iMA(NULL,0,200,0,MODE_EMA,PRICE_CLOSE,0) && iAO(NULL,0,0) < 0)
     {
      res=OrderSend(Symbol(),OP_SELL,MathCeil(AccountBalance() * risk / 100000),Bid,1,Bid+Stoploss*Point,Bid-TakeProfit*Point,"",MAGICMA,0,Red);
      return;
     }
//---- buy conditions
   if (iCustom(NULL,0,"Heiken Ashi",2,0) < iCustom(NULL,0,"Heiken Ashi",3,0) && iCustom(NULL,0,"Heiken Ashi",1,0) > 
       iCustom(NULL,0,"Heiken Ashi",0,0) && Close[1] > iMA(NULL,0,200,0,MODE_EMA,PRICE_CLOSE,0) && iAO(NULL,0,0) > 0)
     {
      res=OrderSend(Symbol(),OP_BUY,MathCeil(AccountBalance() * risk / 100000),Ask,1,Ask-Stoploss*Point,Ask+TakeProfit*Point,"",MAGICMA,0,Blue);
      return;
     }
//----
  }
//+------------------------------------------------------------------+
//| Check for close order conditions                                 |
//+------------------------------------------------------------------+
void CheckForClose()
  {
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
      if(OrderType()<=OP_SELL &&   // check for opened position 
         OrderSymbol()==Symbol())  // check for symbol
        {
         if(OrderType()==OP_BUY)   // long position is opened
           {
            // should it be closed?
            if(iCustom(NULL,0,"Heiken Ashi",2,0) > iCustom(NULL,0,"Heiken Ashi",3,0) && iCustom(NULL,0,"Heiken Ashi",1,0) < 
               iCustom(NULL,0,"Heiken Ashi",0,0))
                {
                 OrderClose(OrderTicket(),OrderLots(),Bid,1,Violet); // close position
                 return(0); // exit
                }
            // check for trailing stop
            if(TrailingStop>0)  
              {                 
               if(Bid-OrderOpenPrice()>Point*TrailingStop)
                 {
                  if(OrderStopLoss()<Bid-Point*TrailingStop)
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
                     return(0);
                    }
                 }
              }
           }
         else // go to short position
           {
            // should it be closed?
            if (iCustom(NULL,0,"Heiken Ashi",2,0) < iCustom(NULL,0,"Heiken Ashi",3,0) && iCustom(NULL,0,"Heiken Ashi",1,0) > 
                iCustom(NULL,0,"Heiken Ashi",0,0))
              {
               OrderClose(OrderTicket(),OrderLots(),Ask,1,Violet); // close position
               return(0); // exit
              }
            // check for trailing stop
            if(TrailingStop>0)  
              {                 
               if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
                 {
                  if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
                     return(0);
                    }
                 }
              }
           }
        }
     }
   return(0);
  }
// the end.
//----

//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
  {
//---- check for history and trading
   if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
   if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
   else                                    CheckForClose();
//----
  }
//+--------------------------------------------------------------



Sample





Analysis



Market Information Used:

Series array that contains close prices for each bar


Indicator Curves created:


Indicators Used:


Bill Williams Awesome oscillator
Moving average indicator


Custom Indicators Used:
Heiken Ashi

Order Management characteristics:
Checks for the total of open orders

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

Other Features:

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.41 Total Net Profit:-9772.50

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.49 Total Net Profit:-9715.00

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:0.38 Total Net Profit:-9749.60

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:0.49 Total Net Profit:-5759.51

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.18 Total Net Profit:-9802.12

Request Backtest for Heiken299_v1


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