//+------------------------------------------------------------------+
//| TrailingByFractals.mq4 |
//| I_D |
//| http://www.mymmk.com/ |
//+------------------------------------------------------------------+
#property copyright "I_D"
#property link "http://www.mymmk.com/ Ñîôò äëÿ óïðàâëåíèÿ êàïèòàëîì"
extern int iTicket; // óíèêàëüíûé íîìåð (òèêåò) îòêðûòîé ïîçèöèè
extern int iTmfrm; // ïåðèîä ãðàôèêà, íà êîòîðîì îïðåäåëÿþòñÿ ôðàêòàëû (1, 5, 15, 30, 60, 240, 1440, 10080, 43200)
extern int iFrktl_bars = 5; // êîë-âî áàðîâ âî ôðàêòàëå
extern int iIndent = 3; // îòñòóï îò òåíè áàðà, íà êîòîðîì ðàçìåùàåòñÿ ñòîïëîññ
extern bool bTrlinloss = false; // ñëåäóåò ëè òðàëèòü íà ó÷àñòêå ëîññîâ (ìåæäó êóðñîì ñòîïëîññà è îòêðûòèÿ)
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ ÏÎ ÔÐÀÊÒÀËÀÌ |
//| Ïðè çàïóñêå ýêñïåðòà åìó íåîáõîäèìî óêàçàòü óíèêàëüíûé íîìåð |
//| (òèêåò) îòêðûòîé ïîçèöèè, à òàêæå îïðåäåëèòü ïàðàìåòðû òðåéëèíãà:|
//| òàéìôðåéì, ïî ôðàêòàëàì êîòîðîãî ïðîèçâîäèòñÿ òðåéëèíã, êîë-âî |
//| áàðîâ â ôðàêòàëå, îòñòóï îò ýêñòðåìóìà (ïóíêòîâ) ïðè ðàçìåùåíèè |
//| ñòîïëîññà, à òàêæå ñëåäóåò ëè òðàëèòü â çîíå óáûòêîâ (bTrlinloss)|
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
TrailingByFractals(iTicket,iTmfrm,iFrktl_bars,iIndent,bTrlinloss);
return(0);
}
//+------------------------------------------------------------------+
void TrailingByFractals(int ticket,int tmfrm,int frktl_bars,int indent,bool trlinloss)
{
int i, z; // counters
int extr_n; // íîìåð áëèæàéøåãî ýêñòðåìóìà frktl_bars-áàðíîãî ôðàêòàëà
double temp; // ñëóæåáíàÿ ïåðåìåííàÿ
int after_x, be4_x; // ñâå÷åé ïîñëå è äî ïèêà ñîîòâåòñòâåííî
int ok_be4, ok_after; // ôëàãè ñîîòâåòñòâèÿ óñëîâèþ (1 - íåïðàâèëüíî, 0 - ïðàâèëüíî)
int sell_peak_n, buy_peak_n; // íîìåðà ýêñòðåìóìîâ áëèæàéøèõ ôðàêòàëîâ íà ïðîäàæó (äëÿ ïîäæàòèÿ äë.ïîç.) è ïîêóïêó ñîîòâåòñâåííî
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((frktl_bars<=3) || (indent<0) || (ticket==0) || ((tmfrm!=1) && (tmfrm!=5) && (tmfrm!=15) && (tmfrm!=30) && (tmfrm!=60) && (tmfrm!=240) && (tmfrm!=1440) && (tmfrm!=10080) && (tmfrm!=43200)) || (!OrderSelect(ticket,SELECT_BY_TICKET)))
{
Print("Òðåéëèíã ôóíêöèåé TrailingByFractals() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
temp = frktl_bars;
if (MathMod(frktl_bars,2)==0)
extr_n = temp/2;
else
extr_n = MathRound(temp/2);
// áàðîâ äî è ïîñëå ýêñòðåìóìà ôðàêòàëà
after_x = frktl_bars - extr_n;
if (MathMod(frktl_bars,2)!=0)
be4_x = frktl_bars - extr_n;
else
be4_x = frktl_bars - extr_n - 1;
// åñëè äëèííàÿ ïîçèöèÿ (OP_BUY), íàõîäèì áëèæàéøèé ôðàêòàë íà ïðîäàæó (ò.å. ýêñòðåìóì "âíèç")
if (OrderType()==OP_BUY)
{
// íàõîäèì ïîñëåäíèé ôðàêòàë íà ïðîäàæó
for (i=extr_n;i<iBars(Symbol(),tmfrm);i++)
{
ok_be4 = 0; ok_after = 0;
for (z=1;z<=be4_x;z++)
{
if (iLow(Symbol(),tmfrm,i)>=iLow(Symbol(),tmfrm,i-z))
{
ok_be4 = 1;
break;
}
}
for (z=1;z<=after_x;z++)
{
if (iLow(Symbol(),tmfrm,i)>iLow(Symbol(),tmfrm,i+z))
{
ok_after = 1;
break;
}
}
if ((ok_be4==0) && (ok_after==0))
{
sell_peak_n = i;
break;
}
}
// åñëè òðàëèòü â óáûòêå
if (trlinloss==true)
{
// åñëè íîâûé ñòîïëîññ ëó÷øå èìåþùåãîñÿ (â ò.÷. åñëè ñòîïëîññ == 0, íå âûñòàâëåí)
// à òàêæå åñëè êóðñ íå ñëèøêîì áëèçêî, íó è åñëè ñòîïëîññ óæå íå áûë ïåðåìåùåí íà ðàññìàòðèâàåìûé óðîâåíü
if ((iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point>OrderStopLoss()) && (iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
// åñëè òðàëèòü òîëüêî â ïðîôèòå, òî
else
{
// åñëè íîâûé ñòîïëîññ ëó÷øå èìåþùåãîñÿ È êóðñà îòêðûòèÿ, à òàêæå íå ñëèøêîì áëèçêî ê òåêóùåìó êóðñó
if ((iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point>OrderStopLoss()) && (iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point>OrderOpenPrice()) && (iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
// åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL), íàõîäèì áëèæàéøèé ôðàêòàë íà ïîêóïêó (ò.å. ýêñòðåìóì "ââåðõ")
if (OrderType()==OP_SELL)
{
// íàõîäèì ïîñëåäíèé ôðàêòàë íà ïðîäàæó
for (i=extr_n;i<iBars(Symbol(),tmfrm);i++)
{
ok_be4 = 0; ok_after = 0;
for (z=1;z<=be4_x;z++)
{
if (iHigh(Symbol(),tmfrm,i)<=iHigh(Symbol(),tmfrm,i-z))
{
ok_be4 = 1;
break;
}
}
for (z=1;z<=after_x;z++)
{
if (iHigh(Symbol(),tmfrm,i)<iHigh(Symbol(),tmfrm,i+z))
{
ok_after = 1;
break;
}
}
if ((ok_be4==0) && (ok_after==0))
{
buy_peak_n = i;
break;
}
}
// åñëè òðàëèòü â óáûòêå
if (trlinloss==true)
{
if (((iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point<OrderStopLoss()) || (OrderStopLoss()==0)) && (iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
// åñëè òðàëèòü òîëüêî â ïðîôèòå, òî
else
{
// åñëè íîâûé ñòîïëîññ ëó÷øå èìåþùåãîñÿ È êóðñà îòêðûòèÿ
if ((((iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point<OrderStopLoss()) || (OrderStopLoss()==0))) && (iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point<OrderOpenPrice()) && (iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains the lowest prices of each bar
Series array that contains the highest prices of each bar
Indicator Curves created:
Indicators Used:
Custom Indicators Used:
Order Management characteristics:
It can change open orders parameters, due to possible stepping strategy
Other Features: