Goldminer EA





//+------------------------------------------------------------------+
//|                                                 Goldminer EA.mq4 |
//|                              Copyright © 2009, TradingSytemForex |
//|                                http://www.tradingsystemforex.com |
//+------------------------------------------------------------------+

#property copyright "Copyright © 2009, TradingSytemForex"
#property link "http://www.tradingsystemforex.com"

//|----------------------------------------------you can modify this expert
//|----------------------------------------------you can change the name
//|----------------------------------------------you can add "modified by you"
//|----------------------------------------------but you are not allowed to erase the copyrights

#define EAName "Goldminer EA"

extern string S1="---------------- Entry Settings";

extern int SSP=7;
extern double Kmax=50.6;
extern int CountBars=300;

extern string S2="---------------- Money Management";

extern double Lots=0.1;//|-----------------------lots size
extern bool RiskMM=false;//|---------------------risk management
extern double RiskPercent=1;//|------------------risk percentage

/*
extern bool Martingale=false;//|-----------------martingale
extern double Multiplier=2.0;//|-----------------multiplier martingale
extern double MinProfit=50;//--------------------minimum profit to apply the martingale
extern bool BasketProfitLoss=false;//|-----------use basket loss/profit
extern int BasketProfit=100000;//|---------------if equity reaches this level, close trades
extern int BasketLoss=9999;//|-------------------if equity reaches this negative level, close trades
*/

extern string S3="---------------- Order Management";

extern int StopLoss=0;//|------------------------stop loss
extern int TakeProfit=0;//|----------------------take profit
extern bool HideSL=false;//|---------------------hide stop loss
extern bool HideTP=false;//|---------------------hide take profit
extern int TrailingStop=0;//|--------------------trailing stop
extern int TrailingStep=0;//|--------------------trailing step
extern int BreakEven=0;//|-----------------------break even
extern int MaxOrders=100;//|---------------------maximum orders allowed
extern int Slippage=3;//|------------------------slippage
extern int Magic=2009;//|------------------------magic number

/*
extern string S4="---------------- MA Filter";

extern bool MAFilter=false;//|-------------------moving average filter
extern int MAPeriod=20;//|-----------------------ma filter period
extern int MAMethod=0;//|------------------------ma filter method
extern int MAPrice=0;//|-------------------------ma filter price
*/

/*
extern string S5="---------------- Time Filter";

extern bool TradeOnSunday=true;//|---------------time filter on sunday
extern bool MondayToThursdayTimeFilter=false;//|-time filter the week
extern int MondayToThursdayStartHour=0;//|-------start hour time filter the week
extern int MondayToThursdayEndHour=24;//|--------end hour time filter the week
extern bool FridayTimeFilter=false;//|-----------time filter on friday
extern int FridayStartHour=0;//|-----------------start hour time filter on friday
extern int FridayEndHour=21;//|------------------end hour time filter on friday
*/

extern string S6="---------------- Extras";

extern bool Hedge=false;//|----------------------enter an opposite trade
extern int HedgeSL=0;//|-------------------------stop loss
extern int HedgeTP=0;//|-------------------------take profit
extern bool ReverseSystem=false;//|--------------buy instead of sell, sell instead of buy

/*
extern bool ReverseAtStop=false;//|--------------buy instead of sell, sell instead of buy
extern int Expiration=240;//|--------------------expiration in minute for the reverse pending order
extern bool Comments=true;//|--------------------allow comments on chart
*/

datetime PreviousBarTime1;
datetime PreviousBarTime2;

double maxEquity,minEquity,Balance=0.0;

//|---------initialization

int init()
{
  /*if(Comments)Comment("\nLoading...");*/
  return(0);
}

//|---------deinitialization

/*int deinit()
{
  return(0);
}*/

int start()
{

//|---------trailing stop

   if(TrailingStop>0)MoveTrailingStop();

//|---------break even

   if(BreakEven>0)MoveBreakEven();
   
/*
//|---------basket profit loss

   if(BasketProfitLoss)
   {
      double CurrentProfit=0,CurrentBasket=0;
      CurrentBasket=AccountEquity()-AccountBalance();
      if(CurrentBasket>maxEquity)maxEquity=CurrentBasket;
      if(CurrentBasket<minEquity)minEquity=CurrentBasket;
      if(CurrentBasket>=BasketProfit||CurrentBasket<=(BasketLoss*(-1)))
      {
         CloseBuyOrders(Magic);
         CloseSellOrders(Magic);
         return(0);
      }
   }
*/

/*
//|---------time filter

   if((TradeOnSunday==false&&DayOfWeek()==0)||(MondayToThursdayTimeFilter&&DayOfWeek()>=1&&DayOfWeek()<=4&&!(Hour()>=MondayToThursdayStartHour&&Hour()<=MondayToThursdayEndHour))||(FridayTimeFilter&&DayOfWeek()==5&&!(Hour()>=FridayStartHour&&Hour()<=FridayEndHour)))
   {
      CloseBuyOrders(Magic);
      CloseSellOrders(Magic);
      return(0);
   }
*/

//|---------signal conditions

   int limit=1;
   for(int i=1;i<=limit;i++)
   {
   
/*
   //|---------moving average filter

      double MAF=iMA(Symbol(),0,MAPeriod,0,MAMethod,MAPrice,i);

      string MABUY="false";string MASELL="false";

      if((MAFilter==false)||(MAFilter&&Bid>MAF))MABUY="true";
      if((MAFilter==false)||(MAFilter&&Ask<MAF))MASELL="true";
*/

   //|---------main signal
 
      double GM1a=iCustom(Symbol(),0,"goldminer2",SSP,Kmax,CountBars,0,i+1);
      double GM2a=iCustom(Symbol(),0,"goldminer2",SSP,Kmax,CountBars,1,i+1);
      double GM1=iCustom(Symbol(),0,"goldminer2",SSP,Kmax,CountBars,0,i);
      double GM2=iCustom(Symbol(),0,"goldminer2",SSP,Kmax,CountBars,1,i);

      string BUY="false";
      string SELL="false";

      if(!(GM1a>GM2a)&&GM1>GM2)BUY="true";
      if(!(GM1a<GM2a)&&GM1<GM2)SELL="true";
      
      string SignalBUY="false";
      string SignalSELL="false";
      
      if(BUY=="true"/*&&MABUY=="true"*/)if(ReverseSystem)SignalSELL="true";else SignalBUY="true";
      if(SELL=="true"/*&&MASELL=="true"*/)if(ReverseSystem)SignalBUY="true";else SignalSELL="true";
      
   }

//|---------risk management

   if(RiskMM)CalculateMM();

/*
//|---------martingale

   if(Martingale)CalculateMartingale();Balance=AccountBalance();
*/

//|---------open orders

   double SL,TP,SLH,TPH,SLP,TPP,OPP;
   int Ticket,TicketH,TicketP,Expire=0;
   /*if(Expiration>0)Expire=TimeCurrent()+(Expiration*60)-5;*/
   
   if(OrdersTotal()<MaxOrders)
   {  
      if (SignalBUY=="true"&&NewBarBuy())
      {
         if(HideSL==false&&StopLoss>0){SL=Ask-StopLoss*Point;/*OPP=Bid-StopLoss*Point;SLP=Bid;*/}else {SL=0;/*SLP=0;*/}
         if(HideTP==false&&TakeProfit>0){TP=Ask+TakeProfit*Point;/*TPP=Bid-(TakeProfit*2)*Point;*/}else {TP=0;/*TPP=0;*/}
         if(HideSL==false&&HedgeSL>0)SLH=Bid+HedgeSL*Point;else SLH=0;
         if(HideTP==false&&HedgeTP>0)TPH=Bid-HedgeTP*Point;else TPH=0;
         
         Ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP,EAName,Magic,0,Blue);
         if(Hedge)TicketH=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SLH,TPH,EAName,Magic,0,Red);
         /*if(ReverseAtStop&&StopLoss>0)TicketP=OrderSend(Symbol(),OP_SELLSTOP,Lots,OPP,Slippage,SLP,TPP,EAName,Magic,Expire,Red);*/
      }
      if (SignalSELL=="true"&&NewBarSell())
      {
         if(HideSL==false&&StopLoss>0){SL=Bid+StopLoss*Point;/*OPP=Ask+StopLoss*Point;SLP=Ask;*/}else {SL=0;/*SLP=0;*/}
         if(HideTP==false&&TakeProfit>0){TP=Bid-TakeProfit*Point;/*TPP=Ask+(TakeProfit*2)*Point;*/}else {TP=0;/*TPP=0;*/}
         if(HideSL==false&&HedgeSL>0)SLH=Ask-HedgeSL*Point;else SLH=0;
         if(HideTP==false&&HedgeTP>0)TPH=Ask+HedgeTP*Point;else TPH=0;
         
         Ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP,EAName,Magic,0,Red);
         if(Hedge)TicketH=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,SLH,TPH,EAName,Magic,0,Blue);
         /*if(ReverseAtStop&&StopLoss>0)TicketP=OrderSend(Symbol(),OP_BUYSTOP,Lots,OPP,Slippage,SLP,TPP,EAName,Magic,Expire,Red);*/
      }
   }

//|---------close orders
   
   if(Hedge==false)
   {
      if((SELL=="true")||(ReverseSystem==false&&HideSL&&StopLoss>0&&OrderType()==OP_BUY&&(OrderOpenPrice()-Ask)/Point>=StopLoss)||(ReverseSystem==false&&HideTP&&TakeProfit>0&&OrderType()==OP_BUY&&(Bid-OrderOpenPrice())/Point>=TakeProfit)||(ReverseSystem&&HideSL&&StopLoss>0&&OrderType()==OP_SELL&&(Bid-OrderOpenPrice())/Point>=StopLoss)||(ReverseSystem&&HideTP&&TakeProfit>0&&OrderType()==OP_SELL&&(OrderOpenPrice()-Ask)/Point>=TakeProfit))
      {
         if(ReverseSystem)CloseSellOrders(Magic);else CloseBuyOrders(Magic);
      }
      if((BUY=="true")||(ReverseSystem==false&&HideSL&&StopLoss>0&&OrderType()==OP_SELL&&(Bid-OrderOpenPrice())/Point>=StopLoss)||(ReverseSystem==false&&HideTP&&TakeProfit>0&&OrderType()==OP_SELL&&(OrderOpenPrice()-Ask)/Point>=TakeProfit)||(ReverseSystem&&HideSL&&StopLoss>0&&OrderType()==OP_BUY&&(OrderOpenPrice()-Ask)/Point>=StopLoss)||(ReverseSystem&&HideTP&&TakeProfit>0&&OrderType()==OP_BUY&&(Bid-OrderOpenPrice())/Point>=TakeProfit))
      {
         if(ReverseSystem)CloseBuyOrders(Magic);else CloseSellOrders(Magic);
      }
   }
   else
   {
      if((HideSL&&StopLoss>0&&OrderType()==OP_BUY&&(OrderOpenPrice()-Ask)/Point>=StopLoss)||(HideTP&&TakeProfit>0&&OrderType()==OP_BUY&&(Bid-OrderOpenPrice())/Point>=TakeProfit))
      {
         CloseBuyOrders(Magic);
      }
      if((HideSL&&StopLoss>0&&OrderType()==OP_SELL&&(Bid-OrderOpenPrice())/Point>=StopLoss)||(HideTP&&TakeProfit>0&&OrderType()==OP_SELL&&(OrderOpenPrice()-Ask)/Point>=TakeProfit))
      {
         CloseSellOrders(Magic);
      }
   }
   

//|---------not enough money warning

   int err=0;
   if(Ticket<0)
   {
      if(GetLastError()==134)
      {
         err=1;
         Print("Not enough money!");
      }
      return (-1);
   }
   
/*
   if(Comments)
   {
      Comment("\nCopyright © 2009, TradingSytemForex",
              "\n\nL o t s                   =  " + DoubleToStr(Lots,2),
              "\nB a l a n c e         =  " + DoubleToStr(AccountBalance(),2),
              "\nE q u i t y            =  " + DoubleToStr(AccountEquity(),2));
   }
*/

   return(0);
}

//|---------close buy orders

int CloseBuyOrders(int Magic)
{
  int result,total=OrdersTotal();

  for (int cnt=total-1;cnt>=0;cnt--)
  {
    OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
    if(OrderMagicNumber()==Magic&&OrderSymbol()==Symbol())
    {
      if(OrderType()==OP_BUY)
      {
        OrderClose(OrderTicket(),OrderLots(),Bid,3);
        switch(OrderType())
        {
          case OP_BUYLIMIT:
          case OP_BUYSTOP:
          result=OrderDelete(OrderTicket());
        }
      }
    }
  }
  return(0);
}

//|---------close sell orders

int CloseSellOrders(int Magic)
{
  int result,total=OrdersTotal();

  for(int cnt=total-1;cnt>=0;cnt--)
  {
    OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
    if(OrderMagicNumber()==Magic&&OrderSymbol()==Symbol())
    {
      if(OrderType()==OP_SELL)
      {
        OrderClose(OrderTicket(),OrderLots(),Ask,3);
        switch(OrderType())
        {
          case OP_SELLLIMIT:
          case OP_SELLSTOP:
          result=OrderDelete(OrderTicket());
        }
      }
    }
  }
  return(0);
}

//|---------trailing stop

void MoveTrailingStop()
{
   int cnt,total=OrdersTotal();
   for(cnt=0;cnt<total;cnt++)
   {
      OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
      if(OrderType()<=OP_SELL&&OrderSymbol()==Symbol()&&OrderMagicNumber()==Magic)
      {
         if(OrderType()==OP_BUY)
         {
            if(TrailingStop>0)  
            {                 
               if((NormalizeDouble(OrderStopLoss(),Digits)<NormalizeDouble(Bid-Point*(TrailingStop+TrailingStep),Digits))||(OrderStopLoss()==0))
               {
                  OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(Bid-Point*TrailingStop,Digits),OrderTakeProfit(),0,Blue);
                  return(0);
               }
            }
         }
         else 
         {
            if(TrailingStop>0)  
            {                 
               if((NormalizeDouble(OrderStopLoss(),Digits)>(NormalizeDouble(Ask+Point*(TrailingStop+TrailingStep),Digits)))||(OrderStopLoss()==0))
               {
                  OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(Ask+Point*TrailingStop,Digits),OrderTakeProfit(),0,Red);
                  return(0);
               }
            }
         }
      }
   }
}

//|---------break even

void MoveBreakEven()
{
   int cnt,total=OrdersTotal();
   for(cnt=0;cnt<total;cnt++)
   {
      OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
      if(OrderType()<=OP_SELL&&OrderSymbol()==Symbol()&&OrderMagicNumber()==Magic)
      {
         if(OrderType()==OP_BUY)
         {
            if(BreakEven>0)
            {
               if(NormalizeDouble((Bid-OrderOpenPrice()),Digits)>BreakEven*Point)
               {
                  if(NormalizeDouble((OrderStopLoss()-OrderOpenPrice()),Digits)<0)
                  {
                     OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(OrderOpenPrice()+0*Point,Digits),OrderTakeProfit(),0,Blue);
                     return(0);
                  }
               }
            }
         }
         else
         {
            if(BreakEven>0)
            {
               if(NormalizeDouble((OrderOpenPrice()-Ask),Digits)>BreakEven*Point)
               {
                  if(NormalizeDouble((OrderOpenPrice()-OrderStopLoss()),Digits)<0)
                  {
                     OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(OrderOpenPrice()-0*Point,Digits),OrderTakeProfit(),0,Red);
                     return(0);
                  }
               }
            }
         }
      }
   }
}

//|---------allow one action per bar

bool NewBarBuy()
{
   if(PreviousBarTime1<Time[0])
   {
      PreviousBarTime1=Time[0];
      return(true);
   }
   return(false);
}

bool NewBarSell()
{
   if(PreviousBarTime2<Time[0])
   {
      PreviousBarTime2=Time[0];
      return(true);
   }
   return(false);
}

//|---------calculate money management

void CalculateMM()
{
   double MinLots=MarketInfo(Symbol(),MODE_MINLOT);
   double MaxLots=MarketInfo(Symbol(),MODE_MAXLOT);
   Lots=AccountFreeMargin()/100000*RiskPercent;
   Lots=MathMin(MaxLots,MathMax(MinLots,Lots));
   if(MinLots<0.1)Lots=NormalizeDouble(Lots,2);
   else
   {
     if(MinLots<1)Lots=NormalizeDouble(Lots,1);
     else Lots=NormalizeDouble(Lots,0);
   }
   if(Lots<MinLots)Lots=MinLots;
   if(Lots>MaxLots)Lots=MaxLots;
   return(0);
}

/*
//|---------calculate martingale

void CalculateMartingale()
{
   double InitalLots=0.01;
   double MinLots=MarketInfo(Symbol(),MODE_MINLOT);
   double MaxLots=MarketInfo(Symbol(),MODE_MAXLOT);
   if(Balance!=0.0)
   {
      if(Balance>AccountBalance())Lots=Multiplier*Lots;
      else if((Balance+MinProfit)<AccountBalance())Lots=InitalLots;
      else if((Balance+MinProfit)>=AccountBalance())Lots=Lots;
      if(Lots<MinLots)Lots=MinLots;
      if(Lots>MaxLots)Lots=MaxLots;
   }
   return(0);
}
*/





Sample





Analysis



Market Information Used:

Series array that contains open time of each bar


Indicator Curves created:


Indicators Used:

Moving average indicator



Custom Indicators Used:
goldminer2

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 2009-11-01 to 2009-11-30 Profit Factor:1.95 Total Net Profit:533.89

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:2.33 Total Net Profit:1001.18

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.69 Total Net Profit:-216.91

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:1.04 Total Net Profit:54.96

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.76 Total Net Profit:-708.64

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.79 Total Net Profit:-2578.46

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:1.83 Total Net Profit:400.10

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.31 Total Net Profit:-5313.62

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.88 Total Net Profit:-129.32

BackTest : EURUSD on H1

From 2010-05-01 to 2010-05-31 Profit Factor:0.97 Total Net Profit:-29.24

BackTest : EURUSD on H1

From 2010-06-01 to 2010-06-30 Profit Factor:0.84 Total Net Profit:-139.96

Request Backtest for Goldminer EA


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