ADX_MA





//+------------------------------------------------------------------+
//|                                                     ADX & MA.mq4 |
//|                                                        fortrader |
//|                                                 www.fortrader.ru |
//+------------------------------------------------------------------+
#property copyright "fortrader"
#property link      "www.fortrader.ru"

//---- input parameters
extern int       per_MA = 21;
extern int       per_ADX = 14;
extern int       porog_ADX = 16;
extern int       TakeProfit_Buy = 1300;
extern int       StopLoss_Buy = 30;
extern int       TrailingStop_Buy = 270;
extern int       TakeProfit_Sell = 160;
extern int       StopLoss_Sell = 50;
extern int       TrailingStop_Sell = 20;
extern double     Lots = 0.1;


//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
  
  if (Volume[0] > 1) return(0);

//----
// Îáúÿâëÿåì ïåðåìåííûå
int total, cnt;
double MA, ADX;
int err;

// Âû÷èñëÿåì íà÷àëüíûå ïàðàìåòðû èíäèêàòîðîâ äëÿ ïîèñêà óñëîâèé âõîäà

  MA = iMA(NULL,0,per_MA,0,MODE_SMMA,PRICE_MEDIAN,1);
  ADX = iADX(NULL,0,per_ADX,PRICE_MEDIAN,MODE_MAIN,1);
  
  total=OrdersTotal();

  // Ïðîâåðêà ñðåäñòâ
  if(AccountFreeMargin()<(1000*Lots))
     {
       Print("We have no money. Free Margin = ", AccountFreeMargin());   
       return(0);  
     }
  
  // Ïðîâåðêà óñëîâèé äëÿ ñîâåðøåíèÿ ñäåëêè
  if(iClose(NULL,0,1)>MA && iClose(NULL,0,2)<MA && ADX>porog_ADX)
     {
       OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Bid-StopLoss_Buy*Point,Ask+TakeProfit_Buy*Point,"Ïîêóïàåì",16384,0,Green);
     }

  if(iClose(NULL,0,1)<MA && iClose(NULL,0,2)>MA && ADX>porog_ADX)
     {
       OrderSend(Symbol(),OP_SELL,Lots,Bid,3,Ask+StopLoss_Sell*Point,Bid-TakeProfit_Sell*Point,"Ïðîäàåì",16385,0,Red);
     }
     
  for(cnt=total-1;cnt>=0;cnt--)
     {
       OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
       if(OrderType()==OP_BUY)
         {
           if(iClose(NULL,0,1)<MA)
             {
               OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
             }
           if(TrailingStop_Buy>0)  
             {                 
               if(Bid-OrderOpenPrice()>Point*TrailingStop_Buy) // Bid - öåíà ïîêóïêè
                 {
                   if(OrderStopLoss()<Bid-Point*TrailingStop_Buy)
                     {
                       OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop_Buy,OrderTakeProfit(),0,Green);
                       return(0);
                     }
                 }
             }
         }
       if(OrderType()==OP_SELL)
         {
           if(iClose(NULL,0,1)>MA)
             {
               OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position
             }
           if(TrailingStop_Sell>0)  
             {                 
               if((OrderOpenPrice()-Ask)>(Point*TrailingStop_Sell))  // Ask - öåíà ïðîäàæè
                 {
                   if((OrderStopLoss()>(Ask+Point*TrailingStop_Sell)) || (OrderStopLoss()==0))
                     {
                       OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop_Sell,OrderTakeProfit(),0,Red);
                       return(0);
                     }
                 }
             }
         }
  
     }

   
//----   return(0);
  }
//+------------------------------------------------------------------+



Sample





Analysis



Market Information Used:

Series array that contains tick volumes of each bar
Series array that contains close prices for each bar


Indicator Curves created:


Indicators Used:

Moving average indicator
Movement directional index


Custom Indicators Used:

Order Management characteristics:
Checks for the total of open 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:1.00 Total Net Profit:-0.91

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.34 Total Net Profit:-178.96

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:1.73 Total Net Profit:148.52

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.17 Total Net Profit:-153.22

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.94 Total Net Profit:-24.66

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:0.63 Total Net Profit:-151.17

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.33 Total Net Profit:-1338.18

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:0.11 Total Net Profit:-144.00

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-04-16 Profit Factor:0.07 Total Net Profit:-3688.89

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.53 Total Net Profit:-84.98

BackTest : EURUSD on H1

From 2010-05-01 to 2010-05-31 Profit Factor:0.90 Total Net Profit:-12.48

BackTest : EURUSD on H1

From 2010-06-01 to 2010-06-30 Profit Factor:0.92 Total Net Profit:-14.96

Request Backtest for ADX_MA


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