Hans123Trader_v7_2hour





//+------------------------------------------------------------------+
//|                                                Hans123Trader v7  |
//+------------------------------------------------------------------+
#include <stdlib.mqh>

#property copyright   "hans123"
#property link        "http://www.strategybuilderfx.com/forums/showthread.php?t=15439"
// programmed by fukinagashi

extern int BeginSession1=6;
extern int EndSession1=10;
extern int BeginSession2=10;
extern int EndSession2=14;
extern double Lots = 0.1;
extern int PipsForEntry= 5;

extern int LocalTimeZone= 1;
extern int DestTimeZone= 1;

extern int ClsOnlUnprTX=1; // 1 = yes / 0 = no
extern int ProtectYourInvestments=0; // 1 = yes / 0 = no
extern int Type_TS_Calc=1; // 1 - classic / 2 - ATR / 3 - HalfVotality
extern double FactorTSCalculation = 0.5;

extern double TrailingStop = 40;
extern double TakeProfit = 120;
extern double InitialStopLoss=50;

datetime bartime = 0;
double Slippage=3;


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
   {
   int cnt, ticket, err, i, j;
   int MagicNumber;
   double ts, tp, sl, LowestPrice, HighestPrice, Price;
   bool Order[5];
   string setup;
   datetime Validity=0;
   
   int TimeZoneDiff= LocalTimeZone - DestTimeZone;   

	MagicNumber = func_Symbol2Val(Symbol())*100; 

   setup="H123v7_" + Symbol();

   if (bartime == Time[0]) {
      return(0);
   } else {
      bartime = Time[0]; 
   }



/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// MODIFICATIONS ON OPEN ORDERS   ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////


   for(cnt=OrdersTotal();cnt>=0;cnt--)
   {
      if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES)) {
      err = GetLastError();
  		if (err>1) { Print("Error selecting order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
      
      if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && (OrderMagicNumber()==(MagicNumber+1) || OrderMagicNumber()==(MagicNumber+3))) {
      	if(TimeDay(OrderOpenTime())!=TimeDay(Time[0])) {
            if (ClsOnlUnprTX==1) {
               if(Bid-OrderOpenPrice()<Point*TrailingStop) {
                  OrderClose(OrderTicket(), Lots, Bid, 3, Red);
               }  
            } else {
         		 OrderClose(OrderTicket(), Lots, Bid, 3, Red);
         	}
            err = GetLastError();
      		if (err>1) { Print("Error closing buy order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
			} else if (TrailingStop>0) {
			   if (ProtectYourInvestments==1 && Bid-OrderOpenPrice()>Point*TrailingStop) {
			      ts = OrderOpenPrice();
			   } else {
			      if (Type_TS_Calc==1) {
                  ts = Bid-(Point*TrailingStop);
               } else if (Type_TS_Calc==2) {
                  ts = Low[0] - FactorTSCalculation * iATR(NULL,0,14,0);
               } else if (Type_TS_Calc==3) {
                  ts = Low[0] - (FactorTSCalculation *(High[0]-Low[0]));
               }
				}
				if (OrderStopLoss()<ts && Bid-OrderOpenPrice()>Point*TrailingStop) OrderModify(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,White);
            err = GetLastError();
      		if (err>1) { Print("Error modifying buy order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
			}
      } else if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && (OrderMagicNumber()==(MagicNumber+2) || OrderMagicNumber()==(MagicNumber+4))) {
      	if(TimeDay(OrderOpenTime())!=TimeDay(Time[0])) {
            if (ClsOnlUnprTX==1) {
               if((OrderOpenPrice()-Ask)<(Point*TrailingStop)) {
                  OrderClose(OrderTicket(), Lots, Ask, 3, Red);
               }
            } else {
         		 OrderClose(OrderTicket(), Lots, Ask, 3, Red);
         	}
            err = GetLastError();
      		if (err>1) { Print("Error closing Sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
			} else if (TrailingStop>0) {	
			   if (ProtectYourInvestments==1 && (OrderOpenPrice()-Ask)>(Point*TrailingStop)) {
			      ts = OrderOpenPrice();
			   } else {
			      if (Type_TS_Calc==1) {
                  ts = Ask+(Point*TrailingStop);
               } else if (Type_TS_Calc==2) {
                  ts = High[0] + FactorTSCalculation * iATR(NULL,0,14,0);
               } else if (Type_TS_Calc==3) {
                  ts = High[0] + (FactorTSCalculation *(High[0]-Low[0]));
               }
				}

				if (OrderStopLoss()>ts && (OrderOpenPrice()-Ask)>(Point*TrailingStop)) OrderModify(OrderTicket(),OrderOpenPrice(),ts,OrderTakeProfit(),0,White);
            err = GetLastError();
      		if (err>1) { Print("Error modifyin sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
			}
		}
		}
	}
			

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// SETTING ORDERS                 ////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
   if(AccountFreeMargin()<(1000*Lots)) return(0);  
   
	Validity=StrToTime(TimeYear(Time[0]) + "." + TimeMonth(Time[0]) + "." + TimeDay(Time[0]) + " 19:29")+(TimeZoneDiff*3600);

	
	for(i=1;i<5;i++) { Order[i]=false; }
	
   for(cnt=OrdersTotal();cnt>=0;cnt--) {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
		
		err = GetLastError();
      
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+1)) {
      	Order[1]=true;
      } else if (OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+2)) {
      	Order[2]=true;
      } else if (OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+3)) {
      	Order[3]=true;
      } else if (OrderSymbol()==Symbol() && OrderMagicNumber()==(MagicNumber+4)) {
      	Order[4]=true;
      }
	}      	
	
	
	if (TimeHour(Time[0])==EndSession1+TimeZoneDiff && TimeMinute(Time[0])==0) {
		
		LowestPrice=Low[Lowest(NULL, 0, MODE_LOW, 120/Period(), 0)];
		HighestPrice=High[Highest(NULL, 0, MODE_HIGH, 120/Period(), 0)];
		
		Print("Determine Low: " + LowestPrice + " and High: " + HighestPrice + " for timephase " + TimeToStr(Time[240/Period()]) + " - " + TimeToStr(Time[0]));
		
		Price = HighestPrice+PipsForEntry*Point;
		
   	if (TakeProfit>0) {  tp=Price+TakeProfit*Point;
		} else { 				tp=0; }
	
		if (InitialStopLoss>0) { 	
         if((Price-InitialStopLoss*Point)<LowestPrice) { 
            sl = LowestPrice;
         } else {                                        
            sl = Price-InitialStopLoss*Point;
         }
		} else { 						sl=0; }

		if (!Order[1]) ticket=OrderSendExtended(Symbol(),OP_BUYSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+1),Validity,Green);
      	   
		err = GetLastError();
		
		if (err==130) {
         ticket=OrderSendExtended(Symbol(),OP_BUY,Lots,Bid,Slippage,sl,tp,setup,(MagicNumber+1),0,Green);
      } else if (err>1) { Print("Error setting buy order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
      
  		Price = LowestPrice-PipsForEntry*Point;

   	if (TakeProfit>0) {  tp=Price-TakeProfit*Point;
		} else { 				tp=0; }
		if (InitialStopLoss>0) { 	
         if((Price+InitialStopLoss*Point)>HighestPrice) { 
            sl = HighestPrice;
         } else {                                         
            sl = Price+InitialStopLoss*Point;
         }
		} else { 						sl=0; }


		if (!Order[2]) ticket=OrderSendExtended(Symbol(),OP_SELLSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+2),Validity,Green); 
		err = GetLastError();
		
		if (err==130) {
         ticket=OrderSendExtended(Symbol(),OP_SELL,Lots,Bid,Slippage,sl,tp,setup,(MagicNumber+1),0,Green);
      } else if (err>1) { Print("Error setting sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
	}
	
	if (TimeHour(Time[0])==EndSession2+TimeZoneDiff && TimeMinute(Time[0])==0) {

		LowestPrice=Low[Lowest(NULL, 0, MODE_LOW, 120/Period(), 0)];
		HighestPrice=High[Highest(NULL, 0, MODE_HIGH, 120/Period(), 0)];
		
		Print("Determine Low: " + LowestPrice + " and High: " + HighestPrice + " for timephase " + TimeToStr(Time[240/Period()]) + " - " + TimeToStr(Time[0]));

		Price = HighestPrice+PipsForEntry*Point;

   	if (TakeProfit>0) {  tp=Price+TakeProfit*Point;
		} else { 				tp=0; }
	
		if (InitialStopLoss>0) { 	
         if((Price-InitialStopLoss*Point)<LowestPrice) { 
            sl = LowestPrice;
         } else {                                        
            sl = Price-InitialStopLoss*Point;
         }
		} else { 						sl=0; }

		if (!Order[3]) ticket=OrderSendExtended(Symbol(),OP_BUYSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+3),Validity,Green); 

		err = GetLastError();
		
		if (err==130) {
         ticket=OrderSendExtended(Symbol(),OP_BUY,Lots,Ask,Slippage,sl,tp,setup,(MagicNumber+1),0,Green);
      } else if (err>1) { Print("Error setting buy order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }

  		Price = LowestPrice-PipsForEntry*Point;

   	if (TakeProfit>0) {  tp=Price-TakeProfit*Point;
		} else { 				tp=0; }
		if (InitialStopLoss>0) { 	
         if((Price+InitialStopLoss*Point)>HighestPrice) { 
            sl = HighestPrice;
         } else {                                         
            sl = Price+InitialStopLoss*Point;
         }
		} else { 						sl=0; }

		if (!Order[4]) ticket=OrderSendExtended(Symbol(),OP_SELLSTOP,Lots,Price,Slippage,sl,tp,setup,(MagicNumber+2),Validity,Green); 

		err = GetLastError();
		
		if (err==130) {
         ticket=OrderSendExtended(Symbol(),OP_SELL,Lots,Bid,Slippage,sl,tp,setup,(MagicNumber+1),0,Green);
      } else if (err>1) { Print("Error setting sell order [" + setup + "]: (" + err + ") " + ErrorDescription(err)); }
	}
}

/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
///////////////// DIVERSE SUBROUTINES   /////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////

int func_Symbol2Val(string symbol) {
	if(symbol=="AUDUSD") {	return(01);

	} else if(symbol=="CHFJPY") {	return(02);

	} else if(symbol=="EURAUD") {	return(10);
	} else if(symbol=="EURCAD") {	return(11);
	} else if(symbol=="EURCHF") {	return(12);
	} else if(symbol=="EURGBP") {	return(13);
	} else if(symbol=="EURJPY") {	return(14);
	} else if(symbol=="EURUSD") {	return(15);

	} else if(symbol=="GBPCHF") {	return(20);
	} else if(symbol=="GBPJPY") {	return(21);
	} else if(symbol=="GBPUSD") { return(22);


	} else if(symbol=="USDCAD") {	return(40);
	} else if(symbol=="USDCHF") {	return(41);
	} else if(symbol=="USDJPY") {	return(42);


	} else if(symbol=="GOLD") {	return(90);
	} else {	Comment("unexpected Symbol"); return(0);
	}
}

int OrderSendExtended(string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment, int magic, datetime expiration=0, color arrow_color=CLR_NONE) {
   datetime OldCurTime;
   int timeout=30;
   int ticket;
   
   if (!IsTesting()) {
      MathSrand(LocalTime());
      Sleep(MathRand());
   }

   OldCurTime=CurTime();
   while (GlobalVariableCheck("InTrade") && !IsTradeAllowed()) {
      if(OldCurTime+timeout<=CurTime()) {
         Print("Error in OrderSendExtended(): Timeout encountered");
         return(0); 
      }
      Sleep(1000);
   }
     
   GlobalVariableSet("InTrade", CurTime());  // set lock indicator
   ticket = OrderSend(symbol, cmd, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color);
   GlobalVariableDel("InTrade");   // clear lock indicator
   return(ticket);
}





Sample





Analysis



Market Information Used:

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


Indicator Curves created:


Indicators Used:

Indicator of the average true range


Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders

It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached

Other Features:

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.97 Total Net Profit:-15.70

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:1.35 Total Net Profit:103.20

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:0.42 Total Net Profit:-266.70

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:1.04 Total Net Profit:9.15

Request Backtest for Hans123Trader_v7_2hour


From : (yyyy/mm/dd) To: (yyyy/mm/dd)

Pair: Period: