Experts: Post my EA Auto_RXD for your comment and improvement
Back Testing Results are not Good. Need Improvement. It is optimized for a particular Time frame.
what Time frame.and what pair
Yes, I think those indicators are most widely used on 1H, so if you use Indicator Mode, 1H is the optimized time frame.
Yes, I think those indicators are most widely used on 1H, so if you use Indicator Mode, 1H is the optimized time frame.
I know how to optimize your EA. let me check how well it behaves. seems like you have checked raseltov work and mine. if I find some imporvements that can be done mixing your knowledge and mine I will tell you. I will forward test it in M1 EURUSD after optimization.
Yes, I think those indicators are most widely used on 1H, so if you use Indicator Mode, 1H is the optimized time frame.
I know how to optimize your EA. let me check how well it behaves. seems like you have checked raseltov work and mine. if I find some imporvements that can be done mixing your knowledge and mine I will tell you. I will forward test it in M1 EURUSD after optimization.
Great.
Yes, I think those indicators are most widely used on 1H, so if you use Indicator Mode, 1H is the optimized time frame.
I know how to optimize your EA. let me check how well it behaves. seems like you have checked raseltov work and mine. if I find some imporvements that can be done mixing your knowledge and mine I will tell you. I will forward test it in M1 EURUSD after optimization.
Great.
seems you have too many variables to optimize in eacho mode. can you please give me a light of what variables do you optimize in each step. you can pm me if you like
Yes, I think those indicators are most widely used on 1H, so if you use Indicator Mode, 1H is the optimized time frame.
I know how to optimize your EA. let me check how well it behaves. seems like you have checked raseltov work and mine. if I find some imporvements that can be done mixing your knowledge and mine I will tell you. I will forward test it in M1 EURUSD after optimization.
Great.
Yes, I think those indicators are most widely used on 1H, so if you use Indicator Mode, 1H is the optimized time frame.
I know how to optimize your EA. let me check how well it behaves. seems like you have checked raseltov work and mine. if I find some imporvements that can be done mixing your knowledge and mine I will tell you. I will forward test it in M1 EURUSD after optimization.
Great.
seems you have too many variables to optimize in eacho mode. can you please give me a light of what variables do you optimize in each step. you can pm me if you like
never mind. I got it
robbieruan wrote:
Yes, I think those indicators are most widely used on 1H, so if you use Indicator Mode, 1H is the optimized time frame.
I know how to optimize your EA. let me check how well it behaves. seems like you have checked raseltov work and mine. if I find some imporvements that can be done mixing your knowledge and mine I will tell you. I will forward test it in M1 EURUSD after optimization.
Great.
seems you have too many variables to optimize in eacho mode. can you please give me a light of what variables do you optimize in each step. you can pm me if you like
if you use indicator mode, you can just optimize the indicators which you choose, if you use AI mode, for the short optimization, you set mode to AI Short (2), then optimize parameters Short***, those are Short_x1..x4,Short_MA,Short_TP,Short_SL,Short_p,Short_Threshold, as for the best value range, I wrote notes behind that each code, same to Long optimization, and Supervisor (AI Filter), and may disable HourTrade if you use AI mode.
Back Testing Results are not Good. Need Improvement. It is optimized for a particular Time frame.
Default setting is not optimized, including the Artificial Inteligence part.
////////////////////////////
///////Update///////////
///////////////////////////
//+------------------------------------------------------------------+
//| Auto_RXD.mq4 |
//| Copyright Robbie Ruan |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright 2009 Robbie Ruan Ver 1.61"
#property link "robbie.ruan@gmail.com"
//---- input parameters
extern int MagicNumberAI = 888;
extern int MagicNumberAIReverse = 222;
extern int MagicNumberGrid = 999;
extern string NoteMode = "0 Indicator mode, 1 Grid Mode, 2 AI Short, 3 AI Long, 4 AI Filter and Normal";
extern int Mode = 0;
extern bool NewOrderAllowed = true;
extern bool EnableHourTrade = false;
extern int HourTradeStartTime = 18;
extern int HourTradeStopTime = 23;
extern double Lots = 0.1;
extern double MaxLots = 0;
extern bool FreeMarginControlLots = false;
extern double BaseLots = 0.1;
extern double BaseFreeMargin = 2000; // example, evry 2000 USD make 0.1 Lot
extern double InvestPercentage = 100;
extern int Slippage = 1;
extern bool EnableIndicatorManager = true;
extern bool EnableOrderCloseManager = true;
extern bool EnableTrailingStopManager = false;
extern double ATRLongStopRatio = 100;
extern double ATRShortStopRatio = 100;
extern bool ADXControl = true; // when adx0 > adx1, and above 20, can orders
extern int ADXPeriod = 14;
extern double ADXThreshold = 21;
extern bool SARControl = true;
extern bool SARCrossNeeded = false; //need enter when just SAR crossing
extern bool MTF_SARControl = false; // multi time fram SAR cotrol
extern double SAR_Step = 0.02;
extern double SAR_Maximum = 0.2;
extern bool MACDControl = false; // macd0,1,2 above 0 make long, vice visa
extern double MACD_FastEMA = 12;
extern double MACD_SlowEMA = 26;
extern double MACD_SMA = 9;
extern bool MTF_MACDControl = false;
extern bool MACDCrossNeeded = false;
extern bool PriceFiboControl = false;
extern int PriceFiboPeriod = 9;
extern double PriceFiboRetrace = 0.30;
static int PriceFiboOld = 0;
extern bool MAFiboControl = false;
extern int MAFiboPeriod = 21;
extern int MAFiboShift = 9;
//extern int MAFiboMA_Mothod = 3; //"MODE_LWMA";
//extern int MAFiboApplied_Price = 6; //"PRICE_WEIGHTED";
extern double MAFiboRetrace = 0.30;
static int MAFiboOld = 0;
//extern bool OsMAControl = false;
//extern bool MTF_OsMAControl = false;
extern bool MASlowControl = false;
extern bool MASlowIncreaseDetect = false;
extern bool MASlowAccelerateDetect = false;
extern int MASlowPeriod = 89;
extern int MASlowThreshold = 1;
extern bool MAFastControl = true;
extern bool MAFastIncreaseDetect = true;
extern bool MAFastAccelerateDetect = false;
extern int MAFastPeriod = 21;
extern int MAFastThreshold = 1;
extern bool MAGroupControl = false;
extern int MAGroupPeriod = 21;
extern bool ATR_TpSl_Enable = false;
extern int ATR_Period = 14;
extern bool CandleControl = false; // make long only after new high, short after new low
extern bool FractalsControl = false;
extern bool AOControl = false;
extern bool ACControl = false;
extern bool XOControl = false;
extern bool XOCrossNeeded = false;
extern double XOBoxSize = 20;
extern bool OsEURControl = false;
extern int MA_Period = 12;
extern int MA_Shift = 5;
extern int Price = 6; //Weighted close price, (high+low+close+close)/4
extern int MAMode = 3; //Linear weighted moving average.
extern bool IchimokuControl = false;
extern int Tenkan_Sen = 9;
extern int Kijun_Sen = 26;
extern int SenkouSpan_B = 52;
extern string NoteAI = "The Following are AI parameters";
extern double BTS_TP = 50; //TP = 30 - 150
extern double BTS_SL = 50; //SL = 10 - 100
extern int BTS_p = 5; //p = 1 - 5
//Mode = 2
extern int Short_x1 = 100; //x = 1 - 200
extern int Short_x2 = 100; //x = 1 - 200
extern int Short_x3 = 100; //x = 1 - 200
extern int Short_x4 = 100; //x = 1 - 200
extern int Short_MA = 1; //MA = 1 - 5
extern double Short_TP = 1000; //TP = 30 - 150
extern double Short_SL = 1000; //SL = 10 - 100
extern int Short_p = 5; //p = 1 - 5
extern int Short_Threshold = 100; //Threshold = 80 - 120
//Mode = 3
extern int Long_x1 = 100; //x = 1 - 200
extern int Long_x2 = 100; //x = 1 - 200
extern int Long_x3 = 100; //x = 1 - 200
extern int Long_x4 = 100; //x = 1 - 200
extern int Long_MA = 1; //MA = 1 - 5
extern double Long_TP = 1000; //TP = 30 - 150
extern double Long_SL = 1000; //SL = 10 - 100
extern int Long_p = 5; //p = 1 - 5
extern int Long_Threshold = 100; //Threshold = 80 - 120
//Mode = 4
extern int Supervisor_x1 = 100; //x = 1 - 200
extern int Supervisor_x2 = 100; //x = 1 - 200
extern int Supervisor_x3 = 100; //x = 1 - 200
extern int Supervisor_x4 = 100; //x = 1 - 200
extern int Supervisor_MA = 1; //MA = 1 - 5
extern int Supervisor_p = 5; //p = 1 - 5
extern int Supervisor_Threshold = 100; //Threshold = 80 - 120
static int prevtime = 0;
static double SL = 10;
static double TP = 10;
//#define LONGDIRECTION 1
//#define SHORTDIRECTION -1
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
int i,total;
double ATR;
if (Time[0] == prevtime)
{
return(0);
}
prevtime = Time[0];
if (! IsTradeAllowed() )
{
again();
return(0);
}
if ( NewOrderAllowed == false )
{
return(0);
}
if ( EnableHourTrade == true )
{
if ( HourTradeStartTime < HourTradeStopTime )
{
//example, trade just in 19->20->21->22
if (Hour() < HourTradeStartTime || Hour() > HourTradeStopTime )
{
return(0);
}
}
else if ( HourTradeStartTime > HourTradeStopTime )
{
//example, trade just in 22->23->0->1
if ( Hour() < HourTradeStartTime && Hour() > HourTradeStopTime )
{
return(0);
}
}
else if ( HourTradeStartTime == HourTradeStopTime )
{
return(0);
}
}
if ( EnableOrderCloseManager == true )
{
OrderCloseManager();
}
if ( EnableTrailingStopManager == true )
{
TrailingStopManager();
}
//initial TP/SL set to BTS_TP/BTS_SL
if(ATR_TpSl_Enable == true)
{
ATR = iATR(NULL,0,ATR_Period,0);
TP = NormalizeDouble(4.0*ATR*BTS_TP/100.0,Digits);
SL = NormalizeDouble(3.0*ATR*BTS_SL/100.0, Digits);
}
else
{
TP = BTS_TP*Point;
SL = BTS_SL*Point;
}
int ticket = -1;
RefreshRates();
double NewLots = Lots;
if(FreeMarginControlLots == true)
{
NewLots = GetNewLots();
}
double Supervisor = Supervisor();
if (Supervisor > 0)
{
//close reversed orders when doing Grid
total = OrdersTotal();
for (i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumberGrid)
{
if ( OrderType() == OP_SELL)
{
//OrderClose(OrderTicket(),OrderLots(),Ask,1,CLR_NONE);
}
}
}
// if one long positions already exist, do not make new orders
total = OrdersTotal();
for (i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumberAI)
{
if ( OrderType() == OP_BUY)
return(0);
}
}
//run here, it means no open long positions, so create one
ticket = OrderSend(Symbol(), OP_BUY, NewLots, Ask, Slippage, Bid - SL, Bid + TP, WindowExpertName(), MagicNumberAI, 0, Blue);
if (ticket < 0)
{
again();
}
}
else if (Supervisor < 0)
{
//close reversed orders when doing Grid
total = OrdersTotal();
for (i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumberGrid)
{
if ( OrderType() == OP_BUY)
{
//OrderClose(OrderTicket(),OrderLots(),Bid,1,CLR_NONE);
}
}
}
// if short positions already exist, do not make new orders
total = OrdersTotal();
for (i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumberAI)
{
if ( OrderType() == OP_SELL)
return(0);
}
}
//run here, it means no open long positions, so create one
ticket = OrderSend(Symbol(), OP_SELL, NewLots, Bid, Slippage, Ask + SL, Ask - TP, WindowExpertName(), MagicNumberAI, 0, Red);
if (ticket < 0)
{
again();
}
}
else if (Supervisor == 0)
{
BasicTradingSystem(); // BTS, make both long and short orders at the same time
}
//-- Exit --
return(0);
}
//---------------------------------------------------------------------------------------------------------------
double Supervisor()
{
double ATR;
if (Mode == 4)
{
if (Supervisor_Perceptron() > 0)
{
// Perceptron Long
if ( Long_Perceptron() > 0 && ( !EnableIndicatorManager || IndicatorManager(1) == true) )
{
if(ATR_TpSl_Enable == true)
{
ATR = iATR(NULL,0,ATR_Period,0);
TP = NormalizeDouble(4.0*ATR*Long_TP/100.0,Digits);
SL = NormalizeDouble(3.0*ATR*Long_SL/100.0, Digits);
}
else
{
TP = Long_TP*Point;
SL = Long_SL*Point;
}
return(1);
}
}
// Perceptron Short
else if ( Short_Perceptron() < 0 && ( !EnableIndicatorManager || IndicatorManager(-1) == true) )
{
if(ATR_TpSl_Enable == true)
{
ATR = iATR(NULL,0,ATR_Period,0);
TP = NormalizeDouble(4.0*ATR*Short_TP/100.0,Digits);
SL = NormalizeDouble(3.0*ATR*Short_SL/100.0, Digits);
}
else
{
TP = Short_TP*Point;
SL = Short_SL*Point;
}
return(-1);
}
else
return(0);
}
if (Mode == 3)
{
if ( Long_Perceptron() > 0 && ( !EnableIndicatorManager || IndicatorManager(1) == true) )
{
if(ATR_TpSl_Enable == true)
{
ATR = iATR(NULL,0,ATR_Period,0);
TP = NormalizeDouble(4.0*ATR*Long_TP/100.0,Digits);
SL = NormalizeDouble(3.0*ATR*Long_SL/100.0, Digits);
}
else
{
TP = Long_TP*Point;
SL = Long_SL*Point;
}
return(1);
}
else
return(0);
}
if (Mode == 2)
{
if ( Short_Perceptron() < 0 && ( !EnableIndicatorManager || IndicatorManager(-1) == true) )
{
if(ATR_TpSl_Enable == true)
{
ATR = iATR(NULL,0,ATR_Period,0);
TP = NormalizeDouble(4.0*ATR*Short_TP/100.0,Digits);
SL = NormalizeDouble(3.0*ATR*Short_SL/100.0, Digits);
}
else
{
TP = Short_TP*Point;
SL = Short_SL*Point;
}
return(-1);
}
else
return(0);
}
if (Mode == 1)
{
return(0);
}
//Mode = 0 in none AI mode,that means just use indicators to determine buy or sell
if (Mode == 0)
{
if ( ( EnableIndicatorManager == true && IndicatorManager(1) == true) )
{
if(ATR_TpSl_Enable == true)
{
ATR = iATR(NULL,0,ATR_Period,0);
TP = NormalizeDouble(4.0*ATR*Long_TP/100.0,Digits);
SL = NormalizeDouble(3.0*ATR*Long_SL/100.0, Digits);
}
else
{
TP = Long_TP*Point;
SL = Long_SL*Point;
}
return(1);
}
else if ( ( EnableIndicatorManager == true && IndicatorManager(-1) == true) )
{
if(ATR_TpSl_Enable == true)
{
ATR = iATR(NULL,0,ATR_Period,0);
TP = NormalizeDouble(4.0*ATR*Short_TP/100.0,Digits);
SL = NormalizeDouble(3.0*ATR*Short_SL/100.0, Digits);
}
else
{
TP = Short_TP*Point;
SL = Short_SL*Point;
}
return(-1);
}
return(0);
}
return(0); // Mode nothing, just return 0 by default
}
//short traning
double Short_Perceptron()
{
double w1 = Short_x1 - 100;
double w2 = Short_x2 - 100;
double w3 = Short_x3 - 100;
double w4 = Short_x4 - 100;
double a1 = iMA( NULL,0,Short_MA,0,MODE_LWMA,PRICE_CLOSE, 0 ) - iMA( NULL,0,Short_MA,0,MODE_LWMA,PRICE_WEIGHTED,Short_p );
double a2 = iMA( NULL,0,Short_MA,0,MODE_LWMA,PRICE_WEIGHTED,Short_p ) - iMA( NULL,0,Short_MA,0,MODE_LWMA,PRICE_WEIGHTED,Short_p*2 );
double a3 = iMA( NULL,0,Short_MA,0,MODE_LWMA,PRICE_WEIGHTED,Short_p*2 ) - iMA( NULL,0,Short_MA,0,MODE_LWMA,PRICE_WEIGHTED,Short_p*3 );
double a4 = iMA( NULL,0,Short_MA,0,MODE_LWMA,PRICE_WEIGHTED,Short_p*3 ) - iMA( NULL,0,Short_MA,0,MODE_LWMA,PRICE_WEIGHTED,Short_p*4 );
return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4 + Short_Threshold - 100 );
}
//long training1
double Long_Perceptron()
{
double w1 = Long_x1 - 100;
double w2 = Long_x2 - 100;
double w3 = Long_x3 - 100;
double w4 = Long_x4 - 100;
double a1 = iMA( NULL,0,Long_MA,0,MODE_LWMA,PRICE_CLOSE, 0 ) - iMA( NULL,0,Long_MA,0,MODE_LWMA,PRICE_WEIGHTED,Long_p );
double a2 = iMA( NULL,0,Long_MA,0,MODE_LWMA,PRICE_WEIGHTED,Long_p ) - iMA( NULL,0,Long_MA,0,MODE_LWMA,PRICE_WEIGHTED,Long_p*2 );
double a3 = iMA( NULL,0,Long_MA,0,MODE_LWMA,PRICE_WEIGHTED,Long_p*2 ) - iMA( NULL,0,Long_MA,0,MODE_LWMA,PRICE_WEIGHTED,Long_p*3 );
double a4 = iMA( NULL,0,Long_MA,0,MODE_LWMA,PRICE_WEIGHTED,Long_p*3 ) - iMA( NULL,0,Long_MA,0,MODE_LWMA,PRICE_WEIGHTED,Long_p*4 );
return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4 + Long_Threshold - 100 );
}
//long training2
double Supervisor_Perceptron()
{
double w1 = Supervisor_x1 - 100;
double w2 = Supervisor_x2 - 100;
double w3 = Supervisor_x3 - 100;
double w4 = Supervisor_x4 - 100;
double a1 = iMA( NULL,0,Supervisor_MA,0,MODE_LWMA,PRICE_CLOSE, 0 ) - iMA( NULL,0,Supervisor_MA,0,MODE_LWMA,PRICE_WEIGHTED,Supervisor_p );
double a2 = iMA( NULL,0,Supervisor_MA,0,MODE_LWMA,PRICE_WEIGHTED,Supervisor_p ) - iMA( NULL,0,Supervisor_MA,0,MODE_LWMA,PRICE_WEIGHTED,Supervisor_p*2 );
double a3 = iMA( NULL,0,Supervisor_MA,0,MODE_LWMA,PRICE_WEIGHTED,Supervisor_p*2 ) - iMA( NULL,0,Supervisor_MA,0,MODE_LWMA,PRICE_WEIGHTED,Supervisor_p*3 );
double a4 = iMA( NULL,0,Supervisor_MA,0,MODE_LWMA,PRICE_WEIGHTED,Supervisor_p*3 ) - iMA( NULL,0,Supervisor_MA,0,MODE_LWMA,PRICE_WEIGHTED,Supervisor_p*4 );
return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4 + Supervisor_Threshold - 100 );
}
double BasicTradingSystem()
{
//return(iCCI(Symbol(), 0, BTS_p, PRICE_OPEN, 0));
bool Flag_Long = false;
bool Flag_Short = false;
int total = OrdersTotal();
for (int i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumberGrid)
{
if ( OrderType() == OP_BUY)
{
Flag_Long = true;
}
if (OrderType() == OP_SELL)
{
Flag_Short = true;
}
}
}
if (Flag_Long == false)
{
//OrderSend(Symbol(), OP_BUY, lots, Ask, Slippage, Bid - SL * Point, Bid + TP * Point, WindowExpertName(), MagicNumberGrid, 0, Blue);
}
if (Flag_Short == false)
{
//OrderSend(Symbol(), OP_SELL, lots, Bid, Slippage, Ask + SL * Point, Ask - TP * Point, WindowExpertName(), MagicNumberGrid, 0, Red);
}
}
void again()
{
prevtime = Time[1];
Sleep(30000);
}
//Control All Inidicator results
bool IndicatorManager(int Direction)
{
if (Direction == 1)
{
return( (!IchimokuControl || IchimokuConfirm() == 1) &&
(!ADXControl || ADXConfirm() == 1) &&
(!MACDControl || MACDConfirm() == 1) &&
(!SARControl || SARConfirm() == 1) &&
(!PriceFiboControl || PriceFiboConfirm() == 1) &&
(!MAFiboControl || MAFiboConfirm() == 1) &&
(!XOControl || XOConfirm() == 1) &&
(!CandleControl || CandleConfirm(1) == 1) &&
(!MAFastControl || MAFastConfirm() == 1) &&
(!MASlowControl || MASlowConfirm() == 1) &&
(!MAGroupControl || MAGroupConfirm() == 1) &&
(!FractalsControl || FractalsConfirm(1) == 1) &&
(!AOControl || AOConfirm() == 1) &&
(!ACControl || ACConfirm() == 1) &&
// (!OsMAControl || OsMAConfirm() == 1) &&
(!OsEURControl || OsEURConfirm() == 1) );
}
if (Direction == -1)
{
return( (!IchimokuControl || IchimokuConfirm() == -1) &&
(!ADXControl || ADXConfirm() == -1) &&
(!MACDControl || MACDConfirm() == -1) &&
(!SARControl || SARConfirm() == -1) &&
(!PriceFiboControl || PriceFiboConfirm() == -1) &&
(!MAFiboControl || MAFiboConfirm() == -1) &&
(!XOControl || XOConfirm() == -1) &&
(!CandleControl || CandleConfirm(-1) == -1) &&
(!MAFastControl || MAFastConfirm() == -1) &&
(!MASlowControl || MASlowConfirm() == -1) &&
(!MAGroupControl || MAGroupConfirm() == -1) &&
(!FractalsControl || FractalsConfirm(-1) == -1) &&
(!AOControl || AOConfirm() == -1) &&
(!ACControl || ACConfirm() == -1) &&
// (!OsMAControl || OsMAConfirm() == -1) &&
(!OsEURControl || OsEURConfirm() == -1) );
}
return(false);
}
//ADX
int ADXConfirm()
{
// add this if for speed up test
if (ADXControl == true)
{
double ADX0 = iADX(NULL,0,ADXPeriod,PRICE_OPEN,MODE_MAIN,0);
// double ADX1 = iADX(NULL,0,ADXPeriod,PRICE_OPEN,MODE_MAIN,1);
double ADX_PLUSDI0 = iADX(NULL,0,ADXPeriod,PRICE_OPEN,MODE_PLUSDI,0);
double ADX_MINUSDI0 = iADX(NULL,0,ADXPeriod,PRICE_OPEN,MODE_MINUSDI,0);
if ( (ADX0 >= ADXThreshold) && (ADX_PLUSDI0 > ADX_MINUSDI0) )// && (ADX0 >= ADX1) )
{
return(1);
}
if ( (ADX0 >= ADXThreshold) && (ADX_PLUSDI0 < ADX_MINUSDI0) )// && (ADX0 >= ADX1) )
{
return(-1);
}
}
return(0);
}
//MACD/////////////////////////////////
int MACDConfirm()
{
// add this if for speed up test
if (MACDControl == true)
{
double MACD0, MACD1, SIGNAL0, SIGNAL1, MACD0_H4, SIGNAL0_H4;
MACD0 = iMACD(NULL,0,MACD_FastEMA,MACD_SlowEMA,MACD_SMA,PRICE_OPEN,MODE_MAIN,0);
MACD1 = iMACD(NULL,0,MACD_FastEMA,MACD_SlowEMA,MACD_SMA,PRICE_OPEN,MODE_MAIN,1);
SIGNAL0 = iMACD(NULL,0,MACD_FastEMA,MACD_SlowEMA,MACD_SMA,PRICE_OPEN,MODE_SIGNAL,0);
SIGNAL1 = iMACD(NULL,0,MACD_FastEMA,MACD_SlowEMA,MACD_SMA,PRICE_OPEN,MODE_SIGNAL,1);
MACD0_H4 = iMACD(NULL,PERIOD_H4,12,26,9,PRICE_OPEN,MODE_MAIN,0);
SIGNAL0_H4 = iMACD(NULL,PERIOD_H4,12,26,9,PRICE_OPEN,MODE_SIGNAL,0);
if ( MACD0 > MACD1 && MACD0 > SIGNAL0 && (MACDCrossNeeded || MACD0 > 0) && (!MACDCrossNeeded || (MACD0 < 0 && MACD1 < SIGNAL1) ) && (!MTF_MACDControl || MACD0_H4 > SIGNAL0_H4) )
{
return(1);
}
if ( MACD0 < MACD1 && MACD0 < SIGNAL0 && (MACDCrossNeeded || MACD0 < 0) && (!MACDCrossNeeded || (MACD0 > 0 && MACD1 > SIGNAL1) ) && (!MTF_MACDControl || MACD0_H4 < SIGNAL0_H4) )
{
return(-1);
}
}
return(0);
}
//OsMA/////////////////////////////////
//OsMA is actually iMACD(NULL,0,12,26,9,PRICE_OPEN,MODE_MAIN,0)-iMACD(NULL,0,12,26,9,PRICE_OPEN,MODE_SIGNAL,0);;
//int OsMAConfirm()
//{
// add this if for speed up test
//if (OsMAControl == true)
//{
//
// double OsMA0 = iOsMA(NULL,0,12,26,9,PRICE_OPEN,0);
//
// double OsMA0_H4 = iOsMA(NULL,PERIOD_H4,12,26,9,PRICE_OPEN,0);
//
// if ( OsMA0 > 0 && (!MTF_OsMAControl || OsMA0_H4 > 0 ) )
// {
// return(1);
// }
//
// if ( OsMA0 < 0 && (!MTF_OsMAControl || OsMA0_H4 < 0 ) )
// {
// return(-1);
// }
//
//}
//
// return(0);
//}
//SAR/////////////////////////////////
int SARConfirm()
{
// add this if for speed up test
if (SARControl == true)
{
double SAR0 = iSAR(NULL,0,SAR_Step,SAR_Maximum,0);
double SAR1 = iSAR(NULL,0,SAR_Step,SAR_Maximum,1);
double SAR2 = iSAR(NULL,0,SAR_Step,SAR_Maximum,2);
double SAR0_H4 = iSAR(NULL,PERIOD_H4,SAR_Step,SAR_Maximum,0);
//indicate long
double Low0_H4 = iLow(NULL,PERIOD_H4,0);
if( SAR0 < Low[0] && SAR1 < Close[1] && (!SARCrossNeeded || SAR2 > High[2]) && (!MTF_SARControl || SAR0_H4 < Low0_H4) )
{
return(1);
}
// indicate short
double High0_H4 = iHigh(NULL,PERIOD_H4,0);
if( SAR0 > High[0] && SAR1 > Close[1] && (!SARCrossNeeded || SAR2 < Low[2]) && (!MTF_SARControl || SAR0_H4 >High0_H4) )
{
return(-1);
}
}
return(0);
}
//Candle/////////////////////////////////
int CandleConfirm(int Direction)
{
// add this if for speed up test
if (CandleControl == true)
{
if (Direction == 1 )
{
if ( High[1] > High[2] )// && Close[1] > Open[1] )// && Low1 > Low2 )
{
return(1);
}
}
if (Direction == -1 )
{
if ( Low[1] < Low[2] )// && Close[1] < Open[1] )// && High1 < High2 )
{
return(-1);
}
}
}
return(0);
}
int MAFastConfirm()
{
// add this if for speed up test
if (MAFastControl == true)
{
double LWMA0 = iMA(NULL,0,MAFastPeriod,0,MODE_LWMA,PRICE_WEIGHTED,1);
double LWMA1 = iMA(NULL,0,MAFastPeriod,0,MODE_LWMA,PRICE_WEIGHTED,2);
double LWMA2 = iMA(NULL,0,MAFastPeriod,0,MODE_LWMA,PRICE_WEIGHTED,3);
double SMA0 = iMA(NULL,0,MAFastPeriod,0,MODE_SMA,PRICE_CLOSE,1);
double Delta = LWMA0 - SMA0;
double MAFastIncreasement = LWMA0 - LWMA1;
double MAFastAcceleration = (LWMA0 - LWMA1) - (LWMA1 - LWMA2);
if ( ( Delta > MAFastThreshold*Point ) && (!MAFastIncreaseDetect || MAFastIncreasement > 0 ) && (!MAFastAccelerateDetect || MAFastAcceleration > 0 ) )
{
return(1);
}
if ( ( Delta < 0 - MAFastThreshold*Point) && (!MAFastIncreaseDetect || MAFastIncreasement < 0 ) && (!MAFastAccelerateDetect || MAFastAcceleration < 0 ) )
{
return(-1);
}
}
return(0);
}
int MASlowConfirm()
{
// add this if for speed up test
if (MASlowControl == true)
{
double LWMA0 = iMA(NULL,0,MASlowPeriod,0,MODE_LWMA,PRICE_WEIGHTED,1);
double LWMA1 = iMA(NULL,0,MASlowPeriod,0,MODE_LWMA,PRICE_WEIGHTED,2);
double LWMA2 = iMA(NULL,0,MASlowPeriod,0,MODE_LWMA,PRICE_WEIGHTED,3);
double SMA0 = iMA(NULL,0,MASlowPeriod,0,MODE_SMA,PRICE_CLOSE,1);
double Delta = LWMA0 - SMA0;
double MASlowIncreasement = LWMA0 - LWMA1;
double MASlowAcceleration = (LWMA0 - LWMA1) - (LWMA1 - LWMA2);
if ( ( Delta > MASlowThreshold*Point ) && (!MASlowIncreaseDetect || MASlowIncreasement > 0 ) && (!MASlowAccelerateDetect || MASlowAcceleration > 0 ) )
{
return(1);
}
if ( ( Delta < 0 - MASlowThreshold*Point) && (!MASlowIncreaseDetect || MASlowIncreasement < 0 ) && (!MASlowAccelerateDetect || MASlowAcceleration < 0 ) )
{
return(-1);
}
}
return(0);
}
int MAGroupConfirm()
{
// add this if for speed up test
if (MAGroupControl == true)
{
double LWMA0_Close = iMA(NULL,0,MAGroupPeriod,0,MODE_LWMA,PRICE_CLOSE,1);
double LWMA0_High = iMA(NULL,0,MAGroupPeriod,0,MODE_LWMA,PRICE_HIGH,1);
double LWMA0_Low = iMA(NULL,0,MAGroupPeriod,0,MODE_LWMA,PRICE_LOW,1);
double LWMA1_Close = iMA(NULL,0,MAGroupPeriod,0,MODE_LWMA,PRICE_CLOSE,2);
double LWMA1_High = iMA(NULL,0,MAGroupPeriod,0,MODE_LWMA,PRICE_HIGH,2);
double LWMA1_Low = iMA(NULL,0,MAGroupPeriod,0,MODE_LWMA,PRICE_LOW,2);
if ( ( LWMA0_Close > LWMA1_Close ) && ( LWMA0_High > LWMA1_High ) && ( LWMA0_Low > LWMA1_Low ) )
{
return(1);
}
if ( ( LWMA0_Close < LWMA1_Close ) && ( LWMA0_High < LWMA1_High ) && ( LWMA0_Low < LWMA1_Low ) )
{
return(-1);
}
}
return(0);
}
int FractalsConfirm(int Direction)
{
// add this if for speed up test
if (FractalsControl == true)
{
if ( Direction == 1 )
{
double FractalsUpper = iFractals(NULL,0,MODE_UPPER,3);
if ( FractalsUpper == 0 || High[0] > FractalsUpper )
{
return(1);
}
}
if ( Direction == -1 )
{
double FractalsLower = iFractals(NULL,0,MODE_LOWER,3);
if ( FractalsLower == 0 || Low[0] < FractalsLower )
{
return(-1);
}
}
}
return(0);
}
//AO is actually iMACD(NULL,0,5,34,5,PRICE_MEDIAN,MODE_MAIN,0);
int AOConfirm()
{
// add this if for speed up test
if (AOControl == true)
{
double AO0 = iAO(NULL,0,0);
double AO1 = iAO(NULL,0,1);
if ( AO0 > 0 )// && AO0 > AO1)
{
return(1);
}
if ( AO0 < 0 )// && AO0 < AO1)
{
return(-1);
}
}
return(0);
}
//AC is actually AO-SMA(AO, 5), so it equals to iMACD(NULL,0,5,34,5,PRICE_MEDIAN,MODE_MAIN,0)-iMACD(NULL,0,5,34,5,PRICE_MEDIAN,MODE_SIGNAL,0);;
int ACConfirm()
{
// add this if for speed up test
if (ACControl == true)
{
double AC0 = iAC(NULL,0,0);
//double AC1 = iAC(NULL,0,1);
if (AC0 > 0) //&& AC0 > AC1)
{
return(1);
}
if (AC0 < 0) //&& AC0 < AC1)
{
return(-1);
}
}
return(0);
}
int IchimokuConfirm()
{
// add this if for speed up test
if (IchimokuControl == true)
{
//the BaseLine ( KIJUN SEN ) is a calculation of the ( highest high + lowest low )/2 over 26(Kijun_Sen) periods.
double BaseLine = iIchimoku(NULL,0,Tenkan_Sen,Kijun_Sen,SenkouSpan_B,MODE_KIJUNSEN, 0);
//the ConversionLine is the same calc, ( highest high + lowest low )/2 but over 9(Tenkan_Sen) periods.
double ConversionLine = iIchimoku(NULL,0,Tenkan_Sen,Kijun_Sen,SenkouSpan_B,MODE_TENKANSEN, 0);
//the DelayLine is the closing price 26(Kijun_Sen) periods behind the current period.
double DelayLine = iIchimoku(NULL,0,Tenkan_Sen,Kijun_Sen,SenkouSpan_B,MODE_CHINKOUSPAN,Kijun_Sen);
//the LeadingSpanA is the ( ConversionLine + BaseLine )/2 with the results displaced forward by 26(Kijun_Sen) periods
double LeadingSpanA = iIchimoku(NULL,0,Tenkan_Sen,Kijun_Sen,SenkouSpan_B,MODE_SENKOUSPANA,0);
//the LeadingSpanB is the ( highest high + lowest low )/2 over the past 52(SenkouSpan_B) periods and displaced forward 26(Kijun_Sen) periods.
double LeadingSpanB = iIchimoku(NULL,0,Tenkan_Sen,Kijun_Sen,SenkouSpan_B,MODE_SENKOUSPANB,0);
if ( (ConversionLine > BaseLine) )// && ( (Close[0] > LeadingSpanA) && (Close[0] > LeadingSpanB) ) && (DelayLine >= Close[Kijun_Sen]) )
{
return(1);
}
if ( (ConversionLine < BaseLine) )// && ( (Close[0] < LeadingSpanA) && (Close[0] < LeadingSpanB) ) && (DelayLine <= Close[Kijun_Sen]) )
{
return(-1);
}
}
return(0);
}
int OsEURConfirm()
{
// add this if for speed up test
if (OsEURControl == true)
{
int i = 0;
double EURIndex;
EURIndex = (iMA("EURUSD",0,MA_Period,0,MAMode,Price,i) - iMA("EURUSD",0,MA_Period,0,MAMode,Price,i+MA_Shift)) * MathPow(10,MarketInfo("EURUSD",MODE_DIGITS)) +
(iMA("EURGBP",0,MA_Period,0,MAMode,Price,i) - iMA("EURGBP",0,MA_Period,0,MAMode,Price,i+MA_Shift)) * MathPow(10,MarketInfo("EURGBP",MODE_DIGITS)) +
(iMA("EURCHF",0,MA_Period,0,MAMode,Price,i) - iMA("EURCHF",0,MA_Period,0,MAMode,Price,i+MA_Shift)) * MathPow(10,MarketInfo("EURCHF",MODE_DIGITS)) +
(iMA("EURJPY",0,MA_Period,0,MAMode,Price,i) - iMA("EURJPY",0,MA_Period,0,MAMode,Price,i+MA_Shift)) * MathPow(10,MarketInfo("EURJPY",MODE_DIGITS)) +
(iMA("EURCAD",0,MA_Period,0,MAMode,Price,i) - iMA("EURCAD",0,MA_Period,0,MAMode,Price,i+MA_Shift)) * MathPow(10,MarketInfo("EURCAD",MODE_DIGITS)) +
(iMA("EURAUD",0,MA_Period,0,MAMode,Price,i) - iMA("EURAUD",0,MA_Period,0,MAMode,Price,i+MA_Shift)) * MathPow(10,MarketInfo("EURAUD",MODE_DIGITS)) ;
if (EURIndex > 0 )
{
return(1);
}
if (EURIndex < 0 )
{
return(-1);
}
}
return(0);
}
//XO Confirm
int XOConfirm()
{
//for speed up test
if( XOControl == true )
{
int CurrentBar;
int Counter = 0;
double X_High,O_Low,CurrentPrice;
double XO_UpFlag,XO_DownFlag,XO_UpFlag2,XO_DownFlag2;
XO_UpFlag = 0;
XO_DownFlag = 0;
XO_UpFlag2 = 0;
XO_DownFlag2 = 0;
for(int i=200;i>=1;i--)
{
XO_UpFlag2 = XO_UpFlag;
XO_DownFlag2 = XO_DownFlag;
CurrentBar = i;
if (Counter<1)
{
X_High=Close[CurrentBar];
O_Low =Close[CurrentBar];
Counter=1;
}
CurrentPrice=Close[CurrentBar];
if (CurrentPrice>(X_High+XOBoxSize*Point))
{
Counter +=1;
X_High = CurrentPrice;
O_Low = CurrentPrice-XOBoxSize*Point;
XO_UpFlag = 1;
XO_DownFlag = 0;
}
if (CurrentPrice<(O_Low-XOBoxSize*Point))
{
Counter += 1;
O_Low = CurrentPrice;
X_High = CurrentPrice+XOBoxSize*Point;
XO_UpFlag = 0;
XO_DownFlag = 1;
}
}
if((XO_UpFlag == 1) && ( !XOCrossNeeded || XO_DownFlag2 == 1 ) )
{
return(1);
}
if((XO_DownFlag == 1) && ( !XOCrossNeeded || XO_UpFlag2 == 1 ) )
{
return(-1);
}
}
return(0);
}
// Moving Fibonacci
int PriceFiboConfirm()
{
//for speed up test
if ( PriceFiboControl == true )
{
int PriceFiboNew;
double MaxHigh = High[iHighest(NULL,0,MODE_HIGH,PriceFiboPeriod,1)];
double MaxLow = Low[iLowest(NULL,0,MODE_LOW,PriceFiboPeriod,1)];
double Risistance = MaxHigh - (MaxHigh-MaxLow)*PriceFiboRetrace; // = High - 30%
double Support = MaxLow + (MaxHigh-MaxLow)*PriceFiboRetrace; // = Low + 30%
PriceFiboNew = PriceFiboOld; // if no new assign, PriceFiboNew remains the same with the old one.
if (Close[1] > Risistance )
{
PriceFiboNew = 1;
}
if (Close[1] < Support )
{
PriceFiboNew = -1;
}
PriceFiboOld = PriceFiboNew; // store PriceFiboNew value to PriceFiboOld.
return(PriceFiboNew);
}
return(0);
}
// Moving Average Fibonacci
int MAFiboConfirm()
{
//for speed up test
if ( MAFiboControl == true )
{
int i, MAFiboNew;
double tmp, MAMaxLow, MAMaxHigh;
tmp = iMA(Symbol(),0,MAFiboPeriod,0,MODE_LWMA,PRICE_WEIGHTED,1);
MAMaxHigh = tmp;
MAMaxLow = tmp;
for (i=1; i<=MAFiboShift; i++ )
{
tmp = iMA(Symbol(),0,MAFiboPeriod,0,MODE_LWMA,PRICE_WEIGHTED,i);
if ( tmp > MAMaxHigh )
{
MAMaxHigh = tmp;
}
if ( tmp < MAMaxLow )
{
MAMaxLow = tmp;
}
}
double MARisistance = MAMaxHigh - (MAMaxHigh-MAMaxLow)*MAFiboRetrace; // = MAHigh - 30%
double MASupport = MAMaxLow + (MAMaxHigh-MAMaxLow)*MAFiboRetrace; // = MALow + 30%
MAFiboNew = MAFiboOld; // if no new assign, MAFiboNew remains the same with the old one.
if (Close[1] > MARisistance )
{
MAFiboNew = 1;
}
if (Close[1] < MASupport )
{
MAFiboNew = -1;
}
MAFiboOld = MAFiboNew; // store MAFiboNew value to MAFiboOld.
return(MAFiboNew);
}
return(0);
}
double GetNewLots()
{
double NewLots = BaseLots;
double FreeMarginPercentage = AccountFreeMargin()/AccountBalance();
int FreeMarginTimes = MathFloor( ( ( InvestPercentage /100.0 * AccountFreeMargin() ) / BaseFreeMargin ) * FreeMarginPercentage ); // how many time is present FreeMargin times BaseFreeMargin
if(FreeMarginTimes >= 1)
{
NewLots = BaseLots*FreeMarginTimes;
}
if ( MaxLots > 0 && NewLots > MaxLots )
{
NewLots = MaxLots;
}
return(NewLots);
}
int OrderCloseManager()
{
int i, Flag;
double SAR0 = iSAR(NULL,0,SAR_Step,SAR_Maximum,0);
bool CloseSELLReason = ( SAR0 < Low[0] ) ;// || ( Low[1] > Low[3] && Low[2] > Low[3] );
bool CloseBUYReason = ( SAR0 > High[0] ) ;// || ( High[1] < High[3] && High[2] < High[3] );
if ( CloseSELLReason == true)
{
int total = OrdersTotal();
for (i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumberAI)
{
if ( OrderType() == OP_SELL)
{
OrderClose(OrderTicket(),OrderLots(),Ask,1,CLR_NONE);
Flag = 1;
}
}
}
}
if (CloseBUYReason == true )
{
total = OrdersTotal();
for (i = 0; i < total; i++)
{
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumberAI)
{
if ( OrderType() == OP_BUY)
{
OrderClose(OrderTicket(),OrderLots(),Bid,1,CLR_NONE);
Flag = -1;
}
}
}
}
return(Flag);
}
//---------------------------------------------------------------------------------------------------------------
// Trailing Stop
int TrailingStopManager()
{
int Counter = 0;
for(int i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS);
// long trailing stop
if(OrderType() == OP_BUY)
{
int shifttime = iBarShift(Symbol(),0,OrderOpenTime(),0);
Print("Longshifttime:::::::::::",shifttime);
double NewMaxHigh = High[iHighest(NULL,0,MODE_HIGH,shifttime,0)];
double NewLongStopLoss = NewMaxHigh - iATR(NULL,0,14,0)*3.0*ATRLongStopRatio/100.0;
Print("NewMaxHigh::::::::::::::::",NewMaxHigh);
Print("NewLongStopLoss::::::::::::::::::::::",NewLongStopLoss);
Print("NormalizeDouble(NewLongStopLoss - OrderStopLoss(), Digits):::::::::::::::::::",NormalizeDouble(NewLongStopLoss - OrderStopLoss(), Digits));
//if(NormalizeDouble(NewLongStopLoss - OrderOpenPrice(), Digits) > 0)
//{
if(NormalizeDouble(NewLongStopLoss - OrderStopLoss(), Digits) > 0)
{
Print("................................");
OrderModify(OrderTicket(),OrderOpenPrice(),NewLongStopLoss,OrderTakeProfit(),OrderExpiration(),CLR_NONE);
Counter += 1;
}
//}
}
// short trailing stop
if(OrderType() == OP_SELL)
{
shifttime = iBarShift(Symbol(),0,OrderOpenTime(),0);
Print("Shortshifttime:::::::::::",shifttime);
double NewMaxLow = Low[iLowest(NULL,0,MODE_LOW,shifttime,0)];
double NewShortStopLoss = NewMaxLow + iATR(NULL,0,14,0)*3.0*ATRShortStopRatio/100.0;
Print("NewMaxLow::::::::::::::::",NewMaxLow);
Print("NewsShortStopLoss::::::::::::::::::::::",NewShortStopLoss);
Print("NormalizeDouble(NewShortStopLoss - OrderStopLoss(), Digits):::::::::::::::::::",NormalizeDouble(NewShortStopLoss - OrderStopLoss(), Digits));
//if(NormalizeDouble(NewShortStopLoss - OrderOpenPrice(), Digits) < 0)
//{
if(NormalizeDouble(NewShortStopLoss - OrderStopLoss(), Digits) < 0)
{
Print("................................");
OrderModify(OrderTicket(),OrderOpenPrice(),NewShortStopLoss,OrderTakeProfit(),OrderExpiration(),CLR_NONE);
Counter += 1;
}
//}
}
}// for end here
return(Counter);
}
//---------------------------------------------------------------------------------------------------------------
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