up3x1_Premium_2vM





//+------------------------------------------------------------------+
//|                                            up3x1_premium_v2M.mq4 |
//|                                  Copyright © 2006, Izhutov Pavel |
//|                        www.forexnow.narod.ru   izhutov@yandex.ru |
//+------------------------------------------------------------------+
#define MAGICMA  20050612

extern double Lots               = 0.05;
extern double MaximumRisk        = 0.1;
extern double DecreaseFactor     = 3;
extern double TakeProfit         = 150;
extern double StopLoss           = 100;
extern double TrailingStop       = 10;

double Points;

int init ()
  {
   Points = MarketInfo (Symbol(), MODE_POINT);

   return(0);
  }


void start()
  {

   if(Bars<100 || IsTradeAllowed()==false) return;
 


   if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
   else                                    CheckForClose();

  }


int CalculateCurrentOrders(string symbol)
  {
   int buys=0,sells=0;

   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
        {
         if(OrderType()==OP_BUY)  buys++;
         if(OrderType()==OP_SELL) sells++;
        }
     }

   if(buys>0) return(buys);
   else       return(-sells);
  }

double LotsOptimized()
  {
   double lot=Lots;
   int    orders=HistoryTotal();    
   int    losses=0;                  
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);


   if(DecreaseFactor>0)
     {
      for(int i=orders-1;i>=0;i--)
        {
         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
         if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
         //----
         if(OrderProfit()>0) break;
         if(OrderProfit()<0) losses++;
        }
      if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }

   if(lot<0.1) lot=0.1;
   return(lot);
  }

void CheckForOpen()
  {

   double HI_1;
   double LO_1;
   double HI_2;
   double LO_2;
   double OP_1;
   double CL_1;
   double OP_2;
   double CL_2;
   double OPD;
   double CLD;   
   double ma24_2;
   double ma60_2;
   double ma24_1;
   double ma60_1;
   double OP_0;
   double CL_0;
   double sma;
   
   int    res;

   if(Volume[0]>1) return;

   HI_1=iHigh(NULL,0,1);
   LO_1=iLow(NULL,0,1);
   HI_2=iHigh(NULL,0,2);
   LO_2=iLow(NULL,0,2);
   OP_1=iOpen(NULL,0,1);
   CL_1=iClose(NULL,0,1);
   OP_2=iOpen(NULL,0,2);
   CL_2=iClose(NULL,0,2);
   OPD=iOpen(NULL,1440,1);
   CLD=iClose(NULL,1440,1);
   ma24_2=iMA(NULL,0,12,0,2,5,2);
   ma24_1=iMA(NULL,0,12,0,2,5,1);
   ma60_2=iMA(NULL,0,26,0,2,5,2);
   ma60_1=iMA(NULL,0,26,0,2,5,1);
   OP_0=iOpen(NULL,0,0);
   CL_0=iClose(NULL,0,0);
   sma = iMA(NULL,PERIOD_D1,10,0,MODE_SMA,PRICE_CLOSE,0);
   
   
//bay
if (((ma24_2<ma60_2 && ma60_1<ma24_1 && OP_2<OP_1) ||(HI_1-LO_1>0.0060 && OP_1<CL_1 && 
      CL_1-OP_1>0.0050))  || (Hour()==0 && (OPD>CLD && (OPD-CLD)>0.0060)) || (sma > Ask) || (sma < Ask) || (sma == Ask))

     {
     res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-StopLoss*Points,Ask+TakeProfit*Points,"",MAGICMA,0,Blue);
     return;
     }
//sell
if (((ma24_2>ma60_2 && ma60_1>ma24_1 && OP_2>OP_1) || (HI_1-LO_1>0.0060 && OP_1>CL_1 && 
      OP_1-CL_1>0.0050))  || (Hour()==0 && (OPD<CLD && (CLD-OPD)>0.0060)) )

     {
      res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+StopLoss*Points,Bid-TakeProfit*Points,"",MAGICMA,0,Red);
      return;
     }


  }

void CheckForClose()
  {
   double ma24_2;
   double ma60_2;
   double ma24_1;
   double ma60_1;
   if(Volume[0]>1) return;
   ma24_2=iMA(NULL,0,12,0,2,5,2);
   ma24_1=iMA(NULL,0,12,0,2,5,1);
   ma60_2=iMA(NULL,0,26,0,2,5,2);
   ma60_1=iMA(NULL,0,26,0,2,5,1);
   
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
      
      if(OrderType()==OP_BUY)
        {
      if (ma24_1==ma60_1) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
         break;
        }
if(TrailingStop>0)  
              {                
               if(Bid-OrderOpenPrice()>Points*TrailingStop)
                 {
                  if(OrderStopLoss()<Bid-Points*TrailingStop)
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Points*TrailingStop,OrderTakeProfit(),0,Red);
                     return(0);
                    }
                 }
              }        
        
        
      if(OrderType()==OP_SELL)
        {
      if (ma24_1==ma60_1) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
   
   
         break;
        }
if(TrailingStop>0)  
              {              
               if((OrderOpenPrice()-Ask)>(Points*TrailingStop))
                 {
                  if(OrderStopLoss()==0.0 || 
                     OrderStopLoss()>(Ask+Points*TrailingStop))
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Points*TrailingStop,OrderTakeProfit(),0,Red);
                     return(0);
                    }
                 }
              }     
     }


  }  		






Sample





Analysis



Market Information Used:

Series array that contains tick volumes of 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
Series array that contains close prices for 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
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:0.83 Total Net Profit:-4252.05

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:0.78 Total Net Profit:-5575.00

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.53 Total Net Profit:-5111.79

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.47 Total Net Profit:-4554.69

Request Backtest for up3x1_Premium_2vM


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