TSD-v11-MT4-JB-OsMA





/*[[
	Name := TDSGlobal
	Author := Copyright © 2005 Bob O'Brien / Barcode
	Link := 
	Notes := Based on Alexander Elder's Triple Screen system. To be run only on a Weekly chart.
	Lots := 1
	Stop Loss := 0
	Take Profit := 100
	Trailing Stop := 60
]]*/
//+------------------------------------------------------------------+
//|  External Variables                                              |
//+------------------------------------------------------------------+

extern double Lots = 1.0;
extern int TakeProfit = 100;
extern int Stoploss = 0;
extern int TrailingStop = 60;	
extern int Slippage=5;			// Slippage
extern int StopYear=2005;
extern int MM=0,Leverage=1,AcctSize=10000;

int BuyEntryOrderTicket=0,SellEntryOrderTicket=0,cnt=0,total=0;

double MacdCurrent=0, MacdPrevious=0, MacdPrevious2=0, Direction=0, OsMAPrevious=0, OsMAPrevious2=0, OsMADirection=0;

double newbar=0,PrevDay=0,PrevMonth=0,PrevYear=0,PrevCurtime=0;

double PriceOpen=0;								// Price Open


bool First=True;

double TradesThisSymbol=0;
double ForcePos=0, ForceNeg=0, Force=0,NewPrice=0;
double StartMinute1=0,EndMinute1=0,StartMinute2=0,EndMinute2=0,StartMinute3=0,EndMinute3=0;
double StartMinute4=0,EndMinute4=0,StartMinute5=0,EndMinute5=0,StartMinute6=0,EndMinute6=0;
double StartMinute7=0,EndMinute7=0,DummyField=0;

int start()
{

Comment("TSD for MT4 ver beta 0.3 - DO NOT USE WITH REAL MONEY YET",
        "\n",
        "\n","Weekly MacdPrevious = ",MacdPrevious,"    Weekly OsMAPrevious = ",OsMAPrevious,
        "\n","Weekly MacdPrevious2 = ",MacdPrevious2,"    Weekly OsMAPrevious2 = ",OsMAPrevious2,
        "\n","Weekly Direction = ",Direction,"    Weekly OsMADirection = ",OsMADirection,
        "\n",
        "\n","Daily Force = ",Force,
        "\n","Is Daily Force Bullish = ",ForcePos,
        "\n","Is Daily Force Bearish = ",ForceNeg,
        "\n",
        "\n","Total Orders = ",total,
        "\n","Trades this Symbol(",Symbol(),") = ",TradesThisSymbol,
        "\n",
        "\n","New Bar Time is ",TimeToStr(newbar),
        "\n",
        "\n","Daily High[1] = ",High[1],
        "\n","Daily High[2] = ",High[2],
        "\n","Daily Low[1] = ",Low[1],
        "\n","Daily Low[2] = ",Low[2],
        "\n",
        "\n","Current Ask Price + 16 pips = ",Ask+(16*Point),
        "\n","Current Bid Price - 16 pips = ",Bid-(16*Point));
        
        
        
  total=OrdersTotal();
     TradesThisSymbol=0;
	  for(cnt=0;cnt<total;cnt++)
     { 
         OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
	      
	      if(OrderSymbol()==Symbol())
	      {
	        TradesThisSymbol ++;
	      } // close for if(OrderSymbol()==Symbol())
	  } // close for for(cnt=0;cnt<total;cnt++)        
        
        
        
        

     
	  MacdPrevious  = iMACD(NULL,10080,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
	  MacdPrevious2 = iMACD(NULL,10080,12,26,9,PRICE_CLOSE,MODE_MAIN,2);
	  
	  OsMAPrevious  = iOsMA(NULL,10080,12,26,9,PRICE_CLOSE,1);
	  OsMAPrevious2 = iOsMA(NULL,10080,12,26,9,PRICE_CLOSE,2);

     Force = iForce(NULL,1440,2,MODE_EMA,PRICE_CLOSE,1); 
     ForcePos = iForce(NULL,1440,2,MODE_EMA,PRICE_CLOSE,1) > 0;
	  ForceNeg = iForce(NULL,1440,2,MODE_EMA,PRICE_CLOSE,1) < 0;

	  
	  if (MacdPrevious > MacdPrevious2) Direction = 1;
	  if (MacdPrevious < MacdPrevious2) Direction = -1;
	  if (MacdPrevious == MacdPrevious2) Direction = 0;
	  
	  if (OsMAPrevious > OsMAPrevious2) OsMADirection = 1;
	  if (OsMAPrevious < OsMAPrevious2) OsMADirection = -1;
	  if (OsMAPrevious == OsMAPrevious2) OsMADirection = 0;
	  
	            
     
	  
// Select a range of minutes in the day to start trading based on the currency pair.
// This is to stop collisions occurring when 2 or more currencies set orders at the same time.

if(Symbol() == "USDCHF")
{
    StartMinute1 = 0;
	EndMinute1   = 1;
    StartMinute2 = 8;
	EndMinute2   = 9;
    StartMinute3 = 16;
	EndMinute3   = 17;
    StartMinute4 = 24;
	EndMinute4   = 25;
    StartMinute5 = 32;
	EndMinute5   = 33;
    StartMinute6 = 40;
	EndMinute6   = 41;
    StartMinute7 = 48;
	EndMinute7   = 49;
} // close for if(Symbol() == "USDCHF")
if(Symbol() == "GBPUSD")
{  
    StartMinute1 = 2;
	EndMinute1   = 3;
    StartMinute2 = 10;
	EndMinute2   = 11;
    StartMinute3 = 18;
	EndMinute3   = 19;
    StartMinute4 = 26;
	EndMinute4   = 27;
    StartMinute5 = 34;
	EndMinute5   = 35;
    StartMinute6 = 42;
	EndMinute6   = 43;
    StartMinute7 = 50;
	EndMinute7   = 51;
} // close for if(Symbol() == "GBPUSD")
if(Symbol() == "USDJPY")
{
    StartMinute1 = 4;
	EndMinute1   = 5;
    StartMinute2 = 12;
	EndMinute2   = 13;
    StartMinute3 = 20;
	EndMinute3   = 21;
    StartMinute4 = 28;
	EndMinute4   = 29;
    StartMinute5 = 36;
	EndMinute5   = 37;
    StartMinute6 = 44;
	EndMinute6   = 45;
    StartMinute7 = 52;
	EndMinute7   = 53;
} //close for if(Symbol() == "USDJPY")
if(Symbol() == "EURUSD")
{
    StartMinute1 = 6;
	EndMinute1   = 7;
    StartMinute2 = 14;
	EndMinute2   = 15;
    StartMinute3 = 22;
	EndMinute3   = 23;
    StartMinute4 = 30;
	EndMinute4   = 31;
    StartMinute5 = 38;
	EndMinute5   = 39;
    StartMinute6 = 46;
	EndMinute6   = 47;
    StartMinute7 = 54;
	EndMinute7   = 59;
} // close for if(Symbol() == "EURUSD")



if( (Minute() >= StartMinute1 && Minute() <= EndMinute1) ||
   (Minute() >= StartMinute2 && Minute() <= EndMinute2) ||
   (Minute() >= StartMinute3 && Minute() <= EndMinute3) ||
   (Minute() >= StartMinute4 && Minute() <= EndMinute4) ||
   (Minute() >= StartMinute5 && Minute() <= EndMinute5) ||
   (Minute() >= StartMinute6 && Minute() <= EndMinute6) ||
   (Minute() >= StartMinute7 && Minute() <= EndMinute7) )
{
	DummyField = 0; // dummy statement because MT will not allow me to use a continue statement
} // close for LARGE if statement
else return(0);

/////////////////////////////////////////////////
//  Process the next bar details
/////////////////////////////////////////////////

if (newbar != Time[0]) 
{
	 newbar        = Time[0];
	 
	 if(TradesThisSymbol < 1) 
	 {
	   
	   if(OsMADirection == 1 && ForceNeg)
		{
			PriceOpen = High[1] + 1 * Point;		// Buy 1 point above high of previous candle
			if(PriceOpen > (Ask + 16 * Point))  // Check if buy price is a least 16 points > Ask
			{
				BuyEntryOrderTicket=OrderSend(Symbol(),OP_BUYSTOP,Lots,PriceOpen,Slippage,Low[1] - 1 * Point,PriceOpen + TakeProfit * Point,"Buy Entry Order placed at "+CurTime(),0,0,Green);
				return(0);

			} // close for if(PriceOpen > (Ask + 16 * Point))
			else
			{
			   NewPrice = Ask + 16 * Point;
				BuyEntryOrderTicket=OrderSend(Symbol(),OP_BUYSTOP,Lots,NewPrice,Slippage,Low[1] - 1 * Point,NewPrice + TakeProfit * Point,"Buy Entry Order placed at "+CurTime(),0,0,Green);
				return(0);
			} // close for else statement
	   } // close for if(Direction == 1 && ForceNeg)
     
     
     if(OsMADirection == -1 && ForcePos)
     {
         PriceOpen = Low[1] - 1 * Point;
			if(PriceOpen < (Bid - 16 * Point)) // Check if buy price is a least 16 points < Bid
			{
				SellEntryOrderTicket=OrderSend(Symbol(),OP_SELLSTOP,Lots,PriceOpen,Slippage,High[1] + 1 * Point,PriceOpen - TakeProfit * Point,"Sell Entry Order placed at "+CurTime(),0,0,Green);
				return(0);
			} // close for if(PriceOpen < (Bid - 16 * Point))
			else
			{
				NewPrice = Bid - 16 * Point;
				SellEntryOrderTicket=OrderSend(Symbol(),OP_SELLSTOP,Lots,NewPrice,Slippage,High[1] + 1 * Point,NewPrice - TakeProfit * Point,"Sell Entry Order placed at "+CurTime(),0,0,Green);
            return(0);			
			} // close for else statement

      } // close for if(Direction == -1 && ForcePos)
    } //Close of if(TradesThisSymbol < 1)


/////////////////////////////////////////////////
//  Pending Order Management
/////////////////////////////////////////////////

if(TradesThisSymbol > 0)
	{
      total=OrdersTotal();
      for(cnt=0;cnt<total;cnt++)
  	   { 
  	      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

         if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP)
         {

				if(OsMADirection == -1)
  				{ 
  				   OrderDelete(OrderTicket());
	        		return(0); 
				} // close for if(Direction == -1)
			} // close for if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP)

         if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP)
         {

				if(OsMADirection == 1)
  				{ 
  				   OrderDelete(OrderTicket());
	        		return(0); 
				} //close for if(Direction == 1)
			} //close for if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP)


         if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP)
   	   {
				if(High[1] < High[2])
	  			{ 
					if(High[1] > (Ask + 16 * Point))
	  				{ 
	  	   		  OrderModify(OrderTicket(),High[1] + 1 * Point,Low[1] - 1 * Point,OrderTakeProfit(),0,Cyan);
                 return(0);					
	  				} //close for if(High[1] > (Ask + 16 * Point))
	  				else
	  				{
	  				  OrderModify(OrderTicket(),Ask + 16 * Point,Low[1] - 1 * Point,OrderTakeProfit(),0,Cyan);
                 return(0);					
	  				
	  				} //close for else statement
	  			} //close for if(High[1] < High[2])
	  		} //close for if(OrderSymbol()==Symbol() && OrderType()==OP_BUYSTOP)
	  
	      if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP)
   		{
				if(Low[1] > Low[2])
				{ 
					if(Low[1] < (Bid - 16 * Point))
					{
		   		  OrderModify(OrderTicket(),Low[1] - 1 * Point,High[1] + 1 * Point,OrderTakeProfit(),0,Cyan);
                 return(0);					
					} // close for if(Low[1] < (Bid - 16 * Point))
					else
					{
					  OrderModify(OrderTicket(),Bid - 16 * Point,High[1] + 1 * Point,OrderTakeProfit(),0,Cyan);
                 return(0);					
      
					} //close for else statement
				} //close for if(Low[1] > Low[2])
			} //close for if(OrderSymbol()==Symbol() && OrderType()==OP_SELLSTOP)
		} // close for for(cnt=0;cnt<total;cnt++)
	} // close for if(TradesThisSymbol > 0)
} // close for if (newbar != Time[0]) 

/////////////////////////////////////////////////
//  Stop Loss Management
/////////////////////////////////////////////////
if(TradesThisSymbol > 0)
{
  total=OrdersTotal();
  for(cnt=0;cnt<total;cnt++)
  { 
     OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

     if(OrderSymbol()==Symbol() && OrderType()==OP_BUY)
    	{
			if(Ask-OrderOpenPrice() > (TrailingStop * Point))
  			{ 
				if(OrderStopLoss() < (Ask - TrailingStop * Point))
				{ 
	   		   OrderModify(OrderTicket(),OrderOpenPrice(),Ask - TrailingStop * Point,Ask + TakeProfit * Point,0,Cyan);
               return(0);					

				} // close for if(OrderStopLoss() < (Ask - TrailingStop * Point))
			} // close for if(Ask-OrderOpenPrice() > (TrailingStop * Point))
		} // close for if(OrderSymbol()==Symbol() && OrderType()==OP_BUY)
	
     if(OrderSymbol()==Symbol() && OrderType()==OP_SELL)
		{
			if(OrderOpenPrice() - Bid > (TrailingStop * Point))
			{ 
				if(OrderStopLoss() > (Bid + TrailingStop * Point))
				{ 
	   		   OrderModify(OrderTicket(),OrderOpenPrice(),Bid + TrailingStop * Point,Bid - TakeProfit * Point,0,Cyan);
               return(0);					

				} // close for if(OrderStopLoss() > (Bid + TrailingStop * Point))
			} // close for if(OrderOpenPrice() - Bid > (TrailingStop * Point))
		 } // close for if(OrderSymbol()==Symbol() && OrderType()==OP_SELL)
  	  } // close for for(cnt=0;cnt<total;cnt++)
   } // close for if(TradesThisSymbol > 0)
  
	

//return(0);

} // close for start





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
Series array that contains open time of each bar


Indicator Curves created:


Indicators Used:

MACD Histogram
Moving Average of Oscillator
Force index


Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders

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 2009-11-01 to 2009-11-30 Profit Factor:1.05 Total Net Profit:266.10

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.59 Total Net Profit:-1506.84

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:1.49 Total Net Profit:1844.60

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.77 Total Net Profit:-960.94

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.93 Total Net Profit:-598.00

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:1.40 Total Net Profit:2159.50

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.72 Total Net Profit:-9978.35

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:1.26 Total Net Profit:916.40

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

Request Backtest for TSD-v11-MT4-JB-OsMA


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