Stoch EA-mm-V4





//+------------------------------------------------------------------+
//| This MQL is generated by Expert Advisor Builder                  |
//|                http://sufx.core.t3-ism.net/ExpertAdvisorBuilder/ |
//|                                                                  |
//|  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 "Expert Advisor Builder"
#property link      "http://sufx.core.t3-ism.net/ExpertAdvisorBuilder/"

extern int mm=1; 
extern int reinv=10; 
extern int MagicNumber = 0;
extern bool SignalMail = False;
extern bool EachTickMode = False;
extern double Lots = 0.1;
extern int Slippage = 3;
extern bool UseStopLoss = True;
extern int StopLoss = 200;
extern bool UseTakeProfit = True;
extern int TakeProfit = 600;
extern bool UseTrailingStop = False;
extern int TrailingStop = 30;
extern int maxLots=50;
extern bool emergencystoploss=True;
extern bool stoponslowstoch=True;
extern bool TPonWPR=True;

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, 5, 3, 3, MODE_SMA, 1, MODE_MAIN, Current + 0);
double Buy1_2 = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_SIGNAL, Current + 0);
double Buy1_1a = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_MAIN, Current + 1);
double Buy1_2a = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_SIGNAL, Current + 1);
double Buy1_1b = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_MAIN, Current + 0);
double Buy1_2b = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_SIGNAL, Current + 0);
double Buy2_1 = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_SIGNAL, Current + 0);
double Buy2_2 = 25;
double Buy3_1 = iRSI(NULL, 0, 14, PRICE_CLOSE, Current + 1);
double Buy3_2 = 45;
double Buy4_1 = iWPR(NULL, 0, 14, Current + 1);
double Buy4_2 = -75;
double Buy5_1 = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_MAIN, Current + 1);
double Buy5_2 = 1;

double Sell1_1 = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_MAIN, Current + 0);
double Sell1_2 = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_SIGNAL, Current + 0);
double Sell1_1a = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_MAIN, Current + 1);
double Sell1_2a = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_SIGNAL, Current + 1);
double Sell1_1b = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_MAIN, Current + 0);
double Sell1_2b = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_SIGNAL, Current + 0);
double Sell2_1 = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_MAIN, Current + 0);
double Sell2_2 = 75;
double Sell3_1 = iRSI(NULL, 0, 14, PRICE_CLOSE, Current + 0);
double Sell3_2 = 52;
double Sell4_1 = iWPR(NULL, 0, 14, Current + 1);
double Sell4_2 = -25;
double Sell5_1 = iStochastic(NULL, 0, 5, 3, 3, MODE_SMA, 1, MODE_MAIN, Current + 1);
double Sell5_2 = 99;

int orderOpenBar = iBarShift(NULL, 0, OrderOpenTime(), true);

double CloseBuy1_1a = iWPR(NULL, 0, 14, Current + 0);
double CloseBuy1_1b = iWPR(NULL, 0, 14, Current + 3);
double CloseBuy1_2a = -99.5; // emergency stoploss  - 0.5 WPR is in extreme overbought territory, lower it to close bad trades earlier
double CloseBuy1_2b = -6;  // TP by WPR - higher takes profit earlier
double CloseBuy2_1 = iStochastic(NULL, 0, 50, 3, 10, MODE_SMA, 0, MODE_MAIN, Current + 0);
double CloseBuy2_2 = 88; //slow stochastic TP - lower takes profit earlier and maybe not better

double CloseSell1_1a = iWPR(NULL, 0, 14, Current + 0);
double CloseSell1_1b = iWPR(NULL, 0, 14, Current + 3);
double CloseSell1_2a = -0.5; // emergency stoploss  - 0.5 WPR is in extreme overbought territory, lower it to close bad trades earlier
double CloseSell1_2b = -94; // TP by WPR - higher takes profit earlier
double CloseSell2_1 = iStochastic(NULL, 0, 50, 3, 10, MODE_SMA, 0, MODE_MAIN, Current + 0);
double CloseSell2_2 = 12;  //slow stochastic TP - higher takes profit earlier and maybe not better

   
   //+------------------------------------------------------------------+
   //| 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 (orderOpenBar > 3)
                        //emergency stoploss
                       {
                        if(emergencystoploss==True)
                           {
                           if((OrderOpenPrice() > Bid) && (CloseBuy1_1a < CloseBuy1_2a)){Order = SIGNAL_CLOSEBUY;}
                           }
                      //slow stochastic reaches peak
                        if(stoponslowstoch==True)
                           {
                           if (CloseBuy2_1 > CloseBuy2_2){Order = SIGNAL_CLOSEBUY;}
                           }
                        //if we are going up, and the WPR reaches overbought                      
                        if(TPonWPR==True)
                           {
                           if((OrderOpenPrice() < Bid) && (CloseBuy1_1b > CloseBuy1_2b)){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 (orderOpenBar > 3)
                        //emergency stoploss
                       {
                        if(emergencystoploss==True)
                           {
                           if((OrderOpenPrice() < Ask) && (CloseSell1_1a < CloseSell1_2a)){Order = SIGNAL_CLOSESELL;}
                           }
                      //slow stochastic reaches peak
                        if(stoponslowstoch==True)
                           {
                           if (CloseSell2_1 < CloseSell2_2){Order = SIGNAL_CLOSESELL;}
                           }
                        //if we are going up, and the WPR reaches overbought                      
                        if(TPonWPR==True)
                           {
                           if((OrderOpenPrice() > Ask) && (CloseSell1_1b < CloseSell1_2b)){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)|| (Buy1_1a<Buy1_2a && Buy1_1b>Buy1_2b))
      {
         if (Buy2_1 < Buy2_2 && Buy3_1 > Buy3_2 && Buy4_1 < Buy4_2 && Buy5_1 > Buy5_2) 
         {
            Order = SIGNAL_BUY;
         }
      }          

   if ((Sell1_1 == Sell1_2) || (Sell1_1a > Sell1_2a && Sell1_1b < Sell1_2b))
      {
         if(Sell2_1 > Sell2_2 && Sell3_1 < Sell3_2 && Sell4_1 > Sell4_2 && Sell5_1 < Sell5_2) 
         {
         Order = SIGNAL_SELL;
         }
      }


   //+------------------------------------------------------------------+
   //| Signal End                                                       |
   //+------------------------------------------------------------------+
if (mm==1) 
{ 
if(Lots<(MathCeil((AccountFreeMargin()/1000)*reinv)/10)){Lots=(MathCeil((AccountFreeMargin()/10000)*reinv)/10);if(Lots>maxLots){Lots=maxLots;}} 
}
   //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:



Indicator Curves created:


Indicators Used:

Stochastic oscillator
Relative strength index
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 2009-08-01 to 2009-10-01 Profit Factor:0.47 Total Net Profit:-784.72

BackTest : EURUSD on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.13 Total Net Profit:-2153.34

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:1.44 Total Net Profit:242.40

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:5.06 Total Net Profit:1128.28

BackTest : EURUSD on H1

From 2010-05-01 to 2010-05-31 Profit Factor:0.00 Total Net Profit:-732.00

BackTest : EURUSD on H1

From 2010-06-01 to 2010-06-30 Profit Factor:0.35 Total Net Profit:-2199.59

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.66 Total Net Profit:-232.10

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.09 Total Net Profit:-2356.96

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.67 Total Net Profit:-3588.46

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:1.03 Total Net Profit:13.68

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:6.93 Total Net Profit:1448.78

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.00 Total Net Profit:-2487.59

Request Backtest for Stoch EA-mm-V4


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