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Modifying zigzag code in Swing Trading strategy

Jun 10, 2014 at 12:28
844 Angesehen
5 Replies
Mitglied seit May 02, 2012   14 Posts
Jun 10, 2014 at 12:28
I'm wondering if there's anyone who is able to guide me of another obstacles to modify the below coding to suit my need. The below listed code will BUY when the swing crosses above zigzag & SELL when swing crosses below zigzag.
However, I don't wished to use the zigzag to enter the trade. What I would like is :-

1). BUY when price > last appeared DOWNBAR high,
      a). close when price < LAST UPBAR low,
      b). then immediately place a SELL order and will close order when price > last DOWNBAR high

2). SELL when price < last appeared UPBAR low,
      a). close when price > LAST DOWNBAR high,
      b). then immediately place a BUY order and will close order when price > last UPBAR low

Thanks and best regards.


//+------------------------------------------------------------------+
//| expert Detect if we have swing cross and back function
//+------------------------------------------------------------------+
bool DetectSwingCross(string symbol, int timeframe, int type)
{
    double Ask_Price = MarketInfo(symbol, MODE_ASK);
    double Bid_Price = MarketInfo(symbol, MODE_BID);

    if (type == OP_SELL)
    {
        if ((iLow(symbol, timeframe, 1) < GetSwingHigh(symbol, timeframe)
             && Ask_Price > GetSwingHigh(symbol, timeframe)))
            return(true);
    }

    if (type == OP_BUY)
    {
        if ((iHigh(symbol, timeframe, 1) > GetSwingLow(symbol, timeframe)
             && Bid_Price < GetSwingLow(symbol, timeframe)))

            return(true);
    }
    return(0);
}


double GetSwingHigh(string symbol, int period)
{
    int kg = 0;
    double z1 = 0;
    double z2 = 0;
    double z3 = 0;
    datetime t1, t2, t3;
    double SwingHigh, SwingLow;
    double val, highest, lowest;
    highest = -1000000;
    lowest = 1000000;

    while (true)
    {
        if (kg == iBars(symbol, period))
            break;
        double zz = iCustom(symbol, period, 'Zigzag', 12, 5, 3, 0, kg);
        if (zz != 0)
        {
            z1 = z2; z2 = z3; z3 = zz;
            t1 = t2; t2 = t3; t3 = iTime(symbol, period, kg);
            val = iHigh(symbol, period, kg);
            if (val > highest)
                highest = val;
            val = iLow(symbol, period, kg);
            if (val < lowest)
                lowest = val;
        }
        if (z1 > 0)
            break;
        kg++;
    }
    if (z2 < z3)
    {
        SwingLow = z2;
        SwingHigh = z3;
    }

    if (z2 > z3)
    {
        SwingLow = z3;
        SwingHigh = z2;
    }
    return(SwingHigh);
}

double GetSwingLow(string symbol, int period)
{
    int kge = 0;
    double z1 = 0;
    double z2 = 0;
    double z3 = 0;
    datetime t1, t2, t3;
    double SwingHigh, SwingLow;
    double val, highest, lowest;
    highest = -1000000;
    lowest = 1000000;

    while (true)
    {
        if (kge == iBars(symbol, period))
            break;
        double zz = iCustom(symbol, period, 'Zigzag', 4, 5, 3, 0, kge);
        if (zz != 0)
        {
            z1 = z2; z2 = z3; z3 = zz;
            t1 = t2; t2 = t3; t3 = iTime(symbol, period, kge);
            val = iHigh(symbol, period, kge);
            if (val > highest)
                highest = val;
            val = iLow(symbol, period, kge);
            if (val < lowest)
                lowest = val;
        }
        if (z1 > 0)
            break;
        kge++;
    }

    if (z2 < z3)
    {
        SwingLow = z2;
        SwingHigh = z3;
    }

    if (z2 > z3)
    {
        SwingLow = z3;
        SwingHigh = z2;
    }
    return(SwingLow);
}
Mitglied seit Sep 24, 2012   158 Posts
Jun 10, 2014 at 14:54
how result after use this logic sir?
Mitglied seit May 02, 2012   14 Posts
Jun 10, 2014 at 15:05
myfacefx99 posted:
how result after use this logic sir?

I'm hoping someone who could modify the code above based on my request in order for me to back test before I can tell you the result.
TheCyclist
forex_trader_28881
Mitglied seit Feb 07, 2011   724 Posts
Jun 10, 2014 at 22:42
Results will be terrible. ZigZag not a particularly good way of getting levels.

Been there, got that T shirt...
Mitglied seit Jun 09, 2011   186 Posts
Jun 23, 2014 at 04:39
try here man
https://www.mql5.com/en/job
http://www.freeforexrebates .info
Mitglied seit Jun 03, 2010   696 Posts
Jun 26, 2014 at 18:08
Indeed, ZigZag is very bad to get levels :) Better stay away to make decisions mainly on ZigZag.
PAMM MANAGER // Professional Fund Manager
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