TrailingByATR

//+------------------------------------------------------------------+
//|                                                TrailingByATR.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      iAtr_timeframe;      // ïåðèîä ãðàôèêà, íà êîòîðîì ñ÷èòàåòñÿ ATR (1, 5, 15, 30, 60, 240, 1440, 10080, 43200)
extern   int      iAtr1_period = 5;    // ïåðèîä ïåðâîãî ATR
extern   int      iAtr1_shift = 1;     // ñäâèã ïåðâîãî ATR
extern   int      iAtr2_period = 36;   // ïåðèîä âòîðîãî ATR
extern   int      iAtr2_shift = 1;     // ñäâèã âòîðîãî ATR
extern   double   dCoeff = 1;          // êîýôôèöèåíò, íà êîòîðûé ìíîæèì ATR, ÷òîáû ïîëó÷èòü ñòîïëîññ (ïðè coeff=1 ñòîï áóäåð ðàçìåùåí íà ðàññòîÿíèè â 1 ATR, ïðè coeff=1.5 - íà ðàññòîÿíèè â ïîëòîðà ATR è ò.ä.)
extern   bool     bTrlinloss = false;  // ñëåäóåò ëè òðàëèòü íà ó÷àñòêå ëîññîâ (ìåæäó êóðñîì ñòîïëîññà è îòêðûòèÿ)

//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ ÏÎ ATR (Average True Range, Ñðåäíèé èñòèííûé äèàïàçîí)  |
//| Ïðè çàïóñêå ýêñïåðòà åìó íåîáõîäèìî óêàçàòü óíèêàëüíûé íîìåð     |
//| (òèêåò) îòêðûòîé ïîçèöèè, à òàêæå îïðåäåëèòü ïàðàìåòðû òðåéëèíãà:|
//| ïåðèîä ÀÒR è êîýôôèöèåíò, íà êîòîðûé óìíîæàåòñÿ ATR. Ò.î.        |
//| ñòîïëîññ "òÿíåòñÿ" íà ðàññòîÿíèè ATR õ N îò òåêóùåãî êóðñà;      |
//| ïåðåíîñ - íà íîâîì áàðå (ò.å. îò öåíû îòêðûòèÿ î÷åðåäíîãî áàðà)  |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {  
   return(0);
  }
  
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
   return(0);
  }
  
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  { 
   TrailingByATR(iTicket,iAtr_timeframe,iAtr1_period,iAtr1_shift,iAtr2_period,iAtr2_shift,dCoeff,bTrlinloss);
   return(0);
  }
//+------------------------------------------------------------------+

void TrailingByATR(int ticket,int atr_timeframe,int atr1_period,int atr1_shift,int atr2_period,int atr2_shift,double coeff,bool trlinloss)
   {
   // ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ   
   if ((ticket==0) || (atr1_period<1) || (atr2_period<1) || (coeff<=0) || (!OrderSelect(ticket,SELECT_BY_TICKET)) || 
   ((atr_timeframe!=1) && (atr_timeframe!=5) && (atr_timeframe!=15) && (atr_timeframe!=30) && (atr_timeframe!=60) && 
   (atr_timeframe!=240) && (atr_timeframe!=1440) && (atr_timeframe!=10080) && (atr_timeframe!=43200)) || (atr1_shift<0) || (atr2_shift<0))
      {
      Print("Òðåéëèíã ôóíêöèåé TrailingByATR() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
      return(0);
      }
   
   double curr_atr1; // òåêóùåå çíà÷åíèå ATR - 1
   double curr_atr2; // òåêóùåå çíà÷åíèå ATR - 2
   double best_atr; // áîëüøåå èç çíà÷åíèé ATR
   double atrXcoeff; // ðåçóëüòàò óìíîæåíèÿ áîëüøåãî èç ATR íà êîýôôèöèåíò
   double newstop; // íîâûé ñòîïëîññ
   
   // òåêóùåå çíà÷åíèå ATR-1, ATR-2
   curr_atr1 = iATR(Symbol(),atr_timeframe,atr1_period,atr1_shift);
   curr_atr2 = iATR(Symbol(),atr_timeframe,atr2_period,atr2_shift);
   
   // áîëüøåå èç çíà÷åíèé
   best_atr = MathMax(curr_atr1,curr_atr2);
   
   // ïîñëå óìíîæåíèÿ íà êîýôôèöèåíò
   atrXcoeff = best_atr * coeff;
              
   // åñëè äëèííàÿ ïîçèöèÿ (OP_BUY)
   if (OrderType()==OP_BUY)
      {
      // îòêëàäûâàåì îò òåêóùåãî êóðñà (íîâûé ñòîïëîññ)
      newstop = Bid - atrXcoeff;           
      
      // åñëè trlinloss==true (ò.å. ñëåäóåò òðàëèòü â çîíå ëîññîâ), òî
      if (trlinloss==true)      
         {
         // åñëè ñòîïëîññ íåîïðåäåëåí, òî òðàëèì â ëþáîì ñëó÷àå
         if ((OrderStopLoss()==0) && (newstop<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
            {
            if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
            Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
            }
         // èíà÷å òðàëèì òîëüêî åñëè íîâûé ñòîï ëó÷øå ñòàðîãî
         else
            {
            if ((newstop>OrderStopLoss()) && (newstop<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
            if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
            Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
            }
         }
      else
         {
         // åñëè ñòîïëîññ íåîïðåäåëåí, òî òðàëèì, åñëè ñòîï ëó÷øå îòêðûòèÿ
         if ((OrderStopLoss()==0) && (newstop>OrderOpenPrice()) && (newstop<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
            {
            if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
            Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
            }
         // åñëè ñòîï íå ðàâåí 0, òî ìåíÿåì åãî, åñëè îí ëó÷øå ïðåäûäóùåãî è êóðñà îòêðûòèÿ
         else
            {
            if ((newstop>OrderStopLoss()) && (newstop>OrderOpenPrice()) && (newstop<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
            if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
            Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
            }
         }
      }
      
   // åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL)
   if (OrderType()==OP_SELL)
      {
      // îòêëàäûâàåì îò òåêóùåãî êóðñà (íîâûé ñòîïëîññ)
      newstop = Ask + atrXcoeff;
      
      // åñëè trlinloss==true (ò.å. ñëåäóåò òðàëèòü â çîíå ëîññîâ), òî
      if (trlinloss==true)      
         {
         // åñëè ñòîïëîññ íåîïðåäåëåí, òî òðàëèì â ëþáîì ñëó÷àå
         if ((OrderStopLoss()==0) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
            {
            if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
            Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
            }
         // èíà÷å òðàëèì òîëüêî åñëè íîâûé ñòîï ëó÷øå ñòàðîãî
         else
            {
            if ((newstop<OrderStopLoss()) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
            if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
            Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
            }
         }
      else
         {
         // åñëè ñòîïëîññ íåîïðåäåëåí, òî òðàëèì, åñëè ñòîï ëó÷øå îòêðûòèÿ
         if ((OrderStopLoss()==0) && (newstop<OrderOpenPrice()) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
            {
            if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
            Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
            }
         // åñëè ñòîï íå ðàâåí 0, òî ìåíÿåì åãî, åñëè îí ëó÷øå ïðåäûäóùåãî è êóðñà îòêðûòèÿ
         else
            {
            if ((newstop<OrderStopLoss()) && (newstop<OrderOpenPrice()) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
            if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
            Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
            }
         }
      }      
   }


//+------------------------------------------------------------------+