//+------------------------------------------------------------------+
//| TrailingByATR.mq4 |
//| I_D |
//| http://www.mymmk.com/ |
//+------------------------------------------------------------------+
#property copyright "I_D"
#property link "http://www.mymmk.com/"
extern int iTicket; // óíèêàëüíûé íîìåð (òèêåò) îòêðûòîé ïîçèöèè
extern int iAtr_timeframe; // ïåðèîä ãðàôèêà, íà êîòîðîì ñ÷èòàåòñÿ ATR (1, 5, 15, 30, 60, 240, 1440, 10080, 43200)
extern int iAtr1_period = 5; // ïåðèîä ïåðâîãî ATR
extern int iAtr1_shift = 1; // ñäâèã ïåðâîãî ATR
extern int iAtr2_period = 36; // ïåðèîä âòîðîãî ATR
extern int iAtr2_shift = 1; // ñäâèã âòîðîãî ATR
extern double dCoeff = 1; // êîýôôèöèåíò, íà êîòîðûé ìíîæèì ATR, ÷òîáû ïîëó÷èòü ñòîïëîññ (ïðè coeff=1 ñòîï áóäåð ðàçìåùåí íà ðàññòîÿíèè â 1 ATR, ïðè coeff=1.5 - íà ðàññòîÿíèè â ïîëòîðà ATR è ò.ä.)
extern bool bTrlinloss = false; // ñëåäóåò ëè òðàëèòü íà ó÷àñòêå ëîññîâ (ìåæäó êóðñîì ñòîïëîññà è îòêðûòèÿ)
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ ÏÎ ATR (Average True Range, Ñðåäíèé èñòèííûé äèàïàçîí) |
//| Ïðè çàïóñêå ýêñïåðòà åìó íåîáõîäèìî óêàçàòü óíèêàëüíûé íîìåð |
//| (òèêåò) îòêðûòîé ïîçèöèè, à òàêæå îïðåäåëèòü ïàðàìåòðû òðåéëèíãà:|
//| ïåðèîä ÀÒR è êîýôôèöèåíò, íà êîòîðûé óìíîæàåòñÿ ATR. Ò.î. |
//| ñòîïëîññ "òÿíåòñÿ" íà ðàññòîÿíèè ATR õ N îò òåêóùåãî êóðñà; |
//| ïåðåíîñ - íà íîâîì áàðå (ò.å. îò öåíû îòêðûòèÿ î÷åðåäíîãî áàðà) |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
TrailingByATR(iTicket,iAtr_timeframe,iAtr1_period,iAtr1_shift,iAtr2_period,iAtr2_shift,dCoeff,bTrlinloss);
return(0);
}
//+------------------------------------------------------------------+
void TrailingByATR(int ticket,int atr_timeframe,int atr1_period,int atr1_shift,int atr2_period,int atr2_shift,double coeff,bool trlinloss)
{
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((ticket==0) || (atr1_period<1) || (atr2_period<1) || (coeff<=0) || (!OrderSelect(ticket,SELECT_BY_TICKET)) ||
((atr_timeframe!=1) && (atr_timeframe!=5) && (atr_timeframe!=15) && (atr_timeframe!=30) && (atr_timeframe!=60) &&
(atr_timeframe!=240) && (atr_timeframe!=1440) && (atr_timeframe!=10080) && (atr_timeframe!=43200)) || (atr1_shift<0) || (atr2_shift<0))
{
Print("Òðåéëèíã ôóíêöèåé TrailingByATR() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
double curr_atr1; // òåêóùåå çíà÷åíèå ATR - 1
double curr_atr2; // òåêóùåå çíà÷åíèå ATR - 2
double best_atr; // áîëüøåå èç çíà÷åíèé ATR
double atrXcoeff; // ðåçóëüòàò óìíîæåíèÿ áîëüøåãî èç ATR íà êîýôôèöèåíò
double newstop; // íîâûé ñòîïëîññ
// òåêóùåå çíà÷åíèå ATR-1, ATR-2
curr_atr1 = iATR(Symbol(),atr_timeframe,atr1_period,atr1_shift);
curr_atr2 = iATR(Symbol(),atr_timeframe,atr2_period,atr2_shift);
// áîëüøåå èç çíà÷åíèé
best_atr = MathMax(curr_atr1,curr_atr2);
// ïîñëå óìíîæåíèÿ íà êîýôôèöèåíò
atrXcoeff = best_atr * coeff;
// åñëè äëèííàÿ ïîçèöèÿ (OP_BUY)
if (OrderType()==OP_BUY)
{
// îòêëàäûâàåì îò òåêóùåãî êóðñà (íîâûé ñòîïëîññ)
newstop = Bid - atrXcoeff;
// åñëè trlinloss==true (ò.å. ñëåäóåò òðàëèòü â çîíå ëîññîâ), òî
if (trlinloss==true)
{
// åñëè ñòîïëîññ íåîïðåäåëåí, òî òðàëèì â ëþáîì ñëó÷àå
if ((OrderStopLoss()==0) && (newstop<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
// èíà÷å òðàëèì òîëüêî åñëè íîâûé ñòîï ëó÷øå ñòàðîãî
else
{
if ((newstop>OrderStopLoss()) && (newstop<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
else
{
// åñëè ñòîïëîññ íåîïðåäåëåí, òî òðàëèì, åñëè ñòîï ëó÷øå îòêðûòèÿ
if ((OrderStopLoss()==0) && (newstop>OrderOpenPrice()) && (newstop<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
// åñëè ñòîï íå ðàâåí 0, òî ìåíÿåì åãî, åñëè îí ëó÷øå ïðåäûäóùåãî è êóðñà îòêðûòèÿ
else
{
if ((newstop>OrderStopLoss()) && (newstop>OrderOpenPrice()) && (newstop<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
// åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL)
if (OrderType()==OP_SELL)
{
// îòêëàäûâàåì îò òåêóùåãî êóðñà (íîâûé ñòîïëîññ)
newstop = Ask + atrXcoeff;
// åñëè trlinloss==true (ò.å. ñëåäóåò òðàëèòü â çîíå ëîññîâ), òî
if (trlinloss==true)
{
// åñëè ñòîïëîññ íåîïðåäåëåí, òî òðàëèì â ëþáîì ñëó÷àå
if ((OrderStopLoss()==0) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
// èíà÷å òðàëèì òîëüêî åñëè íîâûé ñòîï ëó÷øå ñòàðîãî
else
{
if ((newstop<OrderStopLoss()) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
else
{
// åñëè ñòîïëîññ íåîïðåäåëåí, òî òðàëèì, åñëè ñòîï ëó÷øå îòêðûòèÿ
if ((OrderStopLoss()==0) && (newstop<OrderOpenPrice()) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
// åñëè ñòîï íå ðàâåí 0, òî ìåíÿåì åãî, åñëè îí ëó÷øå ïðåäûäóùåãî è êóðñà îòêðûòèÿ
else
{
if ((newstop<OrderStopLoss()) && (newstop<OrderOpenPrice()) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Indicator Curves created:
Indicators Used:
Indicator of the average true range
Custom Indicators Used:
Order Management characteristics:
It can change open orders parameters, due to possible stepping strategy
Other Features: