This script is a comprehensive utility for automated trade management in MetaTrader 4. It provides several different mathematical methods to automatically adjust "Stop Loss" levels (trailing stops) based on market conditions, price action, or time.
Instead of a simple fixed distance, this script allows a trader to use sophisticated logic to protect profits and manage risk dynamically. Here is a breakdown of the various strategies included:
1. Fractal-Based Trailing
This method uses "fractals"—specific structural turning points in the price chart—to determine where to move your stop loss.
- How it works: The script identifies recent peaks or valleys (highs and lows).
- Behavior: For a buy position, it looks for the most recent significant low; for a sell position, it looks for the most recent high. You can choose whether the script should only move the stop into profit or if it is allowed to trail even while the trade is in a loss.
2. Shadow-Based Trailing
This logic focuses on the "wicks" or "shadows" of price candles (the thin lines showing the highest and lowest prices reached during a period).
- How it works: It looks back at a specific number of recent candles and identifies the minimum low (for buys) or maximum high (for sells) within that range.
- Behavior: This allows for a more sensitive trailing stop that reacts to the extreme reach of price action rather than just the closing prices.
3. Staircase Trailing
This is a structured, "stepped" approach to moving your stop loss.
- How it works: You define a target distance and a "step" size.
- Behavior: The stop loss only moves once the price has moved significantly in your favor. For example, you can set it so that the stop only moves every time the price gains a certain amount of pips, creating a "staircase" effect rather than a constant, fluid move.
4. Udavka (Constriction) Trailing
This is a multi-level dynamic strategy that adjusts the trailing distance based on how far the price has traveled from your entry point.
- How it works: You define three different levels of profit and three corresponding trailing distances.
- Behavior: As the trade moves into higher profit zones, the "leash" (trailing distance) automatically shortens. It acts like a constriction—the further the price goes in your favor, the tighter the protection becomes.
5. Time-Based Trailing
This replaces price action with a clock.
- How it works: You set a specific time interval (e.g., every 10 minutes).
- Behavior: At every interval, the script moves the stop loss by a fixed amount of pips. This ensures that your risk is constantly being locked in at regular chronological milestones regardless of what the price chart is doing.
6. ATR-Based Trailing
This uses the Average True Range (ATR), which measures market volatility.
- How it works: It calculates how much the market typically moves in a given timeframe and multiplies that by a coefficient you provide.
- Behavior: This is an "intelligent" stop. In high-volatility markets, the stop loss will stay further away to avoid being hit by "noise." In low-volatility markets, it will tighten significantly to lock in gains.
7. Ratchet Trailing
This is a complex "breakout" style of management designed to handle both profit and loss scenarios.
- How it works: It uses specific price levels (profit targets) and corresponding stop loss levels.
- Behavior: If the price reaches a certain level, the stop moves to a pre-defined point. If the trade goes into a loss, it includes logic to move the stop to "deeper" levels of protection if the price recovers significantly, effectively trying to "catch" a trade that has moved against you but is showing signs of life.
8. KillLoss
This is an aggressive, high-speed protection mechanism for trades moving against you.
- How it works: It calculates the speed at which your loss is increasing and moves the stop loss toward the current price at a proportional "acceleration" rate.
- Behavior: If the market drops rapidly against a buy position, this script can move the stop loss up quickly to force an exit before the loss becomes catastrophic.
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TrailingFuncLib
//+------------------------------------------------------------------+
//| TrailingAll.mq4 |
//| I_D |
//| Ñîôò äëÿ óïðàâëåíèÿ êàïèòàëîì: http://www.mymmk.com/ |
//+------------------------------------------------------------------+
#property copyright "I_D / Þðèé Äçþáàí"
#property link "http://www.mymmk.com/ Ñîôò äëÿ óïðàâëåíèÿ êàïèòàëîì"
#property library
static datetime sdtPrevtime = 0;
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ ÏÎ ÔÐÀÊÒÀËÀÌ |
//| Ôóíêöèè ïåðåäà¸òñÿ òèêåò ïîçèöèè, êîëè÷åñòâî áàðîâ â ôðàêòàëå, |
//| è îòñòóï (ïóíêòîâ) - ðàññòîÿíèå îò ìàêñ. (ìèí.) ñâå÷è, íà |
//| êîòîðîå ïåðåíîñèòñÿ ñòîïëîññ (îò 0), trlinloss - òðàëèòü ëè â |
//| çîíå óáûòêîâ |
//+------------------------------------------------------------------+
void TrailingByFractals(int ticket,int tmfrm,int frktl_bars,int indent,bool trlinloss)
{
int i, z; // counters
int extr_n; // íîìåð áëèæàéøåãî ýêñòðåìóìà frktl_bars-áàðíîãî ôðàêòàëà
double temp; // ñëóæåáíàÿ ïåðåìåííàÿ
int after_x, be4_x; // ñâå÷åé ïîñëå è äî ïèêà ñîîòâåòñòâåííî
int ok_be4, ok_after; // ôëàãè ñîîòâåòñòâèÿ óñëîâèþ (1 - íåïðàâèëüíî, 0 - ïðàâèëüíî)
int sell_peak_n, buy_peak_n; // íîìåðà ýêñòðåìóìîâ áëèæàéøèõ ôðàêòàëîâ íà ïðîäàæó (äëÿ ïîäæàòèÿ äë.ïîç.) è ïîêóïêó ñîîòâåòñâåííî
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((frktl_bars<=3) || (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 TrailingByFractals() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
temp = frktl_bars;
if (MathMod(frktl_bars,2)==0)
extr_n = temp/2;
else
extr_n = MathRound(temp/2);
// áàðîâ äî è ïîñëå ýêñòðåìóìà ôðàêòàëà
after_x = frktl_bars - extr_n;
if (MathMod(frktl_bars,2)!=0)
be4_x = frktl_bars - extr_n;
else
be4_x = frktl_bars - extr_n - 1;
// åñëè äëèííàÿ ïîçèöèÿ (OP_BUY), íàõîäèì áëèæàéøèé ôðàêòàë íà ïðîäàæó (ò.å. ýêñòðåìóì "âíèç")
if (OrderType()==OP_BUY)
{
// íàõîäèì ïîñëåäíèé ôðàêòàë íà ïðîäàæó
for (i=extr_n;i<iBars(Symbol(),tmfrm);i++)
{
ok_be4 = 0; ok_after = 0;
for (z=1;z<=be4_x;z++)
{
if (iLow(Symbol(),tmfrm,i)>=iLow(Symbol(),tmfrm,i-z))
{
ok_be4 = 1;
break;
}
}
for (z=1;z<=after_x;z++)
{
if (iLow(Symbol(),tmfrm,i)>iLow(Symbol(),tmfrm,i+z))
{
ok_after = 1;
break;
}
}
if ((ok_be4==0) && (ok_after==0))
{
sell_peak_n = i;
break;
}
}
// åñëè òðàëèòü â óáûòêå
if (trlinloss==true)
{
// åñëè íîâûé ñòîïëîññ ëó÷øå èìåþùåãîñÿ (â ò.÷. åñëè ñòîïëîññ == 0, íå âûñòàâëåí)
// à òàêæå åñëè êóðñ íå ñëèøêîì áëèçêî, íó è åñëè ñòîïëîññ óæå íå áûë ïåðåìåùåí íà ðàññìàòðèâàåìûé óðîâåíü
if ((iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point>OrderStopLoss()) && (iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
// åñëè òðàëèòü òîëüêî â ïðîôèòå, òî
else
{
// åñëè íîâûé ñòîïëîññ ëó÷øå èìåþùåãîñÿ È êóðñà îòêðûòèÿ, à òàêæå íå ñëèøêîì áëèçêî ê òåêóùåìó êóðñó
if ((iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point>OrderStopLoss()) && (iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point>OrderOpenPrice()) && (iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),iLow(Symbol(),tmfrm,sell_peak_n)-indent*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
// åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL), íàõîäèì áëèæàéøèé ôðàêòàë íà ïîêóïêó (ò.å. ýêñòðåìóì "ââåðõ")
if (OrderType()==OP_SELL)
{
// íàõîäèì ïîñëåäíèé ôðàêòàë íà ïðîäàæó
for (i=extr_n;i<iBars(Symbol(),tmfrm);i++)
{
ok_be4 = 0; ok_after = 0;
for (z=1;z<=be4_x;z++)
{
if (iHigh(Symbol(),tmfrm,i)<=iHigh(Symbol(),tmfrm,i-z))
{
ok_be4 = 1;
break;
}
}
for (z=1;z<=after_x;z++)
{
if (iHigh(Symbol(),tmfrm,i)<iHigh(Symbol(),tmfrm,i+z))
{
ok_after = 1;
break;
}
}
if ((ok_be4==0) && (ok_after==0))
{
buy_peak_n = i;
break;
}
}
// åñëè òðàëèòü â óáûòêå
if (trlinloss==true)
{
if (((iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point<OrderStopLoss()) || (OrderStopLoss()==0)) && (iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
// åñëè òðàëèòü òîëüêî â ïðîôèòå, òî
else
{
// åñëè íîâûé ñòîïëîññ ëó÷øå èìåþùåãîñÿ È êóðñà îòêðûòèÿ
if ((((iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point<OrderStopLoss()) || (OrderStopLoss()==0))) && (iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point<OrderOpenPrice()) && (iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),iHigh(Symbol(),tmfrm,buy_peak_n)+(indent+MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍà ÏÎ ÒÅÍßÌ N ÑÂÅ×ÅÉ |
//| Ôóíêöèè ïåðåäà¸òñÿ òèêåò ïîçèöèè, 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), trlinloss - òðàëèòü ëè â ëîññå |
//+------------------------------------------------------------------+
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());
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍà ÑÒÀÍÄÀÐÒÍÛÉ-ÑÒÓÏÅÍ×ÀÑÒÛÉ |
//| Ôóíêöèè ïåðåäà¸òñÿ òèêåò ïîçèöèè, ðàññòîÿíèå îò êóðñà îòêðûòèÿ, |
//| íà êîòîðîì òðåéëèíã çàïóñêàåòñÿ (ïóíêòîâ) è "øàã", ñ êîòîðûì îí |
//| ïåðåíîñèòñÿ (ïóíêòîâ) |
//| Ïðèìåð: ïðè +30 ñòîï íà +10, ïðè +40 - ñòîï íà +20 è ò.ä. |
//+------------------------------------------------------------------+
void TrailingStairs(int ticket,int trldistance,int trlstep)
{
double nextstair; // áëèæàéøåå çíà÷åíèå êóðñà, ïðè êîòîðîì áóäåì ìåíÿòü ñòîïëîññ
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((trldistance<MarketInfo(Symbol(),MODE_STOPLEVEL)) || (trlstep<1) || (trldistance<trlstep) || (ticket==0) || (!OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)))
{
Print("Òðåéëèíã ôóíêöèåé TrailingStairs() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
// åñëè äëèííàÿ ïîçèöèÿ (OP_BUY)
if (OrderType()==OP_BUY)
{
// ðàñ÷èòûâàåì, ïðè êàêîì çíà÷åíèè êóðñà ñëåäóåò ñêîððåêòèðîâàòü ñòîïëîññ
// åñëè ñòîïëîññ íèæå îòêðûòèÿ èëè ðàâåí 0 (íå âûñòàâëåí), òî áëèæàéøèé óðîâåíü = êóðñ îòêðûòèÿ + trldistance + ñïðýä
if ((OrderStopLoss()==0) || (OrderStopLoss()<OrderOpenPrice()))
nextstair = OrderOpenPrice() + trldistance*Point;
// èíà÷å áëèæàéøèé óðîâåíü = òåêóùèé ñòîïëîññ + trldistance + trlstep + ñïðýä
else
nextstair = OrderStopLoss() + trldistance*Point;
// åñëè òåêóùèé êóðñ (Bid) >= nextstair è íîâûé ñòîïëîññ òî÷íî ëó÷øå òåêóùåãî, êîððåêòèðóåì ïîñëåäíèé
if (Bid>=nextstair)
{
if ((OrderStopLoss()==0) || (OrderStopLoss()<OrderOpenPrice()) && (OrderOpenPrice() + trlstep*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() + trlstep*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
else
{
if (!OrderModify(ticket,OrderOpenPrice(),OrderStopLoss() + trlstep*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
// åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL)
if (OrderType()==OP_SELL)
{
// ðàñ÷èòûâàåì, ïðè êàêîì çíà÷åíèè êóðñà ñëåäóåò ñêîððåêòèðîâàòü ñòîïëîññ
// åñëè ñòîïëîññ íèæå îòêðûòèÿ èëè ðàâåí 0 (íå âûñòàâëåí), òî áëèæàéøèé óðîâåíü = êóðñ îòêðûòèÿ + trldistance + ñïðýä
if ((OrderStopLoss()==0) || (OrderStopLoss()>OrderOpenPrice()))
nextstair = OrderOpenPrice() - (trldistance + MarketInfo(Symbol(),MODE_SPREAD))*Point;
// èíà÷å áëèæàéøèé óðîâåíü = òåêóùèé ñòîïëîññ + trldistance + trlstep + ñïðýä
else
nextstair = OrderStopLoss() - (trldistance + MarketInfo(Symbol(),MODE_SPREAD))*Point;
// åñëè òåêóùèé êóðñ (Àñê) >= nextstair è íîâûé ñòîïëîññ òî÷íî ëó÷øå òåêóùåãî, êîððåêòèðóåì ïîñëåäíèé
if (Ask<=nextstair)
{
if ((OrderStopLoss()==0) || (OrderStopLoss()>OrderOpenPrice()) && (OrderOpenPrice() - (trlstep + MarketInfo(Symbol(),MODE_SPREAD))*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() - (trlstep + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
else
{
if (!OrderModify(ticket,OrderOpenPrice(),OrderStopLoss()- (trlstep + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍà ÑÒÀÍÄÀÐÒÍÛÉ-ÇÀÒßÃÈÂÀÞÙÈÉÑß |
//| Ôóíêöèè ïåðåäà¸òñÿ òèêåò ïîçèöèè, èñõîäíûé òðåéëèíã (ïóíêòîâ) è |
//| 2 "óðîâíÿ" (çíà÷åíèÿ ïðîôèòà, ïóíêòîâ), ïðè êîòîðûõ òðåéëèíã |
//| ñîêðàùàåì, è ñîîòâåòñòâóþùèå çíà÷åíèÿ òðåéëèíãà (ïóíêòîâ) |
//| Ïðèìåð: èñõîäíûé òðåéëèíã 30 ï., ïðè +50 - 20 ï., +80 è áîëüøå - |
//| íà ðàññòîÿíèè â 10 ïóíêòîâ. |
//+------------------------------------------------------------------+
void TrailingUdavka(int ticket,int trl_dist_1,int level_1,int trl_dist_2,int level_2,int trl_dist_3)
{
double newstop = 0; // íîâûé ñòîïëîññ
double trldist; // ðàññòîÿíèå òðåéëèíãà (â çàâèñèìîñòè îò "ïðîéäåííîãî" ìîæåò = trl_dist_1, trl_dist_2 èëè trl_dist_3)
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((trl_dist_1<MarketInfo(Symbol(),MODE_STOPLEVEL)) || (trl_dist_2<MarketInfo(Symbol(),MODE_STOPLEVEL)) || (trl_dist_3<MarketInfo(Symbol(),MODE_STOPLEVEL)) ||
(level_1<=trl_dist_1) || (level_2<=trl_dist_1) || (level_2<=level_1) || (ticket==0) || (!OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)))
{
Print("Òðåéëèíã ôóíêöèåé TrailingUdavka() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
// åñëè äëèííàÿ ïîçèöèÿ (OP_BUY)
if (OrderType()==OP_BUY)
{
// åñëè ïðîôèò <=trl_dist_1, òî trldist=trl_dist_1, åñëè ïðîôèò>trl_dist_1 && ïðîôèò<=level_1*Point ...
if ((Bid-OrderOpenPrice())<=level_1*Point) trldist = trl_dist_1;
if (((Bid-OrderOpenPrice())>level_1*Point) && ((Bid-OrderOpenPrice())<=level_2*Point)) trldist = trl_dist_2;
if ((Bid-OrderOpenPrice())>level_2*Point) trldist = trl_dist_3;
// åñëè ñòîïëîññ = 0 èëè ìåíüøå êóðñà îòêðûòèÿ, òî åñëè òåê.öåíà (Bid) áîëüøå/ðàâíà äèñòàíöèè êóðñ_îòêðûòèÿ+ðàññò.òðåéëèíãà
if ((OrderStopLoss()==0) || (OrderStopLoss()<OrderOpenPrice()))
{
if (Bid>(OrderOpenPrice() + trldist*Point))
newstop = Bid - trldist*Point;
}
// èíà÷å: åñëè òåêóùàÿ öåíà (Bid) áîëüøå/ðàâíà äèñòàíöèè òåêóùèé_ñòîïëîññ+ðàññòîÿíèå òðåéëèíãà,
else
{
if (Bid>(OrderStopLoss() + trldist*Point))
newstop = Bid - trldist*Point;
}
// ìîäèôèöèðóåì ñòîïëîññ
if ((newstop>OrderStopLoss()) && (newstop<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
// åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL)
if (OrderType()==OP_SELL)
{
// åñëè ïðîôèò <=trl_dist_1, òî trldist=trl_dist_1, åñëè ïðîôèò>trl_dist_1 && ïðîôèò<=level_1*Point ...
if ((OrderOpenPrice()-(Ask + MarketInfo(Symbol(),MODE_SPREAD)*Point))<=level_1*Point) trldist = trl_dist_1;
if (((OrderOpenPrice()-(Ask + MarketInfo(Symbol(),MODE_SPREAD)*Point))>level_1*Point) && ((OrderOpenPrice()-(Ask + MarketInfo(Symbol(),MODE_SPREAD)*Point))<=level_2*Point)) trldist = trl_dist_2;
if ((OrderOpenPrice()-(Ask + MarketInfo(Symbol(),MODE_SPREAD)*Point))>level_2*Point) trldist = trl_dist_3;
// åñëè ñòîïëîññ = 0 èëè ìåíüøå êóðñà îòêðûòèÿ, òî åñëè òåê.öåíà (Ask) áîëüøå/ðàâíà äèñòàíöèè êóðñ_îòêðûòèÿ+ðàññò.òðåéëèíãà
if ((OrderStopLoss()==0) || (OrderStopLoss()>OrderOpenPrice()))
{
if (Ask<(OrderOpenPrice() - (trldist + MarketInfo(Symbol(),MODE_SPREAD))*Point))
newstop = Ask + trldist*Point;
}
// èíà÷å: åñëè òåêóùàÿ öåíà (Bid) áîëüøå/ðàâíà äèñòàíöèè òåêóùèé_ñòîïëîññ+ðàññòîÿíèå òðåéëèíãà,
else
{
if (Ask<(OrderStopLoss() - (trldist + MarketInfo(Symbol(),MODE_SPREAD))*Point))
newstop = Ask + trldist*Point;
}
// ìîäèôèöèðóåì ñòîïëîññ
if (newstop>0)
{
if (((OrderStopLoss()==0) || (OrderStopLoss()>OrderOpenPrice())) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
else
{
if ((newstop<OrderStopLoss()) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ ÏÎ ÂÐÅÌÅÍÈ |
//| Ôóíêöèè ïåðåäà¸òñÿ òèêåò ïîçèöèè, èíòåðâàë (ìèíóò), ñ êîòîðûì, |
//| ïåðåäâèãàåòñÿ ñòîïëîññ è øàã òðåéëèíãà (íà ñêîëüêî ïóíêòîâ |
//| ïåðåìåùàåòñÿ ñòîïëîññ, trlinloss - òðàëèì ëè â óáûòêå |
//| (ò.å. ñ îïðåäåë¸ííûì èíòåðâàëîì ïîäòÿãèâàåì ñòîï äî êóðñà |
//| îòêðûòèÿ, à ïîòîì è â ïðîôèòå, ëèáî òîëüêî â ïðîôèòå) |
//+------------------------------------------------------------------+
void TrailingByTime(int ticket,int interval,int trlstep,bool trlinloss)
{
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((ticket==0) || (interval<1) || (trlstep<1) || !OrderSelect(ticket,SELECT_BY_TICKET))
{
Print("Òðåéëèíã ôóíêöèåé TrailingByTime() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
double minpast; // êîë-âî ïîëíûõ ìèíóò îò îòêðûòèÿ ïîçèöèè äî òåêóùåãî ìîìåíòà
double times2change; // êîë-âî èíòåðâàëîâ interval ñ ìîìåíòà îòêðûòèÿ ïîçèöèè (ò.å. ñêîëüêî ðàç äîëæåí áûë áûòü ïåðåìåùåí ñòîïëîññ)
double newstop; // íîâîå çíà÷åíèå ñòîïëîññà (ó÷èòûâàÿ êîë-âî ïåðåíîñîâ, êîòîðûå äîëæíû áûëè èìåòü ìåñòî)
// îïðåäåëÿåì, ñêîëüêî âðåìåíè ïðîøëî ñ ìîìåíòà îòêðûòèÿ ïîçèöèè
minpast = (TimeCurrent() - OrderOpenTime()) / 60;
// ñêîëüêî ðàç íóæíî áûëî ïåðåäâèíóòü ñòîïëîññ
times2change = MathFloor(minpast / interval);
// åñëè äëèííàÿ ïîçèöèÿ (OP_BUY)
if (OrderType()==OP_BUY)
{
// åñëè òðàëèì â óáûòêå, òî îòñòóïàåì îò ñòîïëîññà (åñëè îí íå 0, åñëè 0 - îò îòêðûòèÿ)
if (trlinloss==true)
{
if (OrderStopLoss()==0) newstop = OrderOpenPrice() + times2change*(trlstep*Point);
else newstop = OrderStopLoss() + times2change*(trlstep*Point);
}
else
// èíà÷å - îò êóðñà îòêðûòèÿ ïîçèöèè
newstop = OrderOpenPrice() + times2change*(trlstep*Point);
if (times2change>0)
{
if ((newstop>OrderStopLoss()) && (newstop<Bid- MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
// åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL)
if (OrderType()==OP_SELL)
{
// åñëè òðàëèì â óáûòêå, òî îòñòóïàåì îò ñòîïëîññà (åñëè îí íå 0, åñëè 0 - îò îòêðûòèÿ)
if (trlinloss==true)
{
if (OrderStopLoss()==0) newstop = OrderOpenPrice() - times2change*(trlstep*Point) - MarketInfo(Symbol(),MODE_SPREAD)*Point;
else newstop = OrderStopLoss() - times2change*(trlstep*Point) - MarketInfo(Symbol(),MODE_SPREAD)*Point;
}
else
newstop = OrderOpenPrice() - times2change*(trlstep*Point) - MarketInfo(Symbol(),MODE_SPREAD)*Point;
if (times2change>0)
{
if (((OrderStopLoss()==0) || (OrderStopLoss()<OrderOpenPrice())) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
else
if ((newstop<OrderStopLoss()) && (newstop>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(ticket,OrderOpenPrice(),newstop,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ ÏÎ ATR (Average True Range, Ñðåäíèé èñòèííûé äèàïàçîí) |
//| Ôóíêöèè ïåðåäà¸òñÿ òèêåò ïîçèöèè, 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) |
//+------------------------------------------------------------------+
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());
}
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ RATCHET ÁÀÐÈØÏÎËÜÖÀ |
//| Ïðè äîñòèæåíèè ïðîôèòîì óðîâíÿ 1 ñòîïëîññ - â +1, ïðè äîñòèæåíèè |
//| ïðîôèòîì óðîâíÿ 2 ïðîôèòà - ñòîïëîññ - íà óðîâåíü 1, êîãäà |
//| ïðîôèò äîñòèãàåò óðîâíÿ 3 ïðîôèòà, ñòîïëîññ - íà óðîâåíü 2 |
//| (äàëüøå ìîæíî òðåéëèòü äðóãèìè ìåòîäàìè) |
//| ïðè ðàáîòå â ëîññîâîì ó÷àñòêå - òîæå 3 óðîâíÿ, íî ñõåìà ðàáîòû |
//| ñ íèìè íåñêîëüêî èíàÿ, à èìåííî: åñëè ìû îïóñòèëèñü íèæå óðîâíÿ, |
//| à ïîòîì ïîäíÿëèñü âûøå íåãî (ïðèìåð äëÿ ïîêóïêè), òî ñòîïëîññ |
//| ñòàâèì íà ñëåäóþùèé, áîëåå ãëóáîêèé óðîâåíü (íàïðèìåð, óðîâíè |
//| -5, -10 è -25, ñòîïëîññ -40; åñëè îïóñòèëèñü íèæå -10, à ïîòîì |
//| ïîäíÿëèñü âûøå -10, òî ñòîïëîññ - íà -25, åñëè ïîäíèìåìñÿ âûùå |
//| -5, òî ñòîïëîññ ïåðåíåñåì íà -10, ïðè -2 (ñïðýä) ñòîï íà -5 |
//| ðàáîòàåì òîëüêî ñ îäíîé ïîçèöèåé îäíîâðåìåííî |
//+------------------------------------------------------------------+
void TrailingRatchetB(int ticket,int pf_level_1,int pf_level_2,int pf_level_3,int ls_level_1,int ls_level_2,int ls_level_3,bool trlinloss)
{
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((ticket==0) || (!OrderSelect(ticket,SELECT_BY_TICKET)) || (pf_level_2<=pf_level_1) || (pf_level_3<=pf_level_2) ||
(pf_level_3<=pf_level_1) || (pf_level_2-pf_level_1<=MarketInfo(Symbol(),MODE_STOPLEVEL)*Point) || (pf_level_3-pf_level_2<=MarketInfo(Symbol(),MODE_STOPLEVEL)*Point) ||
(pf_level_1<=MarketInfo(Symbol(),MODE_STOPLEVEL)))
{
Print("Òðåéëèíã ôóíêöèåé TrailingRatchetB() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
// åñëè äëèííàÿ ïîçèöèÿ (OP_BUY)
if (OrderType()==OP_BUY)
{
double dBid = MarketInfo(Symbol(),MODE_BID);
// Ðàáîòàåì íà ó÷àñòêå ïðîôèòîâ
// åñëè ðàçíèöà "òåêóùèé_êóðñ-êóðñ_îòêðûòèÿ" áîëüøå ÷åì "pf_level_3+ñïðýä", ñòîïëîññ ïåðåíîñèì â "pf_level_2+ñïðýä"
if ((dBid-OrderOpenPrice())>=pf_level_3*Point)
{
if ((OrderStopLoss()==0) || (OrderStopLoss()<OrderOpenPrice() + pf_level_2 *Point))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() + pf_level_2*Point,OrderTakeProfit(),OrderExpiration());
}
else
// åñëè ðàçíèöà "òåêóùèé_êóðñ-êóðñ_îòêðûòèÿ" áîëüøå ÷åì "pf_level_2+ñïðýä", ñòîïëîññ ïåðåíîñèì â "pf_level_1+ñïðýä"
if ((dBid-OrderOpenPrice())>=pf_level_2*Point)
{
if ((OrderStopLoss()==0) || (OrderStopLoss()<OrderOpenPrice() + pf_level_1*Point))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() + pf_level_1*Point,OrderTakeProfit(),OrderExpiration());
}
else
// åñëè ðàçíèöà "òåêóùèé_êóðñ-êóðñ_îòêðûòèÿ" áîëüøå ÷åì "pf_level_1+ñïðýä", ñòîïëîññ ïåðåíîñèì â +1 ("îòêðûòèå + ñïðýä")
if ((dBid-OrderOpenPrice())>=pf_level_1*Point)
// åñëè ñòîïëîññ íå îïðåäåëåí èëè õóæå ÷åì "îòêðûòèå+1"
{
if ((OrderStopLoss()==0) || (OrderStopLoss()<OrderOpenPrice() + 1*Point))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() + 1*Point,OrderTakeProfit(),OrderExpiration());
}
// Ðàáîòàåì íà ó÷àñòêå ëîññîâ
if (trlinloss==true)
{
// Ãëîáàëüíàÿ ïåðåìåííàÿ òåðìèíàëà ñîäåðæèò çíà÷åíèå ñàìîãî óðîâíÿ óáûòêà (ls_level_n), íèæå êîòîðîãî îïóñêàëñÿ êóðñ
// (åñëè îí ïîñëå ýòîãî ïîäíèìàåòñÿ âûøå, óñòàíàâëèâàåì ñòîïëîññ íà áëèæàéøåì áîëåå ãëóáîêîì óðîâíå óáûòêà (åñëè ýòî íå íà÷àëüíûé ñòîïëîññ ïîçèöèè)
// Ñîçäà¸ì ãëîáàëüíóþ ïåðåìåííóþ (îäèí ðàç)
if(!GlobalVariableCheck("zeticket"))
{
GlobalVariableSet("zeticket",ticket);
// ïðè ñîçäàíèè ïðèñâîèì åé "0"
GlobalVariableSet("dpstlslvl",0);
}
// åñëè ðàáîòàåì ñ íîâîé ñäåëêîé (íîâûé òèêåò), çàòèðàåì çíà÷åíèå dpstlslvl
if (GlobalVariableGet("zeticket")!=ticket)
{
GlobalVariableSet("dpstlslvl",0);
GlobalVariableSet("zeticket",ticket);
}
// óáûòî÷íûì ñ÷èòàåì ó÷àñòîê íèæå êóðñà îòêðûòèÿ è äî ïåðâîãî óðîâíÿ ïðîôèòà
if ((dBid-OrderOpenPrice())<pf_level_1*Point)
{
// åñëè (òåêóùèé_êóðñ ëó÷øå/ðàâíî îòêðûòèå) è (dpstlslvl>=ls_level_1), ñòîïëîññ - íà ls_level_1
if (dBid>=OrderOpenPrice())
if ((OrderStopLoss()==0) || (OrderStopLoss()<(OrderOpenPrice()-ls_level_1*Point)))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice()-ls_level_1*Point,OrderTakeProfit(),OrderExpiration());
// åñëè (òåêóùèé_êóðñ ëó÷øå óðîâíÿ_óáûòêà_1) è (dpstlslvl>=ls_level_1), ñòîïëîññ - íà ls_level_2
if ((dBid>=OrderOpenPrice()-ls_level_1*Point) && (GlobalVariableGet("dpstlslvl")>=ls_level_1))
if ((OrderStopLoss()==0) || (OrderStopLoss()<(OrderOpenPrice()-ls_level_2*Point)))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice()-ls_level_2*Point,OrderTakeProfit(),OrderExpiration());
// åñëè (òåêóùèé_êóðñ ëó÷øå óðîâíÿ_óáûòêà_2) è (dpstlslvl>=ls_level_2), ñòîïëîññ - íà ls_level_3
if ((dBid>=OrderOpenPrice()-ls_level_2*Point) && (GlobalVariableGet("dpstlslvl")>=ls_level_2))
if ((OrderStopLoss()==0) || (OrderStopLoss()<(OrderOpenPrice()-ls_level_3*Point)))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice()-ls_level_3*Point,OrderTakeProfit(),OrderExpiration());
// ïðîâåðèì/îáíîâèì çíà÷åíèå íàèáîëåå ãëóáîêîé "âçÿòîé" ëîññîâîé "ñòóïåíüêè"
// åñëè "òåêóùèé_êóðñ-êóðñ îòêðûòèÿ+ñïðýä" ìåíüøå 0,
if ((dBid-OrderOpenPrice()+MarketInfo(Symbol(),MODE_SPREAD)*Point)<0)
// ïðîâåðèì, íå ìåíüøå ëè îí òîãî èëè èíîãî óðîâíÿ óáûòêà
{
if (dBid<=OrderOpenPrice()-ls_level_3*Point)
if (GlobalVariableGet("dpstlslvl")<ls_level_3)
GlobalVariableSet("dpstlslvl",ls_level_3);
else
if (dBid<=OrderOpenPrice()-ls_level_2*Point)
if (GlobalVariableGet("dpstlslvl")<ls_level_2)
GlobalVariableSet("dpstlslvl",ls_level_2);
else
if (dBid<=OrderOpenPrice()-ls_level_1*Point)
if (GlobalVariableGet("dpstlslvl")<ls_level_1)
GlobalVariableSet("dpstlslvl",ls_level_1);
}
} // end of "if ((dBid-OrderOpenPrice())<pf_level_1*Point)"
} // end of "if (trlinloss==true)"
}
// åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL)
if (OrderType()==OP_SELL)
{
double dAsk = MarketInfo(Symbol(),MODE_ASK);
// Ðàáîòàåì íà ó÷àñòêå ïðîôèòîâ
// åñëè ðàçíèöà "òåêóùèé_êóðñ-êóðñ_îòêðûòèÿ" áîëüøå ÷åì "pf_level_3+ñïðýä", ñòîïëîññ ïåðåíîñèì â "pf_level_2+ñïðýä"
if ((OrderOpenPrice()-dAsk)>=pf_level_3*Point)
{
if ((OrderStopLoss()==0) || (OrderStopLoss()>OrderOpenPrice() - (pf_level_2 + MarketInfo(Symbol(),MODE_SPREAD))*Point))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() - (pf_level_2 + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration());
}
else
// åñëè ðàçíèöà "òåêóùèé_êóðñ-êóðñ_îòêðûòèÿ" áîëüøå ÷åì "pf_level_2+ñïðýä", ñòîïëîññ ïåðåíîñèì â "pf_level_1+ñïðýä"
if ((OrderOpenPrice()-dAsk)>=pf_level_2*Point)
{
if ((OrderStopLoss()==0) || (OrderStopLoss()>OrderOpenPrice() - (pf_level_1 + MarketInfo(Symbol(),MODE_SPREAD))*Point))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() - (pf_level_1 + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration());
}
else
// åñëè ðàçíèöà "òåêóùèé_êóðñ-êóðñ_îòêðûòèÿ" áîëüøå ÷åì "pf_level_1+ñïðýä", ñòîïëîññ ïåðåíîñèì â +1 ("îòêðûòèå + ñïðýä")
if ((OrderOpenPrice()-dAsk)>=pf_level_1*Point)
// åñëè ñòîïëîññ íå îïðåäåëåí èëè õóæå ÷åì "îòêðûòèå+1"
{
if ((OrderStopLoss()==0) || (OrderStopLoss()>OrderOpenPrice() - (1 + MarketInfo(Symbol(),MODE_SPREAD))*Point))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() - (1 + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration());
}
// Ðàáîòàåì íà ó÷àñòêå ëîññîâ
if (trlinloss==true)
{
// Ãëîáàëüíàÿ ïåðåìåííàÿ òåðìèíàëà ñîäåðæèò çíà÷åíèå ñàìîãî óðîâíÿ óáûòêà (ls_level_n), íèæå êîòîðîãî îïóñêàëñÿ êóðñ
// (åñëè îí ïîñëå ýòîãî ïîäíèìàåòñÿ âûøå, óñòàíàâëèâàåì ñòîïëîññ íà áëèæàéøåì áîëåå ãëóáîêîì óðîâíå óáûòêà (åñëè ýòî íå íà÷àëüíûé ñòîïëîññ ïîçèöèè)
// Ñîçäà¸ì ãëîáàëüíóþ ïåðåìåííóþ (îäèí ðàç)
if(!GlobalVariableCheck("zeticket"))
{
GlobalVariableSet("zeticket",ticket);
// ïðè ñîçäàíèè ïðèñâîèì åé "0"
GlobalVariableSet("dpstlslvl",0);
}
// åñëè ðàáîòàåì ñ íîâîé ñäåëêîé (íîâûé òèêåò), çàòèðàåì çíà÷åíèå dpstlslvl
if (GlobalVariableGet("zeticket")!=ticket)
{
GlobalVariableSet("dpstlslvl",0);
GlobalVariableSet("zeticket",ticket);
}
// óáûòî÷íûì ñ÷èòàåì ó÷àñòîê íèæå êóðñà îòêðûòèÿ è äî ïåðâîãî óðîâíÿ ïðîôèòà
if ((OrderOpenPrice()-dAsk)<pf_level_1*Point)
{
// åñëè (òåêóùèé_êóðñ ëó÷øå/ðàâíî îòêðûòèå) è (dpstlslvl>=ls_level_1), ñòîïëîññ - íà ls_level_1
if (dAsk<=OrderOpenPrice())
if ((OrderStopLoss()==0) || (OrderStopLoss()>(OrderOpenPrice() + (ls_level_1 + MarketInfo(Symbol(),MODE_SPREAD))*Point)))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() + (ls_level_1 + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration());
// åñëè (òåêóùèé_êóðñ ëó÷øå óðîâíÿ_óáûòêà_1) è (dpstlslvl>=ls_level_1), ñòîïëîññ - íà ls_level_2
if ((dAsk<=OrderOpenPrice() + (ls_level_1 + MarketInfo(Symbol(),MODE_SPREAD))*Point) && (GlobalVariableGet("dpstlslvl")>=ls_level_1))
if ((OrderStopLoss()==0) || (OrderStopLoss()>(OrderOpenPrice() + (ls_level_2 + MarketInfo(Symbol(),MODE_SPREAD))*Point)))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() + (ls_level_2 + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration());
// åñëè (òåêóùèé_êóðñ ëó÷øå óðîâíÿ_óáûòêà_2) è (dpstlslvl>=ls_level_2), ñòîïëîññ - íà ls_level_3
if ((dAsk<=OrderOpenPrice() + (ls_level_2 + MarketInfo(Symbol(),MODE_SPREAD))*Point) && (GlobalVariableGet("dpstlslvl")>=ls_level_2))
