SynergyBasic2





//+------------------------------------------------------------------+
//|                                                  MACD Sample.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+

extern int        TakeProfit              = 999;
extern double     Lots                    = 0.1;
extern bool       TrailingStop            = true;
extern double     P_SARStep               = 0.02; 
extern double     P_SARMax                = 0.2; 
extern int        P_PACPer                = 5;
extern int        P_PACShift              = 0;
extern int        P_PACMode               = 2;
extern int        P_STDPer                = 5;
extern int        P_STDMin                = 5;
extern int        P_STDMax                = 20;
extern int        P_STDFMin               = 55;

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   int cnt, ticket, total;
// initial data checks
// it is important to make sure that the expert works with a normal
// chart and the user did not make any mistakes setting external 
// variables (Lots, StopLoss, TakeProfit, 
// TrailingStop) in our case, we check TakeProfit
// on a chart of less than 100 bars
   if(Bars<100)
     {
      Print("bars less than 100");
      return(0);  
     }
   if(TakeProfit<10)
     {
      Print("TakeProfit less than 10");
      return(0);  // check TakeProfit
     }
// to simplify the coding and speed up access
// data are put into internal variables

//  MA 5 Upper and Lower Channels are defined
 
    double PACUpp0 = iMA(NULL,0,P_PACPer,P_PACShift,P_PACMode,PRICE_HIGH,0);  //MA 5 PRICE_HIGH now
    double PACUpp1 = iMA(NULL,0,P_PACPer,P_PACShift,P_PACMode,PRICE_HIGH,1);  //MA 5 PRICE_HIGH 1 bar ago
    
    double PACLow0 = iMA(NULL,0,P_PACPer,P_PACShift,P_PACMode,PRICE_LOW,0);   //MA 5 PRICE_LOW now
    double PACLow1 = iMA(NULL,0,P_PACPer,P_PACShift,P_PACMode,PRICE_LOW,1);   //MA 5 PRICE_LOW 1 bar ago
    
//  Heiken Ashi Close     
    
    double haClose0 = (Open[0]+High[0]+Low[0]+Close[0])*(0.25);      //Heiken Ashi Close now
    double haClose1 = (Open[1]+High[1]+Low[1]+Close[1])*(0.25);      //Heiken Ashi Close 1 bar ago
//Print("HeikenAshi0 = ", haClose0);
//Print("HeikenAshi1 = ", haClose1);

//  Calculates the Parabolic Stop and Reverse system

    double PSAR0       = iSAR(NULL,0,P_SARStep,P_SARMax,0);    
    double PSAR1       = iSAR(NULL,0,P_SARStep,P_SARMax,1); 

//  MA 2 Linear weighted - weighted Close

    double MAV0        = iMA (NULL,0,2,0,MODE_LWMA,PRICE_WEIGHTED,0);   //MA 2 Linear weighted - weighted Close.  now
    double MAV1        = iMA (NULL,0,2,0,MODE_LWMA,PRICE_WEIGHTED,1);   //MA 2 Linear weighted - weighted Close.  1 bar ago
//Print("MoveAve0 = ", MAV0);
//Print("MoveAve1 = ", MAV1);

//  Setting up an RSI array in Reverse Order

      double RSI[];
      ArrayResize(RSI,35);
      ArraySetAsSeries(RSI,true);
      for(int i=0; i<=34; i++)
      {
           RSI[i] = (iRSI(NULL,0,13,PRICE_CLOSE,i)); 
      }

       double Green0 = iMAOnArray(RSI,0,2,0,MODE_SMA,0);
       double Green1 = iMAOnArray(RSI,0,2,0,MODE_SMA,1);
//Print("Green0 = ",Green0);

       double Red0   = iMAOnArray(RSI,0,7,0,MODE_SMA,0);
       double Red1   = iMAOnArray(RSI,0,7,0,MODE_SMA,1);
//Print("Red0 = ",Red0);

