SMC MACD new idea





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

//+------------------------------------------------------------------+
//|                                                           SMC.mq4 
//|                                                                  +
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+

 extern double Lots = 0.1; 

 extern int    TakeProfit = 100;
 extern double RiskPercent = 1;
 extern int    SignalLifeBars =24;
 extern int    PVoffset = 2;
 
 bool   BuySignal,SellSignal;
 string  LastOrder;
 string  Trend;
 datetime BarTime;
//#####################################################################
int init()
{
//----
LastOrder="xxxx";
//----
   return(0);
  }
//#############################################################################

int start()
  {
   double SL,TP,Spread, ATR, MinDist,MaxRisk;

   double PSARP0,PSARP1;
   double VSMAP0,VSMAP1,SMAP1,MMAP1,LMAP1,VLMAP1,VSMAP1Low,VSMAP1High;

   string MaxRiskStr;
   string Trading;

   bool   Buy,Sell;

   int    total,ticket,err,tmp,cnt;
   int    NumberofPositions;

  if(Bars<100){Print("bars less than 100"); return(0); }
   
//################################################################################
//~~~~~~~~~~~~~~~~Miscellaneous setup stuff~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 MinDist=(MarketInfo(Symbol(),MODE_STOPLEVEL)*Point);
 Spread=(Ask-Bid);
 MaxRisk=(AccountFreeMargin()*RiskPercent/100)*Point;
 MaxRiskStr=DoubleToStr(MaxRisk,4);

//~~~~~~~~~~~~~~~~~~INDICATOR CALCULATIONS~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

double LMACDHP1,LMACDSP1,SMACDHP1,SMACDSP1;
double LMACDHP2,LMACDSP2,SMACDHP2,SMACDSP2;

LMACDHP1=iMACD(NULL,0,89,144,22,PRICE_CLOSE,MODE_MAIN,1);
LMACDSP1=iMACD(NULL,0,89,144,22,PRICE_CLOSE,MODE_SIGNAL,1);
LMACDHP2=iMACD(NULL,0,89,144,22,PRICE_CLOSE,MODE_MAIN,2);
LMACDSP2=iMACD(NULL,0,89,144,22,PRICE_CLOSE,MODE_SIGNAL,2);

SMACDHP1=iMACD(NULL,0,8,21,5,PRICE_CLOSE,MODE_MAIN,1);
SMACDSP1=iMACD(NULL,0,8,21,5,PRICE_CLOSE,MODE_SIGNAL,1);
SMACDHP2=iMACD(NULL,0,8,21,5,PRICE_CLOSE,MODE_MAIN,2);
SMACDSP2=iMACD(NULL,0,8,21,5,PRICE_CLOSE,MODE_SIGNAL,2);

PSARP1=iSAR(NULL,0,0.02,0.2,1);

 if(BarTime == Time[0]) {return(0);}
 BarTime = Time[0];

//##############################################################################
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~         
//BUY and SELL rules:
//~~~~~~~~~~~~BUY~~~~~~~~~~~~~~~~~~~~~~~~
SL=0;
TP=0;
 if((LMACDHP1>0&&LMACDHP1>LMACDSP1&&SMACDHP2<SMACDSP2&&SMACDHP1>SMACDSP1)//Long Term UP new Short term signal
     ||
    (LMACDHP2<0&&LMACDHP1>0)  //Long trend changes
     ||
    (LMACDHP1>0&&LMACDHP1>LMACDSP1&&SMACDHP2<0&&SMACDHP1>0))  //Long term trend UP and Short term change top UP
   {
   Buy = true;
    LastOrder = " Buy ";
    }

//~~~~~~~~~~~SELL~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 if((LMACDHP1<0&&SMACDHP1<0&&LMACDHP1<LMACDSP1&&SMACDHP2>SMACDSP2&&SMACDHP1<SMACDSP1)//Long Term UP new Short term signal
     ||
    (LMACDHP2>0&&LMACDHP1<0)  //Long trend changes
     ||
    (LMACDHP1<0&&LMACDHP1<LMACDSP1&&SMACDHP2>0&&SMACDHP1<0))  //Long term trend UP and Short term change top UP

    {Sell=true;
     LastOrder = " Sell ";
     }

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//##################################################################################
//~~~~~~~~~~~~~~~~  POSITION MANAGEMENT  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

if(0==1)
{
total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
    { 
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()==OP_BUY && OrderSymbol()==Symbol())    
     { 
      SL=PSARP1;

      if(SL > OrderStopLoss())
      {OrderModify(OrderTicket(),OrderOpenPrice(),SL,OrderTakeProfit(),0,Orange);}
       }}}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
  total=OrdersTotal();
  if(total>0)
   { 
   for(cnt=0;cnt<total;cnt++)
    {
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()==OP_SELL && OrderSymbol()==Symbol())   
     {
      
      SL=PSARP1;

      if(SL != 0)
       {
       if(SL < OrderStopLoss() || OrderStopLoss()==0 )
        {OrderModify(OrderTicket(),OrderOpenPrice(),SL,OrderTakeProfit(),0,Orange);}
       }}}}
}
//##################################################################################
//~~~~~~~~~~~~~~~~  ORDER CLOSURE  ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
if(0==0)
{
//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() &&
         LMACDHP1 < LMACDSP1)
       {
        OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); 
   }}}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//CLOSE SHORT ENTRIES: 
 
   total=OrdersTotal();
   if(total>0)
    { 
    for(cnt=0;cnt<total;cnt++)
     {  
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); 
      if(OrderType()==OP_SELL && OrderSymbol()==Symbol() &&
         LMACDHP1 > LMACDSP1)
       {
        OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close SHORT position
   }}}
}
//##########################################################################################
//##########################################################################################
//~~~~~~~~~~~ END OF ORDER Closure routines & Stoploss changes  ~~~~~~~~~~~~~~~~~~~~
//##################################################################################
//~~~~~~~~~~~~START of NEW ORDERS ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

   if(AccountFreeMargin()<(1000*Lots))
   {Print("Insufficient funds available. Free Margin = ", AccountFreeMargin());
    return(0);}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

 NumberofPositions = 0;
 total=OrdersTotal();
  if(total>0)
   { 
    for(cnt=0;cnt<total;cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
       if(OrderSymbol()==Symbol()) NumberofPositions=NumberofPositions+1;
       }
//may require extra code to determine exposure on any one pair
       if (NumberofPositions >=50) return(0);
   }

//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

//OPEN ORDER: LONG 
 if(Buy==true) 
  {Buy=false;

   ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,SL,TP,LastOrder,070177,0,Orange); //Bid-(Point*(MinDist+2))
   if(ticket>0)
    { 
     if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) 
      {Print("BUY order opened : ",OrderOpenPrice());
       Alert("Buy Order for ",Symbol());
       SendMail("Buy Order "+Symbol()+" "+Ask,SL);     
       }
     }
     else Print("Error opening BUY order : ",GetLastError()); 
     return(0); 
   } 
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~

//OPEN ORDER: SHORT                                   
 if(Sell==true) 
  {Sell=false;

   ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,SL,TP,"Flying Knives" + LastOrder,070177,0,Red);
   if(ticket>0)
    {
      if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) 
       {Print("SELL order opened : ",OrderOpenPrice());
        Alert("Sell Order for ",Symbol());
        SendMail("Sell Order "+Symbol()+" "+Bid,Bid); 
        }
      }
      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


Indicator Curves created:


Indicators Used:

MACD Histogram
Parabolic Stop and Reverse system


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:


It issuies visual alerts to the screen
It sends emails

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.79 Total Net Profit:-263.03

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.28 Total Net Profit:-722.31

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:0.90 Total Net Profit:-168.98

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.36 Total Net Profit:-396.17

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:1.83 Total Net Profit:250.06

Request Backtest for SMC MACD new idea


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