287_Ilan5-MT4build2

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#property copyright "forexinn@rambler.ru"
#property link      ""

extern double LotExponent = 1.59;
extern double slip = 3.0;
int gi_unused_88;
extern double Lots = 0.01;
extern int lotdecimal = 2;
extern double TakeProfit = 10.0;
extern double Stoploss = 500.0;
extern double TrailStart = 10.0;
extern double TrailStop = 10.0;
extern double PipStep = 30.0;
extern int MaxTrades = 10;
extern bool UseEquityStop = FALSE;
extern double TotalEquityRisk = 20.0;
extern bool UseTrailingStop = FALSE;
extern bool UseTimeOut = FALSE;
extern double MaxTradeOpenHours = 48.0;
int g_magic_176 = 12324;
double g_price_180;
double gd_188;
double gd_unused_196;
double gd_unused_204;
double g_price_212;
double g_bid_220;
double g_ask_228;
double gd_236;
double gd_244;
double gd_260;
bool gi_268;
string gs_ilan_272 = "Ilan";
int gi_280 = 0;
int gi_284;
int gi_288 = 0;
double gd_292;
int g_pos_300 = 0;
int gi_304;
double gd_308 = 0.0;
bool gi_316 = FALSE;
bool gi_320 = FALSE;
bool gi_324 = FALSE;
int gi_328;
bool gi_332 = FALSE;
double gd_336;
double gd_344;

int init() {
   gd_260 = MarketInfo(Symbol(), MODE_SPREAD) * Point;
   return (0);
}

int deinit() {
   return (0);
}

int start() {
   double l_iclose_8;
   double l_iclose_16;
   if (UseTrailingStop) TrailingAlls(TrailStart, TrailStop, g_price_212);
   if (UseTimeOut) {
      if (TimeCurrent() >= gi_284) {
         CloseThisSymbolAll();
         Print("Closed All due to TimeOut");
      }
   }
   if (gi_280 == Time[0]) return (0);
   gi_280 = Time[0];
   double ld_0 = CalculateProfit();
   if (UseEquityStop) {
      if (ld_0 < 0.0 && MathAbs(ld_0) > TotalEquityRisk / 100.0 * AccountEquityHigh()) {
         CloseThisSymbolAll();
         Print("Closed All due to Stop Out");
         gi_332 = FALSE;
      }
   }
   gi_304 = CountTrades();
   if (gi_304 == 0) gi_268 = FALSE;
   for (g_pos_300 = OrdersTotal() - 1; g_pos_300 >= 0; g_pos_300--) {
      OrderSelect(g_pos_300, SELECT_BY_POS, MODE_TRADES);
      if (OrderSymbol() != Symbol() || OrderMagicNumber() != g_magic_176) continue;
      if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176) {
         if (OrderType() == OP_BUY) {
            gi_320 = TRUE;
            gi_324 = FALSE;
            break;
         }
      }
      if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176) {
         if (OrderType() == OP_SELL) {
            gi_320 = FALSE;
            gi_324 = TRUE;
            break;
         }
      }
   }
   if (gi_304 > 0 && gi_304 <= MaxTrades) {
      RefreshRates();
      gd_236 = FindLastBuyPrice();
      gd_244 = FindLastSellPrice();
      if (gi_320 && gd_236 - Ask >= PipStep * Point) gi_316 = TRUE;
      if (gi_324 && Bid - gd_244 >= PipStep * Point) gi_316 = TRUE;
   }
   if (gi_304 < 1) {
      gi_324 = FALSE;
      gi_320 = FALSE;
      gi_316 = TRUE;
      gd_188 = AccountEquity();
   }
   if (gi_316) {
      gd_236 = FindLastBuyPrice();
      gd_244 = FindLastSellPrice();
      if (gi_324) {
         gi_288 = gi_304;
         gd_292 = NormalizeDouble(Lots * MathPow(LotExponent, gi_288), lotdecimal);
         RefreshRates();
         gi_328 = OpenPendingOrder(1, gd_292, Bid, slip, Ask, 0, 0, gs_ilan_272 + "-" + gi_288, g_magic_176, 0, HotPink);
         if (gi_328 < 0) {
            Print("Error: ", GetLastError());
            return (0);
         }
         gd_244 = FindLastSellPrice();
         gi_316 = FALSE;
         gi_332 = TRUE;
      } else {
         if (gi_320) {
            gi_288 = gi_304;
            gd_292 = NormalizeDouble(Lots * MathPow(LotExponent, gi_288), lotdecimal);
            gi_328 = OpenPendingOrder(0, gd_292, Ask, slip, Bid, 0, 0, gs_ilan_272 + "-" + gi_288, g_magic_176, 0, Lime);
            if (gi_328 < 0) {
               Print("Error: ", GetLastError());
               return (0);
            }
            gd_236 = FindLastBuyPrice();
            gi_316 = FALSE;
            gi_332 = TRUE;
         }
      }
   }
   if (gi_316 && gi_304 < 1) {
      l_iclose_8 = iClose(Symbol(), 0, 2);
      l_iclose_16 = iClose(Symbol(), 0, 1);
      g_bid_220 = Bid;
      g_ask_228 = Ask;
      if (!gi_324 && !gi_320) {
         gi_288 = gi_304;
         gd_292 = NormalizeDouble(Lots * MathPow(LotExponent, gi_288), lotdecimal);
         if (l_iclose_8 > l_iclose_16) {
            gi_328 = OpenPendingOrder(1, gd_292, g_bid_220, slip, g_bid_220, 0, 0, gs_ilan_272 + "-" + gi_288, g_magic_176, 0, HotPink);
            if (gi_328 < 0) {
               Print("Error: ", GetLastError());
               return (0);
            }
            gd_236 = FindLastBuyPrice();
            gi_332 = TRUE;
         } else {
            gi_328 = OpenPendingOrder(0, gd_292, g_ask_228, slip, g_ask_228, 0, 0, gs_ilan_272 + "-" + gi_288, g_magic_176, 0, Lime);
            if (gi_328 < 0) {
               Print("Error: ", GetLastError());
               return (0);
            }
            gd_244 = FindLastSellPrice();
            gi_332 = TRUE;
         }
         if (gi_328 > 0) gi_284 = TimeCurrent() + 60.0 * (60.0 * MaxTradeOpenHours);
         gi_316 = FALSE;
      }
   }
   gi_304 = CountTrades();
   g_price_212 = 0;
   double ld_24 = 0;
   for (g_pos_300 = OrdersTotal() - 1; g_pos_300 >= 0; g_pos_300--) {
      OrderSelect(g_pos_300, SELECT_BY_POS, MODE_TRADES);
      if (OrderSymbol() != Symbol() || OrderMagicNumber() != g_magic_176) continue;
      if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176) {
         if (OrderType() == OP_BUY || OrderType() == OP_SELL) {
            g_price_212 += OrderOpenPrice() * OrderLots();
            ld_24 += OrderLots();
         }
      }
   }
   if (gi_304 > 0) g_price_212 = NormalizeDouble(g_price_212 / ld_24, Digits);
   if (gi_332) {
      for (g_pos_300 = OrdersTotal() - 1; g_pos_300 >= 0; g_pos_300--) {
         OrderSelect(g_pos_300, SELECT_BY_POS, MODE_TRADES);
         if (OrderSymbol() != Symbol() || OrderMagicNumber() != g_magic_176) continue;
         if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176) {
            if (OrderType() == OP_BUY) {
               g_price_180 = g_price_212 + TakeProfit * Point;
               gd_unused_196 = g_price_180;
               gd_308 = g_price_212 - Stoploss * Point;
               gi_268 = TRUE;
            }
         }
         if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176) {
            if (OrderType() == OP_SELL) {
               g_price_180 = g_price_212 - TakeProfit * Point;
               gd_unused_204 = g_price_180;
               gd_308 = g_price_212 + Stoploss * Point;
               gi_268 = TRUE;
            }
         }
      }
   }
   if (gi_332) {
      if (gi_268 == TRUE) {
         for (g_pos_300 = OrdersTotal() - 1; g_pos_300 >= 0; g_pos_300--) {
            OrderSelect(g_pos_300, SELECT_BY_POS, MODE_TRADES);
            if (OrderSymbol() != Symbol() || OrderMagicNumber() != g_magic_176) continue;
            if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176) OrderModify(OrderTicket(), g_price_212, OrderStopLoss(), g_price_180, 0, Yellow);
            gi_332 = FALSE;
         }
      }
   }
   return (0);
}

int CountTrades() {
   int l_count_0 = 0;
   for (int l_pos_4 = OrdersTotal() - 1; l_pos_4 >= 0; l_pos_4--) {
      OrderSelect(l_pos_4, SELECT_BY_POS, MODE_TRADES);
      if (OrderSymbol() != Symbol() || OrderMagicNumber() != g_magic_176) continue;
      if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176)
         if (OrderType() == OP_SELL || OrderType() == OP_BUY) l_count_0++;
   }
   return (l_count_0);
}

void CloseThisSymbolAll() {
   for (int l_pos_0 = OrdersTotal() - 1; l_pos_0 >= 0; l_pos_0--) {
      OrderSelect(l_pos_0, SELECT_BY_POS, MODE_TRADES);
      if (OrderSymbol() == Symbol()) {
         if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176) {
            if (OrderType() == OP_BUY) OrderClose(OrderTicket(), OrderLots(), Bid, slip, Blue);
            if (OrderType() == OP_SELL) OrderClose(OrderTicket(), OrderLots(), Ask, slip, Red);
         }
         Sleep(1000);
      }
   }
}

int OpenPendingOrder(int ai_0, double a_lots_4, double a_price_12, int a_slippage_20, double ad_24, int ai_32, int ai_36, string a_comment_40, int a_magic_48, int a_datetime_52, color a_color_56) {
   int l_ticket_60 = 0;
   int l_error_64 = 0;
   int l_count_68 = 0;
   int li_72 = 100;
   switch (ai_0) {
   case 2:
      for (l_count_68 = 0; l_count_68 < li_72; l_count_68++) {
         l_ticket_60 = OrderSend(Symbol(), OP_BUYLIMIT, a_lots_4, a_price_12, a_slippage_20, StopLong(ad_24, ai_32), TakeLong(a_price_12, ai_36), a_comment_40, a_magic_48, a_datetime_52, a_color_56);
         l_error_64 = GetLastError();
         if (l_error_64 == 0/* NO_ERROR */) break;
         if (!(l_error_64 == 4/* SERVER_BUSY */ || l_error_64 == 137/* BROKER_BUSY */ || l_error_64 == 146/* TRADE_CONTEXT_BUSY */ || l_error_64 == 136/* OFF_QUOTES */)) break;
         Sleep(1000);
      }
      break;
   case 4:
      for (l_count_68 = 0; l_count_68 < li_72; l_count_68++) {
         l_ticket_60 = OrderSend(Symbol(), OP_BUYSTOP, a_lots_4, a_price_12, a_slippage_20, StopLong(ad_24, ai_32), TakeLong(a_price_12, ai_36), a_comment_40, a_magic_48, a_datetime_52, a_color_56);
         l_error_64 = GetLastError();
         if (l_error_64 == 0/* NO_ERROR */) break;
         if (!(l_error_64 == 4/* SERVER_BUSY */ || l_error_64 == 137/* BROKER_BUSY */ || l_error_64 == 146/* TRADE_CONTEXT_BUSY */ || l_error_64 == 136/* OFF_QUOTES */)) break;
         Sleep(5000);
      }
      break;
   case 0:
      for (l_count_68 = 0; l_count_68 < li_72; l_count_68++) {
         RefreshRates();
         l_ticket_60 = OrderSend(Symbol(), OP_BUY, a_lots_4, Ask, a_slippage_20, StopLong(Bid, ai_32), TakeLong(Ask, ai_36), a_comment_40, a_magic_48, a_datetime_52, a_color_56);
         l_error_64 = GetLastError();
         if (l_error_64 == 0/* NO_ERROR */) break;
         if (!(l_error_64 == 4/* SERVER_BUSY */ || l_error_64 == 137/* BROKER_BUSY */ || l_error_64 == 146/* TRADE_CONTEXT_BUSY */ || l_error_64 == 136/* OFF_QUOTES */)) break;
         Sleep(5000);
      }
      break;
   case 3:
      for (l_count_68 = 0; l_count_68 < li_72; l_count_68++) {
         l_ticket_60 = OrderSend(Symbol(), OP_SELLLIMIT, a_lots_4, a_price_12, a_slippage_20, StopShort(ad_24, ai_32), TakeShort(a_price_12, ai_36), a_comment_40, a_magic_48, a_datetime_52, a_color_56);
         l_error_64 = GetLastError();
         if (l_error_64 == 0/* NO_ERROR */) break;
         if (!(l_error_64 == 4/* SERVER_BUSY */ || l_error_64 == 137/* BROKER_BUSY */ || l_error_64 == 146/* TRADE_CONTEXT_BUSY */ || l_error_64 == 136/* OFF_QUOTES */)) break;
         Sleep(5000);
      }
      break;
   case 5:
      for (l_count_68 = 0; l_count_68 < li_72; l_count_68++) {
         l_ticket_60 = OrderSend(Symbol(), OP_SELLSTOP, a_lots_4, a_price_12, a_slippage_20, StopShort(ad_24, ai_32), TakeShort(a_price_12, ai_36), a_comment_40, a_magic_48, a_datetime_52, a_color_56);
         l_error_64 = GetLastError();
         if (l_error_64 == 0/* NO_ERROR */) break;
         if (!(l_error_64 == 4/* SERVER_BUSY */ || l_error_64 == 137/* BROKER_BUSY */ || l_error_64 == 146/* TRADE_CONTEXT_BUSY */ || l_error_64 == 136/* OFF_QUOTES */)) break;
         Sleep(5000);
      }
      break;
   case 1:
      for (l_count_68 = 0; l_count_68 < li_72; l_count_68++) {
         l_ticket_60 = OrderSend(Symbol(), OP_SELL, a_lots_4, Bid, a_slippage_20, StopShort(Ask, ai_32), TakeShort(Bid, ai_36), a_comment_40, a_magic_48, a_datetime_52, a_color_56);
         l_error_64 = GetLastError();
         if (l_error_64 == 0/* NO_ERROR */) break;
         if (!(l_error_64 == 4/* SERVER_BUSY */ || l_error_64 == 137/* BROKER_BUSY */ || l_error_64 == 146/* TRADE_CONTEXT_BUSY */ || l_error_64 == 136/* OFF_QUOTES */)) break;
         Sleep(5000);
      }
   }
   return (l_ticket_60);
}

double StopLong(double ad_0, int ai_8) {
   if (ai_8 == 0) return (0);
   else return (ad_0 - ai_8 * Point);
}

double StopShort(double ad_0, int ai_8) {
   if (ai_8 == 0) return (0);
   else return (ad_0 + ai_8 * Point);
}

double TakeLong(double ad_0, int ai_8) {
   if (ai_8 == 0) return (0);
   else return (ad_0 + ai_8 * Point);
}

double TakeShort(double ad_0, int ai_8) {
   if (ai_8 == 0) return (0);
   else return (ad_0 - ai_8 * Point);
}

double CalculateProfit() {
   double ld_ret_0 = 0;
   for (g_pos_300 = OrdersTotal() - 1; g_pos_300 >= 0; g_pos_300--) {
      OrderSelect(g_pos_300, SELECT_BY_POS, MODE_TRADES);
      if (OrderSymbol() != Symbol() || OrderMagicNumber() != g_magic_176) continue;
      if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176)
         if (OrderType() == OP_BUY || OrderType() == OP_SELL) ld_ret_0 += OrderProfit();
   }
   return (ld_ret_0);
}

void TrailingAlls(int ai_0, int ai_4, double a_price_8) {
   int l_ticket_16;
   double l_ord_stoploss_20;
   double l_price_28;
   if (ai_4 != 0) {
      for (int l_pos_36 = OrdersTotal() - 1; l_pos_36 >= 0; l_pos_36--) {
         if (OrderSelect(l_pos_36, SELECT_BY_POS, MODE_TRADES)) {
            if (OrderSymbol() != Symbol() || OrderMagicNumber() != g_magic_176) continue;
            if (OrderSymbol() == Symbol() || OrderMagicNumber() == g_magic_176) {
               if (OrderType() == OP_BUY) {
                  l_ticket_16 = NormalizeDouble((Bid - a_price_8) / Point, 0);
                  if (l_ticket_16 < ai_0) continue;
                  l_ord_stoploss_20 = OrderStopLoss();
                  l_price_28 = Bid - ai_4 * Point;
                  if (l_ord_stoploss_20 == 0.0 || (l_ord_stoploss_20 != 0.0 && l_price_28 > l_ord_stoploss_20)) OrderModify(OrderTicket(), a_price_8, l_price_28, OrderTakeProfit(), 0, Aqua);
               }
               if (OrderType() == OP_SELL) {
                  l_ticket_16 = NormalizeDouble((a_price_8 - Ask) / Point, 0);
                  if (l_ticket_16 < ai_0) continue;
                  l_ord_stoploss_20 = OrderStopLoss();
                  l_price_28 = Ask + ai_4 * Point;
                  if (l_ord_stoploss_20 == 0.0 || (l_ord_stoploss_20 != 0.0 && l_price_28 < l_ord_stoploss_20)) OrderModify(OrderTicket(), a_price_8, l_price_28, OrderTakeProfit(), 0, Red);
               }
            }
            Sleep(1000);
         }
      }
   }
}

double AccountEquityHigh() {
   if (CountTrades() == 0) gd_336 = AccountEquity();
   if (gd_336 < gd_344) gd_336 = gd_344;
   else gd_336 = AccountEquity();
   gd_344 = AccountEquity();
   return (gd_336);
}

double FindLastBuyPrice() {
   double l_ord_open_price_8;
   int l_ticket_24;
   double ld_unused_0 = 0;
   int l_ticket_20 = 0;
   for (int l_pos_16 = OrdersTotal() - 1; l_pos_16 >= 0; l_pos_16--) {
      OrderSelect(l_pos_16, SELECT_BY_POS, MODE_TRADES);
      if (OrderSymbol() != Symbol() || OrderMagicNumber() != g_magic_176) continue;
      if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176 && OrderType() == OP_BUY) {
         l_ticket_24 = OrderTicket();
         if (l_ticket_24 > l_ticket_20) {
            l_ord_open_price_8 = OrderOpenPrice();
            ld_unused_0 = l_ord_open_price_8;
            l_ticket_20 = l_ticket_24;
         }
      }
   }
   return (l_ord_open_price_8);
}

double FindLastSellPrice() {
   double l_ord_open_price_8;
   int l_ticket_24;
   double ld_unused_0 = 0;
   int l_ticket_20 = 0;
   for (int l_pos_16 = OrdersTotal() - 1; l_pos_16 >= 0; l_pos_16--) {
      OrderSelect(l_pos_16, SELECT_BY_POS, MODE_TRADES);
      if (OrderSymbol() != Symbol() || OrderMagicNumber() != g_magic_176) continue;
      if (OrderSymbol() == Symbol() && OrderMagicNumber() == g_magic_176 && OrderType() == OP_SELL) {
         l_ticket_24 = OrderTicket();
         if (l_ticket_24 > l_ticket_20) {
            l_ord_open_price_8 = OrderOpenPrice();
            ld_unused_0 = l_ord_open_price_8;
            l_ticket_20 = l_ticket_24;
         }
      }
   }
   return (l_ord_open_price_8);
}


Sample





Analysis



Market Information Used:

Series array that contains open time of each bar
Series array that contains close prices for each bar


Indicator Curves created:


Indicators Used:



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:

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:1.22 Total Net Profit:17.05


BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:1.75 Total Net Profit:44.62


BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:1.21 Total Net Profit:28.98


BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:1.28 Total Net Profit:129.19


BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:1.20 Total Net Profit:130.76


BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.30 Total Net Profit:-10201.23


BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:1.43 Total Net Profit:57.95


BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:1.13 Total Net Profit:276.41


BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:1.75 Total Net Profit:29.31


BackTest : EURUSD on H1

From 2010-05-01 to 2010-05-31 Profit Factor:0.00 Total Net Profit:105.41


BackTest : EURUSD on H1

From 2010-06-01 to 2010-06-30 Profit Factor:1.41 Total Net Profit:60.19


Request Backtest for 287_Ilan5-MT4build2


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