e-ASCTrend





//+------------------------------------------------------------------+
//|                                              Expert ASCTrend.mq4 |
//+------------------------------------------------------------------+
#property copyright "© Maloma"

extern string _Parameters_Expert = "----- Ïàðàìåòðû ñîâåòíèêà";
extern double Lots               = 0.1;
extern int    SL                 = 15;
extern int    TP                 = 30;
extern int    RISK               = 3; 
extern int    magic              = 55887799;
extern string _Parameters_Tral   = "----- Ïàðàìåòðû òðàëà";
extern bool   Tral               = false;
extern int    TStOp              = 10;
extern int    TStEp              = 5;
extern int    Bezubitok          = 0;
extern string _Parameters_MM     = "----- Ïàðàìåòðû ìàíèìýíýäæìåíòà";
extern bool   MM                 = false;
extern double MaximumRisk        = 0.03;
extern double DecreaseFactor     = 3;

       double RLots;
       double SigUP=0, SigDN=0;
       int    CBars=0;
       bool   trend,old; 

double LotsOptimized()
  {
   double lot=Lots;
   int    orders=HistoryTotal();     // history orders total
   int    losses=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/500,1);
//---- calcuulate number of losses orders without a break
   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>0) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }
//---- return lot size
   if(lot<0.1) lot=0.1;
   return(lot);
  }
  
void Tral()
{
 for(int i=OrdersTotal()-1;i>=0;i--)
    {
     OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
     if ((OrderSymbol()==Symbol()) && (OrderMagicNumber()==magic))
      {
       if (OrderType()==OP_BUY && Bid-OrderOpenPrice()>TStOp*Point)
        {
         if (Bezubitok!=0 && Bid-OrderOpenPrice()>=Bezubitok*Point && OrderStopLoss()<OrderOpenPrice())
          {OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+1*Point,OrderTakeProfit(),0,CLR_NONE);}
         if (Bid-OrderStopLoss()>=(TStOp+TStEp)*Point)
          {OrderModify(OrderTicket(),OrderOpenPrice(),Bid-TStOp*Point,OrderTakeProfit(),0,CLR_NONE);}
        }
       if (OrderType()==OP_SELL && OrderOpenPrice()-Ask>TStOp*Point)
        {
         if (Bezubitok!=0 && OrderOpenPrice()-Ask>=Bezubitok*Point && OrderStopLoss()>OrderOpenPrice())
          {OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-1*Point,OrderTakeProfit(),0,CLR_NONE);}
         if (OrderStopLoss()-Ask>=(TStOp+TStEp)*Point)
          {OrderModify(OrderTicket(),OrderOpenPrice(),Ask+TStOp*Point,OrderTakeProfit(),0,CLR_NONE);}
        }
      }
    }
 return(0);
}


void GetSignal(int i)
{
 int Counter,i1,value10,value11; 
 double value1,x1,x2,value2,value3; 
 double TrueCount,Range,AvgRange,MRO1,MRO2; 
 double Table_value2[150];
 
 SigUP=0; 
 SigDN=0; 
 value10=3+RISK*2; 
 x1=67+RISK; 
 x2=33-RISK; 
 value11=value10; 
 for (int n=99;n>=0;n--)
  { 
   Range=0.0; 
   AvgRange=0.0; 
   for(Counter=i+n; Counter<=i+n+9; Counter++) AvgRange=AvgRange+MathAbs(High[Counter]-Low[Counter]); 
   
   Range=AvgRange/10; 
   Counter=i+n; 
   TrueCount=0; 
   while (Counter<i+n+9 && TrueCount<1) 
    { 
     if (MathAbs(Open[Counter]-Close[Counter+1])>=Range*2.0) TrueCount=TrueCount+1; 
     Counter=Counter+1; 
    } 
   if (TrueCount>=1) {MRO1=Counter;} else {MRO1=-1;} 
   Counter=i+n; 
   TrueCount=0; 
   while (Counter<i+n+6 && TrueCount<1) 
    { 
     if (MathAbs(Close[Counter+3]-Close[Counter])>=Range*4.6) TrueCount=TrueCount+1; 
     Counter=Counter+1; 
    } 
   if (TrueCount>=1) {MRO2=Counter;} else {MRO2=-1;} 
   if (MRO1>-1) {value11=3;} else {value11=value10;} 
   if (MRO2>-1) {value11=4;} else {value11=value10;} 
   value2=100-MathAbs(iWPR(NULL,0,value11,i+n)); // PercentR(value11=9) 
   Table_value2[n+i]=value2;  
//   Print(n+i," ",Table_value2[n+i]);
  }
   if (value2<x2) 
    { 
     i1=1; 
     while (Table_value2[i+i1]>=x2 && Table_value2[i+i1]<=x1)
      {
//       Print("------------------ i+i1=",i+i1," ------Table_value2[i+i1]=",Table_value2[i+i1]);
       i1++;
      } 
     if (Table_value2[i+i1]>x1) {SigDN=1;}
    } 
   if (value2>x1) 
    { 
     i1=1; 
     while (Table_value2[i+i1]>=x2 && Table_value2[i+i1]<=x1){i1++;} 
     if (Table_value2[i+i1]<x2) {SigUP=1;} 
    } 
//   Print("SigUP=",SigUP," SigDN=",SigDN);   
 
 return(0);
}

void Check4Close()
{
 int j=OrdersTotal();
 for (int i=j;i>=0;i--)
  {
   OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
   if (Symbol()==OrderSymbol() && magic==OrderMagicNumber())
    if (OrderType()==OP_BUY && SigDN==1)
     OrderClose(OrderTicket(),OrderLots(),Bid,3,CLR_NONE);
    if (OrderType()==OP_SELL && SigUP==1)
     OrderClose(OrderTicket(),OrderLots(),Ask,3,CLR_NONE);
  }
 return(0);
}

void start()
{
 if (Tral) Tral();
 if (Bars==CBars) {return(2);}
 GetSignal(0);
// Check4Close();
 if (MM) RLots=LotsOptimized(); else RLots=Lots;
 if (SigUP==1) OrderSend(Symbol(),OP_BUY,RLots,Ask,3,Ask-SL*Point,Ask+TP*Point,"e-ASCTrend",magic,0,Green);
 if (SigDN==1) OrderSend(Symbol(),OP_SELL,RLots,Bid,3,Bid+SL*Point,Bid-TP*Point,"e-ASCTrend",magic,0,Red);
 CBars=Bars;
 return(0);
}



Sample





Analysis



Market Information Used:

Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Series array that contains close prices for each bar
Series array that contains open prices of each bar


Indicator Curves created:


Indicators Used:

Larry William percent range indicator


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 : 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

Request Backtest for e-ASCTrend


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