e-TSAtr_NRTR_Last

//+------------------------------------------------------------------+
//|                                            e-TSATR_NRTR_Last.mq4 |
//|                      Copyright © 2005, Al (idea from Oleg VS)    |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
/*
Äîáàâëåíà íîâàÿ âñòîðîåííàÿ âåðñèÿ òðåéëèíãîâàíèÿ, êîòîðàÿ çàäà¸òñÿ ïîëüçîâàòåëüñêîé ïåðåìåííîé Vts. 
Ïðè óñòàíîâêå Vts=1 ýêñïåðò òðåéëèíãóåò ñòîïû, êàê è â ïðåæíåé âåðñèè, â çàâèñèìîñòè îò çíà÷åíèÿ ATR íà 
ïåðâîì áàðå(íóëåâîé áàð â ðàññ÷åò íå ïðèíèìàåòñÿ). Ïðè óñòàíîâêå Vts=2 ñòîï òðåéëèíãóåòñÿ îò ïîñëåäíèõ 
ýêñòðåìóìîâ öåíû íà ðàññòîÿíèè àìïëèòóäû(øèðèíû äèàïàçîíà) íà çàäàííîì ïåðèîäå(ïî óìîë÷àíèþ Prange=5). 
Ïðèìåíåíèå òàêîãî ñïîñîáà òðåéëèíãîâàíèÿ ñòîïà èñïûòàíî â ðåàëüíîì âðåìåíè è ïðîâåðåíî ïóò¸ì ïîäñòàíîâêè 
â ðàçëè÷íûå ýêñïåðòû è ñèñòåìû.  ðåçóëüòàòå òåñòîâ âûÿâëåíî óâåëè÷åíèå ïðîôèòíîñòè íà 15-25% â ðàçëè÷íûõ 
ýêñïåðòàõ. Âñå çàäàííûå ïàðàìåòðû è òåêóùèå ðàññ÷åòíûå çíà÷åíèÿ êîììåíòèðóþòñÿ â ëåâîì âåðõíåì óãëó ãðàôèêà. 
*/
extern double Patr=9;
extern double Prange=5;
extern double Kstop=1.5;
extern double kts=2;
extern double Vts=2;

double cnt=0,ValATR=0,hi=0,lo=0,SL=0,TS=0,prevBars=0;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
{
  int i,mode,ticket,total;

  if (prevBars!=Bars) 
  {
    ValATR=0;
    for(i=1; i<=Patr; i++) { if(i<=Patr) { ValATR+=High[i]-Low[i]; } }
    ValATR=ValATR/Patr;
     
    hi=High[Highest(NULL,0,MODE_HIGH,Prange,Prange)]; 
    lo=Low[Lowest(NULL,0,MODE_LOW,Prange,Prange)]; 
 
    if (Vts==1)  {TS=kts*ValATR; SL=Kstop*ValATR;}
    if (Vts==2)  {TS=(hi-lo);    SL=Kstop*(hi-lo);}
    prevBars = Bars;
  }

  if (Vts<1 || Vts>2)  return(0);

//-------------------------------------------------------

  for (cnt=0; cnt<=OrdersTotal(); cnt++)
  {
    OrderSelect(cnt,SELECT_BY_POS);
    mode=OrderType();
    if(OrderSymbol()==Symbol())
    {
//First Stop---------------------------------
      if (mode==OP_BUY && OrderStopLoss()== 0)
      {
        OrderModify(OrderTicket(),OrderOpenPrice(),Low[0]-SL,OrderTakeProfit(),0,CLR_NONE);
        PlaySound("expert.wav");
        return(0);
      }

      if (mode==OP_SELL && OrderStopLoss()==0)
      {
        OrderModify(OrderTicket(),OrderOpenPrice(),High[0]+SL,OrderTakeProfit(),0,CLR_NONE);
        PlaySound("expert.wav");
        return(0);
      }
//Main Trailing-------------------------------
      if ((mode==OP_BUY && High[0]-OrderOpenPrice()>TS && OrderStopLoss()<High[0]-TS) || OrderStopLoss()==0)
      {
        OrderModify(OrderTicket(),OrderOpenPrice(),High[0]-TS,OrderTakeProfit(),0,CLR_NONE);
        PlaySound("expert.wav");
        return(0);
      }

      if ((mode==OP_SELL && OrderOpenPrice()-Low[0]>TS && OrderStopLoss()>Low[0]+TS) || OrderStopLoss()==0)
      {
        OrderModify(OrderTicket(),OrderOpenPrice(),Low[0]+TS,OrderTakeProfit(),0,CLR_NONE);
        PlaySound("expert.wav");
        return(0);
      }
    }
  }

  Comment("Versia: ",Vts,"\n",
          "Per_ATR: ",Patr,"\n",
          "Per_Range: ",Prange,"\n",
          "Range: ",(High[0]-Low[0]),"\n",
          "ATR: ",ValATR,"\n",
          "SL: ",SL,"\n",
          "TS: ",TS);

  return(0);
}