NinaEA v03





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

//+------------------------------------------------------------------+
//|                                                  NinaEA v.03.mq4 |
//|                                   emsjoflo, dr gaines,and renato |
//|                                            inspired by adil syed |
//|                                  automaticforex.invisionzone.com |
//+------------------------------------------------------------------+
#property copyright "emsjoflo, dr gaines, renato, and adil syed"
#property link      "automaticforex.invisionzone.com"
#define MAGICMA  20050610

extern double Lots               = 0.1;
extern double MaximumRisk        = 0.02;
extern double DecreaseFactor     = 3;
extern double MovingPeriod       = 12;
extern double MovingShift        = 6;
extern int       PeriodWATR=10;
extern double    Kwatr=1;
extern int       highlow=0;
extern int       cbars = 1000;
extern int       from  = 0;
extern int       maP  = 50;
extern double    lots=0.1;
extern int       SMAspread=0;
extern int       StopLoss=0;
extern int       Slippage=4;
double   nina, SL=0;
int      i, buys, sells;
//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
  {
   int buys=0,sells=0;
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
        {
         if(OrderType()==OP_BUY)  buys++;
         if(OrderType()==OP_SELL) sells++;
        }
     }
//---- return orders volume
   if(buys>0) return(buys);
   else       return(-sells);
  }
//+------------------------------------------------------------------+
//| Calculate optimal lot size                                       |
//+------------------------------------------------------------------+
double LotsOptimized()
  {
   double lot=Lots;
   int    orders=HistoryTotal();     // history orders total
   int    losses=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      for(int i=orders-1;i>=0;i--)
        {
         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
         if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
         //----
         if(OrderProfit()>0) break;
         if(OrderProfit()<0) losses++;
        }
      if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }
//---- return lot size
   if(lot<0.1) lot=0.1;
   return(lot);
  }
//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void CheckForOpen()
  {
   double ma;
   int    res;
//---- go trading only for first tiks of new bar
   if(Volume[0]>1) return;
//---- get Moving Average 
      ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
      nina = iCustom(NULL,0,"NINA",PeriodWATR,Kwatr,highlow,cbars,from,maP,0,1)
             -iCustom(NULL,0,"NINA",PeriodWATR,Kwatr,highlow,cbars,from,maP,1,1);
//---- sell conditions
      if(Open[1]>ma && Close[1]<ma)  
      {
      if (nina < 0)
      res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
      return;
     }
//---- buy conditions
  if(Open[1]<ma && Close[1]>ma)  
     {
     if (nina > 0)
     res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
      return;
     }
//----
  }
//+------------------------------------------------------------------+
//| Check for close order conditions                                 |
//+------------------------------------------------------------------+
void CheckForClose()
  {
   double ma;
//---- go trading only for first tiks of new bar
   if(Volume[0]>1) return;
//---- get Moving Average 
     ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
     nina = iCustom(NULL,0,"NINA",PeriodWATR,Kwatr,highlow,cbars,from,maP,0,1)
           -iCustom(NULL,0,"NINA",PeriodWATR,Kwatr,highlow,cbars,from,maP,1,1);
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
      //---- check order type 
      if(OrderType()==OP_BUY)
        {
         if(Open[1]>ma && Close[1]<ma) 
         if (nina > 0)
         OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
         break;
        }
      if(OrderType()==OP_SELL)
        {
         if(Open[1]<ma && Close[1]>ma)
         if (nina < 0) 
         OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
         break;
        }
     }
//----
  }
//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
  {
//---- check for history and trading
   if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
   if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
   else                                    CheckForClose();
//----
  }
//+------------------------------------------------------------------+



Sample





Analysis



Market Information Used:

Series array that contains tick volumes of each bar
Series array that contains close prices for each bar
Series array that contains open prices of each bar


Indicator Curves created:


Indicators Used:

Moving average indicator



Custom Indicators Used:
NINA

Order Management characteristics:
Checks for the total of open orders

It automatically opens orders when conditions are reached
It Closes Orders by itself

Other Features:

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.70 Total Net Profit:-351.69

BackTest : EURUSD on H1

From 2009-11-01 to 2009-11-30 Profit Factor:1.46 Total Net Profit:197.30

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.92 Total Net Profit:-99.61

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:1.77 Total Net Profit:292.61

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:2.58 Total Net Profit:1228.10

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.99 Total Net Profit:-43.02

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.66 Total Net Profit:-2507.75

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:1.28 Total Net Profit:99.49

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.29 Total Net Profit:-580.09

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:1.07 Total Net Profit:24.97

Request Backtest for NinaEA v03


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