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cm_universal_trailing_stop_hedge.mq5
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//+------------------------------------------------------------------+
#property copyright "Copyright © 2016, [email protected]"
#property link "http://cmillion.ru"
#property strict
#property description "The EA moves the stop loss in the direction of price movement using various methods"
#property description "by candles, by fractals, by ATR, MA and Parabolic indicators, by percentage of profit and just by points"
//--------------------------------------------------------------------
enum t
{
b=1, // on extremes of candles
c=2, // by fractals
d=3, // by ATR indicator
e=4, // by Parabolic indicator
f=5, // by MA indicator
g=6, // by percentage of profit
i=7, // by points
};
extern bool VirtualTrailingStop=false;//virtual trailing stop
input t parameters_trailing=1; //trailing method
extern int delta=0; // indent from the calculated stop loss level
extern ENUM_TIMEFRAMES TF_Tralling=0; // timeframe of indicators (0-current)
extern int StepTrall=1; // stop loss move step
extern int StartTrall=1; // minimum trailing profit in points
color text_color=clrGreen; //output color
sinput string Advanced_Options="";
input int period_ATR=14;//ATR Period (Method 3)
input double Step=0.02; //Parabolic Step (Method 4)
input double Maximum=0.2; //Parabolic Maximum (Method 4)
sinput int Magic= -1;//with which magic to trail (-1 is all)
extern bool GeneralNoLoss=true; // trail from the breakeven point
extern bool DrawArrow=false; // show breakeven and stop marks
input int ma_period=34;//MA period (method 5)
input ENUM_MA_METHOD ma_method=MODE_SMA; // averaging method (method 5)
input ENUM_APPLIED_PRICE applied_price=PRICE_CLOSE; // price type (method 5)
input double PercetnProfit=50;//percentage of profit (method 6)
MqlTradeRequest request; // trade request parameters
MqlTradeResult result; // trade request result
MqlTradeCheckResult check;
//--------------------------------------------------------------------
int STOPLEVEL;
double Bid,Ask,SLB=0,SLS=0;
int slippage=100;
int maHandle; // Moving Average indicator handle
double maVal[]; // dynamic array for storing the Moving Average indicator values for each bar
int atrHandle; // Moving Average indicator handle
double atrVal[]; // dynamic array for storing the Moving Average indicator values for each bar
int sarHandle; // Moving Average indicator handle
double sarVal[]; // dynamic array for storing the Moving Average indicator values for each bar
//--------------------------------------------------------------------
int OnInit()
{
if(VirtualTrailingStop) GeneralNoLoss=true;
string txt;
switch(parameters_trailing)
{
case 1: // по экстремумам свечей
StringConcatenate(txt,"по свечам ",StrPer(TF_Tralling)," +- ",delta);
break;
case 2: // по фракталам
StringConcatenate(txt,"по фракталам ",StrPer(TF_Tralling)," +- ",delta);
break;
case 3: // по индикатору ATR
StringConcatenate(txt,"по ATR (",IntegerToString(period_ATR),") ",StrPer(TF_Tralling),"+- ",delta);
atrHandle=iATR(_Symbol,TF_Tralling,period_ATR);
break;
case 4: // по индикатору Parabolic
StringConcatenate(txt,"по параболику (",DoubleToString(Step,2)," ",DoubleToString(Maximum,2),") ",StrPer(TF_Tralling)," +- ",delta);
sarHandle=iSAR(_Symbol,TF_Tralling,Step,Maximum);
break;
case 5: // по индикатору МА
StringConcatenate(txt,"по MA (",ma_period," ",ma_method," ",applied_price,") ",StrPer(TF_Tralling)," +- ",delta);
maHandle=iMA(_Symbol,TF_Tralling,ma_period,0,ma_method,applied_price);
break;
case 6: // % от профита
StringConcatenate(txt," ",DoubleToString(PercetnProfit,2),"% от профита)");
break;
default: // по пунктам
StringConcatenate(txt,"по пунктам ",delta," п");
break;
}
if(VirtualTrailingStop)
{
StringConcatenate(txt,"Виртуальный трал ",txt);
}
else
{
StringConcatenate(txt,"Tрал ",txt);
}
DrawLABEL(3,"cm 3",txt,5,30,text_color,ANCHOR_RIGHT);
return(INIT_SUCCEEDED);
}
//--------------------------------------------------------------------
void OnTick()
{
long OT;
int n=0;
double OOP=0;
string txt;
StringConcatenate(txt,"Balance ",DoubleToString(AccountInfoDouble(ACCOUNT_BALANCE),2));
DrawLABEL(2,"cm Balance",txt,5,20,Lime,ANCHOR_RIGHT);
StringConcatenate(txt,"Equity ",DoubleToString(AccountInfoDouble(ACCOUNT_EQUITY),2));
DrawLABEL(2,"cm Equity",txt,5,35,Lime,ANCHOR_RIGHT);
//----
if(!VirtualTrailingStop) STOPLEVEL=(int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_STOPS_LEVEL);
double sl,SL;
Bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
Ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
int i,b=0,s=0;
double PB=0,PS=0,OL=0,NLb=0,NLs=0,LS=0,LB=0;
//----
for(i=0; i<PositionsTotal(); i++)
{
if(_Symbol==PositionGetSymbol(i))
{
if(Magic==OrderGetInteger(ORDER_MAGIC) || Magic==-1)
{
OL = PositionGetDouble(POSITION_VOLUME);
OOP = PositionGetDouble(POSITION_PRICE_OPEN);
OT = PositionGetInteger(POSITION_TYPE);
if(OT==POSITION_TYPE_BUY ) {PB += OOP*OL; LB+=OL; b++;}
if(OT==POSITION_TYPE_SELL) {PS += OOP*OL; LS+=OL; s++;}
}
}
}
//----
if(LB!=0)
{
NLb=PB/LB;
ARROW("cm_NL_Buy",NLb,clrAqua);
}
if(LS!=0)
{
NLs=PS/LS;
ARROW("cm_NL_Sell",NLs,clrRed);
}
//----
request.symbol=_Symbol;
for(i=0; i<PositionsTotal(); i++)
{
if(_Symbol==PositionGetSymbol(i))
{
if(Magic==OrderGetInteger(ORDER_MAGIC) || Magic==-1)
{
OL = PositionGetDouble(POSITION_VOLUME);
OOP = PositionGetDouble(POSITION_PRICE_OPEN);
OT = PositionGetInteger(POSITION_TYPE);
sl=PositionGetDouble(POSITION_SL);
if(OT==POSITION_TYPE_BUY)
{
if(VirtualTrailingStop)
{
SL=SlLastBar(POSITION_TYPE_BUY,Bid,NLb);
if(SL!=-1 && NLb+StartTrall*_Point<SL && SLB<SL) SLB=SL;
if(SLB!=0)
{
HLINE("cm_slb",SLB,clrAqua);
if(Bid<=SLB)
{
request.deviation=slippage;
request.volume=PositionGetDouble(POSITION_VOLUME);
request.position=PositionGetInteger(POSITION_TICKET);
request.action=TRADE_ACTION_DEAL;
request.type_filling=ORDER_FILLING_FOK;
request.type=ORDER_TYPE_SELL;
request.price=Bid;
request.comment="";
if(!OrderSend(request,result)) Print("error ",GetLastError());
