SRDC_III_tester





//+--------------------------------------------------------------------+
//|                                                                    |
//|                                                  SRDC III v1.0.mq4 |
//|                                                       Skyline 2007 |
//|                                                    TIMEFRAME : M15 |
//+--------------------------------------------------------------------+
// Log Modifiche 
// v1.0 (22 Gen 2006) : Inizio progetto

#property copyright "Copyright © 2007, Skyline"
#include <stdlib.mqh>

//---- Definizione parametri esterni 
extern int     MagicNumber      = 123456;
extern bool    MM               = false;
extern double  FixedLOT         = 0.3;
extern int     Risk             = 2;
extern int     CloseALLOrdersAt = 17;   // Ora in cui vengono chiusi tutti gli ordini
extern int     TakeProfit       = 180;    // Takeprofit espresso in pips
extern int     StopLoss         = 40; 
extern bool    UseBoxAsStopLoss = false;
extern int     TrailingStop     = 15;
extern int     EntryType        = 1; // 1 = Entra al breakout del box, 2 = Entra dopo la candela di 1) e quando l'open è sopra(sotto) il box, 
                                     // 3 = Aspetta 1) e 2) con 2 completamente fuori dal box e poi entra all'open della successiva candela
extern int     StartTimeBox     = 0;
extern int     EndTimeBox       = 7;

//----- Definizione parametri interni 
int Slippage = 3;     // Massimo slippage consentito per piazzare un ordine

//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
   // Definizione Variabili
   double SL,Lots,TP,HighBox,LowBox;
   int    Ticket,Errore;
   datetime Inizio,Fine;
   int StartBar,EndBar;  
   
   // Chiude tutti gli ordini quando scadono le EOD 
   if (Hour()>=CloseALLOrdersAt)
   {
    ChiudeOrdiniAperti(CloseALLOrdersAt);
   }

   // Calcola Box 
   Inizio  = StrToTime(Year()+"."+Month()+"."+Day()+" "+StartTimeBox+":00");
   Fine    = StrToTime(Year()+"."+Month()+"."+Day()+" "+EndTimeBox+":00"); 
   StartBar = iBarShift(NULL,0,Inizio,true);
   EndBar   = iBarShift(NULL,0,Fine,true);
   HighBox  = High[iHighest(NULL,0,MODE_HIGH,StartBar-EndBar,EndBar+1)];
   LowBox   = Low[iLowest(NULL,0,MODE_LOW,StartBar-EndBar,EndBar+1)];
   
     
   // Calcola dimensione Lot in base all'Equity
   if (MM==true) Lots = CalcolaLot(Risk);
   else Lots = FixedLOT;
   
   // Commenti vari //
   Comment(
           "\nMax Lot allowed by actual broker = ",MarketInfo(Symbol(),MODE_MAXLOT),
           "\nMin Lot allowed by actual broker = ",MarketInfo(Symbol(),MODE_MINLOT),
           "\nHighBox = ",DoubleToStr(HighBox,Digits),
           "\nLowBox = ",DoubleToStr(LowBox,Digits)
          );
      
   int total = OrdersTotal();
   
   if(total<1 && Hour()<CloseALLOrdersAt) // al massimo 1 ordine
   {           
    // Controlla BUY Order
    if (
       (
        CheckBuyOrder()==0             && 
        OrdiniChiusiSullaCandela()==0  && 
        EntryType == 1                 &&
        Ask >= HighBox+(0.0003)                 &&
        Hour()>8                     
       )
       ||
       (
        CheckBuyOrder()==0             && 
        OrdiniChiusiSullaCandela()==0  && 
        EntryType == 2                 &&
        Low[1]<=HighBox                && High[1]>=HighBox &&
        Open[0] > HighBox              &&
        Hour()>8                   
       )
       ||
       (
        CheckBuyOrder()==0             && 
        OrdiniChiusiSullaCandela()==0  && 
        EntryType == 3                 && 
        Low[2]<=HighBox                && High[2]>=HighBox &&
        Low[1]>HighBox                 &&
        Open[0]>HighBox                &&
        Hour()>8                    
       )         
       )
     {
      if (UseBoxAsStopLoss == true) {SL = LowBox;}
      else { SL = Ask-StopLoss*Point; }
      if (TakeProfit == 0) TP = 0;
      else TP = Ask+TakeProfit*Point;
      Ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,"SRDC III BUY ORDER",MagicNumber,0,Blue);
      if(Ticket<0)
      {
       Errore=GetLastError();
       Print("error BUYSTOP (",Errore,") : ",ErrorDescription(Errore));
      }   
     } 
      
     // Controlla SELL Order
    if (
       (
        CheckSellOrder()==0            && 
        OrdiniChiusiSullaCandela()==0  && 
        EntryType == 1                 &&
        Bid <= LowBox-(0.0003)                  &&
        Hour()>8                     
       )
       ||
       (
        CheckSellOrder()==0            && 
        OrdiniChiusiSullaCandela()==0  && 
        EntryType == 2                 &&
        Low[1]<=LowBox                 && High[1]>=LowBox &&
        Open[0] < LowBox               &&
        Hour()>8                      
       )
       ||
       (
        CheckSellOrder()==0            && 
        OrdiniChiusiSullaCandela()==0  && 
        EntryType == 3                 && 
        Low[2]<=LowBox                 && High[2]>=LowBox &&
        Low[1]<LowBox                  &&
        Open[0]<LowBox                 &&
        Hour()>8                      
       )         
       )
     {
      if (UseBoxAsStopLoss == true) {SL = HighBox;}
      else { SL = Bid+StopLoss*Point; }
      if (TakeProfit == 0) TP = 0;
      else TP = Bid-TakeProfit*Point;  
      Ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,"SRDC III SELL ORDER",MagicNumber,0,Blue);
      if(Ticket<0)
      {
       Errore=GetLastError();
       Print("error SELLSTOP(",Errore,") : ",ErrorDescription(Errore));
      } 
     }    
    } // if (total<1)
    TrailingStop(); 
   return(0);
  }

// ===== Routine per controllare ordini BUY aperti =====
int CheckBuyOrder()
{ int i,Bought=0;
   for (i=0;i<OrdersTotal();i++)
   {
      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
      if(OrderType()==OP_BUY && OrderMagicNumber()==MagicNumber) Bought++;
   }
   return(Bought);
}

// ===== Routine per controllare ordini SELL aperti =====
int CheckSellOrder()
{ int i,Sold=0;
   for (i=0;i<OrdersTotal();i++)
   {
      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
      if(OrderType()==OP_SELL && OrderMagicNumber()==MagicNumber) Sold++;
   }
   return(Sold);
}

// ===== Routine per chiudere precedenti ordini aperti allo scadere di EOD =====

void ChiudeOrdiniAperti(int EndOfDay)
{int total,cnt;
 
 total = OrdersTotal();
 for(cnt=0;cnt<total;cnt++)
 {
  OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
  if (OrderMagicNumber()==MagicNumber)
  {
     if (OrderType() == OP_BUY)
     {
      OrderClose(OrderTicket(),OrderLots(), Bid, Slippage, LimeGreen);
     }
     if (OrderType() == OP_SELL)
     { 
      OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,Red);
     } 
  }  // if (OrderMagicNumber()==MagicNumber)
 }  // for  
}

// ===== Routine per evitare di aprire più ordini sulla stessa candela H1 =====
int OrdiniChiusiSullaCandela()
{int i;
 int OrdiniChiusi=0;
 int hstTotal=HistoryTotal();
 int Bar;
 for(i=0;i<hstTotal;i++)
 {
  //---- check selection result
  if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==true)
  {
   Bar = iBarShift(NULL,0,OrderCloseTime());   
   if (Time[Bar]==Time[0]) OrdiniChiusi++;
  } 
 }
 return(OrdiniChiusi);
}

// ===== Routine per il calcolo del Lot nel caso di Money Management =====
double CalcolaLot(int Rischio)
{
  double Lot=0;
  Lot=AccountEquity()* Rischio/100/1000;
  if( Lot>=0.1 )
  {
   Lot = NormalizeDouble(Lot,1); 
  }
  else Lot = NormalizeDouble(Lot,2);
  if (Lot > MarketInfo(Symbol(),MODE_MAXLOT)) { Lot = MarketInfo(Symbol(),MODE_MAXLOT); } // Max numero di Lot permessi dal broker  
  if (Lot < MarketInfo(Symbol(),MODE_MINLOT)) { Lot = MarketInfo(Symbol(),MODE_MINLOT); } // Min numero di Lot permessi dal broker  
 return(Lot);
}




// ===== Routine to handle the Trailing Stop automatically  =====
void TrailingStop()
{  int cnt,err;
   int total = OrdersTotal();
   for(cnt=0;cnt<total;cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
       if(OrderType()==OP_BUY && OrderMagicNumber()==MagicNumber)   // Long position is opened
           {
            // check for trailing stop
            if(TrailingStop>0)  
              {                 
               if(Bid-OrderOpenPrice()>Point*TrailingStop)
                 {
                  if(OrderStopLoss()<Bid-Point*TrailingStop)
                    {
                     if (OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green) == false)
                     {
                      err=GetLastError();
                      if (err>1) Print("error(",err,"): ",ErrorDescription(err));
                     }
                     else return(0);
                    }
                 }
               }
          } // if(OrderType()==OP_BUY)  
         if(OrderType()==OP_SELL && OrderMagicNumber()==MagicNumber)   // Short position is opened
           {
            // check for trailing stop
            if(TrailingStop>0)  
              {             
               if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
                 {
                  if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
                    {
                     if (OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red) == false)
                     {
                      err=GetLastError();
                      if (err>1) Print("error(",err,"): ",ErrorDescription(err));
                     }
                     else return(0);                     
                    }
                 }
               } // if(TrailingStop>0)  
           }// if(OrderType()==OP_BUY) 
     }  // for 
}









//+------------------------------------------------------------------+



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


Indicator Curves created:


Indicators Used:



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:0.00 Total Net Profit:0.00

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.64 Total Net Profit:-672.00

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 : USDCHF 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 SRDC_III_tester


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