PivotEMA3





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

//+------------------------------------------------------------------+
//|                                               PIVOTEMA3.mq4 |
//                                                
//            

#property copyright "orBanAway aka cucurucu"
#property link      ""

extern int     timeframe      = 0;
extern double  stopLoss       = 50; 
extern double  TakeProfit     = 350;
extern double  TrailingStop   = 50;
extern string  Name_Expert    = "PivotEMA3";
extern int     Slippage       = 3;
extern bool    UseSound       = true;
extern string  NameFileSound  = "shotgun.wav";
extern double  Lots           = 1;
extern double  ProfitModifySL = 50;
int  t= 0;  
int D,A;

int init(){return(0);}

int deinit(){return(0);}

int start(){
   
   if(Bars<100)   {Print("bars less than 100");return(0);}
   if(TakeProfit<10){Print("TakeProfit less than 10");return(0);}
   
   if(timeframe==0) {timeframe=Period();}

   
   double M=iMA(Symbol(),timeframe,3,0,MODE_EMA,PRICE_OPEN,0); // EMA3 Open
   double M1=iMA(Symbol(),timeframe,3,0,MODE_EMA,PRICE_OPEN,1); // Previous EMA3 Open
   double MC=iMA(Symbol(),timeframe,3,0,MODE_EMA,PRICE_CLOSE,0); // EMA3 Close
 
   double O=iCustom(Symbol(),timeframe,"Heiken Ashi",2,0); //Heiken Ashi Open
   double C=iCustom(Symbol(),timeframe,"Heiken Ashi",3,0); //Heiken Ashi Close
 
   double TR=iATR(Symbol(),timeframe,1,0); //True Range
   double ATR4=iATR(Symbol(),timeframe,4,0); //Average True Range
   double ATR8=iATR(Symbol(),timeframe,8,0);
   double ATR12=iATR(Symbol(),timeframe,12,0);
   double ATR24=iATR(Symbol(),timeframe,24,0);
  
   double TR1=iATR(Symbol(),timeframe,1,1); // Previous True Range
   double A4=iATR(Symbol(),timeframe,4,1); // Previous Average True Range
   double A8=iATR(Symbol(),timeframe,8,1);
   double A12=iATR(Symbol(),timeframe,12,1);
   double A24=iATR(Symbol(),timeframe,24,1);
   double TR2=iATR(Symbol(),timeframe,1,2);
 

   double P=iCustom(Symbol(),1440,"Pivot",0,0); // Daily Pivot

 
if(AccountFreeMargin()<(1000*Lots)){
      Print("We have no money. Free Margin = ", AccountFreeMargin());
      return(0);  }
      

if (!ExistPositions()) t=0;

/*if (t==0) Lots=MathCeil(AccountFreeMargin()/2500); //Money Management - Disabled for now, while still testing!
Print("Lots=",Lots);
Print("FreeMargin=",AccountFreeMargin());
*/    
A=0;
if (A4<ATR4) A=A+1;
if (A8<ATR8) A=A+1;
if (A12<ATR12) A=A+1;
if (A24<ATR24) A=A+1;

  if ((M1<=P) && (C>O) && (M>P) && ((TR>TR1)||(TR1>TR2)) && (A>0) && (MC>M)) 

   { //ENTER LONG 
    if (t==2) {closeAllOrders();t=0;} //Closing shorts
    if (t==0) {OpenBuy();t=1;D=DayOfYear();return(0);}
   }
   
  if ((M1>=P) && (C<O) && (M<P) && ((TR>TR1)||(TR1>TR2)) && (A>0) && (MC<M)) 

   { //ENTER SHORT  
   if (t==1) {closeAllOrders();t=0;} //Closing longs
   if (t==0) {OpenSell();t=2;D=DayOfYear();return(0);}
   } 

//if ((t==1) && (C<O) && (D==DayOfYear()) && (TR>TR1) && (A>0)){closeAllOrders();t=0;return(0);} //closing longs if HA changes colour
//if ((t==2) && (C>O) && (D==DayOfYear()) && (TR>TR1) && (A>0)){closeAllOrders();t=0;return(0);} //closing shorts if HA changes colour

  
   TrailingPositionsBuy(TrailingStop);  
   TrailingPositionsSell(TrailingStop);
 
return (0); }//end start

// - - - - - - FUNCTIONS - - - - - - -
 
void fModifyStopLoss(double tStopLoss) 
{ 
   bool result = OrderModify(OrderTicket(),OrderOpenPrice(),tStopLoss,OrderTakeProfit(),0,NULL); 
}

bool ExistPositions()   {
   for(int i=0;i<OrdersTotal(); i++)  {
      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if(OrderSymbol()==Symbol() && OrderComment()==Name_Expert) return(True);
         else return(false); }   }

void TrailingPositionsBuy(int trailingStop) { 
   for(int i=0;i<OrdersTotal();i++) { 
      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if(OrderSymbol()==Symbol() && OrderComment()==Name_Expert) { 
            if(OrderType()==OP_BUY) { 
               if(Bid-OrderOpenPrice()>trailingStop*Point) { 
                  if(OrderStopLoss()<Bid-trailingStop*Point || OrderStopLoss()==0)   {
                     ModifyStopLoss(Bid-trailingStop*Point); }}}}}} 

void TrailingPositionsSell(int trailingStop) { 
   for(int i=0;i<OrdersTotal();i++) { 
      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if(OrderSymbol()==Symbol() && OrderComment()==Name_Expert) { 
            if(OrderType()==OP_SELL) { 
               if(OrderOpenPrice()-Ask>trailingStop*Point) { 
                  if(OrderStopLoss()>Ask+trailingStop*Point || OrderStopLoss()==0)  {  
                     ModifyStopLoss(Ask+trailingStop*Point);}}}}}} 
 
void ModifyStopLoss(double ldStopLoss) { 
   bool fm;
   fm = OrderModify(OrderTicket(),OrderOpenPrice(),ldStopLoss,OrderTakeProfit(),0,0); 
   if (fm && UseSound) PlaySound(NameFileSound); 
} 

void OpenBuy() { 
   double ldLot, ldStop, ldTake; 
   string lsComm; 
   ldLot = GetSizeLot(); 
   ldStop = Ask-Point*stopLoss; 
   ldTake = NormalizeDouble(GetTakeProfitBuy(),Digits); 
   lsComm = GetCommentForOrder(); 
   OrderSend(Symbol(),OP_BUY,ldLot,NormalizeDouble(Ask,Digits),Slippage,ldStop,ldTake,lsComm,0,0,Blue); 
   if (UseSound) PlaySound(NameFileSound);   }
 
void OpenSell() { 
   double ldLot, ldStop, ldTake; 
   string lsComm; 
   ldLot = GetSizeLot(); 
   ldStop = Bid+Point*stopLoss; 
   ldTake = NormalizeDouble(GetTakeProfitSell(),Digits); 
   lsComm = GetCommentForOrder(); 
   OrderSend(Symbol(),OP_SELL,ldLot,NormalizeDouble(Bid,Digits),Slippage,ldStop,ldTake,lsComm,0,0,Red); 
   if (UseSound) PlaySound(NameFileSound);   }

// close all open and pending orders

void closeAllOrders()  {
   for(int c=0;c<OrdersTotal();c++) {
     OrderSelect(c,SELECT_BY_POS,MODE_TRADES); 
         if (OrderType() == OP_BUY)  {
            OrderClose(OrderTicket(), OrderLots(),Bid,3, Red);  }
         if (OrderType() == OP_SELL)  {
            OrderClose(OrderTicket(), OrderLots(), Ask,3, Red);  }   
         if (OrderType() > 1)  { OrderDelete(OrderTicket()); }
   }
} 

// end closeAllOrders() 

string GetCommentForOrder() { return(Name_Expert); } 
double GetSizeLot() { return(Lots); } 
double GetTakeProfitBuy() { return(Ask+TakeProfit*Point); } 
double GetTakeProfitSell() { return(Bid-TakeProfit*Point); } 



Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:

Moving average indicator

Indicator of the average true range


Custom Indicators Used:
Heiken Ashi
Pivot

Order Management characteristics:
It can change open orders parameters, due to possible stepping strategy
Checks for the total of open orders
It automatically opens orders when conditions are reached
It Closes Orders by itself

Other Features:


It plays sound alerts

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:1.92 Total Net Profit:3553.00

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:1.14 Total Net Profit:586.00

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:1.47 Total Net Profit:807.00

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.58 Total Net Profit:-918.00

BackTest : EURUSD on H1

From 2010-05-01 to 2010-05-31 Profit Factor:3.61 Total Net Profit:2741.00

BackTest : EURUSD on H1

From 2010-06-01 to 2010-06-30 Profit Factor:0.94 Total Net Profit:-175.00

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:1.71 Total Net Profit:2842.00

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.00 Total Net Profit:0.00

BackTest : USDCAD on H1

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

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:2.03 Total Net Profit:1517.64

BackTest : USDCHF 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:0.89 Total Net Profit:-211.13

Request Backtest for PivotEMA3


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