PivotEMA3RLH





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

//+------------------------------------------------------------------+
//|                                               PIVOTEMA3.mq4 |
//                                                
//            
// 6/14/2006 Modified by Robert Hill to use different ideas for trailing stop
//           and to show errors if they occur on order processing.
#property copyright "orBanAway aka cucurucu"
#property link      ""
#include <stdlib.mqh>

extern int     timeframe      = 0;
extern double  StopLoss       = 50; 
extern double  TakeProfit     = 150;
extern bool UseTrailingStop = true;
extern int TrailingStopType = 2;        // Type 1 moves stop immediately, Type 2 waits til value of TS is reached
extern double TrailingStop = 50;        // Change to whatever number of pips you wish to trail your position with.
extern double FirstMove = 30;       // Type 3  first level pip gain
extern double FirstStopLoss = 50;       // Move Stop to Breakeven
extern double SecondMove = 40;       // Type 3 second level pip gain
extern double SecondStopLoss = 50;       // Move stop to lock is profit
extern double ThirdMove = 50;
extern double TrailingStop3 = 50;       // Move stop and trail from there
extern string  Name_Expert    = "PivotEMA3";
extern int     Slippage       = 3;
extern bool    UseSound       = false;
extern string  NameFileSound  = "shotgun.wav";
extern double  Lots           = 1;
extern double  ProfitModifySL = 50;
extern int MagicNumber = 22222;
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();  
   TrailingPositionsSell();
 
return (0); }//end start

// - - - - - - FUNCTIONS - - - - - - -
 
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() { 
   for(int i=0;i<OrdersTotal();i++) { 
      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if(OrderSymbol()==Symbol() && OrderComment()==Name_Expert) { 
            if(OrderType()==OP_BUY) {
               HandleTrailingStop("BUY",OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); 
                     }}}} 

void TrailingPositionsSell() { 
   for(int i=0;i<OrdersTotal();i++) { 
      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if(OrderSymbol()==Symbol() && OrderComment()==Name_Expert) { 
            if(OrderType()==OP_SELL) { 
               HandleTrailingStop("SELL",OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()); 
                     }}}} 
 
//+------------------------------------------------------------------+
//| HandleTrailingStop                                               |
//| Type 1 moves the stoploss without delay.                         |
//| Type 2 waits for price to move the amount of the trailStop       |
//| before moving stop loss then moves like type 1                   |
//| Type 3 uses up to 3 levels for trailing stop                     |
//|      Level 1 Move stop to 1st level                              |
//|      Level 2 Move stop to 2nd level                              |
//|      Level 3 Trail like type 1 by fixed amount other than 1      |
//| Possible future types                                            |
//| Type 4 uses 2 for 1, every 2 pip move moves stop 1 pip           |
//| Type 5 uses 3 for 1, every 3 pip move moves stop 1 pip           |
//+------------------------------------------------------------------+
int HandleTrailingStop(string type, int ticket, double op, double os, double tp)
{
    double pt, TS=0;
    double bos,bop,opa,osa;
    
    if (type == "BUY")
    {
       switch(TrailingStopType)
       {
        case 1: pt = Point*StopLoss;
                if(Bid-os > pt) ModifyStopLoss(ticket,op,Bid-pt,tp);
                break;
        case 2: pt = Point*TrailingStop;
                if(Bid-op > pt)
                {
                   if(os < Bid - pt || os == 0) ModifyStopLoss(ticket,op,Bid - pt,tp);
                }
                break;
        case 3: if (Bid - op > FirstMove * Point)
                {
                   TS = op + FirstMove*Point - FirstStopLoss * Point;
                   if (os < TS)
                   {
                    ModifyStopLoss(ticket,op,TS,tp);
                   }
                }
                 
                if (Bid - op > SecondMove * Point)
                {
                   TS = op + SecondMove*Point - SecondStopLoss * Point;
                   if (os < TS)
                   {
                    ModifyStopLoss(ticket,op,TS,tp);
                   }
                }
                 
                if (Bid - op > ThirdMove * Point)
                {
                   TS = Bid  - TrailingStop3*Point;
                   if (os < TS)
                   {
                     ModifyStopLoss(ticket,op,TS,tp);
                   }
                }
                break;
       }
       return(0);
    }
       
    if (type ==  "SELL")
    {
       switch(TrailingStopType)
       {
        case 1: pt = Point*StopLoss;
                if(os - Ask > pt) ModifyStopLoss(ticket,op,Ask+pt,tp);
                break;
        case 2: pt = Point*TrailingStop;
                if(op - Ask > pt)
                {
                   if(os > Ask+pt || os == 0) ModifyStopLoss(ticket,op,Ask+pt,tp);
                }
                break;
        case 3: if (op - Ask > FirstMove * Point)
                {
                   TS = op - FirstMove * Point + FirstStopLoss * Point;
                   if (os > TS)
                   {
                    ModifyStopLoss(ticket,op,TS,tp);
                   }
                }
                if (op - Ask > SecondMove * Point)
                {
                   TS = op - SecondMove * Point + SecondStopLoss * Point;
                   if (os > TS)
                   {
                    ModifyStopLoss(ticket,op,TS,tp);
                   }
                }
                if (op - Ask > ThirdMove * Point)
                {
                  TS = Ask + TrailingStop3 * Point;               
                  if (os > TS)
                  {
                    ModifyStopLoss(ticket,op,TS,tp);
                  }
                }
                break;
       }
    }
    return(0);
}

//+------------------------------------------------------------------+
//| Modify Open Position Controls                                    |
//|  Try to modify position 3 times                                  |
//+------------------------------------------------------------------+
void ModifyStopLoss(int ord_ticket,double ord_op, double ldStopLoss,double ord_tp)
{
    int CloseCnt, err;
    
    CloseCnt=0;
    while (CloseCnt < 3)
    {
       if (OrderModify(ord_ticket,ord_op,ldStopLoss,ord_tp,0,Aqua))
       {
         CloseCnt = 3;
         if (UseSound) PlaySound(NameFileSound); 
       }
       else
       {
          err=GetLastError();
          Print(CloseCnt," Error modifying order : (", err , ") " + ErrorDescription(err));
         if (err>0) CloseCnt++;
       }
    }
}
//+------------------------------------------------------------------+
//| Open Buy                                                         |
//| Open a new trade using Buy                                       |
//| If Stop Loss or TakeProfit are used the values are calculated    |
//| for each trade                                                   |
//+------------------------------------------------------------------+
void OpenBuy()
{
   int err,ticket;
   double ldLot, ldStop, ldTake; 
   string lsComm; 
   ldLot = GetSizeLot(); 
   
   ldStop = 0;
   if ( StopLoss > 0 ) ldStop = Ask - StopLoss * Point ;
   ldTake = 0;
   if (TakeProfit>0) ldTake = NormalizeDouble(GetTakeProfitBuy(),Digits);
   lsComm = GetCommentForOrder(); 
   ticket=OrderSend(Symbol(),OP_BUY,ldLot,NormalizeDouble(Ask,Digits),Slippage,ldStop,ldTake,lsComm,MagicNumber,0,Blue); 
   if(ticket<=0)
   {
      err = GetLastError();
      Print("Error opening BUY order [" + lsComm + "]: (" + err + ") " + ErrorDescription(err)); 
   }
   else
   {
      if (UseSound) PlaySound(NameFileSound);
   }
   
}

//+------------------------------------------------------------------+
//| Open Sell                                                        |
//| Open a new trade using Sell                                      |
//| If Stop Loss or TakeProfit are used the values are calculated    |
//| for each trade                                                   |
//+------------------------------------------------------------------+
void OpenSell()
{
   int err, ticket;
   double ldLot, ldStop, ldTake; 
   string lsComm;
    
   ldLot = GetSizeLot(); 
   
   ldStop = 0;
   if ( StopLoss > 0 ) ldStop = Bid + StopLoss * Point ;
   ldTake = 0;
   if (TakeProfit > 0) ldTake = NormalizeDouble(GetTakeProfitSell(),Digits); 
   lsComm = GetCommentForOrder(); 

   ticket=OrderSend(Symbol(),OP_SELL,ldLot,NormalizeDouble(Bid,Digits),Slippage,ldStop,ldTake,lsComm,MagicNumber,0,Red); 
   if(ticket<=0)
   {
      err = GetLastError();
      Print("Error opening Sell order [" + lsComm + "]: (" + err + ") " + ErrorDescription(err)); 
   }
   else
   {
     if (UseSound) PlaySound(NameFileSound);
   }
   
}

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

 

// 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)  {
            CloseOrder(OrderTicket(), OrderLots(),Bid);  }
         if (OrderType() == OP_SELL)  {
            CloseOrder(OrderTicket(), OrderLots(), Ask);  }   
         if (OrderType() > 1)  { OrderDelete(OrderTicket()); }
   }
} 

// end closeAllOrders() 
//+------------------------------------------------------------------+
//| Close Open Position Controls                                     |
//|  Try to close position 3 times                                   |
//+------------------------------------------------------------------+
void CloseOrder(int ticket,double numLots,double close_price)
{
   int CloseCnt, err;
   
   // try to close 3 Times
      
    CloseCnt = 0;
    while (CloseCnt < 3)
    {
       if (OrderClose(ticket,numLots,close_price,Slippage,Red))
       {
         CloseCnt = 3;
       }
       else
       {
         err=GetLastError();
         Print(CloseCnt," Error closing order : (", err , ") " + ErrorDescription(err));
         if (err > 0) CloseCnt++;
       }
    }
}






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:
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
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:0.84 Total Net Profit:-1029.00

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:1.00 Total Net Profit:4.00

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:1.30 Total Net Profit:1502.00

BackTest : USDCAD on H1

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

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:0.45 Total Net Profit:-1983.11

Request Backtest for PivotEMA3RLH


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