//+------------------------------------------------------------------+
//| TrailingByShadows.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 iTmfrm; // ïåðèîä, ïî áàðàì êîòîðîãî ñëåäóåò òðàëèòü (1, 5, 15, 30, 60, 240, 1440, 10080, 43200)
extern int iBars_n = 3; // êîë-âî áàðîâ, ïî êîòîðûì ñëåäóåò òðàëèòü
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)
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍà ÏÎ ÒÅÍßÌ N ÑÂÅ×ÅÉ |
//| Ïðè çàïóñêå ýêñïåðòà åìó íåîáõîäèìî óêàçàòü óíèêàëüíûé íîìåð |
//| (òèêåò) îòêðûòîé ïîçèöèè, à òàêæå îïðåäåëèòü ïàðàìåòðû òðåéëèíãà:|
//| êîëè÷åñòâî áàðîâ, ïî òåíÿì êîòîðûõ íåîáõîäèìî òðåéëèíãîâàòü |
//| (îò 1 è áîëüøå) è îòñòóï (ïóíêòîâ) - ðàññòîÿíèå îò ìàêñ. (ìèí.) |
//| ñâå÷è, íà êîòîðîå ïåðåíîñèòñÿ ñòîïëîññ (îò 0), ïåðåêëþ÷àòåëü |
//| trlinloss óêàçûâàåò, ñëåäóåò ëè òðåéëèíãîâàòü íà ó÷àñòêå |
//| "ñòîïëîññ-êóðñ îòêðûòèÿ ïîçèöèè. |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
TrailingByShadows(iTicket,iTmfrm,iBars_n,iIndent,bTrlinloss);
return(0);
}
//+------------------------------------------------------------------+
void TrailingByShadows(int ticket,int tmfrm,int bars_n, int indent,bool trlinloss)
{
int i; // counter
double new_extremum;
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((bars_n<1) || (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 TrailingByShadows() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
// åñëè äëèííàÿ ïîçèöèÿ (OP_BUY), íàõîäèì ìèíèìóì bars_n ñâå÷åé
if (OrderType()==OP_BUY)
{
for(i=1;i<=bars_n;i++)
{
if (i==1) new_extremum = iLow(Symbol(),tmfrm,i);
else
if (new_extremum>iLow(Symbol(),tmfrm,i)) new_extremum = iLow(Symbol(),tmfrm,i);
}
// åñëè òðàëèì è â çîíå óáûòêîâ
if (trlinloss==true)
{
// åñëè íàéäåííîå çíà÷åíèå "ëó÷øå" òåêóùåãî ñòîïëîññà ïîçèöèè, ïåðåíîñèì
if ((((new_extremum - indent*Point)>OrderStopLoss()) || (OrderStopLoss()==0)) && (new_extremum - indent*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
if (!OrderModify(ticket,OrderOpenPrice(),new_extremum - indent*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
else
{
// åñëè íîâûé ñòîïëîññ íå òîëüêî ëó÷øå ïðåäûäóùåãî, íî è êóðñà îòêðûòèÿ ïîçèöèè
if ((((new_extremum - indent*Point)>OrderStopLoss()) || (OrderStopLoss()==0)) && ((new_extremum - indent*Point)>OrderOpenPrice()) && (new_extremum - indent*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
if (!OrderModify(ticket,OrderOpenPrice(),new_extremum-indent*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
// åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL), íàõîäèì ìèíèìóì bars_n ñâå÷åé
if (OrderType()==OP_SELL)
{
for(i=1;i<=bars_n;i++)
{
if (i==1) new_extremum = iHigh(Symbol(),tmfrm,i);
else
if (new_extremum<iHigh(Symbol(),tmfrm,i)) new_extremum = iHigh(Symbol(),tmfrm,i);
}
// åñëè òðàëèì è â çîíå óáûòêîâ
if (trlinloss==true)
{
// åñëè íàéäåííîå çíà÷åíèå "ëó÷øå" òåêóùåãî ñòîïëîññà ïîçèöèè, ïåðåíîñèì
if ((((new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point)<OrderStopLoss()) || (OrderStopLoss()==0)) && (new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
if (!OrderModify(ticket,OrderOpenPrice(),new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
else
{
// åñëè íîâûé ñòîïëîññ íå òîëüêî ëó÷øå ïðåäûäóùåãî, íî è êóðñà îòêðûòèÿ ïîçèöèè
if ((((new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point)<OrderStopLoss()) || (OrderStopLoss()==0)) && ((new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point)<OrderOpenPrice()) && (new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
if (!OrderModify(ticket,OrderOpenPrice(),new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð 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: