EXPIRT ADVISER

Brian Dee - Random Trader 2008.03.13 15:09 #1

F

Code below is based on two EMA's - the GBPUSD EMA12 & EMA60 on H4.

Its not a professional EA but might make some money in a year - especially with a bit of tinkering with extern values...

Limitation is that this is a trend following system (as it uses MAs and MACD) & so does badly during range based price action.

But here it is and YES I am bored sitting in front of a PC, but here we all are anyway :D

FWIW

-BB-

 
#property copyright "bd@selectfx.net"
#property link      "http://www.selectfx.net"
//+------------------------------------------------------------------+
extern double TakeProfit = 150;
extern double StopLoss = 120;
extern double Lots = 1.0; // 1.0 = Correct level for a 10000 account
extern double TrailingStop = 100;
//extern double ConfirmPips = 0;
extern int iShift = 1;
//extern int iMAPeriods = 2;
extern int iSlippage = 3;
extern int iMagic=1111111; // 101=EURUSD 103=GBPUSD 112=GBPJPY nnn11=Hour 1 nnnnn0001=Version
extern bool EachTickMode = False;
extern double RSI_Period=14;
extern int MACDFast_EMA_Period=10; // Number of periods for fast moving average - original 12
extern int MACDSlow_EMA_Period=25; // Number of periods for fast moving average - original 26
extern int MACDSignal_Period=5;    // Original 9
double dPivot, BuyLots, SellLots;
int cnt, ticket, total, accounttotal;
string strSymbol="GBPUSD"; // Hard coded for this symbol
string strComment="BD EMA1260 GBPUSD H4";
int MaxNumOrders=1;
int iPeriod = PERIOD_H4;
int Current;
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
//----
 
/*
Max Profit !!!
 
Max PF
Min Drawdown
 
*/
// ==========================================================================
// Check each tick section START 
   if(Bars<4)
     {
      Print("bars less than 4");
      return(0);  
     }
     
// when not back testing display chart info every tick
   if(IsTesting() == false)
     {Display_Info();}
 
   if(TrailingStop>0) CheckActiveTradesForStopLoss();
 
   if (EachTickMode==True) Current=0;
   if (EachTickMode==False) Current=1;
  
// Check each tick section END
// ==========================================================================
 
 
// ==========================================================================
// Check once each bar section START
//if ((Volume[0]>1) && (EachTickMode=False)) {return(0);} // Do nothing in here after first tick
 
   double EMA_D_5 = iMA(strSymbol,PERIOD_D1,5,0,MODE_EMA,PRICE_CLOSE,Current);
   double EMA_D_20 = iMA(strSymbol,PERIOD_D1,20,0,MODE_EMA,PRICE_CLOSE,Current);
   
   double EMA_H4_12 = iMA(strSymbol,PERIOD_H4,12,0,MODE_EMA,PRICE_CLOSE,Current);
   double EMA_H4_60 = iMA(strSymbol,PERIOD_H4,60,0,MODE_EMA,PRICE_CLOSE,Current);
  
   double RSI_Cur = iRSI(strSymbol,PERIOD_H4,RSI_Period,PRICE_CLOSE,Current);
   double CLOSE_Cur = Close[Current];
   double MACD_Cur = iMACD(strSymbol, iPeriod , MACDFast_EMA_Period, MACDSlow_EMA_Period, MACDSignal_Period, PRICE_CLOSE, MODE_MAIN, Current);
   double MACD_Sig_Cur = iMACD(strSymbol, iPeriod , MACDFast_EMA_Period, MACDSlow_EMA_Period, MACDSignal_Period, PRICE_CLOSE, MODE_SIGNAL, Current);
   
 
 
 // Handle closure conditions
   if ((CLOSE_Cur>EMA_H4_60) || (CLOSE_Cur>EMA_H4_12) || (RSI_Cur > 50) || (MACD_Cur > MACD_Sig_Cur)) CloseAllSellOrders();
   
   if ((CLOSE_Cur<EMA_H4_60) || (CLOSE_Cur<EMA_H4_12) || (RSI_Cur < 50) || (MACD_Cur < MACD_Sig_Cur)) CloseAllBuyOrders();
 
 
  total=ActiveTradesForMagicNumber(strSymbol, iMagic);
  if (total == MaxNumOrders) {return(0);} // Enough orders already!
  
  BuyLots=Lots;
  SellLots=Lots;
  
      // check for long position (BUY) possibility      
      if((CLOSE_Cur>EMA_H4_60) && (RSI_Cur > 50) && (MACD_Cur > MACD_Sig_Cur) && (MACD_Cur < 0))
        {
          ticket=OrderSend(strSymbol,OP_BUY,BuyLots,Ask,iSlippage,Ask-StopLoss*Point,Ask+TakeProfit*Point,strComment,iMagic,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((CLOSE_Cur<EMA_H4_60) && (RSI_Cur < 50) && (MACD_Cur < MACD_Sig_Cur) && (MACD_Cur > 0))
        {
         ticket=OrderSend(strSymbol,OP_SELL,SellLots,Bid,iSlippage,Bid+StopLoss*Point,Bid-TakeProfit*Point,strComment,iMagic,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); 
        }
 
// Check once each bar section END
 
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
  void CloseAllBuyOrders()
  {
  int i, iTotalOrders;
  
  iTotalOrders=OrdersTotal(); 
  
   for (i=0; i<iTotalOrders; i++)
   { 
      if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
      { 
         if (OrderMagicNumber()==iMagic)
         { 
            if (OrderType()==OP_BUY) OrderClose(OrderTicket(),OrderLots(),Bid,5,Violet);
            if (OrderType()==OP_BUYSTOP) OrderDelete(OrderTicket());
            if (OrderType()==OP_BUYLIMIT) OrderDelete(OrderTicket());
            
         }
      }
   }
}
  void CloseAllSellOrders()
  {
  int i, iTotalOrders;
  
  iTotalOrders=OrdersTotal(); 
  
   for (i=0; i<iTotalOrders; i++)
   { 
      if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
      { 
         if (OrderMagicNumber()==iMagic)
         { 
            if (OrderType()==OP_SELL) OrderClose(OrderTicket(),OrderLots(),Ask,5,Violet);
            if (OrderType()==OP_SELLSTOP) OrderDelete(OrderTicket());
            if (OrderType()==OP_SELLLIMIT) OrderDelete(OrderTicket());
         }
      }
   }
}
double ActiveTradesForMagicNumber(string SymbolToCheck, int MagicNumberToCheck)
{
int icnt, itotal, retval;
retval=0;
itotal=OrdersTotal();
   for(icnt=0;icnt<itotal;icnt++)
     {
      OrderSelect(icnt, SELECT_BY_POS, MODE_TRADES);
       // check for opened position, symbol & MagicNumber
      if(OrderType()<=OP_SELL && OrderSymbol()==SymbolToCheck  && OrderMagicNumber()==MagicNumberToCheck)  
        {
        
        retval++;
        
        //Print("Orders opened : ",retval);
        
        }
     }
return(retval);
}
void CheckActiveTradesForStopLoss()
{
int icnt, itotal;
itotal=OrdersTotal();
   for(icnt=0;icnt<itotal;icnt++) 
     {                               // order loop boundary
      OrderSelect(icnt, SELECT_BY_POS, MODE_TRADES);
       // check for opened position, symbol & MagicNumber
      if(OrderType()==OP_SELL && OrderSymbol()==strSymbol  && OrderMagicNumber()==iMagic)  
        { 
        
         if (OrderStopLoss()==0)
             {
              OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
             }    
        
         if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
              {
               if(OrderStopLoss()>(Ask+Point*TrailingStop))
                  {
                   OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
                  }
              }
         
        }
        
        
       if(OrderType()==OP_BUY && OrderSymbol()==strSymbol  && OrderMagicNumber()==iMagic)  
        { 
            if (OrderStopLoss()==0)
             {
              OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
             }
             
             if(Bid-OrderOpenPrice()>Point*TrailingStop)
                 {
                  if(OrderStopLoss()<Bid-Point*TrailingStop)
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
                    }
                 }
              
        }
     }  // order loop boundary
return(0);
     
}
void Display_Info()
{
   Comment("SelectFX Expert Adviser\n",
            "Desc: ",strComment,"\n",
            "Magic Number: ", iMagic,"\n",
            "Forex Account Server:",AccountServer(),"\n",
            "Account Balance:  $",AccountBalance(),"\n",
            "Lots:  ",Lots,"\n",
            "Symbol: ", Symbol(),"\n",
            "Price:  ",NormalizeDouble(Bid,4),"\n",
            "Pip Spread:  ",MarketInfo(strSymbol,MODE_SPREAD),"\n",
            "Date: ",Month(),"-",Day(),"-",Year()," Server Time: ",Hour(),":",Minute(),":",Seconds(),"\n",
            "Minimum Lot Size: ",MarketInfo(Symbol(),MODE_MINLOT));
   return(0);
}

EMA 12/89 system Applying MAs to MACD Blessing 2

[Deleted] 2008.10.06 17:23 #2

Thanks Barrowboy,

I'll try your EA.

It seems to be very sofisticaded to me with many parameters, but if it works...

thanks again

Lionel

[Deleted] 2008.10.06 19:27 #3

fituamd:
CAN ANY BODY HELP ME TO MAKE ( 2 ) MOVING AVERAGES AN EXPIRT ADVISER
ANY BODY TIRED OF SITING FRONT OF THE PC

HME-7@HOTMAIL.COM

I am not bored of sitting in front of my pc. Then again I am a full time programmer by profession, so making my expert adviser is interesting to me.

Brian Dee - Random Trader 2008.10.06 22:18 #4

leyoye1:

Thanks Barrowboy,

I'll try your EA.

It seems to be very sofisticaded to me with many parameters, but if it works...

thanks again

Lionel

You are too kind :)

I regret to say that it is not very sophisticated - but it gives you an idea...

Even these http://www.selectfx.net/free_stuff1.htm

are not particularly sophisticated - but they do the job!

Good Luck

-BB-