fractalsusdjpy_190





//+-----------------------------------------------------------------------+
//|                                                          Fractals.mq4 |
//|                                           Copyright © 2005, PavMiGor. |
//|                                                    pavmigor@yandex.ru |
//+-----------------------------------------------------------------------+
#property copyright "Copyright © 2005, PavMiGor"
#property link      "pavmigor@yandex.ru"
//+-----------------------------------------------------------------------+
//| Âíåøíèå ïàðàìåòû                                                      |
//+-----------------------------------------------------------------------+
extern double   Lots=0.1;
extern int      MaxOrders=2, TrailingStop=24, LimitLoss=39, Step=20, PerADX=20;
extern double   MinADX=23;
datetime        TimeUp=0, TimeDown=0;
//+-----------------------------------------------------------------------+
//| Ïîåõàëè                                                               |
//+-----------------------------------------------------------------------+
int start()
   {
    int      i, total, NLong, NShot, Spread, Level, LotPrice, Leverage;
    double   FractalUp, FractalDown, DiPlus, DiMinus, ADX;
    double   StopLoss, TakeProfit, Price, MinLot, Ticket;
    datetime HalfLife, Life;
    Leverage=   100;
    HalfLife=   PerADX*3600;
    Spread=     MarketInfo(Symbol(),MODE_SPREAD);
    MinLot=     MarketInfo(Symbol(),MODE_MINLOT)/100;
    Level=      MarketInfo(Symbol(),MODE_STOPLEVEL);
    LotPrice=   MarketInfo(Symbol(),MODE_LOTSIZE)/Leverage;
    FractalUp=  iFractals(NULL,0,MODE_UPPER,3);
    FractalDown=iFractals(NULL,0,MODE_LOWER,3);
    DiPlus=     iADX(NULL,0,PerADX,PRICE_CLOSE,MODE_PLUSDI,0);
    DiMinus=    iADX(NULL,0,PerADX,PRICE_CLOSE,MODE_MINUSDI,0);
    ADX=        iADX(NULL,0,PerADX,PRICE_CLOSE,MODE_MAIN,0);
    if(Lots<MinLot || TrailingStop<Level || Step<Level) return(0);
//+-----------------------------------------------------------------------+
//| Êîíòðîëü ïîçèöèé                                                      |
//+-----------------------------------------------------------------------+
    total=OrdersTotal(); NLong=0; NShot=0;
    for(i=0;i<total;i++)
       {
        OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
        if(OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol()) NLong++;
        if(OrderType()==OP_BUY && OrderSymbol()==Symbol()) 
          {
           NLong++;
           if(OrderOpenTime()<Time[0])
             {
              if(Bid-OrderOpenPrice()>(TrailingStop+Step)*Point &&
                 OrderStopLoss()<Bid-(TrailingStop+Step)*Point)
                {
                 StopLoss=Bid-TrailingStop*Point;
                 OrderModify(OrderTicket(),OrderOpenPrice(),StopLoss,OrderTakeProfit(),0,Orange);
                 Sleep(10000); return(0);
                 }
              if(OrderTakeProfit()-Bid<=Step*Point)
                {
                 TakeProfit=Bid+2*Step*Point;
                 OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),TakeProfit,0,Lime);
                 Sleep(10000); return(0);
                 }
              }
           }
        if(OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol()) NShot++;
        if(OrderType()==OP_SELL && OrderSymbol()==Symbol())
          {
           NShot++;
           if(OrderOpenTime()<Time[0])
             {                 
              if(OrderOpenPrice()-Ask>(TrailingStop+Step)*Point &&
                 OrderStopLoss()>Ask+(TrailingStop+Step)*Point)
                {
                 StopLoss=Ask+TrailingStop*Point;
                 OrderModify(OrderTicket(),OrderOpenPrice(),StopLoss,OrderTakeProfit(),0,Orange);
                 Sleep(10000); return(0);
                 }
              if(Ask-OrderTakeProfit()<=Step*Point)
                {
                 TakeProfit=Ask-2*Step*Point;
                 OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),TakeProfit,0,Lime);
                 Sleep(10000); return(0);
                 }
              }
           }
        }
//+-----------------------------------------------------------------------+
//| Îòêðûòèå ïîçèöèé                                                      |
//+-----------------------------------------------------------------------+
    if(AccountFreeMargin()<LotPrice*Lots*1.5) return(0);
    if(FractalUp==High[3] && DiPlus>=MinADX && ADX>=MinADX &&
       DiPlus>DiMinus && NLong<MaxOrders && TimeUp<Time[0])
      {
       Price=High[3]+Spread*Point; Life=Time[0]+HalfLife;
       StopLoss=MathMin(Low[4],Low[5]); TakeProfit=High[3]+Step*Point;
       if(Price-Ask<Level*Point)
         {
          if(Bid-StopLoss>TakeProfit-Bid) TakeProfit=Bid+(Bid-StopLoss)+Step*Point;
          if(Bid-StopLoss<Level*Point) StopLoss=Bid-Level*Point;
          if(TakeProfit-Bid<(Level+Step)*Point) TakeProfit=Bid+(Level+Step)*Point;
          if(Bid-StopLoss>LimitLoss*Point) StopLoss=Bid-LimitLoss*Point;
          Ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,StopLoss,TakeProfit,"FractalUpBuy",0,0,Blue);
          if(Ticket<0) {Sleep(10000); return(0);}
          TimeUp=Time[0]; Sleep(10000); return(0);
          }
       if(Price-Ask>=Level*Point)
         {
          if(Price-StopLoss>TakeProfit-Price) TakeProfit=Price+(Price-StopLoss)+Step*Point;
          if(Price-StopLoss<Level*Point) StopLoss=Price-Level*Point;
          if(TakeProfit-Price<(Level+Step)*Point) TakeProfit=Price+(Level+Step)*Point;
          if(Price-StopLoss>LimitLoss*Point) StopLoss=Price-LimitLoss*Point;
          Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,Price,3,StopLoss,TakeProfit,"FractalUpBuyStop",0,Life,Blue);
          if(Ticket<0) {Sleep(10000); return(0);}
          TimeUp=Time[0]; Sleep(10000); return(0);
          }
       }
    if(FractalDown==Low[3] && DiMinus>=MinADX && ADX>=MinADX &&
       DiMinus>DiPlus && NShot<MaxOrders && TimeDown<Time[0])
      {
       Price=Low[3]; Life=Time[0]+HalfLife;
       StopLoss=MathMax(High[4],High[5])+Spread*Point; TakeProfit=Low[3]+(Spread-Step)*Point;
       if(Bid-Price<Level*Point)
         {
          if(StopLoss-Ask>Ask-TakeProfit) TakeProfit=Ask-(StopLoss-Ask)-Step*Point;
          if(StopLoss-Ask<Level*Point) StopLoss=Ask+Level*Point;
          if(Ask-TakeProfit<(Level+Step)*Point) TakeProfit=Ask-(Level-Step)*Point;
          if(StopLoss-Ask>LimitLoss*Point) StopLoss=Ask+LimitLoss*Point;
          Ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,StopLoss,TakeProfit,"FractalDownSell",0,0,Red);
          if(Ticket<0) {Sleep(10000); return(0);}
          TimeDown=Time[0]; Sleep(10000); return(0);
          }
       if(Bid-Price>=Level*Point)
         {
          if(StopLoss-Price>Price-TakeProfit) TakeProfit=Price-(StopLoss-Price)-Step*Point;
          if(StopLoss-Price<Level*Point) StopLoss=Price+Level*Point;
          if(Price-TakeProfit<(Level+Step)*Point) TakeProfit=Price-(Level-Step)*Point;
          if(StopLoss-Price>LimitLoss*Point) StopLoss=Price+LimitLoss*Point;
          Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,Price,3,StopLoss,TakeProfit,"FractalDownSellStop",0,Life,Red);
          if(Ticket<0) {Sleep(10000); return(0);}
          TimeDown=Time[0]; Sleep(10000); return(0);
          }
       }
    return(0);
    }
/*       /\                     /\      /\          /\                   
        //\\                   //\\    //\\        //\\                  
       ///\\\                 ///\\\  ///\\\      ///\\\                 
      ///  \\\ /\ ///      \\\\\\ \\\/// /// /\  /// /\          /\      
     ///   /////\\\\\      ////// ///\\\ \\\ \/ /// //\\   /\   //\\  ///
    ///\  //////\\\\\\    //////  \\\///  \\\\\\\\\///\\\ //\\ ///\\\/// 
   ///\\\//////  \\\\\\  //////    \\//    \\\\\\\\\  //////\\\\\\ \\//  
  ///  \\///////\\\\\\\\//////      \/      \\\\\\\\\/// \\\//////  \/   
 ///    \////      \\\\\/////                \\\\\\\\//   \\/////        
 \\\      \\\      /// \/ \\\                ////// \/     \////the end.*/



Sample





Analysis



Market Information Used:

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


Indicator Curves created:


Indicators Used:

Fractals
Movement directional index


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 automatically opens orders when conditions are reached

Other Features:

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

Request Backtest for fractalsusdjpy_190


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

Pair: Period: