EXPERT ADVISOR
//+------------------------------------------------------------------+ //| Envelope.mq4 | //| Copyright © 2005,tageiger aka This email address is being protected from spambots. You need JavaScript enabled to view it. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Copyright © 2005,tageiger aka This email address is being protected from spambots. You need JavaScript enabled to view it." #property link "http://www.metaquotes.net" extern int EnvTimeFrame =5; //envelope time frame: 0=chart,60=1hr,240=4hr, etc. extern int EnvelopePeriod =144; //moving average length extern int EnvMaMethod =1; //0=sma,1=ema,2=smma,3=lwma. extern int MaShift =0; //shift relative to current bar indicator data is posted extern double EnvelopeDeviation =0.4; //envelope width extern bool UseMaElineTSL? =true; //enable moving average or Opposite Envelope line trailing SL extern int MaElineTSL =0; //see notes below /*0=iMA trailing SL 1=Opposite Envelope line trailing SL 2=Near Envelope line trailing SL (for 15m or greater periods, when price breaks out of the envelopes)*/ extern bool BreakEvenTSL? =false; //enable break even trailing stoploss extern int BreakEvenPips =1; //pips above/below OrderOpenPrice for breakeven SL extern bool FastMaTSL? =false; //enable fast ma trailing stoploss extern int FastMaPeriod =55; //FastMaTSL moving average length extern int FastMaMethod =0; //0=sma,1=ema,2=smma,3=lwma. extern int FastMaShift =0; //shift relative to current bar indicator data is posted extern bool FixedPipTSL? =false; //enable fixed pip trailing stoploss extern int FixedPipTSLPips =0; //pips to trail extern int FixedPipTSLTrigger=0; //pips in profit before trailing stoploss is triggered extern int TimeBegin =0; //server time order placement begins extern int TimeEnd =18; //server time order placement ends extern double TimeDelete =23; //server time unexecuted orders deleted extern double FirstTP =21.0; //1st TP in pips extern double SecondTP =34.0; //2nd TP in pips extern double ThirdTP =55.0; //3rd TP in pips extern int Lot.Margin =1000; //Margin for 1 lot traded extern double MaximumRisk =0.02; //%account balance to risk per position extern double DecreaseFactor =3; //lot size divisor(reducer) during loss streak extern bool DeleteOrders? =false; //deletes pending stop orders if true extern bool CloseOrders? =false; //closes open orders if true, regardless of profit status. extern int Slippage =2; //applies to closeorders() int b1,b2,b3,s1,s2,s3; double ssl,bsl,TSL; string comment ="m e.3.03"; string TradeSymbol; TradeSymbol=Symbol(); int init(){return(0);} int deinit(){return(0);} int start() { double btp1,btp2,btp3,stp1,stp2,stp3; double bline=0,sline=0,ma=0; int cnt, ticket,total=OrdersTotal(); ma=iMA(NULL,EnvTimeFrame,EnvelopePeriod,MaShift,EnvMaMethod,PRICE_CLOSE,0); bline=iEnvelopes(NULL,EnvTimeFrame,EnvelopePeriod,EnvMaMethod,0,PRICE_CLOSE,EnvelopeDeviation,MODE_UPPER,0); sline=iEnvelopes(NULL,EnvTimeFrame,EnvelopePeriod,EnvMaMethod,0,PRICE_CLOSE,EnvelopeDeviation,MODE_LOWER,0); if(TotalTradesThisSymbol(TradeSymbol)==0) { b1=0;b2=0;b3=0;s1=0;s2=0;s3=0; } if(TotalTradesThisSymbol(TradeSymbol)>0) { for(cnt=0;cnt<total;cnt++) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if(OrderSymbol()==TradeSymbol) { if(OrderMagicNumber()==21) {b1=OrderTicket(); } if(OrderMagicNumber()==41) {b2=OrderTicket(); } if(OrderMagicNumber()==61) {b3=OrderTicket(); } if(OrderMagicNumber()==11) {s1=OrderTicket(); } if(OrderMagicNumber()==31) {s2=OrderTicket(); } if(OrderMagicNumber()==51) {s3=OrderTicket(); } } } } if(DeleteOrders?) deleteorders(); if(CloseOrders?) closeorders(); if(b1==0) { if(Hour()>=TimeBegin && Hour()<TimeEnd) { if(bline>Close[0] && sline<Close[0]) { btp1=(NormalizeDouble(bline,Digits))+(FirstTP*Point); ticket=OrderSend(Symbol(), OP_BUYSTOP, LotsOptimized(), (NormalizeDouble(bline,Digits)), 0, (NormalizeDouble(sline,Digits)), btp1, Period()+comment+"btp1", 21, timedelete(), Aqua); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { b1=ticket; Print(ticket); } else Print("Error Opening BuyStop Order: ",GetLastError()); return(0); } } } } if(b2==0) { if(Hour()>=TimeBegin && Hour()<TimeEnd) { if(bline>Close[0] && sline<Close[0]) { btp2=(NormalizeDouble(bline,Digits))+(SecondTP*Point); ticket=OrderSend(Symbol(), OP_BUYSTOP, LotsOptimized(), (NormalizeDouble(bline,Digits)), 0, (NormalizeDouble(sline,Digits)), btp2, Period()+comment+"btp2", 41, timedelete(), Aqua); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { b2=ticket; Print(ticket); } else Print("Error Opening BuyStop Order: ",GetLastError()); return(0); } } } } if(b3==0) { if(Hour()>=TimeBegin && Hour()<TimeEnd) { if(bline>Close[0] && sline<Close[0]) { btp3=(NormalizeDouble(bline,Digits))+(ThirdTP*Point); ticket=OrderSend(Symbol(), OP_BUYSTOP, LotsOptimized(), (NormalizeDouble(bline,Digits)), 0, (NormalizeDouble(sline,Digits)), btp3, Period()+comment+"btp3", 61, timedelete(), Aqua); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { b3=ticket; Print(ticket); } else Print("Error Opening BuyStop Order: ",GetLastError()); return(0); } } } } if(s1==0) { if(Hour()>=TimeBegin && Hour()<TimeEnd) { if(bline>Close[0] && sline<Close[0]) { stp1=NormalizeDouble(sline,Digits)-(FirstTP*Point); ticket=OrderSend(Symbol(), OP_SELLSTOP, LotsOptimized(), (NormalizeDouble(sline,Digits)), 0, (NormalizeDouble(bline,Digits)), stp1, Period()+comment+"stp1", 11, timedelete(), HotPink); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { s1=ticket; Print(ticket); } else Print("Error Opening SellStop Order: ",GetLastError()); return(0); } } } } if(s2==0) { if(Hour()>=TimeBegin && Hour()<TimeEnd) { if(bline>Close[0] && sline<Close[0]) { stp2=NormalizeDouble(sline,Digits)-(SecondTP*Point); ticket=OrderSend(Symbol(), OP_SELLSTOP, LotsOptimized(), (NormalizeDouble(sline,Digits)), 0, (NormalizeDouble(bline,Digits)), stp2, Period()+comment+"stp2", 31, timedelete(), HotPink); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { s2=ticket; Print(ticket); } else Print("Error Opening SellStop Order: ",GetLastError()); return(0); } } } } if(s3==0) { if(Hour()>=TimeBegin && Hour()<TimeEnd) { if(bline>Close[0] && sline<Close[0]) { stp3=NormalizeDouble(sline,Digits)-(ThirdTP*Point); ticket=OrderSend(Symbol(), OP_SELLSTOP, LotsOptimized(), (NormalizeDouble(sline,Digits)), 0, (NormalizeDouble(bline,Digits)), stp3, Period()+comment+"stp3", 51, timedelete(), HotPink); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { s3=ticket; Print(ticket); } else Print("Error Opening SellStop Order: ",GetLastError()); return(0); } } } } for(cnt=0;cnt<total;cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_BUY && IsTradeAllowed() && OrderSymbol()==Symbol() && (OrderMagicNumber()==21 || OrderMagicNumber()==41 || OrderMagicNumber()==61)) { if(BreakEvenTSL?) {TSL=breakevenTSL();} if(FastMaTSL?) {TSL=fastmaTSL();} if(FixedPipTSL?) {TSL=fixedpipTSL();} if(UseMaElineTSL?) { if(MaElineTSL==0) {TSL=NormalizeDouble(ma,Digits);} if(MaElineTSL==1) {TSL=NormalizeDouble(sline,Digits);} if(MaElineTSL==2) {TSL=NormalizeDouble(bline,Digits);}} if(Bid>OrderOpenPrice() && TSL>OrderStopLoss()) { bsl=TSL; if(bsl==0 || bsl<OrderStopLoss()) {return(0);} OrderModify(OrderTicket(), OrderOpenPrice(), bsl, OrderTakeProfit(), OrderExpiration(), Green); } } if(OrderType()==OP_SELL && IsTradeAllowed() && OrderSymbol()==Symbol() && (OrderMagicNumber()==11 || OrderMagicNumber()==31 || OrderMagicNumber()==51)) { if(BreakEvenTSL?) {TSL=breakevenTSL();} if(FastMaTSL?) {TSL=fastmaTSL();} if(FixedPipTSL?) {TSL=fixedpipTSL();} if(UseMaElineTSL?) { if(MaElineTSL==0) {TSL=NormalizeDouble(ma,Digits);} if(MaElineTSL==1) {TSL=NormalizeDouble(bline,Digits);} if(MaElineTSL==2) {TSL=NormalizeDouble(sline,Digits);}} if(Ask<OrderOpenPrice() && TSL<OrderStopLoss()) { ssl=TSL; if(ssl==0 || ssl>OrderStopLoss()) {return(0);} OrderModify(OrderTicket(), OrderOpenPrice(), ssl, OrderTakeProfit(), OrderExpiration(), Red); } } OrderSelect(b1,SELECT_BY_TICKET); if(OrderCloseTime()>0) {b1=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); } OrderSelect(b2,SELECT_BY_TICKET); if(OrderCloseTime()>0) {b2=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); } OrderSelect(b3,SELECT_BY_TICKET); if(OrderCloseTime()>0) {b3=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); } OrderSelect(s1,SELECT_BY_TICKET); if(OrderCloseTime()>0) {s1=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); } OrderSelect(s2,SELECT_BY_TICKET); if(OrderCloseTime()>0) {s2=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); } OrderSelect(s3,SELECT_BY_TICKET); if(OrderCloseTime()>0) {s3=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); } } if(!IsTesting()) { PrintComments(); } return(0); } //Functions double LotsOptimized() { double lot; int orders=HistoryTotal(); int losses=0; lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/Lot.Margin,2); 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,2); } if(lot<0.05) lot=0.05; return(lot); }//end LotsOptimized int TotalTradesThisSymbol(string TradeSymbol) { int i, TradesThisSymbol=0; for(i=0;i<OrdersTotal();i++) { OrderSelect(i,SELECT_BY_POS); if(OrderSymbol()==TradeSymbol && (OrderMagicNumber()==11 || OrderMagicNumber()==21 || OrderMagicNumber()==31 || OrderMagicNumber()==41 || OrderMagicNumber()==51 || OrderMagicNumber()==61)) { TradesThisSymbol++; } } return(TradesThisSymbol); }//end TotalTradesThisSymbol void PrintComments() { Comment("Current Time: ",TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS),"\n", "Delete Time: ",TimeToStr(timedelete(),TIME_DATE|TIME_MINUTES)); } int deleteorders() { int d; TimeBegin=Hour()+1; for(d=0;d<OrdersTotal();d++) { OrderSelect(d,SELECT_BY_POS); if(OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol() && IsTradeAllowed() && (OrderMagicNumber()==21 || OrderMagicNumber()==41 || OrderMagicNumber()==61)) { OrderDelete(OrderTicket()); if(OrderTicket()==b1) {b1=0; return;} if(OrderTicket()==b2) {b2=0; return;} if(OrderTicket()==b3) {b3=0; return;} } if(OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol() && IsTradeAllowed() && (OrderMagicNumber()==11 || OrderMagicNumber()==31 || OrderMagicNumber()==51)) { OrderDelete(OrderTicket()); if(OrderTicket()==s1) {s1=0; return;} if(OrderTicket()==s2) {s2=0; return;} if(OrderTicket()==s3) {s3=0; return;} } } return(0);}//end delete orders int closeorders() { int c; TimeBegin=Hour()+1; for(c=0;c<OrdersTotal();c++) { OrderSelect(c,SELECT_BY_POS); if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && IsTradeAllowed() && (OrderMagicNumber()==21 || OrderMagicNumber()==41 || OrderMagicNumber()==61)) { OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,DarkOrchid); if(OrderTicket()==b1) {b1=0; return;} if(OrderTicket()==b2) {b2=0; return;} if(OrderTicket()==b3) {b3=0; return;} } if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && IsTradeAllowed() && (OrderMagicNumber()==11 || OrderMagicNumber()==31 || OrderMagicNumber()==51)) { OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,DarkOrange); if(OrderTicket()==s1) {s1=0; return;} if(OrderTicket()==s2) {s2=0; return;} if(OrderTicket()==s3) {s3=0; return;} } } return(0);}//end closeorders datetime timedelete() { string date=TimeToStr(CurTime(),TIME_DATE); string hour=DoubleToStr(TimeDelete,0); string minutes=":00"; return(StrToTime(date+" "+hour+minutes));}//end timedelete double breakevenTSL() { double beTSL; for(int cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && (OrderMagicNumber()==21 || OrderMagicNumber()==41 || OrderMagicNumber()==61)) { if(Bid-OrderOpenPrice()>=Point*FirstTP) { beTSL=OrderOpenPrice()+(BreakEvenPips*Point);}} if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && (OrderMagicNumber()==11 || OrderMagicNumber()==31 || OrderMagicNumber()==51)) { if(OrderOpenPrice()-Ask>=Point*FirstTP) { beTSL=OrderOpenPrice()-(BreakEvenPips*Point);}}} return(beTSL);} double fastmaTSL() { double fmaTSL; fmaTSL=iMA(Symbol(),EnvTimeFrame,FastMaPeriod,FastMaShift,FastMaMethod,PRICE_CLOSE,0); return(NormalizeDouble(fmaTSL,Digits));} double fixedpipTSL() { double fpTSL; for(int cnt=0;cnt<OrdersTotal();cnt++) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && (OrderMagicNumber()==21 || OrderMagicNumber()==41 || OrderMagicNumber()==61)) { if(Bid-OrderOpenPrice()>(FixedPipTSLTrigger*Point) && OrderStopLoss()<Bid-Point*FixedPipTSLPips) { fpTSL=Bid-Point*FixedPipTSLPips;}} if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && (OrderMagicNumber()==11 || OrderMagicNumber()==31 || OrderMagicNumber()==51)) { if(OrderOpenPrice()-Ask>(FixedPipTSLTrigger*Point) && OrderStopLoss()>Ask+Point*FixedPipTSLPips) { fpTSL=Ask+Point*FixedPipTSLPips;}}} return(fpTSL);}