}
}
}
else
{
SL=SlLastBar(POSITION_TYPE_BUY,Bid,OOP);
if(SL!=-1 && sl+StepTrall*_Point<SL && SL>=OOP+StartTrall*_Point)
{
request.action = TRADE_ACTION_SLTP;
request.position = PositionGetInteger(POSITION_TICKET);
request.sl = SL;
request.tp = PositionGetDouble(POSITION_TP);
if(!OrderSend(request,result)) Print("error ",GetLastError());
}
}
}
if(OT==POSITION_TYPE_SELL)
{
if(VirtualTrailingStop)
{
SL=SlLastBar(POSITION_TYPE_SELL,Ask,NLs);
if(SL!=-1 && (SLS==0 || SLS>SL) && SL<=NLs-StartTrall*_Point) SLS=SL;
if(SLS!=0)
{
HLINE("cm_sls",SLS,clrRed);
if(Ask>=SLS)
{
request.volume=PositionGetDouble(POSITION_VOLUME);
request.position=PositionGetInteger(POSITION_TICKET);
request.action=TRADE_ACTION_DEAL;
request.type_filling=ORDER_FILLING_FOK;
request.type=ORDER_TYPE_BUY;
request.price=Ask;
request.comment="";
if(!OrderSend(request,result)) Print("error ",GetLastError());
}
}
}
else
{
SL=SlLastBar(POSITION_TYPE_SELL,Ask,OOP);
if(SL!=-1 && (sl==0 || sl-StepTrall*_Point>SL) && SL<=OOP-StartTrall*_Point)
{
request.action = TRADE_ACTION_SLTP;
request.position = PositionGetInteger(POSITION_TICKET);
request.sl = SL;
request.tp = PositionGetDouble(POSITION_TP);
if(OrderCheck(request,check)) if(!OrderSend(request,result)) Print("error ",GetLastError());
else Print("error ",GetLastError());
}
}
}
}
}
}
if(b==0)
{
SLB=0;
ObjectDelete(0,"cm SLb");
ObjectDelete(0,"cm_SLb");
ObjectDelete(0,"cm_slb");
}
if(s==0)
{
SLS=0;
ObjectDelete(0,"cm SLs");
ObjectDelete(0,"cm_SLs");
ObjectDelete(0,"cm_sls");
}
return;
}
//--------------------------------------------------------------------
void OnDeinit(const int reason)
{
ObjectsDeleteAll(0,"cm");
Comment("");
if(parameters_trailing==3) IndicatorRelease(atrHandle);
if(parameters_trailing==4) IndicatorRelease(sarHandle);
if(parameters_trailing==5) IndicatorRelease(maHandle);
}
//--------------------------------------------------------------------
double SlLastBar(int tip,double price,double OOP)
{
double prc=0;
int i;
string txt;
switch(parameters_trailing)
{
case 1: // по экстремумам свечей
if(tip==POSITION_TYPE_BUY)
{
for(i=1; i<500; i++)
{
prc=NormalizeDouble(iLow(Symbol(),TF_Tralling,i)-delta*_Point,_Digits);
if(prc!=0) if(price-STOPLEVEL*_Point>prc) break;
else prc=0;
}
StringConcatenate(txt,"SL Buy candle ",DoubleToString(prc,_Digits));
}
if(tip==POSITION_TYPE_SELL)
{
for(i=1; i<500; i++)
{
prc=NormalizeDouble(iHigh(Symbol(),TF_Tralling,i)+delta*_Point,_Digits);
if(prc!=0) if(price+STOPLEVEL*_Point<prc) break;
else prc=0;
}
StringConcatenate(txt,"SL Sell candle ",DoubleToString(prc,_Digits));
}
break;
case 2: // по фракталам
if(tip==POSITION_TYPE_BUY)
{
for(i=2; i<100; i++)
{
if(iLow2(Symbol(),TF_Tralling,i)<iLow2(Symbol(),TF_Tralling,i+1) &&
iLow2(Symbol(),TF_Tralling,i)<iLow2(Symbol(),TF_Tralling,i-1) &&
iLow2(Symbol(),TF_Tralling,i)<iLow2(Symbol(),TF_Tralling,i+2))
{
prc=iLow2(Symbol(),TF_Tralling,i);
if(prc!=0)
{
prc=NormalizeDouble(prc-delta*_Point,_Digits);
if(price-STOPLEVEL*_Point>prc) break;
}
else prc=0;
}
}
StringConcatenate(txt,"SL Buy Fractals ",DoubleToString(prc,_Digits));
}
if(tip==POSITION_TYPE_SELL)
{
for(i=2; i<100; i++)
{
if(iHigh2(Symbol(),TF_Tralling,i)>iHigh2(Symbol(),TF_Tralling,i+1) &&
iHigh2(Symbol(),TF_Tralling,i)>iHigh2(Symbol(),TF_Tralling,i-1) &&
iHigh2(Symbol(),TF_Tralling,i)>iHigh2(Symbol(),TF_Tralling,i+2))
{
prc=iHigh2(Symbol(),TF_Tralling,i);
if(prc!=0)
{
prc=NormalizeDouble(prc+delta*_Point,_Digits);
if(price+STOPLEVEL*_Point<prc) break;
}
else prc=0;
}
}
StringConcatenate(txt,"SL Sell Fractals ",DoubleToString(prc,_Digits));
}
break;
case 3: // по индикатору ATR
ArraySetAsSeries(atrVal,true);
if(CopyBuffer(atrHandle,0,0,3,atrVal)<0)
{
StringConcatenate(txt,"Ошибка ATR :",GetLastError());
prc=-1;
break;
}
prc=atrVal[1];
if(tip==POSITION_TYPE_BUY)
{
prc=NormalizeDouble(Bid-prc-delta*_Point,_Digits);
StringConcatenate(txt,"SL Buy ATR ",DoubleToString(prc,_Digits));
}
if(tip==POSITION_TYPE_SELL)
{
prc=NormalizeDouble(Ask+prc+delta*_Point,_Digits);
StringConcatenate(txt,"SL Buy ATR ",DoubleToString(prc,_Digits));
}
break;
case 4: // по индикатору Parabolic
ArraySetAsSeries(sarVal,true);
if(CopyBuffer(sarHandle,0,0,3,sarVal)<0)
{
StringConcatenate(txt,"Ошибка Parabolic SAR :",GetLastError());
prc=-1;
break;
}
prc=sarVal[1];
if(tip==POSITION_TYPE_BUY)
{
prc=NormalizeDouble(prc-delta*_Point,_Digits);
if(price-STOPLEVEL*_Point<prc) prc=0;
StringConcatenate(txt,"SL Buy Parabolic ",DoubleToString(prc,_Digits));
}
if(tip==POSITION_TYPE_SELL)
{
prc=NormalizeDouble(prc+delta*_Point,_Digits);
if(price+STOPLEVEL*_Point>prc) prc=0;
StringConcatenate(txt,"SL Buy Parabolic ",DoubleToString(prc,_Digits));
}
break;
case 5: // по индикатору МА
ArraySetAsSeries(maVal,true);
if(CopyBuffer(maHandle,0,0,3,maVal)<0)
{
StringConcatenate(txt,"Ошибка Moving Average :",GetLastError());
prc=-1;
break;
}
prc=maVal[1];
if(tip==POSITION_TYPE_BUY)
{
prc=NormalizeDouble(prc-delta*_Point,_Digits);
if(price-STOPLEVEL*_Point<prc) prc=0;
StringConcatenate(txt,"SL Buy MA ",DoubleToString(prc,_Digits));
}
if(tip==POSITION_TYPE_SELL)
{
prc=NormalizeDouble(prc+delta*_Point,_Digits);
if(price+STOPLEVEL*_Point>prc) prc=0;
StringConcatenate(txt,"SL Sell MA ",DoubleToString(prc,_Digits));
}
break;
case 6: // % от профита
if(tip==POSITION_TYPE_BUY)
{
prc=NormalizeDouble(OOP+(price-OOP)/100*PercetnProfit,_Digits);
StringConcatenate(txt,"SL Buy % ",DoubleToString(prc,_Digits));
}
if(tip==POSITION_TYPE_SELL)
{
prc=NormalizeDouble(OOP-(OOP-price)/100*PercetnProfit,_Digits);
StringConcatenate(txt,"SL Sell % ",DoubleToString(prc,_Digits));
}
break;
default: // по пунктам
if(tip==POSITION_TYPE_BUY)
{
prc=NormalizeDouble(price-delta*_Point,_Digits);
StringConcatenate(txt,"SL Buy pips ",DoubleToString(prc,_Digits));
}
if(tip==POSITION_TYPE_SELL)
{
prc=NormalizeDouble(price+delta*_Point,_Digits);
StringConcatenate(txt,"SL Sell pips ",DoubleToString(prc,_Digits));
}
break;
}
if(tip==POSITION_TYPE_BUY)
{
ARROW("cm_SLb",prc,clrGray);
DrawLABEL(3,"cm SLb",txt,5,50,Color(prc>OOP,clrGreen,clrGray),ANCHOR_RIGHT);
}
if(tip==POSITION_TYPE_SELL)
{
ARROW("cm_SLs",prc,clrGray);
DrawLABEL(3,"cm SLs",txt,5,70,Color(prc<OOP,clrRed,clrGray),ANCHOR_RIGHT);
}
return(prc);
}
//--------------------------------------------------------------------
string StrPer(int per)
{
if(per==PERIOD_CURRENT) per=Period();
if(per > 0 && per < 31) return("M"+IntegerToString(per));
if(per == PERIOD_H1) return("H1");
if(per == PERIOD_H2) return("H2");
if(per == PERIOD_H3) return("M3");
if(per == PERIOD_H4) return("M4");
if(per == PERIOD_H6) return("M6");
if(per == PERIOD_H8) return("M8");
if(per == PERIOD_H12) return("M12");
if(per == PERIOD_D1) return("D1");
if(per == PERIOD_W1) return("W1");
if(per == PERIOD_MN1) return("MN1");
return("ошибка периода");
}
//+------------------------------------------------------------------+
void HLINE(string Name,double Price,color c)
{
ObjectDelete(0,Name);
ObjectCreate(0,Name,OBJ_HLINE,0,0,Price,0,0,0,0);
ObjectSetInteger(0,Name,OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,Name,OBJPROP_SELECTED,false);
ObjectSetInteger(0,Name,OBJPROP_COLOR,c);
ObjectSetInteger(0,Name,OBJPROP_STYLE,STYLE_DOT);
ObjectSetInteger(0,Name,OBJPROP_WIDTH,1);
}
//+------------------------------------------------------------------+
void ARROW(string Name,double Price,color c)
{
if(!DrawArrow) return;
ObjectDelete(0,Name);
ObjectCreate(0,Name,OBJ_ARROW_RIGHT_PRICE,0,TimeCurrent(),Price,0,0,0,0);
ObjectSetInteger(0,Name,OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,Name,OBJPROP_SELECTED,false);
ObjectSetInteger(0,Name,OBJPROP_COLOR,c);
ObjectSetInteger(0,Name,OBJPROP_WIDTH,1);
}
//--------------------------------------------------------------------
void DrawLABEL(int c,string name,string text,int X,int Y,color clr,int ANCHOR=ANCHOR_LEFT,int FONTSIZE=8)
{
if(ObjectFind(0,name)==-1)
{
ObjectCreate(0,name,OBJ_LABEL,0,0,0);
ObjectSetInteger(0,name,OBJPROP_CORNER,c);
ObjectSetInteger(0,name,OBJPROP_XDISTANCE,X);
ObjectSetInteger(0,name,OBJPROP_YDISTANCE,Y);
ObjectSetInteger(0,name,OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,name,OBJPROP_SELECTED,false);
ObjectSetInteger(0,name,OBJPROP_FONTSIZE,FONTSIZE);
ObjectSetString(0,name,OBJPROP_FONT,"Arial");
ObjectSetInteger(0,name,OBJPROP_ANCHOR,ANCHOR);
}
ObjectSetString(0,name,OBJPROP_TEXT,text);
ObjectSetInteger(0,name,OBJPROP_COLOR,clr);
}
//--------------------------------------------------------------------
color Color(bool P,color c1,color c2)
{
if(P) return(c1);
return(c2);
}
//--------------------------------------------------------------------
double iLow2(string symbol,ENUM_TIMEFRAMES tf,int index)
{
if(index < 0) return(-1);
double Arr[];
if(CopyLow(symbol,tf, index, 1, Arr)>0) return(Arr[0]);
else return(-1);
}
//--------------------------------------------------------------------
double iHigh2(string symbol,ENUM_TIMEFRAMES tf,int index)
{
if(index < 0) return(-1);
double Arr[];
if(CopyHigh(symbol,tf, index, 1, Arr)>0) return(Arr[0]);
else return(-1);
}
//+------------------------------------------------------------------+