/*-----------------------------+
| |
| Shared by www.Aptrafx.com |
| |
+------------------------------*/
//+------------------------------------------------------------------+
//| Envelope.mq4 |
//| tageiger aka fxid10t@yahoo.com |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "tageiger aka fxi10t@yahoo.com"
#property link "http://www.metaquotes.net"
//---- input parameters
extern int BS_EnvPeriod =6;//ma length
extern int BS_EnvTimeFrame =30; //envelope time frame: 0=chart,60=1hr,240=4hr, etc.
extern int BS_EnvMaMethod =0; //0=sma,1=ema,2=smma,3=lwma.
extern double BS_EnvDeviation =0.1;//envelope width
extern int TP1_EnvPeriod =6;//ma length
extern int TP1_EnvTimeFrame =30; //envelope time frame: 0=chart,60=1hr,240=4hr, etc.
extern int TP1_EnvMaMethod =0; //0=sma,1=ema,2=smma,3=lwma.
extern double TP1_EnvDeviation =0.25;//envelope width
extern int TP2_EnvPeriod =6;//ma length
extern int TP2_EnvTimeFrame =30; //envelope time frame: 0=chart,60=1hr,240=4hr, etc.
extern int TP2_EnvMaMethod =0; //0=sma,1=ema,2=smma,3=lwma.
extern double TP2_EnvDeviation =0.4;//envelope width
extern int SL_EnvPeriod =4;//ma length
extern int SL_EnvTimeFrame =30; //envelope time frame: 0=chart,60=1hr,240=4hr, etc.
extern int SL_EnvMaMethod =0; //0=sma,1=ema,2=smma,3=lwma.
extern double SL_EnvDeviation =0.05;//envelope width
extern int TS_EnvPeriod =1;//ma length
extern int TS_EnvTimeFrame =30; //envelope time frame: 0=chart,60=1hr,240=4hr, etc.
extern int TS_EnvMaMethod =0; //0=sma,1=ema,2=smma,3=lwma.
extern double TS_EnvDeviation =0.05;//envelope width
extern int OSMA_Fast =12;//ma length
extern int OSAM_Slow =26; //envelope time frame: 0=chart,60=1hr,240=4hr, etc.
extern int OSMA_Signal =9; //0=sma,1=ema,2=smma,3=lwma.
extern int Enable_TSL =0;//0=Original StopLoss 1=Enable TS Envelope TSL
extern int TimeBegin =0;//server time order placement begins
extern int TimeEnd =18;//server time order placement ends
extern int TimeDelete =23;//server time unexecuted orders deleted
extern double Lift =4.0;
extern double CounterSL =10.0;
extern double Lots =0.1;
extern double MaximumRisk =0.02;
extern double DecreaseFactor =3;
extern int WaitBarsForProfit =4;
int b1,b2,b3,s1,s2,s3;
double TSL =0;
string comment ="Minute eGideon.1 ";
string TradeSymbol; TradeSymbol=Symbol();
int init() { return(0); }
int deinit(){ return(0); }
int start() {
int BUY_uline,SELL_lline,TP1_uline,TP1_lline,TP2_uline,TP2_lline,SL_uline,SL_lline,TS_uline;
int TS_lline,OSMA1,OSMA2,BS_EnvPeriod, BS_EnvTimeFrame, BS_EnvMethod, BS_EnvDeviation;
int TP1_EnvPeriod,TP1_EnvTimeFrame,TP1_EnvMethod,TP1_EnvDeviation;
int TP2_EnvPeriod,TP2_EnvTimeFrame,TP2_EnvMethod,TP2_EnvDeviation;
int SL_EnvPeriod,SL_EnvTimeFrame,SL_EnvMethod,SL_EnvDeviation;
int TS_EnvPeriod,TS_EnvTimeFrame,TS_EnvMethod,TS_EnvDeviation;
int OSMA_Fast,OSMA_Slow,OSMA_Signal, OSMA_Period;
int WaitBarsForProfit;
int CounterTP,cnt, ticket,total=OrdersTotal();
BUY_uline=iEnvelopes(NULL,BS_EnvTimeFrame,BS_EnvPeriod,BS_EnvMethod,0,PRICE_CLOSE,BS_EnvDeviation,MODE_UPPER,0);
SELL_lline=iEnvelopes(NULL,BS_EnvTimeFrame,BS_EnvPeriod,BS_EnvMethod,0,PRICE_CLOSE,BS_EnvDeviation,MODE_LOWER,0);
TP1_uline=iEnvelopes(NULL,BS_EnvTimeFrame,BS_EnvPeriod,BS_EnvMethod,0,PRICE_OPEN,BS_EnvDeviation,MODE_UPPER,0);
TP1_lline=iEnvelopes(NULL,BS_EnvTimeFrame,BS_EnvPeriod,BS_EnvMethod,0,PRICE_OPEN,BS_EnvDeviation,MODE_LOWER,0);
TP2_uline=iEnvelopes(NULL,BS_EnvTimeFrame,BS_EnvPeriod,BS_EnvMethod,0,PRICE_OPEN,BS_EnvDeviation,MODE_UPPER,0);
TP2_lline=iEnvelopes(NULL,BS_EnvTimeFrame,BS_EnvPeriod,BS_EnvMethod,0,PRICE_OPEN,BS_EnvDeviation,MODE_LOWER,0);
SL_uline=iEnvelopes(NULL,BS_EnvTimeFrame,BS_EnvPeriod,BS_EnvMethod,0,PRICE_OPEN,BS_EnvDeviation,MODE_UPPER,0);
SL_lline=iEnvelopes(NULL,BS_EnvTimeFrame,BS_EnvPeriod,BS_EnvMethod,0,PRICE_OPEN,BS_EnvDeviation,MODE_LOWER,0);
TS_uline=iEnvelopes(NULL,BS_EnvTimeFrame,BS_EnvPeriod,BS_EnvMethod,0,PRICE_OPEN,BS_EnvDeviation,MODE_UPPER,0);
TS_lline=iEnvelopes(NULL,BS_EnvTimeFrame,BS_EnvPeriod,BS_EnvMethod,0,PRICE_OPEN,BS_EnvDeviation,MODE_LOWER,0);
OSMA1 = iOsMA (NULL, OSMA_Period, OSMA_Fast, OSMA_Slow, OSMA_Signal,PRICE_CLOSE, 1);
OSMA2 = iOsMA (NULL, OSMA_Period, OSMA_Fast, OSMA_Slow, OSMA_Signal,PRICE_CLOSE, 2);
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(BUY_uline<Close[0] && OSMA1>0 && OSMA2>0 && OSMA1>OSMA2 && Open[0]<BUY_uline) {
ticket=OrderSend(Symbol(),
OP_BUY,
LotsOptimized(),
NormalizeDouble(BUY_uline,Digits),
0,
NormalizeDouble(SL_lline,Digits),
NormalizeDouble(TP1_uline,Digits),
Period()+comment+"Buy TP1",
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(BUY_uline<Close[0] && OSMA1>0 && OSMA2>0 && OSMA1>OSMA2 && Open[0]<BUY_uline) {
ticket=OrderSend(Symbol(),
OP_BUY,
LotsOptimized(),
NormalizeDouble(BUY_uline,Digits)+(Lift*Point),
0,
NormalizeDouble(SL_lline,Digits),
NormalizeDouble(TP2_uline,Digits),
Period()+comment+"Buy TP2",
41,
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(b3==0) {
if(Hour()>=TimeBegin && Hour()<TimeEnd) {
if(BUY_uline<Close[0] && OSMA1>0 && OSMA2>0 && OSMA1<OSMA2 && Open[0]<BUY_uline) {
CounterTP=(NormalizeDouble(SL_lline,Digits));
ticket=OrderSend(Symbol(),
OP_SELL,
LotsOptimized(),
(NormalizeDouble(BUY_uline,Digits)),
0,
CounterSL,
CounterTP,
Period()+comment+"CounterSELL",
61,
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(s1==0) {
if(Hour()>=TimeBegin && Hour()<TimeEnd) {
if(SELL_lline>Close[0] && OSMA1<0 && OSMA2<0 && OSMA1<OSMA2 && Open[0]>SELL_lline) {
ticket=OrderSend(Symbol(),
OP_SELL,
LotsOptimized(),
(NormalizeDouble(SELL_lline,Digits)),
0,
(NormalizeDouble(SL_uline,Digits)),
(NormalizeDouble(TP1_lline,Digits)),
Period()+comment+"Sell TP1",
11,
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(s2==0)
{
if(Hour()>=TimeBegin && Hour()<TimeEnd) {
if(SELL_lline>Close[0] && OSMA1<0 && OSMA2<0 && OSMA1<OSMA2 && Open[0]>SELL_lline) {
ticket=OrderSend(Symbol(),
OP_SELL,
LotsOptimized(),
(NormalizeDouble(SELL_lline,Digits)),
0,
(NormalizeDouble(SL_uline,Digits)),
(NormalizeDouble(TP2_lline,Digits)),
Period()+comment+"Sell TP2",
31,
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(s3==0) {
if(Hour()>=TimeBegin && Hour()<TimeEnd) {
if(SELL_lline>Close[0] && OSMA1<0 && OSMA2<0 && OSMA1>OSMA2 && Open[0]>SELL_lline) {
CounterTP=(NormalizeDouble(SL_uline,Digits));
ticket=OrderSend(Symbol(),
OP_BUY,
LotsOptimized(),
(NormalizeDouble(SELL_lline,Digits)),
0,
CounterSL,
CounterTP,
Period()+comment+"CounterBUY",
51,
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); } } } }
for(cnt=0;cnt<total;cnt++) {
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_BUY) {
if(Enable_TSL==0) {TSL=NormalizeDouble(SL_uline,Digits); }
if(Enable_TSL==1) {TSL=NormalizeDouble(TS_uline,Digits); }
if(Bid>OrderOpenPrice()) {
if((/*Close[0]>BUY_uline) && (*/TSL>OrderStopLoss())) {
double bsl;bsl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
bsl,
OrderTakeProfit(),
0,//Order expiration server date/time
Green); } } }
if(OrderType()==OP_SELL) {
if(Enable_TSL==0) {TSL=NormalizeDouble(SL_lline,Digits); }
if(Enable_TSL==1) {TSL=NormalizeDouble(TS_lline,Digits); }
if(Ask<OrderOpenPrice()) {
if((/*Close[0]<SELL_lline) && (*/TSL<OrderStopLoss())) {
double ssl;ssl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
ssl,
OrderTakeProfit(),
0,//Order expiration server date/time
Red); } } }
//CLOSE OPEN Orders when....//
if(LocalTime()-OrderOpenTime()>(BS_EnvTimeFrame*60*60)*WaitBarsForProfit && OrderType()==OP_BUYSTOP) {
OrderDelete(OrderTicket());
if(OrderTicket()==b1) {b1=0; return;}
if(OrderTicket()==b2) {b2=0; return;}
if(OrderTicket()==b3) {b3=0; return;} }
if(LocalTime()-OrderOpenTime()>(BS_EnvTimeFrame*60*60)*WaitBarsForProfit && OrderType()==OP_SELLSTOP) {
OrderDelete(OrderTicket());
if(OrderTicket()==s1) {s1=0; return;}
if(OrderTicket()==s2) {s2=0; return;}
if(OrderTicket()==s3) {s3=0; return;} }
//CLOSE PENDING Orders when....//
if(Hour()==TimeDelete && 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()==TimeDelete && 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;}
}
if(!IsTesting()) PrintComments();
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);
//---- 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);
}//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++; }
} //end for
return(TradesThisSymbol);
}//end TotalTradesThisSymbol
void PrintComments()
{
Comment("Current Time: ",Hour(),":",Minute(),"\n");
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Series array that contains open prices of each bar
Indicator Curves created:
Indicators Used:
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: