/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Envelope 2.mq4 |
//| tageiger |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "tageiger"
#property link "http://www.metaquotes.net"
//---- input parameters
extern int BandTimeFrame =0; //BBand time frame: 0=chart,60=1hr,240=4hr, etc.
extern int BandPeriod =144;
extern int BandDeviation =4;
extern int BandShift =0;
extern int DataShift =0;
extern int Ma_BandTSL =1;//0=iMA trailing stoploss 1=Opposite Band TSL
extern double FirstTP =21.0;
extern double SecondTP =34.0;
extern double ThirdTP =55.0;
extern int TimeOpen =0;
extern int TimeClose =23;
extern double Lots =0.1;
extern double MaximumRisk =0.02;
extern double DecreaseFactor =3;
int b1,b2,b3,s1,s2,s3;
double TSL =0;
//+------------------------------------------------------------------+
//| 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);
}
int start()
{
int p=0;p=BandPeriod;
int btf=0;btf=BandTimeFrame;
double d=0;d=BandDeviation;
double btp1,btp2,btp3,stp1,stp2,stp3;
double bline=0,sline=0,ma=0;
int cnt, ticket, total;
ma=iMA(NULL,btf,p,BandShift,1,PRICE_CLOSE,DataShift);
bline=iBands(NULL,btf,p,d,BandShift,PRICE_CLOSE,MODE_UPPER,DataShift);
sline=iBands(NULL,btf,p,d,BandShift,PRICE_CLOSE,MODE_LOWER,DataShift);
total=OrdersTotal();
if(OrdersTotal()==0)
{b1=0;b2=0;b3=0;s1=0;s2=0;s3=0;}
if(OrdersTotal()>0)
{
//Print("Total Orders:",OrdersTotal());
//Print(b1," ",b2," ",b3," ",s1," ",s2," ",s3);
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderMagicNumber()==2)
{b1=OrderTicket(); }
if(OrderMagicNumber()==4)
{b2=OrderTicket(); }
if(OrderMagicNumber()==6)
{b3=OrderTicket(); }
if(OrderMagicNumber()==1)
{s1=OrderTicket(); }
if(OrderMagicNumber()==3)
{s2=OrderTicket(); }
if(OrderMagicNumber()==5)
{s3=OrderTicket(); }
}
}
if(b1==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(bline>Close[0] && sline<Close[0])
{
btp1=(NormalizeDouble(bline,4))+(FirstTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYSTOP,
LotsOptimized(),
(NormalizeDouble(bline,4)),
0,
(NormalizeDouble(sline,4)),
btp1,
"",
2,
TimeClose,
Aqua);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
b1=ticket;
Print(ticket);
}
else Print("Error Opening BuyStop Order: ",GetLastError());
return(0);
}
}
}
}
if(b2==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(bline>Close[0] && sline<Close[0])
{
btp2=(NormalizeDouble(bline,4))+(SecondTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYSTOP,
LotsOptimized(),
(NormalizeDouble(bline,4)),
0,
(NormalizeDouble(sline,4)),
btp2,
"",
4,
TimeClose,
Aqua);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
b2=ticket;
Print(ticket);
}
else Print("Error Opening BuyStop Order: ",GetLastError());
return(0);
}
}
}
}
if(b3==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(bline>Close[0] && sline<Close[0])
{
btp3=(NormalizeDouble(bline,4))+(ThirdTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYSTOP,
LotsOptimized(),
(NormalizeDouble(bline,4)),
0,
(NormalizeDouble(sline,4)),
btp3,
"",
6,
TimeClose,
Aqua);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
b3=ticket;
Print(ticket);
}
else Print("Error Opening BuyStop Order: ",GetLastError());
return(0);
}
}
}
}
if(s1==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(bline>Close[0] && sline<Close[0])
{
stp1=NormalizeDouble(sline,4)-(FirstTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLSTOP,
LotsOptimized(),
(NormalizeDouble(sline,4)),
0,
(NormalizeDouble(bline,4)),
stp1,
"",
1,
TimeClose,
HotPink);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
s1=ticket;
Print(ticket);
}
else Print("Error Opening SellStop Order: ",GetLastError());
return(0);
}
}
}
}
if(s2==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(bline>Close[0] && sline<Close[0])
{
stp2=NormalizeDouble(sline,4)-(SecondTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLSTOP,
LotsOptimized(),
(NormalizeDouble(sline,4)),
0,
(NormalizeDouble(bline,4)),
stp2,
"",
3,
TimeClose,
HotPink);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
s2=ticket;
Print(ticket);
}
else Print("Error Opening SellStop Order: ",GetLastError());
return(0);
}
}
}
}
if(s3==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(bline>Close[0] && sline<Close[0])
{
stp3=NormalizeDouble(sline,4)-(ThirdTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLSTOP,
LotsOptimized(),
(NormalizeDouble(sline,4)),
0,
(NormalizeDouble(bline,4)),
stp3,
"",
5,
TimeClose,
HotPink);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
s3=ticket;
Print(ticket);
}
else Print("Error Opening SellStop Order: ",GetLastError());
return(0);
}
}
}
}
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_BUY)
{
if(Ma_BandTSL==0) {TSL=NormalizeDouble(ma,4); }
if(Ma_BandTSL==1) {TSL=NormalizeDouble(sline,4); }
if(Close[0]>OrderOpenPrice())
{
if((Close[0]>sline) && (TSL>OrderStopLoss()))
{
double bsl;bsl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
bsl,
OrderTakeProfit(),
0,//Order expiration server date/time
Green);
Sleep(10000);
}
}
}
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_SELL)
{
if(Ma_BandTSL==0) {TSL=NormalizeDouble(ma,4); }
if(Ma_BandTSL==1) {TSL=NormalizeDouble(bline,4); }
if(Close[0]<OrderOpenPrice())
{
if((Close[0]<bline) && (TSL<OrderStopLoss()))
{
double ssl;ssl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
ssl,
OrderTakeProfit(),
0,//Order expiration server date/time
Red);
Sleep(10000);
}
}
}
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderType()==OP_BUYSTOP)
{
if(bline<OrderOpenPrice())
{
if(OrderTicket()==b1)
{
btp1=(NormalizeDouble(bline,4))+(FirstTP*Point);
OrderModify( b1,
NormalizeDouble(bline,4),
NormalizeDouble(sline,4),
btp1,
0,//datetime expirtation
MediumSeaGreen);
//return;
}
if(OrderTicket()==b2)
{
btp2=(NormalizeDouble(bline,4))+(SecondTP*Point);
OrderModify( b2,
NormalizeDouble(bline,4),
NormalizeDouble(sline,4),
btp2,
0,//datetime expirtation
MediumSeaGreen);
//return;
}
if(OrderTicket()==b3)
{
btp3=(NormalizeDouble(bline,4))+(ThirdTP*Point);
OrderModify( b3,
NormalizeDouble(bline,4),
NormalizeDouble(sline,4),
btp3,
0,//datetime expirtation
MediumSeaGreen);
//return;
}
}
}
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderType()==OP_SELLSTOP)
{
if(sline>OrderOpenPrice())
{
if(OrderTicket()==s1)
{
stp1=(NormalizeDouble(sline,4))-(FirstTP*Point);
OrderModify( s1,
NormalizeDouble(sline,4),
NormalizeDouble(bline,4),
stp1,
0,//datetime expirtation
LightCoral);
//return;
}
if(OrderTicket()==s2)
{
stp2=(NormalizeDouble(sline,4))-(SecondTP*Point);
OrderModify( s2,
NormalizeDouble(sline,4),
NormalizeDouble(bline,4),
stp2,
0,//datetime expirtation
LightCoral);
//return;
}
if(OrderTicket()==s3)
{
stp3=(NormalizeDouble(sline,4))-(ThirdTP*Point);
OrderModify( s3,
NormalizeDouble(sline,4),
NormalizeDouble(bline,4),
stp3,
0,//datetime expirtation
LightCoral);
//return;
}
}
}
OrderSelect(b1,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {b1=0;}
OrderSelect(b2,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {b2=0;}
OrderSelect(b3,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {b3=0;}
OrderSelect(s1,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {s1=0;}
OrderSelect(s2,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {s2=0;}
OrderSelect(s3,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {s3=0;}
/* OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(Hour()==23 && OrderType()==OP_BUYSTOP)
{
OrderDelete(OrderTicket());
if(OrderTicket()==b1) {b1=0; return;}
if(OrderTicket()==b2) {b2=0; return;}
if(OrderTicket()==b3) {b3=0; return;}
}
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(Hour()==23 && OrderType()==OP_SELLSTOP)
{
OrderDelete(OrderTicket());
if(OrderTicket()==s1) {s1=0; return;}
if(OrderTicket()==s2) {s2=0; return;}
if(OrderTicket()==s3) {s3=0; return;}
}*/
}
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Bollinger bands indicator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
Other Features: