CAN ANYBODY WRITE A SIMPLE EA BASE ON CCI(14) AND RSI(14) - Profit Trading - MQL4 and MetaTrader 4

[Deleted] 2010.07.17 14:46 #1

//+------------------------------------------------------------------+
//|                                                    RSI & CCI.mq4 |
//|                                                                  |
//|                                                                  |
//+------------------------------------------------------------------+

#define MAGICMA 777

extern int cci_period        = 14;
extern int rsi_period        = 14;
extern int cci_applied_price = 0;
extern int rsi_applied_price = 0;
extern double Lots           = 0.1;
extern double MaximumRisk    = 0.02;
extern double DecreaseFactor = 3;
extern double MovingShift    = 6;
//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
  {
   int buys=0,sells=0;
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
        {
         if(OrderType()==OP_BUY)  buys++;
         if(OrderType()==OP_SELL) sells++;
        }
     }
//---- return orders volume
   if(buys>0) return(buys);
   else       return(-sells);
  }
//+------------------------------------------------------------------+
//| Calculate optimal lot size                                       |
//+------------------------------------------------------------------+
double LotsOptimized()
  {
   double lot=Lots;
   int    orders=HistoryTotal();     // history orders total
   int    losses=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      for(int i=orders-1;i>=0;i--)
        {
         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
         if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
         //----
         if(OrderProfit()>0) break;
         if(OrderProfit()<0) losses++;
        }
      if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }
//---- return lot size
   if(lot<0.1) lot=0.1;
   return(lot);
  }
//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void CheckForOpen()
  {
   double cci_curr=iCCI(NULL,0,cci_period,cci_applied_price,0);
   double cci_prev=iCCI(NULL,0,cci_period,cci_applied_price,1);
   double rsi_curr=iCCI(NULL,0,cci_period,rsi_applied_price,0);
   double rsi_prev=iCCI(NULL,0,cci_period,rsi_applied_price,1);
   int    res;
//---- buy conditions
   if(cci_curr > 0 && cci_prev <= 0 && rsi_curr > 50 && rsi_prev <=50)  
     {
      res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"Volume: "+Volume[0]+"Time: "+TimeCurrent(),MAGICMA,0,Green);
      return;
     }
//---- sell conditions
   if(cci_curr < 0 && cci_prev >= 0 && rsi_curr < 50 && rsi_prev >=50)  
     {
      res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"Volume: "+Volume[0]+"Time: "+TimeCurrent(),MAGICMA,0,Red);
      return;
     }
//----
  }
//+------------------------------------------------------------------+
//| Check for close order conditions                                 |
//+------------------------------------------------------------------+
void CheckForClose()
  {
   double cci_curr=iCCI(NULL,0,cci_period,cci_applied_price,0);
   double cci_prev=iCCI(NULL,0,cci_period,cci_applied_price,1);
   double rsi_curr=iCCI(NULL,0,cci_period,rsi_applied_price,0);
   double rsi_prev=iCCI(NULL,0,cci_period,rsi_applied_price,1);

   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
      //---- check order type 
      if(OrderType()==OP_BUY)
        {
         if(cci_curr < 0 && cci_prev >= 0 && rsi_curr < 50 && rsi_prev >=50) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
         break;
        }
      if(OrderType()==OP_SELL)
        {
         if(cci_curr > 0 && cci_prev <= 0 && rsi_curr > 50 && rsi_prev <=50) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
         break;
        }
     }
//----
  }
//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
  {
//---- check for history and trading
   if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
   if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
   else                                    CheckForClose();
//----
  }
//+------------------------------------------------------------------+

[Deleted] 2010.07.17 17:02 #2

Thanks for the code

--
Paul Ruffalo

ahmad selihin 2010.07.18 00:58 #3

19730719:

Thanks for the code..

how about the code

open entry at Mom(12) cross up at 100 and close trade by cross CCi(12) at cross at 0

sell if Mom(12) cross down at 100 and close at CCi(12) cross 0

15M time frame

all price at HL/3

Questions from Beginners MQL5 EA not backtesting but Time travel

Ubzen 2010.07.18 05:05 #4

lansera:

Thanks for the code..

how about the code

open entry at Mom(12) cross up at 100 and close trade by cross CCi(12) at cross at 0

sell if Mom(12) cross down at 100 and close at CCi(12) cross 0

15M time frame

all price at HL/3

How about ... A bottle of champing, gour-mae dinners, concert tickets and heck while we're at it, red sports car and a hot date. lol...

ahmad selihin 2010.07.18 06:46 #5

this is another option lol..which at the later stage we can compare the result..we r serious to learn some things good lol..

ahmad selihin 2010.07.18 06:55 #6

See the RSI and CCi does it has good indication..lol..

to anyone whom can help to build this EA.thanks

[Deleted] 2010.07.18 10:36 #7

paulotrader:
Thanks for the code

--
Paul Ruffalo

you're welcome.

ernst

[Deleted] 2010.07.18 10:37 #8

lansera:

Thanks for the code..

how about the code

open entry at Mom(12) cross up at 100 and close trade by cross CCi(12) at cross at 0

sell if Mom(12) cross down at 100 and close at CCi(12) cross 0

15M time frame

all price at HL/3

//+------------------------------------------------------------------+
//|                                                     Momentum.mq4 |
//|                                                                  |
//|                                                                  |
//+------------------------------------------------------------------+

#define BuyOrder  111
#define SellOrder 222

extern int mom_period        = 12;
extern int cci_period        = 12;
extern int mom_applied_price = 5; // HLC/3
extern int cci_applied_price = 5;
extern int TimeFrame         = 15; //PERIOD_M15
extern double Lots           = 1.0;
extern double MaximumRisk    = 0.02;
extern double DecreaseFactor = 3;
extern double IncreaseFactor = 3;
//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
  {
   int buys=0,sells=0;
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==BuyOrder || OrderMagicNumber()==SellOrder)
        {
         if(OrderType()==OP_BUY)  buys++;
         if(OrderType()==OP_SELL) sells++;
        }
     }
//---- return orders volume
   if(buys>0) return(buys);
   else       return(-sells);
  }
//+------------------------------------------------------------------+
//| Calculate optimal lot size                                       |
//+------------------------------------------------------------------+
double LotsOptimized()
  {
   double lot=Lots;
   int    orders=HistoryTotal();     // history orders total
   int    losses=0,gains=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      for(int i=orders-1;i>=0;i--)
        {
         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
         if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
         //----
         if(OrderProfit()>0) gains++;
         if(OrderProfit()<0) losses++;
        }
      if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
      if(gains>1) lot=NormalizeDouble(lot+lot*gains/IncreaseFactor,1);
     }
//---- return lot size
   if(lot<0.1) lot=0.1;
   return(lot);
  }
//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void CheckForOpen()
  {
   double mom_curr=iMomentum(NULL,TimeFrame,mom_period,mom_applied_price,0);
   double mom_prev=iMomentum(NULL,TimeFrame,mom_period,mom_applied_price,1);
   int    res;
//---- buy conditions
   if(mom_curr > 100 && mom_prev <= 100)  
     {
      res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"Volume: "+Volume[0]+"Time: "+TimeCurrent(),BuyOrder,0,Green);
      return;
     }
//---- sell conditions
   if(mom_curr < 100 && mom_prev >= 100)  
     {
      res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"Volume: "+Volume[0]+"Time: "+TimeCurrent(),SellOrder,0,Red);
      return;
     }
//----
  }
//+------------------------------------------------------------------+
//| Check for close order conditions                                 |
//+------------------------------------------------------------------+
void CheckForClose()
  {
   double cci_curr=iCCI(NULL,TimeFrame,cci_period,cci_applied_price,0);
   double cci_prev=iCCI(NULL,TimeFrame,cci_period,cci_applied_price,1);

   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=BuyOrder && OrderMagicNumber()!=SellOrder || OrderSymbol()!=Symbol()) continue;
      //---- check order type 
      if(OrderType()==OP_BUY)
        {
         if(cci_curr < 0 && cci_prev >= 0) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
         break;
        }
      if(OrderType()==OP_SELL)
        {
         if(cci_curr > 0 && cci_prev <= 0) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
         break;
        }
     }
//----
  }
//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
  {
//---- check for history and trading
   if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
   if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
   else                                    CheckForClose();
//----
  }
//+------------------------------------------------------------------+

ahmad selihin 2010.07.19 17:43 #9

//+------------------------------------------------------------------+
//| Momentum.mq4 |
//| i make some modification and please help to fine tune |
//| curently back test is profitable |
//+------------------------------------------------------------------+

#define BuyOrder 111
#define SellOrder 222

extern int mom_period = 12;
extern int cci_period = 12;
extern int mom_applied_price = 5; // HLC/3
extern int cci_applied_price = 5;
extern int TimeFrame = 15; //PERIOD_M15
extern double Lots = 1.0;
extern double MaximumRisk = 0.02;
extern double DecreaseFactor = 3;
extern double IncreaseFactor = 3;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==BuyOrder || OrderMagicNumber()==SellOrder)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//---- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0,gains=0; // number of losses orders without a break
//---- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
if(DecreaseFactor>0)
{
for(int i=orders-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
//----
if(OrderProfit()>0) gains++;
if(OrderProfit()<0) losses++;
}
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
if(gains>1) lot=NormalizeDouble(lot+lot*gains/IncreaseFactor,1);
}
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double mom_curr=iMomentum(NULL,TimeFrame,5,0,0);
double mom_prev=iMomentum(NULL,TimeFrame,5,0,1);
double cci_curr5=iCCI(NULL,TimeFrame,5,cci_applied_price,0);
double cci_curr17=iCCI(NULL,TimeFrame,17,cci_applied_price,0);
int res;
//---- buy conditions
if((mom_curr > 100 && mom_prev < 100) && (cci_curr5 > cci_curr17) && cci_curr5 > 0)
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"Volume: "+Volume[0]+"Time: "+TimeCurrent(),BuyOrder,0,Green);
return;
}
//---- sell conditions
if((mom_curr < 100 && mom_prev > 100) && (cci_curr17 > cci_curr5) && cci_curr5 < 0)
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"Volume: "+Volume[0]+"Time: "+TimeCurrent(),SellOrder,0,Red);
return;
}
//----
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
// double cci_curr=iCCI(NULL,TimeFrame,cci_period,cci_applied_price,0);
// double cci_prev=iCCI(NULL,TimeFrame,cci_period,cci_applied_price,1);
double rsi_curr=iRSI(NULL,TimeFrame,5,0,0);
double rsi_prev=iRSI(NULL,TimeFrame,5,0,1);
double mom_curr=iMomentum(NULL,TimeFrame,125,0,0);
double mom_prev=iMomentum(NULL,TimeFrame,125,0,1);

for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=BuyOrder && OrderMagicNumber()!=SellOrder || OrderSymbol()!=Symbol()) continue;
//---- check order type
if(OrderType()==OP_BUY)
{
if(rsi_curr < 70 && rsi_prev >=70 && mom_curr <=100 && mom_prev > 100) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
break;
}
if(OrderType()==OP_SELL)
{
if(rsi_curr > 35 && rsi_prev <=35 && mom_curr >=100 && mom_prev < 100 ) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
break;
}
}
//----
}
//+------------------------------------------------------------------+
//| Start function |
//+------------------------------------------------------------------+
void start()
{
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose();
//----
}
//+------------------------------------------------------------------+

is this code correct How to open new Need help adding tp

[Deleted] 2010.07.20 08:52 #10

lansera:
//+------------------------------------------------------------------+
//| Momentum.mq4 |
//| i make some modification and please help to fine tune |
//| curently back test is profitable |
//+------------------------------------------------------------------+

just a suggestion: no need to use heaps of oscillators. one should do the trick.

extern int mom_period        = 5;
extern int fast_cci_period   = 5;
extern int slow_cci_period   = 17;
extern int rsi_period        = 5;
extern int mom_close_period  = 125;

extern int mom_applied_price = 5;  // HLC/3
extern int cci_applied_price = 5;  

extern int TimeFrame         = 15;  //PERIOD_M15

extern double Lots           = 1.0;
extern double MaximumRisk    = 0.02;
extern double DecreaseFactor = 2;
extern double IncreaseFactor = 2;

extern int Expert_ID = 1234;
int _MagicNumber = 0;

double LotsOptimized()
  {
   double lot=Lots;
   int orders=HistoryTotal(); // history orders total
   int losses=0,gains=0; // number of losses orders without a break
   //---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
   //---- calcuulate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      for( int i=orders-1;i>=0;i-- )
         {
            if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
            if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
            //----
            if(OrderProfit()>0) gains++;
            if(OrderProfit()<0) losses++;
         }
         if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
         if(gains>1) lot=NormalizeDouble(lot+lot*gains/IncreaseFactor,1);
         }
      //---- return lot size
    if(lot<0.1) lot=0.1;
    return(lot);
  }


int init()
  {
   int Period_ID = 0;
   switch ( Period() )
      {
       case PERIOD_MN1: Period_ID = 9; break;
       case PERIOD_W1:  Period_ID = 8; break;
       case PERIOD_D1:  Period_ID = 7; break;
       case PERIOD_H4:  Period_ID = 6; break;
       case PERIOD_H1:  Period_ID = 5; break;
       case PERIOD_M30: Period_ID = 4; break;
       case PERIOD_M15: Period_ID = 3; break;
       case PERIOD_M5:  Period_ID = 2; break;
       case PERIOD_M1:  Period_ID = 1; break;
      }
   _MagicNumber = Expert_ID * 10 + Period_ID;

   return(0);
  }

int start()
  {
   double mom_curr=iMomentum(NULL,TimeFrame,mom_period,mom_applied_price,0);
   double mom_prev=iMomentum(NULL,TimeFrame,mom_period,mom_applied_price,1);
   double fast_cci_curr=iCCI(NULL,TimeFrame,fast_cci_period,cci_applied_price,0);
   double slow_cci_curr=iCCI(NULL,TimeFrame,slow_cci_period,cci_applied_price,0);
   double mom_close_curr=iMomentum(NULL,TimeFrame,mom_close_period,mom_applied_price,0);
   double mom_close_prev=iMomentum(NULL,TimeFrame,mom_close_period,mom_applied_price,1);
   double rsi_curr=iRSI(NULL,TimeFrame,rsi_period,mom_applied_price,0);
   double rsi_prev=iRSI(NULL,TimeFrame,rsi_period,mom_applied_price,1);
  
   double momentum_level=100;
   double cci_level=0;
   double rsi_long_level=70;
   double rsi_short_level=35;

   int _GetLastError = 0, _OrdersTotal = OrdersTotal();
    //---- search in all open positions
   for ( int z = _OrdersTotal - 1; z >= 0; z -- )
     {
      //---- if an error occurs when searching for a position, go to the next one
      if ( !OrderSelect( z, SELECT_BY_POS ) )
        {
         _GetLastError = GetLastError();
         Print( "OrderSelect( ", z, ", SELECT_BY_POS ) - Error #", _GetLastError );
         continue;
        }
        //---- if a position is opened not for the current symbol, skip it
        if ( OrderSymbol() != Symbol() ) continue;
        //---- if the MagicNumber is not equal to _MagicNumber, skip this position
        if ( OrderMagicNumber() != _MagicNumber ) continue;
        //---- if a BUY position is opened,
        if ( OrderType() == OP_BUY )
          {

           if (  rsi_curr <  rsi_long_level && rsi_prev >= rsi_long_level &&
                 mom_curr <= momentum_level && mom_prev >  momentum_level)
            {
             //---- close the position
             if ( !OrderClose( OrderTicket(), OrderLots(), Bid, 5, RoyalBlue ) )
               {
                 _GetLastError = GetLastError();
                 Alert( "Error OrderClose # ", _GetLastError );
                 return(-1);
               }
            }
            //---- if the alert has not been changed, quit: it is too early to open a new position
            else return(0);
          }
        //---- if a SELL position is opened,
        if ( OrderType() == OP_SELL )
          {

           if ( rsi_curr >  rsi_short_level && rsi_prev <= rsi_short_level &&
                mom_curr >= momentum_level  && mom_prev <  momentum_level )
             {
              //---- close the position
              if ( !OrderClose( OrderTicket(), OrderLots(), Ask, 5, LimeGreen ) )
                {
                 _GetLastError = GetLastError();
                 Alert( "Error OrderClose # ", _GetLastError );
                 return(-1);
                }
             }
            //---- if the alert has not changed, quit: it is too early to open a new position
            else return(0);
          }
     }
//+------------------------------------------------------------------+
//| if execution reached this point, there is no an open position    |
//| check whether it is still possible to open a position            |
//+------------------------------------------------------------------+

    if ( mom_curr >  momentum_level && mom_prev <= momentum_level && 
         fast_cci_curr >  slow_cci_curr  && fast_cci_curr >  cci_level )
      {
       //---- open a BUY position
       if ( OrderSend( Symbol(), OP_BUY, LotsOptimized(), Ask, 3, 0.0, 0.0,
           "Volume: "+Volume[0]+"Time: "+TimeCurrent(),_MagicNumber, 0, RoyalBlue ) < 0 )
         {
          _GetLastError = GetLastError();
          Alert( "Error OrderSend # ", _GetLastError );
          return(-1);
         }
       return(0);
      }
    if (  mom_curr <  momentum_level && mom_prev >= momentum_level && 
         fast_cci_curr <  slow_cci_curr  && fast_cci_curr <  cci_level )
      {
        //---- open a SELL position
        if ( OrderSend( Symbol(), OP_SELL, LotsOptimized(), Bid, 3, 0.0, 0.0, 
             "Volume: "+Volume[0]+"Time: "+TimeCurrent(),_MagicNumber, 0, LimeGreen ) < 0 )
        {
         _GetLastError = GetLastError();
         Alert( "Error OrderSend # ", _GetLastError );
         return(-1);
        }
        return(0);
    }

    return(0);
  }