SMC Trader Camel CCI MACD





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

//+------------------------------------------------------------------+
//|                         Steve Cartwright Trader Camel CCI MACD.mq4 |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+

 extern double TakeProfit = 50;
 extern double Lots = 1;
 extern double InitialStop = 10;
 extern double TrailingStop = 10;
 
 int cnt,total,ticket,MinDist;
 int SigPos;
 double MACDSP1, MACDSP2;
 double MACDHP1, MACDHP2;
 double CCIP1;
 double MASP1, MASP2;
 double CAMELHIGHP1, CAMELHIGHP2, CAMELLOWP1, CAMELLOWP2;
 
 
//#####################################################################
int init()
{
//----
GlobalVariableSet("CCI_Flag",0);
GlobalVariableSet("MACD_Flag",0);
GlobalVariableSet("MAX_Flag",0);

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

int start()
  {

   int Flag;
   
   double Spread;
   double ATR;
   double StopMA;
   int cnt, tmp;
   double SetupHigh, SetupLow;
//############################################################################
  if(Bars<100){
     Print("bars less than 100");
     return(0);  
  }
  if(TakeProfit<10){
     Print("TakeProfit less than 10");
     return(0);  // check TakeProfit
  }
//#########################################################################################
//~~~~~~~~~~~~~~~~Indicator Setup~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
MASP1=iMA(NULL,0,3,0,MODE_SMA,PRICE_CLOSE,1);
MASP2=iMA(NULL,0,3,0,MODE_SMA,PRICE_CLOSE,2);

CAMELHIGHP1=iMA(NULL,0,34,0,MODE_EMA,PRICE_HIGH,1);
CAMELLOWP1=iMA(NULL,0,34,0,MODE_EMA,PRICE_LOW,1);


MACDSP1=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,1);
MACDSP2=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,2);

MACDHP1=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
MACDHP2=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1);

CCIP1=iCCI(NULL,0,20,PRICE_CLOSE,1);



//~~~~~~~~~~~~~~~~Indicator Signal calcs~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//ADD in a reset routine  what conditions will reset values to zero??

//if(GlobalVariableGet("MAX_Flag")==0
//   && MASP2 < CAMELHIGHP2
//   && MASP1 > CAMELHIGHP1)
//  {GlobalVariableSet("MAX_Flag",1);}  // Flag 1 = LONG 2 = SHORT

//if(GlobalVariableGet("CCI_Flag")==0
//   && CCIP1 >100)
//   {GlobalVariableSet("CCI_Flag",1);}  

//~~~~~~~~~~~~~~~~Miscellaneous setup stuff~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//TrailingStop=iATR(NULL,0,10,0)*2; // BE CAREFUL OF EFFECTING THE AUTO TRAIL STOPS
 StopMA=iMA(NULL,0,24,0,MODE_SMA,PRICE_CLOSE,1);
 MinDist=MarketInfo(Symbol(),MODE_STOPLEVEL);
 Spread=(Ask-Bid);
//#########################################################################################
//ALWAYS TRY TO COME OUT WITH A PROFIT:  ????????
 if(0==1)
 {
 total=OrdersTotal();
 if (total>0)
  {
  for(cnt=0;cnt<total;cnt++)
   {  
//LONG
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()==OP_BUY && OrderSymbol()==Symbol())
      {
       if(OrderStopLoss() < OrderOpenPrice())
      {
       if (OrderStopLoss() < Bid -(Point*(MinDist*2)))
       {
        OrderModify(OrderTicket(),OrderOpenPrice(),Bid -(Point*(2*MinDist)),OrderTakeProfit(),0,Lime);
        }}}
}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// SHORT
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
     if(OrderType()==OP_SELL && OrderSymbol()==Symbol())
      {
       if(OrderStopLoss() > OrderOpenPrice())
        {
         if (OrderStopLoss() > Ask + (Point*(MinDist*2)))
        {
         OrderModify(OrderTicket(),OrderOpenPrice(),Ask+(Point*(MinDist*2)),OrderTakeProfit(),0,Lime);
        }}}
    }}
//########################################################################################
//##################     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())
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//##   LONG Closure Rules   ###
 {
  if(MACDHP1 < MACDSP1)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
   {                                 
    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
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
//##  SHORT Closure Rules  ##
 {
  if(MACDHP1 > MACDSP1)
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
   {   
    OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close SHORT position
     }}
  }  // for loop return
 }   // close 1st if 
//##############################################################################
//##################     ORDER TRAILING STOP Adjustment  #######################
//TRAILING STOP: LONG
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())
      {
       if(TrailingStop>0)  
        {                 
         if(Bid-OrderOpenPrice()>Point*TrailingStop)
          {
           if(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())
      {
       if(TrailingStop>0)  
        {                 
         if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
          {
           if(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==0) // 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);
       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(CCIP1 > 100 
    &&
    MACDHP1 > 0
    &&
    Close[1] > CAMELHIGHP1
     )                                             //High[1] > High[2] && Low[1] > Low[2])
  {
   ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"MaxMin Long",16384,0,Orange); //Bid-(Point*(MinDist+2))
   Alert("Order opened for: ",Symbol());
   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(0==0&&
    CCIP1 < -100 
    &&
    MACDSP1 < 0
    &&
    Close[1] < CAMELLOWP1)                        //Low[1] < Low[2] && High[1] < High[2])
  {
   ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"MaxMin 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 close prices for each bar


Indicator Curves created:


Indicators Used:

Moving average indicator
MACD Histogram
Commodity channel index


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

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.30 Total Net Profit:-4438.49

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.41 Total Net Profit:-3397.25

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.62 Total Net Profit:-4583.50

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.72 Total Net Profit:-3645.40

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

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