SilverTrendTrader





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

//+------------------------------------------------------------------+
//|                                           SilverTrendTrading.mq4 |
//+------------------------------------------------------------------+
#include <stdlib.mqh>

#property copyright   "fukinagashi"
#property link        "http://www.strategybuilderfx.com/forums/showthread.php?t=15429"
#property stacksize   1024

extern int    MAPeriod=60;

extern double TrailingStop = 0;
extern double TakeProfit = 0;
extern double InitialStopLoss=0;

extern double FridayNightHour=16;

double Lots = 1;
int    risk=3;
double MaxTradesPerType=2;
datetime bartime = 0;
int BarHour=0;
double Slippage=0;
double DeMarkerPeriod=13;

//extern int bartime = 0;

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
   {
   int cnt, ticket, err, result, total;
   int has_a_short_trade=0, has_a_long_trade=0;
   int MagicNumber;
   double ts, tp, Min_OrderPrice;
   double MA, MAPrevious;
   int BuySellSignal=0;

   string setup;
   
   static double lastslope= 0.0;
   static int didbreakalert= false;
  
	MagicNumber = 40000; 

   setup="SILVERTREND";

   double BuyST=iCustom(NULL, 0, "SilverTrend", 0, 0);
   double SellST=iCustom(NULL, 0, "SilverTrend", 0, 0);
   
   
   MA=iMA(NULL, 0, 60, 0, MODE_EMA, PRICE_MEDIAN, 0);
   MAPrevious=iMA(NULL, 0, 60, 0, MODE_EMA, PRICE_MEDIAN, 1);


   if (bartime == Time[0]) {
      return(0);
   } else {
      bartime = Time[0]; // a new bar, so record its open time.   
   }

   if(IsTesting() && Bars<100) return(0);  
   

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// MODIFICATIONS ON OPEN ORDERS   ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

   total = OrdersTotal();

   for(cnt=OrdersTotal();cnt>=0;cnt--)
   {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

      if(OrderType()==OP_BUY && OrderMagicNumber()==MagicNumber) {
         if(SellST>0) {	
            OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
         } else if(TrailingStop>0) {
            if(Bid-OrderOpenPrice()>Point*TrailingStop) {
               ts = Bid-Point*TrailingStop;
            } 


				if((OrderStopLoss()<ts) || (OrderStopLoss()==0)) {
			      result=OrderModify(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,White);
					err = GetLastError();
						
					if (err>1) {
                  Print("Error modifying BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); 
					}
				} 
			}
      } else if (OrderType()==OP_SELL && OrderMagicNumber()==MagicNumber) {
   		if (BuyST>0) {
            OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
         } else if(TrailingStop>0) {                 
            if((OrderOpenPrice()-Ask)>(Point*TrailingStop)) {
               ts=Ask+Point*TrailingStop;
            }

	         if((ts!=0) && ((OrderStopLoss()>ts) || (OrderStopLoss()==0))) {
     	     		result=OrderModify(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,White);
     	     		err = GetLastError();
      	     		
					if (err>1) {
                  Print("Error modifying Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); 
         	  	}
         	}
         }
      }
   }

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// SETTING ORDERS                 ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
   if(AccountFreeMargin()<(1000*Lots)) return(0);  
   
   has_a_short_trade=0;
   has_a_long_trade=0;
      
   for(cnt=0;cnt<OrdersTotal();cnt++)
   {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      
      if(OrderType()<=OP_SELL && OrderMagicNumber()==MagicNumber) {
         if(OrderType()==OP_BUY){
            has_a_long_trade++;
         } else if(OrderType()==OP_SELL) {
            has_a_short_trade++;
         }
      } 
   } 

   if(
         (has_a_long_trade<MaxTradesPerType && 
         BuyST>0 &&
         MA>MAPrevious) 
         ) {
         
      if (FridayNightHour>0 &&TimeDayOfWeek(Time[0])==5 && TimeHour(Time[0])>FridayNightHour) {
         if (!IsTesting()) Print("Friday: No New Trades: " + TimeToStr(Time[0],TIME_DATE|TIME_MINUTES));
         return(0);   
      }
      
      if(InitialStopLoss>0) {
         ts = Ask-(InitialStopLoss*Point);
      } else {             ts = 0; 
      }
            
      if(TakeProfit>0) {   tp = Ask+(TakeProfit*Point);
      } else {             tp = 0;}

      ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,ts,tp,setup,MagicNumber,0,Green);

      if (!IsTesting()) PlaySound("expert.wav");

 	   if(ticket>0) {
     	   if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) {
        	   OrderPrint();
   		}
		} else {
     		err = GetLastError();
     	   Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); 
         if (!IsTesting()) PlaySound("alert2.wav");
      }
   }


   if(
   		(has_a_short_trade<MaxTradesPerType && 
         SellST>0 &&
         MA<MAPrevious) 
     ) { 
    
      if (FridayNightHour>0 &&TimeDayOfWeek(Time[0])==5 && TimeHour(Time[0])>FridayNightHour) {
         if (!IsTesting()) Print("Friday: No New Trades: " + TimeToStr(Time[0],TIME_DATE|TIME_MINUTES));
         return(0);   
      }
      
      if(InitialStopLoss>0) {
         ts = Bid+(InitialStopLoss*Point);
      } else {               ts = 0;}

      if(TakeProfit>0) {     tp = Bid-(TakeProfit*Point);
      } else {               tp = 0;}
      
  	   ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,ts,tp,setup,MagicNumber,0,Green);
      if (!IsTesting()) PlaySound("expert.wav");

      if(ticket>0) {
   		if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) {
     			OrderPrint();
   		}
      } else {
         err = GetLastError();
        	Print("Error opening BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err)  + " " + setup); 
         if (!IsTesting()) PlaySound("alert2.wav");
      }
   }
   
   return(0);
 
}





Sample





Analysis



Market Information Used:

Series array that contains open time of each bar


Indicator Curves created:


Indicators Used:


Moving average indicator


Custom Indicators Used:
SilverTrend

Order Management characteristics:
Checks for the total of open orders

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

Other Features:

It plays sound alerts

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.77 Total Net Profit:-9030.00

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.82 Total Net Profit:-6786.00

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:0.66 Total Net Profit:-9275.20

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.36 Total Net Profit:-9015.76

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.62 Total Net Profit:-7302.45

Request Backtest for SilverTrendTrader


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