Brainwashing: system development

ffoorr 2018.10.27 19:10 #51

Same EA , use BrainTrend1Sig signal

//+------------------------------------------------------------------+
//|                                            EA_BrainTrend1Sig.mq4 |
//|                        Copyright 2018, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict

extern bool open_buy = true;
extern bool open_sell = true;

 extern int  MagicNumber   = 451;
 extern  double StopLoss   = 135;
 extern  double TakeProfit = 400;
 extern  double lots       = 0.1; 
 string Text ; 
extern int Tral_Stop      = 180;                       

 // double signal_up = iCustom(NULL,0,"NK//Plus//BrainTrend//BrainTrend1Sig", EnableAlerts,SignalID, Input_Price_Customs,0,1 );

extern int       EnableAlerts=0;
extern int       SignalID=0;
extern int Input_Price_Customs = 0;  //Âûáîð öåí, ïî êîòîðûì ïðîèçâîäèòñÿ ðàñ÷¸ò èíäèêàòîðà 

datetime time0; 
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   if( time0 == Time[0] ) return;
       time0= Time[0];
   
   if( count_tip(OP_BUY) > 0 ) trailing_stop();
   if( count_tip(OP_SELL) > 0 ) trailing_stop();
   
   
  //  double signal_up = iCustom(NULL,0,"NK//Plus//BrainTrend//BrainTrend1Sig", EnableAlerts,SignalID, Input_Price_Customs,1,1 );
    double signal_up = iCustom(NULL,0,"BrainTrend1Sig", EnableAlerts,SignalID, Input_Price_Customs,1,1 );
    double sl_buy = MathMin( Bid - StopLoss*Point, signal_up );
      
      
       if( signal_up != 0.0 && open_buy && count_tip(OP_BUY ) == 0 )
         {
          int ticket_buy = OrderSend(_Symbol, OP_BUY, lots, Ask, 3, sl_buy, Ask +TakeProfit*Point, "RsiEma", MagicNumber);
         }
  
    // double signal_down =  iCustom(NULL,0,"NK//Pluas//BrainTrend//BrainTrend1Sig", EnableAlerts,SignalID, Input_Price_Customs,0,1 );
    double signal_down =  iCustom(NULL,0,"BrainTrend1Sig", EnableAlerts,SignalID, Input_Price_Customs,0,1 );
    double sl_sell = MathMax( Ask + StopLoss*Point, signal_down );
      
      
       if( signal_down != 0.0 && open_sell && count_tip(OP_SELL) == 0 )
         {
          int ticket_sell  = OrderSend(_Symbol, OP_SELL, lots, Bid, 3, sl_sell, Bid - TakeProfit*Point, "RsiEma", MagicNumber);
         }
   
   
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
int count_tip( int tip = -1)
{
   int cpte_order = 0; 
  for (int i = (OrdersTotal()-1); i >=0; i--)
  {
    if( OrderSelect(i,SELECT_BY_POS,MODE_TRADES) == false) continue;    
    if( OrderMagicNumber()==MagicNumber && OrderType()== tip) cpte_order++;
   }
  return(cpte_order);
}

//+------------------------------------------------------------------+
//   https://book.mql4.com/trading/ordermodify
//------------------------------------------------------------------------------- 1 --
void trailing_stop ( )                                  // Special function 'start'
  {
   string Symb=Symbol();                        // Symbol
//------------------------------------------------------------------------------- 2 --
   for(int i=1; i<=OrdersTotal(); i++)          // Cycle searching in orders
     {
      if (OrderSelect(i-1,SELECT_BY_POS)==true) // If the next is available
        {                                       // Analysis of orders:
         int Tip=OrderType();                   // Order type
         if(OrderSymbol()!=Symb||Tip>1)continue;// The order is not "ours"
         double SL=OrderStopLoss();             // SL of the selected order
         //---------------------------------------------------------------------- 3 --
         while(true)                            // Modification cycle
           {
            double TS=Tral_Stop;                // Initial value
            int Min_Dist= (int) MarketInfo(Symb,MODE_STOPLEVEL);//Min. distance
            if (TS < Min_Dist)                  // If less than allowed
               TS=Min_Dist;                     // New value of TS
            //------------------------------------------------------------------- 4 --
            bool Modify=false;                  // Not to be modified
            switch(Tip)                         // By order type
              {
               case 0 :                         // Order Buy
                  if (NormalizeDouble(SL,Digits)< // If it is lower than we want
                     NormalizeDouble(Bid-TS*Point,Digits))
                    {
                     SL=Bid-TS*Point;           // then modify it
                      Text="Buy ";        // Text for Buy 
                     Modify=true;               // To be modified
                    }
                  break;                        // Exit 'switch'
               case 1 :                         // Order Sell
                  if (NormalizeDouble(SL,Digits)> // If it is higher than we want
                     NormalizeDouble(Ask+TS*Point,Digits)
                     || NormalizeDouble(SL,Digits)==0)//or equal to zero
                    {
                     SL=Ask+TS*Point;           // then modify it
                     Text="Sell ";              // Text for Sell 
                     Modify=true;               // To be modified
                    }
              }                                 // End of 'switch'
            if (Modify==false)                  // If it is not modified
               break;                           // Exit 'while'
            //------------------------------------------------------------------- 5 --
            double TP    =OrderTakeProfit();    // TP of the selected order
            double Price =OrderOpenPrice();     // Price of the selected order
            int    Ticket=OrderTicket();        // Ticket of the selected order
 
            Alert ("Modification ",Text,Ticket,". Awaiting response..");
            bool Ans=OrderModify(Ticket,Price,SL,TP,0);//Modify it!
            //------------------------------------------------------------------- 6 --
            if (Ans==true)                      // Got it! :)
              {
               Alert ("Order ",Text,Ticket," is modified:)");
               break;                           // From modification cycle.
              }
            //------------------------------------------------------------------- 7 --
            int Error=GetLastError();           // Failed :(
            switch(Error)                       // Overcomable errors
              {
               case 130:Alert("Wrong stops. Retrying.");
                  RefreshRates();               // Update data
                  continue;                     // At the next iteration
               case 136:Alert("No prices. Waiting for a new tick..");
                  while(RefreshRates()==false)  // To the new tick
                     Sleep(1);                  // Cycle delay
                  continue;                     // At the next iteration
               case 146:Alert("Trading subsystem is busy. Retrying ");
                  Sleep(500);                   // Simple solution
                  RefreshRates();               // Update data
                  continue;                     // At the next iteration
                  // Critical errors
               case 2 : Alert("Common error.");
                  break;                        // Exit 'switch'
               case 5 : Alert("Old version of the client terminal.");
                  break;                        // Exit 'switch'
               case 64: Alert("Account is blocked.");
                  break;                        // Exit 'switch'
               case 133:Alert("Trading is prohibited");
                  break;                        // Exit 'switch'
               default: Alert("Occurred error ",Error);//Other errors
              }
            break;                              // From modification cycle
           }                                    // End of modification cycle
         //---------------------------------------------------------------------- 8 --
        }                                       // End of order analysis
     }                                          // End of order search
//------------------------------------------------------------------------------- 9 --
   return;                                      // Exit start()
  }
//----------------------------------------------------------------

ffoorr 2018.10.27 19:12 #52

bt ;

ffoorr 2018.10.27 19:52 #53

You see the chart of profit ?

one win one loss , so can work with martingale, EA_BrainTrend1Sig

//+------------------------------------------------------------------+
//|                                            EA_BrainTrend1Sig.mq4 |
//|                        Copyright 2018, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict

extern bool open_buy = 0;
extern bool open_sell = true;

 extern int  MagicNumber   = 451;
 extern  double StopLoss   = 135;
 extern  double TakeProfit = 400;
 extern  double lots       = 0.1; 
 string Text ; 
extern int Tral_Stop      = 180; 

extern bool use_mart      = true; 
 // double signal_up = iCustom(NULL,0,"NK//Plus//BrainTrend//BrainTrend1Sig", EnableAlerts,SignalID, Input_Price_Customs,0,1 );

extern int       EnableAlerts=0;
extern int       SignalID=0;
extern int Input_Price_Customs = 0;  //Âûáîð öåí, ïî êîòîðûì ïðîèçâîäèòñÿ ðàñ÷¸ò èíäèêàòîðà 

datetime time0;  double llots =0.0;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   if( time0 == Time[0] ) return;
       time0= Time[0];
   
   if( count_tip(OP_BUY) > 0 ) trailing_stop();
   if( count_tip(OP_SELL) > 0 ) trailing_stop();
   
   
   llots = lots; 
  if(use_mart ) llots =  martingale_lots();
             
       Print("   llots   ",(string) llots);

   
    double signal_up = iCustom(NULL,0,"NK//Plus//BrainTrend//BrainTrend1Sig", EnableAlerts,SignalID, Input_Price_Customs,1,1 );
   // double signal_up = iCustom(NULL,0,"BrainTrend1Sig", EnableAlerts,SignalID, Input_Price_Customs,1,1 );
    double sl_buy = MathMin( Bid - StopLoss*Point, signal_up );
      
      
       if( signal_up != 0.0 && open_buy && count_tip(OP_BUY ) == 0 )
         {
          int ticket_buy = OrderSend(_Symbol, OP_BUY, llots, Ask, 3, sl_buy, Ask +TakeProfit*Point, "RsiEma", MagicNumber);
         }
  
     double signal_down =  iCustom(NULL,0,"NK//Plus//BrainTrend//BrainTrend1Sig", EnableAlerts,SignalID, Input_Price_Customs,0,1 );
   // double signal_down =  iCustom(NULL,0,"BrainTrend1Sig", EnableAlerts,SignalID, Input_Price_Customs,0,1 );
    double sl_sell = MathMax( Ask + StopLoss*Point, signal_down );
      
      
       if( signal_down != 0.0 && open_sell && count_tip(OP_SELL) == 0 )
         {
          int ticket_sell  = OrderSend(_Symbol, OP_SELL, llots, Bid, 3, sl_sell, Bid - TakeProfit*Point, "RsiEma", MagicNumber);
         }
   
   
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
int count_tip( int tip = -1)
{
   int cpte_order = 0; 
  for (int i = (OrdersTotal()-1); i >=0; i--)
  {
    if( OrderSelect(i,SELECT_BY_POS,MODE_TRADES) == false) continue;    
    if( OrderMagicNumber()==MagicNumber && OrderType()== tip) cpte_order++;
   }
  return(cpte_order);
}

//+------------------------------------------------------------------+
//   https://book.mql4.com/trading/ordermodify
//------------------------------------------------------------------------------- 1 --
void trailing_stop ( )                                  // Special function 'start'
  {
   string Symb=Symbol();                        // Symbol
//------------------------------------------------------------------------------- 2 --
   for(int i=1; i<=OrdersTotal(); i++)          // Cycle searching in orders
     {
      if (OrderSelect(i-1,SELECT_BY_POS)==true) // If the next is available
        {                                       // Analysis of orders:
         int Tip=OrderType();                   // Order type
         if(OrderSymbol()!=Symb||Tip>1)continue;// The order is not "ours"
         double SL=OrderStopLoss();             // SL of the selected order
         //---------------------------------------------------------------------- 3 --
         while(true)                            // Modification cycle
           {
            double TS=Tral_Stop;                // Initial value
            int Min_Dist= (int) MarketInfo(Symb,MODE_STOPLEVEL);//Min. distance
            if (TS < Min_Dist)                  // If less than allowed
               TS=Min_Dist;                     // New value of TS
            //------------------------------------------------------------------- 4 --
            bool Modify=false;                  // Not to be modified
            switch(Tip)                         // By order type
              {
               case 0 :                         // Order Buy
                  if (NormalizeDouble(SL,Digits)< // If it is lower than we want
                     NormalizeDouble(Bid-TS*Point,Digits))
                    {
                     SL=Bid-TS*Point;           // then modify it
                      Text="Buy ";        // Text for Buy 
                     Modify=true;               // To be modified
                    }
                  break;                        // Exit 'switch'
               case 1 :                         // Order Sell
                  if (NormalizeDouble(SL,Digits)> // If it is higher than we want
                     NormalizeDouble(Ask+TS*Point,Digits)
                     || NormalizeDouble(SL,Digits)==0)//or equal to zero
                    {
                     SL=Ask+TS*Point;           // then modify it
                     Text="Sell ";              // Text for Sell 
                     Modify=true;               // To be modified
                    }
              }                                 // End of 'switch'
            if (Modify==false)                  // If it is not modified
               break;                           // Exit 'while'
            //------------------------------------------------------------------- 5 --
            double TP    =OrderTakeProfit();    // TP of the selected order
            double Price =OrderOpenPrice();     // Price of the selected order
            int    Ticket=OrderTicket();        // Ticket of the selected order
 
            Alert ("Modification ",Text,Ticket,". Awaiting response..");
            bool Ans=OrderModify(Ticket,Price,SL,TP,0);//Modify it!
            //------------------------------------------------------------------- 6 --
            if (Ans==true)                      // Got it! :)
              {
               Alert ("Order ",Text,Ticket," is modified:)");
               break;                           // From modification cycle.
              }
            //------------------------------------------------------------------- 7 --
            int Error=GetLastError();           // Failed :(
            switch(Error)                       // Overcomable errors
              {
               case 130:Alert("Wrong stops. Retrying.");
                  RefreshRates();               // Update data
                  continue;                     // At the next iteration
               case 136:Alert("No prices. Waiting for a new tick..");
                  while(RefreshRates()==false)  // To the new tick
                     Sleep(1);                  // Cycle delay
                  continue;                     // At the next iteration
               case 146:Alert("Trading subsystem is busy. Retrying ");
                  Sleep(500);                   // Simple solution
                  RefreshRates();               // Update data
                  continue;                     // At the next iteration
                  // Critical errors
               case 2 : Alert("Common error.");
                  break;                        // Exit 'switch'
               case 5 : Alert("Old version of the client terminal.");
                  break;                        // Exit 'switch'
               case 64: Alert("Account is blocked.");
                  break;                        // Exit 'switch'
               case 133:Alert("Trading is prohibited");
                  break;                        // Exit 'switch'
               default: Alert("Occurred error ",Error);//Other errors
              }
            break;                              // From modification cycle
           }                                    // End of modification cycle
         //---------------------------------------------------------------------- 8 --
        }                                       // End of order analysis
     }                                          // End of order search
//------------------------------------------------------------------------------- 9 --
   return;                                      // Exit start()
  }
//----------------------------------------------------------------

//+------------------------------------------------------------------+
double  martingale_lots()
{
   int cpte_loss= 0; 
  if(  OrdersHistoryTotal() == 0 )   return(0.1) ;
   
  for (int i = (OrdersHistoryTotal()-10); i <=OrdersHistoryTotal()-1; i++)
  {
    if( OrderSelect(i,SELECT_BY_POS,MODE_HISTORY) == false) continue;    
    if( OrderMagicNumber()==MagicNumber ) 
      {
      if( OrderProfit() < 0 ) cpte_loss++;
      else                    cpte_loss = 1;
      }
    Print("   cpte_loss   ",(string) cpte_loss);
   }
  return(cpte_loss*lots ) ;
}

ffoorr 2018.10.27 19:54 #54

BT ;

ffoorr 2018.10.27 20:17 #55

If we double lots once in case of loss

:

extern int max_cpte_loss = 2;
//+------------------------------------------------------------------+
double  martingale_lots()
{
   int cpte_loss= 0; 
  if(  OrdersHistoryTotal() == 0 )   return(0.1) ;
   
  for (int i = (OrdersHistoryTotal()-10); i <=OrdersHistoryTotal()-1; i++)
  {
    if( OrderSelect(i,SELECT_BY_POS,MODE_HISTORY) == false) continue;    
    if( OrderMagicNumber()==MagicNumber ) 
      {
      if( OrderProfit() < 0 ) cpte_loss++;
      else                    cpte_loss = 1;
      }
    Print("   cpte_loss   ",(string) cpte_loss);
   }
   
  if( cpte_loss <=  max_cpte_loss) return(cpte_loss*lots*2 ) ;
   else                             return(lots ) ;

}

BT jan 2018 oct 2018 better :

Sergey Golubev 2019.07.03 14:32 #56

Brainwashing System

The beginning

Brainwashing. Trades: manually and using EAs (MT4)
Brainwashing EAs - the thread (MT4)
Brainwashing: system setup for trading manually and for EAs (MT4) - the thread
Brainwashing: system development (MT4) - the thread

After

Brainwashing system/AscTrend system (MT5) - the thread

Sergey Golubev 2023.05.07 10:47 #57

Forum on trading, automated trading systems and testing trading strategies

Brainwashing: system development

Sergey Golubev, 2006.11.22 14:08

Brainwashing system was always good for USDCHF pair.

See example of the recent trades for this pair on H4 timeframe.

Brainwashing System / Asctrend Trading Systems Based on Where Do I start

Sergey Golubev 2023.05.07 10:47 #58

Forum on trading, automated trading systems and testing trading strategies

Brainwashing: system development

Sergey Golubev, 2006.11.24 12:34

On the post #43 you may see some images of Brainwashing system on D1 timeframe.

We may see on GBPUSD that 22nd of November's bar was closed with signal. Please note that we are trading on the close bar.

All the explanation and results you may see from the image.

I use level = 0.008 for iTrend indicator for D1 timeframe for GBPUSD. Of course it should be review periodically as it is the main rule for this system.

Trading Systems Based on Brainwashing System / Asctrend Why some great coders

Brainwashing: system development - page 6