TSD_MT4_MR_Trade_0_101

Author: Copyright � 2005 Bob O\'Brien / Barcode
Profit factor:
1.14
Price Data Components
Series array that contains the highest prices of each barSeries array that contains the lowest prices of each bar
Orders Execution
Checks for the total of open orders
Indicators Used
Larry William percent range indicator
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TSD_MT4_MR_Trade_0_101
/*-----------------------------+
|			       |
| Shared by www.Aptrafx.com    |
|			       |
+------------------------------*/

//+------------------------------------------------------------------+
//|                                   TSD_MR_Trade_MACD_WPR_0_10.mq4 |
//|                           Copyright ® 2005 Bob O'Brien / Barcode |
//|             TSD v1.2 rewritten to MQL4 and enhanced by Mindaugas |
//|                   magic number and backtesting mod by Nick Bilak |
//|                                           TSD Trade version 0.10 |
//+------------------------------------------------------------------+
#property copyright "Copyright ® 2005 Bob O\'Brien / Barcode"

#include <stdlib.mqh>

#define MAGICNUM  20050720

#define  DIRECTION_MACD 1
#define  DIRECTION_OSMA 2

#define  FILTER_WPR     1
#define  FILTER_FORCE   2

// which indicators to use
int DirectionMode = DIRECTION_MACD, FilterMode = FILTER_WPR;
// trading periods
int PeriodDirection = PERIOD_W1, PeriodTrade = PERIOD_D1, PeriodTrailing = PERIOD_H4, CandlesTrailing = 3;
// currency pairs to trade

// parameters for iWPR and iForce indicators
int WilliamsP = 24, WilliamsL = -75, WilliamsH = -25;
int ForceP = 2;

int TakeProfit = 100, TrailingStop = 60;
int Slippage = 5, LotsMax = 50;
double Lots = 0.1;
int MM = 0, Leverage = 1, MarginChoke = 200;

string TradeSymbol;
int Pair = 0;
datetime LastTrade = 0;
double Spread, SPoint;

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

int init()   { return(0); }
int deinit() { return(0); }

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

int start() {
   int TradesThisSymbol, Direction;
   int i, ticket;
   
   bool okSell, okBuy;
   
   double PriceOpen, Buy_Sl, Buy_Tp, LotMM, WilliamsValue;
   string ValueComment;
   
   if ( (LastTrade + 15) > CurTime() )  return(0);
   
   TradeSymbol = Symbol();
   
   Spread = MarketInfo (TradeSymbol, MODE_SPREAD)*Point;
   SPoint = Point;
   
   TradesThisSymbol = TotalTradesThisSymbol (TradeSymbol);
   
   Direction = Direction (TradeSymbol, PeriodDirection, DirectionMode);
   ValueComment = Filter(TradeSymbol, PeriodTrade, FilterMode, okBuy, okSell);
   
   //Comment ("\nSymbol: ", TradeSymbol, "\nMACD Direction: ", Direction, "\n", ValueComment);

   /////////////////////////////////////////////////
   //  Place new order
   /////////////////////////////////////////////////
   if ( TradesThisSymbol < 1 ) {

      LotMM = CalcMM(MM);
      if ( LotMM < 0 )  return(0);

      ticket = 0;

      if ( Direction == 1 && okBuy ) {
         MarkTrade();
	      //Print ("TSD BuyStop: ", TradeSymbol, " ", LotMM, " ", CalcOpenBuy(), " ", CalcSlBuy(), " ", CalcTpBuy());
         ticket = OrderSend (TradeSymbol, OP_BUYSTOP, LotMM, CalcOpenBuy(), Slippage, CalcSlBuy(), CalcTpBuy(),
		                       "TSD BuyStop", MAGICNUM, 0, Blue);
		}
		   
      if ( Direction == -1 && okSell ) {
         MarkTrade();
	      //Print ("TSD SellStop: ", TradeSymbol, " ", LotMM, " ", CalcOpenSell(), " ", CalcSlSell(), " ", CalcTpSell());
	      ticket = OrderSend (TradeSymbol, OP_SELLSTOP, LotMM, CalcOpenSell(), Slippage, CalcSlSell(), CalcTpSell(),
	                          "TSD SellStop", MAGICNUM, 0, Red);
	   }
 
	   if ( ticket == -1 )  ReportError ();
	   if ( ticket != 0 )   return(0);
	} // End of TradesThisSymbol < 1
		
   /////////////////////////////////////////////////
   //  Pending Order Management
   /////////////////////////////////////////////////
   for (i = 0; i < OrdersTotal(); i++) {
      if ( OrderSelect (i, SELECT_BY_POS) == false )  continue;
      if ( OrderSymbol() != TradeSymbol || OrderMagicNumber() != MAGICNUM)  continue;

      if ( OrderType () == OP_BUYSTOP ) {
         if ( Direction != 1 ) {
            MarkTrade();
            OrderDelete ( OrderTicket() );
            return(0);
         }
         if ( iHigh(TradeSymbol, PeriodTrade, 1) < iHigh(TradeSymbol, PeriodTrade, 2) &&
              ( !CompareDoubles (CalcSlBuy(), OrderStopLoss()) ||
                !CompareDoubles (CalcTpBuy(), OrderTakeProfit()) ) ) {
            MarkTrade();
     		   OrderModify (OrderTicket(), CalcOpenBuy(), CalcSlBuy(), CalcTpBuy(), 0, White);
            return(0);
         }
      }

      if ( OrderType () == OP_SELLSTOP ) {
         if ( Direction != -1 ) {
            MarkTrade();
            OrderDelete ( OrderTicket() );
            return(0);
         }
         if ( iLow(TradeSymbol, PeriodTrade, 1) > iLow(TradeSymbol, PeriodTrade, 2) &&
              ( !CompareDoubles (CalcSlSell(), OrderStopLoss()) ||
                !CompareDoubles (CalcTpSell(), OrderTakeProfit()) ) ) {
            MarkTrade();
     		   OrderModify (OrderTicket(), CalcOpenSell(), CalcSlSell(), CalcTpSell(), 0, Gold);
            return(0);
         }
      }
   } // End of Pending Order Management
   
   /////////////////////////////////////////////////
   //  Stop Loss Management
   /////////////////////////////////////////////////
   if ( TrailingStop > 0 ) {
      for (i = 0; i < OrdersTotal(); i++) {
         if ( OrderSelect (i, SELECT_BY_POS) == false )  continue;
         if ( OrderSymbol() != TradeSymbol || OrderMagicNumber() != MAGICNUM )  continue;
         if ( TrailStop (i, TrailingStop) )  return(0);
      }
   }

   return(0);
}
//+------------------------------------------------------------------+
double CalcOpenBuy  () { return (dMax (iHigh(TradeSymbol, PeriodTrade, 1) + 1*SPoint + Spread,
                                       Ask + 16*SPoint)); }
double CalcOpenSell () { return (dMin (iLow(TradeSymbol, PeriodTrade, 1) - 1*SPoint,
                                       Bid - 16*SPoint)); }
double CalcSlBuy  () { return (iLow (TradeSymbol, PeriodTrade, 1) - 1*SPoint); }
double CalcSlSell () { return (iHigh(TradeSymbol, PeriodTrade, 1) + 1*SPoint + Spread); }
double CalcTpBuy  () {
   double PriceOpen = CalcOpenBuy(), SL = CalcSlBuy();
   return (PriceOpen + dMax(TakeProfit*SPoint, (PriceOpen - SL)*2));
}
double CalcTpSell  () {
   double PriceOpen = CalcOpenSell(), SL = CalcSlSell();
   return (PriceOpen - dMax(TakeProfit*SPoint, (SL - PriceOpen)*2));
}
//+------------------------------------------------------------------+
bool TrailStop (int i, int TrailingStop) {
   double StopLoss;

   if ( OrderType() == OP_BUY ) {
      if ( Bid < OrderOpenPrice () )  return;
      StopLoss = iLow(TradeSymbol, PeriodTrailing, Lowest (TradeSymbol, PeriodTrailing, MODE_LOW, CandlesTrailing+1, 0)) - 1*Point;
      StopLoss = dMin (Bid-TrailingStop*SPoint, StopLoss);
      if ( StopLoss > OrderStopLoss() ) {
         MarkTrade();
         OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, White);
         return(true);
      }
   }
   
   if ( OrderType() == OP_SELL ) {
      if ( Ask > OrderOpenPrice () )  return;
      StopLoss = iHigh(TradeSymbol, PeriodTrailing, Highest (TradeSymbol, PeriodTrailing, MODE_HIGH, CandlesTrailing+1, 0)) + 1*Point
                 + Spread;
      StopLoss = dMax (Ask+TrailingStop*SPoint, StopLoss);
      if ( StopLoss < OrderStopLoss() ) {
         MarkTrade();
         OrderModify (OrderTicket(), OrderOpenPrice(), StopLoss, OrderTakeProfit(), 0, Gold);
         return(true);
      }
   }
}
//+------------------------------------------------------------------+
int Direction (string TradeSymbol, int PeriodDirection, int Mode) {
   double Previous, Previous2;

   if (Mode == DIRECTION_MACD ) {
	   Previous  = iMACD (TradeSymbol, PeriodDirection, 5, 34, 5, PRICE_MEDIAN, MODE_MAIN, 1);
	   Previous2 = iMACD (TradeSymbol, PeriodDirection, 5, 34, 5, PRICE_MEDIAN, MODE_MAIN, 2);
	}
	else {
	   Previous  = iOsMA (TradeSymbol, PeriodDirection, 5, 34, 5, PRICE_MEDIAN, 1);
	   Previous2 = iOsMA (TradeSymbol, PeriodDirection, 5, 34, 5, PRICE_MEDIAN, 2);
	}

   if ( Previous > Previous2 )
      return(1);
   if ( Previous < Previous2 )
      return(-1);
   return(0);
}
//+------------------------------------------------------------------+
string Filter (string TradeSymbol, int PeriodTrade, int Mode, bool &okBuy, bool &okSell) {
   double Value;
   
   okBuy = false; okSell = false;
   
   if (Mode == FILTER_WPR) {
      Value = iWPR(TradeSymbol, PeriodTrade, WilliamsP, 1);
	   if (Value < WilliamsH)  okBuy = true;
   	if (Value > WilliamsL)  okSell = true;
   	return ("iWPR: " + DoubleToStr(Value, 2));
   }
   else if (Mode == FILTER_FORCE) {
      Value = iForce (TradeSymbol, PeriodTrade, ForceP, MODE_EMA, PRICE_CLOSE, 1);
      if (Value < 0)  okBuy = true;
      if (Value > 0)  okSell = true;
   	return ("iForce: " + DoubleToStr(Value, 2));
   }
}
//+------------------------------------------------------------------+
double CalcMM (int MM) {
   double LotMM;

   if ( MM < -1) {
      if ( AccountFreeMargin () < 5 )  return(-1);
		LotMM = MathFloor (AccountBalance()*Leverage/1000);
		if ( LotMM < 1 )  LotMM = 1;
		LotMM = LotMM/100;
   }
	if ( MM == -1 ) {
		if ( AccountFreeMargin() < 50 )  return(-1);
		LotMM = MathFloor(AccountBalance()*Leverage/10000);
		if ( LotMM < 1 )  LotMM = 1;
		LotMM = LotMM/10;
   }
	if ( MM == 0 ) {
		if ( AccountFreeMargin() < MarginChoke ) return(-1); 
		LotMM = Lots;
	}
	if ( MM > 0 ) {
      if ( AccountFreeMargin() < 500 )  return(-1);
		LotMM = MathFloor(AccountBalance()*Leverage/100000);
 		if ( LotMM < 1 )  LotMM = 1;
	}
	if ( LotMM > LotsMax )  LotMM = LotsMax;
	return(LotMM);
}
//+------------------------------------------------------------------+
int TotalTradesThisSymbol (string TradeSymbol) {
   int i, TradesThisSymbol = 0;
   
   for (i = 0; i < OrdersTotal(); i++)
      if ( OrderSelect (i, SELECT_BY_POS) )
         if ( OrderSymbol() == TradeSymbol && OrderMagicNumber() == MAGICNUM)
            TradesThisSymbol++;

   return (TradesThisSymbol);
}

//+------------------------------------------------------------------+
void ReportError () {
   int err = GetLastError();
   Print("Error(",err,"): ", ErrorDescription(err));
}
//+------------------------------------------------------------------+
double dMax (double val1, double val2) {
  if (val1 > val2)  return(val1);
  return(val2);
}
//+------------------------------------------------------------------+
double dMin (double val1, double val2) {
  if (val1 < val2)  return(val1);
  return(val2);
}
//+------------------------------------------------------------------+
void MarkTrade () {
   LastTrade = CurTime();
}

Profitability Reports

GBP/USD Jul 2025 - Sep 2025
1.36
Total Trades 9
Won Trades 4
Lost trades 5
Win Rate 44.44 %
Expected payoff 6.73
Gross Profit 228.60
Gross Loss -168.00
Total Net Profit 60.60
-100%
-50%
0%
50%
100%
GBP/CAD Jul 2025 - Sep 2025
0.51
Total Trades 7
Won Trades 3
Lost trades 4
Win Rate 42.86 %
Expected payoff -10.25
Gross Profit 76.02
Gross Loss -147.74
Total Net Profit -71.72
-100%
-50%
0%
50%
100%
GBP/AUD Jul 2025 - Sep 2025
1.95
Total Trades 8
Won Trades 4
Lost trades 4
Win Rate 50.00 %
Expected payoff 17.17
Gross Profit 282.10
Gross Loss -144.72
Total Net Profit 137.38
-100%
-50%
0%
50%
100%
EUR/USD Jul 2025 - Sep 2025
1.88
Total Trades 18
Won Trades 7
Lost trades 11
Win Rate 38.89 %
Expected payoff 13.95
Gross Profit 536.70
Gross Loss -285.60
Total Net Profit 251.10
-100%
-50%
0%
50%
100%
AUD/USD Jul 2025 - Sep 2025
0.56
Total Trades 13
Won Trades 4
Lost trades 9
Win Rate 30.77 %
Expected payoff -6.26
Gross Profit 102.60
Gross Loss -184.00
Total Net Profit -81.40
-100%
-50%
0%
50%
100%
USD/JPY Jan 2025 - Jul 2025
1.90
Total Trades 24
Won Trades 12
Lost trades 12
Win Rate 50.00 %
Expected payoff 14.26
Gross Profit 723.99
Gross Loss -381.82
Total Net Profit 342.17
-100%
-50%
0%
50%
100%
USD/CHF Jan 2025 - Jul 2025
1.49
Total Trades 23
Won Trades 12
Lost trades 11
Win Rate 52.17 %
Expected payoff 8.91
Gross Profit 619.34
Gross Loss -414.45
Total Net Profit 204.89
-100%
-50%
0%
50%
100%
USD/CAD Jan 2025 - Jul 2025
0.48
Total Trades 29
Won Trades 7
Lost trades 22
Win Rate 24.14 %
Expected payoff -11.73
Gross Profit 316.69
Gross Loss -656.76
Total Net Profit -340.07
-100%
-50%
0%
50%
100%
NZD/USD Jan 2025 - Jul 2025
1.14
Total Trades 25
Won Trades 10
Lost trades 15
Win Rate 40.00 %
Expected payoff 1.68
Gross Profit 352.00
Gross Loss -310.10
Total Net Profit 41.90
-100%
-50%
0%
50%
100%
GBP/CAD Jan 2025 - Jul 2025
0.53
Total Trades 28
Won Trades 7
Lost trades 21
Win Rate 25.00 %
Expected payoff -16.92
Gross Profit 534.22
Gross Loss -1007.84
Total Net Profit -473.62
-100%
-50%
0%
50%
100%

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