MA cross exp_v4





//+------------------------------------------------------------------+
//|                                  Copyright 2006, Malinouski Yury |
//|                                          mailto:panzernik@tut.by |
//|                                                      version 4.0 |
//|                                                       01.04.2006 |
//+------------------------------------------------------------------+

// Çà îñíîâó âçÿò ýêñïåðò MA cross.mq4 (àâòîð Alexey42)
// Äîáàâëåíû ñëåäóþùèå ïàðàìåòðû: ma_method, TrailingStop, applied_price
// Ýêñïåðò îòêðûâàåò è çàêðûâàåò ïîçèöèè ïî ôàêòó ïåðåñå÷åíèÿ ñðåäíèõ
// Êòî ñìîæåò ðåàëèçîâàòü âûñòàâëåíèå stop_loss ïî ïàðàáîëèêó?

extern int    ma_fast=8;      // Ïåðèîä áûñòðîé ÌÀ
extern int    ma_slow=21;     // Ïåðèîä ìåäëåííîé ÌÀ
extern double ma_method=1;/*MODE_SMA 0  Ïðîñòîå ñêîëüçÿùåå ñðåäíåå 
                            MODE_EMA 1  Ýêñïîíåíöèàëüíîå ñêîëüçÿùåå ñðåäíåå 
                            MODE_SMMA 2 Ñãëàæåííîå ñêîëüçÿùåå ñðåäíåå 
                            MODE_LWMA 3 Ëèíåéíî-âçâåøåííîå ñêîëüçÿùåå ñðåäíåå 
                             */
extern int    stop_loss=110; 
extern int    take_profit=370;
extern double TrailingStop=110;
extern double applied_price=0;/*PRICE_CLOSE    0 Öåíà çàêðûòèÿ 
                                PRICE_OPEN     1 Öåíà îòêðûòèÿ 
                                PRICE_HIGH     2 Ìàêñèìàëüíàÿ öåíà 
                                PRICE_LOW      3 Ìèíèìàëüíàÿ öåíà 
                                PRICE_MEDIAN   4 Ñðåäíÿÿ öåíà, (high+low)/2 
                                PRICE_TYPICAL  5 Òèïè÷íàÿ öåíà, (high+low+close)/3 
                                PRICE_WEIGHTED 6 Âçâåøåííàÿ öåíà çàêðûòèÿ, (high+low+close+close)/4 */
extern int    ma_shifft=0;     // Ñäâèã èíäèêàòîðà îòíîñèòåëüíî öåíîâîãî ãðàôèêà
extern double Lots=0.1;
double m1=1;
double m2=1;
double s1=1;
double s2=1;
double b=1;
int    cnt=0;
//------------------------------------------------------------------------------------------------------------- 


int start() 
  { 
if (b<Bars)
{
m1=iMA(NULL,0,ma_fast, ma_shifft, ma_method, applied_price, 1);
m2=iMA(NULL,0,ma_fast, ma_shifft, ma_method, applied_price, 2);
s1=iMA(NULL,0,ma_slow, ma_shifft, ma_method, applied_price, 1);
s2=iMA(NULL,0,ma_slow, ma_shifft, ma_method, applied_price, 2);  

  if (OrdersTotal()<1)
{ 
if 
((s2>m2)&&(s1<m1))
{
OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Ask-stop_loss*Point,Ask+take_profit*Point,"buy60",1221,0,Blue);
b=Bars;
}
if 
((s2<m2)&&(s1>m1))
{
OrderSend(Symbol(),OP_SELL,Lots,Bid,3,Bid+stop_loss*Point,Bid-take_profit*Point,"sell60",1222,0,Red);
b=Bars;
}
}
  


for(cnt=0;cnt<4;cnt++)
     {
      OrderSelect(cnt, 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 ((s2<m2)&&(s1>m1)&&(b<Bars))
                {b=Bars;
                 OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet);                  // close position
                 OrderSend(Symbol(),OP_SELL,Lots,Bid,3,Bid+stop_loss*Point,Bid-take_profit*Point,"sell60",1222,0,Red);
                 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 ((s2>m2)&&(s1<m1)&&(b<Bars))


              {b=Bars;
               OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet);                    // close position
               OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Ask-stop_loss*Point,Ask+take_profit*Point,"buy60",1221,0,Blue);
               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);
  }
}



Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:

Moving average indicator


Custom Indicators Used:

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:0.65 Total Net Profit:-149.34

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:1.27 Total Net Profit:78.28

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:0.85 Total Net Profit:-17.67

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:1.04 Total Net Profit:12.10

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.81 Total Net Profit:-355.68

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:2.14 Total Net Profit:94.81

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:1.08 Total Net Profit:13.88

Request Backtest for MA cross exp_v4


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