ADX_System





/*-----------------------------+
|			       |
| Shared by www.Aptrafx.com    |
|			       |
+------------------------------*/

//+------------------------------------------------------------------+ 
//| ADX_System.mq4 | 
//| System | 
//| work_a@ukr.net | 
//+------------------------------------------------------------------+ 
#property copyright "System" 
#property link "work_a@ukr.net" 
extern double TakeProfit = 100; 
extern double TrailingStop = 35; 
extern double StopLoss = 45; 


int start() 
{ 
double ADXP,ADXC,ADXDIPP; 
double ADXDIPC,ADXDIMP,ADXDIMC; 
double Lots; 
int cnt, ticket, total; 
int li; 
if(Bars<100) 
{ 
Print("bars less than 100"); 
return(0); 
} 
if(TakeProfit<10) 
{ 
Print("TakeProfit less than 10"); 
return(0); // check TakeProfit 
} 
li = 60; 

Lots =0.1; 
if (AccountBalance()>700) { 
Lots =0.2; 
} 

if (AccountBalance()>3000) { 
Lots =1; 
} 
if (AccountBalance()>6000) { 
Lots =1; 
} 
if (AccountBalance()>9000) { 
Lots =1; 
} 

if (AccountBalance()>10000) { 
Lots = 1; 
} 
if (AccountBalance()>100000) { 
Lots = 10; 
} 


ADXP=iADX(NULL,li,14,PRICE_CLOSE,MODE_MAIN,2); 
ADXC=iADX(NULL,li,14,PRICE_CLOSE,MODE_MAIN,1); 
ADXDIPP=iADX(NULL,li,14,PRICE_CLOSE,MODE_PLUSDI,2); 
ADXDIPC=iADX(NULL,li,14,PRICE_CLOSE,MODE_PLUSDI,1); 
ADXDIMP=iADX(NULL,li,14,PRICE_CLOSE,MODE_MINUSDI,2); 
ADXDIMC=iADX(NULL,li,14,PRICE_CLOSE,MODE_MINUSDI,1); 

if (MathAbs(ADXDIPC-ADXC)<10) return(0); 

total=OrdersTotal(); 
if(total<1) 
{ 
// no opened orders identified 
if(AccountFreeMargin()<(1000*Lots)) 
{ 
Print("We have no money. Free Margin = ", AccountFreeMargin()); 
return(0); 
} 
// check for long position (BUY) possibility 
if((ADXP<ADXC)&&(ADXDIPP<ADXP)&&(ADXDIPC>ADXC)) 
{ 
ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Bid-StopLoss*Point,Ask+TakeProfit*Point,"adx sample",16384,0,Green); 
if(ticket>0) 
{ 
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("BUY order opened : ",OrderOpenPrice()); 
} 
else Print("Error opening BUY order : ",GetLastError()); 
return(0); 
} 
// check for short position (SELL) possibility 
if((ADXP<ADXC)&&(ADXDIMP<ADXP)&&(ADXDIMC>ADXC)) 
{ 
ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,Ask+StopLoss*Point,Bid-TakeProfit*Point,"adx sample",16384,0,Red); 
if(ticket>0) 
{ 
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("SELL order opened : ",OrderOpenPrice()); 
} 
else Print("Error opening SELL order : ",GetLastError()); 
return(0); 
} 
return(0); 
} 
for(cnt=0;cnt<total;cnt++) 
{ 
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); 
if(OrderType()<=OP_SELL && // check for opened position 
OrderSymbol()==Symbol()) // check for symbol 
{ 
if(OrderType()==OP_BUY) // long position is opened 
{ 
if(ADXP>ADXC && ADXDIPP>ADXP && ADXDIPC<ADXC) 
{ 
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); // close position 
return(0); // exit 
} 
if(TrailingStop>0) 
{ 
if(Bid-OrderOpenPrice()>Point*TrailingStop) 
{ 
if(OrderStopLoss()<Bid-Point*TrailingStop) 
{ 
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green); 
return(0); 
} 
} 
} 
} 
else 
{ 
if(ADXP>ADXC && ADXDIMP>ADXP && ADXDIMC<ADXC) 
{ 
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); // close position 
return(0); // exit 
} 
if(TrailingStop>0) 
{ 
if((OrderOpenPrice()-Ask)>(Point*TrailingStop)) 
{ 
if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0)) 
{ 
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red); 
return(0); 
} 
} 
} 
} 
} 
} 
return(0); 
} 



Sample





Analysis



Market Information Used:



Indicator Curves created:


Indicators Used:

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:0.82 Total Net Profit:-22.00

BackTest : USDJPY on H1

From 2009-11-01 to 2009-11-30 Profit Factor:0.26 Total Net Profit:-657.67

BackTest : USDCHF on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.41 Total Net Profit:-558.36

BackTest : EURUSD on H1

From 2009-12-01 to 2010-01-17 Profit Factor:0.82 Total Net Profit:-304.00

BackTest : USDCAD on H1

From 2009-12-01 to 2010-01-01 Profit Factor:0.20 Total Net Profit:-1482.50

BackTest : EURUSD on H1

From 2009-08-01 to 2009-10-01 Profit Factor:0.70 Total Net Profit:-429.70

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 Profit Factor:1.11 Total Net Profit:195.00

BackTest : USDCAD on H1

From 2009-01-01 to 2010-01-01 Profit Factor:0.73 Total Net Profit:-3309.59

BackTest : EURUSD on H1

From 2010-03-01 to 2010-03-27 Profit Factor:1.23 Total Net Profit:218.00

BackTest : EURUSD on H1

From 2010-04-01 to 2010-04-30 Profit Factor:0.83 Total Net Profit:-286.00

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 ADX_System


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