MoStAsHaR15 Pivot Expert

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

//+------------------------------------------------------------------+
//+            MoStAsHaR15 FoReX - Pivot Line Strategy               +
//+------------------------------------------------------------------+

#property copyright "MoStAsHaR15 FoReX © CopyRights 2005"
#property link      "mostashar15@yahoo.com"

extern double Lots = 1.0;
extern double TrailingStop = 10;
extern double StopLoss = 30;
extern int TimeZone=2;

double EMA5_0, EMA6_0, EMA5_1, EMA6_1, ADX, ADXpos_0, ADXneg_0, ADXpos_1, ADXneg_1, OsMA_0, OsMA_1;
double R1=0, R2=0, R3=0, M0=0, M1=0, M2=0, M3=0, M4=0, M5=0, S1=0, S2=0, S3=0;
double day_high=0, day_low=0, yesterday_high=0, yesterday_open=0, yesterday_low=0, yesterday_close=0, today_open=0, today_high=0, today_low=0, P=0, Q=0, nQ=0, nD=0, D=0, rates_h1[2][6], rates_d1[2][6],Bound[13];
double Buy_TP, Sell_TP, Sup, Res, ticket, SL;
int cnt,dif1,dif2;

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+

int init() 
{
 return(0);
}

//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+

int deinit() 
{
 return(0);
}

//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+

/// Initial Data Checks

int start()
{   
   if(Bars<150)
     {
     Print("bars less than 100");
     }
   
   if(Buy_TP < 10 || Sell_TP < 10)
     {
      Print("TakeProfit less than 10");
     }

// Delete Old Pivot Lines to Draw the New Lines

   ObjectDelete("R1 Label"); 
   ObjectDelete("R1 Line");
   
   ObjectDelete("R2 Label");
   ObjectDelete("R2 Line");
   
   ObjectDelete("R3 Label");
   ObjectDelete("R3 Line");
   
   ObjectDelete("S1 Label");
   ObjectDelete("S1 Line");
   
   ObjectDelete("S2 Label");
   ObjectDelete("S2 Line");
   
   ObjectDelete("S3 Label");
   ObjectDelete("S3 Line");
   
   ObjectDelete("P Label");
   ObjectDelete("P Line");
   
   ObjectDelete("M5 Label");
   ObjectDelete("M5 Line");
   
   ObjectDelete("M4 Label");
   ObjectDelete("M4 Line");
   
   ObjectDelete("M3 Label");
   ObjectDelete("M3 Line");
   
   ObjectDelete("M2 Label");
   ObjectDelete("M2 Line");
   
   ObjectDelete("M1 Label");
   ObjectDelete("M1 Line");
   
   ObjectDelete("M0 Label");

/// PIVOT POINT CALCULATIONS

  int i=0, j=0;

  if(Period() > 1440)
   {
    Comment("Error - Chart period is greater than 1 day.");
    return(-1);
   }
  
  ArrayCopyRates(rates_d1, Symbol(), PERIOD_D1);
  yesterday_high = rates_d1[1][3];
  yesterday_low = rates_d1[1][2]; 
  day_high = rates_d1[0][3];
  day_low = rates_d1[0][2];

  ArrayCopyRates(rates_h1, Symbol(), PERIOD_H1);
  for (i=0;i<=25;i++)
  {
   if (TimeMinute(rates_h1[i][0])==0 && (TimeHour(rates_h1[i][0])-TimeZone)==0)
    {
     yesterday_close = rates_h1[i+1][4];      
     yesterday_open = rates_h1[i+24][1];
     today_open = rates_h1[i][1];      
     break;
    }
  }   

 // Calculate Pivots
   
   D = (day_high - day_low);
   Q = (yesterday_high - yesterday_low);
   
   P = (yesterday_high + yesterday_low + yesterday_close) / 3;
   
   R1 = (2*P)-yesterday_low;
   S1 = (2*P)-yesterday_high;
   
   R2 = P+(yesterday_high - yesterday_low);
   S2 = P-(yesterday_high - yesterday_low);
   
   R3 = (2*P)+(yesterday_high-(2*yesterday_low));
   S3 = (2*P)-((2* yesterday_high)-yesterday_low);   
	
	M5 = (R2+R3)/2;
   M4 = (R1+R2)/2;
   M3 = (P+R1)/2;
   M2 = (P+S1)/2;
   M1 = (S1+S2)/2;
	M0 = (S2+S3)/2;

   if (Q > 5) 
    {
	  nQ = Q;
    }
   else
    {
	  nQ = Q*10000;
    }

   if (D > 5)
    {
	  nD = D;
    }
   else
    {
	  nD = D*10000;
    }

   ObjectDelete("M0 Line");

// Pivot Lines Labeling

     if(ObjectFind("R1 label") != 0)
      {
       ObjectCreate("R1 label", OBJ_TEXT, 0, Time[20], R1);
       ObjectSetText("R1 label", " R1", 8, "Arial", Yellow);
      }
     else
      {
       ObjectMove("R1 label", 0, Time[20], R1);
      }

      if(ObjectFind("R2 label") != 0)
       {
        ObjectCreate("R2 label", OBJ_TEXT, 0, Time[20], R2);
        ObjectSetText("R2 label", " R2", 8, "Arial", Orange);
       }
      else
       {
        ObjectMove("R2 label", 0, Time[20], R2);
       }

      if(ObjectFind("R3 label") != 0)
       {
        ObjectCreate("R3 label", OBJ_TEXT, 0, Time[20], R3);
        ObjectSetText("R3 label", " R3", 8, "Arial", Red);
       }
        else
       {
        ObjectMove("R3 label", 0, Time[20], R3);
       }

      if(ObjectFind("P label") != 0)
       {
        ObjectCreate("P label", OBJ_TEXT, 0, Time[20], P);
        ObjectSetText("P label", "Pivot", 8, "Arial", DeepPink);
       }
      else
       {
        ObjectMove("P label", 0, Time[20], P);
       }

      if(ObjectFind("S1 label") != 0)
       {
        ObjectCreate("S1 label", OBJ_TEXT, 0, Time[20], S1);
        ObjectSetText("S1 label", "S1", 8, "Arial", Yellow);
       }
      else
       {
        ObjectMove("S1 label", 0, Time[20], S1);
       }

      if(ObjectFind("S2 label") != 0)
       {
        ObjectCreate("S2 label", OBJ_TEXT, 0, Time[20], S2);
        ObjectSetText("S2 label", "S2", 8, "Arial", Orange);
       }
      else
       {
        ObjectMove("S2 label", 0, Time[20], S2);
       }

      if(ObjectFind("S3 label") != 0)
       {
        ObjectCreate("S3 label", OBJ_TEXT, 0, Time[20], S3);
        ObjectSetText("S3 label", "S3", 8, "Arial", Red);
       }
      else
       {
        ObjectMove("S3 label", 0, Time[20], S3);
       }

// Drawing Pivot lines
      
      if(ObjectFind("S1 line") != 0)
       {
        ObjectCreate("S1 line", OBJ_HLINE, 0, Time[40], S1);
        ObjectSet("S1 line", OBJPROP_STYLE, STYLE_SOLID);
        ObjectSet("S1 line", OBJPROP_COLOR, Yellow);
       }
      else
       {
        ObjectMove("S1 line", 0, Time[40], S1);
       }

      if(ObjectFind("S2 line") != 0)
       {
        ObjectCreate("S2 line", OBJ_HLINE, 0, Time[40], S2);
        ObjectSet("S2 line", OBJPROP_STYLE, STYLE_SOLID);
        ObjectSet("S2 line", OBJPROP_COLOR, Orange);
       }
      else
       {
        ObjectMove("S2 line", 0, Time[40], S2);
       }

      if(ObjectFind("S3 line") != 0)
       {
        ObjectCreate("S3 line", OBJ_HLINE, 0, Time[40], S3);
        ObjectSet("S3 line", OBJPROP_STYLE, STYLE_SOLID);
        ObjectSet("S3 line", OBJPROP_COLOR, Red);
       }
      else
       {
        ObjectMove("S3 line", 0, Time[40], S3);
       }

      if(ObjectFind("P line") != 0)
       {
        ObjectCreate("P line", OBJ_HLINE, 0, Time[40], P);
        ObjectSet("P line", OBJPROP_STYLE, STYLE_SOLID);
        ObjectSet("P line", OBJPROP_COLOR, DeepPink);
       }
      else
       {
        ObjectMove("P line", 0, Time[40], P);
       }

      if(ObjectFind("R1 line") != 0)
       {
        ObjectCreate("R1 line", OBJ_HLINE, 0, Time[40], R1);
        ObjectSet("R1 line", OBJPROP_STYLE, STYLE_SOLID);
        ObjectSet("R1 line", OBJPROP_COLOR, Yellow);
       }
      else
       {
        ObjectMove("R1 line", 0, Time[40], R1);
       }

      if(ObjectFind("R2 line") != 0)
       {
        ObjectCreate("R2 line", OBJ_HLINE, 0, Time[40], R2);
        ObjectSet("R2 line", OBJPROP_STYLE, STYLE_SOLID);
        ObjectSet("R2 line", OBJPROP_COLOR, Orange);
       }
      else
       {
        ObjectMove("R2 line", 0, Time[40], R2);
       }

      if(ObjectFind("R3 line") != 0)
       {
        ObjectCreate("R3 line", OBJ_HLINE, 0, Time[40], R3);
        ObjectSet("R3 line", OBJPROP_STYLE, STYLE_SOLID);
        ObjectSet("R3 line", OBJPROP_COLOR, Red);
       }
      else
       {
        ObjectMove("R3 line", 0, Time[40], R3);
       }
       
// Midpoints Labeling

      if(ObjectFind("M5 line") != 0)
       {
        ObjectCreate("M5 line", OBJ_HLINE, 0, Time[40], M5);
        ObjectSet("M5 line", OBJPROP_STYLE, STYLE_DOT);
        ObjectSet("M5 line", OBJPROP_COLOR, White);
       }
      else
       {
        ObjectMove("M5 line", 0, Time[40], M5);
       }

      if(ObjectFind("M4 line") != 0)
       {
        ObjectCreate("M4 line", OBJ_HLINE, 0, Time[40], M4);
        ObjectSet("M4 line", OBJPROP_STYLE, STYLE_DOT);
        ObjectSet("M4 line", OBJPROP_COLOR, White);
       }
      else
       {
        ObjectMove("M4 line", 0, Time[40], M4);
       }

      if(ObjectFind("M3 line") != 0)
       {
        ObjectCreate("M3 line", OBJ_HLINE, 0, Time[40], M3);
        ObjectSet("M3 line", OBJPROP_STYLE, STYLE_DOT);
        ObjectSet("M3 line", OBJPROP_COLOR, White);
       }
      else
       {
        ObjectMove("M3 line", 0, Time[40], M3);
       }

      if(ObjectFind("M2 line") != 0)
       {
        ObjectCreate("M2 line", OBJ_HLINE, 0, Time[40], M2);
        ObjectSet("M2 line", OBJPROP_STYLE, STYLE_DOT);
        ObjectSet("M2 line", OBJPROP_COLOR, White);
       }
      else
       {
        ObjectMove("M2 line", 0, Time[40], M2);
       }

      if(ObjectFind("M1 line") != 0)
       {
        ObjectCreate("M1 line", OBJ_HLINE, 0, Time[40], M1);
        ObjectSet("M1 line", OBJPROP_STYLE, STYLE_DOT);
        ObjectSet("M1 line", OBJPROP_COLOR, White);
       }
      else
       {
        ObjectMove("M1 line", 0, Time[40], M1);
       }

      if(ObjectFind("M0 line") != 0)
       {
        ObjectCreate("M0 line", OBJ_HLINE, 0, Time[40], M0);
        ObjectSet("M0 line", OBJPROP_STYLE, STYLE_DOT);
        ObjectSet("M0 line", OBJPROP_COLOR, White);
       }
      else
       {
        ObjectMove("M0 line", 0, Time[40], M0);
       }
       
// Indicator Calculations

   ADX = iADX(NULL,60,14,PRICE_CLOSE,MODE_MAIN,0);
   
   ADXpos_0 = iADX(NULL,60,14,PRICE_CLOSE,MODE_PLUSDI,0);
   ADXneg_0 = iADX(NULL,60,14,PRICE_CLOSE,MODE_MINUSDI,0);
   
   ADXpos_1 = iADX(NULL,60,14,PRICE_CLOSE,MODE_PLUSDI,1);
   ADXneg_1 = iADX(NULL,60,14,PRICE_CLOSE,MODE_MINUSDI,1);
   
   EMA5_0 = iMA(NULL,60,5,0,MODE_EMA,PRICE_CLOSE,1);
   EMA6_0 = iMA(NULL,60,8,0,MODE_EMA,PRICE_OPEN,1);
   
   EMA5_1 = iMA(NULL,60,5,0,MODE_EMA,PRICE_CLOSE,1);
   EMA6_1 = iMA(NULL,60,8,0,MODE_EMA,PRICE_OPEN,1);
   
   OsMA_0 = iOsMA(NULL,60,12,26,9,PRICE_CLOSE,0);
   OsMA_1 = iOsMA(NULL,60,12,26,9,PRICE_CLOSE,1);
   
// Determining Bounding Pivot Lines & Take Profit Point
   
   if((Bid-S3) * (Bid-M0) < 0)
    {
     Sup = S3;
     Res = M0;
     Sell_TP = Sup;
     Buy_TP = Res;
    }
    
   if((Bid-M0) * (Bid-S2) < 0)
    {
     Sup = M0;
     Res = S2;
     Sell_TP = Sup;
     Buy_TP = Res;
    }
   
   if((Bid-S2) * (Bid-M1) < 0)
    {
     Sup = S2;
     Res = M1;
     Sell_TP = Sup;
     Buy_TP = Res;
    }  
   
   if((Bid-M1) * (Bid-S1) < 0)
    {
     Sup = M1;
     Res = S1;
     Sell_TP = Sup;
     Buy_TP = Res;
    }
    
   if((Bid-S1) * (Bid-M2) < 0)
    {
     Sup = S1;
     Res = M2;
     Sell_TP = Sup;
     Buy_TP = Res;
    }
   
   if((Bid-M2) * (Bid-P) < 0)
    {
     Sup = M2;
     Res = P;
     Sell_TP = Sup;
     Buy_TP = Res;
    }
    
   if((Bid-P) * (Bid-M3) < 0)
    {
     Sup = P;
     Res = M3;
     Sell_TP = Sup;
     Buy_TP = Res;
    }
   
   if((Bid-M3) * (Bid-R1) < 0)
    {
     Sup = M3;
     Res = R1;
     Sell_TP = Sup;
     Buy_TP = Res;
    }
    
   if((Bid-R1) * (Bid-M4) < 0)
    {
     Sup = R1;
     Res = M4;
     Sell_TP = Sup;
     Buy_TP = Res;
    }       
    
   if((Bid-M4) * (Bid-R2) < 0)
    {
     Sup = M4;
     Res = R2;
     Sell_TP = Sup;
     Buy_TP = Res;
    } 
   
   if((Bid-R2) * (Bid-M5) < 0)
    {
     Sup = R2;
     Res = M5;
     Sell_TP = Sup;
     Buy_TP = Res;
    }
    
   if((Bid-M5) * (Bid-R3) < 0)
    {
     Sup = S3;
     Res = M0;
     Sell_TP = Sup;
     Buy_TP = Res;
    }
    
   dif1 = (Bid-Sell_TP)/Point;
   dif2 = (Buy_TP-Ask)/Point;
   
   Comment("MoStAsHaR15 FoReX - Pivot Strategy","\nSupport = ",Sup," - Difference = ",dif1," Pips", "\nResistance = ",Res," - Difference = ",dif2," Pips");
      
// Checking Account Free Margin       
   
   int total=OrdersTotal();
   if(total<1) 
    {
     if(AccountFreeMargin()<(1000*Lots))
      {
       Print("We have no money. Free Margin = ", AccountFreeMargin());
      }
   // Check for long positions (if you have money and no more than 1 order open)
     if(ADX > 20 && ADXpos_0 > ADXpos_1 && ADXpos_0 > ADXneg_0 && (EMA5_0 - EMA6_0) >= (5 * Point) && EMA5_1 > EMA6_1 && OsMA_0 > OsMA_1)
        {
         SL = Ask - StopLoss * Point;
         ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,SL,Buy_TP,"MoStAsHaR15 FoReX",16384,0,White);
         if(ticket>0)
           {
            if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Comment("BUY order opened : ",OrderOpenPrice());
           }
         else Comment("Error opening BUY order : ",GetLastError()); 
         return(0); 
        }
   // Check for short positions (if you have money and no more than 2 orders open)
     if(ADX > 20 && ADXneg_0 > ADXneg_1 && ADXpos_0 < ADXneg_0 && (EMA6_0 - EMA5_0) >= 5 * Point && EMA6_1 > EMA5_1 && OsMA_0 < OsMA_1)
        {
         SL = Bid + StopLoss * Point;
         ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,SL,Sell_TP,"MoStAsHaR15 FoReX",16384,0,White);
         if(ticket>0)
           {
            if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Comment("SELL order opened : ",OrderOpenPrice());
           }
         else Comment ("Error opening SELL order : ",GetLastError()); 
         return(0); 
        }
    return(0);
   }
   
// Open Trades Management

   for(cnt=0;cnt<total;cnt++)
    {
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()<=OP_SELL && OrderSymbol()==Symbol())
      {
       if(OrderType()==OP_BUY)   // long position is opened
        {
   // Trailing Stop Managment
         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
       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:

Series array that contains open time of each bar


Indicator Curves created:


Indicators Used:

Movement directional index
Moving average indicator
Moving Average of Oscillator


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

Other Features:


BackTest : EURUSD on H1

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


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:0.00 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 : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.00 Total Net Profit:0.00


Request Backtest for MoStAsHaR15 Pivot Expert


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