       double Yellow0  = iMAOnArray(RSI,0,26,0,MODE_SMA,0);
//       double Yellow1  = iMAOnArray(RSI,0,26,0,MODE_SMA,1);
//Print("Yellow0 = ",Yellow0);
      double BlueUpp0 = iBandsOnArray(RSI,0,34,1.6185,0,MODE_UPPER,0);  
      double BlueUpp1 = iBandsOnArray(RSI,0,34,1.6185,0,MODE_UPPER,1);  
      double BlueLow0 = iBandsOnArray(RSI,0,34,1.6185,0,MODE_LOWER,0);  
      double BlueLow1 = iBandsOnArray(RSI,0,34,1.6185,0,MODE_LOWER,1);
//Print("Band0 = ",Band0);

      double Force[];
      ArrayResize(Force,14);
      ArraySetAsSeries(Force,true);
      for(int k=0; k<=13; k++)
      {
         Force[k]= (iForce(NULL,0,13,MODE_SMMA,PRICE_TYPICAL,k));
      }
       double FFast0 = iMAOnArray(Force,0,3,0,MODE_EMA,0);
       double FFast1 = iMAOnArray(Force,0,3,0,MODE_EMA,1);
       double FSlow0 = iMAOnArray(Force,0,13,0,MODE_EMA,0);
       double FSlow1 = iMAOnArray(Force,0,13,0,MODE_EMA,1);
       double STDF0 =  iStdDevOnArray(Force,0,13,0,MODE_EMA,0);
       double STDF1 =  iStdDevOnArray(Force,0,13,0,MODE_EMA,1);
//Print("STDF0 = ",STDF0);

       double STD0 = iStdDev(NULL,0,P_STDPer,0,MODE_LWMA,PRICE_WEIGHTED,0);
       double STD1 = iStdDev(NULL,0,P_STDPer,0,MODE_LWMA,PRICE_WEIGHTED,1);

    
   total=OrdersTotal();
   if(total<1) 
     {
      // no opened orders identified
      if(AccountFreeMargin()<(1000*Lots))
        {
         Print("We have no money. Free Margin = ", AccountFreeMargin());
         return(0);  
        }
      // check for long position (BUY) possibility
      // Entry-Rules for LONG positions:
      // 1. haClose > upper PAC moving average AND
      // 2. PAC moving average trending up AND
      // 3. TDI: RSI (green line) > 50 and TSL (red line) and MBL (yellow line) AND
      // 4. TDI: RSI (green line) < 68
//          ignore >50 <68, add Force, Standard Deviation and Parabolic SAR confirmation
      if(
//----------------------Price Action Channel Breakout----------------------
                  haClose0 >  PACUpp0
               && haClose0 >  haClose1
               && PACUpp0  >  PACUpp1
//----------------------Relative Strength Index------------------------
               && Green0   >  Green1
               && Green0   >= Red0
               && Red0     >= Red1
               && Green0   >= Yellow0
//               && Yellow0  >= Yellow1
//----------------------Parabolic SAR and Moving Average---------------------
               && PSAR0    <  MAV0
//----------------------Force Index------------------------
               && FFast0     >  FFast1    
               && FFast0     >  FSlow0    
               && FSlow0     >  FSlow1
//----------------------Standard Deviation------------------------
               && STDF0   >  STDF1
               && STDF0   >  (P_STDFMin*Point)
               && STD0   >  STD1
               && STD0   >  (P_STDMin*Point)
               && STD0   <  (P_STDMax*Point)
        )
        
        {
         ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,Ask+TakeProfit*Point,"macd sample",16384,0,Green);
         if(ticket>0)
           {
            if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("BUY order opened : ",OrderOpenPrice());
           }
         else Print("Error opening BUY order : ",GetLastError()); 
         return(0); 
        }
      // check for short position (SELL) possibility
      // Entry-Rules for SHORT positions:
      // 1. haClose < lower PAC moving average AND
      // 2. PAC moving average trending down AND
      // 3. TDI: RSI (green line) < 50 and TSL (red line) and MBL (yellow line) AND
      // 4. TDI: RSI (green line) > 32 
//          ignore <50 >32, add Force, Standard Deviation and Parabolic SAR confirmation

      if(
//----------------------Price Action Channel Breakout----------------------
                  haClose0 <  PACLow0
               && haClose0 <  haClose1
               && PACLow0  <  PACLow1
//----------------------Relative Strength Index------------------------
               && Green0   <  Green1
               && Green0   <= Red0
               && Red0     <= Red1
               && Green0   <= Yellow0
//               && Yellow0  <= Yellow1
//----------------------Parabolic SAR and Moving Average---------------------
               && PSAR0    >  MAV0
//----------------------Force Index------------------------
               && FFast0     <  FFast1    
               && FFast0     <  FSlow0    
               && FSlow0     <  FSlow1
//----------------------Standard Deviation------------------------
               && STDF0   >  STDF1
               && STDF0   >  (P_STDFMin*Point)
               && STD0   >  STD1
               && STD0   >  (P_STDMin*Point)
               && STD0   <  (P_STDMax*Point)
         )
        {
         ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,Bid-TakeProfit*Point,"macd sample",16384,0,Red);
         if(ticket>0)
           {
            if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("SELL order opened : ",OrderOpenPrice());
           }
         else Print("Error opening SELL order : ",GetLastError()); 
         return(0); 
        }
      return(0);
     }
   // it is important to enter the market correctly, 
   // but it is more important to exit it correctly...   
   for(cnt=0;cnt<total;cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(OrderType()<=OP_SELL &&   // check for opened position 
         OrderSymbol()==Symbol()  && // check for symbol
         OrderTicket() == ticket)
        {
         if(OrderType()==OP_BUY)   // long position is opened
           {
            // should it be closed?
            // Exit-Rules for LONG positions:
            // 1. Positive bar is much shorter than the previous bar or changes to a negative bar at close OR
            // 2. Bar closes inside the channel OR
            // 3. TDI: RSI (green line) crosses back below the RSL (red line) AND
            // 4. TDI: RSI > 68 AND
            // 5. TDI: RSI crosses back below the upper volatility band to the downside.
            // replace condition 4 by change of direction of Force moving averages
            // add Parabolic SAR exit instead of stop loss.
            if(
                (   PSAR1 <  MAV1
                 && PSAR0 >  MAV0
                )
                || (
                  Green0   <  Green1
               && Green0   <= Red0
               && Green0   <= BlueUpp0
               && haClose0  <=  PACUpp0
               && haClose0   <  haClose1
               && FFast0  < FFast1
               && FFast0  < FSlow0
               && STD0   <  STD1
                  )
               )
                {
                 OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
                 return(0); // exit
                }
            // check for trailing stop TS HANDLED BY PSAR
            if(TrailingStop==true)  
//              {                 
//               if(Bid-OrderOpenPrice()>Point*TrailingStop)
//                 {
//                  if(OrderStopLoss()<Bid-Point*TrailingStop)
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),PSAR0,OrderTakeProfit(),0,Green);
                     return(0);
                    }
//                 }
//              }
           }
         else // go to short position
           {
            // should it be closed?
            // Exit-Rules for SHORT positions:
            // 1. Negative bar is much shorter than the previous bar or changes to a positive bar at close OR
            // 2. Bar closes inside the channel OR
            // 3. TDI: RSI (green line) crosses back above the RSL (red line) AND
            // 4. TDI: RSI < 32 AND
            // 5. TDI: RSI crosses back above the lower volatility band to the upside.
            // replace condition 4 by change of direction of Force moving averages
            // add Parabolic SAR exit instead of stop loss.
            if( 
                (   PSAR1 >  MAV1
                 && PSAR0 <  MAV0
                )
                || (
                  Green0   >  Green1
               && Green0   >= Red0
               && Green0   >= BlueLow0
               && haClose0  >=  PACLow0
               && haClose0  >  haClose1
               && FFast0  > FFast1
               && FFast0  > FSlow0
               && STD0   <  STD1
                  )
               )
              {
               OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
               return(0); // exit
              }
            // check for trailing stop TS HANDLED BY PSAR
            if(TrailingStop==true)  
//              {                 
//               if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
//                 {
//                  if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),PSAR0,OrderTakeProfit(),0,Red);
                     return(0);
                    }
//                 }
//              }
           }
        }
     }
   return(0);
  }
// the end.



Sample





Analysis



Market Information Used:

Series array that contains close prices for 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


Indicator Curves created:


Indicators Used:

Moving average indicator
Parabolic Stop and Reverse system
Relative strength index
Force index
Standard Deviation 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:0.00 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

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.00 Total Net Profit:10.72

Request Backtest for SynergyBasic2


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