/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Envelope.mq4 |
//| Copyright © 2005,tageiger aka fxid10t@yahoo.com |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005,tageiger aka fxid10t@yahoo.com"
#property link "http://www.metaquotes.net"
extern int EnvTimeFrame =5; //envelope time frame: 0=chart,60=1hr,240=4hr, etc.
extern int EnvelopePeriod =144; //moving average length
extern int EnvMaMethod =1; //0=sma,1=ema,2=smma,3=lwma.
extern int MaShift =0; //shift relative to current bar indicator data is posted
extern double EnvelopeDeviation =0.4; //envelope width
extern bool UseMaElineTSL? =true; //enable moving average or Opposite Envelope line trailing SL
extern int MaElineTSL =0; //see notes below
/*0=iMA trailing SL
1=Opposite Envelope line trailing SL
2=Near Envelope line trailing SL (for 15m or greater periods, when price breaks out of the envelopes)*/
extern bool BreakEvenTSL? =false; //enable break even trailing stoploss
extern int BreakEvenPips =1; //pips above/below OrderOpenPrice for breakeven SL
extern bool FastMaTSL? =false; //enable fast ma trailing stoploss
extern int FastMaPeriod =55; //FastMaTSL moving average length
extern int FastMaMethod =0; //0=sma,1=ema,2=smma,3=lwma.
extern int FastMaShift =0; //shift relative to current bar indicator data is posted
extern bool FixedPipTSL? =false; //enable fixed pip trailing stoploss
extern int FixedPipTSLPips =0; //pips to trail
extern int FixedPipTSLTrigger=0; //pips in profit before trailing stoploss is triggered
extern int TimeBegin =0; //server time order placement begins
extern int TimeEnd =18; //server time order placement ends
extern double TimeDelete =23; //server time unexecuted orders deleted
extern double FirstTP =21.0; //1st TP in pips
extern double SecondTP =34.0; //2nd TP in pips
extern double ThirdTP =55.0; //3rd TP in pips
extern double MaximumRisk =0.02; //%account balance to risk per position
extern double DecreaseFactor =3; //lot size divisor(reducer) during loss streak
extern bool DeleteOrders? =false; //deletes pending stop orders if true
int b1,b2,b3,s1,s2,s3;
double TSL =0;
string comment ="m e.3.03 ";
string TradeSymbol; TradeSymbol=Symbol();
int init(){return(0);}
int deinit(){return(0);}
int start() {
double btp1,btp2,btp3,stp1,stp2,stp3;
double bline=0,sline=0,ma=0;
int cnt, ticket,total=OrdersTotal();
ma=iMA(NULL,EnvTimeFrame,EnvelopePeriod,MaShift,EnvMaMethod,PRICE_CLOSE,0);
bline=iEnvelopes(NULL,EnvTimeFrame,EnvelopePeriod,EnvMaMethod,0,PRICE_CLOSE,EnvelopeDeviation,MODE_UPPER,0);
sline=iEnvelopes(NULL,EnvTimeFrame,EnvelopePeriod,EnvMaMethod,0,PRICE_CLOSE,EnvelopeDeviation,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(DeleteOrders?) deleteorders();
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,
timedelete(),
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,
timedelete(),
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,
timedelete(),
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,
timedelete(),
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,
timedelete(),
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,
timedelete(),
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 && IsTradeAllowed() && OrderSymbol()==Symbol() &&
(OrderMagicNumber()==21 || OrderMagicNumber()==41 || OrderMagicNumber()==61)) {
if(BreakEvenTSL?) {TSL=breakevenTSL();}
if(FastMaTSL?) {TSL=fastmaTSL();}
if(FixedPipTSL?) {TSL=fixedpipTSL();}
if(UseMaElineTSL?) {
if(MaElineTSL==0) {TSL=NormalizeDouble(ma,Digits);}
if(MaElineTSL==1) {TSL=NormalizeDouble(sline,Digits);}
if(MaElineTSL==2) {TSL=NormalizeDouble(bline,Digits);}}
if(Bid>OrderOpenPrice() && TSL>OrderStopLoss()) {
double bsl;bsl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
bsl,
OrderTakeProfit(),
OrderExpiration(),
Green); } }
if(OrderType()==OP_SELL && IsTradeAllowed() && OrderSymbol()==Symbol() &&
(OrderMagicNumber()==11 || OrderMagicNumber()==31 || OrderMagicNumber()==51)) {
if(BreakEvenTSL?) {TSL=breakevenTSL();}
if(FastMaTSL?) {TSL=fastmaTSL();}
if(FixedPipTSL?) {TSL=fixedpipTSL();}
if(UseMaElineTSL?) {
if(MaElineTSL==0) {TSL=NormalizeDouble(ma,Digits);}
if(MaElineTSL==1) {TSL=NormalizeDouble(bline,Digits);}
if(MaElineTSL==2) {TSL=NormalizeDouble(sline,Digits);}}
if(Ask<OrderOpenPrice() && TSL<OrderStopLoss()) {
double ssl;ssl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
ssl,
OrderTakeProfit(),
OrderExpiration(),
Red); } }
OrderSelect(b1,SELECT_BY_TICKET); if(OrderCloseTime()>0) {b1=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }
OrderSelect(b2,SELECT_BY_TICKET); if(OrderCloseTime()>0) {b2=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }
OrderSelect(b3,SELECT_BY_TICKET); if(OrderCloseTime()>0) {b3=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }
OrderSelect(s1,SELECT_BY_TICKET); if(OrderCloseTime()>0) {s1=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }
OrderSelect(s2,SELECT_BY_TICKET); if(OrderCloseTime()>0) {s2=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }
OrderSelect(s3,SELECT_BY_TICKET); if(OrderCloseTime()>0) {s3=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); } }
if(!IsTesting()) { PrintComments(); }
return(0);
}
//Functions
double LotsOptimized() {
double lot;
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); }//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()==11 ||
OrderMagicNumber()==21 ||
OrderMagicNumber()==31 ||
OrderMagicNumber()==41 ||
OrderMagicNumber()==51 ||
OrderMagicNumber()==61)) { TradesThisSymbol++; } }
return(TradesThisSymbol); }//end TotalTradesThisSymbol
void PrintComments() { Comment("Current Time: ",TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS),"\n",
"Delete Time: ",TimeToStr(timedelete(),TIME_DATE|TIME_MINUTES)); }
int deleteorders() {
int d; TimeBegin=Hour()+1;
for(d=0;d<OrdersTotal();d++) {
OrderSelect(d,SELECT_BY_POS);
if(OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol() && IsTradeAllowed()) {
OrderDelete(OrderTicket());
if(OrderTicket()==b1) {b1=0; return;}
if(OrderTicket()==b2) {b2=0; return;}
if(OrderTicket()==b3) {b3=0; return;} }
if(OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol() && IsTradeAllowed()) {
OrderDelete(OrderTicket());
if(OrderTicket()==s1) {s1=0; return;}
if(OrderTicket()==s2) {s2=0; return;}
if(OrderTicket()==s3) {s3=0; return;} } } return(0);}//end delete orders
datetime timedelete() {
string date=TimeToStr(CurTime(),TIME_DATE);
string hour=DoubleToStr(TimeDelete,0);
string minutes=":00";
return(StrToTime(date+" "+hour+minutes));}//end timedelete
double breakevenTSL() {
double beTSL;
for(int cnt=0;cnt<OrdersTotal();cnt++) {
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_BUY && OrderSymbol()==Symbol() &&
(OrderMagicNumber()==21 ||
OrderMagicNumber()==41 ||
OrderMagicNumber()==61)) {
if(Bid>=(OrderOpenPrice()+(FirstTP*Point))) {
beTSL=OrderOpenPrice()+BreakEvenPips*Point;}}
if(OrderType()==OP_SELL && OrderSymbol()==Symbol() &&
(OrderMagicNumber()==11 ||
OrderMagicNumber()==31 ||
OrderMagicNumber()==51)) {
if(Ask<=(OrderOpenPrice()-(FirstTP*Point))) {
beTSL=OrderOpenPrice()-BreakEvenPips*Point;}}}
return(beTSL);}
double fastmaTSL() {
double fmaTSL;
fmaTSL=iMA(NULL,EnvTimeFrame,FastMaPeriod,FastMaShift,FastMaMethod,PRICE_CLOSE,0);
return(NormalizeDouble(fmaTSL,Digits));}
double fixedpipTSL() {
double fpTSL;
for(int cnt=0;cnt<OrdersTotal();cnt++) {
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_BUY && OrderSymbol()==Symbol() &&
(OrderMagicNumber()==21 ||
OrderMagicNumber()==41 ||
OrderMagicNumber()==61)) {
if(Bid>=(OrderOpenPrice()+(FixedPipTSLTrigger*Point))) {
fpTSL=OrderOpenPrice()+FixedPipTSLPips*Point;}}
if(OrderType()==OP_SELL && OrderSymbol()==Symbol() &&
(OrderMagicNumber()==11 ||
OrderMagicNumber()==31 ||
OrderMagicNumber()==51)) {
if(Ask<=(OrderOpenPrice()-(FixedPipTSLTrigger*Point))) {
fpTSL=OrderOpenPrice()-FixedPipTSLPips*Point;}}}
return(fpTSL);}
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 sends emails