/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Envelope 3.0 mq4 |
//| tageiger aka fxid10t@yahoo.com |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "tageiger aka fxid10t@yahoo.com"
#property link "http://www.metaquotes.net"
//Global User Variables
extern int EnvelopePeriod =144;
extern int EnvTimeFrame =0; //envelope time frame: 0=chart,60=1hr,240=4hr, etc.
extern int EnvMaMethod =1; //0=sma,1=ema,2=smma,3=lwma.
extern double EnvelopeDeviation =1;
extern int MaElineTSL =0;//0=iMA trailing stoploss 1=Opposite Envelope TSL
extern int TimeOpen =0;
extern int TimeClose =20;
extern double FirstTP =144.0;
extern double SecondTP =233.0;
extern double ThirdTP =377.0;
extern double Lots =0.1;
extern double MaximumRisk =0.02;
extern double DecreaseFactor =3;
//Global Internal Variables
double TSL =0;
string comment ="e 3.0";
int p; p=EnvelopePeriod;
int etf; etf=EnvTimeFrame;
int mam; mam=EnvMaMethod;
double d; d=EnvelopeDeviation;
double SPoint; SPoint =MarketInfo(Symbol(), MODE_POINT);
double Spread; Spread =Ask-Bid;
double SDigits; SDigits =MarketInfo(Symbol(), MODE_DIGITS);
string TradeSymbol; TradeSymbol =Symbol();
int b1,b2,b3,s1,s2,s3,cnt, ticket, total;
double btp1,btp2,btp3,stp1,stp2,stp3,bline,sline,ma;
static int loss,win;
int init() { if(Period()!=5) {Alert("Default EnvelopeDeviation & TPs set for 5min charts"); return(0); } }
int deinit(){ return(0); }
int start() {
int orders=HistoryTotal(); // history orders total
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) win++;
if(OrderProfit()<0) loss++;
}
if(loss>0 && win>0) { if(win>loss) d=NormalizeDouble((loss/win),2);
if(loss>win) d=NormalizeDouble((win/loss),2); }
//Print("D:",D," loss:",loss," win:",win);
if(d<0.1) d=0.1;
ma=iMA(NULL,etf,p,0,mam,PRICE_CLOSE,0);
bline=iEnvelopes(NULL,etf,p,mam,0,PRICE_CLOSE,d,MODE_UPPER,0);
sline=iEnvelopes(NULL,etf,p,mam,0,PRICE_CLOSE,d,MODE_LOWER,0);
total=OrdersTotal();
if(TotalTradesThisSymbol(TradeSymbol)==0) {b1=0;b2=0;b3=0;s1=0;s2=0;s3=0;}
if(TotalTradesThisSymbol(TradeSymbol)>0) {
for(cnt=0;cnt<total;cnt++) {
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderSymbol()==TradeSymbol) {
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,SDigits))+(FirstTP*SPoint);
ticket=OrderSend(Symbol(),
OP_BUYSTOP,
LotsOptimized(),
(NormalizeDouble(bline,SDigits)),
0,
(NormalizeDouble(sline,SDigits)),
btp1,
"buystop TP1"+comment,
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,SDigits))+(SecondTP*SPoint);
ticket=OrderSend(Symbol(),
OP_BUYSTOP,
LotsOptimized(),
(NormalizeDouble(bline,SDigits)),
0,
(NormalizeDouble(sline,SDigits)),
btp2,
"buystop TP2"+comment,
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,SDigits))+(ThirdTP*SPoint);
ticket=OrderSend(Symbol(),
OP_BUYSTOP,
LotsOptimized(),
(NormalizeDouble(bline,SDigits)),
0,
(NormalizeDouble(sline,SDigits)),
btp3,
"buystop TP3"+comment,
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,SDigits)-(FirstTP*SPoint);
ticket=OrderSend(Symbol(),
OP_SELLSTOP,
LotsOptimized(),
(NormalizeDouble(sline,SDigits)),
0,
(NormalizeDouble(bline,SDigits)),
stp1,
"sellstop TP1"+comment,
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,SDigits)-(SecondTP*SPoint);
ticket=OrderSend(Symbol(),
OP_SELLSTOP,
LotsOptimized(),
(NormalizeDouble(sline,SDigits)),
0,
(NormalizeDouble(bline,SDigits)),
stp2,
"sellstop TP2"+comment,
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,SDigits)-(ThirdTP*SPoint);
ticket=OrderSend(Symbol(),
OP_SELLSTOP,
LotsOptimized(),
(NormalizeDouble(sline,SDigits)),
0,
(NormalizeDouble(bline,SDigits)),
stp3,
"sellstop TP3"+comment,
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);
}
}
}
}
if(TotalTradesThisSymbol(TradeSymbol)>0) {
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==TradeSymbol) {
if(OrderType()==OP_BUY)
{
if(MaElineTSL==0) {TSL=NormalizeDouble(ma,SDigits); }
if(MaElineTSL==1) {TSL=NormalizeDouble(sline,SDigits); }
if(Close[0]>OrderOpenPrice())
{
if((Close[0]>ma) && (TSL>OrderStopLoss()))
{
double bsl;bsl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
bsl,
OrderTakeProfit(),
0,//Order expiration server date/time
Green);
}
}
}
if(OrderType()==OP_SELL)
{
if(MaElineTSL==0) {TSL=NormalizeDouble(ma,SDigits); }
if(MaElineTSL==1) {TSL=NormalizeDouble(bline,SDigits); }
if(Close[0]<OrderOpenPrice())
{
if((Close[0]<ma) && (TSL<OrderStopLoss()))
{
double ssl;ssl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
ssl,
OrderTakeProfit(),
0,//Order expiration server date/time
Red);
}
}
}
if(Hour()==TimeClose && OrderType()==OP_BUYSTOP)
{
OrderDelete(OrderTicket());
if(OrderTicket()==b1) {b1=0; return;}
if(OrderTicket()==b2) {b2=0; return;}
if(OrderTicket()==b3) {b3=0; return;}
}
if(Hour()==TimeClose && OrderType()==OP_SELLSTOP)
{
OrderDelete(OrderTicket());
if(OrderTicket()==s1) {s1=0; return;}
if(OrderTicket()==s2) {s2=0; return;}
if(OrderTicket()==s3) {s3=0; return;}
}
OrderSelect(b1,SELECT_BY_TICKET); if(OrderCloseTime()>0) {b1=0;}
OrderSelect(b2,SELECT_BY_TICKET); if(OrderCloseTime()>0) {b2=0;}
OrderSelect(b3,SELECT_BY_TICKET); if(OrderCloseTime()>0) {b3=0;}
OrderSelect(s1,SELECT_BY_TICKET); if(OrderCloseTime()>0) {s1=0;}
OrderSelect(s2,SELECT_BY_TICKET); if(OrderCloseTime()>0) {s2=0;}
OrderSelect(s3,SELECT_BY_TICKET); if(OrderCloseTime()>0) {s3=0;}
}
}
}
return(0);
}
//Functions
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);
//---- calculate 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);
}
if(lot<0.1) lot=0.1;
return(lot);
}//end LotsOptimized
int TotalTradesThisSymbol(string TradeSymbol) {
int i, TradesThisSymbol=0;
for(i=0;i<OrdersTotal();i++) {
OrderSelect(i,SELECT_BY_POS);
if(OrderSymbol()==TradeSymbol &&
OrderMagicNumber()==1 ||
OrderMagicNumber()==2 ||
OrderMagicNumber()==3 ||
OrderMagicNumber()==4 ||
OrderMagicNumber()==5 ||
OrderMagicNumber()==6) { TradesThisSymbol++; }
}//end for
return(TradesThisSymbol);
}//end TotalTradesThisSymbol
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Envelopes 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:
It issuies visual alerts to the screen