StrategyTester





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

//+------------------------------------------------------------------+
//|                                           StrategyTester Ea .mq4 |
//|                             Copyright © 2006, dr_richard_gaines  |
//|                          Modified by Ing. Ronald Verwer/ROVERCOM |
//|   No liability for accuracy of operation of this EA is accepted. |
//|                                                      25 May 2006 |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, dr richard gaines"
#property link      "dr_richard_gaines@yahoo.com"
#define MAGICMA  481429
extern double TakeProfit = 10;
extern double Lots = 0.1;
extern double TrailingStop = 5;

// Your indicators externs and user inputs go here.

//MACD
extern double MACDOpenLevel=3;
extern double MACDCloseLevel=2;
extern double MATrendPeriod=26;
 
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   
//MACD   
   double MacdCurrent, MacdPrevious, SignalCurrent;
   double SignalPrevious, MaCurrent, MaPrevious;
// Your indicator is substituted   
   double yourindicatorGreen;  
   double yourindicatorRed; 
   int cnt, ticket, total;

// Your indicators iCustom or iName is called here goes here because we are
   yourindicatorGreen=iCustom(NULL, 0, "yourindicator",15,3,3, 0, 1);
   yourindicatorRed=iCustom(NULL, 0, "yourindicator",15,3,3, 1, 1); 
   
// initial data checks
// it is important to make sure that the expert works with a normal
// chart and the user did not make any mistakes setting external 
// variables (Lots, StopLoss, TakeProfit, 
// TrailingStop) in our case, we check TakeProfit
// on a chart of less than 100 bars
   if(Bars<100)
      {
      Print("bars less than 100");
      return(0);  
      }
   if(TakeProfit<10)
      {
      Print("TakeProfit less than 10");
      return(0);  // check TakeProfit
      }
// to simplify the coding and speed up access
// data are put into internal variables
   
// Your indicators iCustom or iName call goes here
   yourindicatorGreen=iCustom(NULL, 0, "yourindicator",15,3,3, 0, 1);
   yourindicatorRed=iCustom(NULL, 0, "yourindicator",15,3,3, 1, 1);

//MACD   
   MacdCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0);
   MacdPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
   SignalCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,0);
   SignalPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,1);
   MaCurrent=iMA(NULL,0,MATrendPeriod,0,MODE_EMA,PRICE_CLOSE,0);
   MaPrevious=iMA(NULL,0,MATrendPeriod,0,MODE_EMA,PRICE_CLOSE,1);
 
   total=OrdersTotal();
   if(total<1) 
      {
      // no opened orders identified
      if(AccountFreeMargin()<(1000*Lots))
         {
         Print("We have no money. Free Margin = ", AccountFreeMargin());
         return(0);  
         }
      
      // check for long position (BUY) possibility
      if((yourindicatorGreen>yourindicatorRed))
         {
         //MACD      
         if(MacdCurrent<0 && MacdCurrent>SignalCurrent && MacdPrevious<SignalPrevious &&
            MathAbs(MacdCurrent)>(MACDOpenLevel*Point) && MaCurrent>MaPrevious)
            {
            ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,Ask+TakeProfit*Point,"macd sample",16384,0,Green);
            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); 
            }
         }

      // check for short position (SELL) possibility
      if((yourindicatorGreen<yourindicatorRed))
         {
         //MACD      
         if(MacdCurrent>0 && MacdCurrent<SignalCurrent && MacdPrevious>SignalPrevious && 
            MacdCurrent>(MACDOpenLevel*Point) && MaCurrent<MaPrevious)
            {
            ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,Bid-TakeProfit*Point,"macd sample",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); 
            }
         return(0);
         }

   // it is important to enter the market correctly, 
   // but it is more important to exit it correctly...   

      for(cnt=0;cnt<total;cnt++)
         {
         OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
         if(OrderType()<=OP_SELL &&   // check for opened position 
            OrderSymbol()==Symbol())  // check for symbol
            {
            if(OrderType()==OP_BUY)   // long position is opened
               {
               // should it be closed?
               if((yourindicatorGreen<yourindicatorRed))
                  {
                  //MACD            
                  if(MacdCurrent>0 && MacdCurrent<SignalCurrent && MacdPrevious>SignalPrevious &&
                     MacdCurrent>(MACDCloseLevel*Point))
                     {
                     OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
                     return(0); // exit
                     }
                  }
               // check for trailing stop
               if(TrailingStop>0)  
                  {
                  if(Bid-OrderOpenPrice()>Point*TrailingStop)
                     {
                     if(OrderStopLoss()<Bid-Point*TrailingStop)
                        {
                        OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
                        return(0);
                        }
                     }
                  }
               }
            else // go to short position
               {
               // should it be closed?
               if((yourindicatorGreen>yourindicatorRed))
                  {
                  //MACD            
                  if(MacdCurrent<0 && MacdCurrent>SignalCurrent &&
                     MacdPrevious<SignalPrevious && MathAbs(MacdCurrent)>(MACDCloseLevel*Point))
                     {
                     OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
                     return(0); // exit
                     }
                  }
               // check for trailing stop
               if(TrailingStop>0)  
                  {
                  if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
                     {
                     if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
                        {
                        OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
                        return(0);
                        }
                     }
                  }
               }
            }
         }
      }
   return(0);
   }

// the end.







Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:


MACD Histogram
Moving average indicator


Custom Indicators Used:
yourindicator

Order Management characteristics:
Checks for the total of open orders
It automatically opens orders when conditions are reached
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy

Other Features:


BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 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:0.00

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:0.00 Total Net Profit:0.00

BackTest : USDCAD on H1

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

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.00 Total Net Profit:0.00

Request Backtest for StrategyTester


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