SMC MA 3BAR





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

//+------------------------------------------------------------------+
//|                                      SMC Autotrader Momentum.mq4 |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+

 extern double TakeProfit = 50;
 extern double LockProfit = 3;
 extern double Lots = 0.1;
 extern double InitialStop = 30;
 extern double TrailingStop = 10;
 
 datetime BarTime;
 double BUYat;
 double SELLat;
//#####################################################################
int init()
{
//----

//----
   return(0);
  }
//#####################################################################

int start()
  {
   int cnt,total,ticket,MinDist,tmp;
   double Spread;
   
//############################################################################
  if(Bars<100){
     Print("bars less than 100");
     return(0);  
  }
//exit if not new bar
 if(BarTime == Time[0]) {return(0);}
//new bar, update bartime
 BarTime = Time[0];
//#########################################################################################
//~~~~~~~~~~~~~~~~Miscellaneous setup stuff~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 MinDist=MarketInfo(Symbol(),MODE_STOPLEVEL);
 Spread=(Ask-Bid);
 double ATR = iATR(NULL,0,10,1);
//#########################################################################################
double MAP1 = iMA(NULL,0,8,5,MODE_SMMA,PRICE_MEDIAN,1);
double MAP2 = iMA(NULL,0,8,5,MODE_SMMA,PRICE_MEDIAN,2);
//#######################################################################################
bool BUY = false;
bool SELL = false;
if (Close[0] > High[1] &&
    Low[1] < MAP1 && High[1] > MAP1 &&
    Close[2] > Open[2] &&
    Close[3] > Open[3]
    ) BUY = true;

if (Close[0] < Low[1] &&
    High[1] > MAP1 && Low[1] < MAP1 &&
    Close[2] < Open[2] &&
    Close[3] < Open[3]
    ) SELL = true;

//########################################################################################
//~~~~~~~~~~~~~~~~~~~LOCK IN PROFIT~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
if(0==0)  //This is used to turn the trailing stop on & off
 {
total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
    {
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()==OP_BUY && OrderSymbol()==Symbol()
     &&
     OrderStopLoss() == 0
     &&
     Bid > OrderOpenPrice()+ ((MinDist+2+ATR)*Point)
     )
     {OrderModify(OrderTicket(),OrderOpenPrice(),Bid-(MinDist+ATR*Point),OrderTakeProfit(),0,White);
           return(0);}
 }}
  total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
    {
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()==OP_SELL && OrderSymbol()==Symbol()
     &&
     OrderStopLoss() == 0
     &&
     Ask < OrderOpenPrice()- ((MinDist+2+ATR)*Point)
     )
     {OrderModify(OrderTicket(),OrderOpenPrice(),Ask+(MinDist+ATR*Point),OrderTakeProfit(),0,Yellow);
          return(0);}
 }}
} // end switch bracket

//########################################################################################
//##################     ORDER CLOSURE  ###################################################
// If Orders are in force then check for closure against Technicals LONG & SHORT
//CLOSE LONG Entries
  total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
   {
    OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
    if(OrderType()==OP_BUY && OrderSymbol()==Symbol())
     {
     if(0==1)
      {                                 
       OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close LONG position
     }}

//CLOSE SHORT ENTRIES: 
    OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); 
    if(OrderType()==OP_SELL && OrderSymbol()==Symbol()) // check for symbol
     {
     if(0==1)
      {   
       OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close SHORT position
     }}
    }  // for loop return
    }   // close 1st if 
//##############################################################################
//##################     ORDER TRAILING STOP Adjustment  #######################
//TRAILING STOP: LONG
if(0==0)  //This is used to turn the trailing stop on & off
 {
  total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
    {
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()==OP_BUY && OrderSymbol()==Symbol()
     &&
     Bid-OrderOpenPrice()> (Point*TrailingStop)
     &&
     OrderStopLoss()<Bid-(Point*TrailingStop)
     )
     {OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,White);
           return(0);}
 }}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//TRAILING STOP: SHORT
  total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
    {
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()==OP_SELL && OrderSymbol()==Symbol()
     &&
     OrderOpenPrice()-Ask > (Point*TrailingStop)
     &&
     OrderStopLoss() > Ask+(Point*TrailingStop) 
     )
     {OrderModify(OrderTicket(),OrderOpenPrice(),Ask+(Point*TrailingStop),OrderTakeProfit(),0,Yellow);
          return(0);}
 }}
}  // end bracket for on/off switch
//##########################################################################################
//~~~~~~~~~~~ END OF ORDER Closure routines & Stoploss changes  ~~~~~~~~~~~~~~~~~~~~~~~~~~~
//##########################################################################################
//~~~~~~~~~~~~START of NEW ORDERS ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//#########################  NEW POSITIONS ?  ######################################
//Possibly add in timer to stop multiple entries within Period
// Check Margin available
// ONLY ONE ORDER per SYMBOL
// Loop around orders to check symbol doesn't appear more than once
// Check for elapsed time from last entry to stop multiple entries on same bar
if (0==1) // switch to turn ON/OFF history check
{  
 total=HistoryTotal();
 if(total>0)
  { 
   for(cnt=0;cnt<total;cnt++)
    {
     OrderSelect(cnt, SELECT_BY_POS, MODE_HISTORY);            //Needs to be next day not as below
     if(OrderSymbol()==Symbol()&& CurTime()- OrderCloseTime() < (Period() * 60 )
        )
        {
        return(0);
 }}}}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 total=OrdersTotal();
  if(total>0)
   { 
    for(cnt=0;cnt<total;cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
       if(OrderSymbol()==Symbol()) return(0);
   }
   }
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
   if(AccountFreeMargin()<(1000*Lots))
   {Print("We have no money. Free Margin = ", AccountFreeMargin());
    return(0);}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//#########################################################################################
//ENTRY RULES: LONG 
 if(BUY == true) 
  {
   ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Low[2]-ATR,0,"MACD System Long",16384,0,Orange); //Bid-(Point*(MinDist+2))
   if(ticket>0)
    {
    if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("BUY order opened : ",OrderOpenPrice());
     }
     else Print("Error opening BUY order : ",GetLastError()); 
     return(0); 
   } 
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//ENTRY RULES: SHORT                                     //################################
 if(SELL == true) 
  {
   ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,High[2]+ATR,0,"MACD System Short",16384,0,Red);
   if(ticket>0)
    {
     if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("SELL order opened : ",OrderOpenPrice());
      }
      else Print("Error opening SELL order : ",GetLastError()); 
      return(0); 
   }

//####################################################################################
//############               End of PROGRAM                  #########################   
   return(0);
}





Sample





Analysis



Market Information Used:

Series array that contains open time of each bar
Series array that contains close prices for 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 open prices of each bar


Indicator Curves created:


Indicators Used:

Indicator of the average true range
Moving average indicator


Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders

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

Other Features:

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 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 : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.00 Total Net Profit:-56.30

BackTest : USDCAD on H1

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

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.00 Total Net Profit:-90.20

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.00 Total Net Profit:-59.40

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

Request Backtest for SMC MA 3BAR


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