Changeset 3

Timestamp:

May 26, 2008, 2:16:05 PM (17 years ago)

Author:

george

Message:

 

Files:

• MovingAverageCrossing.mq4 (added)
• Test.mq4 (modified) (6 diffs)

Test.mq4

@@ -12 +12 @@
 extern double MaximumRisk        = 0.02;
 extern double DecreaseFactor     = 3;
-extern double MovingPeriod       = 14;
+extern double MovingPeriod       = 30;
 extern double MovingShift        = 0;
 extern double MinDerivation      = 0.0002;
+extern double MinimumDistance    = 0.04;
 
 int MathSign(double Value)
@@ -23 +24 @@
 }
 
-void CheckForOpen()
+void Check()
 {
   double MovingAverage;
@@ -32 +33 @@
   static bool LastChangeDirection = false;
   static int SameDirectionCount = 0;
+  static double LastChangeMovingAverage;
   
   // Go trading only for first tiks of new bar
@@ -45 +47 @@
     LastChangeDirection = true;
     SameDirectionCount = 0;
+    LastChangeMovingAverage = MovingAverage;
   }
 
   // Sell conditions
-  if(LastChangeDirection && (SameDirectionCount > 2))  
-  {
-    if(MathSign(Derivation) == -1) res = OrderSend(Symbol(), OP_SELL, Lots, Bid, 3, 0, 0, "", MAGICMA, 0, Red);
-    if(MathSign(Derivation) == 1) res = OrderSend(Symbol(), OP_BUY, Lots, Ask, 3, 0, 0, "", MAGICMA, 0, Blue);
-    LastChangeDirection = false;
-  }
-  LastMovingAverage = MovingAverage;
-  LastDerivation = Derivation;
-}
-
-void CheckForClose()
-{
-  double MovingAverage;
-  static double LastMovingAverage;
-  static double LastDerivation;
-  double Derivation;
-  
-  if(Volume[0] > 1) return;
-  MovingAverage = iMA(NULL, 0, MovingPeriod, MovingShift, MODE_SMA, PRICE_CLOSE, 0);
-  Derivation = MovingAverage - LastMovingAverage;
-   
-  // Sell conditions
-
   for(int i=0; i < OrdersTotal(); i++)
   {
@@ -78 +58 @@
     if(OrderType() == OP_BUY)
     {
-      if(MathSign(LastDerivation) > MathSign(Derivation))  
+      if(LastChangeDirection)  
         OrderClose(OrderTicket(), OrderLots(), Bid, 3, White);
     }
     if(OrderType() == OP_SELL)
     {
-      if(MathSign(LastDerivation) < MathSign(Derivation))  
+      if(LastChangeDirection)  
         OrderClose(OrderTicket(), OrderLots(), Ask, 3, White);
     }
   }
+
+  // Order conditions
+  //if(LastChangeDirection && (SameDirectionCount > 2))  
+  if(LastChangeDirection && (MathAbs(MovingAverage - LastChangeMovingAverage) > MinimumDistance))
+  {
+    if(MathSign(Derivation) == -1) res = OrderSend(Symbol(), OP_SELL, Lots, Bid, 3, 0, 0, "", MAGICMA, 0, Red);
+    if(MathSign(Derivation) == 1) res = OrderSend(Symbol(), OP_BUY, Lots, Ask, 3, 0, 0, "", MAGICMA, 0, Blue);
+    LastChangeDirection = false;
+  }
+ 
   LastMovingAverage = MovingAverage;
   LastDerivation = Derivation;
 }
-  
 int init()
 {
@@ -104 +93 @@
 {
   if((Bars < 100) || (IsTradeAllowed() == false)) return;
-  CheckForOpen();
-  CheckForClose();
+  Check();
   return(0);
 }