Fonseca_MrPip





//+------------------------------------------------------------------+
//|                                           Fonseca - Version 1.00 |
//+------------------------------------------------------------------+
//|                                              Programming:  Anamy |
//|                                        Trade Strategy:  JFonseca |
//|                               http://www.fxfisherman.com/forums/ |
//|21/11/07 - modified by k3iroll to add MM option                   |
//|22/11/07 - modified by MrPip to add mmLots                        |
//+------------------------------------------------------------------+
#property copyright "Anamy"
#property link      "www.fxfisherman.com/forums/"

//---- input parameters
extern string    str1 = " == Position Details == ";
extern double    Lots=0.1;
extern int       TakeProfit=1000;
extern int       Stoploss=1000;
extern int       TrailingStop=40;
extern bool      TrailingStopOnlyProfit=false;
extern bool      TrailingStopRegular=true;
extern double    MaximumRisk             = 0.05;     //
extern int       DecreaseFactor          = 0;        //
extern bool      MM                      = true;     //Money management
extern string    str2 = " == Indicators == ";
extern double    emaQUICKperiods=5;
extern double    emaMEDperiods=35;
extern double    emaSLOWperiods=50;
extern double    rsiPeriods=35;


//---- global variables
string commentString = "Fonseca_MrPip";
int magicNum = 44758;
double mmLots;

//+------------------------------------------------------------------+
//| initialization and deinitialization functions                    |
//+------------------------------------------------------------------+
int init(){ 
   return(0); 
}

int deinit(){ 
   return(0); 
}

//+------------------------------------------------------------------+
//| expert start fucntion                                            |
//+------------------------------------------------------------------+
int start(){

//+------------------------------------------------------------------+
   
   int OrdersPerSymbol = 0;
   double wmaQuick=iMA(NULL,0,emaQUICKperiods,0,MODE_LWMA,PRICE_CLOSE,0);
   double wmaMed=iMA(NULL,0,emaMEDperiods,0,MODE_LWMA,PRICE_CLOSE,0);
   double wmaSlow=iMA(NULL,0,emaSLOWperiods,0,MODE_LWMA,PRICE_CLOSE,0);
   double rsiInd=iRSI(NULL,0,rsiPeriods,PRICE_CLOSE,0);

//+------------------------------------------------------------------+
   if(MM==false){
      mmLots=Lots; 
   }    

   int decimalPlaces = 1;

   if (MM==true){
      mmLots=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,decimalPlaces);
   }

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

   bool DamianiSaysGo=false; 
   
   //double damiani_in = iCustom(NULL,0,"Damiani_volatmeter_fonseca",13,50,1.3,true,3,0);
   double damiani_in = iCustom(NULL,0,"Damiani_volatmeter_fonseca",10,60,1.4,true,3,0);
     
   if (damiani_in > 0){
      DamianiSaysGo = true;
      Print ("Indicator Damiani_volatmeter_fonseca advises to trade.");
   } 
   else if (damiani_in < 0){
      Print("Indicator Damiani_volatmeter_fonseca advises not to trade.");
   } 
   else {
      Print("Error:  damiani_in has received no value.");
   }

//+------------------------------------------------------------------+
 
   if (TrailingStopOnlyProfit == true && TrailingStopRegular == true){
      Alert("Both types of Trailing Stops are enabled; only one is allowed.");
      return(0);
   }

   for (int cnt=OrdersTotal();cnt>=0;cnt--){
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      
      if(OrderSymbol()==Symbol())
           OrdersPerSymbol++; 
   }
    
   if (OrdersPerSymbol > 0){
      if (TrailingStopRegular == true)
          regularTrailingStop();
      
      if (TrailingStopOnlyProfit == true)
          onlyProfitTrailingStop();
   }

   if (OrdersPerSymbol > 0){
      if (rsiInd<50 && wmaQuick<wmaMed && Ask<wmaQuick)
          closeBuyOrder();
          
      if (rsiInd>50 && wmaQuick>wmaMed && Ask>wmaQuick)
          closeSellOrder();
   }

   if (OrdersPerSymbol < 1) 
   {
      if (rsiInd>51 && wmaQuick>wmaSlow && Ask>wmaQuick && DamianiSaysGo==true)
         sendBuyOrder();
         
      if (rsiInd<49 && wmaQuick<wmaSlow && Bid<wmaQuick && DamianiSaysGo==true)
         sendSellOrder();
   }

//+------------------------------------------------------------------+
  
}  

//+------------------------------------------------------------------+
//| modules and functions                                            |
//+------------------------------------------------------------------+

void sendBuyOrder(){
   int ticket=OrderSend(Symbol(),OP_BUY,mmLots,Ask,3,Bid-Stoploss*Point,Ask+TakeProfit*Point,commentString + Period(),magicNum,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()); 
}

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

void sendSellOrder()
{
   int ticket=OrderSend(Symbol(),OP_SELL,mmLots,Bid,3,Ask+Stoploss*Point,Bid-TakeProfit*Point,commentString + Period(),magicNum,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()); 
}

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

void closeBuyOrder()
{
   int cnt, total = OrdersTotal();

   for(cnt=0;cnt<total;cnt++){
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

      if(OrderType()<=OP_SELL && OrderSymbol()==Symbol()){
         if(OrderType()==OP_BUY){
            OrderClose(OrderTicket(),OrderLots(),Bid,3,CLR_NONE); 
         }  
      }  
   }
}

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

void closeSellOrder()
   {
   
   int cnt, total = OrdersTotal();

   for(cnt=0;cnt<total;cnt++){
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

      if(OrderType()<=OP_SELL && OrderSymbol()==Symbol()){
         if(OrderType()==OP_SELL){
            OrderClose(OrderTicket(),OrderLots(),Ask,3,CLR_NONE); 
         }  
      }  
   }
}

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

void onlyProfitTrailingStop()
   {
   
   int cnt, total = OrdersTotal();

   for(cnt=0;cnt<total;cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

      if(OrderType()<=OP_SELL && OrderSymbol()==Symbol())
        {if(OrderType()==OP_BUY)
           {if(TrailingStop>0)  
              {if(Bid-OrderOpenPrice()>Point*TrailingStop)
                 {if(OrderStopLoss()<Bid-Point*TrailingStop)
                    { OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green); 
                        }}}}
          else
           {if(TrailingStop>0)  
              {if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
                 {if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
                    { OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red); 
                        }}}}}}}
   
//+------------------------------------------------------------------+

void regularTrailingStop()
{
   int cnt, total = OrdersTotal();
   
   for(cnt=0;cnt<total;cnt++)
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

      if(OrderType()<=OP_SELL && OrderSymbol()==Symbol())
        {if(OrderType()==OP_BUY)
           {if(TrailingStop>0)  
              {if(OrderStopLoss()<Bid-Point*TrailingStop)
                 { OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green); 
                 }}}
         else
           {if(TrailingStop>0)  
              {if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
                 { OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red); 
                 }}}}}
     }

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





Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:

Moving average indicator
Relative strength index



Custom Indicators Used:
Damiani_volatmeter_fonseca

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:


It issuies visual alerts to the screen

BackTest : EURUSD on H1

From 2009-11-01 to 2009-11-30 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

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 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 : EURUSD on H1

From 2009-08-01 to 2009-10-01 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 2009-01-01 to 2010-01-01 Profit Factor:0.00 Total Net Profit:0.00

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:0.00 Total Net Profit:0.00

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 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 Fonseca_MrPip


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