第8回　なんちゃってトレンドラインで自動売買バックテストした結果

//+------------------------------------------------------------------+
//|                                      FXexp_FXind_maxmine_line.mq4|
//|                                 Copyright (c) 2021, Langtainment |
//|                                    https://tsunagaru-info.com/dr |
//+------------------------------------------------------------------+

#property copyright "Copyright (c) 2021, Langtainment"
#property link      "https://tsunagaru-info.com/dr"

#include <stdlib.mqh>
#include <mylib.mqh> //Copyright (c) 2009, Toyolab FX

//Magic Number
#define MAGIC_NUMBER  20211025

//SIGNAL
#define ENTRY_BUY_SIGNAL   1
#define ENTRY_SELL_SIGNAL  2
#define CLOSE_BUY_SIGNAL   4
#define CLOSE_SELL_SIGNAL  8

//
#define REFERENCE_INDICATOR "original\\FXind_maxmin_line" 

//Common Parameters
extern double Lots =  1;
extern int Slippage = 3;
extern double stop_loss = 0.2;//Parameter 5
extern double take_profit = 0.2;//Parameter 6 

//Unique Parameters
extern double rate = 0.9;

double MaxVal1 = EMPTY_VALUE;
double MaxVal2 = EMPTY_VALUE;
double MaxVal3 = EMPTY_VALUE;
double MinVal1 = EMPTY_VALUE;
double MinVal2 = EMPTY_VALUE;
double MinVal3 = EMPTY_VALUE;

int ticket = 0;
int errorcode = 0;
int Adjusted_Slippage = 0;
datetime Bar_Time     = 0;

bool closed = false;

//+------------------------------------------------------------------+
//| Adjust Slippage according to Number of digits after the decimal point                                                 |
//+------------------------------------------------------------------+
int AdjustSlippage(string Currency,int Slippage_Pips)
{
   int Symbol_Digits = MarketInfo(Currency,MODE_DIGITS);
   
   if(Symbol_Digits == 2 || Symbol_Digits == 4)
   {
      int Calculated_Slippage = Slippage_Pips;
   } 
   else if(Symbol_Digits == 3 || Symbol_Digits == 5)
   {
      Calculated_Slippage = Slippage_Pips * 10;
   }
   else
   {
      //unreachable
   }  
   return(Calculated_Slippage);
   
}

//+-----------------------------------------------------------------------------------------------------------------------------+
//|                                                                                                                             |
//| Oninit() works at the time of EA application, time step change, property change, and MT4 restart, as initialization process. |
//|                                                                                                                             |
//+-----------------------------------------------------------------------------------------------------------------------------+
int Oninit()
{
   Adjusted_Slippage = AdjustSlippage(Symbol(),Slippage);

   return(0);
}

//+------------------------------------------------------------------+
//| Calculate Current Orders                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders()
{
   //The number of Current Orders（+:BUY -:SELL）
   int pos=0;

   for(int i=0; i<OrdersTotal(); i++)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES) == false) break;
      if(OrderSymbol() == Symbol() && OrderMagicNumber() == MAGIC_NUMBER)
      {
         if(OrderType() == OP_BUY)  pos++;
         if(OrderType() == OP_SELL) pos--;
      }
   }
   return(pos);
}

//+------------------------------------------------------------------+
//| Close Positions                                             |
//+------------------------------------------------------------------+
void ClosePositions()
{
   for(int i=0; i<OrdersTotal(); i++)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES) == false) break;
      if(OrderMagicNumber() != MAGIC_NUMBER || OrderSymbol() != Symbol()) continue;
      //Check Order type 
      if(OrderType() == OP_BUY)
      {
         closed = OrderClose(OrderTicket(),OrderLots(),Bid,Adjusted_Slippage,White);
         if(closed==False)
         {
            errorcode=GetLastError(); 
            printf("OrderClose Error! error_code:%d , detail:%s ",errorcode,ErrorDescription(errorcode));
         }
         break;
      }
      else if(OrderType() == OP_SELL)
      {
         closed = OrderClose(OrderTicket(),OrderLots(),Ask,Adjusted_Slippage,White);
         if(closed==False)
         {
            errorcode=GetLastError(); 
            printf("OrderClose Error! error_code:%d , detail:%s ",errorcode,ErrorDescription(errorcode));
         }
         break;
      }
      else
      {
         //unreachable
      }
   }
}

//+------------------------------------------------------------------+
//| SIGNAL                                                      |
//+------------------------------------------------------------------+
int AnalyzeSignal()
{
   int flags = 0;
   
   MaxVal1 = iCustom(NULL,0,REFERENCE_INDICATOR,rate,0,1);  
   MinVal1 = iCustom(NULL,0,REFERENCE_INDICATOR,rate,1,1);  
   MaxVal2 = iCustom(NULL,0,REFERENCE_INDICATOR,rate,0,2);  
   MinVal2 = iCustom(NULL,0,REFERENCE_INDICATOR,rate,1,2); 
   MaxVal3 = iCustom(NULL,0,REFERENCE_INDICATOR,rate,0,3); 
   MinVal3 = iCustom(NULL,0,REFERENCE_INDICATOR,rate,1,3);  
   
   if((MaxVal1 < MaxVal2) && (MaxVal2 > MaxVal3))
   {
      Print(MaxVal1,"<",MaxVal2,">",MaxVal3);
      return flags = ENTRY_SELL_SIGNAL;
   }
   else if((MinVal1 > MinVal2) && (MinVal2 < MinVal3)) { Print(MinVal1,">",MinVal2,"<",MinVal3); return flags = ENTRY_BUY_SIGNAL; } else { //no operation } return flags; } //+--------------------------------------------------------------------------------------------------------------------------------------+ //| | //| OnTick() works at the timing when the rate of the currency pair on the chart you applied is delivered, as the main processing. | //| | //+--------------------------------------------------------------------------------------------------------------------------------------+ void OnTick(){ //Check if allowable trade at opening-price if(Volume[0] > 1 || IsTradeAllowed() == false)
   {
      return;
   }


   //Calculate Current Orders
   int pos = CalculateCurrentOrders();   

   //Check signal
   int signal = AnalyzeSignal();
   
   if(pos != 0) return; // test
   
   //BUY signal
   if(pos <= 0 && ((signal & ENTRY_BUY_SIGNAL) == ENTRY_BUY_SIGNAL)) { ClosePositions(); if(!MyOrderSend(OP_BUY,Lots,Ask,Adjusted_Slippage,Ask - stop_loss,Ask + take_profit,"",MAGIC_NUMBER)) { errorcode=GetLastError(); printf("Send Error! error_code:%d , detail:%s ",errorcode,ErrorDescription(errorcode)); } } //SELL signal else if(pos >= 0 && ((signal & ENTRY_SELL_SIGNAL) == ENTRY_SELL_SIGNAL))
   {
      ClosePositions();

      if(!MyOrderSend(OP_SELL,Lots,Bid,Adjusted_Slippage,Bid + stop_loss,Bid - take_profit,"",MAGIC_NUMBER)){
         errorcode=GetLastError();
         printf("Send Error! error_code:%d , detail:%s ",errorcode,ErrorDescription(errorcode));
      }
   }
   //Close BUY position
   else if(pos > 0  && ((signal & CLOSE_BUY_SIGNAL) == CLOSE_BUY_SIGNAL))
   {
      ClosePositions();
   }
   //Close SELL position
   else if(pos < 0  && ((signal & CLOSE_SELL_SIGNAL) == CLOSE_SELL_SIGNAL))
   {
      ClosePositions();
   }
   else
   {
      //no operation
   }
   return;

}