Expert Advisor Inverted_Tourtle version 1.0

ExpertAdvisor testato in ambiente Demo. 

Simbolo EURUSD (Euro vs US Dollar)

Periodo 1 Ora (H1) 2013.08.07 17:00 - 2013.12.26 23:00 (2012.12.27 - 2013.12.27)

Parametri MaxR=0.02; RewRatio=2.1; candlesback=13; rifcandle=1; shift=6; PadAmount=9; HourExp=4;

Deposito iniziale         10.000,00 €

Profitto totale netto    5.200,23 €

Drawdown massimo          13.58%

Massimo vincite consecutive (profitto in denaro) 5 (2321.51)

Massimo   perdite consecutive (perdita in denaro) 6 (-1601.93)

Operazioni totali 56

Operazioni con profitto (% del totale) 28 (50%)

Operazioni in perdita (% del totale) 28 (50%)

Questo EA prevede, l'autodeterminazione della quantità investita rischiando il 2% dell'equity per operazione e come regole d'ingresso:

- la formazione di un minimo/massimo relativo a n barre

- l'esistenza di un precedente minimo/massimo relativo a n barre, verificatosi s (shift) barre precedenti

- ingresso con ordine stop pendente (di durata max in ore= HourExp) 

- ingresso long su minimo precedente oppure short sotto massimo precedente

Codice Sorgente

//+-------------------------------------------------------------------+

//|                                                      Tourtle Soup V1.mq4    |

//|                                  Copyright 2013, Riccardo Placitelli    |

//|                            http://forexsmartsharing.blogspot.it/    |

//+-------------------------------------------------------------------+

#property copyright "Copyright 2013, Riccardo Placitelli"

#property link      "http://forexsmartsharing.blogspot.it/"

#define MAGICMA 31101985

extern double MaxR            =0.02; // max % risk

extern double RewRatio        =2.00; // reward ratio

extern int    candlesback     =20;

extern int    rifcandle       =1;

extern int    shift           =4;

extern int    PadAmount       =5; // buffer

extern int    HourExp         =24; // expiration time for Stop_Order

double pips;

//+------------------------------------------------------------------+

//| expert initialization function                                             |

//+------------------------------------------------------------------+

int init()

  {

//----

   double ticksize=MarketInfo(Symbol(),MODE_TICKSIZE);

   if (ticksize==0.00001||ticksize==0.001)

   pips=ticksize*10;

   else pips=ticksize;

 //----

   return(0);

  }

  

//+------------------------------------------------------------------+

//| expert deinitialization function                                         |

//+------------------------------------------------------------------+

int deinit()

  {

//----

   

//----

   return(0); 

  }

  

//+------------------------------------------------------------------+

int OpenOrdersThisPair(string pair)

{

   int total=0;

   for(int i=OrdersTotal()-1; i>=0; i--)

   {

      OrderSelect(i,SELECT_BY_POS,MODE_TRADES);

      if(OrderSymbol()==pair)total++;

   }

   return(total);

}

//+------------------------------------------------------------------+

bool IsNewCandle()

{

   static int BarsOnChart=0;

   if(Bars==BarsOnChart)

   return(false);

   BarsOnChart=Bars;

   return(true);

}

//+------------------------------------------------------------------+

//| expert start function                                                        |

//+------------------------------------------------------------------+

int start()

  {

//----

   if(IsNewCandle())CheckForTrade();

//----

   return(0);

  }

//+------------------------------------------------------------------+

void CheckForTrade()

{

   int PrevLow= iLowest(NULL,0,MODE_LOW,candlesback,shift);

   int PrevHigh=iHighest(NULL,0,MODE_HIGH,candlesback,shift);

   int BestLow= iLowest(NULL,0,MODE_LOW,candlesback,rifcandle);

   int BestHigh=iHighest(NULL,0,MODE_HIGH,candlesback,rifcandle); 

   int MediumLow=iLowest(NULL,0,MODE_LOW,BestLow,rifcandle+1);

   int MediumHigh=iHighest(NULL,0,MODE_HIGH,BestHigh,rifcandle+1);

   

   double iPrevLow=Low[PrevLow];

   double iPrevHigh=High[PrevHigh];

   double iBestLow=Low[BestLow];

   double iBestHigh=High[BestHigh];

   double iMediumLow=Low[MediumLow];

   double iMediumHigh=High[MediumHigh];  

     

   if(iPrevLow>iBestLow && iMediumLow>iBestLow && iMediumLow>iPrevLow)OrderEntry(0);   //Buy

   if(iPrevHigh<iBestHigh && iMediumHigh<iBestHigh && iMediumHigh<iPrevHigh)OrderEntry(1); //Sell

}

//+------------------------------------------------------------------+

void OrderEntry(int direction)

{

   int PrevLow= iLowest(NULL,0,MODE_LOW,candlesback,shift);

   int PrevHigh=iHighest(NULL,0,MODE_HIGH,candlesback,shift);

   int BestLow= iLowest(NULL,0,MODE_LOW,candlesback,rifcandle);

   int BestHigh=iHighest(NULL,0,MODE_HIGH,candlesback,rifcandle); 

   

   double BuyStopPrice= Low[PrevLow]+(PadAmount*pips);

   double SellStopPrice= High[PrevHigh]-(PadAmount*pips);

   double BuySL=Low[BestLow]-(PadAmount*pips);

   double SellSL=High[BestHigh]+(PadAmount*pips);

   double pips_to_bsl=BuyStopPrice-BuySL;

   double pips_to_ssl=SellSL-SellStopPrice;

   double BuyTP=Ask+pips_to_bsl*RewRatio;

   double SellTP=Bid-pips_to_ssl*RewRatio;

   

   double Equity=AccountEquity();

   double RiskedAmount=Equity*MaxR;

   double tickvalue=NormalizeDouble(MarketInfo(Symbol(),MODE_TICKVALUE),4);

   double LotSize;

   

   if(direction==0)

   {

      double bsl=BuySL;

      double btp=BuyTP;

      

      LotSize=NormalizeDouble((RiskedAmount/(pips_to_bsl/pips))/(tickvalue*10),2);

      

      if(OpenOrdersThisPair(Symbol())==0) int buyticket=OrderSend(Symbol(),OP_BUYSTOP,LotSize,BuyStopPrice,3,bsl,btp,NULL,MAGICMA,TimeCurrent()+(HourExp*60*60),Green);

      

   }

   if(direction==1)

   {

      double ssl=SellSL;

      double stp=SellTP;

      

      LotSize=NormalizeDouble((RiskedAmount/(pips_to_ssl/pips))/(tickvalue*10),2);

      

      if(OpenOrdersThisPair(Symbol())==0) int sellticket=OrderSend(Symbol(),OP_SELLSTOP,LotSize,SellStopPrice,3,ssl,stp,NULL,MAGICMA,TimeCurrent()+(HourExp*60*60),Red);

         

   }

}