ASC Trend EA(2)





//+------------------------------------------------------------------+
//|                           Copyright 2006, Larionov P.V.          |
//|                                          lolion@mail.ru          |
//+------------------------------------------------------------------+

#property copyright "Copyright 2006, ASCTRENDTS "
#property link      "lolion@mail.ru"

#define MAGIC 916883

extern double lStopLoss      = 20;
extern double sStopLoss      = 20;
extern double lTakeProfit    = 80;
extern double sTakeProfit    = 80;
extern double lTrailingStop  = 20;
extern double sTrailingStop  = 20;
extern int MainTrend         = 1440;
extern int ShiftBars                = 1;
extern int Risk                     = 3;
extern bool EnableCloseByASCTrend   =true;
extern int Slippage = 5;
extern bool UseHourTrade = true; //use timefilter
extern int FromHourTrade = 8;
extern int ToHourTrade = 18;
extern bool UseSound = false;
extern string NameFileSound = "alert.wav";
extern double Lots = 1.0;
extern string _Parameters_b_Lots = "Settings of the lot size calculation module";
extern int LotsWayChoice  = 1;    // Lot size selection: 
                                  //  0-fixed lot size, 
                                  //  1-% from deposit, 
                                  //  2-fractional proportional, 
                                  //  3-fractional fixed lot size, 
extern int LotsPercent=0;   // % from deposit 
extern int LotsDeltaDepo=500;  // factor of deposit increase 
extern int LotsDepoForOne=500;  // deposit size for 1 mini lot 
extern int LotsMax=10000; // Max number of mini lots 

extern color clOpenBuy = Blue;
extern color clCloseBuy = Aqua;
extern color clOpenSell = Red;
extern color clCloseSell = Violet;
extern color clModiBuy = Blue;
extern color clModiSell = Red;
extern string Name_Expert = "ASCTRENDTS";




void deinit(){

}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+

bool PS=false, PB=false;

int start(){//1


 for(int i=ShiftBars;i<Bars; i++){//2
 PS = AscTrendSignal(MainTrend,"DOWN",i,Risk);
 PB = AscTrendSignal(MainTrend,"UP",i,Risk);
  if(PS||PB){//3
  break;
  }//3
 }//2
    
 if (UseHourTrade){//2
  if (!(Hour()>=FromHourTrade && Hour()<=ToHourTrade)){//3
  Comment("Non-Trading Hours");
  return(0);
  }//3
 }//2
 if(Bars<100){//2
 Print("bars less than 100");
 return(0);
 }//2
 if(lStopLoss<10){//2
 Print("StopLoss less than 10");
 return(0);
 }//2
 if(lTakeProfit<10){
 Print("TakeProfit less than 10");
 return(0);
 }//2
 if(sStopLoss<10){
 Print("StopLoss less than 10");
 return(0);
 }//2
 if(sTakeProfit<10){//2
 Print("TakeProfit less than 10");
 return(0);
 }//2
     
 if(AccountFreeMargin()<(500*Lots)){//2
 Print("You are out of Money", AccountFreeMargin());
 return(0);
 }//2
 if (!ExistPositions()){//2
  if (PS){//3
  OpenSell();
  return(0);
  }//3    
  if (PB){//3
  OpenBuy();
  return(0);
  }//3    
 }//2

 if (ExistPositions()){//2
  if(OrderType()==OP_BUY){//3
   if(EnableCloseByASCTrend){//4
    if (PS){//5
    CloseBuy();
    return(0); 
    }//5
   }//4
  }//3  
  if(OrderType()==OP_SELL){//3
   if(EnableCloseByASCTrend){//4
    if (PB){//5
    CloseSell();
    return(0);
    }//5
   }//4
  }//3
  if(lTrailingStop>0||sTrailingStop>0){//3  
  TrailingPositionsBuy(lTrailingStop);
  TrailingPositionsSell(sTrailingStop);
  }//3
  return (0);
 }//2
}//1
bool ExistPositions() {
	for (int i=0; i<OrdersTotal(); i++) {
		if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
			if (OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC) {
				return(True);
			}
		} 
	} 
	return(false);
}
void TrailingPositionsBuy(int trailingStop) { 
   for (int i=0; i<OrdersTotal(); i++) { 
      if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) { 
         if (OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC) { 
            if (OrderType()==OP_BUY) { 
               if (Bid-OrderOpenPrice()>trailingStop*Point) { 
                  if (OrderStopLoss()<Bid-trailingStop*Point) 
                     ModifyStopLoss(Bid-trailingStop*Point); 
               } 
            } 
         } 
      } 
   } 
} 
void TrailingPositionsSell(int trailingStop) { 
   for (int i=0; i<OrdersTotal(); i++) { 
      if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) { 
         if (OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC) { 
            if (OrderType()==OP_SELL) { 
               if (OrderOpenPrice()-Ask>trailingStop*Point) { 
                  if (OrderStopLoss()>Ask+trailingStop*Point || OrderStopLoss()==0)  
                     ModifyStopLoss(Ask+trailingStop*Point); 
               } 
            } 
         } 
      } 
   } 
} 
void ModifyStopLoss(double ldStopLoss) { 
   bool fm;
   fm = OrderModify(OrderTicket(),OrderOpenPrice(),ldStopLoss,OrderTakeProfit(),0,CLR_NONE); 
   if (fm && UseSound) PlaySound(NameFileSound); 
} 

void CloseBuy() { 
   bool fc; 
   fc=OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, clCloseBuy); 
   if (fc && UseSound) PlaySound(NameFileSound); 
} 
void CloseSell() { 
   bool fc; 
   fc=OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, clCloseSell); 
   if (fc && UseSound) PlaySound(NameFileSound); 
} 
void OpenBuy() { 
   double ldLot, ldStop, ldTake; 
   string lsComm; 
   ldLot = GetSizeLot(); 
   ldStop = GetStopLossBuy(); 
   ldTake = GetTakeProfitBuy(); 
   lsComm = GetCommentForOrder(); 
   OrderSend(Symbol(),OP_BUY,ldLot,Ask,Slippage,ldStop,ldTake,lsComm,MAGIC,0,clOpenBuy); 
   if (UseSound) PlaySound(NameFileSound); 
} 
void OpenSell() {
Print("OpenSell"); 
   double ldLot, ldStop, ldTake; 
   string lsComm; 
   ldLot = GetSizeLot(); 
   ldStop = GetStopLossSell(); 
   ldTake = GetTakeProfitSell(); 
   lsComm = GetCommentForOrder(); 
   OrderSend(Symbol(),OP_SELL,ldLot,Bid,Slippage,ldStop,ldTake,lsComm,MAGIC,0,clOpenSell); 
   Print("OrderSent !!!!!!!!"); 
   if (UseSound) PlaySound(NameFileSound); 
} 

string GetCommentForOrder(){
return(Name_Expert); 
} 


double GetSizeLot() { 
  double dLot; 
  if (LotsWayChoice==0) dLot=Lots; 

  // fixed % from deposit 
  if (LotsWayChoice==1) { 
    dLot=MathCeil(AccountFreeMargin()/10000*LotsPercent)/10; 
  } 

  // fractional proportional 
  if (LotsWayChoice==2) { 
    int k=LotsDepoForOne; 
    for (double i=2; i<=LotsMax; i++) { 
      k=k+i*LotsDeltaDepo; 
      if (k>AccountFreeMargin()) { 
        dLot=(i-1)/10; break; 
      } 
    } 
  } 

  // fractional fixed 
  if (LotsWayChoice==3) { 
    dLot=MathCeil((AccountFreeMargin()-LotsDepoForOne)/LotsDeltaDepo)/10; 
  } 

  if (dLot<0.1)  dLot=0.1;
  if (dLot>LotsMax) dLot=LotsMax;
   
  return(dLot);  
  } 
double GetStopLossBuy() { 	return (Bid-lStopLoss*Point);} 
double GetStopLossSell() { 	return(Ask+sStopLoss*Point); } 
double GetTakeProfitBuy() { 	return(Ask+lTakeProfit*Point); } 
double GetTakeProfitSell() { 	return(Bid-sTakeProfit*Point); }

//******************************************************************************************************
//bool AscTrendSignal(int TF, string Direction, int Shift=0 int Risk=3)
//Description: Determine of the moment of the signal receiving from the AscTrendSignal indicator.
//Settings: int TF - Timeframe,string Direction - Direction to enter. int Shift - which bar to look at, int Risk - settings of the indicator
//Returned value - True if the signal received, false if else.
//******************************************************************************************************
// !!!Please note: the custom indicator should be named as "ASCTrend"
// for the normal working function 
bool AscTrendSignal(int TF=0, string Direction="", int Shift=1, int Risk=3){//1
double ASCval1, ASCval2;
 ASCval1 = iCustom(NULL,NULL,"ASCTrend",Risk,300,0,Shift);
 ASCval2 = iCustom(NULL,NULL,"ASCTrend",Risk,300,1,Shift);
 //Print("ASC1 ",ASCval1," ASC2 ",ASCval2);
 if (Direction == "UP"){//2
  if(ASCval2>0){//3
  return(true);
  }//3
 }//2
 if (Direction == "DOWN"){//2
  if(ASCval1>0){//3
  Print(Direction);
  return(true);
  }//3
 }//2
}//1










Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:




Custom Indicators Used:
ASCTrend

Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself
It automatically opens orders when conditions are reached

Other Features:


It plays sound alerts

BackTest : EURUSD on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.40 Total Net Profit:-9502.84

BackTest : USDJPY 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:1.79 Total Net Profit:7001.16

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:0.75 Total Net Profit:-5481.00

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:1.40 Total Net Profit:2540.78

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

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