Adjustment to Existing EA on Second Cycle Pyramid Type Trade Entry.

Hi,  

I need someone to adjust an existing EA where the logic of the second cycle trade placement is adjusted.

Presently the second cycle trade placement works as such:

If a first cycle trade is placed then the second cycle trade placement function enters a new trade based on a positive trade position only and if the trade and associated price moves by input OrderOpenSec=x; and OrderOpenPips=x; at any time over the duration of the positive open trade.

The number of Second Cycle Trades is controlled by MaxAmountOfTrades=4; from the First Cycle Trade Parameters input.

However the Second Cycle Trade placement needs to be adjusted to work in the following manner:

1.      Only a single second cycle trade is to be placed per positive open trade.

2.      A second cycle trade should only be placed within the input OrderOpenSec=x; from open (or Start) of the associated positive trade and OrderOpenPips=x; and NOT as it does presently outside of these input parameters.

3.      All other independent input functionality should work as is and not be affected by the adjustment to the second cycle trade placement functionality.

4.      Also the new developer will need to clarify and rectify the past developers mistake in that OrderOpenPips need to be multiplied by 10 to represent 1 full pip movement. I need 1 pip to represent 1 OrderOpenPips to allow proper optimisation and proper working.

On selection of the developer, I will supply the EA for adjustment on acceptance of the job from your side and before moving through the job acceptance process I will need to discuss the job directly with you to ensure your full understanding via skype.

I show the present input functionality of the EA below to allow for better understanding of the job.

I look forward to hearing from you.

Regards Mike

First Cycle Trade Parameters/Inputs Starts Here:

input bool UseMoneyManagement=true;             

input double RiskPercent=2.50; 

input RiskBased Risk_Based=Balance;     

input bool UseMartingale=true; 

input double Martingale_Lot_Percent=9.0;          

//--- input parameters   

extern double StopLoss=40;        

extern double TakeProfit=128;   

input double   LotSize=0.01;        

extern int MaxAmountOfTrades=4;          

extern bool HedgingAllowed=true;           

extern bool CloseOnOppositeSignal=false;            

extern string rm1;//Risk Management Settings.  

                  //Breakeven Settings  

extern bool UseMoveToBE=true;//Using Move to Breakeven.      

extern int WhenToMoveToBE=34;//How many pips before you move?    

extern int PipsToLockIn=19;//How many pips do you want to lock in?      

                           //Trailing Stop settings    

extern bool UseTrailingStop=true;            

extern TrailType Trailing_Type=Regular; 

extern string t1;//Regular Trail Settings.

extern int  WhenToTrail=70;       

extern int  TrailAmount=42;        

extern string t2;//Candle Stop Settings   

extern int  CandlesBack=6;//How many candles back to Look      

extern int  PadAmount=34;//How much beyond candle to put stop.         

//---      

extern int Slippage=30;  

extern int MagicSeed=2001;       

First Cycle Trade Parameters/Inputs Ends Here:

Second Cycle Trade Parameters/Inputs Starts Here:

input bool   SecondCycleStart=true;         

input int    OrderOpenSec=50;     

input double OrderOpenPips=100;           

input double LotSize02=0.01;     

input double StopLoss02=50;     

input double TakeProfit02=1000;             

input bool   UseMoneyManagement02=true;       

input double RiskPercent02=1.0;              

input RiskBased Risk_Based02=Balance; 

extern bool UseMoveToBE02=false;//Using Move to Breakeven.

extern int WhenToMoveToBE02=50;//How many pips before you move?              

extern int PipsToLockIn02=25;//How many pips do you want to lock in? 

extern bool UseTrailingStop02=true;       

extern int  WhenToTrail02=20;   

extern int  TrailAmount02=10;

Second Cycle Trade Parameters/Inputs Ends Here: