Код:
//+------------------------------------------------------------------+
//| e.2.12 5 min.mq4 |
//---- input parameters
extern int EnvelopePeriod =144;//ma bars
extern int EnvTimeFrame =0; //envelope time frame: 0=chart,60=1hr,240=4hr, etc.
extern int EnvMaMethod =1; //0=sma,1=ema,2=smma,3=lwma.
extern double EnvelopeDeviation =0.05;//%shift above & below ma
extern int MaElineTSL =1;//0=iMA trailing stoploss 1=Opposite Envelope TSL
extern int TimeOpen =0;//time order placement can begin
extern int TimeClose =23;//open order deletion time
extern double FirstTP =8.0;
extern double SecondTP =13.0;
extern double ThirdTP =21.0;
extern double Lots =0.1;
extern double MaximumRisk =0.02;
extern double DecreaseFactor =3;
int b1,b2,b3,s1,s2,s3;
double TSL =0;
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
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);
}
if(lot<0.1) lot=0.1;
return(lot);
}
int init() { return(0); }
int deinit() { return(0); }
int start()
{
int p=0; p=EnvelopePeriod;
int etf=0; etf=EnvTimeFrame;
int mam=0; mam=EnvMaMethod;
double d=0; d=EnvelopeDeviation;
double btp1,btp2,btp3,stp1,stp2,stp3;
double bline=0,sline=0,ma=0,filter;
int cnt, ticket, total;
ma=iMA(NULL,etf,p,0,mam,PRICE_CLOSE,0);
bline=iEnvelopes(NULL,etf,p,mam,0,PRICE_CLOSE,d,MODE_UPPER,0);
sline=iEnvelopes(NULL,etf,p,mam,0,PRICE_CLOSE,d,MODE_LOWER,0);
total=OrdersTotal();
if(OrdersTotal()==0)
{b1=0;b2=0;b3=0;s1=0;s2=0;s3=0;}
if(OrdersTotal()>0)
{
//Print("Total Orders:",OrdersTotal());
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
if(OrderMagicNumber()==2)
{b1=OrderTicket(); }
if(OrderMagicNumber()==4)
{b2=OrderTicket(); }
if(OrderMagicNumber()==6)
{b3=OrderTicket(); }
if(OrderMagicNumber()==1)
{s1=OrderTicket(); }
if(OrderMagicNumber()==3)
{s2=OrderTicket(); }
if(OrderMagicNumber()==5)
{s3=OrderTicket(); }
}
}
//Print(b1," ",b2," ",b3," ",s1," ",s2," ",s3);
if(b1==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(Close[1]>ma && Close[1]<bline)
{
btp1=(NormalizeDouble(ma,4))+(FirstTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYLIMIT,
LotsOptimized(),
(NormalizeDouble(ma,4)),
0,
(NormalizeDouble(sline,4)),
btp1,
"e.2.12 BL1",
2,
TimeClose,
Aqua);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
b1=ticket;
Print(ticket);
}
else Print("Error Opening BuyLimit Order: ",GetLastError());
return(0);
}
}
}
}
if(b2==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(Close[1]>ma && Close[1]<bline)
{
btp2=(NormalizeDouble(ma,4))+(SecondTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYLIMIT,
LotsOptimized(),
(NormalizeDouble(ma,4)),
0,
(NormalizeDouble(sline,4)),
btp2,
"e.2.12 BL2",
4,
TimeClose,
Aqua);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
b2=ticket;
Print(ticket);
}
else Print("Error Opening BuyLimit Order: ",GetLastError());
return(0);
}
}
}
}
if(b3==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(Close[1]>ma && Close[1]<bline)
{
btp3=(NormalizeDouble(ma,4))+(ThirdTP*Point);
ticket=OrderSend(Symbol(),
OP_BUYLIMIT,
LotsOptimized(),
(NormalizeDouble(ma,4)),
0,
(NormalizeDouble(sline,4)),
btp3,
"e.2.12 BL3",
6,
TimeClose,
Aqua);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
b3=ticket;
Print(ticket);
}
else Print("Error Opening BuyLimit Order: ",GetLastError());
return(0);
}
}
}
}
if(s1==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(Close[1]<ma && Close[1]>sline)
{
stp1=NormalizeDouble(ma,4)-(FirstTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLLIMIT,
LotsOptimized(),
(NormalizeDouble(ma,4)),
0,
(NormalizeDouble(bline,4)),
stp1,
"e.2.12 SL1",
1,
TimeClose,
HotPink);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
s1=ticket;
Print(ticket);
}
else Print("Error Opening SellLimit Order: ",GetLastError());
return(0);
}
}
}
}
if(s2==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(Close[1]<ma && Close[1]>sline)
{
stp2=NormalizeDouble(ma,4)-(SecondTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLLIMIT,
LotsOptimized(),
(NormalizeDouble(ma,4)),
0,
(NormalizeDouble(bline,4)),
stp2,
"e.2.12 SL2",
3,
TimeClose,
HotPink);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
s2=ticket;
Print(ticket);
}
else Print("Error Opening SellLimit Order: ",GetLastError());
return(0);
}
}
}
}
if(s3==0)
{
if(Hour()>TimeOpen && Hour()<TimeClose)
{
if(Close[1]<ma && Close[1]>sline)
{
stp3=NormalizeDouble(ma,4)-(ThirdTP*Point);
ticket=OrderSend(Symbol(),
OP_SELLLIMIT,
LotsOptimized(),
(NormalizeDouble(ma,4)),
0,
(NormalizeDouble(bline,4)),
stp3,
"e.2.12 SL3",
5,
TimeClose,
HotPink);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
{
s3=ticket;
Print(ticket);
}
else Print("Error Opening SellLimit Order: ",GetLastError());
return(0);
}
}
}
}
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_BUY)
{
if(MaElineTSL==0) {TSL=NormalizeDouble(ma,4); }
if(MaElineTSL==1) {TSL=NormalizeDouble(sline,4); }
if(Close[0]>OrderOpenPrice())
{
if((Close[0]>bline) && (TSL>OrderStopLoss()))
{
double bsl;bsl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
bsl,
OrderTakeProfit(),
0,//Order expiration server date/time
Green);
return(0);
}
}
}
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_SELL)
{
if(MaElineTSL==0) {TSL=NormalizeDouble(ma,4); }
if(MaElineTSL==1) {TSL=NormalizeDouble(bline,4); }
if(Close[0]<OrderOpenPrice())
{
if((Close[0]<sline) && (TSL<OrderStopLoss()))
{
double ssl;ssl=TSL;
OrderModify(OrderTicket(),
OrderOpenPrice(),
ssl,
OrderTakeProfit(),
0,//Order expiration server date/time
Red);
return(0);
}
}
}
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(Hour()==TimeClose && OrderType()==OP_BUYLIMIT)
{
OrderDelete(OrderTicket());
if(OrderTicket()==b1) {b1=0; return;}
if(OrderTicket()==b2) {b2=0; return;}
if(OrderTicket()==b3) {b3=0; return;}
}
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(Hour()==TimeClose && OrderType()==OP_SELLLIMIT)
{
OrderDelete(OrderTicket());
if(OrderTicket()==s1) {s1=0; return;}
if(OrderTicket()==s2) {s2=0; return;}
if(OrderTicket()==s3) {s3=0; return;}
}
OrderSelect(b1,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {b1=0;}
OrderSelect(b2,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {b2=0;}
OrderSelect(b3,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {b3=0;}
OrderSelect(s1,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {s1=0;}
OrderSelect(s2,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {s2=0;}
OrderSelect(s3,SELECT_BY_TICKET);
if(OrderClosePrice()>0) {s3=0;}
}
return(0);
}1. Код выкладываю как есть, без правки.
2. В коде могут быть ошибки (наверное).
3. Сообщите результаты (тесты или ...)
Отредактировано Andy_Kon (2008-12-30 17:23:53)