MyMACD





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

//+------------------------------------------------------------------+
//|                                                  MACD Sample.mq4 |
//|                      Copyright © 2004, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+

extern double TakeProfit = 50;
extern double Lots = 1.0;
extern double TrailingStop = 30;
extern double MACDOpenLevel=3;
extern double MACDCloseLevel=2;
extern double MATrendPeriod=26;
double Points;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init ()
  {
   Points = MarketInfo (Symbol(), MODE_POINT);
//----
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int deinit()
  {
   return(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   double MacdCurrent=0, MacdPrevious=0, SignalCurrent=0;
   double SignalPrevious=0, MaCurrent=0, MaPrevious=0;
   int cnt=0, total;

   if(Bars<100)
     {
      Print("bars less than 100");
      return(0);
     }
   if(TakeProfit<10)
     {
      Print("TakeProfit less than 10");
      return(0);
     }

   MacdCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0);
   MacdPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
   SignalCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,0);
   SignalPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,1);
   MaCurrent=iMA(NULL,0,MATrendPeriod,MODE_EMA,0,PRICE_CLOSE,0);
   MaPrevious=iMA(NULL,0,MATrendPeriod,MODE_EMA,0,PRICE_CLOSE,1);

   if(OrdersTotal()<1) 
     {
      if(AccountFreeMargin()<(1000*Lots))
        {
         Print("We have no money");
         return(0);
        }

      if(MacdCurrent<0 && MacdCurrent>SignalCurrent && MacdPrevious<SignalPrevious &&
         MathAbs(MacdCurrent)>(MACDOpenLevel*Points) && MaCurrent>MaPrevious)
        {
         OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,Ask+TakeProfit*Points,"macd sample",16384,0,Red); // èñïîëíÿåì
         if(GetLastError()==0)Print("Order opened : ",OrderOpenPrice());
         return(0);
        }
      
      if(MacdCurrent>0 && MacdCurrent<SignalCurrent && MacdPrevious>SignalPrevious &&
         MacdCurrent>(MACDOpenLevel*Points) && MaCurrent<MaPrevious)
        {
         OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,Bid-TakeProfit*Points,"macd sample",16384,0,Red); // èñïîëíÿåì
         if(GetLastError()==0)Print("Order opened : ",OrderOpenPrice());
         return(0); // âûõîäèì
        };
      return(0);
     };

   total=OrdersTotal();
   for(cnt=0;cnt<total;cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(OrderType()<=OP_SELL && 
         OrderSymbol()==Symbol())  
        {
         if(OrderType()==OP_BUY) 
           {
            if(MacdCurrent>0 && MacdCurrent<SignalCurrent && MacdPrevious>SignalPrevious &&
               MacdCurrent>(MACDCloseLevel*Points))
                {
                 OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); 
                 return(0);
                };
            
            if(TrailingStop>0)
              {    
               if(Bid-OrderOpenPrice()>Points*TrailingStop)
                 {
                  if(OrderStopLoss()<Bid-Points*TrailingStop)
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Points*TrailingStop,OrderTakeProfit(),0,Red);
                     return(0);
                    }
                 }
              }
           }
         else
           {
            
            if(MacdCurrent<0 && MacdCurrent>SignalCurrent &&
               MacdPrevious<SignalPrevious && MathAbs(MacdCurrent)>(MACDCloseLevel*Points))
              {
               OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // çàêðûâàåì ïîçèöèþ
               return(0); 
              }

            if(TrailingStop>0)
              {
               if((OrderOpenPrice()-Ask)>(Points*TrailingStop))
                 {
                  if(OrderStopLoss()==0.0 || 
                     OrderStopLoss()>(Ask+Points*TrailingStop))
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Points*TrailingStop,OrderTakeProfit(),0,Red);
                     return(0);
                    }
                 }
              }
           }
        }
     }
   return(0);
  }
// the end.



Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:

MACD Histogram
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:0.00 Total Net Profit:172.00

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.59 Total Net Profit:-541.20

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:0.00 Total Net Profit:100.00

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.14 Total Net Profit:-295.00

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:0.21 Total Net Profit:-1923.60

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.06 Total Net Profit:-7262.50

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.18 Total Net Profit:-9993.00

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.29 Total Net Profit:-1043.88

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:1.36 Total Net Profit:129.98

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.00 Total Net Profit:401.83

Request Backtest for MyMACD


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