EA avec moyenne mobiles qui se croisent

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lefeuvr3
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Messages : 8
Inscription : 05 nov. 2012, 16:53

EA avec moyenne mobiles qui se croisent

#1 Message par lefeuvr3 »

Parametres d'un backtest du 16.05.2012 a ce jour en UT 15 sur le CAC
40
On joue sur la periode des moyennes mobiles et sur le fait qu'elles soient simples ou exponentielles ou smotthed ou Weighted

//+------------------------------------------------------------------+
//| This MQL is generated by Expert Advisor Builder |
//| http://sufx.core.t3-ism.net/ExpertAdvisorBuilder/ |
//| |
//| In no event will author be liable for any damages whatsoever. |
//| Use at your own risk. |
//| |
//+------------------- DO NOT REMOVE THIS HEADER --------------------+

#define SIGNAL_NONE 0
#define SIGNAL_BUY 1
#define SIGNAL_SELL 2
#define SIGNAL_CLOSEBUY 3
#define SIGNAL_CLOSESELL 4

#property copyright "Expert Advisor Builder"
#property link "http://sufx.core.t3-ism.net/ExpertAdvisorBuilder/"

extern int MagicNumber = 0;
extern bool SignalMail = False;
extern bool EachTickMode = False;
extern double Lots = 1.0;
extern int Slippage = 3;
extern bool UseStopLoss = False;
extern int StopLoss = 30;
extern bool UseTakeProfit = False;
extern int TakeProfit = 60;
extern bool UseTrailingStop = False;
extern int TrailingStop = 30;
extern int Period1 = 141;
extern int Period2 = 440;
extern int Method1 = 1;
extern int Method2 = 2;
extern int max_trade = 1;
int BarCount;
int Current;
bool TickCheck = False;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init() {
BarCount = Bars;

if (EachTickMode) Current = 0; else Current = 1;

return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit() {
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start() {
int Order = SIGNAL_NONE;
int Total, Ticket;
double StopLossLevel, TakeProfitLevel;



if (EachTickMode && Bars != BarCount) TickCheck = False;
Total = OrdersTotal();
Order = SIGNAL_NONE;

//+------------------------------------------------------------------+
//| Variable Begin |
//+------------------------------------------------------------------+


double Buy1_1 = iMA(NULL, 0, Period1, 0, Method1, PRICE_CLOSE, Current + 0);
double Buy1_2 = iMA(NULL, 0, Period2, 0, Method2, PRICE_CLOSE, Current + 0);
double Buy2_1 = iMA(NULL, 0, Period1, 0, Method1, PRICE_CLOSE, Current + 1);
double Buy2_2 = iMA(NULL, 0, Period2, 0, Method2, PRICE_CLOSE, Current + 1);

double Sell1_1 = iMA(NULL, 0, Period1, 0, Method1, PRICE_CLOSE, Current + 0);
double Sell1_2 = iMA(NULL, 0, Period2, 0, Method2, PRICE_CLOSE, Current + 0);
double Sell2_1 = iMA(NULL, 0, Period1, 0, Method1, PRICE_CLOSE, Current + 1);
double Sell2_2 = iMA(NULL, 0, Period2, 0, Method2, PRICE_CLOSE, Current + 1);

double CloseBuy1_1 = iMA(NULL, 0, Period1, 0, Method1, PRICE_CLOSE, Current + 0);
double CloseBuy1_2 = iMA(NULL, 0, Period2, 0, Method2, PRICE_CLOSE, Current + 0);
double CloseBuy2_1 = iMA(NULL, 0, Period1, 0, Method1, PRICE_CLOSE, Current + 1);
double CloseBuy2_2 = iMA(NULL, 0, Period2, 0, Method2, PRICE_CLOSE, Current + 1);

double CloseSell1_1 = iMA(NULL, 0, Period1, 0, Method1, PRICE_CLOSE, Current + 0);
double CloseSell1_2 = iMA(NULL, 0, Period2, 0, Method2, PRICE_CLOSE, Current + 0);
double CloseSell2_1 = iMA(NULL, 0, Period1, 0, Method1, PRICE_CLOSE, Current + 1);
double CloseSell2_2 = iMA(NULL, 0, Period2, 0, Method2, PRICE_CLOSE, Current + 1);


//+------------------------------------------------------------------+
//| Variable End |
//+------------------------------------------------------------------+

//Check position
bool IsTrade = False;

for (int i = max_trade-1; i < Total; i ++) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderType() <= OP_SELL && OrderSymbol() == Symbol()) {
IsTrade = True;
if(OrderType() == OP_BUY) {
//Close

//+------------------------------------------------------------------+
//| Signal Begin(Exit Buy) |
//+------------------------------------------------------------------+

if (CloseBuy1_1 > CloseBuy1_2 && CloseBuy2_1 < CloseBuy2_2) Order = SIGNAL_CLOSEBUY;


//+------------------------------------------------------------------+
//| Signal End(Exit Buy) |
//+------------------------------------------------------------------+

if (Order == SIGNAL_CLOSEBUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, MediumSeaGreen);
if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Close Buy");
if (!EachTickMode) BarCount = Bars;
IsTrade = False;
continue;
}
//Trailing stop
if(UseTrailingStop && TrailingStop > 0) {
if(Bid - OrderOpenPrice() > Point * TrailingStop) {
if(OrderStopLoss() < Bid - Point * TrailingStop) {
OrderModify(OrderTicket(), OrderOpenPrice(), Bid - Point * TrailingStop, OrderTakeProfit(), 0, MediumSeaGreen);
if (!EachTickMode) BarCount = Bars;
continue;
}
}
}
} else {
//Close

//+------------------------------------------------------------------+
//| Signal Begin(Exit Sell) |
//+------------------------------------------------------------------+

if (CloseSell1_1 < CloseSell1_2 && CloseSell2_1 > CloseSell2_2) Order = SIGNAL_CLOSESELL;


//+------------------------------------------------------------------+
//| Signal End(Exit Sell) |
//+------------------------------------------------------------------+

if (Order == SIGNAL_CLOSESELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, DarkOrange);
if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Close Sell");
if (!EachTickMode) BarCount = Bars;
IsTrade = False;
continue;
}
//Trailing stop
if(UseTrailingStop && TrailingStop > 0) {
if((OrderOpenPrice() - Ask) > (Point * TrailingStop)) {
if((OrderStopLoss() > (Ask + Point * TrailingStop)) || (OrderStopLoss() == 0)) {
OrderModify(OrderTicket(), OrderOpenPrice(), Ask + Point * TrailingStop, OrderTakeProfit(), 0, DarkOrange);
if (!EachTickMode) BarCount = Bars;
continue;
}
}
}
}
}
}

//+------------------------------------------------------------------+
//| Signal Begin(Entry) |
//+------------------------------------------------------------------+

if (Buy1_1 < Buy1_2 && Buy2_1 > Buy2_2) Order = SIGNAL_BUY;

if (Sell1_1 > Sell1_2 && Sell2_1 < Sell2_2) Order = SIGNAL_SELL;


//+------------------------------------------------------------------+
//| Signal End |
//+------------------------------------------------------------------+

//Buy
if (Order == SIGNAL_BUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
if(!IsTrade) {
//Check free margin
if (AccountFreeMargin() < (1000 * Lots)) {
Print("We have no money. Free Margin = ", AccountFreeMargin());
return(0);
}

if (UseStopLoss) StopLossLevel = Ask - StopLoss * Point; else StopLossLevel = 0.0;
if (UseTakeProfit) TakeProfitLevel = Ask + TakeProfit * Point; else TakeProfitLevel = 0.0;

Ticket = OrderSend(Symbol(), OP_BUY, Lots, Ask, Slippage, StopLossLevel, TakeProfitLevel, "Buy(#" + MagicNumber + ")", MagicNumber, 0, DodgerBlue);
if(Ticket > 0) {
if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
Print("BUY order opened : ", OrderOpenPrice());
if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Open Buy");
} else {
Print("Error opening BUY order : ", GetLastError());
}
}
if (EachTickMode) TickCheck = True;
if (!EachTickMode) BarCount = Bars;
return(0);
}
}

//Sell
if (Order == SIGNAL_SELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
if(!IsTrade) {
//Check free margin
if (AccountFreeMargin() < (1000 * Lots)) {
Print("We have no money. Free Margin = ", AccountFreeMargin());
return(0);
}

if (UseStopLoss) StopLossLevel = Bid + StopLoss * Point; else StopLossLevel = 0.0;
if (UseTakeProfit) TakeProfitLevel = Bid - TakeProfit * Point; else TakeProfitLevel = 0.0;

Ticket = OrderSend(Symbol(), OP_SELL, Lots, Bid, Slippage, StopLossLevel, TakeProfitLevel, "Sell(#" + MagicNumber + ")", MagicNumber, 0, DeepPink);
if(Ticket > 0) {
if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {
Print("SELL order opened : ", OrderOpenPrice());
if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Open Sell");
} else {
Print("Error opening SELL order : ", GetLastError());
}
}
if (EachTickMode) TickCheck = True;
if (!EachTickMode) BarCount = Bars;
return(0);
}
}

if (!EachTickMode) BarCount = Bars;

return(0);
}
//+------------------------------------------------------------------+

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