/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| 1MA Expert |
//+------------------------------------------------------------------+
// b.2 very good if optimized per pair - chop still limits gains
// b.3 added Pyramiding - this would be awesom, but chop kills
// b.4 adding a /2 for exit filter - nope, didn't work
// b.5 added lagurre, but not used yet
#property copyright "Ron Thompson"
#property link "http://www.lightpatch.com/forex"
// User Input
extern double Lots = 0.1;
extern double MovingAvg = 7;
extern double filter = 1.1;
extern double Pyramid = 5;
double barmove0 = 0;
double barmove1 = 0;
int risingcnt = 0;
int fallingcnt = 0;
extern double gamma=0.5;
double L0 = 0;
double L1 = 0;
double L2 = 0;
double L3 = 0;
double L0A = 0;
double L1A = 0;
double L2A = 0;
double L3A = 0;
double LRSI = 0;
double CU = 0;
double CD = 0;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//|------------------------------------------------------------------|
int init()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custor indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
double cMA=0, pMA=0;
double lowpass0=0, lowpass1=0;
double p=Point();
bool found=false;
bool rising=false;
bool falling=false;
bool bought=false;
bool sold=false;
int cnt=0;
/*
// Symbols that I've optimized
if (ALLOWChanges!=0)
{
if (Symbol()=="AUDUSD") {MovingAvg=10; filter= 8.2;}
if (Symbol()=="EURAUD") {MovingAvg= 6; filter= 8.0;}
if (Symbol()=="EURCHF") {MovingAvg= 7; filter= 3.6;}
if (Symbol()=="EURGBP") {MovingAvg=10; filter= 0.5;}
if (Symbol()=="EURJPY") {MovingAvg= 2; filter= 9.9;}
if (Symbol()=="EURUSD") {MovingAvg= 1; filter= 0.9;}
if (Symbol()=="GBPCHF") {MovingAvg= 4; filter=12.0;}
if (Symbol()=="GBPJPY") {MovingAvg=10; filter= 9.3;}
if (Symbol()=="GBPUSD") {MovingAvg= 1; filter= 3.9;}
if (Symbol()=="USDCAD") {MovingAvg= 1; filter= 0.9;}
if (Symbol()=="USDCHF") {MovingAvg= 1; filter= 4.0;}
if (Symbol()=="USDJPY") {MovingAvg=21; filter=11.6;}
}
*/
// Error checking
if(AccountFreeMargin()<(1000*Lots)) {Print("We have no money"); return(0);}
if(Bars<100) {Print("Bars less than 100"); return(0);}
if(barmove0==Open[0] && barmove1==Open[1]) {Print("Bar has not moved"); return(0);}
barmove0=Open[0];
barmove1=Open[1];
cMA=iMA(Symbol(), 0, MovingAvg, 0, MODE_LWMA, PRICE_OPEN, 0);
pMA=iMA(Symbol(), 0, MovingAvg, 0, MODE_LWMA, PRICE_OPEN, 1);
lowpass0=lagurre(0);
lowpass1=lagurre(1);
// rising and falling is filter-qualified by some number of points
// and each rise/fall is counted for pyramiding decision later
if (pMA+(filter*p)<cMA) {rising=true; falling=false; risingcnt++;}
if (pMA-(filter*p)>cMA) {rising=false; falling=true; fallingcnt++;}
for(cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol() && OrderComment()=="INITTRANS")
{
found=true;
if (OrderType()==0) {bought=true; sold=false;}
if (OrderType()==1) {bought=false; sold=true;}
break;
}
else
{
found=false;
}
}
// there is no order and MA is rising, BUY something
// and reset the pyramid counters
// comment here is very important in identifying initial transaction
// of the many that may be involved in the pyramid
if (!found && rising)
{
OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"INITTRANS",11123,0,White);
if (Pyramid>0) {fallingcnt=0; risingcnt=0;}
return(0);
}
// there is no order and MA is falling, SELL something
// and reset the pyramid counters
// comment here is very important in identifying initial transaction
// of the many that may be involved in the pyramid
if (!found && falling)
{
OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"INITTRANS",11321,0,Red);
if (Pyramid>0) {fallingcnt=0; risingcnt=0;}
return(0);
}
// existing SELL and the direction changed
// loop to close all pyramid orders
if (rising && sold)
{
for(cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol())
{
OrderClose(OrderTicket(),Lots,Ask,2,Red);
Sleep(10000);
}
}
if (Pyramid>0) {fallingcnt=0; risingcnt=0;}
}
// existing BUY and the direction changed
// loop to close all pyramid orders
if (falling && bought)
{
for(cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol())
{
OrderClose(OrderTicket(),Lots,Bid,2,White);
Sleep(10000);
}
}
if (Pyramid>0) {fallingcnt=0; risingcnt=0;}
}
if (Pyramid>0)
{
// BUY ASK another lot?
//if (rising && bought && risingcnt>=Pyramid && OrderOpenPrice()<Open[0])
if (rising && bought && risingcnt>=Pyramid)
{
OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"1MA Pyramid Buy",22123,0,White);
if (Pyramid>0) {fallingcnt=0; risingcnt=0;}
return(0);
}
// SELL BID another lot?
//if (falling && sold && fallingcnt>=Pyramid && OrderOpenPrice()>Open[0])
if (falling && sold && fallingcnt>=Pyramid)
{
OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"1MA Pyramid Sell",22321,0,Red);
if (Pyramid>0) {fallingcnt=0; risingcnt=0;}
return(0);
}
}
return(0);
}
double lagurre (int i)
{
L0A = L0;
L1A = L1;
L2A = L2;
L3A = L3;
L0 = (1 - gamma)*Open[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);
return(LRSI);
}
Sample
Analysis
Market Information Used:
Series array that contains open prices of each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It Closes Orders by itself
Other Features: