MyFractals(example)





//+------------------------------------------------------------------+
//|                                                   MyFractals.mq4 |
//|                                                              I_D |
//|             Ñîôò äëÿ óïðàâëåíèÿ êàïèòàëîì: http://www.mymmk.com/ |
//+------------------------------------------------------------------+
#property copyright "I_D / Þðèé Äçþáàí"
#property link      "http://www.mymmk.com/ Ñîôò äëÿ óïðàâëåíèÿ êàïèòàëîì"

#define magic 3904900
// èìïîðòèðóåì áèáëèîòåêó ôóíêöèé äëÿ ðàçëè÷íûõ âèäîâ òðåéëèíãà
// ïðèìåð âûçîâà ôóíêöèé - ñì. áëèæå ê êîíöó êîäà
#import "TrailingAll_11.ex4"
   void TrailingByShadows(int ticket,int tmfrm,int bars_n, int indent,bool trlinloss);
   void TrailingByFractals(int ticket,int tmfrm,int frktl_bars,int indent,bool trlinloss);   
   void TrailingStairs(int ticket,int trldistance,int trlstep);   
   void TrailingUdavka(int ticket,int trl_dist_1,int level_1,int trl_dist_2,int level_2,int trl_dist_3);
   void TrailingByTime(int ticket,int interval,int trlstep,bool trlinloss);   
   void TrailingByATR(int ticket,int atr_timeframe,int atr1_period,int atr1_shift,int atr2_period,int atr2_shift,double coeff,bool trlinloss);
   void TrailingRatchetB(int ticket,int pf_level_1,int pf_level_2,int pf_level_3,int ls_level_1,int ls_level_2,int ls_level_3,bool trlinloss);  
   void TrailingByPriceChannel(int iTicket,int iBars_n,int iIndent);
   void TrailingByMA(int iTicket,int iTmFrme,int iMAPeriod,int iMAShift,int MAMethod,int iApplPrice,int iShift,int iIndent);
   void TrailingFiftyFifty(int iTicket,int iTmFrme,double dCoeff,bool bTrlinloss); 
   void KillLoss(int iTicket,double dSpeedCoeff);   
#import

//---- input parameters
extern int        iTrlBars = 5;   
static datetime   dPrevtime = 0;


//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
   {
   if (Bars<100)  {  Print("There are less than 100 bars (",Bars," on the chart. Traiding is not allowed.");   return(0);}
   return(0);
   }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
   {
   return(0);
   }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
   {
   if (dPrevtime == Time[0]) 
      return(0);
   else
      {
      // êîððåêòèðóåì îðäåðà ðàç â ïåðèîä
      dPrevtime = Time[0];
      
      // ïåðåìåííûå:
      int i;
      double lastbuyhigh;
      double lastbuystop;
      double lastselllow;
      double lastsellstop;
      int buys, sells; // pending orders
      int allopens; // open orders
      
      // íàõîäèì áëèæàéøèå ôðàêòàëû íà ïîêóïêó (ýêñòðåìóì - ââåðõ) è íà ïðîäàæó (ýêñòðåìóì - âíèç)
      // ôðàêòàë íà ïîêóïêó
      for(i=1;i<Bars;i++)
         {         
         if ((High[i]<High[i+1]) && (High[i+1]>=High[i+2]) && (High[i+1]>=High[i+3]))         
            {
            lastbuyhigh = High[i+1] + (3 + MarketInfo(Symbol(),MODE_SPREAD))*Point;   
            lastbuystop = Low[iLowest(Symbol(),0,1,4,i)] - 1*Point;
            break;
            }
         }
         
      // ôðàêòàë íà ïðîäàæó   
      for(i=1;i<Bars;i++)
         {         
         if ((Low[i]>Low[i+1]) && (Low[i+1]<=Low[i+2]) && (Low[i+1]<=Low[i+3]))         
            {
            lastselllow = Low[i+1] - 3*Point;   
            lastsellstop = High[iHighest(Symbol(),0,2,4,i)] + (1+MarketInfo(Symbol(),MODE_SPREAD))*Point;
            break;
            }
         } 
         
      // åñëè ïîñëåäíèé çàêðûâøèéñÿ áàð "ïðîáèâàåò" (ïðåâûøàåò - äëÿ ôðàêòàëîâ íà ïîêóïêó èëè íèæå - íà ïðîäàæó)
      // (ïîêóïêà) ýêñòðåìóì ïîñëåäíåãî ôðàêòàëà, òî: à) åñëè çàêðûâàåòñÿ âûøå ýêñòðåìóìà - âûñòàâëÿåì áàé ñòîï 
      // íà õàé ïðîáèâàþùåãî äàííîãî áàðà, á) åñëè çàêðûâàåòñÿ íèæå ýêñòðåìóìà - ñåëë ñòîï íà ëîó ïðîáèâàþùåãî áàðà,
      // òåéê - íà ñðåäèíó äèàïàçîíà
      // äëÿ íà÷àëà - ïðîñòî ôèëüòðóåì âõîäû îò òåõ, â êîòîðûõ ïðîáèâàþùàÿ ñâå÷à çàêðûâàåòñÿ íèæå ýêñòðåìóìà
      
      if ((High[1]>=lastbuyhigh) && (Close[1]>=lastbuyhigh))
         {
         // åñëè óæå åñòü òàêèå îðäåðà è ñåé÷àñ óñëîâèÿ ëó÷øå, ïðàâèì, èíà÷å âûñòàâëÿåì
         allopens = 0; buys = 0;
         for (i=0;i<OrdersTotal();i++)
            {
            if (!OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) break;
            if (OrderMagicNumber()!=magic || OrderSymbol()!=Symbol()) continue;
            if (OrderType()==OP_BUYSTOP)
               {             
               if ((High[1]+(3+MarketInfo(Symbol(),MODE_SPREAD))*Point)<OrderOpenPrice())
               OrderModify(OrderTicket(),High[1]+(3+MarketInfo(Symbol(),MODE_SPREAD))*Point,lastbuystop,0,0,Red);               
               buys++;            
               }
            if (OrderType()==OP_BUY) allopens++;
            }
         // åñëè áàéñòîïîâ==0, âûñòàâëÿåì         
         if ((buys==0) && (allopens==0))
            {                     
            if (OrderSend(Symbol(),OP_BUYSTOP,0.1,High[1]+(3+MarketInfo(Symbol(),MODE_SPREAD))*Point,3,High[1]-(50+MarketInfo(Symbol(),MODE_SPREAD))*Point,0,NULL,magic,0,Red)<0)
            Print("Failed to send buy stop order. Err: ",GetLastError());
            }
         }
         
      if ((Low[1]<=lastselllow) && (Close[1]<=lastselllow))
         {
         // åñëè óæå åñòü òàêèå îðäåðà è ñåé÷àñ óñëîâèÿ ëó÷øå, ïðàâèì, èíà÷å âûñòàâëÿåì
         allopens = 0; sells = 0;
         for (i=0;i<OrdersTotal();i++)
            {
            if (!OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) break;
            if (OrderMagicNumber()!=magic || OrderSymbol()!=Symbol()) continue;
            if (OrderType()==OP_SELLSTOP)
               {             
               if ((Low[1]-3*Point)>OrderOpenPrice())
               OrderModify(OrderTicket(),Low[1]-3*Point,lastsellstop,0,0,Blue);
               sells++;            
               }
            if (OrderType()==OP_SELL) allopens++;
            }
         // åñëè áàéñòîïîâ==0, âûñòàâëÿåì         
         if ((sells==0) && (allopens==0))
            {
            if (!OrderSend(Symbol(),OP_SELLSTOP,0.1,Low[1]-3*Point,3,Low[1]+50*Point,0,NULL,magic,0,Blue)<0)
            Print("Failed to send sell stop order. Err: ",GetLastError());
            }
         }         
         
      // äåéñòâèÿ ïî çàêðûòèþ áàðà (1 ðàç / áàð)
     for (i=0;i<OrdersTotal();i++)
         {
         if (!OrderSelect(i,SELECT_BY_POS,MODE_TRADES)) break;
         if (OrderMagicNumber()!=magic || OrderSymbol()!=Symbol()) continue;
         if ((OrderType()==OP_BUY) || (OrderType()==OP_SELL))
            {
            // !!! ÏÐÈÌÅÐ ÂÛÇÎÂÀ ÔÓÍÊÖÈÉ ÒÐÅÉËÈÍÃÀ !!!
            // !!! ÏÐÈÌÅÐ ÂÛÇÎÂÀ ÔÓÍÊÖÈÉ ÒÐÅÉËÈÍÃÀ !!!
            // !!! ÏÐÈÌÅÐ ÂÛÇÎÂÀ ÔÓÍÊÖÈÉ ÒÐÅÉËÈÍÃÀ !!!
            // ñðåäè âîçìîæíûõ âàðèàíòîâ ìû, äîïóñòèì, âûáðàëè òðåéëèíã ïî ôðàêòàëàì. Òðåéëèíãóåì ïî 
            // 5-áàðíûì ôðàêòàëàì íà äíåâêàõ, ñ îòñòóïîì îò ýêñòðåìóìà â 3 ï., â çîíå ëîññîâ íå òðàëèì
            TrailingByFractals(OrderTicket(),1440,5,3,false);
            // (êàê âèäèì, äîñòàòî÷íî ïðåäâàðèòåëüíî âûáðàòü îðäåð OrderSelect() è âûçâàòü ôóíêöèþ, 
            // ïåðåäàâ åé òèêåò ïîçèöèè è îïðåäåëèâ íåîáõîäèìûå ïàðàìåòðû).
            // Ïðè æåëàíèè Âû ìîæåòå çàêîìåíòèðîâàòü äàííûé âèä òðåéëèíãà è ïîäêëþ÷èòü ëþáîé äðóãîé 
            // èëè äàæå "ñêîíñòðóèðîâàòü" èç íèõ áîëåå èëè ìåíåå ñëîæíóþ êîíñòðóêöèþ.            
            //TrailingByShadows(OrderTicket(),60,iTrlBars,3,true);            
            //TrailingRatchetB(OrderTicket(),10,25,30,10,25,30,false);
            //TrailingStairs(OrderTicket(),50,10);  
            //TrailingByATR(OrderTicket(),1440,5,1,20,1,1,false); 
            // è ò.ä.       
            }
         }
      }                   
   return(0);
   }
//+------------------------------------------------------------------+



Sample





Analysis



Market Information Used:

Series array that contains open time of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar


Indicator Curves created:


Indicators Used:



Custom Indicators Used:
TrailingAll_11

Order Management characteristics:
Checks for the total of open orders

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

Other Features:

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.00 Total Net Profit:-63.40

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.00 Total Net Profit:-44.05

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:-10.60

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.00 Total Net Profit:-55.76

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.00 Total Net Profit:-67.80

Request Backtest for MyFractals(example)


From : (yyyy/mm/dd) To: (yyyy/mm/dd)

Pair: Period: