SilverTrendTrader_v6





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

//+------------------------------------------------------------------+
//|                                           SilverTrendTrading v6  |
//+------------------------------------------------------------------+
#include <stdlib.mqh>

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

extern int    MAPeriod=120;

extern double TrailingStop = 0;
extern double TakeProfit = 0;
extern double InitialStopLoss=0;
extern int    Type=5; // 0 = nothing / 1=EMA / 2=JMA / 3=JTPO / 4 = iTrend / 5 - LaGuerre
extern int SignalOfFullCandle=0; // 1 - yes / 0 - no

extern double FridayNightHour=16;

double Lots = 1;
int    risk=3;
datetime bartime;
double Slippage=3;
int Signal, OldSignal;

int init() {
   iCustom(NULL, 0, "SilverTrend_Signal", 0,0, 0);
   iCustom(NULL, 0, "FXOE-ITrend", MAPeriod, 2, 13 ,0, 0);
}


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
   {
   int cnt, ticket, err, result, total, shift;
   int has_a_short_trade=0, has_a_long_trade=0;
   int MagicNumber;
   double ts, tp, Min_OrderPrice;
   bool LongSignal, ShortSignal, ExitLong, ExitShort;
   double dummy1[], dummy2[], dummy3[], dummy4[];
   

   string setup;
   
   static double lastslope= 0.0;
   static int didbreakalert= false;
   
   if (Volume[0]>1) {
      return(0);
   }

   // if(IsTesting() && Bars<100) return(0);  
   
	MagicNumber = 3500 + func_Symbol2Val(Symbol())*100 + func_TimeFrame_Const2Val(Period()); 

   setup="STv6_" + Symbol() + "_" + func_TimeFrame_Val2String(func_TimeFrame_Const2Val(Period()));

   if (bartime == Time[0]) {
      return(0);
   } else {
      bartime = Time[0]; 
   }
   
   if (SignalOfFullCandle==1) {
      shift=1;
   } else {
      shift=0;
   }

   Signal=SilverTrendSignal(shift);

   if (Type==0) {
      if (OldSignal!=Signal && Signal>0) {
         LongSignal=true;
         ShortSignal=false;
      } else if (OldSignal!=Signal && Signal<0) {
         LongSignal=false;
         ShortSignal=true;
      } else {
         LongSignal=false;
         ShortSignal=false;
      }   
      OldSignal=Signal;
   } else if (Type==1) { // EMA
      double MA=iMA(NULL, 0, MAPeriod, 0, MODE_EMA, PRICE_MEDIAN, shift);
      double MAPrevious=iMA(NULL, 0, MAPeriod, 0, MODE_EMA, PRICE_MEDIAN, shift+1);
      if (OldSignal!=Signal && Signal>0 && MA>MAPrevious) {
         LongSignal=true;
         ShortSignal=false;
      } else if (OldSignal!=Signal && Signal<0  && MA<MAPrevious) {
         LongSignal=false;
         ShortSignal=true;
      } else {
         LongSignal=false;
         ShortSignal=false;
      }   
      OldSignal=Signal;
   } else if (Type==2) { // JMA
      double JMA=JMA(MAPeriod, shift);
      if (OldSignal!=Signal && Signal>0 && JMA>0) {
         LongSignal=true;
         ShortSignal=false;
      } else if (OldSignal!=Signal && Signal<0  && JMA<0){
         LongSignal=false;
         ShortSignal=true;
      } else {
         LongSignal=false;
         ShortSignal=false;
      }   
      OldSignal=Signal;
   } else if (Type==3) { // J_TPO
      double J_TPO=J_TPO(MAPeriod,shift);
      if (OldSignal!=Signal && Signal>0 && J_TPO>0) {
         Print("LongSignal");
         LongSignal=true;
         ShortSignal=false;
      } else if (OldSignal!=Signal && Signal<0  && J_TPO<0){
         Print("ShortSignal");
         LongSignal=false;
         ShortSignal=true;
      } else {
         LongSignal=false;
         ShortSignal=false;
      }   
      OldSignal=Signal;
   } else if (Type==4) { // iTrend
      double Trend= iTrend(shift, shift+10, dummy1, dummy2, dummy3, dummy4, 120, 2, 13);
      if (OldSignal!=Signal && Signal>0 && Trend>0) {
         Print("LongSignal");
         LongSignal=true;
         ShortSignal=false;
      } else if (OldSignal!=Signal && Signal<0  && Trend<0){
         Print("ShortSignal");
         LongSignal=false;
         ShortSignal=true;
      } else {
         LongSignal=false;
         ShortSignal=false;
      }   
      OldSignal=Signal;
   } else if (Type==5) { // Lrsi
      double Lrsi= iLaguerreRSI(shift, shift+1, dummy1, 0.7);
      if (OldSignal!=Signal && Signal>0 && Lrsi<0.1) {
         Print("LongSignal");
         LongSignal=true;
         ShortSignal=false;
      } else if (OldSignal!=Signal && Signal<0  && Lrsi>0.9){
         Print("ShortSignal");
         LongSignal=false;
         ShortSignal=true;
      } else {
         LongSignal=false;
         ShortSignal=false;
      }   
      OldSignal=Signal;
   }   
   
   
   
      
   
   if (Signal>0) {
         Print("ExitShort");
      ExitLong=false;
      ExitShort=true;
   } else if (Signal<0) {
         Print("ExitLong");
      ExitLong=true;
      ExitShort=false;
   } else {
      ExitLong=false;
      ExitShort=false;
   }   


   
   

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

   total = OrdersTotal();

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

      if(OrderType()==OP_BUY && OrderMagicNumber()==MagicNumber) {
         if(ExitLong) {	
            Print("Close Long");
            OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,Violet); // close position
            err = GetLastError();
            
   			if (err>1) {
               Print("Error closing BUY order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); 
				}
            
         } 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 (ExitShort) {
            Print("Close Short");
            OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Violet); // close position
            err = GetLastError();

   			if (err>1) {
               Print("Error closing SELL order [" + setup + "]: (" + err + ") " + ErrorDescription(err) + " " + setup); 
				}

         } 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);  
   
   total = OrdersTotal();
   
   if (LongSignal || ShortSignal) {
   
      for(cnt=total;cnt>=0;cnt--)
      {
         OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
         if(OrderMagicNumber()==MagicNumber) {
            return(0); // atm only one trade at a time
         }
      }

   
      if(LongSignal) {
            
      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(ShortSignal) { 
    
      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);
 
}


int func_TimeFrame_Const2Val(int Constant ) {
   switch(Constant) {
      case 1:  // M1
         return(1);
      case 5:  // M5
         return(2);
      case 15:
         return(3);
      case 30:
         return(4);
      case 60:
         return(5);
      case 240:
         return(6);
      case 1440:
         return(7);
      case 10080:
         return(8);
      case 43200:
         return(9);
   }
}

//+------------------------------------------------------------------+
//| Time frame string appropriation  function                               |
//+------------------------------------------------------------------+

string func_TimeFrame_Val2String(int Value ) {
   switch(Value) {
      case 1:  // M1
         return("PERIOD_M1");
      case 2:  // M1
         return("PERIOD_M5");
      case 3:
         return("PERIOD_M15");
      case 4:
         return("PERIOD_M30");
      case 5:
         return("PERIOD_H1");
      case 6:
         return("PERIOD_H4");
      case 7:
         return("PERIOD_D1");
      case 8:
         return("PERIOD_W1");
      case 9:
         return("PERIOD_MN1");
   	default: 
   		return("undefined " + Value);
   }
}

int func_Symbol2Val(string symbol) {
	if(symbol=="AUDUSD") {	return(01);

	} else if(symbol=="CHFJPY") {	return(10);

	} else if(symbol=="EURAUD") {	return(10);
	} else if(symbol=="EURCAD") {	return(11);
	} else if(symbol=="EURCHF") {	return(12);
	} else if(symbol=="EURGBP") {	return(13);
	} else if(symbol=="EURJPY") {	return(14);
	} else if(symbol=="EURUSD") {	return(15);

	} else if(symbol=="GBPCHF") {	return(20);
	} else if(symbol=="GBPJPY") {	return(21);
	} else if(symbol=="GBPUSD") { return(22);


	} else if(symbol=="USDCAD") {	return(40);
	} else if(symbol=="USDCHF") {	return(41);
	} else if(symbol=="USDJPY") {	return(42);


	} else if(symbol=="GOLD") {	return(90);
	} else {	Comment("unexpected Symbol"); return(0);
	}
}

int OrderSendExtended(string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment, int magic, datetime expiration=0, color arrow_color=CLR_NONE) {
   datetime OldCurTime;
   int timeout=30;
   int ticket;

   OldCurTime=CurTime();
   while (GlobalVariableCheck("InTrade") && !IsTradeAllowed()) {
      if(OldCurTime+timeout<=CurTime()) {
         Print("Error in OrderSendExtended(): Timeout encountered");
         return(0); 
      }
      Sleep(1000);
   }
     
   GlobalVariableSet("InTrade", CurTime());  // set lock indicator
   ticket = OrderSend(symbol, cmd, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color);
   GlobalVariableDel("InTrade");   // clear lock indicator
   return(ticket);
}

//***************************************************************************
// follwing function optimized by MrPip
//****************************************************************************
double SilverTrendSignal(int shift)
  {   
  
   int RISK=3;
   int CountBars=350;
   int SSP=9;
   int i;
   int i1,i2,K;
   double Range,AvgRange,smin,smax,SsMax,SsMin,price,val=0;
   bool uptrend,old;
   
   K=33-RISK; 
   
   for (i = CountBars-SSP; i>=shift; i--) { 
	  Range=0;
	  AvgRange=0;
	  for (i1=i; i1<=i+SSP; i1++) {AvgRange=AvgRange+MathAbs(High[i1]-Low[i1]); }
	  Range=AvgRange/(SSP+1);
     SsMax=High[i]; 
     SsMin=Low[i]; 
     for (i2=i;i2<=i+SSP-1;i2++) {
        price=High[i2];
      
        if(SsMax<price) SsMax=price; 
        price=Low[i2];
        if(SsMin>=price)  SsMin=price;
     }
 
     smin = SsMin+(SsMax-SsMin)*K/100; 
     smax = SsMax-(SsMax-SsMin)*K/100; 

	  val=0;
      if (Close[i]<smin) {
         uptrend = false;
      }
      if (Close[i]>smax) {
         uptrend = true;
      }
   
      if        (uptrend==true)  { val=1; 
      } else if (uptrend==false) { val=-1; 
      } else {                     val=0; }
      
      old=uptrend;
      
   }
   return(val);
}

double J_TPO(int Len, int shift)
  {
     double f0, f8, f10, f18, f20, f28, f30, f40, k,
      var14, var18, var1C, var20, var24, value; 
     int f38, f48, var6, var12, varA, varE;
     double arr0[300], arr1[300], arr2[300], arr3[300]; 

   //f38=0;
   for(int i=200-Len-100; i>=shift; i--)
     {
     var14=0; 
     var1C=0; 
     if(f38==0)  
      { 
      f38=1; 
      f40=0; 
      if (Len-1>= 2) f30=Len-1;
      else f30=2; 
      f48=f30+1; 
      f10=Close[i]; 
      arr0[f38] = Close[i]; 
      k=f48;
      f18 = 12 / (k * (k - 1) * (k + 1)); 
      f20 = (f48 + 1) * 0.5; 
      }  
     else  
      { 
      if (f38 <= f48) f38 = f38 + 1;
      else f38 = f48 + 1; 
      f8 = f10; 
      f10 = Close[i]; 
      if (f38 > f48)  
        {
        for (var6 = 2; var6<=f48; var6++) arr0[var6-1] = arr0[var6]; 
        arr0[f48] = Close[i]; 
        }
      else arr0[f38] = Close[i]; 
      if ((f30 >= f38) && (f8 != f10)) f40 = 1;   
      if ((f30 == f38) && (f40 == 0)) f38 = 0;   
     }
   
   if (f38 >= f48)  
      {
      for (varA=1; varA<=f48; varA++) 
         {
         arr2[varA] = varA; 
         arr3[varA] = varA; 
         arr1[varA] = arr0[varA];
         } 
      
      for (varA=1; varA<=(f48-1); varA++) 
         {
         var24 = arr1[varA]; 
         var12 = varA; 
         var6 = varA + 1; 
         for (var6=varA+1; var6<=f48; var6++)
            {
            if (arr1[var6] < var24) 
               {
               var24 = arr1[var6]; 
               var12 = var6;
               }
            } 
         
         var20 = arr1[varA]; 
         arr1[varA] = arr1[var12]; 
         arr1[var12] = var20; 
         var20 = arr2[varA]; 
         arr2[varA] = arr2[var12]; 
         arr2[var12] = var20;
         } 
      
      varA = 1; 
      while (f48 > varA) 
        {
        var6 = varA + 1; 
        var14 = 1; 
        var1C = arr3[varA]; 
        while (var14 != 0) 
          {
          if (arr1[varA] != arr1[var6])  
             {
             if ((var6 - varA) > 1) 
                {
                var1C = var1C / (var6 - varA); 
                varE = varA; 
                for (varE=varA; varE<=(var6-1); varE++)
                   arr3[varE] = var1C;
                
                } 
             var14 = 0; 
             }
          else 
             {
             var1C = var1C + arr3[var6]; 
             var6 = var6 + 1; 
             } 
          } 
        varA = var6; 
        } 
      var1C = 0; 
      for (varA=1; varA<=f48; varA++) 
        var1C = var1C + (arr3[varA] - f20) * (arr2[varA] - f20);
              
      var18 = f18 * var1C;
     }
   else 
     var18 = 0; 

   value = var18; 
   if (value == 0) value = 0.00001;

   //ExtMapBuffer1[i]=value;
   }
//---- done
   return(value);
  }


double JMA(int Len, int phase) {
int       BarCount=300;
int    counted_bars=300;
//---- 
// variable definitions
int AccountedBars=0;
int jj=0;
int ii=0;
int shift=0;
double series=0;

double vv=0;
double v1=0;
double v2=0;
double v3=0;
double v4=0;
double s8=0;
double s10=0;
double s18=0;
double s20=0;
int v5=0;
int v6=0;
double s28=0;
double s30=0;
int s38=0;
int s40=0;
int s48=0;
int s50=0;
int s58=0;
int s60=0;
double s68=0;
double s70=0;
double f8=0;
double f10=0;
double f18=0;
double f20=0;
double f28=0;
double f30=0;
double f38=0;
double f40=0;
double f48=0;
double f50=0;
double f58=0;
double f60=0;
double f68=0; 
double f70=0;
double f78=0;
double f80=0;
double f88=0;
double f90=0;
double f98=0;
double fA0=0;
double fA8=0;
double fB0=0;
double fB8=0;
double fC0=0;
double fC8=0;
double fD0=0;
double f0=0;
double fD8=0;
double fE0=0;
double fE8=0;
int fF0=0;
double fF8=0;
int value2=0;
double JMA=0;
double prevtime=0; 

double list[127];
double ring1[127];
double ring2[10];
double buffer[61]; 

ArrayInitialize(list,0);
ArrayInitialize(ring1,0);
ArrayInitialize(ring2,0);
ArrayInitialize(buffer,0);

AccountedBars = counted_bars;

{
  s28 = 63; 
  s30 = 64; 
  for ( ii = 1 ; ii <= s28 ; ii++)
  { 
    list[ii] = -1000000; 
  } 
  for ( ii = s30 ; ii <= 127  ; ii++ )
  { 
    list[ii] = 1000000; 
  } 
  f0 = 1; 
} 

//{--------------------------------------------------------------------} 
for ( shift=counted_bars ; shift >= 0 ; shift-- )
{ 
  series=Close[shift]; 
  if (fF0 < 61) 
  { 
    fF0= fF0 + 1; 
    buffer[fF0] = series; 
  } 
  //{--------------------------------------------------------------------} 
  // { main cycle } 
  if (fF0 > 30) 
  {
    if (Len < 1.0000000002) 
    {
      f80 = 0.0000000001; //{1.0e-10} 
    }
    else 
    {
      f80 = (Len - 1) / 2.0; 
    }
    
    if (phase < -100) 
    {
      f10 = 0.5;
    } 
    else
    {
      if (phase > 100)
      { 
           f10 = 2.5;
      } 
      else
      {
        f10 = phase / 100 + 1.5; 
      }
    }
  
    v1 = MathLog(MathSqrt(f80)); 
    v2 = v1; 
    if (v1 / MathLog(2.0) + 2.0 < 0.0) 
    {
      v3 = 0;
    }
    else 
    {
      v3 = v2 / MathLog(2.0) + 2.0;
    } 
    f98 = v3; 
  
    if (0.5 <= f98 - 2.0)
    { 
      f88 = f98 - 2.0;
    } 
    else 
    {
      f88 = 0.5;
    } 
  
    f78 = MathSqrt(f80) * f98;
    f90 = f78 / (f78 + 1.0); 
    f80 = f80 * 0.9; 
    f50 = f80 / (f80 + 2.0); 
  
    if (f0 != 0) 
    {
      f0 = 0; 
      v5 = 0; 
      for ( ii = 1 ; ii <=29 ; ii++ ) 
      { 
        if (buffer[ii+1] != buffer[ii])
        {
          v5 = 1.0;
        } 
      } 
      
      fD8 = v5*30.0; 
      if (fD8 == 0)
      { 
        f38 = series;
      } 
      else 
      {
        f38 = buffer[1]; 
      }
      f18 = f38; 
      if (fD8 > 29) 
        fD8 = 29; 
    }
    else 
      fD8 = 0; 
    
    for ( ii = fD8 ; ii >= 0 ; ii-- )
    { //{ another bigcycle...} 
      value2=31-ii; 
      if (ii == 0)
      { 
        f8 = series;
      } 
      else 
      {
        f8 = buffer[value2]; 
      }
      f28 = f8 - f18; 
      f48 = f8 - f38; 
      if (MathAbs(f28) > MathAbs(f48)) 
      {
        v2 = MathAbs(f28);
      } 
      else 
      {
        v2 = MathAbs(f48); 
      }
      fA0 = v2; 
      vv = fA0 + 0.0000000001; //{1.0e-10;} 
      
      if (s48 <= 1)
      { 
        s48 = 127;
      } 
      else
      { 
        s48 = s48 - 1;
      } 
      if (s50 <= 1) 
      {
        s50 = 10;
      } 
      else 
      {
        s50 = s50 - 1;
      } 
      if (s70 < 128) 
        s70 = s70 + 1; 
      s8 = s8 + vv - ring2[s50]; 
      ring2[s50] = vv; 
      if (s70 > 10) 
      {
        s20 = s8 / 10;
      } 
      else 
        s20 = s8 / s70; 
      
      if (s70 > 127) 
      {
        s10 = ring1[s48]; 
        ring1[s48] = s20; 
        s68 = 64; 
        s58 = s68; 
        while (s68 > 1) 
        { 
          if (list[s58] < s10) 
          {
            s68 = s68 *0.5; 
            s58 = s58 + s68; 
          }
          else 
          if (list[s58] <= s10) 
          {
            s68 = 1; 
          }
          else 
          { 
            s68 = s68 *0.5; 
            s58 = s58 - s68; 
          } 
        } 
      }
      else 
      { 
        ring1[s48] = s20; 
        if (s28 + s30 > 127) 
        {
          s30 = s30 - 1; 
          s58 = s30; 
        }
        else 
        { 
          s28 = s28 + 1; 
          s58 = s28; 
        } 
        if (s28 > 96) 
        {
          s38 = 96;
        } 
        else 
          s38 = s28; 
        if (s30 < 32)
        { 
          s40 = 32;
        } 
        else 
          s40 = s30; 
      } 
      
      s68 = 64; 
      s60 = s68; 
      while (s68 > 1) 
      { 
        if (list[s60] >= s20) 
        {
          if (list[s60 - 1] <= s20) 
          {
            s68 = 1; 
          }
          else 
          { 
            s68 = s68 *0.5; 
            s60 = s60 - s68; 
          } 
        }
        else 
        { 
          s68 = s68 *0.5; 
          s60 = s60 + s68; 
        } 
        if ((s60 == 127) && (s20 > list[127])) 
          s60 = 128; 
      } 
      
      if (s70 > 127) 
      {
        if (s58 >= s60) 
        {
          if ((s38 + 1 > s60) && (s40 - 1 < s60)) 
          {
            s18 = s18 + s20;
          }
          else 
          if ((s40 > s60) && (s40 - 1 < s58)) 
            s18 = s18 + list[s40 - 1]; 
        }
        else 
        if (s40 >= s60) 
        {
          if ((s38 + 1 < s60) && (s38 + 1 > s58)) 
            s18 = s18 + list[s38 + 1]; 
        }
        else 
        if (s38 + 2 > s60)
        { 
          s18 = s18 + s20;
        }
        else 
        if ((s38 + 1 < s60) && (s38 + 1 > s58)) 
          s18 = s18 + list[s38 + 1]; 
        
        if (s58 > s60) 
        {
          if ((s40 - 1 < s58) && (s38 + 1 > s58)) 
          {
            s18 = s18 - list[s58];
          }
          else 
          if ((s38 < s58) && (s38 + 1 > s60)) 
            s18 = s18 - list[s38]; 
        }
        else 
        { 
          if ((s38 + 1 > s58) && (s40 - 1 < s58)) 
          {
            s18 = s18 - list[s58];
          } 
          else 
          if ((s40 > s58) && (s40 < s60)) 
            s18 = s18 - list[s40]; 
        } 
      } 
      
      if (s58 <= s60) 
      {
        if (s58 >= s60) 
        {
          list[s60] = s20;
        } 
        else 
        { 
          for ( jj = s58 + 1 ; jj <= s60 - 1 ; jj++ ) 
          { 
            list[jj - 1] = list[jj]; 
          } 
          list[s60 - 1] = s20; 
        } 
      }
      else 
      { 
        for ( jj = s58 - 1 ; jj >= s60 ; jj-- )
        {
          list[jj + 1] = list[jj]; 
        } 
        list[s60] = s20; 
      } 
      
      if (s70 <= 127) 
      {
        s18 = 0; 
        for (jj = s40 ; jj <= s38 ; jj++)
        {
          s18 = s18 + list[jj]; 
        } 
      } 
      f60 = s18 / (s38 - s40 + 1); 
      if (fF8 + 1 > 31)
      { 
        fF8 = 31;
      }
      else
        fF8 = fF8 + 1; 
      
      if (fF8 <= 30) 
      {
        if (f28 > 0)
        { 
          f18 = f8;
        }
        else 
          f18 = f8 - f28 * f90; 
        if (f48 < 0)
        { 
          f38 = f8;
        } 
        else 
          f38 = f8 - f48 * f90; 
        fB8 = series; 
        //{EasyLanguage does not have "continue" statement} 
        if (fF8 != 30)
        { 
          continue; 
        }
        if (fF8 == 30) 
        {
          fC0 = series; 
          if (MathCeil(f78) >= 1)
          { 
            v4 = MathCeil(f78);
          } 
          else 
            v4 = 1; 
          fE8 = MathCeil(v4); 
          if (MathFloor(f78) >= 1)
          { 
            v2 = MathFloor(f78);
          } 
          else 
            v2 = 1; 
          fE0 = MathCeil(v2); 
          if (fE8 == fE0)
          { 
            f68 = 1;
          } 
          else 
          { 
            v4 = fE8 - fE0; 
            f68 = (f78 - fE0) / v4; 
          } 
          if (fE0 <= 29)
          { 
            v5 = fE0;
          }
          else 
            v5 = 29; 
          if (fE8 <= 29) 
          {
            v6 = fE8;
          } 
          else 
            v6 = 29; 
          fA8 = (series - buffer[fF0 - v5]) * (1 - f68) / fE0 + (series - buffer[fF0 - v6]) * f68 / fE8; 
        } 
      }
      else 
      { 
        if (f98 >= MathPow(fA0/f60, f88))
        { 
          v1 = MathPow(fA0/f60, f88);
        } 
        else 
          v1 = f98; 
        if (v1 < 1)
        { 
          v2 = 1;
        }
        else 
        { 
          if (f98 >= MathPow(fA0/f60, f88))
          { 
            v3 = MathPow(fA0/f60, f88);
          } 
          else 
            v3 = f98; 
          v2 = v3; 
        } 
        f58 = v2; 
        f70 = MathPow(f90, MathSqrt(f58)); 
        if (f28 > 0)
        { 
          f18 = f8;
        } 
        else 
        {
          f18 = f8 - f28 * f70; 
        }
        if (f48 < 0)
        { 
          f38 = f8; 
        }
        else 
        {
          f38 = f8 - f48 * f70;
        } 
      }   
    } 
  
    if (fF8 > 30) 
    {
      f30 = MathPow(f50, f58); 
      fC0 = (1 - f30) * series + f30 * fC0; 
      fC8 = (series - fC0) * (1 - f50) + f50 * fC8; 
      fD0 = f10 * fC8 + fC0; 
      f20 = -f30 * 2; 
      f40 = f30 * f30; 
      fB0 = f20 + f40 + 1; 
      fA8 = (fD0 - fB8) * fB0 + f40 * fA8; 
      fB8 = fB8 + fA8; 
    } 
    JMA= fB8; 
  } 
  if (fF0 <= 30)
  { 
    JMA=0;
  } 

  //Print ("JMA is " + JMA + " shift is " + shift); 
 // ExtMapBuffer1[shift]=JMA; 
  
  if (shift>0)
  { 
    AccountedBars=AccountedBars+1;
  }
}
//----
   return(JMA);
  }
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| Juice (std deviation limit) indicator by Shimodax, based on Perky|
//+------------------------------------------------------------------+
double iJuice(int offset, int lastbar, double &upBuf[], double &downBuf[], int period= 7, int level= 4)
{
   // by Shimodax, based on  "Juice.mq4 by Perky"
   // original link "http://fxovereasy.atspace.com/index"
   double osma= 0;

   // if (JuicePeriod!=15)  
   //   Alert ("Juice Is Recommended for 15 Min Chart only!!");
   
   if (lastbar>Bars)
      lastbar= Bars;
      
   //---- main loop
   for(int i= lastbar; i>=offset; i--){
   
      upBuf[i]= 0;
      downBuf[i]=0;

      osma= iStdDev(NULL,0, period, MODE_EMA, 0, PRICE_CLOSE,i) - level*Point;
      
      if(osma>0)
         upBuf[i]= osma;
      else 
      if(osma<0)
         downBuf[i]= osma;
   }


   return (osma); // return last computed value
}



//+------------------------------------------------------------------+
//| Custom indicator beef function                                   |
//+------------------------------------------------------------------+
double iTrend(int offset, int lastbar, double &value1[], double &value2[], double &histo1[], double &histo2[], int bperiod= 20, int bdevi= 2, int pperiod= 13)
{
   // by Shimodax, based on  "iTrend.mq4 by unknown"
   // original link "unknown"
   int i, bandsmode,
       Price_Type_0_3= 0;
   double powerprice,
          currentprice, 
          v1,
          v2,
          diff= 0;

   if (lastbar>Bars)
      lastbar= Bars;
      
   for (i= lastbar; i>=offset; i--) { 
   
      switch (Price_Type_0_3) {
         case 1: currentprice= Open[i]; break;
         case 2: currentprice= High[i]; break;
         case 3: currentprice= Low[i]; break;

         case 0:
         default: currentprice= Close[i]; break;
      }

      v1= currentprice - iBands(NULL,0, bperiod, bdevi, 0, bandsmode, powerprice, i);
      v2= -(iBearsPower(NULL,0, pperiod, powerprice,i) + iBullsPower(NULL,0,pperiod,powerprice,i)); 
      
      value1[i]= v1;
      value2[i]= v2;
      
      diff= v1 - v2; // green - red ..  don't use "value[offset] - value2[offset]" because array may be too small

      histo1[i]= 0;      
      histo2[i]= 0;
         
      if (diff>0)
         histo1[i]= diff;
      else
      if (diff<0)
         histo2[i]= diff;

   }  

      
   return(diff);  // last crossing (histogram)
}



//+------------------------------------------------------------------+
//| Laguerre filter on RSI (http://www.mesasoftware.com/TimeWarp.doc)|                                  |
//+------------------------------------------------------------------+
double iLaguerreRSI(int offset, int lastbar, double &output[], double gamma)
{   
   // by Shimodax, based on  "Laguerre.mq4 by Emerald King"
   // original link "mailto:info@emerald-king.com"
   int i,
       swing_in= 70; // LRSI needs some swing-in/pre-heating to compute correct values
   double l0 = 0,
          l1 = 0,     
          l2 = 0,
          l3 = 0,
          l0a = 0,
          l1a = 0,
          l2a = 0,
          l3a = 0,
          lrsi = 0,
          cd = 0,
          cu = 0;
         
   if (lastbar>Bars)
      lastbar= Bars;
      
   for (i= lastbar+swing_in; i>=offset; i--) {

      l0a = l0;
      l1a = l1;
      l2a = l2;
      l3a = l3;
      
      l0 = (1 - gamma)*Close[i] + gamma*l0a;
      l1 = - gamma*l0 + l0a + gamma*l1a;
      l2 = - gamma*l1 + l1a + gamma*l2a;
      l3 = - gamma*l2 + l2a + gamma*l3a;

      cu = 0;
      cd = 0;
      
      if (l0 >= l1) cu = l0 - l1;      else cd = l1 - l0;
      if (l1 >= l2) cu = cu + l1 - l2; else cd = cd + l2 - l1;
      if (l2 >= l3) cu = cu + l2 - l3; else cd = cd + l3 - l2;

      if (cu + cd != 0) 
         lrsi = cu / (cu + cd);
         
      if (i<=lastbar)   // the first 150 iterations are just to swing in
         output[i] = lrsi;
	}


   return(lrsi);  // last result
}






Sample





Analysis



Market Information Used:

Series array that contains tick volumes of each bar
Series array that contains open time of each bar
Series array that contains the highest prices of each bar
Series array that contains the lowest prices 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
Standard Deviation indicator
Bollinger bands indicator
Bears Power indicator
Bulls Power indicator


Custom Indicators Used:
SilverTrend_Signal
FXOE-ITrend

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:0.39 Total Net Profit:-3774.00

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:0.47 Total Net Profit:-3169.80

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.07 Total Net Profit:-1941.78

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.80 Total Net Profit:-219.99

Request Backtest for SilverTrendTrader_v6


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