myMACD4ver2





//+------------------------------------------------------------------+
//| macd test mq4 version by jpygbp@yahoo.com
//+------------------------------------------------------------------+
/////////////////////////////////////////////////////////////////////////////////////////
extern double TakeProfit = 50;
extern double Lots = 1.0;
extern double TrailingStop = 30;
extern double MACDOpenLevel=3;
extern double MACDCloseLevel=2;
extern double MATrendPeriod=26;
extern double OpenTimeStart=1530;
extern double OpenTimeEnd=1730;
extern double CloseTime=2300;
extern int    mytime = -1;
/////////////////////////////////////////////////////////////////////////////////////////////
int init()
{
   mytime = Hour()*100+Seconds();
   PrintTime();
   #property show_inputs
   return(0);
}
/////////////////////////////////////////////////////////////////////////////////////////////
bool CheckMargin()
{
    if(AccountFreeMargin()<(1000*Lots))
   {
      Print("We have no money. Free Margin = ", AccountFreeMargin());
      return(0);  
   }
   else return(1);  
}
/////////////////////////////////////////////////////////////////////////////////////////////
bool CheckBars()
{
   if(Bars<100)
   {
      Print("bars less than 100");
      return(0);  
   }
   else return(1);
}
/////////////////////////////////////////////////////////////////////////////////////////////
bool CheckProfit()
{
   if(TakeProfit<10)
   {
      Print("TakeProfit less than 10");
      return(0);
   }
   else return(1);
}
/////////////////////////////////////////////////////////////////////////////////////////////
int PrintTime()
{
   Print("Time:",mytime);
}
/////////////////////////////////////////////////////////////////////////////////////////////
bool CheckTime()
{
   if(mytime < OpenTimeStart || mytime > OpenTimeEnd)
   {
      return(0);
   }
   else return(1);
}
/////////////////////////////////////////////////////////////////////////////////////////////
bool BuyConditionsMet()
{
   double MacdCurrent, MacdPrevious, SignalCurrent;
   double SignalPrevious, MaCurrent, MaPrevious;
   MacdCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0);
   MacdPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
   SignalCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,0);
   SignalPrevious=iMACD(NULL,0,12,26,9,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);
   if(
      MacdCurrent<0 && 
      MacdCurrent>SignalCurrent &&
      MacdPrevious<SignalPrevious &&
      MathAbs(MacdCurrent)>(MACDOpenLevel*Point) &&
      MaCurrent>MaPrevious //&&
      //MacdCurrent > MacdPrevious &&
      //mytime >= OpenTimeStart
      )
      {return (1);}
      else
      {return (0);}
}
/////////////////////////////////////////////////////////////////////////////////////////////
bool SellConditionsMet()
{
   double MacdCurrent, MacdPrevious, SignalCurrent;
   double SignalPrevious, MaCurrent, MaPrevious;
   MacdCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0);
   MacdPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
   SignalCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,0);
   SignalPrevious=iMACD(NULL,0,12,26,9,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);
   if(
      MacdCurrent>0 &&
      MacdCurrent<SignalCurrent &&
      MacdPrevious>SignalPrevious && 
      MacdCurrent>(MACDOpenLevel*Point) &&
      MaCurrent>MaPrevious //&&
      //MacdCurrent < MacdPrevious &&
      //mytime >= OpenTimeStart
      )
      {return(1);}
      else
      {return(0);}
}
/////////////////////////////////////////////////////////////////////////////////////////////
bool CheckOpenOrders()
{
   if (OrdersTotal()> 1)
   {
      return(0);
   }
   else return(1);
}
/////////////////////////////////////////////////////////////////////////////////////////////
int OpenBuyOrder()
{ 
   int ticket = 0;
   ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,Ask+TakeProfit*Point,"macd sample",16384,0,Green);
   Print("BuyTime: ",mytime);
   if(ticket>0)
   {
      if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
      { 
         Print("BUY order opened : ",OrderOpenPrice()," BuyTime: ",mytime );
         return(1);
      }
   }
   else 
   {
      Print("Error opening BUY order : ",GetLastError()); 
      return(0);
   } 
}
/////////////////////////////////////////////////////////////////////////////////////////////
int OpenSellOrder()
{
   int ticket = 0;
   ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,Bid-TakeProfit*Point,"macd sample",16384,0,Red);
   Print("SellTime:",mytime);
   if(ticket>0)
   {
      if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) 
      {
         Print("SELL order opened : ",OrderOpenPrice()," SellTime:",mytime);
         return(1);
      }
   }
   else
   {
      Print("Error opening SELL order : ",GetLastError()); 
      return(0);
   } 
}
/////////////////////////////////////////////////////////////////////////////////////////////
int CloseLongOrder()
{
   OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
   Print("LongCloseTime: ",mytime);
   return(1);
}
/////////////////////////////////////////////////////////////////////////////////////////////
int CloseShortOrder()
{
   OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position
   Print("ShortCloseTime: ",mytime);
   return(1);
}
/////////////////////////////////////////////////////////////////////////////////////////////
int ModifyLongTrail()
{
   if(TrailingStop>0)  
   {                 
      if(Bid-OrderOpenPrice()>Point*TrailingStop)
      {
         if(OrderStopLoss()<Bid-Point*TrailingStop)
         {
            OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
            Print("LongModifyTime: ",mytime);
            return(1);
         }
         else return(0);
      }
      else return(0);
   }
   else return(0);
}
/////////////////////////////////////////////////////////////////////////////////////////////
int ModifyShortTrail()
{
   if(TrailingStop>0)  
   {                 
      if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
      {
         if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
         {
            OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
            Print("ShortModifyTime: ",mytime);
            return(1);
         }
         else return(0);
      }
      else return(0);   
   }
   else return(0);
}
/////////////////////////////////////////////////////////////////////////////////////////////
int CheckForClose()
{
   int cnt, total, ticket;
   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
         { 
            if(SellConditionsMet())
            {
               CloseLongOrder();
            }
            ModifyLongTrail();
         }
         else 
         {
            if(BuyConditionsMet())
            {
               CloseShortOrder();
            }
            ModifyShortTrail();   
         }
      }
   return(1);
  }
}
/////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////
/////////////////////////////////////////////////////////////////////////////////////////////
int start()
{
   mytime = Hour()*100+Seconds();
     
   if (
   CheckBars()&&
   CheckProfit() &&
   CheckTime() &&
   CheckOpenOrders() &&
   CheckMargin()
   )
   {
      if (BuyConditionsMet())
      {
         OpenBuyOrder();
      }
      if (SellConditionsMet())
      {
         OpenSellOrder(); 
      }
   }
   else
   CheckForClose();   
} 



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:


BackTest : EURUSD on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.00 Total Net Profit:100.00

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.00 Total Net Profit:666.40

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.00 Total Net Profit:547.60

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.12 Total Net Profit:-3970.16

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.00 Total Net Profit:748.80

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.06 Total Net Profit:-7930.30

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.16 Total Net Profit:-10080.13

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:0.00 Total Net Profit:598.40

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.03 Total Net Profit:-9913.70

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.00 Total Net Profit:394.40

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

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