#AETicks





//+------------------------------------------------------------------+
//|                                                   _AEPeriods.mq4 |
//|                                                              JDP |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "JDP"
#property link      ""

extern bool SetTP=false;
extern bool SetSL=false;
extern bool DoData=false;
extern bool DoCloseAll=false;
extern double Lots=0.1;
extern double SL=0.001;
extern double TP=0.0001;
extern int magic = 1000;
int LastAction = 0;
int LastTm=0;
double Balance = 0;
double buyprice,sellprice,buyprofit,sellprofit,buylots,selllots;
int buycnt = 0,sellcnt = 0;
int ticket;
double V;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
  //Print(Digits);
   Open_Trades();
   Get_Signal();
   Do_Trade();
   Set_TP();
   Comment("#Ticks (" + DoubleToStr(V,4) + " : " + DoubleToStr(buyprice,4) + " : " + DoubleToStr(buylots,2) + ") (" + DoubleToStr(sellprice,4) + " : " + DoubleToStr(selllots,2) + ") (" + DoubleToStr(buyprofit,2) + " : " + DoubleToStr(sellprofit,2) + " : " + DoubleToStr(buyprofit+sellprofit,2) + ")"); 
   if (DoCloseAll==True) {
      Close_All();
   }
   if (DoData==true) {
      if (LastTm < Time[0]) {
         Do_Data();
         LastTm = Time[0];
      }   
   }   
   return(0);
  }

void Do_Trade() {
   double VTP,VSL;
   int Ticket = 0;
   if (V==1) {
      if (LastAction!=1) {
         
         //Print(DoubleToStr(Ask,5)," : ",DoubleToStr(VSL,5)," : ",DoubleToStr(VTP,5));
         if (buylots==0) {
            Ticket = OrderSend(Symbol(),OP_BUY,Lots,Ask,3,NULL,NULL,"",magic,0,Blue);
         } else {
            Ticket = OrderSend(Symbol(),OP_BUY,buylots,Ask,3,NULL,NULL,"",magic,0,Blue);
         }      
         //if (Ticket>0) {
         //
         //   if (OrderSelect(Ticket,SELECT_BY_TICKET)==true) {
         //      VTP = OrderOpenPrice() + TP;
         //      VSL = OrderOpenPrice() - SL;
         //      VTP = NormalizeDouble(VTP,5);
         //      VSL = NormalizeDouble(VSL,5);
         //      OrderModify(Ticket,OrderOpenPrice(),VSL,VTP,0);
         //   }
         //}
         LastAction = 1;
      }   
   } else {
      if (V==-1) {
         if (LastAction!=-1) {
            
            //Print(DoubleToStr(Bid,5)," : ",DoubleToStr(VSL,5)," : ",DoubleToStr(VTP,5));
            if (selllots==0) {
               Ticket = OrderSend(Symbol(),OP_SELL,Lots,Bid,3,NULL,NULL,"",magic,0,Red);
            } else {
               Ticket = OrderSend(Symbol(),OP_SELL,selllots,Bid,3,NULL,NULL,"",magic,0,Red);
            }   
            //if (Ticket>0) {
            //   if (OrderSelect(Ticket,SELECT_BY_TICKET)==true) {
            //      VTP = OrderOpenPrice() - TP;
            //      VSL = OrderOpenPrice() + SL;
            //      VTP = NormalizeDouble(VTP,5);
            //      VSL = NormalizeDouble(VSL,5);
            //      OrderModify(Ticket,OrderOpenPrice(),VSL,VTP,0);
            //   }
            //}
            LastAction = -1;
         }   
      } else {
         LastAction = 0;
      }
   }   
}

void Get_Signal() {
   V = GlobalVariableGet("TV");
}

int Set_TP() {
   int i = 0,total = OrdersTotal();
   int cTotal = 0;
   int cTicket,cnt,tcnt;
   bool busy;
   double VTP;
   busy = true;
   tcnt = total;
   for (i=0;i<total;i++) {
      if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==true) {
         if (OrderMagicNumber()==magic) {
            if (Symbol()==OrderSymbol()) {
               if (OrderType()==OP_BUY) {
                  VTP = buyprice + TP;
                  VTP = NormalizeDouble(VTP,Digits);
                  if (OrderTakeProfit()!=VTP) {
                     //Print(cTicket);
                     OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),VTP,0);
                  }   
               }   
               if (OrderType()==OP_SELL) {
                  VTP = sellprice - TP;
                  VTP = NormalizeDouble(VTP,Digits);
                  if (OrderTakeProfit()!=VTP) {
                     //Print(cTicket);
                     OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),VTP,0);
                  }   
               }   
            }   
         }   
      }
   }   
   return(cTotal);
}

int Set_SL() {
   int i = 0,total = OrdersTotal();
   int cTotal = 0;
   int cTicket,cnt,tcnt;
   bool busy;
   busy = true;
   tcnt = total;
   for (i=0;i<total;i++) {
      if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==true) {
         if (Symbol()==OrderSymbol()) {
            RefreshRates();
            if (OrderStopLoss()!=SL) {
               OrderModify(OrderTicket(),OrderOpenPrice(),SL,OrderTakeProfit(),0);
            }   
         }   
      }
   }   
   return(cTotal);
}

int Do_Data() {
   double cIP;
   int handle=FileOpen(Symbol() + "_" + Period() + ".csv", FILE_CSV|FILE_READ|FILE_WRITE, ',');
   cIP = iCustom(Symbol(),0,"#cIPTrendv2",Symbol(),1,0,1);
   //Print(handle);
   if(handle>0) {
      FileSeek(handle, 0, SEEK_END);
      FileWrite(handle,Symbol(), TimeToStr(Time[1]),Open[1],Close[1],High[1],Low[1],cIP);
      FileClose(handle);
    }
}

int Close_All() {
   int i = 0,total = OrdersTotal();
   int cTotal = 0;
   int cTicket,cnt,tcnt;
   bool busy;
   busy = true;
   tcnt = total;
   while (busy==true) {
      for (i=0;i<total;i++) {
         if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==true) {
            //if (Symbol()==OrderSymbol()) {
               cTicket = OrderTicket();
               cTotal = cTotal + 1;
            //}   
         }
      }   
      if (cTicket>0) {
         if (OrderSelect(cTicket,SELECT_BY_TICKET,MODE_TRADES)==true) {
            RefreshRates();
            if (OrderType()==OP_BUY) {
               OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_BID),10);                  
            }   
            if (OrderType()==OP_SELL) {
               OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_ASK),10);
            } 
            if ((OrderType() == OP_BUYLIMIT) || (OrderType() == OP_SELLLIMIT) || (OrderType()==OP_BUYSTOP) || (OrderType()==OP_SELLSTOP)) {
               //OrderDelete(OrderTicket());
               DeleteOrder(OrderTicket());
               busy = true;
               i = OrdersTotal();
            }  
         }   
      } else {
         busy = false;
      }
      cnt = cnt + 1;
      if (cnt >= tcnt) {
         busy = false;
      }       
   }   
   return(cTotal);
}
 
void DeleteOrder(int tTicket) {
   int j;
   for (j=0;j< ObjectsTotal();j++) {
      if (StringFind(ObjectName(j),DoubleToStr(tTicket,0),0) >= 0) {
         ObjectDelete(ObjectName(j));
      }
   }
   OrderDelete(tTicket);   
}
  
double Get_Lots(double tlots,string CurPair) {
   double lots = 0;
   int i;
   double base = 0;
   double cPrice = 0;
   double tPrice = 0;
   double cPers = 0;
   string s1,s2;
   
   s1 = StringSubstr(CurPair,3,3);
   if (s1=="USD") {
      base = 1;
   } else {
      s2 = s1 + "USDm";
      tPrice = MarketInfo(s2,MODE_BID);
      if (tPrice==0.0) {
         s2 = "USD" + s1 + "m";
         tPrice = MarketInfo(s2,MODE_BID);
         
         if (tPrice>0) {
            base = 1/tPrice;
         } 
      } else {
         base = tPrice;
      }
      //Print(s2 + " : " + tPrice + " : " + base);
   }
   
}   

void Open_Trades() {
   double tmp2;
   int pPoint,itmp; 
   int total=OrdersTotal();  
   buyprice = 0;
   sellprice = 0;
   buyprofit = 0;
   sellprofit = 0;
   buylots = 0;
   selllots = 0; 
   buycnt = 0;
   sellcnt = 0;
   
   for (int pos=0;pos<total;pos++) {
      if (OrderSelect(pos,SELECT_BY_POS,MODE_TRADES)==true) {
         if (OrderSymbol() == Symbol()) {
            //if (OrderMagicNumber() == magic) {
               if (OrderType()== OP_BUY) {        
                  buylots = buylots + OrderLots();
                  buyprice = buyprice + (OrderOpenPrice()* OrderLots());
                  buyprofit = buyprofit + OrderProfit();
                  buycnt = buycnt + 1;
                    
               }
               if (OrderType()== OP_SELL) {
                  selllots = selllots + OrderLots();
                  sellprice = sellprice + (OrderOpenPrice()* OrderLots());
                  sellprofit = sellprofit + OrderProfit();
                  sellcnt = sellcnt + 1;
                  if (OrderMagicNumber() > 0) {
                     ticket = OrderTicket();
                  } 
               }
            //}   
         }
      }
   }
       
   if (buylots > 0) {
      tmp2 = 1/buylots;
      buyprice = buyprice * tmp2;
      if (ObjectFind("LBuy") != 0) {
         ObjectCreate("LBuy",OBJ_HLINE,0,Time[0],buyprice);
         ObjectSet("LBuy",OBJPROP_COLOR,Blue);
      } else {
         ObjectSet("LBuy",OBJPROP_PRICE1,buyprice);
      }   
   } else {
      if (ObjectFind("LBuy") >= 0) {
         ObjectDelete("LBuy");
      }   
   }
   if (selllots > 0) {
      tmp2 = 1/selllots;
      sellprice = sellprice * tmp2;
      if (ObjectFind("LSell") != 0) {
         ObjectCreate("LSell",OBJ_HLINE,0,Time[0],sellprice);
         ObjectSet("LSell",OBJPROP_COLOR,Red);
      } else {
         ObjectSet("LSell",OBJPROP_PRICE1,sellprice);
      }  
   } else {
      if (ObjectFind("LSell") >= 0) {
         ObjectDelete("LSell");
      }   
   }   
      
   if (Ask >= 100) {pPoint = 100;} else {pPoint = 10000;}
   buyprice = buyprice * pPoint;
   itmp = buyprice;
   buyprice = itmp;
   buyprice = buyprice / pPoint;      
   sellprice = sellprice * pPoint;
   itmp = sellprice;
   sellprice = itmp;
   sellprice = sellprice / pPoint;     
}



Sample





Analysis



Market Information Used:

Series array that contains open time of each bar
Series array that contains close prices for each bar
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 prices of each bar


Indicator Curves created:


Indicators Used:




Custom Indicators Used:
#cIPTrendv2

Order Management characteristics:
It automatically opens orders when conditions are reached
Checks for the total of open orders

It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself

Other Features:

Uses files from the file system
It writes information to file

BackTest : EURUSD on H1

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

BackTest : EURUSD on H1

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

BackTest : USDCAD on H1

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

BackTest : EURUSD on H1

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

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.00 Total Net Profit:0.00

BackTest : USDCAD on H1

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

BackTest : EURUSD on H1

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

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.00 Total Net Profit:0.00

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 #AETicks


From : (yyyy/mm/dd) To: (yyyy/mm/dd)

Pair: Period: