Aocci





//+------------------------------------------------------------------+
//|                                       AOCCI                      |
//|                                                                  |
//+------------------------------------------------------------------+
extern int MinWidth=20;
extern int StopLoss=40;
extern int TrailingStop=0;
extern int ProfitTarget=50;
extern int Slippage=3;
//----
extern double FastMAPeriod=8;
extern double SlowMAPeriod= 17;
extern double SignalMAPeriod=9;
extern double chokevar=0.9;
extern double BIG_JUMP=1000; //30.0;       // Check for too-big candlesticks (avoid them)
extern double DOUBLE_JUMP=1000; //55.0;
extern int SignalCandle=0;                 //set to 1 if you want to get the cangle close 0 for current
//----
  double ao ;
  double ao1;
  double cci;
  double cci1;
//----
double   PrevPrice=0, PrevHigh=0, PrevLow=0, Pivot=0, Price=0;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init()
  {
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   ao  =iAO (NULL,0,0);
   ao1 =iAO (NULL,0,1);
//----
   cci =iCCI(NULL,0,55,PRICE_CLOSE,SignalCandle+0);
   cci1=iCCI(NULL,0,55,PRICE_CLOSE,SignalCandle+1);
//----
   PrevPrice=iClose(NULL,PERIOD_D1,SignalCandle+1);
   PrevHigh =iHigh(NULL,PERIOD_D1,SignalCandle+1);
   PrevLow  =iLow(NULL,PERIOD_D1,SignalCandle+1);
   Pivot=(PrevHigh + PrevLow + PrevPrice)/3;
   Price=iClose(NULL,PERIOD_H1,1); //gets close of last closed candle
   // Was there a sudden jump?  Ignore it...
     if((MathAbs(Open[1]-Open[0])/Point)>=BIG_JUMP) 
     {
      return(0);
     }
     if((MathAbs(Open[2]-Open[1])/Point)>=BIG_JUMP) 
     {
      return(0);
     }
     if((MathAbs(Open[3]-Open[2])/Point)>=BIG_JUMP) 
     {
      return(0);
     }
     if((MathAbs(Open[4]-Open[3])/Point)>=BIG_JUMP) 
     {
      return(0);
     }
     if((MathAbs(Open[5]-Open[4])/Point)>=BIG_JUMP) 
     {
      return(0);
     }
     if((MathAbs(Open[2]-Open[0])/Point)>=DOUBLE_JUMP) 
     {
      return(0);
     }
     if((MathAbs(Open[3]-Open[1])/Point)>=DOUBLE_JUMP) 
     {
      return(0);
     }
     if((MathAbs(Open[4]-Open[2])/Point)>=DOUBLE_JUMP) 
     {
      return(0);
     }
     if((MathAbs(Open[5]-Open[3])/Point)>=DOUBLE_JUMP) 
     {
      return(0);
     }
   int NumTrades=0;
//----
   for(int i=0; i < OrdersTotal(); i++)
     {
      OrderSelect(i, SELECT_BY_POS);
      if (OrderSymbol()==Symbol())
        {
         if (OrderType()==OP_BUY )
           {
            if(Price >9999)       //never gonna happen 
               OrderClose(OrderTicket(), 1, Bid, Slippage);        return(0);
           }
         if (OrderType()==OP_SELL )
           {
            if(Price>9999)      //never gonna happen
               OrderClose(OrderTicket(), 1, Ask, Slippage);
           }
         NumTrades++;
        }
     }
   if (NumTrades==0)
     {
      if(ao>0 && cci>=0 && Ask>Pivot && (ao1<0 || cci1<=0 || Price<Pivot))
        {
         OrderSend(Symbol(), OP_BUY, 1, Ask, 2, Ask - StopLoss * Point, Ask + ProfitTarget * Point, 0);
         return(0);
        }
      if(ao>0 && cci>=0 && Ask>Pivot && (ao1<0 || cci1<=0 || Price<Pivot))
        {
         OrderSend(Symbol(), OP_SELL, 1, Bid, 2, Bid + StopLoss * Point, Bid - ProfitTarget * Point, 0);
         return(0);
        }
     }
   if (TrailingStop > 0)
     {
      for(i=0; i < OrdersTotal(); i++)
        {
         OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
         if ((OrderSymbol()==Symbol()) && (OrderType()==OP_BUY))
           {
            if (Ask - OrderOpenPrice() > TrailingStop * Point)
              {
               if (OrderStopLoss() < Ask - TrailingStop * Point)
                 {
                  OrderModify(OrderTicket(), OrderOpenPrice(), Ask - TrailingStop * Point, Ask + ProfitTarget * Point, 0);
                  return(0);
                 }
              }
           }
         if ((OrderSymbol()==Symbol()) && (OrderType()==OP_SELL))
           {
            if (OrderOpenPrice() - Bid > TrailingStop * Point)
              {
               if (OrderStopLoss() > Bid + TrailingStop * Point)
                 {
                  OrderModify(OrderTicket(), OrderOpenPrice(), Bid + TrailingStop * Point, Bid - ProfitTarget * Point, 0);
                  return(0);
                 }
              }
           }
        }
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+



Sample





Analysis



Market Information Used:

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:

Commodity channel index


Custom Indicators Used:

Order Management characteristics:
Checks for the total of open orders

It Closes Orders by itself
It automatically opens orders when conditions are reached
It can change open orders parameters, due to possible stepping strategy

Other Features:

BackTest : USDJPY on H1

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

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:0.52 Total Net Profit:-2110.00

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:0.62 Total Net Profit:-2861.20

BackTest : GBPUSD on H1

From 2010-01-01 to 2010-02-27 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 Aocci


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