20_pips





extern int Period_PCh = 20; // ïåðèîä Price Channel
extern int TP = 20; // Âåëè÷èíà TakeProfit â ïèïñàõ
extern int Ìíîæèòåëü = 20; // Âî ñêîëüêî ðàç íåîáõîäèìî óìíîæèòü âåëè÷èíó ëîòà ïîñëå óáûòî÷íîé ñäåëêè
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   double Price_Channel_UP,Price_Channel_DOUN;
   double MA_Fast,MA_Low;
   int cnt, ticket, total;
   double Lots = 0.01;
   
// ïðèñâîåíèå ïåðåìåííûì çíà÷åíèé

      Price_Channel_UP=iCustom(NULL,0,"Price Channel",Period_PCh,0,2);
      Price_Channel_DOUN=iCustom(NULL,0,"Price Channel",Period_PCh,1,2);
      MA_Fast=iMA( NULL, 0, 1, 0, MODE_SMA, PRICE_TYPICAL, 1); // áûñòðàÿ ÌÀ
      MA_Low=iMA( NULL, 0, 20, 0, MODE_SMA, PRICE_CLOSE, 1); // ìåäëåííàÿ ÌÀ 
            
   total=OrdersTotal();
   if(total<1) // åñëè íåò ïîçèöèé
     {
     OrderSelect(OrdersHistoryTotal( )-1, SELECT_BY_POS, MODE_HISTORY);
     // îòêðûòèå äëèííîé ïîçèöèè ïî ìàðòèíãåéëó
      if(MA_Fast>MA_Low && Open[0]<Open[1] && OrderProfit()<0)
        {
        OrderSend(Symbol(),OP_BUY,Lots*Ìíîæèòåëü,Open[0],5,0,Open[0]+TP*Point,"ïîêóïêà ìàðòèíãåéë",16384,0,Green);
        }
      
      // îòêðûòèå êîðîòêîé ïîçèöèè ïî ìàðòèíãåéëó
      if(MA_Fast<MA_Low && Open[0]>Open[1] && OrderProfit()<0)
        {
         OrderSend(Symbol(),OP_SELL,Lots*Ìíîæèòåëü,Open[0],5,0,Open[0]-TP*Point,"ïðîäàæà ìàðòèíãåéë",16384,0,Red);
        }
   // îòêðûòèå äëèííîé ïîçèöèè
      if(MA_Fast>MA_Low && Open[0]<Open[1] && OrderProfit()>=0)
        {
        OrderSend(Symbol(),OP_BUY,Lots*1,Open[0],5,0,Open[0]+TP*Point,"ïîêóïêà",16384,0,Green);
        }
      
      // îòêðûòèå êîðîòêîé ïîçèöèè
      if(MA_Fast<MA_Low && Open[0]>Open[1] && OrderProfit()>=0)
        {
         OrderSend(Symbol(),OP_SELL,Lots*1,Open[0],5,0,Open[0]-TP*Point,"ïðîäàæà",16384,0,Red);
        }
     }
       
    total=OrdersTotal();
    for(cnt=0;cnt<total;cnt++)
    {//1
         OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
         if(OrderType()<=OP_SELL &&    
         OrderSymbol()==Symbol())  
         {
         if(OrderType()==OP_BUY)
            {
               if(Low[1]<Price_Channel_DOUN)
                {
                     if(Open[0]<Low[1])
                     {
                     OrderClose(OrderTicket(),OrderLots(),Open[0],5,Red);
                     return(0);
                     }
                  OrderModify(OrderTicket(),OrderOpenPrice(),Low[1]-10*Point ,0,0,Red);
                  return(0);
                }
                
            }
            if(OrderType()==OP_SELL)
            {
               if(High[1]>Price_Channel_UP)
                  {
                  if(Open[0]>High[1])
                     {
                     OrderClose(OrderTicket(),OrderLots(),Open[0],5,Red);
                     return(0);
                     }    
                  OrderModify(OrderTicket(),OrderOpenPrice(),High[1]+10*Point ,0,0,Red);
                  return(0);
                  }
            }
         }

    }
     
return(0);
}



Sample





Analysis



Market Information Used:

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


Indicator Curves created:


Indicators Used:


Moving average indicator


Custom Indicators Used:
Price Channel

Order Management characteristics:
Checks for the total of open orders

Checks for the total of closed orders
It automatically opens orders when conditions are reached
It Closes Orders by itself
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:0.74 Total Net Profit:-20.33

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.21 Total Net Profit:-178.48

BackTest : USDCHF on H1

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

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.36 Total Net Profit:-175.37

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.20 Total Net Profit:-171.90

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.43 Total Net Profit:-135.38

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:2.09 Total Net Profit:55.16

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:1.10 Total Net Profit:4.04

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.53 Total Net Profit:-596.07

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 20_pips


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

Pair: Period: