MultiPairWPRtrails





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

//+-----------------------------------------+
//|GH.mq4   WPR for Multi Pair              |
//|Copyright © 2005, Gary Hensley           |
//+-----------------------------------------+
//
//		Modifications                                                         
//		-------------                                                       
//		DATE       	MOD #    	DESCRIPTION                		        
//		---------- 	-------- 	---------------------------------------------------------------
//		01 Jul 2005 1   		   GaryH: Converted Original M3 version of MultiPairWPR script.

#property copyright "WPR for Multi Pair, Copyright © 2005, Gary Hensley"
//#property link      "http://www.metaquotes.net/"

#define MAGICMA  20050610

//---- input parameters
extern int       UsePct=0;
extern int       MaxLots=100;
extern int TrailingStop=20;
extern int ProfitTarget=100;
extern int Slippage=3;
//---- global variables
int bsi=0;
int dir=0;
int vTrig=0;
int openorders=0;
string pair;
double vSL=0,vTP=0;
int dummy=0;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
   pair = Symbol();
   return(0);
  } 

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

//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int GetCurrentOrders()
  {
  //---- calc open OrderSelect
   openorders=0;
   dir=0;
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      //if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
      if(OrderSymbol()==Symbol())
      {
        openorders+=1;
        if(OrderType()==OP_BUY) dir=1;
        if(OrderType()==OP_SELL) dir=-1;
      }  
   }
}

//+------------------------------------------------------------------+
//| Calculate Lot Sizes                                              |
//+------------------------------------------------------------------+
int LotCalc(double Risk)
  {
   int vLots=0;
   if (UsePct >0 && Risk>0) vLots=MathFloor(AccountBalance()*(UsePct/100)/((Risk/MarketInfo (Symbol(), MODE_POINT))*10));
   if (UsePct >0 && Risk==0)  vLots = MathFloor(AccountBalance()*(UsePct/100)/1000);
   if (vLots>MaxLots) vLots=MaxLots;
   if (vLots<1) vLots=1;
   vLots=0.1;
   return(vLots);
}

//+------------------------------------------------------------------+
//| Close Open Position                                              |
//+------------------------------------------------------------------+
int CloseTrade()
  { 
  for(int i=0;i<OrdersTotal();i++)
    {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      //if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
      if(OrderSymbol()==Symbol())
      {
        if(OrderType()==OP_BUY) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
        if(OrderType()==OP_SELL) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
      }  
  }
}

//+------------------------------------------------------------------+
//| Open Trade Position                                              |
//+------------------------------------------------------------------+
int OpenTrade()
  {
  // int vLots=LotCalc(0);
      double vLots=0.1;

   if (bsi>0) OrderSend(Symbol(),OP_BUY,vLots,Ask,3,0,0,0,0,Blue);
   if (bsi<0) OrderSend(Symbol(),OP_SELL,vLots,Bid,3,0,0,0,0,Red);
}

//+------------------------------------------------------------------+
//| Buy/Sell Indicator                                               |
//+------------------------------------------------------------------+
int CalcBSI()
  {
  //---- calc current indicators
  int GU_Trig=1,EU_Trig=1,UC_Trig=1,UJ_Trig=1;
  if (iWPR("GBPUSD",0,14,0)<-50) GU_Trig=-1;
  if (iWPR("EURUSD",0,14,0)<-50) EU_Trig=-1;
  if (iWPR("USDCHF",0,14,0)<-50) UC_Trig=-1;
  if (iWPR("USDJPY",0,14,0)<-50) UJ_Trig=-1;
  vTrig=GU_Trig+EU_Trig-UC_Trig-UJ_Trig;

  bsi=0;
  if (vTrig>2) bsi=1;
  if (vTrig<-2) bsi=-1;
  if (pair>"USD") bsi=bsi*(-1);

}

//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
 // if (Hour()<7) return(0);
  GetCurrentOrders();
  CalcBSI();
  Comment("Dir: ",dir,"\nBSI: ",bsi,"\nTrig: ",vTrig);
     HandleOpenTrades();

  //---- exit trades
  if (openorders!=0) {
     if ((bsi>0) && (dir<0)) CloseTrade();
     if ((bsi<0) && (dir>0)) CloseTrade();
  }   
  //---- open trades
  else {
   if (bsi!=0) OpenTrade();
  }   
}
void HandleOpenTrades()
  {
   for (int i = 0; i < OrdersTotal(); i++)
   {
      OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
 
      if (OrderSymbol() == Symbol())
      {
        if (OrderType() == OP_BUY )
        {
          if( dummy !=0)
          {      
             OrderClose(OrderTicket(), OrderLots(), Bid, Slippage);
             return(0);
          }
          else
          {
            if (TrailingStop > 0)
            {
	           if (Ask - OrderOpenPrice() > TrailingStop * Point)
  	  	        {
		          if (OrderStopLoss() < Ask - TrailingStop * Point)
		          {
	               OrderModify(OrderTicket(), OrderOpenPrice(), Ask - TrailingStop * Point, Ask + ProfitTarget * Point, 0);
                  return(0);
                }
              }
            }
          }
        }
        if (OrderType() == OP_SELL )
        {
          if( dummy !=0)
          {
            OrderClose(OrderTicket(), OrderLots(), Ask, Slippage);
            return(0);
          }
          else
          {
            if (TrailingStop > 0)
            {
              if (OrderOpenPrice() - Bid > TrailingStop * Point)
              {
                if (OrderStopLoss() > Bid + TrailingStop * Point)
                {
                  OrderModify(OrderTicket(), OrderOpenPrice(), Bid + TrailingStop * Point, Bid - ProfitTarget * Point, 0);
                  return(0);
                }
	  	        }
            }
          }
          
        }    
      }
   }
 }



Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:

Larry William percent range indicator


Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders

It Closes Orders by itself
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 2009-08-01 to 2009-10-01 Profit Factor:0.00 Total Net Profit:-305.41

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.67 Total Net Profit:-399.65

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:0.70 Total Net Profit:-528.96

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:1.37 Total Net Profit:232.50

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.57 Total Net Profit:-311.85

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:1.05 Total Net Profit:20.79

Request Backtest for MultiPairWPRtrails


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