HMA Stochastic Divergence Trader





//+------------------------------------------------------------------+
//|                             HMA Stochastic Divergence Trader.mq4 |
//|                              Copyright © 2008, TradingSytemForex |
//|                                http://www.tradingsystemforex.com |
//+------------------------------------------------------------------+

#property copyright "Copyright © 2008, TradingSytemForex"
#property link "http://www.tradingsystemforex.com"

#define OrSt "HMA Stochastic Divergence Trader"

extern string SD="---------------- Stoch Div Settings";
extern int KPeriod=8;
extern int DPeriod=3;
extern int Slowing=3;
extern string HMA="---------------- HMA Settings";
extern bool UseHMAConfirmation=true;
extern int HMAPeriod=15;
extern int HMAMethod=3;
extern int HMAPrice=0;
extern string LM="---------------- Lot Management";
extern double Lots=0.1;
extern bool MM=false; //money management
extern double Risk=10; //risk in percentage
extern bool Martingale=false; //martingale
extern double Multiplier=1.5; //multiplier
extern double MinProfit=0; //minimum profit to apply the martingale
extern string TSTB="---------------- TP SL TS BE";
bool EnableRealSL=false;
int RealSL=5; //stop loss under 15 pîps
bool EnableRealTP=false;
int RealTP=10; //take profit under 10 pîps
extern int SL=0; //stop loss
extern int TP=0; //take profit
extern int TS=0; //trailing stop
int TSStep=1; //trailing step
extern int BE=0; //breakeven
extern string EXT="---------------- Extras";
extern bool Reverse=false;
extern bool AddPositions=false; //positions cumulated
extern int MaxOrders=100; //maximum number of orders
extern bool MAFilter=false; //moving average filter
extern int MAPeriod=20;
extern int MAMethod=1;
extern int MAPrice=0;
extern bool TimeFilter=false; //time filter
extern int StartHour=8;
extern int EndHour=21;
extern int Magic=0;

int Slip=3;static int TL=0;double Balance=0.0;int err=0;int TK;

// expert start function
int start(){int j=0,limit=1;double BV=0,SV=0;BV=0;SV=0;
if(CntO(OP_BUY,Magic)>0)TL=1;if(CntO(OP_SELL,Magic)>0)TL=-1;for(int i=1;i<=limit;i++){

string TIFI="false";
if(TimeFilter){if(!(Hour()>=StartHour && Hour()<=EndHour)){TIFI="true";}}

double MAF=iMA(Symbol(),0,MAPeriod,0,MAMethod,MAPrice,i); 
string MAFIB="false";string MAFIS="false";
if(MAFilter){if(Bid>MAF)MAFIB="true";if(Ask<MAF)MAFIS="true";}
if(MAFilter==false){MAFIB="true";MAFIS="true";}
  
double STD1=iCustom(Symbol(),0,"Stochastic_Divergence V2",KPeriod,DPeriod,Slowing,0,i+1);
double STD2=iCustom(Symbol(),0,"Stochastic_Divergence V2",KPeriod,DPeriod,Slowing,1,i+1);
double STD3=iCustom(Symbol(),0,"Stochastic_Divergence V2",KPeriod,DPeriod,Slowing,0,i);
double STD4=iCustom(Symbol(),0,"Stochastic_Divergence V2",KPeriod,DPeriod,Slowing,1,i);

double HMA4=iCustom(Symbol(),0,"HMA",HMAPeriod,HMAMethod,HMAPrice,2,i+3);
double HMA3=iCustom(Symbol(),0,"HMA",HMAPeriod,HMAMethod,HMAPrice,2,i+2);
double HMA2=iCustom(Symbol(),0,"HMA",HMAPeriod,HMAMethod,HMAPrice,2,i+1);
double HMA1=iCustom(Symbol(),0,"HMA",HMAPeriod,HMAMethod,HMAPrice,2,i);

string HMABuy="false";string HMASell="false";string HMABuyClose="false";string HMASellClose="false";
if(UseHMAConfirmation){
   if(HMA1>HMA2)HMABuy="true";
   if(HMA1<HMA2)HMASell="true";
   if(HMA1>HMA2)HMASellClose="true";
   if(HMA1<HMA2)HMABuyClose="true";
}
if(UseHMAConfirmation==false){HMABuy="true";HMASell="true";}

string SBUY="false";string SSEL="false";
if(STD1<EMPTY_VALUE&&STD3>0)SBUY="true";
if(STD2<EMPTY_VALUE&&STD4>0)SSEL="true";

if(HMABuy=="true"&&MAFIB=="true"&&SBUY=="true"&&TIFI=="false"){if(Reverse)SV=1;else BV=1;break;}
if(HMASell=="true"&&MAFIS=="true"&&SSEL=="true"&&TIFI=="false"){if(Reverse)BV=1;else SV=1;break;}}

// expert money management
if(MM){if(Risk<0.1||Risk>100){Comment("Invalid Risk Value.");return(0);}
else{Lots=MathFloor((AccountFreeMargin()*AccountLeverage()*Risk*Point*100)/(Ask*MarketInfo(Symbol(),MODE_LOTSIZE)*MarketInfo(Symbol(),MODE_MINLOT)))*MarketInfo(Symbol(),MODE_MINLOT);}}
if(MM==false){Lots=Lots;}
if(Balance!=0.0&&Martingale==True){if(Balance>AccountBalance())Lots=Multiplier*Lots;else if((Balance+MinProfit)<AccountBalance())Lots=Lots/Multiplier;else if((Balance+MinProfit)>=AccountBalance()&&Balance<=AccountBalance())Lots=Lots;}Balance=AccountBalance();

// expert init positions
int cnt=0,OP=0,OS=0,OB=0,CS=0,CB=0;OP=0;for(cnt=0;cnt<OrdersTotal();cnt++){OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if((OrderType()==OP_SELL||OrderType()==OP_BUY)&&OrderSymbol()==Symbol()&&((OrderMagicNumber()==Magic)||Magic==0))OP=OP+1;}
if(OP>=1){OS=0; OB=0;}OB=0;OS=0;CB=0;CS=0;

// expert conditions to open position
if(SV>0){OS=1;OB=0;}if(BV>0){OB=1;OS=0;}

// expert conditions to close position
if((SV>0)||(HMABuyClose=="true")||(TIFI=="true")||(EnableRealSL&&(OrderOpenPrice()-Bid)/Point>=RealSL)||(EnableRealTP&&(Ask-OrderOpenPrice())/Point>=RealTP)){CB=1;}
if((BV>0)||(HMASellClose=="true")||(TIFI=="true")||(EnableRealSL&&(Ask-OrderOpenPrice())/Point>=RealSL)||(EnableRealTP&&(OrderOpenPrice()-Bid)/Point>=RealTP)){CS=1;}
for(cnt=0;cnt<OrdersTotal();cnt++){OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderType()==OP_BUY&&OrderSymbol()==Symbol()&&((OrderMagicNumber()==Magic)||Magic==0)){if(CB==1){OrderClose(OrderTicket(),OrderLots(),Bid,Slip,Red);return(0);}}
if(OrderType()==OP_SELL&&OrderSymbol()==Symbol()&&((OrderMagicNumber()==Magic)||Magic==0)){if(CS==1){OrderClose(OrderTicket(),OrderLots(),Ask,Slip,Red);return(0);}}}double SLI=0,TPI=0;int TK=0;

// expert open position value
if((AddP()&&AddPositions&&OP<=MaxOrders)||(OP==0&&!AddPositions)){
if(OS==0&&OB==0){Comment("no order opened");}
if(OS==1){if(TP==0)TPI=0;else TPI=Bid-TP*Point;if(SL==0)SLI=0;else SLI=Bid+SL*Point;TK=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slip,SLI,TPI,OrSt,Magic,0,Red);OS=0;Comment("sell order opened","\n","magic number : ",Magic);return(0);}	
if(OB==1){if(TP==0)TPI=0;else TPI=Ask+TP*Point;if(SL==0)SLI=0;else SLI=Ask-SL*Point;TK=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slip,SLI,TPI,OrSt,Magic,0,Lime);OB=0;Comment("buy order opened","\n","magic number : ",Magic);return(0);}}
for(j=0;j<OrdersTotal();j++){if(OrderSelect(j,SELECT_BY_POS,MODE_TRADES)){if(OrderSymbol()==Symbol()&&((OrderMagicNumber()==Magic)||Magic==0)){TrP();}}}return(0);}

// expert number of orders
int CntO(int Type,int Magic){int _CntO;_CntO=0;
for(int j=0;j<OrdersTotal();j++){OrderSelect(j,SELECT_BY_POS,MODE_TRADES);if(OrderSymbol()==Symbol()){if((OrderType()==Type&&(OrderMagicNumber()==Magic)||Magic==0))_CntO++;}}return(_CntO);}

//expert breakeven
void TrP(){double pb,pa,pp;pp=MarketInfo(OrderSymbol(),MODE_POINT);if(OrderType()==OP_BUY){pb=MarketInfo(OrderSymbol(),MODE_BID);
if(BE>0){if((pb-OrderOpenPrice())>BE*pp){if((OrderStopLoss()-OrderOpenPrice())<0){ModSL(OrderOpenPrice()+0*pp);}}}

// expert trailing stop
if(TS>0){if((pb-OrderOpenPrice())>TS*pp){if(OrderStopLoss()<pb-(TS+TSStep-1)*pp){ModSL(pb-TS*pp);return;}}}}
if(OrderType()==OP_SELL){pa=MarketInfo(OrderSymbol(),MODE_ASK);if(BE>0){if((OrderOpenPrice()-pa)>BE*pp){if((OrderOpenPrice()-OrderStopLoss())<0){ModSL(OrderOpenPrice()-0*pp);}}}
if(TS>0){if(OrderOpenPrice()-pa>TS*pp){if(OrderStopLoss()>pa+(TS+TSStep-1)*pp||OrderStopLoss()==0){ModSL(pa+TS*pp);return;}}}}}

//expert stoploss
void ModSL(double ldSL){bool fm;fm=OrderModify(OrderTicket(),OrderOpenPrice(),ldSL,OrderTakeProfit(),0,CLR_NONE);}

//expert add positions function
bool AddP(){int _num=0; int _ot=0;
for (int j=0;j<OrdersTotal();j++){if(OrderSelect(j,SELECT_BY_POS)==true && OrderSymbol()==Symbol()&&OrderType()<3&&((OrderMagicNumber()==Magic)||Magic==0)){	
_num++;if(OrderOpenTime()>_ot) _ot=OrderOpenTime();}}if(_num==0) return(true);if(_num>0 && ((Time[0]-_ot))>0) return(true);else return(false);

if(TK<0){if (GetLastError()==134){err=1;Print("NOT ENOGUGHT MONEY!!");}return (-1);}}






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:
HMA
Stochastic_Divergence V2

Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It automatically opens orders when conditions are reached
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 2009-11-01 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 : EURUSD on H1

From 2010-03-01 to 2010-03-27 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 : GBPUSD on H1

From 2010-01-01 to 2010-02-27 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 : USDCAD on H1

From 2009-01-01 to 2010-01-01 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 : USDJPY on H1

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

Request Backtest for HMA Stochastic Divergence Trader


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