if ((OrderStopLoss()==0) || (OrderStopLoss()>(OrderOpenPrice() + (ls_level_3 + MarketInfo(Symbol(),MODE_SPREAD))*Point)))
OrderModify(ticket,OrderOpenPrice(),OrderOpenPrice() + (ls_level_3 + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration());
// ïðîâåðèì/îáíîâèì çíà÷åíèå íàèáîëåå ãëóáîêîé "âçÿòîé" ëîññîâîé "ñòóïåíüêè"
// åñëè "òåêóùèé_êóðñ-êóðñ îòêðûòèÿ+ñïðýä" ìåíüøå 0,
if ((OrderOpenPrice()-dAsk+MarketInfo(Symbol(),MODE_SPREAD)*Point)<0)
// ïðîâåðèì, íå ìåíüøå ëè îí òîãî èëè èíîãî óðîâíÿ óáûòêà
{
if (dAsk>=OrderOpenPrice()+(ls_level_3+MarketInfo(Symbol(),MODE_SPREAD))*Point)
if (GlobalVariableGet("dpstlslvl")<ls_level_3)
GlobalVariableSet("dpstlslvl",ls_level_3);
else
if (dAsk>=OrderOpenPrice()+(ls_level_2+MarketInfo(Symbol(),MODE_SPREAD))*Point)
if (GlobalVariableGet("dpstlslvl")<ls_level_2)
GlobalVariableSet("dpstlslvl",ls_level_2);
else
if (dAsk>=OrderOpenPrice()+(ls_level_1+MarketInfo(Symbol(),MODE_SPREAD))*Point)
if (GlobalVariableGet("dpstlslvl")<ls_level_1)
GlobalVariableSet("dpstlslvl",ls_level_1);
}
} // end of "if ((dBid-OrderOpenPrice())<pf_level_1*Point)"
} // end of "if (trlinloss==true)"
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ ÏÎ ÖÅÍÂÎÌÓ ÊÀÍÀËÓ |
//| Ôóíêöèè ïåðåäà¸òñÿ òèêåò ïîçèöèè, ïåðèîä (êîë-âî áàðîâ) äëÿ |
//| ðàññ÷åòà âåðõíåé è íèæíåé ãðàíèö êàíàëà, îòñòóï (ïóíêòîâ), íà |
//| êîòîðîì ðàçìåùàåòñÿ ñòîïëîññ îò ãðàíèöû êàíàëà |
//| Òðåéëèíã ïî çàêðûâøèìñÿ áàðàì. |
//+------------------------------------------------------------------+
void TrailingByPriceChannel(int iTicket,int iBars_n,int iIndent)
{
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((iBars_n<1) || (iIndent<0) || (iTicket==0) || (!OrderSelect(iTicket,SELECT_BY_TICKET)))
{
Print("Òðåéëèíã ôóíêöèåé TrailingByPriceChannel() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
double dChnl_max; // âåðõíÿÿ ãðàíèöà êàíàëà
double dChnl_min; // íèæíÿÿ ãðàíèöà êàíàëà
// îïðåäåëÿåì ìàêñ.õàé è ìèí.ëîó çà iBars_n áàðîâ íà÷èíàÿ ñ [1] (= âåðõíÿÿ è íèæíÿÿ ãðàíèöû öåíîâîãî êàíàëà)
dChnl_max = High[iHighest(Symbol(),0,2,iBars_n,1)] + (iIndent+MarketInfo(Symbol(),MODE_SPREAD))*Point;
dChnl_min = Low[iLowest(Symbol(),0,1,iBars_n,1)] - iIndent*Point;
// åñëè äëèííàÿ ïîçèöèÿ, è å¸ ñòîïëîññ õóæå (íèæå íèæíåé ãðàíèöû êàíàëà ëèáî íå îïðåäåëåí, ==0), ìîäèôèöèðóåì åãî
if (OrderType()==OP_BUY)
{
if ((OrderStopLoss()<dChnl_min) && (dChnl_min<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(iTicket,OrderOpenPrice(),dChnl_min,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
// åñëè ïîçèöèÿ - êîðîòêàÿ, è å¸ ñòîïëîññ õóæå (âûøå âåðõíåé ãðàíèöû êàíàëà èëè íå îïðåäåë¸í, ==0), ìîäèôèöèðóåì åãî
if (OrderType()==OP_SELL)
{
if (((OrderStopLoss()==0) || (OrderStopLoss()>dChnl_max)) && (dChnl_min>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(iTicket,OrderOpenPrice(),dChnl_max,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ ÏÎ ÑÊÎËÜÇßÙÅÌÓ ÑÐÅÄÍÅÌÓ |
//| Ôóíêöèè ïåðåäà¸òñÿ òèêåò ïîçèöèè è ïàðàìåòðû ñðåäíåé (òàéìôðåéì, |
//| ïåðèîä, òèï, ñäâèã îòíîñèòåëüíî ãðàôèêà, ìåòîä ñãëàæèâàíèÿ, |
//| ñîñòàâëÿþùàÿ OHCL äëÿ ïîñòðîåíèÿ, ¹ áàðà, íà êîòîðîì áåðåòñÿ |
//| çíà÷åíèå ñðåäíåé. |
//+------------------------------------------------------------------+
// Äîïóñòèìûå âàðèàíòû ââîäà:
// iTmFrme: 1 (M1), 5 (M5), 15 (M15), 30 (M30), 60 (H1), 240 (H4), 1440 (D), 10080 (W), 43200 (MN);
// iMAPeriod: 2-infinity, öåëûå ÷èñëà;
// iMAShift: öåëûå ïîëîæèòåëüíûå èëè îòðèöàòåëüíûå ÷èñëà, à òàêæå 0;
// MAMethod: 0 (MODE_SMA), 1 (MODE_EMA), 2 (MODE_SMMA), 3 (MODE_LWMA);
// iApplPrice: 0 (PRICE_CLOSE), 1 (PRICE_OPEN), 2 (PRICE_HIGH), 3 (PRICE_LOW), 4 (PRICE_MEDIAN), 5 (PRICE_TYPICAL), 6 (PRICE_WEIGHTED)
// iShift: 0-Bars, öåëûå ÷èñëà;
// iIndent: 0-infinity, öåëûå ÷èñëà;
void TrailingByMA(int iTicket,int iTmFrme,int iMAPeriod,int iMAShift,int MAMethod,int iApplPrice,int iShift,int iIndent)
{
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((iTicket==0) || (!OrderSelect(iTicket,SELECT_BY_TICKET)) || ((iTmFrme!=1) && (iTmFrme!=5) && (iTmFrme!=15) && (iTmFrme!=30) && (iTmFrme!=60) && (iTmFrme!=240) && (iTmFrme!=1440) && (iTmFrme!=10080) && (iTmFrme!=43200)) ||
(iMAPeriod<2) || (MAMethod<0) || (MAMethod>3) || (iApplPrice<0) || (iApplPrice>6) || (iShift<0) || (iIndent<0))
{
Print("Òðåéëèíã ôóíêöèåé TrailingByMA() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
double dMA; // çíà÷åíèå ñêîëüçÿùåãî ñðåäíåãî ñ ïåðåäàííûìè ïàðàìåòðàìè
// îïðåäåëèì çíà÷åíèå ÌÀ ñ ïåðåäàííûìè ôóíêöèè ïàðàìåòðàìè
dMA = iMA(Symbol(),iTmFrme,iMAPeriod,iMAShift,MAMethod,iApplPrice,iShift);
// åñëè äëèííàÿ ïîçèöèÿ, è å¸ ñòîïëîññ õóæå çíà÷åíèÿ ñðåäíåãî ñ îòñòóïîì â iIndent ïóíêòîâ, ìîäèôèöèðóåì åãî
if (OrderType()==OP_BUY)
{
if ((OrderStopLoss()<dMA-iIndent*Point) && (dMA-iIndent*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(iTicket,OrderOpenPrice(),dMA-iIndent*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
// åñëè ïîçèöèÿ - êîðîòêàÿ, è å¸ ñòîïëîññ õóæå (âûøå âåðõíåé ãðàíèöû êàíàëà èëè íå îïðåäåë¸í, ==0), ìîäèôèöèðóåì åãî
if (OrderType()==OP_SELL)
{
if (((OrderStopLoss()==0) || (OrderStopLoss()>dMA+(MarketInfo(Symbol(),MODE_SPREAD)+iIndent)*Point)) && (dMA+(MarketInfo(Symbol(),MODE_SPREAD)+iIndent)*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(iTicket,OrderOpenPrice(),dMA+(MarketInfo(Symbol(),MODE_SPREAD)+iIndent)*Point,OrderTakeProfit(),OrderExpiration()))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ "ÏÎËÎÂÈÍßÙÈÉ" |
//| Ïî çàêðûòèè î÷åðåäíîãî ïåðèîäà (áàðà) ïîäòÿãèâàåì ñòîïëîññ íà |
//| ïîëîâèíó (íî ìîæíî è ëþáîé èíîé êîýôôèöèåíò) äèñòàíöèè, ïðîé- |
//| äåííîé êóðñîì (ò.å., íàïðèìåð, ïî çàêðûòèè ñóòîê ïðîôèò +55 ï. - |
//| ñòîïëîññ ïåðåíîñèì â 55/2=27 ï. Åñëè ïî çàêðûòèè ñëåä. |
//| ñóòîê ïðîôèò äîñòèã, äîïóñòèì, +80 ï., òî ñòîïëîññ ïåðåíîñèì íà |
//| ïîëîâèíó (íàïð.) ðàññòîÿíèÿ ìåæäó òåê. ñòîïëîññîì è êóðñîì íà |
//| çàêðûòèè áàðà - 27 + (80-27)/2 = 27 + 53/2 = 27 + 26 = 53 ï. |
//| iTicket - òèêåò ïîçèöèè; iTmFrme - òàéìôðåéì (â ìèíóòàõ, öèôðàìè |
//| dCoeff - "êîýôôèöèåíò ïîäæàòèÿ", â % îò 0.01 äî 1 (â ïîñëåäíåì |
//| ñëó÷àå ñòîïëîññ áóäåò ïåðåíåñåí (åñëè ïîëó÷èòñÿ) âïëîòíóþ ê òåê. |
//| êóðñó è ïîçèöèÿ, ñêîðåå âñåãî, ñðàçó æå çàêðîåòñÿ) |
//| bTrlinloss - ñòîèò ëè òðàëèòü íà ëîññîâîì ó÷àñòêå - åñëè äà, òî |
//| ïî çàêðûòèþ î÷åðåäíîãî áàðà ðàññòîÿíèå ìåæäó ñòîïëîññîì (â ò.÷. |
//| "äî" áåçóáûòêà) è òåêóùèì êóðñîì áóäåò ñîêðàùàòüñÿ â dCoeff ðàç |
//| ÷òîáû ïîñë. âàðèàíò ðàáîòàë, îáÿçàòåëüíî äîëæåí áûòü îïðåäåë¸í |
//| ñòîïëîññ (íå ðàâåí 0) |
//+------------------------------------------------------------------+
void TrailingFiftyFifty(int iTicket,int iTmFrme,double dCoeff,bool bTrlinloss)
{
// àêòèâèðóåì òðåéëèíã òîëüêî ïî çàêðûòèè áàðà
if (sdtPrevtime == iTime(Symbol(),iTmFrme,0)) return(0);
else
{
sdtPrevtime = iTime(Symbol(),iTmFrme,0);
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((iTicket==0) || (!OrderSelect(iTicket,SELECT_BY_TICKET)) ||
((iTmFrme!=1) && (iTmFrme!=5) && (iTmFrme!=15) && (iTmFrme!=30) && (iTmFrme!=60) && (iTmFrme!=240) &&
(iTmFrme!=1440) && (iTmFrme!=10080) && (iTmFrme!=43200)) || (dCoeff<0.01) || (dCoeff>1.0))
{
Print("Òðåéëèíã ôóíêöèåé TrailingFiftyFifty() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
// íà÷èíàåì òðàëèòü - ñ ïåðâîãî áàðà ïîñëå îòêðûâàþùåãî (èíà÷å ïðè bTrlinloss ñðàçó æå ïîñëå îòêðûòèÿ
// ïîçèöèè ñòîïëîññ áóäåò ïåðåíåñåí íà ïîëîâèíó ðàññòîÿíèÿ ìåæäó ñòîïëîññîì è êóðñîì îòêðûòèÿ)
// ò.å. ðàáîòàåì òîëüêî ïðè óñëîâèè, ÷òî ñ ìîìåíòà OrderOpenTime() ïðîøëî íå ìåíåå iTmFrme ìèíóò
if (iTime(Symbol(),iTmFrme,0)>OrderOpenTime())
{
double dBid = MarketInfo(Symbol(),MODE_BID);
double dAsk = MarketInfo(Symbol(),MODE_ASK);
double dNewSl;
double dNexMove;
// äëÿ äëèííîé ïîçèöèè ïåðåíîñèì ñòîïëîññ íà dCoeff äèñòàíöèè îò êóðñà îòêðûòèÿ äî Bid íà ìîìåíò îòêðûòèÿ áàðà
// (åñëè òàêîé ñòîïëîññ ëó÷øå èìåþùåãîñÿ è èçìåíÿåò ñòîïëîññ â ñòîðîíó ïðîôèòà)
if (OrderType()==OP_BUY)
{
if ((bTrlinloss) && (OrderStopLoss()!=0))
{
dNexMove = NormalizeDouble(dCoeff*(dBid-OrderStopLoss()),Digits);
dNewSl = NormalizeDouble(OrderStopLoss()+dNexMove,Digits);
}
else
{
// åñëè ñòîïëîññ íèæå êóðñà îòêðûòèÿ, òî òðàëèì "îò êóðñà îòêðûòèÿ"
if (OrderOpenPrice()>OrderStopLoss())
{
dNexMove = NormalizeDouble(dCoeff*(dBid-OrderOpenPrice()),Digits);
//Print("dNexMove = ",dCoeff,"*(",dBid,"-",OrderOpenPrice(),")");
dNewSl = NormalizeDouble(OrderOpenPrice()+dNexMove,Digits);
//Print("dNewSl = ",OrderOpenPrice(),"+",dNexMove);
}
// åñëè ñòîïëîññ âûøå êóðñà îòêðûòèÿ, òðàëèì îò ñòîïëîññà
if (OrderStopLoss()>=OrderOpenPrice())
{
dNexMove = NormalizeDouble(dCoeff*(dBid-OrderStopLoss()),Digits);
dNewSl = NormalizeDouble(OrderStopLoss()+dNexMove,Digits);
}
}
// ñòîïëîññ ïåðåìåùàåì òîëüêî â ñëó÷àå, åñëè íîâûé ñòîïëîññ ëó÷øå òåêóùåãî è åñëè ñìåùåíèå - â ñòîðîíó ïðîôèòà
// (ïðè ïåðâîì ïîäæàòèè, îò êóðñà îòêðûòèÿ, íîâûé ñòîïëîññ ìîæåò áûòü ëó÷øå èìåþùåãîñÿ, è â òî æå âðåìÿ íèæå
// êóðñà îòêðûòèÿ (åñëè dBid íèæå ïîñëåäíåãî)
if ((dNewSl>OrderStopLoss()) && (dNexMove>0) && ((dNewSl<Bid- MarketInfo(Symbol(),MODE_STOPLEVEL)*Point)))
{
if (!OrderModify(OrderTicket(),OrderOpenPrice(),dNewSl,OrderTakeProfit(),OrderExpiration(),Red))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
// äåéñòâèÿ äëÿ êîðîòêîé ïîçèöèè
if (OrderType()==OP_SELL)
{
if ((bTrlinloss) && (OrderStopLoss()!=0))
{
dNexMove = NormalizeDouble(dCoeff*(OrderStopLoss()-(dAsk+MarketInfo(Symbol(),MODE_SPREAD)*Point)),Digits);
dNewSl = NormalizeDouble(OrderStopLoss()-dNexMove,Digits);
}
else
{
// åñëè ñòîïëîññ âûøå êóðñà îòêðûòèÿ, òî òðàëèì "îò êóðñà îòêðûòèÿ"
if (OrderOpenPrice()<OrderStopLoss())
{
dNexMove = NormalizeDouble(dCoeff*(OrderOpenPrice()-(dAsk+MarketInfo(Symbol(),MODE_SPREAD)*Point)),Digits);
dNewSl = NormalizeDouble(OrderOpenPrice()-dNexMove,Digits);
}
// åñëè ñòîïëîññ íèæó êóðñà îòêðûòèÿ, òðàëèì îò ñòîïëîññà
if (OrderStopLoss()<=OrderOpenPrice())
{
dNexMove = NormalizeDouble(dCoeff*(OrderStopLoss()-(dAsk+MarketInfo(Symbol(),MODE_SPREAD)*Point)),Digits);
dNewSl = NormalizeDouble(OrderStopLoss()-dNexMove,Digits);
}
}
// ñòîïëîññ ïåðåìåùàåì òîëüêî â ñëó÷àå, åñëè íîâûé ñòîïëîññ ëó÷øå òåêóùåãî è åñëè ñìåùåíèå - â ñòîðîíó ïðîôèòà
if ((dNewSl<OrderStopLoss()) && (dNexMove>0) && (dNewSl>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
{
if (!OrderModify(OrderTicket(),OrderOpenPrice(),dNewSl,OrderTakeProfit(),OrderExpiration(),Blue))
Print("Íå óäàëîñü ìîäèôèöèðîâàòü ñòîïëîññ îðäåðà ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
}
}
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍÃ KillLoss |
//| Ïðèìåíÿåòñÿ íà ó÷àñòêå ëîññîâ. Ñóòü: ñòîïëîññ äâèæåòñÿ íàâñòðå÷ó |
//| êóðñó ñî ñêîðîñòüþ äâèæåíèÿ êóðñà õ êîýôôèöèåíò (dSpeedCoeff). |
//| Ïðè ýòîì êîýôôèöèåíò ìîæíî "ïðèâÿçàòü" ê ñêîðîñòè óâåëè÷åíèÿ |
//| óáûòêà - òàê, ÷òîáû ïðè áûñòðîì ðîñòå ëîññà ïîòåðÿòü ìåíüøå. Ïðè |
//| êîýôôèöèåíòå = 1 ñòîïëîññ ñðàáîòàåò ðîâíî ïîñðåäèíå ìåæäó óðîâ- |
//| íåì ñòîïëîññà è êóðñîì íà ìîìåíò çàïóñêà ôóíêöèè, ïðè êîýôô.>1 |
//| òî÷êà âñòðå÷è êóðñà è ñòîïëîññà áóäåò ñìåùåíà â ñòîðîíó èñõîä- |
//| íîãî ïîëîæåíèÿ êóðñà, ïðè êîýôô.<1 - íàîáîðîò, áëèæå ê èñõîäíî- |
//| ìó ñòîïëîññó. |
//+------------------------------------------------------------------+
void KillLoss(int iTicket,double dSpeedCoeff)
{
// ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
if ((iTicket==0) || (!OrderSelect(iTicket,SELECT_BY_TICKET)) || (dSpeedCoeff<0.1))
{
Print("Òðåéëèíã ôóíêöèåé KillLoss() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
return(0);
}
double dStopPriceDiff; // ðàññòîÿíèå (ïóíêòîâ) ìåæäó êóðñîì è ñòîïëîññîì
double dToMove; // êîë-âî ïóíêòîâ, íà êîòîðîå ñëåäóåò ïåðåìåñòèòü ñòîïëîññ
// òåêóùèé êóðñ
double dBid = MarketInfo(OrderSymbol(),MODE_BID);
double dAsk = MarketInfo(OrderSymbol(),MODE_ASK);
// òåêóùåå ðàññòîÿíèå ìåæäó êóðñîì è ñòîïëîññîì
if (OrderType()==OP_BUY) dStopPriceDiff = dBid - OrderStopLoss();
if (OrderType()==OP_SELL) dStopPriceDiff = (OrderStopLoss() + MarketInfo(OrderSymbol(),MODE_SPREAD)*MarketInfo(OrderSymbol(),MODE_POINT)) - dAsk;
// ïðîâåðÿåì, åñëè òèêåò != òèêåòó, ñ êîòîðûì ðàáîòàëè ðàíüøå, çàïîìèíàåì òåêóùåå ðàññòîÿíèå ìåæäó êóðñîì è ñòîïëîññîì
if (GlobalVariableGet("zeticket")!=iTicket)
{
GlobalVariableSet("sldiff",dStopPriceDiff);
GlobalVariableSet("zeticket",iTicket);
}
else
{
// èòàê, ó íàñ åñòü êîýôôèöèåíò óñêîðåíèÿ èçìåíåíèÿ êóðñà
// íà êàæäûé ïóíêò, êîòîðûé ïðîõîäèò êóðñ â ñòîðîíó ëîññà,
// ìû äîëæíû ïåðåìåñòèòü ñòîïëîññ åìó íà âñòðå÷ó íà dSpeedCoeff ðàç ïóíêòîâ
// (íàïðèìåð, åñëè ëîññ óâåëè÷èëñÿ íà 3 ïóíêòà çà òèê, dSpeedCoeff = 1.5, òî
// ñòîïëîññ ïîäòÿãèâàåì íà 3 õ 1.5 = 4.5, îêðóãëÿåì - 5 ï. Åñëè ïîäòÿíóòü íå
// óäà¸òñÿ (ñëèøêîì áëèçêî), íè÷åãî íå äåëàåì.
// êîë-âî ïóíêòîâ, íà êîòîðîå ïðèáëèçèëñÿ êóðñ ê ñòîïëîññó ñ ìîìåíòà ïðåäûäóùåé ïðîâåðêè (òèêà, ïî èäåå)
dToMove = (GlobalVariableGet("sldiff") - dStopPriceDiff) / MarketInfo(OrderSymbol(),MODE_POINT);
// çàïèñûâàåì íîâîå çíà÷åíèå, íî òîëüêî åñëè îíî óìåíüøèëîñü
if (dStopPriceDiff<GlobalVariableGet("sldiff"))
GlobalVariableSet("sldiff",dStopPriceDiff);
// äàëüøå äåéñòâèÿ íà ñëó÷àé, åñëè ðàññòîÿíèå óìåíüøèëîñü (ò.å. êóðñ ïðèáëèçèëñÿ ê ñòîïëîññó, óáûòîê ðàñòåò)
if (dToMove>0)
{
// ñòîïëîññ, ñîîòâåòñòâåííî, íóæíî òàêæå ïåðåäâèíóòü íà òàêîå æå ðàññòîÿíèå, íî ñ ó÷åòîì êîýôô. óñêîðåíèÿ
dToMove = MathRound(dToMove * dSpeedCoeff) * MarketInfo(OrderSymbol(),MODE_POINT);
// òåïåðü ïðîâåðèì, ìîæåì ëè ìû ïîäòÿíóòü ñòîïëîññ íà òàêîå ðàññòîÿíèå
if (OrderType()==OP_BUY)
{
if (dBid - (OrderStopLoss() + dToMove)>MarketInfo(OrderSymbol(),MODE_STOPLEVEL)* MarketInfo(OrderSymbol(),MODE_POINT))
OrderModify(iTicket,OrderOpenPrice(),OrderStopLoss() + dToMove,OrderTakeProfit(),OrderExpiration());
}
if (OrderType()==OP_SELL)
{
if ((OrderStopLoss() - dToMove) - dAsk>MarketInfo(OrderSymbol(),MODE_STOPLEVEL) * MarketInfo(OrderSymbol(),MODE_POINT))
OrderModify(iTicket,OrderOpenPrice(),OrderStopLoss() - dToMove,OrderTakeProfit(),OrderExpiration());
}
}
}
}
//+------------------------------------------------------------------+
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