//+------------------------------------------------------------------+
//| e-TSATR_NRTR_Last.mq4 |
//| Copyright © 2005, Al (idea from Oleg VS) |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
/*
Äîáàâëåíà íîâàÿ âñòîðîåííàÿ âåðñèÿ òðåéëèíãîâàíèÿ, êîòîðàÿ çàäà¸òñÿ ïîëüçîâàòåëüñêîé ïåðåìåííîé Vts.
Ïðè óñòàíîâêå Vts=1 ýêñïåðò òðåéëèíãóåò ñòîïû, êàê è â ïðåæíåé âåðñèè, â çàâèñèìîñòè îò çíà÷åíèÿ ATR íà
ïåðâîì áàðå(íóëåâîé áàð â ðàññ÷åò íå ïðèíèìàåòñÿ). Ïðè óñòàíîâêå Vts=2 ñòîï òðåéëèíãóåòñÿ îò ïîñëåäíèõ
ýêñòðåìóìîâ öåíû íà ðàññòîÿíèè àìïëèòóäû(øèðèíû äèàïàçîíà) íà çàäàííîì ïåðèîäå(ïî óìîë÷àíèþ Prange=5).
Ïðèìåíåíèå òàêîãî ñïîñîáà òðåéëèíãîâàíèÿ ñòîïà èñïûòàíî â ðåàëüíîì âðåìåíè è ïðîâåðåíî ïóò¸ì ïîäñòàíîâêè
â ðàçëè÷íûå ýêñïåðòû è ñèñòåìû.  ðåçóëüòàòå òåñòîâ âûÿâëåíî óâåëè÷åíèå ïðîôèòíîñòè íà 15-25% â ðàçëè÷íûõ
ýêñïåðòàõ. Âñå çàäàííûå ïàðàìåòðû è òåêóùèå ðàññ÷åòíûå çíà÷åíèÿ êîììåíòèðóþòñÿ â ëåâîì âåðõíåì óãëó ãðàôèêà.
*/
extern double Patr=9;
extern double Prange=5;
extern double Kstop=1.5;
extern double kts=2;
extern double Vts=2;
double cnt=0,ValATR=0,hi=0,lo=0,SL=0,TS=0,prevBars=0;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int start()
{
int i,mode,ticket,total;
if (prevBars!=Bars)
{
ValATR=0;
for(i=1; i<=Patr; i++) { if(i<=Patr) { ValATR+=High[i]-Low[i]; } }
ValATR=ValATR/Patr;
hi=High[Highest(NULL,0,MODE_HIGH,Prange,Prange)];
lo=Low[Lowest(NULL,0,MODE_LOW,Prange,Prange)];
if (Vts==1) {TS=kts*ValATR; SL=Kstop*ValATR;}
if (Vts==2) {TS=(hi-lo); SL=Kstop*(hi-lo);}
prevBars = Bars;
}
if (Vts<1 || Vts>2) return(0);
//-------------------------------------------------------
for (cnt=0; cnt<=OrdersTotal(); cnt++)
{
OrderSelect(cnt,SELECT_BY_POS);
mode=OrderType();
if(OrderSymbol()==Symbol())
{
//First Stop---------------------------------
if (mode==OP_BUY && OrderStopLoss()== 0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Low[0]-SL,OrderTakeProfit(),0,CLR_NONE);
PlaySound("expert.wav");
return(0);
}
if (mode==OP_SELL && OrderStopLoss()==0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),High[0]+SL,OrderTakeProfit(),0,CLR_NONE);
PlaySound("expert.wav");
return(0);
}
//Main Trailing-------------------------------
if ((mode==OP_BUY && High[0]-OrderOpenPrice()>TS && OrderStopLoss()<High[0]-TS) || OrderStopLoss()==0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),High[0]-TS,OrderTakeProfit(),0,CLR_NONE);
PlaySound("expert.wav");
return(0);
}
if ((mode==OP_SELL && OrderOpenPrice()-Low[0]>TS && OrderStopLoss()>Low[0]+TS) || OrderStopLoss()==0)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Low[0]+TS,OrderTakeProfit(),0,CLR_NONE);
PlaySound("expert.wav");
return(0);
}
}
}
Comment("Versia: ",Vts,"\n",
"Per_ATR: ",Patr,"\n",
"Per_Range: ",Prange,"\n",
"Range: ",(High[0]-Low[0]),"\n",
"ATR: ",ValATR,"\n",
"SL: ",SL,"\n",
"TS: ",TS);
return(0);
}
Sample
Analysis
Market Information Used:
Series array that contains the highest prices of each bar
Series array that contains the lowest prices of each bar
Indicator Curves created:
Indicators Used:
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 plays sound alerts