Moving_Average

//+------------------------------------------------------------------+
//|                                           Moving_Average_v01.mq4 |
//+------------------------------------------------------------------+
#define MAGICMA  20140101
 
extern double Lots               = 0.01;
extern double MaximumRisk        = 0.0025;
extern double DecreaseFactor     = 10;
extern int    MovingPeriod       = 89;
extern int    MovingPeriod2      = 34;
extern int    MovingShift        = 0;
extern int    MovingShift2       = 0;
extern int    StopLoss           = 100;
extern double WR                 = 6;
                                          // òðåéëèíã-ñòîï (0 - îòêë)
extern int    Trail_Stop         = 300;
                                          // øàã òðåéëèíã-ñòîïà
extern int    Step_TS            = 300;
                                          // ïåðèîä òîðãîâëè
extern int    Period_Torg        = 60;
//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders()
{
   int buys=0,sells=0;
//----
   for(int i=0;i<OrdersTotal();i++)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
      {
         if(OrderType()==OP_BUY)  buys++;
         if(OrderType()==OP_SELL) sells++;
      }
   }
//---- return orders volume
   if(buys>0) return(buys);
   return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size                                       |
//+------------------------------------------------------------------+
double LotsOptimized()
  {
   double lot=Lots;
   int    orders=OrdersHistoryTotal();     // history orders total
   int    losses=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,01);
//---- calcuulate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      for(int i=orders-1;i>=0;i--)
        {
         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
         if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
         //----
         if(OrderProfit()>0) break;
         if(OrderProfit()<0) losses++;
        }
      if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }
//---- return lot size
   double min_l=MarketInfo(Symbol(),MODE_MINLOT);
   double max_l=MarketInfo(Symbol(),MODE_MAXLOT);
   //.............................................
   if(lot<min_l) lot=min_l;
   if(lot>max_l) lot=max_l;
   return(lot);
  }
//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void CheckForOpen()
{
   double ma;
   double lma;
   int    res;
//---- go trading only for first tiks of new bar
   ma =iMA(NULL,Period_Torg,MovingPeriod, MovingShift, MODE_SMMA,PRICE_CLOSE,0);
   lma=iMA(NULL,Period_Torg,MovingPeriod2,MovingShift2,MODE_SMMA,PRICE_CLOSE,0);
 
//---- sell conditions
   if(ma>lma && iOpen(Symbol(),Period_Torg,1)>ma && iClose(Symbol(),Period_Torg,1)<ma)
   {
      RefreshRates();
      res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
      if (res<0)Comment(GetLastError());
      return;
   }
 
//---- buy conditions
   if(lma>ma && iOpen(Symbol(),Period_Torg,1)<ma && iClose(Symbol(),Period_Torg,1)>ma)  
   {
      RefreshRates();
      res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
      if (res<0)Comment(GetLastError());
      return;
}
//----
}
//+------------------------------------------------------------------+
//| Check for close order conditions                                 |
//+------------------------------------------------------------------+
void CheckForClose()
{
   double ma;
   double lma;
//---- get Moving Average 
   ma =iMA(NULL,0,MovingPeriod, MovingShift,MODE_SMMA,PRICE_CLOSE,0);
   lma=iMA(NULL,0,MovingPeriod2,MovingShift,MODE_SMMA,PRICE_CLOSE,0);
//----
   for(int i=0;i<OrdersTotal();i++)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
      //---- check order type 
      if(OrderType()==OP_BUY)
      {
         RefreshRates();
         if(iClose(Symbol(),Period_Torg,1)<lma && iOpen(Symbol(),Period_Torg,1)>lma && lma>ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
         break;            
      }
      if(OrderType()==OP_SELL)
      {
         RefreshRates();
         if(iClose(Symbol(),Period_Torg,1)>lma && iOpen(Symbol(),Period_Torg,1)<lma && ma>lma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
         break;         
      }
   }
//----
}
//+------------------------------------------------------------------+
void Check_TP_SL()
{
   double ma =iMA(NULL,0,MovingPeriod, MovingShift,MODE_SMMA,PRICE_CLOSE,0);
   
   double SL;
   double TP;
   for(int i=0;i<OrdersTotal();i++)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
      //---- check order type 
      if(OrderType()==OP_BUY)
      {
         RefreshRates();
         SL=0;
         if (StopLoss>0)SL=ND(ma-StopLoss*Point);
         TP=0;
         if (WR>0)TP=ND(Ask+WR*(OrderOpenPrice()-SL));
         if((WR>0 && OrderTakeProfit()==0) || (StopLoss>0 && OrderTakeProfit()==0))
            OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,Green);
         break;            
      }
      if(OrderType()==OP_SELL)
      {
         RefreshRates();
         SL=0;
         if (StopLoss>0)SL=ND(ma+StopLoss*Point);
         TP=0;
         if (WR>0)TP=ND(Ask-WR*(SL-OrderOpenPrice()));
         if((WR>0 && OrderTakeProfit()==0) || (StopLoss>0 && OrderTakeProfit()==0))
            OrderModify(OrderTicket(),OrderOpenPrice(),SL,TP,0,Green);
         break;            
      }
   }
//----
}
//+------------------------------------------------------------------+
void Check_Trail_Stop()
{     // òðåéëèíã-ñòîï
   if (Step_TS<1)Step_TS=1;
   double sl;
   
   RefreshRates();
   double tek_bid=Bid;
   double tek_ask=Ask;

   for(int i=0; i<OrdersTotal(); i++)
   {
      if (!OrderSelect(i,SELECT_BY_POS)==true)continue;
      if (OrderSymbol()!=Symbol())continue;
      if (OrderMagicNumber()!=MAGICMA)continue;
      
      if (OrderType() == OP_BUY)
         if (ND(tek_bid) >= ND(OrderOpenPrice()+Trail_Stop*Point))
         {
            if (ND(OrderStopLoss())==0 || ND(OrderStopLoss()) < ND(OrderOpenPrice()))
               OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice(),OrderTakeProfit(),0);
            else
            {
               sl=OrderStopLoss()+Step_TS*Point;
               if (ND(sl) <= ND(tek_bid-(Trail_Stop+Step_TS)*Point) && ND(sl)>ND(OrderStopLoss()))
                  OrderModify(OrderTicket(),OrderOpenPrice(),sl,OrderTakeProfit(),0);
            }
         }

      if (OrderType() == OP_SELL)
         if (ND(tek_ask) <= ND(OrderOpenPrice()-Trail_Stop*Point))
         {
            if (ND(OrderStopLoss())==0 || ND(OrderStopLoss()) > ND(OrderOpenPrice()))
               OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice(),OrderTakeProfit(),0);
            else
            {
               sl=OrderStopLoss()-Step_TS*Point;
               if (ND(sl) >= ND(tek_ask+(Trail_Stop+Step_TS)*Point) && ND(sl)<ND(OrderStopLoss()))
                  OrderModify(OrderTicket(),OrderOpenPrice(),sl,OrderTakeProfit(),0);
            }
         }
   }
}
//-----------------------------------------------
double ND(double n)
{
   return(NormalizeDouble(n,Digits));
}
//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
{
//---- check for history and trading
   if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
   if(CalculateCurrentOrders()==0) 
      CheckForOpen();
   else
   {
      CheckForClose();
      if (StopLoss>0 || WR>0)Check_TP_SL();
      if (Trail_Stop>0)Check_Trail_Stop();
   }
//----
}
//+------------------------------------------------------------------+