On m'a dit que les intervenants etaient sympa
avec un bon niveau et un bon esprit de partage et d'echangeJ'ai un blog economie bourse et robot
http://glefeuvre007.blogspot.fr/
Voici mon programme et son resultat
http://liencs.fr/56t
Je l'ai backteste sur le CAC40 du 16.5.2012 a ce jour en UT 15 mn par paquet de 4 parametres rajoutés au precedent
//+------------------------------------------------------------------+
//| 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;
extern int Slippage = 3;
extern string separator1 = "*** Sortie de trade TP+SL true ou False ***";
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 max_trades = 4;
extern string separator14 = "*** Backtest à réaliser en rajoutant 4 nouveaux parametres a chaque fois ***";
extern string separator2 = "*** RSI Settings ***";
//Paramètres RSI
extern string separator3 = "*** RSI buy et close buy ***";
extern int RSIPERIODEB1 = 18;
extern int RSIPERIODEB2 = 137;
extern int RSIPERIODECB1 = 277;
extern int RSIPERIODECB2 = 292;
extern string separator4 = "*** RSI sell et close sell ***";
extern int RSIPERIODES1 = 319;
extern int RSIPERIODES2 = 14;
extern int RSIPERIODECS1 = 248;
extern int RSIPERIODECS2 = 1;
extern string separator5 = "*** WPR Settings ***";
//Paramètres WPR
extern string separator6 = "*** WPR buy et close buy ***";
extern int WPRPERIODEB1 = 319;
extern int WPRPERIODEB2 =10;
extern int WPRPERIODECB1 = 487;
extern int WPRPERIODECB2 = 64;
extern string separator7 = "*** WPR sell et close sell ***";
extern int WPRPERIODES1 = 428;
extern int WPRPERIODES2 = 600;
extern int WPRPERIODECS1 = 458;
extern int WPRPERIODECS2 = 389;
extern string separator8 = "*** CCI Settings ***";
//Paramètres CCI
extern string separator9 = "*** CCI buy et close buy ***";
extern int CCIPERIODEB1 = 427;
extern int CCIPERIODEB2 = 330;
extern int CCIPERIODECB1 = 1;
extern int CCIPERIODECB2 = 118;
extern string separator10 = "*** CCI sell et close sell ***";
extern int CCIPERIODES1 = 5;
extern int CCIPERIODES2 = 1;
extern int CCIPERIODECS1 = 1;
extern int CCIPERIODECS2 = 5;
extern string separator11 = "*** MA Settings ***";
//Paramètres MA
extern string separator12 = "*** MA buy et close buy ***";
extern int MAPERIODEB1 = 268;
extern int MAPERIODEB2 = 256;
extern int MAPERIODECB1 = 158;
extern int MAPERIODECB2 = 305;
extern string separator13 = "*** MA sell et close sell ***";
extern int MAPERIODES1 = 295;
extern int MAPERIODES2 = 243;
extern int MAPERIODECS1 = 391;
extern int MAPERIODECS2 = 115;
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 = iRSI(NULL, 0, RSIPERIODEB1, PRICE_CLOSE, Current + 1);
double Buy1_2 = 50;
double Buy2_1 = iRSI(NULL, 0, RSIPERIODEB2, PRICE_CLOSE, Current + 0);
double Buy2_2 = 50;
double Buy3_1 = iWPR(NULL, 0, WPRPERIODEB1, Current + 1);
double Buy3_2 = -50;
double Buy4_1 = iWPR(NULL, 0, WPRPERIODEB2, Current + 0);
double Buy4_2 = -50;
double Buy5_1 = iCCI(NULL, 0, CCIPERIODEB1, PRICE_CLOSE, Current + 1);
double Buy5_2 = 0;
double Buy6_1 = iCCI(NULL, 0, CCIPERIODEB2, PRICE_CLOSE, Current + 0);
double Buy6_2 = 0;
double Buy7_1 = iMA(NULL, 0, MAPERIODEB1, 0, 0, PRICE_CLOSE, Current + 1);
double Buy7_2 = iMA(NULL, 0, MAPERIODEB2, 0, 0, PRICE_CLOSE, Current + 1);
double Buy8_1 = iMA(NULL, 0, MAPERIODEB1, 0, 0, PRICE_CLOSE, Current + 0);
double Buy8_2 = iMA(NULL, 0, MAPERIODEB2, 0, 0, PRICE_CLOSE, Current + 0);
double Sell1_1 = iRSI(NULL, 0, RSIPERIODES1, PRICE_CLOSE, Current + 1);
double Sell1_2 = 50;
double Sell2_1 = iRSI(NULL, 0, RSIPERIODES2, PRICE_CLOSE, Current + 0);
double Sell2_2 = 50;
double Sell3_1 = iWPR(NULL, 0, WPRPERIODES1, Current + 1);
double Sell3_2 = -50;
double Sell4_1 = iWPR(NULL, 0, WPRPERIODES2, Current + 0);
double Sell4_2 = -50;
double Sell5_1 = iCCI(NULL, 0, CCIPERIODES1, PRICE_CLOSE, Current + 1);
double Sell5_2 = 0;
double Sell6_1 = iCCI(NULL, 0, CCIPERIODES2, PRICE_CLOSE, Current + 0);
double Sell6_2 = 0;
double Sell7_1 = iMA(NULL, 0, MAPERIODES1, 0, 0, PRICE_CLOSE, Current + 1);
double Sell7_2 = iMA(NULL, 0, MAPERIODES2, 0, 0, PRICE_CLOSE, Current + 1);
double Sell8_1 = iMA(NULL, 0, MAPERIODES1, 0, 0, PRICE_CLOSE, Current + 0);
double Sell8_2 = iMA(NULL, 0, MAPERIODES2, 0, 0, PRICE_CLOSE, Current + 0);
double CloseBuy1_1 = iRSI(NULL, 0, RSIPERIODECB1, PRICE_CLOSE, Current + 1);
double CloseBuy1_2 = 50;
double CloseBuy2_1 = iRSI(NULL, 0, RSIPERIODECB2, PRICE_CLOSE, Current +0);
double CloseBuy2_2 = 50;
double CloseBuy3_1 = iWPR(NULL, 0, WPRPERIODECB1, Current + 1);
double CloseBuy3_2 = -50;
double CloseBuy4_1 = iWPR(NULL, 0, WPRPERIODECB2, Current + 02);
double CloseBuy4_2 = -50;
double CloseBuy5_1 = iCCI(NULL, 0, CCIPERIODECB1, PRICE_CLOSE, Current + 1);
double CloseBuy5_2 = 0;
double CloseBuy6_1 = iCCI(NULL, 0, CCIPERIODECB2, PRICE_CLOSE, Current + 0);
double CloseBuy6_2 = 0;
double CloseBuy7_1 = iMA(NULL, 0, MAPERIODECB1, 0, 0, PRICE_CLOSE, Current + 1);
double CloseBuy7_2 = iMA(NULL, 0, MAPERIODECB2, 0, 0, PRICE_CLOSE, Current + 1);
double CloseBuy8_1 = iMA(NULL, 0, MAPERIODECB1, 0, 0, PRICE_CLOSE, Current + 0);
double CloseBuy8_2 = iMA(NULL, 0, MAPERIODECB2, 0, 0, PRICE_CLOSE, Current + 0);
double CloseSell1_1 = iRSI(NULL, 0, RSIPERIODECS1, PRICE_CLOSE, Current + 1);
double CloseSell1_2 = 50;
double CloseSell2_1 = iRSI(NULL, 0, RSIPERIODECS2, PRICE_CLOSE, Current + 0);
double CloseSell2_2 = 50;
double CloseSell3_1 = iWPR(NULL, 0, WPRPERIODECS1, Current + 1);
double CloseSell3_2 = -50;
double CloseSell4_1 = iWPR(NULL, 0, WPRPERIODECS2, Current + 0);
double CloseSell4_2 = -50;
double CloseSell5_1 = iCCI(NULL, 0, CCIPERIODECS1, PRICE_CLOSE, Current + 1);
double CloseSell5_2 = 0;
double CloseSell6_1 = iCCI(NULL, 0, CCIPERIODECS2, PRICE_CLOSE, Current + 0);
double CloseSell6_2 = 0;
double CloseSell7_1 = iMA(NULL, 0, MAPERIODECS1, 0, 0, PRICE_CLOSE, Current + 1);
double CloseSell7_2 = iMA(NULL, 0, MAPERIODECS2, 0, 0, PRICE_CLOSE, Current + 1);
double CloseSell8_1 = iMA(NULL, 0, MAPERIODECS1, 0, 0, PRICE_CLOSE, Current + 0);
double CloseSell8_2 = iMA(NULL, 0, MAPERIODECS2, 0, 0, PRICE_CLOSE, Current + 0);
//+------------------------------------------------------------------+
//| Variable End |
//+------------------------------------------------------------------+
//Check position
bool IsTrade = False;
//for (int i = 0; i < Total; i ++) {
// à modifier comme suit trades multiples
for (int i = max_trades-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) || (CloseBuy3_1 > CloseBuy3_2 && CloseBuy4_1 < CloseBuy4_2) || (CloseBuy5_1 > CloseBuy5_2 && CloseBuy6_1 < CloseBuy6_2) || (CloseBuy7_1 > CloseBuy7_2 && CloseBuy8_1 < CloseBuy8_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) || (CloseSell3_1 < CloseSell3_2 && CloseSell4_1 > CloseSell4_2) || (CloseSell5_1 < CloseSell5_2 && CloseSell6_1 > CloseSell6_2) || (CloseSell7_1 < CloseSell7_2 && CloseSell8_1 > CloseSell8_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) || (Buy3_1 < Buy3_2 && Buy4_1 > Buy4_2) || (Buy5_1 < Buy5_2 && Buy6_1 > Buy6_2) ||( Buy7_1 < Buy7_2 && Buy8_1 > Buy8_2)) Order = SIGNAL_BUY;
if ((Sell1_1 > Sell1_2 && Sell2_1 < Sell2_2) || (Sell3_1 > Sell3_2 && Sell4_1 < Sell4_2) || (Sell5_1 > Sell5_2 && Sell6_1 < Sell6_2) || (Sell7_1 > Sell7_2 && Sell8_1 < Sell8_2)) Order = SIGNAL_SELL;
//+------------------------------------------------------------------+
//| Signal End |
//+------------------------------------------------------------------+
//Buy
if (Order == SIGNAL_BUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {
if(!IsTrade) {
//Check free margin
if (AccountFreeMargin() < (10 * 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() < (10 * 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);
}
//+------------------------------------------------------------------+