#property copyright "FORTRADER.RU, Þðèé, ftyuriy@gmail.com, modified by Evgeniy Trofimov"
#property link "http://FORTRADER.RU, Price"
//+------------------------------------------------------------------+
//Ïàðàìåòðû äëÿ EURUSD M30 (íà÷àëüíûé äåïîçèò 500000 ðóá) ñ÷¸ò - Classic
extern int pips=250;
extern int profitpips=250;
extern double Lots=0.04; // - ôèêñèðîâàííûé ëîò
extern double RISK=0.02; // - Money Managment (ðèñê ïðè Lots=0.00)
extern double MinMargin=1000.00; // - ìèíèìàëüíûé óðîâåíü ìàðæè â ïðîöåíòàõ
extern double MaximumLoss=5000; // - ìàêñèìàëüíûé óáûòîê â âàëþòå äåïîçèòà
extern double MaximumProfit=200; // - ìàêñèìàëüíàÿ ïðèáûëü
extern double LimitLot=0.64; // - êðèòè÷åñêèé îáú¸ì îòêðûòûõ ñäåëîê
extern double LimitCountOrders= 0;// - êðèòè÷åñêîå êîëè÷åñòâî îòêðûòûõ ñäåëîê
extern int LimitDeltaTick=0; // - ìîäåëèðîâàíèå êîíòðîëüíûõ òî÷åê
//+------------------------------------------------------------------+
static datetime LastTime;
static double LastAsk;
static int Slippage=30;
static double round;
//+------------------------------------------------------------------+
int init() {
round = MathAbs(MathLog(MarketInfo(Symbol(), MODE_LOTSTEP))/MathLog(10.0))+0.5; //êîýôôèöèåíò îêðóãëåíèÿ ëîòà
return(0);
}
//+------------------------------------------------------------------+
int SL=0;
int TP=0;
int err;
int start() {
if(MathAbs(Ask-LastAsk)>LimitDeltaTick) {
LastAsk=Ask;
CheckGameOver();
}
if(LastTime==Time[0]) return(0);
LastTime=Time[0];
if(!OrdersExist()) {
err=OpenNewOrders();
}else{
TrailStopOrders();
}
if(CountPos(0)==0 && CountPos(1)==0 && ChStopPosLimitSumm()<2){
_DeleteOrder();
}
if(ChStopPosLimitSumm()<1){
if(ProcentMargin()<MinMargin || TotalLots()+GetMaxLot()*2>LimitLot){
_DeleteOrder();
CloseAllPozitions();
} else {
DopOrder(GetMaxLot()*2);
}
}
err=CloseManager();
return(0);
}//start()
//+------------------------------------------------------------------+
double op,sl,tp;
int OpenNewOrders(){
int err;
op=Ask-pips*Point;if(SL>0){sl=Ask;}else{sl=0;}if(TP>0){tp=op-TP*Point;}else{tp=0;}
err=OrderSend(Symbol(),OP_SELLSTOP,GetLots(),NormalizeDouble(op,Digits),3,NormalizeDouble(sl,Digits),NormalizeDouble(tp,Digits),"",0,0,Red);
if(err<0){
Print("OrderSend()- Îøèáêà OP_SELLSTOP. op "+op+" sl "+sl+" tp "+tp+" "+GetLastError());return(-1);
LastTime=Time[1];
}
op=Bid+pips*Point;if(SL>0){sl=Bid;}else{sl=0;}if(TP>0){tp=op+TP*Point;}else{tp=0;}
err=OrderSend(Symbol(),OP_BUYSTOP,GetLots(),NormalizeDouble(op,Digits),3,NormalizeDouble(sl,Digits),NormalizeDouble(tp,Digits),"",0,0,Red);
if(err<0){
Print("OrderSend()- Îøèáêà OP_BUYSTOP. op "+op+" sl "+sl+" tp "+tp+" "+GetLastError());return(-1);
LastTime=Time[1];
}
return(err);
}//OpenNewOrders()
//+------------------------------------------------------------------+
int TrailStopOrders() {
int i;bool err;
for(i=1; i<=OrdersTotal(); i++) {
if(OrderSelect(i-1,SELECT_BY_POS)==true) {
if( OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol() && (OrderOpenPrice()-Bid)>pips*Point) {
err=OrderModify(OrderTicket(),Bid+pips*Point,OrderStopLoss(),OrderTakeProfit(),0,Green);
if(err==false){
LastTime=Time[1];
return(-1);
}
}//if(OrderType()==OP_BUYSTOP
}//if(OrderSelect(i-1,SEL
if(OrderSelect(i-1,SELECT_BY_POS)==true) {
if(OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol() && (Ask-OrderOpenPrice())>pips*Point) {
err=OrderModify(OrderTicket(),Ask-pips*Point,OrderStopLoss(),OrderTakeProfit(),0,Green);
if(err==false){
LastTime=Time[1];
return(-1);
}
}//if(OrderType()==OP_SELLSTOP
}//if(OrderSelect(i-1,
}// for( i=1; i<=O
return(0);
}//TrailStopOrders()
//+------------------------------------------------------------------+
int CountPos(int type) {
int i,b,s;
for( i=1; i<=OrdersTotal(); i++) {
if(OrderSelect(i-1,SELECT_BY_POS)==true) {
if(OrderType()==OP_BUY && OrderSymbol()==Symbol()){b=b+1;}
if(OrderType()==OP_SELL && OrderSymbol()==Symbol()){s=s+1;}
}
}
if(type==0){return(s);}
if(type==1){return(b);}
}//CountPos()
//+------------------------------------------------------------------+
int ChStopPosLimitSumm() {
int i,z;
for( i=1; i<=OrdersTotal(); i++) {
if(OrderSelect(i-1,SELECT_BY_POS)==true) {
if(OrderType()==OP_BUYSTOP || OrderType()==OP_SELLSTOP ){z=z+1;}
}
}
return(z);
}//ChStopPosLimitSumm()
//+------------------------------------------------------------------+
int _DeleteOrder() {
//Óäàëåíèå âñåõ îòëîæåííûõ îðäåðîâ
for(int i=1; i<=OrdersTotal(); i++) {
if(OrderSelect(i-1,SELECT_BY_POS)==true) {
if(OrderType()>3 && OrderSymbol()==Symbol()) {
OrderDelete(OrderTicket());
}//if
}//if
}//Next i
return(0);
}//_DeleteOrder()
//+------------------------------------------------------------------+
int CloseManager() {
//Çàêðûòèå âñåõ ïîçèöèé è îòëîæåííûõ îðäåðîâ,
//åñëè â ñäåëêå ñ ìàêñèìàëüíûì ëîòîì âåëè÷èíà
//ïðîôèòíûõ ïóíêòîâ äîñòèãëà óêàçàííîé ãðàíèöû
int err;
double maxlot=GetMaxLot();
for(int i=1; i<=OrdersTotal(); i++) {
if(OrderSelect(i-1,SELECT_BY_POS)) {
if(OrderSymbol()==Symbol()) {
if(OrderLots()==maxlot) {
if(OrderType()==OP_SELL && ((OrderOpenPrice()-Ask)>profitpips*Point)) {
_DeleteOrder();
CloseAllPozitions();
}//if
if(OrderType()==OP_BUY && ((Bid-OrderOpenPrice())>profitpips*Point)) {
_DeleteOrder();
CloseAllPozitions();
}//if
}//if(OrderLots()==maxlot)
}//if(OrderSymbol()==Symbol())
}//if
}//Next i
return(err);
}//CloseManager()
//+------------------------------------------------------------------+
double GetMaxLot() {
//Ôóíêöèÿ âîçâðàùàåò ðàçìåð ìàêñèìàëüíîãî ëîòà,
//íàéäåííîãî ñðåäè îòêðûòûõ ïîçèöèé
int i; double maxlot;
for(i=1; i<=OrdersTotal(); i++) {
if(OrderSelect(i-1,SELECT_BY_POS)) {
if(OrderType()<2 && OrderSymbol()==Symbol()) {
if(maxlot<OrderLots()) {
maxlot=OrderLots();
}
}
}
}
return(maxlot);
}//GetMaxLot()
//+------------------------------------------------------------------+
int GetLastTypePos() {
//Ôóíêöèÿ âîçâðàùàåò òèï ïîñëåäíåé îòêðûòîé ïîçèöèè
int i; datetime dt; int type;
for( i=1; i<=OrdersTotal(); i++) {
if(OrderSelect(i-1,SELECT_BY_POS)==true) {
if(OrderType()<2 && OrderSymbol()==Symbol()) {
if(dt<OrderOpenTime()){
dt=OrderOpenTime();
type=OrderType();
}
}
}//
}//Next i
return(type);
}//GetLastTypePos()
//+------------------------------------------------------------------+
int DopOrder(double Lots) {
//Ôóíêöèÿ âûñòàâëÿåò îòëîæåííûé îðäåð, íà ïðîäàæó,
//åñëè ïîñëåäíÿÿ îòêðûòàÿ ñäåëêà - ïîêóïàåò
//è íàîáîðîò
int type=GetLastTypePos();
if(type==OP_SELL){
op=Bid+pips*Point;
if(SL>0){sl=Bid;} else {sl=0;}
if(TP>0){tp=op+TP*Point;} else {tp=0;}
err=OrderSend(Symbol(),OP_BUYSTOP,Lots,NormalizeDouble(op,Digits),3,NormalizeDouble(sl,Digits),NormalizeDouble(tp,Digits),"",0,0,Red);
if(err<0){
LastTime=Time[1];
Print("OrderSend()- Îøèáêà OP_BUYSTOP. op "+op+" sl "+sl+" tp "+tp+" "+GetLastError());
return(-1);
}
} else if(type==OP_BUY) {
op=Ask-pips*Point;
if(SL>0){sl=Ask;} else {sl=0;}
if(TP>0){tp=op-TP*Point;} else {tp=0;}
err=OrderSend(Symbol(),OP_SELLSTOP,Lots,NormalizeDouble(op,Digits),3,NormalizeDouble(sl,Digits),NormalizeDouble(tp,Digits),"",0,0,Red);
if(err<0){
LastTime=Time[1];
Print("OrderSend()- Îøèáêà OP_SELLSTOP. op "+op+" sl "+sl+" tp "+tp+" "+GetLastError());
return(-1);
}
}
return(0);
}//DopOrder()
//+------------------------------------------------------------------+
int CloseAllPozitions() {
double PriceClose;
int total = OrdersTotal();
for (int i = total-1; i >= 0; i--) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol()) {
if(OrderType()==OP_BUY) {
PriceClose=Bid;
} else if(OrderType()==OP_SELL) {
PriceClose=Ask;
}
if(!OrderClose(OrderTicket(),OrderLots(),PriceClose,Slippage)) {
Print("Ñòàâêà ",OrderTicket()," íå çàêðûâàåòñÿ ïî ïðè÷èíå îøèáêè ¹ ",GetLastError());
LastTime=Time[1];
}
} // Åñëè ñâîé
} // Next i
return(0);
}//CloseAllPozitions()
//+------------------------------------------------------------------+
bool OrdersExist() {
//Ôóíêöèÿ âîçâðàùàåò true, åñëè êîëè÷åñòâî îðäåðîâ íà òåêóùåì èíñòðóìåíòå > 0
int total = OrdersTotal();
for (int i = 0; i < total; i++) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol()) {
return(true);
}
}
return(false);
}//OrdersExist()
//+------------------------------------------------------------------+
int WorkOrdersCount() {
//Ôóíêöèÿ âîçâðàùàåò êîëè÷åñòâî îòêðûòûõ ïîçèöèé íà òåêóùåì èíñòðóìåíòå
int j=0;
int total = OrdersTotal();
for (int i = 0; i < total; i++) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol() == Symbol()) {
if(OrderType()<2) j++;
}
}
return(j);
}//WorkOrdersCount()
//+------------------------------------------------------------------+
double TotalLots(){
//Ôóíêöèÿ âîçâðàùàåò îòêðûòûé îáúåì âñåõ ñäåëîê ïî òåêóùåìó èíñòðóìåíòó
double j;
int total = OrdersTotal();
for (int i = 0; i < total; i++) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol()) {
if(OrderType()<2) {
j=j+OrderLots();
}
}
}
return(j);
}//TotalLots()
//+------------------------------------------------------------------+
double ProfitTotal() {
//Ôóíêöèÿ âîçâðàùàåò ïðèáûëü ïî òåêóùåìó èíñòðóìåíòó
double j=0.0;
int total = OrdersTotal();
for (int i = 0; i < total; i++) {
OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol() == Symbol()) {
if(OrderType()<2) j=j+OrderProfit();
}
}
return(j);
}//ProfitTotal()
//+------------------------------------------------------------------+
int CheckGameOver() {
//Ôóíêöèÿ "Game Over" èëè "Ñëàâà áîãó" çàêðûâàåò âñå ñäåëêè, åñëè...
//...èìååòñÿ ïðèáûëü
if(WorkOrdersCount()>LimitCountOrders) {
if(ProfitTotal()>MaximumProfit) {
_DeleteOrder();
CloseAllPozitions();
}
}
//...îáùèé óáûòîê ïî âñåì ñäåëêàì âûðîñ âûøå íàçíà÷åííîé íîðìû ìàêñèìàëüíîãî óáûòêà
if(ProfitTotal()<-MaximumLoss) {
_DeleteOrder();
CloseAllPozitions();
}
return(0);
}//CheckGameOver()
//+------------------------------------------------------------------+
double GetLots() {
int limitPipsLoss=10000; // - êîëè÷åñòâî ïóíêòîâ ìàêñèìàëüíîé ïðîñàäêè
double lot, result;
double MINLOTS, MAXLOTS, LOTVAL;
MINLOTS = MarketInfo(Symbol(), MODE_MINLOT);
MAXLOTS = AccountFreeMargin()*0.50/MarketInfo(Symbol(),MODE_MARGINREQUIRED); // 50% îò ìàðæè
if(MAXLOTS>MarketInfo(Symbol(), MODE_MAXLOT)) MAXLOTS = MarketInfo(Symbol(), MODE_MAXLOT);
LOTVAL = MarketInfo(Symbol(), MODE_TICKVALUE);
if(Lots == 0)
lot = NormalizeDouble(AccountFreeMargin() * RISK / (limitPipsLoss * LOTVAL), round);
else {
lot = Lots;
return(lot);
}
if(lot < MINLOTS) {
lot=MINLOTS;
Print("Íåäîñòàòî÷íî ñðåäñòâ íà ñ÷¸òå.");
} else if(lot > MAXLOTS) {
lot = MAXLOTS;
}
return(lot);
}//GetLots()
//+------------------------------------------------------------------+
double ProcentMargin() {
double P = AccountEquity()*100/MarketInfo(Symbol(), MODE_MARGINREQUIRED);
//Print("Óðîâåíü ìàðæè: ", P, " %");
return(P);
}//ProcentMargin()
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains open time of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
It automatically opens orders when conditions are reached
Checks for the total of open orders
It can change open orders parameters, due to possible stepping strategy
It Closes Orders by itself
Other Features: