#define cnTaimFrame 9
extern int mTimeFrame = 3;
static int TimeFrame[ cnTaimFrame ] = {0,PERIOD_M1,PERIOD_M5,PERIOD_M15,PERIOD_M30,PERIOD_H1,PERIOD_H4,PERIOD_D1,PERIOD_W1,PERIOD_MN1 };
extern int mPeriod = 9;
extern double cRisk = 10; // 10%
extern double lTakeProfit = 10;
extern double sTakeProfit = 10;
extern double lTrailingStop = 30;
extern double sTrailingStop = 30;
extern int cFRI=6;
extern int cSL_P = 21;
extern int ÄÎÕÎÄ_ÏÈÏÑ=2;
extern int iTF_ôðàêòàëû = PERIOD_M30;
extern int iTF_EMA = PERIOD_M1;
extern int Slippage = 4;
extern double Lots = 0.1;
int order_id;
void deinit() {
}
static double rrr;
int start(){
int i;
int mCountSdelok;
double mSummaRisk;
double Ñâå÷àDown;
double Ñâå÷àUp;
// ÓäàëåíèåSTOP_ÎÐÄÅÐÎÂ();
int iTF = TimeFrame[ mTimeFrame ] ;
double diClose0=iClose(NULL,iTF,0);
double diClose2=iClose(NULL,iTF,0);
iTF = TimeFrame[ mTimeFrame ] ;
double diMA1=iMA(NULL,iTF_EMA,mPeriod,0,MODE_SMA,PRICE_OPEN,0);
double diMA3=iMA(NULL,iTF_EMA,mPeriod,0,MODE_SMA,PRICE_OPEN,0);
double mFRU;
double mFRD;
for ( i = 0; i<= cFRI; i++)
{
mFRU = iFractals(NULL, iTF_ôðàêòàëû,MODE_UPPER, i ); // ÂÅÐÕÍÈÉ ÔÐÀÊÒÀË ÈÙÅÌ
if (mFRU != 0)
break;
}
for ( i = 0; i<= cFRI; i++)
{
mFRD = iFractals(NULL, iTF_ôðàêòàëû,MODE_LOWER, i ); // ÍÈÆÍÈÉ ÔÐÀÊÒÀË ÈÙÅÌ
if (mFRD != 0)
break;
}
double ÒÐÅÍÄ1,ÒÐÅÍÄ2;
int ÒðåíäÂÅÐÕ;
int ÒðåíäÂÍÈÇ;
for ( i = 0; i <= 30; i++ )
{
ÒÐÅÍÄ1=NormalizeDouble( iMA(NULL,PERIOD_H1,30,0,MODE_EMA,PRICE_OPEN,i),4); // 30-ÿ ëèíèè äîëæíà èäòè èëè âíèç èëè ââåðõ
ÒÐÅÍÄ2=NormalizeDouble(iMA(NULL,PERIOD_H1,30,0,MODE_EMA,PRICE_OPEN,i+1),4); // 30-ÿ ëèíèè äîëæíà èäòè èëè âíèç èëè ââåðõ
if (ÒÐÅÍÄ1 >= ÒÐÅÍÄ2)
ÒðåíäÂÍÈÇ++;
if (ÒÐÅÍÄ1 <= ÒÐÅÍÄ2)
ÒðåíäÂÅÐÕ++;
}
//Print("íèç "+ÒðåíäÂÍÈÇ+" âåðõ "+ÒðåíäÂÅÐÕ);
// double EMA_2 = iMA(NULL,15,21,0,MODE_SMA,PRICE_OPEN,0);
// Print( " BALANCE [ "+AccountBalance()+" ] FreeMargin [ "+AccountFreeMargin()+" ] "+ rrr );
// if (!ExistPositions() && ( Ñâå÷àUp >= 0.0004 || Ñâå÷àDown >= 0.0004 ) ){
if (!ExistPositions() ){
//
// ÒÓÒ ÏÐÎÁÓÅÌ ÎÏÐÅÄÅËÈÒÜ òðåíä!
//
if ( AccountBalance() == AccountFreeMargin() )
{
mSummaRisk = AccountBalance() / 100 * cRisk;
}
else
{
mSummaRisk = (AccountBalance()+AccountFreeMargin()) / 100 * cRisk;
}
mCountSdelok = NormalizeDouble( (mSummaRisk / 100) / 4 , 0 ); // 100$ 1 - ñäåëêà
if (mCountSdelok <= 1)
mCountSdelok = 1;
if ( mCountSdelok >= 4 )
{
Lots = mCountSdelok * 0.1;
mCountSdelok = 4;
}
if (Lots >= 8)
{
mCountSdelok = 1;
Lots = 8;
}
//Lots = 0.1; // òîðìîçèì
//mCountSdelok=1; // îãàíè÷åíèå
if ( ( diClose0 < diMA1 ) && mFRU != 0 && ÒðåíäÂÅÐÕ > ÒðåíäÂÍÈÇ) // && EMA_2 < diClose0 )
{
Print(" mFRU ["+mFRU+" mFRD [ "+mFRD);
for ( i = 1; i <= mCountSdelok; i++)
OpenBuy();
//rrr = AccountBalance()-AccountFreeMargin();
//Print( " BALANCE [ "+AccountBalance()+" ] FreeMargin [ "+AccountFreeMargin()+" ] "+ rrr );
return(0);
}
if ((diClose2>diMA3 )&& mFRD != 0 && ÒðåíäÂÅÐÕ < ÒðåíäÂÍÈÇ ) // && EMA_2 > diClose0 ))
{
Print(" mFRU ["+mFRU+" mFRD [ "+mFRD);
for ( i = 1; i <= mCountSdelok; i++)
OpenSell();
//rrr = AccountBalance()-AccountFreeMargin();
//Print( " BALANCE [ "+AccountBalance()+" ] FreeMargin [ "+AccountFreeMargin()+" ] "+ rrr );
return(0);
}
}
TrailingPositionsBuy(lTrailingStop);
TrailingPositionsSell(sTrailingStop);
return (0);
}
bool ExistPositions() {
for (int i=0; i<OrdersTotal(); i++)
{
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if (OrderSymbol()==Symbol())
{
return(True);
}
}
}
return(false);
}
void TrailingPositionsBuy(int trailingStop)
{
string sCommentSL;
int order_opp;
double orderU;
double oppositeProfit;
for (int i=0; i<OrdersTotal(); i++)
{
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if (OrderSymbol()==Symbol())
{
if (OrderType()==OP_BUY)
{
/*
if ( OrderComment() == "tss" || OrderComment() == "tbs")
{
order_id = OrderTicket();
if ( OrderProfit() >= 30 )
OrderClose(order_id,0.3,Bid,3,Red);
}
else
{
*/
if (OrderProfit() >= ÄÎÕÎÄ_ÏÈÏÑ )
{
order_id = OrderTicket();
sCommentSL = OrderComment();
if ( StringSubstr(sCommentSL,0,2) == "SL" )
{
order_opp = order_id; // OrderTicket();
order_id = StrToInteger ( StringSubstr(sCommentSL,2,StringLen(sCommentSL) ) );
if ( OrderSelect(order_id , SELECT_BY_TICKET, MODE_TRADES) == true )
{
orderU = OrderProfit();
OrderSelect(order_opp , SELECT_BY_TICKET, MODE_TRADES);
oppositeProfit = OrderProfit();
// Print("<<<***>>>"+TimeToStr ( CurTime() )+" ÎÏÏ "+order_opp+" [ "+sCommentSL+"] "+oppositeProfit+" ÇÀÊ "+order_id+" "+orderU);
if ( oppositeProfit >= MathAbs(orderU) )
{
// Print(" >>>"+TimeToStr ( CurTime() )+" ÎÏÏ "+order_opp+" [ "+sCommentSL+"] "+oppositeProfit+" ÇÀÊ "+order_id+" "+orderU);
OrderCloseBy(order_id,order_opp);
}
}
}
else
{
OrderClose(order_id,Lots,Bid,3,Red);
ÓäàëåíèåSTOP_ÎÐÄÅÐÎÂ();
}
}
else
{
if (Bid-OrderOpenPrice()>trailingStop*Point)
{
if (OrderStopLoss()<Bid-trailingStop*Point)
ModifyStopLoss(Bid-trailingStop*Point);
}
}
}
}
}
}
}
void TrailingPositionsSell(int trailingStop)
{
string sCommentSL;
int order_opp;
double orderU;
double oppositeProfit;
for (int i=0; i<OrdersTotal(); i++)
{
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if (OrderSymbol()==Symbol())
{
if (OrderType()==OP_SELL)
{
/*
if ( OrderComment() == "tss" || OrderComment() == "tbs" )
{
order_id = OrderTicket();
if ( OrderProfit() >= 30 )
OrderClose(order_id,0.3,Ask,3,Red);
}
else
{
*/
if (OrderProfit() >= ÄÎÕÎÄ_ÏÈÏÑ )
{
order_id = OrderTicket();
sCommentSL = OrderComment();
if ( StringSubstr(sCommentSL,0,2) == "SL" )
{
order_opp = order_id; // OrderTicket();
order_id = StrToInteger ( StringSubstr(sCommentSL,2,StringLen(sCommentSL) ) );
if ( OrderSelect(order_id , SELECT_BY_TICKET, MODE_TRADES) == true )
{
orderU = OrderProfit();
OrderSelect(order_opp , SELECT_BY_TICKET, MODE_TRADES);
oppositeProfit = OrderProfit();
// Print("<<<***>>>"+TimeToStr ( CurTime() )+" ÎÏÏ "+order_opp+" [ "+sCommentSL+"] "+oppositeProfit+" ÇÀÊ "+order_id+" "+orderU);
if ( oppositeProfit >= MathAbs(orderU) )
{
// Print(" >>>"+TimeToStr ( CurTime() )+" ÎÏÏ "+order_opp+" [ "+sCommentSL+"] "+oppositeProfit+" ÇÀÊ "+order_id+" "+orderU);
OrderCloseBy(order_id,order_opp);
}
}
}
else
{
OrderClose(order_id,Lots,Ask,3,Red);
ÓäàëåíèåSTOP_ÎÐÄÅÐÎÂ();
}
}
else
{
if (OrderOpenPrice()-Ask>trailingStop*Point)
{
if (OrderStopLoss()>Ask+trailingStop*Point || OrderStopLoss()==0)
ModifyStopLoss(Ask+trailingStop*Point);
}
}
} //(OrderType()==OP_SELL)
}
}
}
}
void ModifyStopLoss(double ldStopLoss) {
bool fm;
fm = OrderModify(OrderTicket(),OrderOpenPrice(),ldStopLoss,OrderTakeProfit(),0,CLR_NONE);
// if (fm && UseSound) PlaySound(NameFileSound);
}
void OpenBuy() {
double ldLot, ldStop, ldTake;
string lsComm;
string sComment;
ldLot = Lots; // GetSizeLot();
ldStop = 0;
// ldTake = Ask+lTakeProfit*Point; // GetTakeProfitBuy();
lsComm = ""; // ;GetCommentForOrder();
order_id = OrderSend(Symbol(),OP_BUY,ldLot,Ask,Slippage,ldStop,ldTake,lsComm,0,0, Red);
if (order_id != -1)
{
sComment = "SL"+order_id ;
OrderSend(Symbol(),OP_SELLSTOP,ldLot*3,Bid-cSL_P*Point,3,0,0,sComment,order_id,0,0);
}
// if (UseSound) PlaySound(NameFileSound);
}
void OpenSell() {
double ldLot, ldStop, ldTake;
string lsComm;
string sComment;
ldLot = Lots; // GetSizeLot();
ldStop = 0;
// ldTake = Bid-sTakeProfit*Point; // GetTakeProfitSell();
lsComm = ""; // GetCommentForOrder();
order_id = OrderSend(Symbol(),OP_SELL,ldLot,Bid,Slippage,ldStop,ldTake,lsComm,0,0,SandyBrown);
if (order_id != -1)
{
sComment = "SL"+order_id ;
OrderSend(Symbol(),OP_BUYSTOP,ldLot*3,Ask+cSL_P*Point,3,0,0,sComment,order_id,0,0);
}
// if (UseSound) PlaySound(NameFileSound);
}
//string GetCommentForOrder() { return(Name_Expert); }
//double GetSizeLot() { return(Lots); }
//double GetTakeProfitBuy() { return(Ask+lTakeProfit*Point); }
//double GetTakeProfitSell() { return(Bid-sTakeProfit*Point); }
void ÓäàëåíèåSTOP_ÎÐÄÅÐÎÂ()
{
int i,j;
int tiket,tiketSTOP;
int magicSTOP;
int flag;
for (i=0; i<OrdersTotal(); i++)
{
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if (OrderType()==OP_SELLSTOP)
{
tiketSTOP = OrderTicket();
magicSTOP = OrderMagicNumber(); //
flag = 0;
for ( j=0; j<OrdersTotal(); j++)
{
if ( OrderType() != OP_SELLSTOP && OrderType() != OP_BUYSTOP )
{
tiket = OrderTicket();
if ( magicSTOP == tiket)
{
flag = 1;
}
}
}
if (flag ==0)
OrderDelete(tiketSTOP);
}
if (OrderType()==OP_BUYSTOP)
{
tiketSTOP = OrderTicket();
magicSTOP = OrderMagicNumber(); //
flag = 0;
for ( j=0; j < OrdersTotal(); j++ )
{
if ( OrderType() != OP_BUYSTOP )
{
tiket = OrderTicket();
if ( magicSTOP == tiket)
{
flag = 1;
}
}
}
if (flag ==0)
OrderDelete(tiketSTOP);
}
}
}
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Fractals
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
Other Features:
