Longterm_a





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

//+------------------------------------------------------------------+
//|                                              TrendScalper_TR.mq4 |
//|                      Copyright © 2004, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Testing"
#property link      "http://www.metaquotes.net/"

//---- input parameters
extern int       MA1period=10;
extern int       MA1mode=1;
extern int       MA2period=20;
extern int       MA2mode=1;
extern int       MA3period=50;
extern int       MA3mode=1;
extern int       MA4period=200;
extern int       MA4mode=1;
extern int       CloseMA_A=2;
extern int       CloseMA_B=3;
extern double    LotsIfNoMM=0.1;
extern int       Stoploss=0;
extern int       TakeProfit=0;
extern int       Slip=5;
extern int       MM_Mode=0;
extern int       MM_Risk=40;

double Opentrades,orders,first,mode,Ilo,sym,b;
double b4signal,Signal,Triggerline,b4Triggerline,Nowsignal,NowTriggerline,sl,LastOpByExpert,LastBarChecked;
int cnt,cnt2,OpenPosition,notouchbar; 
bool test;
double MA1,MA2,MA3,MA4,CloseMA1,CloseMA2;

#define Long 1
#define Short 2

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//---- 

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//---- 
   
//----
   return(0);
  }


//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//return(0);
   
   if ( ! IsTesting() ) Comment(" Trailingstop    ",  b, "\n","      Tick no. ", iVolume(NULL,0,0),"\n"," Lots    ",Ilo);


   /**********************************Money and Risk Management***************************************
   Changing the value of mm will give you several money management options
   mm = 0 : Single 1 lot orders.
   mm = -1 : Fractional lots/ balance X the risk factor.(use for Mini accts)
   mm = 1 : Full lots/ balance X the risk factor up to 100 lot orders.(use for Regular accounts)
   ***************************************************************************************************
   RISK FACTOR:
   risk can be anything from 1 up. 
   Factor of 5 adds a lot for every $20,000.00 added to the balance. 
   Factor of 10 adds a lot with every $10.000.00 added to the balance.
   The higher the risk,  the easier it is to blow your margin..
   **************************************************************************************************/

   if (MM_Mode < 0)  {
   Ilo = MathCeil(AccountBalance()*MM_Risk/10000)/10;
     if (Ilo > 100) {  
     Ilo = 100;  
     }
   } else {
   Ilo = LotsIfNoMM;
   }
   if (MM_Mode > 0)  
    {
   Ilo = MathCeil(AccountBalance()*MM_Risk/10000)/10;
    if (Ilo > 1)  
    {
    Ilo = MathCeil(Ilo);
    }
    if (Ilo < 1)  
    {
    Ilo = 1;
    }
    if (Ilo > 100)  
    {  
     Ilo = 100;  
     }
   }
 	      

//     if (notouchbar == Time[0]) 
//         return(0);


     if (LastBarChecked == Time[0]) 
     //if (1 == 2) //just so this part is never true for now
         return(0); 
      else 
  	      {
  	      LastBarChecked = Time[0]; 

         MA1=iMA(NULL,0,MA1period,0,MA1mode,PRICE_CLOSE,1);
         MA2=iMA(NULL,0,MA2period,0,MA2mode,PRICE_CLOSE,1);
         MA3=iMA(NULL,0,MA3period,0,MA3mode,PRICE_CLOSE,1);
         MA4=iMA(NULL,0,MA4period,0,MA4mode,PRICE_CLOSE,1);
           	     
         switch (CloseMA_A)
            {
            case 1:
               CloseMA1=MA1;
               break;
            case 2:
               CloseMA1=MA2;
               break;
            case 3:
               CloseMA1=MA3;
               break;
            case 4:
               CloseMA1=MA4;
               break;
            default:
               Alert("CloseMA_A must be in range 1-4");
               break;
            }
            
         switch (CloseMA_B)
            {
            case 1:
               CloseMA2=MA1;
               break;
            case 2:
               CloseMA2=MA2;
               break;
            case 3:
               CloseMA2=MA3;
               break;
            case 4:
               CloseMA2=MA4;
               break;
            default:
               Alert("CloseMA_B must be in range 1-4");
               break;
            }
            
            
                       	      
         Opentrades=0;
         for (cnt=0;cnt<OrdersTotal();cnt++) 
            {
            if ( OrderSelect (cnt, SELECT_BY_POS) == false )  continue;
            if ( OrderSymbol()==Symbol()) 
               {
               Opentrades=Opentrades+1;
               if(OrderType()==OP_BUY) 
                  {
                  OpenPosition = Long; 

                  if (IsTesting()) 
                     {
                        //LastLogTime=iTime(NULL,PERIOD_H1,1);
                        if (OrderTakeProfit()==OrderOpenPrice()+Point*10000)
                           OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderOpenPrice()+Point*10001,0,Cyan);
                          else
                           OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderOpenPrice()+Point*10000,0,Cyan);
                     }

                  }
                 else 
                  {
                  OpenPosition = Short; 

                  if (IsTesting()) 
                     {
                        //LastLogTime=iTime(NULL,PERIOD_H1,1);
                        if (OrderTakeProfit()==0)
                           OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),Point*1,0,Cyan);
                          else
                           OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),0,0,Cyan);
                     }

                  }
                  
               }
            }

  	      
  	      
         //----------------------------------------Order Control-------------------------------------------
 
         if (Opentrades != 0)  
   
            {


            if (OpenPosition == Long)
               {
               if (CloseMA1<CloseMA2)
                  {
                  OrderClose(OrderTicket(),OrderLots(),Bid,Slip,Red);
                  //Alert("DanMA close long ",Symbol());
                  //notouchbar=Time[0];
                  return(0);
                  }
               }
            
            if (OpenPosition == Short)
               {
               if (CloseMA1>CloseMA2)
                  {
                  OrderClose(OrderTicket(),OrderLots(),Ask,Slip,Red);
                  //Alert("DanMA close short ",Symbol());
                  //notouchbar=Time[0];
                  return(0);
                  }
               }
            

            }

  	      
  	      
         //----------------------------------------New signals-------------------------------------------
         
         
         if (Opentrades == 0)  
   
           {
           if (MA1>MA2 && MA2 > MA3 && MA3>MA4)
                  {
                  OrderSend(Symbol(),OP_BUY,Ilo,Ask,Slip,0,0,"",0,0,White);
                  return(0);
                  }
           
           if (MA1<MA2 && MA2 < MA3 && MA3<MA4)
                  {
                     OrderSend(Symbol(),OP_SELL,Ilo,Bid,Slip,0,0,"",0,0,Red);
                     //notouchbar=Time[0];
                     return(0);
                  }
           
           
           
           
           }
           
  	      
  	      
  	      
      } //Ends if (LastBarChecked == Time[0])

   return(0);
  }






Sample





Analysis



Market Information Used:

Series array that contains tick volumes of each bar
Series array that contains open time of each bar


Indicator Curves created:


Indicators Used:

Moving average indicator


Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself
It automatically opens orders when conditions are reached

Other Features:


It issuies visual alerts to the screen

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.52 Total Net Profit:-325.10

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.86 Total Net Profit:-84.92

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:0.72 Total Net Profit:-94.73

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:1.26 Total Net Profit:145.93

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.75 Total Net Profit:-337.39

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.68 Total Net Profit:-1581.09

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.13 Total Net Profit:-331.91

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:1.34 Total Net Profit:62.80

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:1.80 Total Net Profit:134.49

Request Backtest for Longterm_a


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