Emily_v8





//|                                       Copyright  2007, Cocoracas |
//|                                         http://www.algunaweb.com |
//+------------------------------------------------------------------+
#property copyright "Copyright  2007, Cocoracas"
#property link      "http://www.algunaweb.com"

int      MaxTrades = 4;
int      Pips = 5;
double   TakeProfit = 40;
double   TrailingStop = 10;
double   InitialStop = 0;
extern string Note1 = "TF 15M";
int   MACDTimeFrame = 0;
int      SecureProfit = 5;
int      AccountProtection = 1;
int      OrdersToProtect = 3;
int      ReverseCondition = 0;
double   FirstOrderLots=0.1;
int      OrdersOpened = 0;
int      cnt = 0;
double   lots = 0.1;
int      slippage = 5;
double   stoploss = 0;
double   takeprofit = 0;
double   bprice = 0;
double   sprice = 0;
double   lotsi = 0;
int      type = 0;
int      state = 0;
bool     EnableTrading = true;
bool     allowtrade = false;
double   openprice = 0;
int      PreviousOrders = 0;
double   Profit = 0;
int      LastTicket = 0;
int      LastType = 0;
double   LastClosePrice = 0;
double   LastLots = 0;
double   PipValue = 0;
string   text2 = "";
string   text = "";
double   lotstmp;
double trade;
double trade1;
int trendtype;
double perdida = 0;
double balance;
double lastbalance = 0;
double curbalance = 0;


//---- input parameters
int RSIOMA          = 5;//Original 14
int RSIOMA_MODE     = MODE_EMA;
int RSIOMA_PRICE    = PRICE_CLOSE;

int Ma_RSIOMA       = 13,/*Original 21*/
    Ma_RSIOMA_MODE  = MODE_EMA;

int BuyTrigger      = 80;
int SellTrigger     = 20;


int MainTrendLong   = 50;
int MainTrendShort  = 50;
double RSIBuffer[];
double PosBuffer[];
double NegBuffer[];

double bdn[],bup[];
double sdn[],sup[];

double marsioma[];


//---- buffers

string short_name;
double rel,rel1,negative,positive;
int i;
//+------------------------------------------------------------------+

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

int init()
{
 

  return(0);
}

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

int deinit()
{

  return(0);
}

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

int start()
{

if (AccountBalance()>curbalance)
curbalance=lastbalance;


double macd = iMACD(NULL,0,5,13,1,PRICE_CLOSE,MODE_MAIN,0);

  int    counted_bars=IndicatorCounted();
   double rel,rel1,negative,positive;
   
//----
   if(Bars<=RSIOMA) return(0);
//---- initial zero
   if(counted_bars<1)
      for(i=1;i<=RSIOMA;i++) RSIBuffer[Bars-i]=0.0;
//----
   i=Bars-RSIOMA-1;
   int ma = i;
   if(counted_bars>=RSIOMA) i=Bars-counted_bars-1;
   while(i>=0)
     {
      double sumn=0.0,sump=0.0;
      if(i==Bars-RSIOMA-1)
        {
         int k=Bars-2;
         //---- initial accumulation
         while(k>=i)
           {
            
            double cma = iMA(Symbol(),0,RSIOMA,0,RSIOMA_MODE,RSIOMA_PRICE,k);
            double pma = iMA(Symbol(),0,RSIOMA,0,RSIOMA_MODE,RSIOMA_PRICE,k+1);
            
            rel=cma-pma;
            
            if(rel>0) sump+=rel;
            else      sumn-=rel;
            k--;
           }
         positive=sump/RSIOMA;
         negative=sumn/RSIOMA;
        }
      else
        {
         //---- smoothed moving average
         double ccma = iMA(Symbol(),0,RSIOMA,0,RSIOMA_MODE,RSIOMA_PRICE,i);
         double ppma = iMA(Symbol(),0,RSIOMA,0,RSIOMA_MODE,RSIOMA_PRICE,i+1);
            
         rel=ccma-ppma;
         
         if(rel>0) sump=rel;
         else      sumn=-rel;
         positive=(PosBuffer[i+1]*(RSIOMA-1)+sump)/RSIOMA;
         negative=(NegBuffer[i+1]*(RSIOMA-1)+sumn)/RSIOMA;
        }
         //    Comment(rel);
      PosBuffer[i]=positive;
      NegBuffer[i]=negative;
      if(negative==0.0) RSIBuffer[i]=0.0;
      else
      {
          RSIBuffer[i]=100.0-100.0/(1+positive/negative);
          
          bdn[i] = 0;
          bup[i] = 0;
          sdn[i] = 0;
          sup[i] = 0;
          
          if(RSIBuffer[i]>MainTrendLong)
          bup[i] = -10;
          
          if(RSIBuffer[i]<MainTrendShort)
          bdn[i] = -10;
          
          if(RSIBuffer[i]<20 && RSIBuffer[i]>RSIBuffer[i+1])
          sup[i] = -10;
          
          if(RSIBuffer[i]>80 && RSIBuffer[i]<RSIBuffer[i+1])
          sdn[i] = -10;
            
          
      }    
      i--;
     }
     
     while(ma>=0)
     {
         marsioma[ma] = iMAOnArray(RSIBuffer,0,Ma_RSIOMA,0,Ma_RSIOMA_MODE,ma); 
         ma--;
     }    



//Comment(rel);
if (OrdersTotal()==0)
balance = AccountBalance();

if (lastbalance < curbalance)
FirstOrderLots = AccountBalance()/200;
else
FirstOrderLots = AccountBalance()/4000;

lotsi = FirstOrderLots;
if (lotsi > 50.0) lotsi = 50;
if (lotsi<0.01) lotsi=0.01;
string tripo;
if (rel > 0 && macd > 0) tripo = "compra";
if (rel < 0 && macd < 0) tripo = "vende";
OrdersOpened = 0;
Comment("lastbalance  =  ",lastbalance,"\ncurbalance  =  ",curbalance);
//Comment("Tipo de Operacin = ",tripo," Beneficio = ",OrderProfit(),"\nSi haces las operaciones manualmente, no inviertas en la primera operacin ms de ; ",AccountBalance()/4000,"  Lotes");
for (cnt = 0; cnt < OrdersTotal(); cnt++)
{
 OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
 if (OrderSymbol() == Symbol()) OrdersOpened++;
}

PipValue=MarketInfo(Symbol(),MODE_TICKVALUE); 
if (PipValue == 0.0) PipValue = 5;

if (PreviousOrders > OrdersOpened)
   {
   for (cnt = OrdersTotal(); cnt >= 0; cnt--)
      {
      OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
      type = OrderType();
      if (OrderSymbol() == Symbol())
         {
         if (type == OP_BUY)  OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,Blue);lastbalance = AccountBalance();
         if (type == OP_SELL) OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,Red);lastbalance = AccountBalance();
         //return(0);
         }
      }
   }

PreviousOrders = OrdersOpened;
if (OrdersOpened >= MaxTrades) EnableTrading = false; else EnableTrading = true;

if (openprice == 0.0)
   {
   for (cnt = 0; cnt < OrdersTotal(); cnt++)
      {
      OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
      type = OrderType();
      if (OrderSymbol() == Symbol())
         {
         openprice = OrderOpenPrice();
         if (type == OP_BUY)  state = 2;
         if (type == OP_SELL) state = 1;
         }
      }
   }
//double ma34 = iMA(NULL,PERIOD_M1,2,0,MODE_EMA,PRICE_CLOSE,0);
//double ma89 = iMA(NULL,PERIOD_M1,5,0,MODE_EMA,PRICE_CLOSE,0);
//double sarCurrent          = iSAR(NULL,PERIOD_M5,0.009,0.2,0);
//double sarPrevious         = iSAR(NULL,PERIOD_M5,0.009,0.2,1);

if (OrdersOpened < 1)
   {
   state = 3;
   if (rel > 0 && macd > 0) state = 2;
   if (rel < 0 && macd < 0) state = 1;
   if (ReverseCondition == 1)
      {
      if (state == 1)
         {
         state = 2;
         }
            else
         {
         if (state == 2)
            {
            state = 1;
            }
         }
      }
   }

for (cnt = OrdersTotal(); cnt >= 0; cnt--)
   {
   OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
   if (OrderSymbol() == Symbol())
      {
      if (OrderType() == OP_SELL)
         {
         if (TrailingStop > 0.0)
            {
            if (OrderOpenPrice() - Ask >= (TrailingStop + (Pips - 3)) * Point)
               {
               if (OrderStopLoss() > Ask + Point * TrailingStop)
                  {
                  OrderModify(OrderTicket(),OrderOpenPrice(),Ask + Point * TrailingStop,OrderClosePrice() - TakeProfit * Point - TrailingStop * Point,800,Purple);
                  return(0);
                  }
               }
            }
         }
      if (OrderType() == OP_BUY)
         {
         if (TrailingStop > 0.0)
            {
            if (Bid - OrderOpenPrice() >= (TrailingStop + (Pips - 3)) * Point)
               {
               if (OrderStopLoss() < Bid - Point * TrailingStop)
                  {
                  OrderModify(OrderTicket(),OrderOpenPrice(),Bid - Point * TrailingStop,OrderClosePrice() + TakeProfit * Point + TrailingStop * Point,800,Yellow);
                  return(0);
                  }
               }
            }
         }
      }
   }

Profit = 0;
LastTicket = 0;
LastType = 0;
LastClosePrice = 0;
LastLots = 0;

for (cnt = 0; cnt < OrdersTotal(); cnt++)
   {
   OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
   if (OrderSymbol() == Symbol())
      {
      LastTicket = OrderTicket();
      if (OrderType() == OP_BUY)  LastType = 0;
      if (OrderType() == OP_SELL) LastType = 1;
      LastClosePrice = OrderClosePrice();
      LastLots = OrderLots();
      if (LastType == 0)
         {
         if (OrderClosePrice() < OrderOpenPrice()) Profit -= (OrderOpenPrice() - OrderClosePrice()) * OrderLots() / Point;
         if (OrderClosePrice() > OrderOpenPrice()) Profit += (OrderClosePrice() - OrderOpenPrice()) * OrderLots() / Point;
         }
      if (LastType == 1)
         {
         if (OrderClosePrice() > OrderOpenPrice()) Profit -= (OrderClosePrice() - OrderOpenPrice()) * OrderLots() / Point;
         if (OrderClosePrice() < OrderOpenPrice()) Profit += (OrderOpenPrice() - OrderClosePrice()) * OrderLots() / Point;
         }
      }
   }

Profit = Profit * PipValue;
text = "Profit: $" + DoubleToStr(Profit,2) + " +/-";

if ((OrdersOpened >= 3))
   {
   if (AccountEquity()/AccountBalance()>=1)
      {
      OrderClose(LastTicket,LastLots,LastClosePrice,slippage,Yellow);
      EnableTrading = false;
      return(0);
      }
 }
if ((OrdersOpened >= 4))
   {
if (AccountEquity()/AccountBalance()<=0.90)
      {
      curbalance=AccountEquity();
      OrderClose(LastTicket,LastLots,LastClosePrice,slippage,Yellow);
      EnableTrading = false;
      return(0);
      }
      }

if (!IsTesting())
   {
   if (state == 3)
      text2 = "No conditions to open trades";
         else
      text2 = "                         ";
   }

if ((state == 1) && EnableTrading)
   {
   if ((Bid - openprice >= Pips * Point) || (OrdersOpened < 1))
      {
      sprice = Bid;
      openprice = 0;
      if (TakeProfit == 0.0)
         takeprofit = 0;
            else
         takeprofit = sprice - TakeProfit * Point;
      if (InitialStop == 0.0)
         stoploss = 0;
            else
         stoploss = sprice + InitialStop * Point;
      if (OrdersOpened != 0)
       {
         lots = lotsi;
         for (cnt = 1; cnt <= OrdersOpened; cnt++)
         {
          if (MaxTrades>12) { lots=NormalizeDouble(lots*3,2); }
			 else { lots=NormalizeDouble(lots*3,2); }
         }
       }
      else
       {
         lots = lotsi;
       }
    if (NewBar() == true) allowtrade=true;//is for one trade for each bar
    if (allowtrade)//entry
    {
      if (lots > 50.0) lots = 50;
      lastbalance = AccountBalance();
      OrderSend(Symbol(),OP_SELL,lots,sprice,slippage,stoploss,takeprofit,0,0,0,Red);
      allowtrade=false;
      return(0);
      }
      }
   }

if ((state == 2) && EnableTrading)
   {
   if ((openprice - Ask >= Pips * Point) || (OrdersOpened < 1))
      {
      bprice = Ask;
      openprice = 0;
      if (TakeProfit == 0.0) takeprofit = 0; else takeprofit = bprice + TakeProfit * Point;
      if (InitialStop == 0.0) stoploss = 0; else stoploss = bprice - InitialStop * Point;
      if (OrdersOpened != 0)
         {
         lots = lotsi;
         for (cnt = 1; cnt <= OrdersOpened; cnt++)
            {
          if (MaxTrades>12) { lots=NormalizeDouble(lots*3,2); }
			 else { lots=NormalizeDouble(lots*3,2); }
            }
         }
            else
         {
         lots = lotsi;
         }
    if (NewBar() == true) allowtrade=true;//is for one trade for each bar

    if (allowtrade)//entry
    {
    if (lots > 50.0) lots = 50;
      lastbalance = AccountBalance();
      OrderSend(Symbol(),OP_BUY,lots,bprice,slippage,stoploss,takeprofit,0,0,0,Blue);
      allowtrade=false;
      return(0);
      }
      }
   }
return(0);
}
bool NewBar()//is for one trade for each bar
{
   static datetime lastbar = 0;
   datetime curbar = Time[0];
   if(lastbar!=curbar)
   {
      lastbar=curbar;
      return (true);
   }
   else
   {
      return(false);
   }
}





Sample





Analysis



Market Information Used:

Series array that contains open time of each bar


Indicator Curves created:


Indicators Used:

MACD Histogram
Moving average indicator


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 2009-11-01 to 2009-11-30 Profit Factor:0.66 Total Net Profit:-211.68

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.00 Total Net Profit:-8738.15

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.43 Total Net Profit:-395.00

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.08 Total Net Profit:-8324.70

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.11 Total Net Profit:-9424.61

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:1.88 Total Net Profit:332.40

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.09 Total Net Profit:-8332.25

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:2.68 Total Net Profit:1202.78

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

Request Backtest for Emily_v8


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