//+------------------------------------------------------------------+
//| MACD Sample_1.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
extern double TakeProfit = 50;
extern double Lots = 0.1;
extern double MACDOpenLevel=3;
extern double MACDCloseLevel=2;
extern double MATrendPeriod=26;
//-------Ïåðåìåííûå äëÿ îïòèìèçàöèè-------
extern int FastEMA = 12;
extern int SlowEMA = 26;
extern int SignalSMA = 9;
extern int TrailingStop = 30;
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
extern int SetHour = 0; //×àñ ñòàðòà îïòèìèçàöèè
extern int SetMinute = 1; //Ìèíóòà ñòàðòà îïòèìèçàöèè
int TestDay = 3; //Êîëè÷åñòâî äíåé äëÿ îïòèìèçàöèè
int TimeOut = 4; //Âðåìÿ îæèäàíèÿ îêîí÷àíèÿ îïòèìèçàöèè â ìèíóòàõ
string NameMTS = "MACD Sample_1"; //Èìÿ ñîâåòíèêà
string NameFileSet = "MACD Sample_1.set"; //Èìÿ Set ôàéëà ñ óñòàíîâêàìè
string PuthTester = "D:\Program Files\Forex Best Trade Station";//Ïóòü ê òåñòåðó
//--- Ïîñëåäîâàòåëüíîñòü ôèëüòðàöèè
int Gross_Profit = 1; //Ñîðòèðîâêà ïî Ìàêñèìàëüíîé ïðèáûëè
int Profit_Factor = 2; //Ñîðòèðîâêà ïî Ìàêñèìàëüíîé ïðèáûëüíîñòè
int Expected_Payoff= 3; //Ñîðòèðîâêà ïî Ìàêñèìàëüíîìó ìàòîæèäàíèþ
//--èìåíà ïåðåìåííûõ äëÿ îïòèìèçàöèè
string Per1 = "FastEMA";
string Per2 = "SlowEMA";
string Per3 = "SignalSMA";
string Per4 = "";
bool StartTest=false;
datetime TimeStart;
//--- Ïîäêëþ÷åíèå áèáëèîòåêè àâòîîïòèìèçàòîðà
#include <auto_optimization.mqh>
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
int init(){
Comment(" ");
// Tester(TestDay,NameMTS,NameFileSet,PuthTester,TimeOut,Gross_Profit,Profit_Factor,Expected_Payoff,Per1,Per2,Per3,Per4);
return(0);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
double MacdCurrent, MacdPrevious, SignalCurrent;
double SignalPrevious, MaCurrent, MaPrevious;
int cnt, ticket, total;
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
if(!IsTesting() && !IsOptimization()){ //Ïðè òåñòèðîâàíèè è îïòèìèçàöèè íå çàïóñêàòü
if(TimeHour(TimeLocal())==SetHour){ //Ñðàâíåíèå òåêóùåãî ÷àñà ñ óñòàíîâëåííûì äëÿ çàïóñêà
if(!StartTest){ //Çàùèòà îò ïîâòîðíîãî çàïóñêà
if(TimeMinute(TimeLocal())>SetMinute-1){ //Ñðàâíåíèå äèàïàçîíà ìèíóò ñ óñòàíîâëåííîé äëÿ çàïóñêà ìèíóòîé
if(TimeMinute(TimeLocal())<SetMinute+1){ //äèàïàçîí íóæåí â ñëó÷àå åñëè ïî êàêèì-òî ïðè÷èíàì äîëãî íåò íîâîãî òèêà
TimeStart =TimeLocal();
StartTest =true; //Ôëàã çàïóñêà òåñòåðà
Tester(TestDay,NameMTS,NameFileSet,PuthTester,TimeOut,Gross_Profit,Profit_Factor,Expected_Payoff,Per1,Per2,Per3,Per4);
}}}}
FastEMA =GlobalVariableGet(Per1);
SlowEMA =GlobalVariableGet(Per2);
SignalSMA =GlobalVariableGet(Per3);
TrailingStop=GlobalVariableGet(Per4);
}
if(StartTest){ //Åñëè ôëàã çàïóñêà òåñòåðà óñòàíîâëåí
if(TimeLocal()-TimeStart > TimeOut*60){ //Åñëè ñ ìîìåíòà çàïóñêà ïðîøëî áîëüøå óñòàíîâëåííîãî âðåìåíè îæèäàíèÿ òåñòèðîâàíèÿ
StartTest = false; //Îáíóëèì ôëàã
}}
//~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
if(Bars<100)
{
Print("bars less than 100");
return(0);
}
if(TakeProfit<10)
{
Print("TakeProfit less than 10");
return(0); // check TakeProfit
}
MacdCurrent=iMACD(NULL,0,FastEMA,SlowEMA,9,PRICE_CLOSE,MODE_MAIN,0);
MacdPrevious=iMACD(NULL,0,FastEMA,SlowEMA,9,PRICE_CLOSE,MODE_MAIN,1);
SignalCurrent=iMACD(NULL,0,FastEMA,SlowEMA,SignalSMA,PRICE_CLOSE,MODE_SIGNAL,0);
SignalPrevious=iMACD(NULL,0,FastEMA,SlowEMA,SignalSMA,PRICE_CLOSE,MODE_SIGNAL,1);
MaCurrent=iMA(NULL,0,MATrendPeriod,0,MODE_EMA,PRICE_CLOSE,0);
MaPrevious=iMA(NULL,0,MATrendPeriod,0,MODE_EMA,PRICE_CLOSE,1);
total=OrdersTotal();
if(total<1)
{
// no opened orders identified
if(AccountFreeMargin()<(1000*Lots))
{
Print("We have no money. Free Margin = ", AccountFreeMargin());
return(0);
}
// check for long position (BUY) possibility
if(MacdCurrent<0 && MacdCurrent>SignalCurrent && MacdPrevious<SignalPrevious &&
MathAbs(MacdCurrent)>(MACDOpenLevel*Point) && MaCurrent>MaPrevious)
{
ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,Ask+TakeProfit*Point,"macd sample",16384,0,Green);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("BUY order opened : ",OrderOpenPrice());
}
else Print("Error opening BUY order : ",GetLastError());
return(0);
}
// check for short position (SELL) possibility
if(MacdCurrent>0 && MacdCurrent<SignalCurrent && MacdPrevious>SignalPrevious &&
MacdCurrent>(MACDOpenLevel*Point) && MaCurrent<MaPrevious)
{
ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,Bid-TakeProfit*Point,"macd sample",16384,0,Red);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("SELL order opened : ",OrderOpenPrice());
}
else Print("Error opening SELL order : ",GetLastError());
return(0);
}
return(0);
}
// it is important to enter the market correctly,
// but it is more important to exit it correctly...
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()<=OP_SELL && // check for opened position
OrderSymbol()==Symbol()) // check for symbol
{
if(OrderType()==OP_BUY) // long position is opened
{
// should it be closed?
if(MacdCurrent>0 && MacdCurrent<SignalCurrent && MacdPrevious>SignalPrevious &&
MacdCurrent>(MACDCloseLevel*Point))
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
return(0); // exit
}
// check for trailing stop
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>Point*TrailingStop)
{
if(OrderStopLoss()<Bid-Point*TrailingStop)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
return(0);
}
}
}
}
else // go to short position
{
// should it be closed?
if(MacdCurrent<0 && MacdCurrent>SignalCurrent &&
MacdPrevious<SignalPrevious && MathAbs(MacdCurrent)>(MACDCloseLevel*Point))
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
return(0); // exit
}
// check for trailing stop
if(TrailingStop>0)
{
if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
{
if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
return(0);
}
}
}
}
}
}
return(0);
}
// the end.
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
MACD Histogram
Moving average indicator
Custom Indicators Used:
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: