/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Envelope.mq4 |
//| tageiger aka fxid10t@yahoo.com |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "tageiger aka fxid10t@yahoo.com"
#property link "http://www.metaquotes.net"
//---- input parameters
extern int EnvelopePeriod =144;//ma length
extern int EnvTimeFrame =5; //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 =0.4;//envelope width
extern int MaElineTSL =0;//0=iMA trailing stoploss 1=Opposite Envelope TSL
extern int TimeBegin =0;//server time order placement begins
extern int TimeEnd =18;//server time order placement ends
extern int TimeModify =23;//server time unexecuted orders deleted
extern double FirstTP =21.0;
extern double SecondTP =34.0;
extern double ThirdTP =55.0;
extern double Lots =0.1;
extern double MaximumRisk =0.02;
extern double DecreaseFactor =3;
int b1,b2,b3,s1,s2,s3;
double TSL =0;
string comment ="Minute e.3.02 ";
string TradeSymbol; TradeSymbol=Symbol();
int init() { return(0); }
int deinit(){ return(0); }
int start()
{
int p=0;p=EnvelopePeriod;
int etf=0;etf=EnvTimeFrame;
int mam=0;mam=EnvMaMethod;
double d=0;d=EnvelopeDeviation;
double btp1,btp2,btp3,stp1,stp2,stp3;
double bline=0,sline=0,ma=0;
int cnt, ticket,total=OrdersTotal();
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);
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()==21) {b1=OrderTicket(); }
if(OrderMagicNumber()==41) {b2=OrderTicket(); }
if(OrderMagicNumber()==61) {b3=OrderTicket(); }
if(OrderMagicNumber()==11) {s1=OrderTicket(); }
if(OrderMagicNumber()==31) {s2=OrderTicket(); }
if(OrderMagicNumber()==51) {s3=OrderTicket(); } } } }
if(b1==0) {
if(Hour()>=TimeBegin && Hour()<TimeEnd) {
if(bline>Close[0] && sline<Close[0]) {
btp1=(NormalizeDouble(bline,Digits))+(FirstTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYSTOP,
LotsOptimized(),
(NormalizeDouble(bline,Digits)),
0,
(NormalizeDouble(sline,Digits)),
btp1,
Period()+comment+"btp1",
21,
0,
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()>=TimeBegin && Hour()<TimeEnd) {
if(bline>Close[0] && sline<Close[0]) {
btp2=(NormalizeDouble(bline,Digits))+(SecondTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYSTOP,
LotsOptimized(),
(NormalizeDouble(bline,Digits)),
0,
(NormalizeDouble(sline,Digits)),
btp2,
Period()+comment+"btp2",
41,
0,
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()>=TimeBegin && Hour()<TimeEnd) {
if(bline>Close[0] && sline<Close[0]) {
btp3=(NormalizeDouble(bline,Digits))+(ThirdTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYSTOP,
LotsOptimized(),
(NormalizeDouble(bline,Digits)),
0,
(NormalizeDouble(sline,Digits)),
btp3,
Period()+comment+"btp3",
61,
0,
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()>=TimeBegin && Hour()<TimeEnd) {
if(bline>Close[0] && sline<Close[0]) {
stp1=NormalizeDouble(sline,Digits)-(FirstTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLSTOP,
LotsOptimized(),
(NormalizeDouble(sline,Digits)),
0,
(NormalizeDouble(bline,Digits)),
stp1,
Period()+comment+"stp1",
11,
0,
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()>=TimeBegin && Hour()<TimeEnd) {
if(bline>Close[0] && sline<Close[0]) {
stp2=NormalizeDouble(sline,Digits)-(SecondTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLSTOP,
LotsOptimized(),
(NormalizeDouble(sline,Digits)),
0,
(NormalizeDouble(bline,Digits)),
stp2,
Period()+comment+"stp2",
31,
0,
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()>=TimeBegin && Hour()<TimeEnd) {
if(bline>Close[0] && sline<Close[0]) {
stp3=NormalizeDouble(sline,Digits)-(ThirdTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLSTOP,
LotsOptimized(),
(NormalizeDouble(sline,Digits)),
0,
(NormalizeDouble(bline,Digits)),
stp3,
Period()+comment+"stp3",
51,
0,
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(MaElineTSL==0) {TSL=NormalizeDouble(ma,Digits); }
if(MaElineTSL==1) {TSL=NormalizeDouble(sline,Digits); }
if(Bid>OrderOpenPrice()) {
if((/*Close[0]>bline) && (*/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,Digits); }
if(MaElineTSL==1) {TSL=NormalizeDouble(bline,Digits); }
if(Ask<OrderOpenPrice()) {
if((/*Close[0]<sline) && (*/TSL<OrderStopLoss())) {
double ssl;ssl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
ssl,
OrderTakeProfit(),
0,//Order expiration server date/time
Red); } } }
if(Hour()==TimeModify && OrderType()==OP_BUYSTOP) {
if(OrderTicket()==b1 && OrderOpenPrice()!=NormalizeDouble(bline,Digits)) {
OrderModify(OrderTicket(),
NormalizeDouble(bline,Digits),
NormalizeDouble(sline,Digits),
(NormalizeDouble(bline,Digits))+(FirstTP*Point),
0,
Olive); }
if(OrderTicket()==b2 && OrderOpenPrice()!=NormalizeDouble(bline,Digits)) {
OrderModify(OrderTicket(),
NormalizeDouble(bline,Digits),
NormalizeDouble(sline,Digits),
(NormalizeDouble(bline,Digits))+(SecondTP*Point),
0,
Olive); }
if(OrderTicket()==b3 && OrderOpenPrice()!=NormalizeDouble(bline,Digits)) {
OrderModify(OrderTicket(),
NormalizeDouble(bline,Digits),
NormalizeDouble(sline,Digits),
(NormalizeDouble(bline,Digits))+(ThirdTP*Point),
0,
Olive); } }
if(Hour()==TimeModify && OrderType()==OP_SELLSTOP) {
if(OrderTicket()==s1 && OrderOpenPrice()!=NormalizeDouble(sline,Digits)) {
OrderModify(OrderTicket(),
NormalizeDouble(sline,Digits),
NormalizeDouble(bline,Digits),
(NormalizeDouble(sline,Digits))-(FirstTP*Point),
0,
DarkKhaki); }
if(OrderTicket()==s2 && OrderOpenPrice()!=NormalizeDouble(sline,Digits)) {
OrderModify(OrderTicket(),
NormalizeDouble(sline,Digits),
NormalizeDouble(bline,Digits),
(NormalizeDouble(sline,Digits))-(SecondTP*Point),
0,
DarkKhaki); }
if(OrderTicket()==s3 && OrderOpenPrice()!=NormalizeDouble(sline,Digits)) {
OrderModify(OrderTicket(),
NormalizeDouble(sline,Digits),
NormalizeDouble(bline,Digits),
(NormalizeDouble(sline,Digits))-(ThirdTP*Point),
0,
DarkKhaki); } }
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;} }
if(!IsTesting()) PrintComments();
return(0);
}
//Functions
double LotsOptimized() {
double lot=Lots;
int orders=HistoryTotal();
int losses=0;
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
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); }
int TotalTradesThisSymbol(string TradeSymbol) {
int i, TradesThisSymbol=0;
for(i=0;i<OrdersTotal();i++) {
OrderSelect(i,SELECT_BY_POS);
if(OrderSymbol()==TradeSymbol &&
OrderMagicNumber()==11 ||
OrderMagicNumber()==21 ||
OrderMagicNumber()==31 ||
OrderMagicNumber()==41 ||
OrderMagicNumber()==51 ||
OrderMagicNumber()==61) { TradesThisSymbol++; } }
return(TradesThisSymbol); }
void PrintComments() { Comment("Current Time: ",Hour(),":",Minute(),"\n"); }
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: