/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| e.2.19 5 min.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, tageiger aka fxid10t@yahoo.com"
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link "fxid10t@yahoo.com"
#property link "http://finance.groups.yahoo.com/group/MetaTrader_Experts_and_Indicators/join"
//---- input parameters
extern int EnvelopePeriod =144;//ma bars
extern int EnvTimeFrame =1; //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 =0.05;//%shift above & below ma
//extern int TimeOpen =0;//time order placement can begin
extern double FirstTP =8.0;
extern double SecondTP =13.0;
extern double ThirdTP =21.0;
extern double Lots =0.1;//initial lot size
extern double MaximumRisk =0.02;//percentage of account to risk each order
extern double DecreaseFactor =3;//lot size reducer during losing streak
int b1,b2,b3,b4,s1,s2,s3,s4,cnt,ticket,total; total=OrdersTotal();
double TSL =0;
double LotsOptimized() {
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
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 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,bsl,ssl,buy,sell;
double bline=0,sline=0,ma=0,spread,eup,edown;
int cnt, ticket, total;
double digit; digit=MarketInfo(Symbol(),MODE_DIGITS);
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);
spread=Ask-Bid;
buy=NormalizeDouble(ma,digit)+spread;
bsl=NormalizeDouble(sline,digit);
sell=NormalizeDouble(ma,digit);
ssl=NormalizeDouble(bline,digit)+spread;
total=OrdersTotal();
if(OrdersTotal()==0) { b1=0;b2=0;b3=0;b4=0;s1=0;s2=0;s3=0;s4=0; }
if(OrdersTotal()>0) {
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()==8) { b4=OrderTicket(); }
if(OrderMagicNumber()==1) { s1=OrderTicket(); }
if(OrderMagicNumber()==3) { s2=OrderTicket(); }
if(OrderMagicNumber()==5) { s3=OrderTicket(); }
if(OrderMagicNumber()==7) { s4=OrderTicket(); }
}
}
if(b1==0) {
//if(Hour()>TimeOpen && Hour()<TimeClose) {
if(Bid>ma && Bid<bline) {
btp1=buy+(FirstTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYLIMIT,
LotsOptimized(),
buy,
0,
bsl,
btp1,
"e.2.19 BL1",
2,
0,
Aqua);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{ b1=ticket; Print(ticket); }
else Print("Error Opening BuyLimit Order: ",GetLastError());
return(0);
}
}
//}
}
if(b2==0) {
//if(Hour()>TimeOpen && Hour()<TimeClose) {
if(Bid>ma && Bid<bline) {
btp2=buy+(SecondTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYLIMIT,
LotsOptimized(),
buy,
0,
bsl,
btp2,
"e.2.19 BL2",
4,
0,
Aqua);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{ b2=ticket; Print(ticket); }
else Print("Error Opening BuyLimit Order: ",GetLastError());
return(0);
}
}
//}
}
if(b3==0) {
//if(Hour()>TimeOpen && Hour()<TimeClose) {
if(Bid>ma && Bid<bline) {
btp3=buy+(ThirdTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYLIMIT,
LotsOptimized(),
buy,
0,
bsl,
btp3,
"e.2.19 BL3",
6,
0,
Aqua);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{ b3=ticket; Print(ticket); }
else Print("Error Opening BuyLimit Order: ",GetLastError());
return(0);
}
}
//}
}
if(b4==0) {
//if(Hour()>TimeOpen && Hour()<TimeClose) {
if(Bid>ma && Bid<bline) {
ticket=OrderSend(Symbol(),
OP_BUYLIMIT,
LotsOptimized(),
buy,
0,
bsl,
0,
"e.2.19 BL4",
8,
0,
Aqua);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{ b4=ticket; Print(ticket); }
else Print("Error Opening BuyLimit Order: ",GetLastError());
return(0);
}
}
//}
}
if(s1==0) {
//if(Hour()>TimeOpen && Hour()<TimeClose) {
if(Bid<ma && Bid>sline) {
stp1=sell-(FirstTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLLIMIT,
LotsOptimized(),
sell,
0,
ssl,
stp1,
"e.2.19 SL1",
1,
0,
HotPink);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{ s1=ticket; Print(ticket); }
else Print("Error Opening SellLimit Order: ",GetLastError());
return(0);
}
}
//}
}
if(s2==0) {
//if(Hour()>TimeOpen && Hour()<TimeClose) {
if(Bid<ma && Bid>sline) {
stp2=sell-(SecondTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLLIMIT,
LotsOptimized(),
sell,
0,
ssl,
stp2,
"e.2.19 SL2",
3,
0,
HotPink);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{ s2=ticket; Print(ticket); }
else Print("Error Opening SellLimit Order: ",GetLastError());
return(0);
}
}
//}
}
if(s3==0) {
// if(Hour()>TimeOpen && Hour()<TimeClose) {
if(Bid<ma && Bid>sline) {
stp3=sell-(ThirdTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLLIMIT,
LotsOptimized(),
sell,
0,
ssl,
stp3,
"e.2.19 SL3",
5,
0,
HotPink);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{ s3=ticket; Print(ticket); }
else Print("Error Opening SellLimit Order: ",GetLastError());
return(0);
}
}
//}
}
if(s4==0) {
//if(Hour()>TimeOpen && Hour()<TimeClose) {
if(Bid<ma && Bid>sline) {
ticket=OrderSend(Symbol(),
OP_SELLLIMIT,
LotsOptimized(),
sell,
0,
ssl,
0,
"e.2.19 SL4",
7,
0,
HotPink);
if(ticket>0) {
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{ s4=ticket; Print(ticket); }
else Print("Error Opening SellLimit Order: ",GetLastError());
return(0);
}
}
//}
}
for(cnt=0;cnt<total;cnt++) {
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);
spread=Ask-Bid;
buy=NormalizeDouble(ma,digit)+spread;
bsl=NormalizeDouble(sline,digit);
sell=NormalizeDouble(ma,digit);
ssl=NormalizeDouble(bline,digit)+spread;
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_BUY) {
if(Bid>OrderOpenPrice()) {
TSL=NormalizeDouble(sline,digit);
if(TSL>OrderStopLoss()) {
bsl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
bsl,
OrderTakeProfit(),
0,//Order expiration server date/time
Green);
return; } }
if(Bid>bline) {
TSL=NormalizeDouble(ma,digit);
if(TSL>OrderStopLoss()) {
bsl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
bsl,
OrderTakeProfit(),
0,//Order expiration server date/time
Green);
return; } }
}
if(OrderType()==OP_SELL) {
if(Ask<OrderOpenPrice()) {
TSL=NormalizeDouble(bline,digit)+spread;
if(TSL<OrderStopLoss()) {
ssl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
ssl,
OrderTakeProfit(),
0,//Order expiration server date/time
Red);
return; } }
if(Ask<sline) {
TSL=NormalizeDouble(ma,digit)+spread;
if(TSL<OrderStopLoss()) {
ssl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
ssl,
OrderTakeProfit(),
0,//Order expiration server date/time
Red);
return; } }
}
if(OrderType()==OP_BUYLIMIT) {
if(OrderOpenPrice()!=MathAbs(buy) &&
(Ask-OrderOpenPrice())>=spread) {
if(OrderTicket()==b1) {
btp1=buy+(FirstTP*Point);
OrderModify(OrderTicket(),
buy,
bsl,
btp1,
0,
LimeGreen);
}
if(OrderTicket()==b2) {
btp2=buy+(SecondTP*Point);
OrderModify(OrderTicket(),
buy,
bsl,
btp2,
0,
LimeGreen);
}
if(OrderTicket()==b3) {
btp3=buy+(ThirdTP*Point);
OrderModify(OrderTicket(),
buy,
bsl,
btp3,
0,
LimeGreen);
}
if(OrderTicket()==b4) {
OrderModify(OrderTicket(),
buy,
bsl,
0,
0,
LimeGreen);
}
}
}
if(OrderType()==OP_SELLLIMIT) {
if(OrderOpenPrice()!=MathAbs(sell) &&
(OrderOpenPrice()-Bid)>=spread) {
if(OrderTicket()==s1) {
stp1=sell-(FirstTP*Point);
OrderModify(OrderTicket(),
sell,
ssl,
stp1,
0,
HotPink);
}
if(OrderTicket()==s2) {
stp2=(NormalizeDouble(ma,digit))-(SecondTP*Point);
OrderModify(OrderTicket(),
sell,
ssl,
stp2,
0,
HotPink);
}
if(OrderTicket()==s3) {
stp3=sell-(ThirdTP*Point);
OrderModify(OrderTicket(),
sell,
ssl,
stp3,
0,
HotPink);
}
if(OrderTicket()==s4) {
OrderModify(OrderTicket(),
sell,
ssl,
0,
0,
HotPink);
}
}
}
/*
if(Hour()==TimeClose && OrderType()==OP_BUYLIMIT) {
OrderDelete(OrderTicket());
if(OrderTicket()==b1) {b1=0; return;}
if(OrderTicket()==b2) {b2=0; return;}
if(OrderTicket()==b3) {b3=0; return;}
if(OrderTicket()==b4) {b4=0; return;}
}
if(Hour()==TimeClose && OrderType()==OP_SELLLIMIT) {
OrderDelete(OrderTicket());
if(OrderTicket()==s1) {s1=0; return;}
if(OrderTicket()==s2) {s2=0; return;}
if(OrderTicket()==s3) {s3=0; return;}
if(OrderTicket()==s4) {s4=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(b4,SELECT_BY_TICKET);
if(OrderCloseTime()>0) {b4=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;}
OrderSelect(s4,SELECT_BY_TICKET);
if(OrderCloseTime()>0) {s4=0;}
}
return(0);
}
Sample
Analysis
Market Information Used:
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: