Stoch EA





//+------------------------------------------------------------------+
//| This MQL is created by Mumsie                                    |
//|                                                                  |
//|                                                                  |
//|  In no event will author be liable for any damages whatsoever.   |
//|                      Use at your own risk.                       |
//|                                                                  |
//+------------------- DO NOT REMOVE THIS HEADER --------------------+

#define SIGNAL_NONE 0
#define SIGNAL_BUY   1
#define SIGNAL_SELL  2
#define SIGNAL_CLOSEBUY 3
#define SIGNAL_CLOSESELL 4

#property copyright "Mumsie"

extern int MagicNumber = 0;
extern bool SignalMail = False;
extern bool EachTickMode = True;
extern double Lots = 0.01;
extern int Slippage = 3;
extern bool UseStopLoss = False;
extern int StopLoss = 100;
extern bool UseTakeProfit = False;
extern int TakeProfit = 200;
extern bool UseTrailingStop = False;
extern int TrailingStop = 45;

int BarCount;
int Current;
bool TickCheck = False;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init() {
   BarCount = Bars;

   if (EachTickMode) Current = 0; else Current = 1;

   return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit() {
   return(0);
}
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start() {
   int Order = SIGNAL_NONE;
   int Total, Ticket;
   double StopLossLevel, TakeProfitLevel;



   if (EachTickMode && Bars != BarCount) TickCheck = False;
   Total = OrdersTotal();
   Order = SIGNAL_NONE;

   //+------------------------------------------------------------------+
   //| Variable Begin                                                   |
   //+------------------------------------------------------------------+


double Buy1_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 1);
double Buy1_2 = 20;
double Buy2_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 2);
double Buy2_2 = 20;
double Buy3_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 2);
double Buy3_2 = 0;
double Buy4_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 1);
double Buy4_2 = 20;
double Buy5_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 0);
double Buy5_2 = 20;
double Buy6_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 0);
double Buy6_2 = 20;
double Buy7_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 0);
double Buy7_2 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 0);
double Buy8_1 = iMA(NULL, 0, 20, 0, MODE_SMMA, PRICE_CLOSE, Current + 0);
double Buy8_2 = iHigh(NULL, 0, Current + 1);
double Buy9_1 = iStochastic(NULL, PERIOD_H4, 8, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 0);
double Buy9_2 = iStochastic(NULL, PERIOD_H4, 8, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 0);
double Buy10_1 = iWPR(NULL, 0, 14, Current + 0);
double Buy10_2 = -20;

double Sell1_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 1);
double Sell1_2 = 80;
double Sell2_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 2);
double Sell2_2 = 80;
double Sell3_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 2);
double Sell3_2 = 80;
double Sell4_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 1);
double Sell4_2 = 80;
double Sell5_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 0);
double Sell5_2 = 80;
double Sell6_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 0);
double Sell6_2 = 80;
double Sell7_1 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 0);
double Sell7_2 = iStochastic(NULL, 0, 8, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 0);
double Sell8_1 = iStochastic(NULL, PERIOD_H4, 8, 3, 3, MODE_SMA, 0, MODE_MAIN, Current + 0);
double Sell8_2 = iStochastic(NULL, PERIOD_H4, 8, 3, 3, MODE_SMA, 0, MODE_SIGNAL, Current + 0);
double Sell9_1 = iMA(NULL, 0, 20, 0, MODE_SMMA, PRICE_CLOSE, Current + 0);
double Sell9_2 = iLow(NULL, 0, Current + 0);
double Sell10_1 = iWPR(NULL, 0, 14, Current + 0);
double Sell10_2 = -80;

double CloseBuy1_1 = iWPR(NULL, 0, 14, Current + 1);
double CloseBuy1_2 = -3;

double CloseSell1_1 = iWPR(NULL, 0, 14, Current + 1);
double CloseSell1_2 = -95;

   
   //+------------------------------------------------------------------+
   //| Variable End                                                     |
   //+------------------------------------------------------------------+

   //Check position
   bool IsTrade = False;

   for (int i = 0; i < Total; i ++) {
      OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
      if(OrderType() <= OP_SELL &&  OrderSymbol() == Symbol()) {
         IsTrade = True;
         if(OrderType() == OP_BUY) {
            //Close

            //+------------------------------------------------------------------+
            //| Signal Begin(Exit Buy)                                           |
            //+------------------------------------------------------------------+

                     if (CloseBuy1_1 > CloseBuy1_2) Order = SIGNAL_CLOSEBUY;


            //+------------------------------------------------------------------+
            //| Signal End(Exit Buy)                                             |
            //+------------------------------------------------------------------+

            if (Order == SIGNAL_CLOSEBUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
               OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, MediumSeaGreen);
               if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Close Buy");
               if (!EachTickMode) BarCount = Bars;
               IsTrade = False;
               continue;
            }
            //Trailing stop
            if(UseTrailingStop && TrailingStop > 0) {                 
               if(Bid - OrderOpenPrice() > Point * TrailingStop) {
                  if(OrderStopLoss() < Bid - Point * TrailingStop) {
                     OrderModify(OrderTicket(), OrderOpenPrice(), Bid - Point * TrailingStop, OrderTakeProfit(), 0, MediumSeaGreen);
                     if (!EachTickMode) BarCount = Bars;
                     continue;
                  }
               }
            }
         } else {
            //Close

            //+------------------------------------------------------------------+
            //| Signal Begin(Exit Sell)                                          |
            //+------------------------------------------------------------------+

                     if (CloseSell1_1 < CloseSell1_2) Order = SIGNAL_CLOSESELL;


            //+------------------------------------------------------------------+
            //| Signal End(Exit Sell)                                            |
            //+------------------------------------------------------------------+

            if (Order == SIGNAL_CLOSESELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
               OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, DarkOrange);
               if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Close Sell");
               if (!EachTickMode) BarCount = Bars;
               IsTrade = False;
               continue;
            }
            //Trailing stop
            if(UseTrailingStop && TrailingStop > 0) {                 
               if((OrderOpenPrice() - Ask) > (Point * TrailingStop)) {
                  if((OrderStopLoss() > (Ask + Point * TrailingStop)) || (OrderStopLoss() == 0)) {
                     OrderModify(OrderTicket(), OrderOpenPrice(), Ask + Point * TrailingStop, OrderTakeProfit(), 0, DarkOrange);
                     if (!EachTickMode) BarCount = Bars;
                     continue;
                  }
               }
            }
         }
      }
   }

   //+------------------------------------------------------------------+
   //| Signal Begin(Entry)                                              |
   //+------------------------------------------------------------------+

   if (Buy1_1 < Buy1_2 || Buy2_1 < Buy2_2 && Buy3_1 < Buy3_2 || Buy4_1 < Buy4_2 && Buy5_1 > Buy5_2 && Buy6_1 > Buy6_2 && Buy7_1 > Buy7_2 && Buy8_1 < Buy8_2 && Buy9_1 > Buy9_2 && Buy10_1 < Buy10_2) Order = SIGNAL_BUY;

   if (Sell1_1 > Sell1_2 || Sell2_1 > Sell2_2 && Sell3_1 > Sell3_2 || Sell4_1 > Sell4_2 && Sell5_1 < Sell5_2 && Sell6_1 < Sell6_2 && Sell7_1 < Sell7_2 && Sell8_1 < Sell8_2 && Sell9_1 > Sell9_2 && Sell10_1 > Sell10_2) Order = SIGNAL_SELL;


   //+------------------------------------------------------------------+
   //| Signal End                                                       |
   //+------------------------------------------------------------------+

   //Buy
   if (Order == SIGNAL_BUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
      if(!IsTrade) {
         //Check free margin
         if (AccountFreeMargin() < (1000 * Lots)) {
            Print("We have no money. Free Margin = ", AccountFreeMargin());
            return(0);
         }

         if (UseStopLoss) StopLossLevel = Ask - StopLoss * Point; else StopLossLevel = 0.0;
         if (UseTakeProfit) TakeProfitLevel = Ask + TakeProfit * Point; else TakeProfitLevel = 0.0;

         Ticket = OrderSend(Symbol(), OP_BUY, Lots, Ask, Slippage, StopLossLevel, TakeProfitLevel, "Buy(#" + MagicNumber + ")", MagicNumber, 0, DodgerBlue);
         if(Ticket > 0) {
            if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
				Print("BUY order opened : ", OrderOpenPrice());
                if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Open Buy");
			} else {
				Print("Error opening BUY order : ", GetLastError());
			}
         }
         if (EachTickMode) TickCheck = True;
         if (!EachTickMode) BarCount = Bars;
         return(0);
      }
   }

   //Sell
   if (Order == SIGNAL_SELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
      if(!IsTrade) {
         //Check free margin
         if (AccountFreeMargin() < (1000 * Lots)) {
            Print("We have no money. Free Margin = ", AccountFreeMargin());
            return(0);
         }

         if (UseStopLoss) StopLossLevel = Bid + StopLoss * Point; else StopLossLevel = 0.0;
         if (UseTakeProfit) TakeProfitLevel = Bid - TakeProfit * Point; else TakeProfitLevel = 0.0;

         Ticket = OrderSend(Symbol(), OP_SELL, Lots, Bid, Slippage, StopLossLevel, TakeProfitLevel, "Sell(#" + MagicNumber + ")", MagicNumber, 0, DeepPink);
         if(Ticket > 0) {
            if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
				Print("SELL order opened : ", OrderOpenPrice());
                if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Open Sell");
			} else {
				Print("Error opening SELL order : ", GetLastError());
			}
         }
         if (EachTickMode) TickCheck = True;
         if (!EachTickMode) BarCount = Bars;
         return(0);
      }
   }

   if (!EachTickMode) BarCount = Bars;

   return(0);
}
//+------------------------------------------------------------------+



Sample





Analysis



Market Information Used:

Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar


Indicator Curves created:


Indicators Used:

Stochastic oscillator
Moving average indicator
Larry William percent range indicator


Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders

It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached

Other Features:

It sends emails

BackTest : EURUSD on H1

From 2009-11-01 to 2009-11-30 Profit Factor:2.48 Total Net Profit:6.09

BackTest : USDJPY on H1

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

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.00 Total Net Profit:5.20

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.00 Total Net Profit:6.38

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.00 Total Net Profit:3.84

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.00 Total Net Profit:-40.66

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:2.52 Total Net Profit:3.29

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 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

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